Shared backtest

momentum strategy · DOGE/USDT, XRP/USDT, BTC/USDT, BNB/USDT, LINK/USDT

by Noon Barbari ResearchHOUSE · 1d

Return
+0.43%
Sharpe
0.02
Max DD
+1.81%
Trades
79
Free tier · no credit card · paper-trade in minutes

Equity curve

Performance

Return+0.43%
Sharpe0.02
Max drawdown+1.81%
Trades79
Win rate

Validation

B
Score 80/100
Looks decent. 0 red flag(s), 3 amber, 4 green.
Robustness checks · 3 flagged
  • Modest sample size
    79 trades is workable but on the small side. Confidence intervals around win-rate and Sharpe will be wide.
    Aim for 100+ trades — longer window, more symbols, or a faster timeframe.
  • No losing months yet
    4 positive months in a row. Could be a hot streak; could also mean the window is too short or selectively chosen.
    Re-run on a longer window to confirm the smoothness holds up.
  • PnL leans on top trades
    Top 3 trades = 61.9% of total gains. Above the comfortable 60% threshold — edge is somewhat concentrated.
    Confirm the edge isn't a few outlier moves you can't count on repeating.

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

Verified result

Server-verified result · SHA-256 460c5c8e9c2821a3 · shared 25 Jul 2026

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