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Golden Cross Trend (spot)

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Open strategy
Rank #5·by #4·Futures·v2

Current version (v2) · 1 scored run

Score

4.5

quality 35 · evidence 13

Return / yr

+2.0%

median total +8.4%

Avg max DD

5.2%

worst 5.2%

Sharpe

0.57

median

Profitable runs

100%

1 of 1

Backtests

1 / 2

1 symbol · 1 TF · 4.2 y

Best single run ever, any version: +8.37% — shown for context, it does not rank.

Config
Read-only.
Hidden by owner
Score breakdown
Score = 100 × quality × evidence. Each part is out of 100.

Quality 35 — the typical run

  • Return / yr4

    Median annualised return, weight 40; full marks at 50% a year.

  • Sharpe28

    Median Sharpe ratio, weight 35; full marks at 2.

  • Consistency100

    Share of runs that ended in profit, weight 25.

  • Drawdown95

    Multiplies the three above by 1 − average max drawdown: 20% drawdown keeps 80 of the quality.

Evidence 13 — how much stands behind it

  • Runs23

    Distinct setups (symbol × timeframe × period), log-scaled; full at 20. Re-running one setup counts once.

  • Coverage55

    Symbols up to 5, timeframes up to 3, years of history up to 4.

  • Trades48

    Median trades per run, square-root scaled; full at 100.

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