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BTC 4H Sharpe ratio: 1.57

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Backtesting Data Conclusions:

Backtesting Period: March 3, 2020 – February 4, 2026

Initial Capital: 1000 USDT

Net Profit: +157,717.59 USDT (approximately +15,771.76%)

Buy & Hold Return: +9,590.26 USDT (approximately +959.03%)

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

Maximum Equity Drawdown: 6,671.78 USDT (7.94%)

→ The drawdown level is relatively mild for this type of high-frequency/scalping strategy, indicating that the overall equity curve is relatively smooth.

Profit Factor: 2.083

Sharpe Ratio: 1.547

Total Trades: 1446

Win Rate: 83.75% (1211 profitable trades / 235 losing trades)

Net Profit from Long Positions: +76,605.15; Net Profit from Short Positions: +81,112.45

→ Profitable on both long and short positions, with a slightly larger contribution from short positions.

Suggested Trading Timeframe: 4H

BTC Sharpe Ratio Test: 1.5747

ETH Sharpe Ratio Test: 1.0

SOL Sharpe Ratio Test: 1.093

XRP Sharpe Ratio Test: 1.11

Suggested Leverage: 4-5x

Trading Instruments: BTC, ETH, SOL, XRP

Penafian

Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.