Is your account liquidated every time? Don't know if your strategy can make money? What is the maximum loss and profit in extreme market conditions?
Is there anyone who needs to backtest your strategy? Give me the trading cycle (1 minute, 5 minutes, 30 minutes) and the buying and selling conditions, and I will reproduce the historical profit and position situation for you, so that you can be confident in your strategy. I only help with strategy backtesting research, and I do not bear the actual risk. #量化交易 #量化回测 #程序化交易 #策略研究

Can the grid strategy outperform the benchmark return in a bull market?

Backtest start time: 2024/1/1
Backtest end time: 2024/4/3
Backtest type: BTC
Period increase: 53.4%
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Safety strategy return: 8.15%
Parameters:
Initial capital: 10,000
Step length: 5%
Amount per order: 1,000
Maximum number of openings: 10 times
Leverage multiple: 1

Backtest results:
Maximum retracement: 4.3%
Maximum holding: 38.6%
Average holding: 17 .02%
Position yield: 47.9%
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Aggressive strategy yield: 81.55%:
Initial capital: 10,000
Step size: 5%
Amount of each order: 10,000
Maximum number of openings: 10 times
Leverage multiple: 10

Backtest results:
Maximum retracement: 36.8%
Maximum position: 477.64%
Average position: 127.9%
Position yield: 63.76%

#量化交易 #量化回测 #程序化交易

A strategy that outperforms BTC by 7 times in a bull market!

Backtest start time: 2024/1/1
Backtest end time: 2024/4/3
Backtest type: BTC
Backtest frequency: 5m
Period increase: 53.4%

Backtest results:
Strategy return: 371.7%
Maximum retracement: 36.1%
Maximum holding: 1703%
Average holding: 256%
Holding rate of return: 144.86%
Sharp ratio: 2.17
Number of transactions: 36
#量化回测 #量化交易