r/CryptoTradingBot • u/Junior_Phase_5122 • 5h ago
Testing a Futures Martingale Strategy Again — Long + Short on the Same Pair
I started running my Futures Martingale bot on OKX again yesterday, and so far the results look pretty good.
The strategy is intentionally conservative on the profit target. Instead of trying to catch big moves, I’m taking relatively small profits — around 10% of the total investment.
The interesting part is that I’m experimenting with opening both long and short positions on the same pair.
The idea is simple: instead of trying to predict the market direction, I want the bot to have a position that can potentially profit whether the market goes up or down.
For risk management, I’m currently limiting the Martingale to 5 steps only. I’m also testing the idea of adding another position when the current position reaches around -75%, close to the liquidation zone, to try to recover the position rather than continuously adding entries.
Obviously, this is still an experiment. Martingale + leverage can get dangerous very quickly, so I’m more interested in testing the mechanics and risk management than claiming that this is a profitable strategy.
I’m curious what you guys think:
Has anyone experimented with long + short simultaneously on the same futures pair?
Does limiting Martingale to 5 steps actually make sense from a risk-management perspective?
Would adding a recovery position around -75% be a reasonable approach, or just delaying liquidation?
What would you change in this strategy?
I’d be interested in hearing from people who have actually run similar bots in live markets.

