Conservative
backtest+19.1% over All time (90d) · Sharpe 2.97
Total return
+19.1%
All time (90d)
Sharpe
2.97
annualised
Sortino
2.63
annualised
Max drawdown
−3.6%
in-window
Win rate
65.6%
of bars
Trades closed
82
2.4 days avg
How every tier is doing
Headline metrics from the past 90 days for every HalalCrypto tier — Sharpe, Sortino, max drawdown, total return. Recomputed on every build. No survivorship bias, no cherry-picked window.
BacktestUntil ≥30 days of paying-customer trades exist, the leaderboard shows a fully-disclosed backtest. We'll switch to live once we're there — this banner will say so.
Window: 90-day rolling · Same backtest, sliced to the requested trailing window
Moderate
backtest-30.6% over All time (90d) · Sharpe -2.50
Total return
-30.6%
All time (90d)
Sharpe
-2.50
annualised
Sortino
-2.58
annualised
Max drawdown
−33.0%
in-window
Win rate
38.9%
of bars
Trades closed
84
1.6 days avg
Multi-X
backtest+43.2% over All time (90d) · Sharpe 1.89
Total return
+43.2%
All time (90d)
Sharpe
1.89
annualised
Sortino
2.01
annualised
Max drawdown
−25.6%
in-window
Win rate
54.4%
of bars
Trades closed
80
0.9 days avg
All metrics, side-by-side · All time (90d)
| Metric | Conservative | Moderate | Multi-X |
|---|---|---|---|
| Source | BACKTEST | BACKTEST | BACKTEST |
| Total return (All time (90d)) | +19.1% | -30.6% | +43.2% |
| Sharpe | 2.97 | -2.50 | 1.89 |
| Sortino | 2.63 | -2.58 | 2.01 |
| Max drawdown | −3.6% | −33.0% | −25.6% |
| Win rate | 65.6% | 38.9% | 54.4% |
| Trades closed | 82 | 84 | 80 |
| Avg hold | 2.4 days avg | 1.6 days avg | 0.9 days avg |
Methodology
The page recomputes metrics on every build from a deterministic backtest series. Daily bars are generated once, then walked through standard quant-performance formulas. Same equity model the prod engine uses — just on synthetic price paths until live data lands.
- Sharpe ratio Annualised ratio of mean daily return to std-dev of daily returns. Risk-free rate is 0 — the conservative simplification used in crypto performance reporting.
- Sortino ratio Same as Sharpe but the denominator only counts downside standard deviation. A higher Sortino than Sharpe means the volatility is mostly upside — what you want.
- Max drawdown Largest peak-to-trough equity drop within the 90-day window. Always shown as a negative percentage so it's unambiguous.
- Win rate Share of daily-bar returns that closed above zero. Not the same as per-trade win rate; closer to a regime-fit indicator.
- Trades closed Direction changes in the daily P&L sign × 2. A proxy for how active the tier is. Multi-X turns over fastest, Conservative slowest.
No guarantees. Past backtest performance is not a guarantee of future results. The HalalCrypto bot is a tool — markets do whatever they do. We publish this leaderboard because trust starts with showing your work.
Compare the data before activation
Three tiers. Same published screening framework. Pick only the risk profile you can defend through a drawdown.