BTCUSDT
- 30m
- 1h
- 4h
- 1d
How this strategy trades, what it scored, and the measurements the score was read from: every symbol and timeframe, on real and resampled history.
Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on SOLUSDT · 4h (85 / 100) and lowest on XRPUSDT · 1d (25 / 100).
| Total Score | Mean Of Real And Resampled | 63 / 100 |
| Real Data | 66 / 100 | |
| Resampled Data | 60 / 100 | |
| Overall Rank | Top 8% | 4 of 52 |
| Rank In Trend | Top 15% | 4 of 28 |
| Beats Hold | Real 71 · Resampled 79 | 75 / 100 |
| Risk Adjusted | Real 59 · Resampled 48 | 54 / 100 |
| Profitability | Real 84 · Resampled 65 | 75 / 100 |
| Win Rate | Real 25 · Resampled 26 | 25 / 100 |
| Fee Efficiency | Real 80 · Resampled 80 | 80 / 100 |
Paste it into TradingView’s Pine Editor to run these rules on any chart.
//@version=6
// WMA 20 200 Crossover — 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("WMA 20 200 Crossover", overlay=true,
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 ──────────────────────────────────────────────────────────────
fast = ta.wma(close, 20)
slow = ta.wma(close, 200)
above = fast > slow
enterNow = above and not above[1]
exitNow = not above and above[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(fast, "WMA 20", color=#4d8dff)
plot(slow, "WMA 200", color=#e0a03a)
! These are readings from a backtest that keeps running, not recommendations and not advice. Nobody here knows your position, your costs or your risk. Whatever you do with your money is yours alone to answer for.
BTCUSDT
ETHUSDT
SOLUSDT
BNBUSDT
DOGEUSDT
XRPUSDT
ALL
66 60 / 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.
71 79 / 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.
The account after fees, trade by trade.
What holding the asset made over the same stretch: the hold the account is measured against.
59 48 / 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.
The account's annualized Sharpe ratio at each trade's close.
84 65 / 100
Sprofit = clamp0100(20 log2EnetE0)
How many times the starting cash multiplied, on a log scale: each doubling of capital is worth 20 points.
The account after fees, against the cash it started with.
Not in the formula: every trade's return added up rather than compounded.
25 26 / 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.
The share of trades so far that closed in profit.
How many trades that share is taken over.
80 80 / 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.
The account with the fees taken and, fainter, without them.
Not in the formula: what the exchange took, which is the gap between net and gross above.