RnG Daytrader: What We Learned in Month One
Our algo trading bot ran for 30 days on Coinbase. Here are the real numbers, the wins, the losses, and the lessons.
Full Transparency
Most crypto influencers show you their wins. We show you everything.
The RnG Daytrader bot has been running live on Coinbase Advanced Trade for 30 days. This is not a backtest. This is real capital, real trades, real results.
The Strategy
Our bot runs a triple EMA crossover strategy (9/21/50 periods) combined with RSI and ATR filters:
- Entry: EMA 9 crosses above EMA 21 while both are above EMA 50 (bullish structure)
- RSI filter: Only enters when RSI is between 35-70 (avoids overbought/oversold)
- ATR stop-loss: Dynamic stops based on 14-period ATR (adapts to volatility)
- Position sizing: 1% risk per trade, max 3x leverage
Month One Numbers
Here's what the data shows:
- Total trades: 47
- Win rate: 53.2%
- Average winner: +2.1%
- Average loser: -0.9%
- Profit factor: 2.48
- Max drawdown: -4.7%
What Worked
The ATR-based stops were the star of the show. By adapting stop-loss levels to current volatility, the bot avoided getting stopped out during normal market noise while still cutting losses quickly during actual trend reversals.
The RSI filter also prevented several bad entries during choppy, overbought conditions that would have been losers.
What Didn't Work
Sideways markets remain the bot's weakness. During a 10-day consolidation range, the bot made 12 trades and lost on 9 of them. Mean-reversion in ranges is the opposite of what a trend-following strategy wants.
We're exploring adding a volatility regime filter (using Bollinger Band width) to reduce trading during low-volatility consolidation periods.
Pairs Performance
Not all pairs performed equally:
- BTC/USD: Best performer. Strong trends, clean signals.
- ETH/USD: Solid. Slightly more false signals than BTC.
- SOL/USD: Mixed. More volatile, more noise.
- ADA/USD: Worst performer. Choppy price action generated too many false signals.
We may remove ADA from the active pairs list and add LINK or AVAX instead.
Next Month Goals
- Implement volatility regime filter
- Test 4-hour timeframe alongside daily
- Add trailing stop option for extended trends
- Evaluate LINK and AVAX as replacement pairs
Check the RnG Bot page for live status updates.