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Based on Real Binance DataSpot
BNB · Breakout · 2년 (730일)(lookback: 50, trailing_stop_pct: 10, atr_multiplier: 3)

BNB Breakout (2Y)
-46.7% ROI

BNB Breakout (lookback=50, trailing_stop_pct=10.0, atr_multiplier=3.0) — 2Y 실제 데이터 백테스트

ROI
-46.7%
MDD
56.54%
Sharpe
-0.59
Win Rate
23.5%
Trades
17
Profit Factor
0.32
Avg Trade
-3.34%
Best Trade
+13.37%
Worst Trade
-10.18%
Composite Score
3.4
Overall Ranking
Top 59.5%

Performance Chart

Real Data

Strategy Parameters

lookback
50
trailing_stop_pct
10
atr_multiplier
3
🔥

This strategy ranks in the top 59.5% of 780 tested strategies

Based on real Binance market data — 2026-04-16

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Snapshot: 2026-04-16 (same data, same result)

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"BNB Breakout (2Y)으로 +-46.7% 수익률 달성!"

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BNB Breakout (2Y) — ROI -46.7% | AlphaForge