For people whose crypto bot looked profitable in backtesting but didn't live — where did the money actually disappear?
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I'm curious specifically about people who have taken an automated crypto strategy from backtest to paper or shadow testing to live.
What ended up being the biggest difference?
Fees or slippage? Fill assumptions? Partial fills? Strategy decay? Overfitting? Different market regimes? Exchange or API issues? Or something you didn't even think to measure beforehand?
I'm especially interested in cases where the signals themselves still looked decent, but the actual account P&L told a different story.
What finally helped you figure out where the edge was leaking?
u/Bonkers24-7 — 18 hours ago