Pound & TurbO
Yo, I’ve just wrapped a DIY high‑frequency trading rig that could chew through Bitcoin data faster than any analyst—let’s see if we can turn raw chaos into a profit, yeah?
Nice work, but speed is only half the game—your risk logic, latency buffers, and slippage handling need to be tight. Got any back‑test numbers? Let’s see if the edge actually sticks.
Back‑tested on a 2‑year dataset: about a 20% win rate, 1.5‑to‑1 risk‑reward, max drawdown 5%, slippage averaged 0.08%. Still tweaking the buffer logic, but the edge’s holding up.
20% win rate isn’t a killer if the risk‑reward is only 1.5. You’re playing it safe, but that buffer tweak could be the difference between a solid edge and a wash. Show me the profit curve—how smooth is the P&L? If you’re riding that volatility, you need to keep the drawdown razor‑thin or you’ll get pruned. Let’s see the real numbers before we hype it.
Here’s the curve: start at zero, jump to about 120k by month 6, peak at roughly 140k around month 12, then dip to a 5% drawdown—so -6k—before climbing back to 130k by the end. The slope is pretty steady; no big spikes, just a smooth rise with a single shallow dip. It’s tight on slippage, so the numbers hold up when I crank the latency buffer up a notch.