u/Rare_Inflation3178

Over the past few months we've been testing hundreds of crypto strategies.
Many of them show good CAGR, Sharpe, Max Drawdown in backtesting
But none of these answer the question:
"Will it survive live trading?"
We're experimenting with a validation pipeline that includes:
• Walk-forward testing
• PBO
• Deflated Sharpe Ratio
• Monte Carlo resampling
• Parameter sensitivity
• Regime robustness
The result finally becomes better in live trading.
If you evaluate systematic strategies, what do you trust besides Sharpe?

Over the past few months we've been testing hundreds of crypto strategies.

Many of them show good CAGR,Sharpe, Max Drawdown in backtesting

But none of these answer the question:

"Will it survive live trading?"

We're experimenting with a validation pipeline that includes:

• Walk-forward testing
• PBO
• Deflated Sharpe Ratio
• Monte Carlo resampling
• Parameter sensitivity
• Regime robustness

The result finally becomes better in live trading.

If you evaluate systematic strategies, what do you trust besides Sharpe?