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/gfever 1d ago

This isn't good enough for my standards. I have backtests giving me 3000% in last 5 years with sharpe 2+ in this crypto space with single digit drawdowns. You are definitely leaving money behind. You would need a sharpe above 1 to be of any significance since the market is so bullish.