# MetaEntropy backtesting Report

By [Cryptoracle](https://paragraph.com/@publication-1775112798680) · 2026-04-08

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### I. Client Information

*   **Institution Name**:
    
*   **Researcher / Contact Person**:
    
*   **Backtest Time Range**: 2025-01-01 to 2025-08-27
    
*   **Strategy Name**: Multi-factor Strategy
    
*   **Strategy Type**: Multi-factor Time-series Strategy
    

### II. Indicator Specifications

*   **Indicator Names Used**: (Multiple selections allowed)
    
    *   CO-A-01-01, CO-A-01-02, CO-A-01-03, CO-A-01-04, CO-A-01-05, CO-A-01-07, CO-A-01-08, CO-A-01-09
        
    *   CO-A-02-01, CO-A-02-02, CO-A-02-03, CO-A-02-04, CO-A-02-05
        
*   **Data Update Frequency**: Every 15 minutes
    
*   **Access Method**: API
    

### III. Backtest Results Overview

**Metrics**

**Without Community Indicators**

**With Community Indicators**

**Improvement**

**Annualized Return (%)**

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**Sharpe Ratio**

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**Maximum Drawdown (%)**

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**Profit/Loss Ratio**

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**Win Rate (%)**

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**Avg. Daily Trades**

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**Estimated Transaction Cost**

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### IV. Key Observations and Conclusions

*   **Changes in Strategy Performance**: (e.g., increased sensitivity at key market nodes, avoidance of extreme drawdowns, etc.)
    
    *   The indicators show weak effectiveness with no predictive effect in the short term; however, there is some predictive effect over longer time horizons.
        
*   **Discovery of New Trading Assets**: (e.g., assets not previously used in original business but added this time)
    
    *   None
        
*   **Indicator Contribution to Strategy Logic**: (e.g., improved signal quality, noise filtering)
    
    *   The indicators did not play a significant role in enhancing effectiveness.
        
*   **User Experience**: (e.g., ease of use, explanatory power, compatibility with internal models)
    
    *   High ease of use, but effectiveness is relatively average.
        
*   **Potential Improvement Suggestions**: (e.g., suggestions for update frequency, desire for more community types, etc.)
    
    *   Indicator frequency could be further reduced; noise filtering is still required during data integration.
        

### V. Future Cooperation Intentions

*   Interested in continued use and discussing formal licensing
    
*   Interested in customized indicators / focusing on specific community types (please specify)
    
*   Requires a longer trial period / more historical data (please specify requirements)

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*Originally published on [Cryptoracle](https://paragraph.com/@publication-1775112798680/metaentropy-backtesting-report)*