The payoff chart in this video looks incredible when pulling Binance hourly data and running a statistical arbitrage strategy. However, bear in mind, there is probably something wrong with it. Maybe you can find the issue? Regardless, this should be a very insightful video and anyone interested in learning backtesting should get a lot from this video.
It also highlights how important market making rebates are - as the contrast between paying exchange fees on Binance or getting a market making rebate with BitMEX is staggering.
Code available at: [ Ссылка ]
