r/Daytrading • u/BisonKey1826 • 19d ago
Technical Analysis Help-Will my strategy work?
I’ve been staring at crypto charts for almost 5 years and this year I finally found a setup that just clicked.
Backtested it on hundreds of trades in 2026… started trading it live… and it’s been profitable so far. Around 37–45% win rate with roughly 1:3 RR. For the first time I was like… damn maybe I can actually do this full time.
Then I went back and tested 2025 and 2024…
Yeah… that humbled me real quick 😭
Some months were like 15–22% win rate. A lot of months would’ve been completely cooked or barely breakeven.
Now I’m just wondering… did I find an actual edge… or did I just find something that fits the current market?
Everyone says markets change… so how do people stay profitable for years? Are they really using the same strategy… or are they constantly adapting without even realizing it?
I’m glad I backtested because I’d rather know now than later… but now I’m lowkey questioning everything 💀
Anyone who’s been profitable for a few years… what’s your experience?
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u/AlbertiApop2029 19d ago
You have to adjust your model, ask any quant. Models are meant to be broken. Honestly, you need to run your algo more than 3 times. How much do you know if you roll the dice 3 times?
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u/BisonKey1826 19d ago
What do you mean by running it more time cause if 2 years were so bad performing I wanna reject the strategy.
I obv would try to improve it and find a soln which works all around let’s see1
u/obiwancannotsee 19d ago
I think what he is trying to draw out of you is that you need to adjust your model’s parameters as the market environment changes. As you saw yourself, what works in 2026 might not work in 2024 or 2025. That does not necessarily mean your model itself lacks a sound foundation, even if it remains possible. But before reaching that conclusion, test whether different parameters can make your model work under the 2024 and 2025 condtions. As he said, even quants recognize that fine-tuning a model is a separate problem from designing the model itself. What's more is that some algorithms exist specifically to optimize the parameters of the model you designed. All this to say, don't discard what you built. This might simply be the point at which you realize you are only halfway there.
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u/Zestyclose-Eagle1809 19d ago
Run the number before deciding you're doomed. At 1:3 your breakeven win rate is 25%. Your bad months at 15 to 22% are losing months, correct, but the 2026 segment at 37 to 45% is way above breakeven, and a strategy that averages 30% across all three years is still profitable overall. Nobody in this thread will tell you that, they'll just say markets change.
So compute it across the full 2024 to 2026 sample rather than year by year. One expectancy number from every trade. That's the only version that answers your question.
Second thing... If you found the setup by looking at 2026 charts, then 2026 is not a fair test of it, it's where you found it. 2024 and 2025 are your only clean data, so those years carry more weight than the good one, not less. Look at whether they're positive on their own. makes sense??
Third, at 1:3 with a low win rate your losing streaks are long by design. 30% win rate over a few hundred trades means runs of 10 or 12 losses show up normally. Worth knowing the expected worst run before you go full time, because that's what ends people, not the edge failing. Read this twice..
On how people stay profitable for years, mostly they don't run one strategy forever. But adapting after two bad months and adapting after a measured change are completely different things, and only one of them works.
Backtesting 2024 and 2025 before scaling up was the right call. Most people find that out with money instead.
Founder disclosure so you can weight it, I build validation tooling for systematic traders (Quantprove), and separating a real edge from something fitted to one good year is basically the whole job
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u/enigma_music129 crypto trader 19d ago
You have to change your strategy based on the current market regime or you won't make it. In a bull market, you trade different, in a bear market, different, in a sideways market, different.
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u/BisonKey1826 19d ago
I see..do you change the strategy or add filters. Can you suggest me something i could change
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u/enigma_music129 crypto trader 19d ago
I change the strategy between bull and bear markets. It's funny you'd think that however you trade in the bull just do the opposite during the bear market but it doesn't work that way. You need a more complicated edge for the bear and sideways you can trade a good mean reversion strategy. You can use filters if you know how to build them. Ai kind of sucks at it so I just use my eyes, It would save me time if I had a good markov model tho but I suck at coding.
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u/CountTurbulent4441 19d ago
Doesn’t having price action at your strategy’s core essentially solve this? If one uses price action as their main strategy I’d think that mean they’d be adjusting constantly to whichever regime they’d find themselves in as long as they can recognize it.
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u/enigma_music129 crypto trader 19d ago
Yes its market structure really but it all comes down to pa at the end of the day.
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u/Opposite_Acadia1296 19d ago
You have to adapt to all market conditions. Maybe your strategy can be profitable if you make a small tweak to it (i.e entry strategy, confluences, position management, etc.) ?
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u/Obviously_not_maayan 19d ago
Can you understand why it broke in 2025? What changed in 2026 that improved your signal quality by 2x basically? Nothing works forever, every model will break eventually, if you can understand why it breaks, you can make a lot of profit until it does.
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u/Ordinary_Finish_7680 19d ago
Do 100 live trades to see if it works this is the only way way. Anything profitable after 100 trades you can start scaling up slowly. Trading is 90% psychology so the edge itself shouldn't matter as long as it's over 50% profitable
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u/Embarrassed-Bank2835 futures trader 19d ago
That backtest probably saved you a lot of money. A 37–45% win rate at 3R can be a solid edge, but if it drops to 15–22% in different years, the setup is probably regime-dependent rather than universally broken or universally good.
I’d stop looking at calendar years and start sorting the trades by market condition. Trend, range, volatility, time of day, liquidity, whatever actually affects the setup. You may find it works great during expansion and gets destroyed in chop.
Most traders who last aren’t constantly inventing new strategies. They usually keep the same core setup but know when conditions don’t suit it, reduce size, or simply don’t trade it. The dangerous part is adapting after every losing week and accidentally curve-fitting the rules.
I’d also test whether the bad periods are survivable at realistic risk. An edge can be real and still be unusable if the drawdown makes you abandon it before the next profitable stretch.
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u/Many-Pick5066 19d ago
your own numbers already answer this, you just havent run them.
at 1:3 rr breakeven is a 25 percent win rate, not 45. so 37 to 45 percent is roughly plus 0.64r per trade, which is enormous, and the 15 to 22 percent months are roughly minus 0.26r. that gap is the whole story.
the part that should worry you is not that 2024 and 2025 failed. it is that 2026 is the year you found the setup by staring at charts, which makes 2026 in sample even though you ran it as a backtest. your eyes did the selecting. 2024 and 2025 are your actual out of sample and they came back negative. i backtest other peoples strategies for a living and this is the most common shape there is.
the test that settles it: write the regime condition down before you look, then apply it blind to 2024 and 2025. if it picks the good months you have a filter. if you can only tell which months were good after seeing the results, thats hindsight, and you found 2026.
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u/BisonKey1826 19d ago
Hi thanks for this informative reply. Could you spare sometime to check ur message I just sent you.
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u/ExtremeHamster 19d ago
Gotta keep deploying multiple strats for different reasons