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Based on Real Binance DataSpot
BNB · Breakout · 3년 (1095일)(lookback: 30, trailing_stop_pct: 7, atr_multiplier: 2.5)

BNB Breakout (3Y)
-66.98% ROI

BNB Breakout (lookback=30, trailing_stop_pct=7.0, atr_multiplier=2.5) — 3Y 실제 데이터 백테스트

ROI
-66.98%
MDD
71.89%
Sharpe
-0.65
Win Rate
20.5%
Trades
39
Profit Factor
0.26
Avg Trade
-2.62%
Best Trade
+19.25%
Worst Trade
-11.99%
Composite Score
-0.7
Overall Ranking
Top 64.7%

Performance Chart

Real Data

Strategy Parameters

lookback
30
trailing_stop_pct
7
atr_multiplier
2.5
🔥

This strategy ranks in the top 64.7% 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 +-66.98% 수익률 달성!"

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BNB Breakout (3Y) — ROI -66.98% | AlphaForge