We analyzed 100 crypto trading bots …
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?