Arena Blog
Data-driven insights on trading strategies, backtests, and market analysis.
1–3 of 3 posts
In crypto, a strategy's first job is the exit. 200,000 backtests show why.
Across 405 crypto pairs, buy and hold loses money on 83 % of them. What 197,435 backtests say about what a strategy does first, what decides whether it earns, and why the bar for any altcoin is Bitcoin.
Five Questions for Any Trading Algorithm — Even the Good Providers Leave Out the Drawdown
The most detailed factsheet among three providers checked lists hit rate, best trade and worst trade — but not how far the portfolio fell or for how long. Five questions that make a return readable.
Your grid bot is not a hedge. It is half a portfolio in cash.
A grid bot had the flatter drawdown in 138 of 138 windows since 2017, ranges set in advance. Not because it trades well: because it never invests more than half the money. What that protection costs in rally windows, and what a hindsight range was worth.
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