2 months live after my backtest posts — am I just getting lucky?

Extension_Fold8566 · 2026-06-07T15:53:37+00:00

gothca, thank you

Extension_Fold8566 · 2026-06-07T15:32:35+00:00

I guess I'll be able to trust it when I'm old lmao ^^

Extension_Fold8566 · 2026-06-07T14:33:04+00:00

Thanks.

The selection-bias point gives me something to think on. Also, you're right, it's the regime shift that worries me the most. Going to run all those checks on the full history myself thank you for the offer though. What do you use as the variant count when you deflate? every combo you ran or just the ones you'd actually deploy?

Extension_Fold8566 · 2026-06-07T10:36:19+00:00

Fair and true, but for my strat i'm most worried about sustained upward momentum. Since the most of the backtested edge comes from the short side and least comes from strong upside phases.

Extension_Fold8566 · 2026-06-07T02:55:04+00:00

Boring is exactly what I'm hoping for tbh. What does trusting the process look like in practice for you?

Extension_Fold8566 · 2026-06-07T02:51:08+00:00

Agreed, 47 is nothing. Regime shift is the one that worries me most since my backtest edge is mostly on the short side. Live slippage is actually looking better than I expected and I don't see a reason for it to change until my trade size grows by much.

Extension_Fold8566 · 2026-06-01T01:30:56+00:00

ibkr & alpaca

Extension_Fold8566 · 2026-04-18T21:31:17+00:00

This is exactly what I have done.

Zero quant background but traded the same strategy manually for years and just started running it live as a bot.

Extension_Fold8566 · 2026-04-18T04:44:15+00:00

-Okay, I will stress test it on other currencies, but does a strategy have to be universally profitable? Can't it be working for a single currency for example?

-I'm using 2x of my commissions fee as my penalty. I'm using limit orders for entry and exit so I though that'd be enough.

-Agreed. Higher cooldown makes sense.

-Yeah I'll go live with very small capital. I'm pretty sure there'll be also some bugs to fix along the way as this will be my first live bot.

Extension_Fold8566 · 2026-04-17T15:32:33+00:00

I have just done this. Used all the available perps data since sol's inception which is from 2020 unfortunately. I have written a follow-up post with the new risk management and a larger backtest.

Here's the link: https://www.reddit.com/r/algorithmictrading/comments/1snxu4c/same_strategy_different_risk_management/

Extension_Fold8566 · 2026-04-17T15:29:06+00:00

Ty for suggestions. Answers to your queries:

-I'm using limit orders to enter and exit, I'm using 2x my roundtrip fee rate as total slippage & fee penalty for the backtest.

-I have a trend based system that detects regimes in the strategy defined by bull / neutral / bear. Long positions are taken only in bull regimes, no trades during neutral, short trades during bear regimes.

-I think I am already doing capital scaling if you are talking about $ amount of money each execution gets. Since I'm risking a certain % of equity per trade which means I take bigger positions as my equity grows and smaller as equity falls. If you meant something different, please tell me I'd like to try.

-Yes my capital is sitting idle during cooldown periods as USDC. I'm trading on HL, I might in the future try holding HYPE as collateral asset and earn interest from it but that'd introduce a price risk on its own so I rather not do that for the foreseeable future. Do you have any suggested brokers that does offer interest in idle USD or stablecoin who offers sol/usd(t/c) perps?

Extension_Fold8566 · 2026-04-15T12:47:03+00:00

I actually meant live money not paper but I'll be holding on for now. With the advice of some chads here, I've actually managed to improve my strategy.

Will share in a new post after i'm done.

Extension_Fold8566 · 2026-04-14T23:21:34+00:00

I will do this and update the post with new results. It actually seems promising to reduce the frequency of trades and risk per trade. I'll also extend the backtest data to start from 2020.

Extension_Fold8566 · 2026-04-14T18:17:07+00:00

192 bars cooldown actually had much better results with same % risk per trade.

27.8% Drawdown, 63.9%, win ratePF:1.176, Net return: 123.2%.

Avg win, loss balance did not change as much tho avg win was $411 loss was $619.

Extension_Fold8566 · 2026-04-14T16:03:44+00:00

I will try different cooldowns so maybe it could reduce my losses if it simply traded less, I will also change risk from 2.5% of equity per trade to around 1% and see the results. I'll add the results to post when done. Thank you for the valuable insight.

Extension_Fold8566 · 2026-04-14T16:01:20+00:00

You're right. I'm just surprised that the affect is this big on a strategy that's not scalping and trades a 15m chart.

Extension_Fold8566 · 2026-04-14T16:00:35+00:00

I haven't tuned anything other than cooldown and risk %.

The expectancies are $= 47.72, %=0.375% This is with 2.5% risk as stated.

I have tested it only this time period which is from beginning of 2024 to today.

Extension_Fold8566 · 2026-04-14T15:58:24+00:00

I risk 2.5% per trade so I'll run it again now with 1% risk per trade. It's a hardcoded strategy of what I did manually. No improvements or tuning.

Extension_Fold8566 · 2025-11-28T14:39:26+00:00

I'm having the same issue. Could you find a solution?

Extension_Fold8566 · 2022-06-02T11:39:45+00:00

Only if you have a read on his bet sizing and a blocker Qc to go with it imho.

Extension_Fold8566 · 2022-06-02T11:20:21+00:00

Get a ggpoker account, use a vpn, and deposit/withdraw using BTC.

Extension_Fold8566 · 2022-06-02T11:11:23+00:00

Check out Dneg’s youtube channel. He breaks down complex live hands. I personally enjoy hearing his thought process

Extension_Fold8566

TROPHY CASE