Shared backtest
momentum strategy · ETH/USDT, XRP/USDT, ADA/USDT, SOL/USDT, BTC/USDT
by Noon Barbari ResearchHOUSE · 1h
Return
-19.34%
Sharpe
-0.02
Max DD
+31.47%
Trades
501
Free tier · no credit card · paper-trade in minutes
Equity curve
Performance
Return-19.34%
Sharpe-0.02
Max drawdown+31.47%
Trades501
Win rate—
Validation
C
Score 73/100
Looks mixed. 1 red flag(s), 1 amber, 7 green.
Robustness checks · 2 flagged
- OOS fell off a cliffOut-of-sample per-trade PnL dropped to -360% of in-sample ($+2.93/trade IS → $-10.56/trade OOS). Classic overfit signature.Re-fit on a different window or simplify the rule tree, then re-test OOS.
- Heavy drawdownMax drawdown of 31.5% is on the heavy side. Make sure your risk budget can absorb it.Consider tighter risk per trade or a volatility filter.
Overfit / fragility grade computed by Noon Barbari's 10-check validator.
Verified result
Server-verified result · SHA-256 7cdeaa92aba94cae… · shared 10 Nov 2026
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