SpreadAtlas backtest results, October 2026
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31407 crypto trading setups (single indicators and indicator combinations), each tested on
Upbit KRW spot markets with next-bar-open fills, long only, equal weight across coins.

Columns
  timeframe_min              bar length in minutes (1, 3, 5, 10, 15, 30, 60, 240)
  type                       single = one indicator; combo = trigger + filters + exit rule
  family / trigger / filters / exit   the rule, in words
  trades                     number of completed trades, all coins together
  win_rate                   share of trades that made money after costs
  cagr_after_fee_and_slip    annualised return after Upbit's 0.05% fee per trade and one price tick of slippage per trade (at least 0.05%)
  max_drawdown               largest fall from a peak, same costs
  sharpe                     annualised Sharpe ratio, same costs
  train_cagr / test_cagr     the same return measured separately on the training and the test period
  worst_coin_cagr            annualised return of the worst single coin
  *_fee_only                 the same numbers with fees only (no slippage)
  passed_two_period_test     1 if training and test returns were both at least +10% a year and the test was at least half of training (after slippage)

Periods (first bar, last bar, train/test split, coins)
  15, 30, 60, 240 min: 2024-01-01 to 2026-10-10, split 2025-07-01, 12 coins
  5, 10 min:           2025-01-01 to 2026-10-10, split 2025-11-01, 12 coins
  1, 3 min:            2026-04-01 to 2026-10-10, split 2026-07-16, 8 coins (short sample)
Coins: BTC ETH XRP SOL DOGE NEAR SUI XLM ADA ARB BCH LSK (1 and 3 min: BTC ETH XRP SOL DOGE SUI NEAR XLM)

Limits: backtests are not forecasts. Delisted coins are not included. Slippage is one tick per trade;
real fills on large orders or thin books can be worse. No shorting, leverage or limit-order effects.

Licence: CC BY 4.0 - reuse freely with a visible link to https://spreadatlas.com/datasets/
Method: https://spreadatlas.com/methodology/
