MarketsStrategiesPerformancePackagesPartnersEconomic CalendarLiquidity & InfrastructureAbout usFAQSupportContactLegal
ENDERU
Log inGet Started
Breakout · Donchian channel breakout

US500 · US100 · JP225 Breakout 55/20 · 1D

Donchian channel breakout on US500, US100, JP225 CFDs, evaluated on completed 1D bars and executed at live bid/ask.

Annual return−7.5%Backtest
Max drawdown−2.5%Volatility 2.9%
Sharpe-2.72Trades 3
Since go-live−0.11% Live
Use in my package All strategies
Live equity
06:15 AM06:52 AM07:30 AM08:07 AM08:45 AM+0.045%−0.028%−0.101%
Backtest on real market data
Jul 2Jul 25Aug 17Sep 9Oct 2+0.17%−1.00%−2.17%
Annual return−7.5%
Max drawdown−2.5%
Sharpe-2.72
Trades3
Winning trades0%
Time in market81%

Backtest on real historical prices from Jul 2, 2026 to Oct 2, 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. (Alpaca)

Methodology
  1. Long on a close above the highest high of the previous 55 bars, short on a close below the lowest low.
  2. Exit when price breaks the opposite 20-bar channel.
  3. Protective stop: exit if price moves 3× ATR(14) against the entry; no re-entry in the same direction until the signal flips.
  4. Trades both directions (long and short).
  5. Position size targets 12% annualised volatility (risk level 3/5), capped at 5:1 leverage per instrument. Costs: live bid/ask spread, commission and overnight financing.
Monthly returns · Backtest
JanFebMarAprMayJunJulAugSepOctNovDecΣ
2026-0.2-1.4-0.50.1-2.0%