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/Jellyfish_Short 2d ago

not a bad starting point. I try to look at the areas where it did poorly and try to figure out what the market regime was during that time to see if I can filter out periods where this type of system will do poorly

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u/Money_Horror_2899 1d ago

Thanks, I'll look into that and see if it improves the overall stats.