Backtesting Arena

Backtesting Arena

Does Min Profit Guard help Triple Strike Reversal?

Crypto · 161 backtest runs · As of 3 Aug 2026 · Methodology

HurtsDSR ✗ not confirmed

This filter reduces median CAGR by more than 1 percentage point — either more false signals or too many blocked trades.

CAGR Comparison

Baseline CAGR
3.8%
no filter
Filtered CAGR
1.0%
Min Profit Guard
Δ CAGR
-2.75%
Sample
161
runs
Baseline Net CAGR
3.6%
after costs
Filtered Net CAGR
0.9%
after costs

Risk-Adjusted Performance

Baseline Sharpe
0.162
median
Filtered Sharpe
0.201
Δ Sharpe
+0.04
DSR
43.1%
not confirmed

How does this filter work?

SELL signals only past −10 % open result — holds losers longer

DSR Methodology

DSR = PSR(SR̂₀) per Bailey & López de Prado (2014). SR̂₀ = 0.5578 (expected best Sharpe from 9 random filter trials).

Testing multiple filters on the same data increases the chance of finding a good result by luck. DSR measures whether this result clears the multiple-testing threshold. Pass threshold: DSR ≥ 90%. Current: 43.1%.

Full analysis in Edge Library

Per-asset breakdown, trade-level data, Sharpe comparison — available after sign-in.

← All edge reportsComputed 3 Aug 2026 · Methodology