Use Case: Net Profit: 4.64%,Trading Period: 8 days

For the entire trading period, a more aggressive strategy was used, for which 9 QP were selected according to the qualifying method with a large spread divergence or with a high frequency of the transaction cycle. Given the high volatility of the market over the specified period, the setting of the opening and closing levels differed.

• Net Profit: 4.64 %
• Trading Period: 8 days
• Trades/Deals: 34
• Pairs: 9
• Max Profit per Trade/Deal: 7.45%
• Max Loss per Trade/Deal: -1.54 %

Portfolio Yield:

Trades/Deals:

Conclusion:

For the entire trading period, a more aggressive strategy was used, for which 9 QP were selected according to the qualifying method with a large spread divergence or with a high frequency of the transaction cycle. Given the high volatility of the market over the specified period, the setting of the opening and closing levels differed.

For example, for QP (BTFX-BYBT / XLM-USDT) a wide range of levels was in the area (Open: -10%, Close: -2.5%) with a low open frequency. And for QP (BTHB-OKEX / TRX-USDT) a narrow range of levels was in the area (Open: -0.7%, Close: 0.6%), which allowed for a full 23 trades in 8 trading days. A total of 34 trades took place during this period. From the working capital, we received 4.64% of the net profit when calculating the commission for all completed transactions.

Since the working capital was only 10.7% of the total capital, the total balance increased by 0.49% over the period. Under the conditions if we interact with the entire amount of capital, we can get a net profit of 17.4% for a period of 30 days with such active volatility. (This is subject to active volatility for the entire month, as practice shows, the spread tends to both expand and narrow, so the profit can be floating. Also, let’s not forget that we used a more aggressive strategy.)