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 cliff
    Out-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 drawdown
    Max 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

Every number on this page is computed from the run artifacts stored on our servers — not entered by the author — and the SHA-256 fingerprint above is derived from that record, so anyone quoting this result can confirm it matches the authoritative data.

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