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Based on Real Binance DataSpot
BNB · Breakout · 3년 (1095일)(lookback: 50, trailing_stop_pct: 10, atr_multiplier: 3)

BNB Breakout (3Y)
-56.5% ROI

BNB Breakout (lookback=50, trailing_stop_pct=10.0, atr_multiplier=3.0) — 3Y 실제 데이터 백테스트

ROI
-56.5%
MDD
65.71%
Sharpe
-0.42
Win Rate
30.8%
Trades
26
Profit Factor
0.47
Avg Trade
-2.79%
Best Trade
+15.99%
Worst Trade
-10.18%
Composite Score
4.5
Overall Ranking
Top 58.5%

Performance Chart

Real Data

Strategy Parameters

lookback
50
trailing_stop_pct
10
atr_multiplier
3
🔥

This strategy ranks in the top 58.5% 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 (3Y)으로 +-56.5% 수익률 달성!"

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BNB Breakout (3Y) — ROI -56.5% | AlphaForge