I built a small open-source repo in Go to compare two classic trading strategies (Dollar-Cost Averaging vs Grid). This is educational/research only — no real keys, no promises of profit.

Why I built it:

I wanted a clean architecture to experiment with strategies.

Most examples online are either black-box or not reproducible.

What’s inside:

Strategy interface for DCA/Grid.

Unified exchange client (Binance/CCXT).

Minimal backtester with seeded RNG for reproducibility.

Metrics: Profit Factor, Max Drawdown, Win Rate, Sharpe.

Sample metrics (BTC 2020–2024):

DCA → PF 1.42, MDD -18.7%, WR 62%

Grid → PF 1.67, MDD -25.3%, WR 58%

Repo: https://github.com/Zmey56/crypto-trading-strategies

I’d love feedback on:

Architecture (Go interfaces, package layout).

How you approach reproducibility in backtests.

Ideas for extending this (filters, regime classification, DeFi/AMMs).