ADX DMI Trend

How this strategy trades, what it scored, and the measurements the score was read from: every symbol and timeframe, on real and resampled history.

At A Glance

39/ 100
Total Score
32of 52
Overall Rank
20of 28
In Trend
20,169
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on DOGEUSDT · 4h (79 / 100) and lowest on ETHUSDT · 30m (8 / 100).

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 39 / 100
Real Data 41 / 100
Resampled Data 37 / 100
Overall Rank Top 62% 32 of 52
Rank In Trend Top 72% 20 of 28
By Metric
Beats Hold Real 30 · Resampled 43 37 / 100
Risk Adjusted Real 41 · Resampled 30 36 / 100
Profitability Real 51 · Resampled 33 42 / 100
Win Rate Real 30 · Resampled 33 31 / 100
Fee Efficiency Real 59 · Resampled 59 59 / 100

Where It Works

How It Trades

  1. From each bar's high and low, compute the 14-bar +DI and −DI (how much of the recent movement has been upward versus downward) and ADX, which measures how decisively one side is winning.
  2. Buy when +DI sits above −DI and ADX is above 25 at the same time: the direction is up and the move is strong enough to be a trend rather than noise inside a range.
  3. Sell when +DI crosses back below −DI. The exit deliberately does not wait on ADX: a fading ADX with price rolling over would otherwise strand the position.

Example Strategy

Pine Script

Paste it into TradingView’s Pine Editor to run these rules on any chart.

//@version=6
// ADX DMI Trend — sort.finance. Fills at the signal bar's close, 0.02% fee a side,
// whole account per trade, as the backtest. History and indicator warm-up
// differ from the site's, so expect close to the same trades, not identical.
strategy("ADX DMI Trend", overlay=false,
     initial_capital=100, default_qty_type=strategy.percent_of_equity,
     default_qty_value=100, commission_type=strategy.commission.percent,
     commission_value=0.02, process_orders_on_close=true, pyramiding=0)

// The bar the current position opened on, and the bar the last one closed on.
var int entryBar = na
var int exitBar = -1

// ── Signals ──────────────────────────────────────────────────────────────
[plusDI, minusDI, adx] = ta.dmi(14, 14)
bullish = plusDI > minusDI
confirmed = bullish and adx > 25
enterNow = confirmed and not confirmed[1]
exitNow = not bullish and bullish[1]

// ── Orders ───────────────────────────────────────────────────────────────
// Open on the first bar the entry holds while flat; close on the first
// later bar the exit holds; never reopen on the bar a position closed.
inTrade = strategy.position_size != 0
if inTrade and bar_index > entryBar and exitNow
    strategy.close("Long")
    exitBar := bar_index
else if not inTrade and bar_index > exitBar and enterNow
    strategy.entry("Long", strategy.long)
    entryBar := bar_index

// ── Drawing ──────────────────────────────────────────────────────────────
plot(plusDI, "+DI 14", color=#459b61)
plot(minusDI, "-DI 14", color=#b54a48)
plot(adx, "ADX 14", color=#4d8dff)
hline(25, "Trend 25", color=color.new(#8a92a0, 40), linestyle=hline.style_dashed)
Show

Total Score

41 37 / 100

Score = 0.25 Sbeats_hold + 0.35 Srisk + 0.20 Sprofit + 0.10 Swin + 0.10 Sfee

One 0–100 number per symbol × timeframe cell. Every strategy is run on every cell, on both real and resampled price history, and the total beside its name is this number averaged over all of them.

Beats Hold

25% of the total

30 43 / 100

Sbeats_hold = clamp0100(50 + 25 log2EnetEhold)

Compares final net equity to what simply holding the asset would have returned over the same window. 50 is break-even; every doubling versus buy-and-hold adds 25 points.

Read From Net Equity · Price Change %

Net Equity

The account after fees, trade by trade.

Price Change %

What holding the asset made over the same stretch: the hold the account is measured against.

Risk Adjusted

35% of the total

41 30 / 100

Srisk = clamp0100(55 · Sharpe + 5)

A linear read on the rolling annualized Sharpe ratio at the last trade: 0 Sharpe scores 5, roughly 1.7 Sharpe maxes out the scale.

Read From Rolling Sharpe

Rolling Sharpe

The account's annualized Sharpe ratio at each trade's close.

Profitability

20% of the total

51 33 / 100

Sprofit = clamp0100(20 log2EnetE0)

How many times the starting cash multiplied, on a log scale: each doubling of capital is worth 20 points.

Read From Net Equity · Cumulative P&L %

Net Equity

The account after fees, against the cash it started with.

Cumulative P&L %

Not in the formula: every trade's return added up rather than compounded.

Win Rate

10% of the total

30 33 / 100

Swin = clamp0100(2.5 (W% − 20))

The share of trades that closed profitable, rescaled so a 20% win rate scores 0 and a 60% win rate maxes out the scale.

Read From Win Rate % · Trades

Win Rate %

The share of trades so far that closed in profit.

Trades

How many trades that share is taken over.

Fee Efficiency

10% of the total

59 59 / 100

Sfee = clamp0100(Enet/Egross − 0.40.6 × 100)

The share of the fee-free (gross) result that survives after fees: 60% survival scores 0, keeping the full gross result scores 100.

Read From Equity, Net And Gross · Cumulative Fees

Equity, Net And Gross

The account with the fees taken and, fainter, without them.

Cumulative Fees

Not in the formula: what the exchange took, which is the gap between net and gross above.