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We backtested 2,160 crypto scalping strategies on 1-minute data. None of them beat the fees.
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We backtested 2,160 crypto scalping strategies on 1-minute data. None of them beat the fees.

DEV Community: datascience·Walid Koussa·2 days ago
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Ask traders what their first bot should do and a lot of them describe the same thing: scalp the 1-minute chart on crypto and make a little money every day. Edgoro can write that code in a couple of minutes. The question we kept asking ourselves was whether a bot like that can make money at all once you pay what a normal account pays.

So we stopped guessing and ran the test properly. About 2,160 strategy configurations, close to three years of 1-minute candles on BTC, ETH and SOL, real fee levels, fills that don't flatter the result, and a final test period that stayed locked until the very end.

Short version: nothing that trades often survived.…

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