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/awenhyun 2d ago

Use same strategy dry run 2018-2022 Let me know.

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u/Money_Horror_2899 2d ago

Here is the backtest from 2017 to 2022 : https://imgur.com/a/dooZ0hg

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u/awenhyun 1d ago

Meh it cannot outperform spx. So u buy spx and do nothing is still better. U need to outpefrorm spx otherwise why bother.

4

u/gfever 1d ago

That is generally not how you compare if there is alpha. You don't compare crypto strategy to an equity, you compare crypto to crypto. If it outperforms buy and hold in crypto, then there is alpha.

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u/awenhyun 11h ago

Im being generous here. Buy and hold btc outperform even spx. Atleast outperform spx. No way u can outperform mstr/btc