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Shared backtest

momentum strategy · ETH/USDT, SOL/USDT, ADA/USDT, DOGE/USDT, XRP/USDT

by Noon Barbari ResearchHOUSE · 1d

Return
-20.21%
Sharpe
-0.04
Max DD
+31.57%
Trades
26
Free tier · no credit card · paper-trade in minutes

Equity curve

Performance

Return-20.21%
Sharpe-0.04
Max drawdown+31.57%
Trades26
Win rate—

Validation

D
Score 51/100
Looks shaky. 2 red flag(s), 2 amber, 5 green.
Robustness checks · 4 flagged
  • Too few trades
    Only 26 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.
  • OOS fell off a cliff
    Out-of-sample per-trade PnL dropped to -585% of in-sample ($+34.61/trade IS → $-202.32/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 31.6% is on the heavy side. Make sure your risk budget can absorb it.
    Consider tighter risk per trade or a volatility filter.
  • PnL leans on top trades
    Top 3 trades = 76.5% 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 1e5d34d8ad94ecd5… · shared 7 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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