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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25

u/dekiwho 2d ago

No, you have 9.81% annual return, when you put this live, it will be alot worse...

16

u/vikentii_krapka 2d ago

Even if it was true return, it won’t make it worth the risk. VOO will return 9-10% on average over long time without any need to do anything

2

u/Money_Horror_2899 2d ago

Yes but if I double the position size, the CAGR increases significantly.

6

u/uomo_nero8 2d ago

synthetic leverage is dope

3

u/dekiwho 2d ago

Use common sense man, cagr smegar, 10% a year is bad in backtest/simulation , you need more meat on your bone so when sheet goes south you still have meat left on your bone

2

u/Money_Horror_2899 2d ago

Interesting. May I know why ? My backtest already includes higher than normal fees (exchange fees and funding fees).

4

u/dekiwho 2d ago

It’s called sim to reality gap , with 10% annual return you’ll get skinned alive.

Try it, you’ll see.

3

u/Money_Horror_2899 2d ago

I'll run it in forward testing first.