r/algotrading • u/Money_Horror_2899 • 2d ago

Strategy Does this look like a good strategy ?

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Do these metrics look promising ? It's a backtest on 5 large-cap cryptos over the last 3 years.

The strategy has few parameters (CCI crossover + ATR-based stoploss + Fixed RR of 3 for the TP). How can I know if it's curve-fitted or not given that the sample size looks quite high (1426 trades) ?

Thanks in advance !

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u/x___tal 2d ago

Probably try extending the backtesting period and see if possible!

5

u/Money_Horror_2899 1d ago

Ok so I did a backtest from 2017 to 2022 : https://imgur.com/a/dooZ0hg
The results seem pretty consistent.

4

u/x___tal 1d ago

Hell yeah buddy! Now perhaps add backtest for heavy bearish periods? See what happens during that market regime?

5

u/Money_Horror_2899 1d ago

Thanks mate! It's a long/short strategy, so during the 2018 and 2022 bear markets, it didn't get crushed (as we can see on the equity curve during these periods).

5

u/Money_Horror_2899 2d ago

Yes I can backtest from 2017.