Open data · CC BY 4.0
Research & open data
We publish the raw data behind our research so anyone can check the numbers, rerun the analysis or build on it. Free to reuse with attribution.
Crypto strategy curve-fitting dataset (July 2026)
Every parameter combination of 10 classic strategy templates, backtested on 20 crypto pairs on daily bars since 2021 — each scored twice: on the first 70% of history (in-sample) and on the final 30% the configuration never saw (out-of-sample). One row per engine run.
- • Daily bars from 2021-01-01, $10,000 starting balance, standard fees, long-only spot.
- • All runs executed by the same event-driven backtest engine that powers the product — no lookahead, warmup-aware indicators.
- • "Attractive" in the study = in-sample Sharpe ≥ 1.0 with ≥ 10 trades; the dataset itself contains every run, unfiltered.
Downloads
Findings and methodology are in the write-up: We backtested 5,720 strategy configurations — most of what looks good is curve-fit
Schema
| Column | Type | Description |
|---|---|---|
| template | string | Strategy template (10 house templates, default-parameter grids) |
| coin | string | Spot pair on Binance, e.g. BTC/USDT (20 coins) |
| combo_id | int | Parameter combination index within the template's grid |
| window | string | "is" = in-sample (first 70%), "oos" = out-of-sample (last 30%) |
| sharpe | float | Annualised Sharpe ratio of daily returns in the window |
| pnl_pct | float | Net return % in the window (from $10,000, standard fees) |
| max_dd_pct | float | Maximum drawdown % in the window |
| trades | int | Closed round-trip trades in the window |
| params_json | json | The exact parameter overrides for this combination |
License & citation
The dataset is released under Creative Commons Attribution 4.0 (CC BY 4.0) — use it in articles, papers or products, just link back. Suggested citation:
Noon Barbari (2026). Crypto strategy curve-fitting dataset: 11,440 backtest runs across 10 strategy templates and 20 coins with a 70/30 chronological split. https://noonbarbari.xyz/en/research
@misc{noonbarbari2026curvefit,
author = {Noon Barbari},
title = {Crypto strategy curve-fitting dataset: 11,440 backtest runs
across 10 strategy templates and 20 coins},
year = {2026},
url = {https://noonbarbari.xyz/en/research},
note = {CC BY 4.0}
}The dataset describes hypothetical backtests over the stated past period. It is research data, not investment advice, and past performance does not guarantee future results.