Which coins should I backtest a strategy on?

Develop on BTC/USDT — deepest liquidity, longest clean history, least manipulated — and then verify on a handful of large-caps you didn't develop on (ETH, SOL, BNB). A strategy that only works on one specific altcoin has probably memorized that coin's history rather than found a market truth.

Cross-coin consistency is one of the cheapest robustness tests available: same rules, same parameters, ten coins. Expect performance to vary; worry when the sign flips everywhere except the coin you tuned on. Our monthly results pages run exactly this test for 10 template strategies across 50 coins.