I created a portfolio rebalancing strategy, that I am currently paper trading with. It is, primarily, based on mean-reversion principle with a few rules in place, and geared towards cryptocurrencies, in general. I double the commission to account for slippage as well as when rebalancing I first sell all assets I am holding and then, buy them even if same. This adds a few pips of random slippage as well, at the least. Here are a few plots I obtained from this strategy in backtesting. I used 1h as well as 1d ticks from Bittrex. 1d timeframe backtesting result with a 0.5% (0.25% bittrex + 0.25% slippage) commission fee: 1hr timeframe with 0 fee: with 0.2% fee (binance 0.1% plus 0.1% slippage): with 0.5% fee (bittrex 0.25% plus 0.25% slippage): Now, since the chosen domain does not provide extensive history, I am unable to test this strategy on a longer timeframe. And, therefore, I would like to know how I can ascertain that the strategy is indeed useful? I, particularly, would like the 1hr timeframe equity curve, but adding commission there ruins everything.