Arena Blog
Data-driven insights on trading strategies, backtests, and market analysis.
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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.
A Backtest Parameter You Never Set Moves Your Return by up to 12 Points a Year
A backtest has more parameters than the strategy description lists. The start day of a 3-day candle grid alone moves annual return by 6.66 points on average. What that means for every interval comparison, and the three questions that make the effect visible.
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