💸Empirical Results

Backtest Results

Backtested across BTC-USDT, ETH-USDT, and SOL-USDT from January 2022 to October 2024, NoahQuant achieved:

• Sharpe Ratio: 2.84

• Maximum Drawdown: 12.3%

• Win Rate: 63.7%

• Average Trade Duration: 4.2 hours

Live Trading Results

From June to October 2024, with an initial capital of $100,000, results include:

• Net Return: 31.2%

• Sharpe Ratio: 2.91

• Win Rate: 85.1%

• Maximum Drawdown: 8.7%

• Average Daily Volume: $5.2M