Samāpatti ETH 12hr Strategy Backtest

Currently in Forward Testing, the Samāpatti ETH 12hr Strategy by River Algos has had the following Backtest results

The above Backtest is on KRAKEN:ETHUSD which goes back to mid 2015, with no Commission, and Initial Capital of $1000
With Commission set to 0.072 (Binance fees of 0.036% x2 for Taker In and Out)
With 0.1% to cover both Fees and Slippage, a commonly used number in Backtesting. I hope Forward Testing will give a better idea as to slippage
Jan 1st 2018–13th Jan 2021 with 0.1% for Fees and Slippage
Jan 1st 2020 — Jan 13th 2020 with 0.1% for Fees and Slippage
2015: 7th Aug 2015–1st Jan 2016 (when open trade closed). All annual results are with 0.1% to cover Fees and Slippage
2016: 2nd Jan 2016–12th Jan 2017
2017: 13th Jan 2017–17th Jan 2018
2018: 18th Jan 2018–10th Jan 2019
2019: 11th Jan 2019–1st Jan 2020
2020: 2nd Jan 2020–13th Jan 2020

Welcome to River Algos! I’m an ex-pat full time Crypto bot coder, bot investor, and former Theravadan Buddhist monk in Thailand.