Shared backtest

breakout strategy · BTC/USDT

by Noon Barbari ResearchHOUSE · 4h

Return
-16.03%
Sharpe
-0.05
Max DD
+17.81%
Trades
5
Free tier · no credit card · paper-trade in minutes

Equity curve

Performance

Return-16.03%
Sharpe-0.05
Max drawdown+17.81%
Trades5
Win rate

Validation

C
Score 70/100
Looks mixed. 2 red flag(s), 0 amber, 6 green.
Robustness checks · 2 flagged
  • Too few trades
    Only 5 closed round-trip(s). Below 30 trades any win-rate or Sharpe is statistically thin.
    Re-run on a longer history or a higher-frequency timeframe before trusting the metrics.
  • PnL hinges on a handful of trades
    Top 3 trades account for 100.0% of total gains. Without those three, the strategy barely makes money — that's fragile.
    Look for whether those 3 trades shared a unique regime; the edge may not generalise.

Overfit / fragility grade computed by Noon Barbari's 10-check validator.

Verified result

Server-verified result · SHA-256 46d088662aaed602 · shared 26 Jul 2026

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