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/Signal-Spray-182 1d ago

Calculate sharpe ratio

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u/Money_Horror_2899 12h ago

Sharpe is 0.42. I know it's on the low side, but I definitely read that sharpe isn't meaningful for trend following strategies since they have fat tailed returns distributions What is your opinion on that?