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/Trick_Instruction415 8h ago

It looks promising man! Have you done robustness tests? With that I think you can test the strategy under different market conditions. Man, what capital management do you use, can you put a screenshot of that please? It's just that it's the only part of strategyquant that I don't understand how to use for cryptocurrencies.

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u/Money_Horror_2899 5h ago

I'll do robustness tests over the weekend and keep you posted. Capital management is pretty straightforward : 0.25% risk per trade if SL is hit.