Breakout · Donchian channel breakout
Crypto Basket (4) Breakout 20/10 · 1D
Donchian channel breakout on SOL/USD, AVAX/USD, LINK/USD, DOT/USD CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+12.7%Backtest
Max drawdown−37.7%Volatility 21.6%
Sharpe0.66Trades 222
Since go-live—awaiting first trade
Backtest on real market data
Annual return+12.7%
Max drawdown−37.7%
Sharpe0.66
Trades222
Winning trades38%
Time in market94%
Backtest on real historical prices from Jun 13, 2021 to Oct 3, 2026: signals on completed bars, filled at the next bar's open, net of typical spread, commission and overnight financing. Past and backtested results are not a reliable indicator of future results. (Binance)
Methodology
- Long on a close above the highest high of the previous 20 bars, short on a close below the lowest low.
- Exit when price breaks the opposite 10-bar channel.
- Protective stop: exit if price moves 2.5× ATR(14) against the entry; no re-entry in the same direction until the signal flips.
- Trades both directions (long and short).
- Position size targets 25% annualised volatility (risk level 5/5), capped at 2:1 leverage per instrument. Costs: live bid/ask spread, commission and overnight financing.
Monthly returns · Backtest
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Σ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | -0.1 | -1.6 | 23.9 | -1.0 | -0.4 | 2.1 | -0.7 | 21.8% | |||||
| 2022 | 3.1 | -4.0 | 2.0 | 2.3 | 8.2 | -0.1 | -0.9 | 1.4 | -4.9 | 0.5 | -4.1 | 1.4 | 4.3% |
| 2023 | 8.5 | -5.6 | -4.3 | -3.1 | -1.0 | 1.7 | 1.6 | 2.8 | 2.0 | 8.3 | 25.6 | 34.5 | 86.2% |
| 2024 | -9.2 | -0.9 | 6.0 | 2.7 | -4.5 | -0.7 | -2.6 | -2.3 | -3.6 | -3.4 | 17.3 | -7.0 | -10.1% |
| 2025 | -5.0 | 3.1 | -0.8 | -5.5 | -2.4 | -3.5 | 0.9 | -3.7 | 1.2 | -3.9 | 2.0 | 0.6 | -16.1% |
| 2026 | 1.4 | 2.5 | -5.8 | -3.1 | -0.6 | 6.2 | -1.0 | 3.6 | 2.6 | 0.2 | 5.6% |