$APE
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Total Engagement - Comments: 0, Retweets: 0, Likes: 4, Impressions: 185
Verbatim Community Citations & Social Evidence 1 source posts analyzed
Would you give this a paper run? Trend following strategy, crypto futures Trend following on binance futures. Backtest is from 2020 August - 2026 June, 27 pairs total considered. Pairs are which are re-qualified every month. Developed on: 2024, added filter on 2025. OOS data: 2020 August - 2023 & 2026 H1 Tested on aggTrade data. Statistics: Backtest Results Metric Result Initial equity $5,000 Ending equity $63,939 Total return +1,178.78% CAGR 53.87% Maximum MTM drawdown 37.92% Calmar ratio 1.42 Daily Sharpe ratio