After 1 year of learning programming and 6 more months of wrtiting a bot, a backtester and a datafarmer I think I finally succeeded and results exceed my expectations.
It makes 75% of its profit anytime the crypto market drops, could be like tonight were we went from 280m to 270m market cap total. Tests seems to show that its decent in extreme drops too.
Heres a good example of a backtest out of sample result for 10 days (7-16 june)with only 16000$ capital. (Gives very realistic results, I went throught a lot of bias/pitfalls when making it)
Formulas could be wrong, I dont even have highschool level math.
[�] final profit: 914 $
[�] Tharp expectancy 0.84
[�] MAR ratio: 31.37
[�] Expectancy ratio: 8.0
[�] Win Rate: 88.00 %
[�]
[�] Trades: 117
[�] positives: 103
[�] negatives: 14
[�] stopLoss: 2
[�] takeProfit: 15
[�] Max Drawdown: -0.2 %
[�] All Time High: 6 % - 16914 $
[�] concurentCountMax 1
[�] Average trade length 12 hours
[�]
[�]
[�] Done, took: 0 seconds, 64 pairs tested.