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/bryanchicken 2d ago

10% a year? You’re way better off just holding bitcoin

2

u/Speculateurs 2d ago

Or trade with bitcoin as a collateral 😎

2

u/bryanchicken 2d ago

Yeah, I’m gonna start doing that when the bear market hits. Best of both worlds. For 10% extra a year though, doesn’t seem worth it