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Golden Cross Trend (spot)

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Rank #7·by #5·Spot·v1

Current version (v1) · 2 scored runs

Score

2.4

quality 29 · evidence 9

Return / yr

+0.7%

median total +0.5%

Avg max DD

2.1%

worst 2.1%

Sharpe

0.21

median

Profitable runs

100%

2 of 2

Backtests

2 / 2

1 symbol · 1 TF · 0.7 y

Best single run ever, any version: +0.47% — 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 29 — the typical run

  • Return / yr1

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

  • Sharpe11

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

  • Consistency100

    Share of runs that ended in profit, weight 25.

  • Drawdown98

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

Evidence 9 — how much stands behind it

  • Runs23

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

  • Coverage22

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

  • Trades22

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

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