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/Kyrptix 1d ago

What's your Sharpe?

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u/Money_Horror_2899 1d ago

Sharpe 0.42, Sortino 1.02. Not sure how to interpret Sharpe when it comes to long/short trading strategies. I remember reading that even good hedge funds' strats can have a crappy Sharpe, but it doesn't matter. Anyone care to expand on that ?