Noah Terminal
  • Welcome
    • ⚓Noah Ecosystem
  • Introduction
    • 🍥Background
    • 👾The Genesis of the Noah Ecosystem
  • Noah Quant
    • 🎰System Overview
    • 🔢Data Collection
    • 🟢AI Decision Core Design
    • 🔴Risk Management
    • 👩‍🏫Data Processing
    • ♾️Execution Layer
    • 💸Empirical Results
  • Resources
    • 🔗Official links
    • ℹ️Bibliography
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  • Backtest Results
  • Live Trading Results
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  1. Noah Quant

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

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Last updated 5 months ago

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