Explorer: every backtest, sortable
Pick a bar length, then sort or filter all of its setups by return, worst fall or second-period result. Everything runs in your browser from the published data.
| Setup | Two-period test |
|---|
Returns are yearly rates over the whole period, after Upbit's 0.05% fee per trade, plus one price tick of slippage unless you choose "fee only". Worst fall and Sharpe always include slippage. "Worst coin" is the yearly return of the weakest of the coins traded. The first period is where settings were chosen; the second is the check they had never seen. Setups whose filters never allowed a trade are hidden.
Data for this page: 4-hour bars as JSON, or every bar length as CSV in a zip file (CC BY 4.0). How the numbers were made: methodology.