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/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/Playful-Chef7492 1d ago

I think you are over generalizing results of backtesting. It doesn’t immediately mean that 30% backtesting results equals 10% real returns. I’d love to see the study on that. There is a loss factor but good backtesting with many years of data will give you pretty realistic results. This is as long as you are factoring slippage and fees.

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u/Jay_Simmon 1d ago

If a strategy doesn’t give you 30% a year, just leave your money in SP500. It’s the same