
I Backtested 49 Crypto Trading Strategies. Here's Every Single Result.
I wanted to build a trading bot. But before writing any live trading code, I needed to answer one question: which strategy actually works? The internet is full of opinions. "EMA crossover is the best." "RSI works great." "Bollinger Bands are underrated." Nobody shows their data. So I built a backtesting engine in Python, implemented 49 strategies, and ran all of them against 3 years of BTC/USDT daily data. Every result is in this post — Sharpe ratio, max drawdown, win rate, number of trades. No cherry-picking. Test Conditions Parameter Value Pair BTC/USDT Period Jan 2023 – Feb 2026 (~37 months) Timeframe Daily (1d) Initial Capital $10,000 Commission 0.1% per trade Slippage 0.05% Data Source Binance API Important context: BTC went from ~$16,500 to $97,000+ during this period. This is a strong bull run. Trend-following strategies had a massive tailwind. Keep that in mind when reading the numbers. The Full Results Table 39 out of 49 strategies produced valid results. Sorted by Sharpe rati
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