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backtesting

A collection of 5 issues

Before you follow a strategy: what the backtest posts are actually telling you

Drawdowns of 30–60% are in the data. The strategy still returned 300%+ out-of-sample. If you follow without reading the numbers first, volatility will feel random. It is not.

AVAXUSDT perpetual strategy backtest: in-sample vs. out-of-sample results

AVAXUSDT delivered the strongest profit factor in this series: 2.101 out-of-sample across two consecutive bearish years. Fewer trades, tighter filters, better quality. Here is the data.

SOLUSDT perpetual strategy backtest: in-sample vs. out-of-sample results

We tested our SOLUSDT perpetual strategy across two contrasting periods: a bearish in-sample (+1,508%) and a bullish out-of-sample (+286%). SOL moved both ways. Here is what the data actually shows.

ETHUSDT perpetual strategy backtest: in-sample vs. out-of-sample results

We ran our ETHUSDT perpetual strategy through an honest two-period backtest. In-sample: +1,287%. Out-of-sample: +286.85% — against a -7.2% buy-and-hold. Here is what the numbers actually mean, and what they do not.

Meet the details of the new BTCUSDT strategy we are testing

BTCUSDT perpetual futures: +332% in-sample, +190% out-of-sample. A transparent breakdown of how we study strategies before they reach production — including what the backtest doesn’t tell you.