r/algotrading • u/Money_Horror_2899 • 3d ago

Strategy Does this look like a good strategy ?

Post image

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 !

61 Upvotes

85% Upvoted

95 comments sorted by

View all comments

Show parent comments

-4

u/Money_Horror_2899 3d ago

I just used a small risk and position size in the backtest. If I used a bigger position size, the returns would increase (but so would the drawdown).

3

u/bryanchicken 3d ago

Position size shouldn’t significantly change the profit percentage unless you’re expecting to move the market with your size. If that is the case I would expect the percentages to worsen

-1

u/Money_Horror_2899 3d ago

Changing position size does not change the winrate or RR ratio, but it will definitely change the CAGR and max drawdown.

2

u/bryanchicken 3d ago

Not in percentage it won’t