My tip for the best trading algorithm is this: always leverage as high risk as possible, but never higher. Look at solid historical data and backtest to ensure you'd never gotten liquidated by all the previous patterns. In Bitmex's XBT 1 minute-case that means downloading approximately 70MB of price history. And then reapplying your backtesting over and over until you find parameters that are close-to-optimal.
My suggestion to you is to start off small, but after a couple of months you should inch your way towards the maximum risk, as suggested by your backtesting parameters.
Also note that in most cases, high risk is not the same as high Sharpe ratio on your base currency. Quite the opposite. High risk however equals large orders, which in turn may cause undesired Sharpe ratios.
