Lab check #1: 99.8% win rate. One loss ate 82% of the profit.
A post here tested RSI 30/70: 63% win rate, deposit zeroed. High win rate ≠ profit. True — and my own bot proves it with real money.
Live since Sep 2 (Binance futures, DCA grid, 4x):
— 859 cycles closed in profit: +$59.79
— 1 closed at zero
— 1 liquidation ($TIA , Oct 29): −$49.20 Win rate 99.8%. One loss ate 82% of two months of profit.
Two-year model of the same setup: — 11,898 take-profits: +460% of capital — 17 liquidations: −284% Win rate 99.86%. One liquidation = 27 days of take-profits. And one came about every six weeks.
Win rate tells you how often you get paid. It says nothing about what one loss costs.
What I track instead: take-profits divided by losses. In my model it's 1.62×. Positive, but thin.
Next in Lab check: what should I test? Name a strategy below.
#algoTrading #TradingBots #RiskManagement #trading
Not financial advice.
A post here tested RSI 30/70: 63% win rate, deposit zeroed. High win rate ≠ profit. True — and my own bot proves it with real money.
Live since Sep 2 (Binance futures, DCA grid, 4x):
— 859 cycles closed in profit: +$59.79
— 1 closed at zero
— 1 liquidation ($TIA , Oct 29): −$49.20 Win rate 99.8%. One loss ate 82% of two months of profit.
Two-year model of the same setup: — 11,898 take-profits: +460% of capital — 17 liquidations: −284% Win rate 99.86%. One liquidation = 27 days of take-profits. And one came about every six weeks.
Win rate tells you how often you get paid. It says nothing about what one loss costs.
What I track instead: take-profits divided by losses. In my model it's 1.62×. Positive, but thin.
Next in Lab check: what should I test? Name a strategy below.
#algoTrading #TradingBots #RiskManagement #trading
Not financial advice.
