Hey r/highfreqtrading,
I’ve been iterating on a custom strategy I’m calling UltimateAlphaV16 (neutral entry tag) and just finished a proper long-term spot backtest. The results are honestly wild, so I wanted to share the full report + profit plot and get the community’s take.
Quick Summary
• Period: 2023-05-12 → 2026-03-31 (~3 years)
• Starting balance: 1,000 USDT → Final: 3,809.52 USDT
• Absolute profit: +2,809.52 USDT (+280.95%)
• CAGR: 58.98%
• Total trades: 1,499 (daily avg ~1.42)
• Win rate: 60.9% (913 wins / 586 losses)
• Profit factor: 3.61
• Sharpe: 15.34
• Sortino: 45.01
• Calmar: 604.20
• SQN: 21.82
• Max drawdown: 0.84% (28.07 USDT absolute) lasting only ~4.8 days
• Max open trades: 5
• Best pair: SOL/USDT (35.39% of total profit)
• Worst pair: BTC/USDT (still positive at 1.83%)
The equity curve is ridiculously smooth (you can see it in the plot). Most exits are ROI-based, with some trailing stop-loss. Monthly performance is very consistent overall — only a couple of flat/red months, no blow-ups.
I’ve attached the full summary metrics, pair breakdown, month-by-month results, exit reason stats, and the Freqtrade profit plot.
Questions for you legends:
Does anything here scream overfitting to you? The metrics are almost suspiciously good (especially the drawdown and risk ratios).
Anyone run something similar in live trading? How did it hold up vs backtest?
Any suggestions for further validation (walk-forward, more out-of-sample data, parameter stress-testing, etc.)?
Ideas on improving it further or potential risks I’m missing with max 5 open trades on spot?
General thoughts on the strategy setup — too optimistic? 😂
Would love honest feedback — roast it if it deserves it! I’m planning to start small on live soon and want to make sure I’m not missing any obvious red flags.
Thanks in advance, and happy trading! 🚀