Trading lab

Can you make money with automated trading strategies? Here I put it to the test: every strategy goes through the same protocol, with no emotions involved.

The protocol

Four phases, the same for all. A strategy only moves on if it passes the previous one.

  1. Backtest

    The rules are tested on years of past prices, fees included. The last months are set aside unseen.

  2. Unseen data

    It is tested on months the strategy has never seen. If it only worked on the past, this is where it shows.

  3. Dry-run

    It trades live for months, with play money and alongside the others.

    2strategies

  4. Real money

    Only with my explicit approval.

The same exam for all of them

The protocol's criteria, written before looking at any result, applied to the data the strategy never saw (2026-03-29 → 2026-10-01). Figures from the freqtradeOpen-source software that runs automated trading strategies. It is what runs the bots on the server. backtestA simulation of the strategy on past prices: what it would have won or lost had it traded back then..

  • Profit after costs> 0-7.69 %
  • Profit factorMoney won divided by money lost. Above 1 it makes money; below 1, it loses.≥ 1.20.41
  • Maximum drawdownThe biggest drop in the balance from its highest point. Here it only counts trades already closed.≤ 25 %-10.52 %
  • Trades≥ 3066

2 of 4 criteria

BollingerBidir predates the protocol: this is the exam it would have had to pass. It fails on losses, which is why it will not go to real money.

The strategies

Each card has three numbers: what the optimised backtestA backtest on the same data used to tune the strategy. It almost always looks good, so it proves nothing. promised, what it did on unseen dataPrices the strategy never saw while it was being designed. If it wins here, it has not just memorised the past. and what it is doing now in dry-runThe strategy trades live on real prices, but with play money. Nothing is actually bought..

BollingerBidir

Binance futures · 7 · 15m

Not profitable

Optimised backtestA backtest on the same data used to tune the strategy. It almost always looks good, so it proves nothing.
+20.6 %
Jan 2024 – Mar 2026 · 206 trades
Unseen dataPrices the strategy never saw while it was being designed. If it wins here, it has not just memorised the past.
-7.7 %
Mar 2026 – Oct 2026 · 66 trades
Live dry-runThe strategy trades live on real prices, but with play money. Nothing is actually bought.
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Bets that price returns to its meanThe idea that a price that drifts far from its average tends to come back to it.: it buys when it falls too far and shortsBetting that the price will fall: you win if it drops and lose if it rises. when it rises too far. Uses Bollinger BandsTwo lines above and below the average price. When the price leaves them, it is at an unusual extreme., RSIRSI: Relative Strength Index. An indicator from 0 to 100 that shows whether the price has moved up or down too fast. Very low means panic; very high, euphoria. and ADXADX: Average Directional Index. It measures how strong a trend is, not its direction. A low value means the market is moving sideways. on the 15-minute timeframe.

View strategy

MomentumRegime

Binance futures · 14 · 1d

Under evaluation

Optimised backtestA backtest on the same data used to tune the strategy. It almost always looks good, so it proves nothing.
+161.8 %
Jan 2020 – Dec 2023 · 852 trades
Unseen dataPrices the strategy never saw while it was being designed. If it wins here, it has not just memorised the past.
+4.4 %
Jan 2026 – Sep 2026 · 234 trades
Live dry-runThe strategy trades live on real prices, but with play money. Nothing is actually bought.
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Buys the coins that have been rising for two weeks, only while Bitcoin is in an uptrend, and exits with a stopA price at which a trade closes on its own, so the loss stops growing. that adapts to volatility. Long onlyBetting that the price will rise, like a normal purchase., on the daily timeframe.

View strategy

Same period, side by side

How much each strategy wins or loses from 29 March to 1 October 2026, on unseen dataPrices the strategy never saw while it was being designed. If it wins here, it has not just memorised the past.. Above zero it wins; below, it loses.

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All the numbers

Measured the same way for all. Underlined terms show their meaning when you hover over or tap them.

StrategyVerdictKnown dataA backtest on the same data used to tune the strategy. It almost always looks good, so it proves nothing.Unseen dataPrices the strategy never saw while it was being designed. If it wins here, it has not just memorised the past.Live dry-runThe strategy trades live on real prices, but with play money. Nothing is actually bought.
ResultProfit factorMoney won divided by money lost. Above 1 it makes money; below 1, it loses.DrawdownThe biggest drop in the balance from its highest point. Here it only counts trades already closed.Worst open lossThe worst a trade got before it closed. It is the risk the drawdown cannot see.
BollingerBidirBinance futures · 7 · 15m Not profitable +20.6 % -7.7 % 0.41 -10.5 % -29.8 % loading…
MomentumRegimeBinance futures · 14 · 1d Under evaluation +161.8 % +4.4 % 1.32 -7.8 % -17.4 % loading…

When a strategy passes every phase, it will show up here in green. Until then, the lab stays open.

This is a personal experiment and educational material, not financial advice or an investment recommendation. The figures come from backtests and dry-run bots trading simulated money, and past performance does not guarantee future results. Trading cryptocurrencies can lose you everything you put in.