Noon Barbari

Updated 2026-07-09 · refreshed monthly

Trend Magic on ARB — backtest results

Default-parameter Trend Magic replayed on ARB/USDT daily bars from 2023-03-23 to 2026-07-08, starting from $10,000 with standard fees. ATR-anchored trend ribbon — ride the regime, flip on break.

Strategy return
-25.04%
Buy & hold
-94.18%
Sharpe ratio
-0.36
Max drawdown
30.0%
Trades
97
Win rate
43%

Equity curve, 2023-03-23 → 2026-07-08

Does it hold up on unseen data?

In-sample Sharpe (first 70%)
-0.48
Out-of-sample Sharpe (last 30%)
-0.20

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.

Trend Magic on other coins

Other strategies on ARB

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.