Shared backtest

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

by Noon Barbari ResearchHOUSE · 1d

Return
-4.91%
Sharpe
-0.15
Max DD
+5.19%
Trades
34
Free tier · no credit card · paper-trade in minutes

Equity curve

Performance

Return-4.91%
Sharpe-0.15
Max drawdown+5.19%
Trades34
Win rate—

Validation

B
Score 78/100
Looks decent. 1 red flag(s), 1 amber, 6 green.
Robustness checks · 2 flagged
  • Modest sample size
    34 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.
  • PnL hinges on a handful of trades
    Top 3 trades account for 82.6% 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 1b5ecd08ffd0d674… · shared 31 Oct 2026

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