Noon Barbari

Updated 2026-07-09 · refreshed monthly

SMA Breakout on JUP — backtest results

Default-parameter SMA Breakout replayed on JUP/USDT daily bars from 2024-01-31 to 2026-07-08, starting from $10,000 with standard fees. Donchian-style channel breakout on the 20-bar SMA.

Strategy return
-2.03%
Buy & hold
-67.70%
Sharpe ratio
-0.02
Max drawdown
31.1%
Trades
44
Win rate
39%

Equity curve, 2024-01-31 → 2026-07-08

Does it hold up on unseen data?

In-sample Sharpe (first 70%)
0.16
Out-of-sample Sharpe (last 30%)
-1.16

We split the history chronologically — first 70% vs last 30% — and score both windows separately. A strategy that only works on the window it was designed around is memorizing the past, not finding an edge. This configuration lost money on the unseen window — the full-history number overstates it.

Run it yourself — change anything

Open this exact strategy in the studio with every parameter editable, or replay it with your own balance and dates in the free backtester.

SMA Breakout on other coins

Other strategies on JUP

Auto-generated from public exchange data with default strategy parameters. Backtests are hypothetical; results describe the stated past period only and are not predictions or financial advice. Past performance does not guarantee future results.