Based on Real Binance DataSpot
BTC · Breakout · 1년 (365일)(lookback: 20, trailing_stop_pct: 5, atr_multiplier: 2)
BTC Breakout (1Y)
-26.55% ROI
BTC Breakout (lookback=20, trailing_stop_pct=5.0, atr_multiplier=2.0) — 1Y 실제 데이터 백테스트
ROI
-26.55%
MDD
35.21%
Sharpe
-0.93
Win Rate
33.3%
Trades
15
Profit Factor
0.29
Avg Trade
-1.97%
Best Trade
+4.96%
Worst Trade
-6.14%
Composite Score
8.7
Overall Ranking
Top 52.8%
Performance Chart
Real DataStrategy Parameters
lookback
20
trailing_stop_pct
5
atr_multiplier
2
🔥
This strategy ranks in the top 52.8% of 780 tested strategies
Based on real Binance market data — 2026-04-16
👉 What would your strategy return?
Run a simulation yourself. It only takes 30 seconds.
Simulate My Strategy →Snapshot: 2026-04-16 (same data, same result)
🤖AI Analysis
FreeAI analyzes the strengths, weaknesses, and market fit of this strategy
"BTC Breakout (1Y)으로 +-26.55% 수익률 달성!"
Share this backtest with the community and get feedback from other traders.
Share to community