BTC 4H Sharpe ratio: 1.57

Backtesting Data Conclusions:

Backtesting Period: March 3, 2020 – February 4, 2026

Initial Capital: 1000 USDT

Net Profit: +157,717.59 USDT (approximately +15,771.76%)

Buy & Hold Return: +9,590.26 USDT (approximately +959.03%)

→ The strategy significantly outperformed buy & hold (during the same period).

Maximum Equity Drawdown: 6,671.78 USDT (7.94%)

→ The drawdown level is relatively mild for this type of high-frequency/scalping strategy, indicating that the overall equity curve is relatively smooth.

Profit Factor: 2.083

Sharpe Ratio: 1.547

Total Trades: 1446

Win Rate: 83.75% (1211 profitable trades / 235 losing trades)

Net Profit from Long Positions: +76,605.15; Net Profit from Short Positions: +81,112.45

→ Profitable on both long and short positions, with a slightly larger contribution from short positions.

Suggested Trading Timeframe: 4H

BTC Sharpe Ratio Test: 1.5747

ETH Sharpe Ratio Test: 1.0

SOL Sharpe Ratio Test: 1.093

XRP Sharpe Ratio Test: 1.11

Suggested Leverage: 4-5x

Trading Instruments: BTC, ETH, SOL, XRP