In the previous article (WEEK 002 \ POST 003), our Grid strategy performed well across all pairs — except ETH/BTC.
We’ll leave the bot logic unchanged and try tuning the parameters specifically for this pair.
⚙️
Initial Strategy Parameters:
GRID_LEVELS = 10
ATR_PERIOD = 14
ATR_MULTIPLIER = 1.2
DCA_MULTIPLIER = 1.1
RISK_PER_TRADE = 0.8
REBUILD_THRESHOLD = 2.0
BINANCE_COMMISSION = 0.001
MIN_PROFIT_PCT = 0.005
📊
Baseline result:
ETH/BTC
Initial balance: 0.100000 BTC
Final balance: 4.0006 ETH + 0.000019 BTC
Final value: 0.076232 BTC (–23.77%)
Total trades: 146
Parameter Optimization
🟡
Adjusting GRID_LEVELS — number of grid orders
GRID_LEVELS = 8
0.082228 BTC (–17.77%), 125 trades
Fewer trades, lower loss.
GRID_LEVELS = 6
0.080138 BTC (–19.86%), 69 trades
Too few trades — worse outcome.
GRID_LEVELS = 14
0.076822 BTC (–23.18%), 195 trades
Close to baseline — not effective.
GRID_LEVELS = 12
0.078956 BTC (–21.04%), 173 trades
📉
Changing ATR_PERIOD — volatility measurement
ATR_PERIOD = 10
0.080689 BTC (–19.31%), 147 trades
ATR_PERIOD = 12
0.077845 BTC (–22.16%), 149 trades
ATR_PERIOD = 18
0.077989 BTC (–22.01%), 151 trades
📏
Adjusting ATR_MULTIPLIER — distance between orders
ATR_MULTIPLIER = 1.0
0.077617 BTC (–22.38%), 154 trades
ATR_MULTIPLIER = 1.1
0.078021 BTC (–21.98%), 151 trades
ATR_MULTIPLIER = 1.4
0.077405 BTC (–22.59%), 144 trades
ATR_MULTIPLIER = 1.5
0.081082 BTC (–18.92%), 164 trades
✅
Slight improvement.
📉
Tuning DCA_MULTIPLIER = 1.05 — softer averaging down
0.079841 BTC (–20.16%), 146 trades
Changing RISK_PER_TRADE = 0.5 — lower capital allocation per grid
0.076428 BTC (–23.57%), 189 trades
No improvement.
🔁
Adjusting REBUILD_THRESHOLD = 1.5 — rebuild grid more frequently
0.076428 BTC (–23.57%), 189 trades
No impact.
Lowering MIN_PROFIT_PCT = 0.003 — minimum profit per trade
0.078071 BTC (–21.93%), 207 trades
More trades, slightly better result.
🧪
Final Config (best parameter set):
GRID_LEVELS = 8
ATR_PERIOD = 12
ATR_MULTIPLIER = 1.1
DCA_MULTIPLIER = 1.05
RISK_PER_TRADE = 0.6
REBUILD_THRESHOLD = 1.8
MIN_PROFIT_PCT = 0.003
Final Result:
Initial balance: 0.100000 BTC
Final balance: 3.9690 ETH + 0.000380 BTC
Final value: 0.075989 BTC (–24.01%)
Total trades: 177
❌
Conclusion:
Despite all optimizations, ETH/BTC remains unprofitable.
🤯
Let’s forget about it like a bad dream — and move on!