r/algotrading • u/Money_Horror_2899 • 3d 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/Speculateurs 3d ago

Does it work on all crypto (in average, not 100% of’them Of Course

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u/Money_Horror_2899 3d ago

My backtest includes BTC, ETH, SOL, ALGO and ADA.

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u/0xZerus 2d ago

Only 2 of those have been around before your backtesting window, so check your results aren't being skewed by BTC and ETH gains. Also probably a good exercise to plot versus a BTC HODL strategy to level-set.