Hi Community,

I am currently testing a short algo on Binance data with a Crypto Universe Selection. On an hourly resolution the algo works quite well but when I switch to minute resolution (which I would prefer) some Huge Ask/Bid “jumps" destroy my backtest and results in negative portfolio values. I did some digging in a research notebook and found this anomly for BTCUSD as an example (lots of other anomalies):



Has someone managed to backtest a short strategy on binance/other crypto platform? Or any suggestion how to avoid these big price jumps?