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Based on Real Binance DataSpot
BNB · Breakout · 6개월 (183일)(lookback: 10, trailing_stop_pct: 3, atr_multiplier: 1.5)

BNB Breakout (6M)
-39.77% ROI

BNB Breakout (lookback=10, trailing_stop_pct=3.0, atr_multiplier=1.5) — 6M 실제 데이터 백테스트

ROI
-39.77%
MDD
40.54%
Sharpe
-3.24
Win Rate
16.7%
Trades
18
Profit Factor
0.09
Avg Trade
-2.74%
Best Trade
+3.38%
Worst Trade
-7.46%
Composite Score
-6.7
Overall Ranking
Top 68.8%

Performance Chart

Real Data

Strategy Parameters

lookback
10
trailing_stop_pct
3
atr_multiplier
1.5
🔥

This strategy ranks in the top 68.8% 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 (6M)으로 +-39.77% 수익률 달성!"

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BNB Breakout (6M) — ROI -39.77% | AlphaForge