Based on Real Binance DataSpot
BTC · Breakout · 2년 (730일)(lookback: 20, trailing_stop_pct: 5, atr_multiplier: 2)
BTC Breakout (2Y)
-59.75% ROI
BTC Breakout (lookback=20, trailing_stop_pct=5.0, atr_multiplier=2.0) — 2Y 실제 데이터 백테스트
ROI
-59.75%
MDD
63.75%
Sharpe
-1
Win Rate
23.7%
Trades
38
Profit Factor
0.22
Avg Trade
-2.3%
Best Trade
+4.96%
Worst Trade
-8.39%
Composite Score
-0.6
Overall Ranking
Top 64.1%
Performance Chart
Real DataStrategy Parameters
lookback
20
trailing_stop_pct
5
atr_multiplier
2
🔥
This strategy ranks in the top 64.1% of 780 tested strategies
Based on real Binance market data — 2026-04-16
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"BTC Breakout (2Y)으로 +-59.75% 수익률 달성!"
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