A spot low-frequency grid-based fee-free Maker order book 1 price strategy based on Binance 0.3%/1.2%/100 positions (see the long article for details)

[Simulation test-position principal]

February 19

From the perspective of simulation test strategy design, 30 coins, 60U single position, 200 positions, single position principal of 12,000 U, should total 360,000 U of principal.

However, through testing, we found that in the face of the sharp market fluctuations from February 4 to 19, positions were constantly changing. The current position principal is less than 80,000 U, and the occupation of principal is about 20%. The occupation of principal is not Extremely high.

Compared with the 0.15% grid of the mid-frequency grid strategy, the position principal has dropped significantly.

The above is derived from real-time data from Binance, but does not take into account market depth and does not represent real transactions. #dyor #xiaoyiclub #ETH #btc