ETH 1HR backtested Sharpe ratio 1.9

Backtesting Data Conclusions:

Backtesting Period: 2023-01-01 ~ 2026-02-04

Initial Capital: 100 USDT

Net Profit: +941.03 USDT (approx. +941%)

Buy & Hold Profit: +71.25 USDT (approx. +71%)

→ The strategy significantly outperformed buy & hold (within the same period).

Maximum Net Value Drawdown: 20.44% (Closing-to-Closing)

Profit Factor: 2.074

Sharpe Ratio: 1.924

Total Trades: 2257

Win Rate: 86.71% (1957 profitable trades / 300 losing trades)

Long Position Net Profit: +425.45; Short Position Net Profit: +515.57

→ Profitable on both long and short positions, with short positions contributing more.

This data set is a relatively impressive combination within the "high-frequency strategy" framework: high win rate + profit factor > 2 + drawdown of approximately 20% + Sharpe ratio close to 2.

Trading timeframe: 1 hour
Suggested leverage: 4-5x
Suggested trading instruments:

DOGE (backtested Sharpe ratio 1.0);

SOL (backtested Sharpe ratio 0.9);

ETH (backtested Sharpe ratio 1.9);