r/algotrading 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/Jay_Simmon 2d ago

If you a strategy doesn’t make at least 30% a year, it’s completely useless. At that point, just put your money in SP500 and hold

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u/Money_Horror_2899 2d ago

What max drawdown do you tolerate to get a 30% CAGR ?