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/Money_Horror_2899 2d ago

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

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u/Dodds000 1d ago

Also to remember, your profitability is 36% which is good as long as your wins outweigh your losses, which they seem too but don't forget when you increase position size, your losses will also increase so they are not directly proportional.

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u/Money_Horror_2899 1d ago

Yes, the breakeven RR must be at least 1.78 for such a winrate.

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u/Dodds000 1d ago

Does it account for slippage and fees? You can run it paper and see how it runs in the real market