#我的策略演变 **Five Major Fatal Mistakes in Trading Strategies:**

1. **Excessive Leverage**: High leverage (e.g., 50x) amplifies volatility, with 85% of bankrupt accounts in 2023 due to leverage >20x;

2. **Ignoring Slippage**: Market orders for small tokens incur an impact cost of up to 3%, eroding profits;

3. **Backtesting Trap**: Optimizing strategies with bull market data fails in bear markets (e.g., strategy from 2021 faced a drawdown of over 60% in 2022);

4. **Obsessive Averaging Down**: Adding to losing positions against the trend leads to liquidation (e.g., accounts went to zero in the LUNA incident);

5. **Mixed Strategies**: Combining trend and range strategies leads to conflicting signals and repeated stop losses.

> 💡 **Solution**:

> - Validate strategy resilience with a simulated account (must span bull and bear cycles);

> - A single strategy should have over 100 trades annually to be statistically significant;

> - Cease trading and review if the maximum drawdown exceeds 15%.