Recently, I have been iterating on a quantitative trading strategy and want to share the process with everyone. The first version script ran for 4 days, yielding 30 USDT. Later, I realized some parameter settings were not yet optimized. The second version fixed bugs and was tested with a friend. Coincidentally, during this time, the SUI market was rising, and in 4 days, it achieved a profit of 70 USDT. However, this made me realize that the strategy might be overly dependent on market conditions, so I started developing the third version. The third version's testing period was longer—running from the SUI price of 1.95 down to 1.71 over 6 days, with a total closed position volume of 3400 SUI. During this process, some positions lost 12 USDT, but there are still 900 SUI holdings with an unrealized profit of 20 USDT. If this part returns to the opening price, the total profit could reach 110 USDT. The current testing results meet expectations, and in 3 days, I plan to connect it to the front end. If you're interested in participating in the testing, you can contact me. Since we are still in the testing phase, the parameters used are quite conservative, so I recommend everyone not to adjust parameters arbitrarily.
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VitaliksTwin
· 12h ago
Well... the data from this run still depends on the actual market performance later on.
I'm a bit worried about the gap between backtesting and real trading...
Being conservative with parameters is indeed wise to avoid crashes.
The recent volatility of SUI is definitely a good testing ground.
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NFTFreezer
· 12h ago
Hmm... this profit curve is a bit strange. Is the second version relying on market lottery?
To be honest, the 12 U loss in the third version is the real focus, how did it get overlooked?
Conservative parameters? That means there's still room for optimization, which is the truth.
Wait, if the 900 SUI floating profit drops back to the cost price, this strategy would actually be blown up.
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LiquidatedDreams
· 12h ago
Anyone can make money when the market is good; the key is how to survive when it falls.
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AirdropHarvester
· 12h ago
The second version's 70U purely relies on market gains for profit, which is a reflection of strategy stability...
Wait, 900 SUI to break even is just 110U? What are the chances of that?
Being conservative with parameters is correct, but should we run some historical backtest data for everyone to see?
This round of decline from 1.95 to 1.71 still allows for profit, indicating a decent tolerance for drawdowns.
In three days, the front end will be connected. I'm a bit excited, but it also depends on how long you run it before trusting it, right?
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PanicSeller
· 12h ago
Wait, is the second version 70U riding on the coattails of the market? The real test is the third version.
Recently, I have been iterating on a quantitative trading strategy and want to share the process with everyone. The first version script ran for 4 days, yielding 30 USDT. Later, I realized some parameter settings were not yet optimized. The second version fixed bugs and was tested with a friend. Coincidentally, during this time, the SUI market was rising, and in 4 days, it achieved a profit of 70 USDT. However, this made me realize that the strategy might be overly dependent on market conditions, so I started developing the third version. The third version's testing period was longer—running from the SUI price of 1.95 down to 1.71 over 6 days, with a total closed position volume of 3400 SUI. During this process, some positions lost 12 USDT, but there are still 900 SUI holdings with an unrealized profit of 20 USDT. If this part returns to the opening price, the total profit could reach 110 USDT. The current testing results meet expectations, and in 3 days, I plan to connect it to the front end. If you're interested in participating in the testing, you can contact me. Since we are still in the testing phase, the parameters used are quite conservative, so I recommend everyone not to adjust parameters arbitrarily.