...
Based on Real Binance DataSpot
BTC · Breakout · 3년 (1095일)(lookback: 10, trailing_stop_pct: 3, atr_multiplier: 1.5)

BTC Breakout (3Y)
-91.64% ROI

BTC Breakout (lookback=10, trailing_stop_pct=3.0, atr_multiplier=1.5) — 3Y 실제 데이터 백테스트

ROI
-91.64%
MDD
91.86%
Sharpe
-1.99
Win Rate
16.8%
Trades
107
Profit Factor
0.1
Avg Trade
-2.25%
Best Trade
+5.78%
Worst Trade
-10.8%
Composite Score
-12.2
Overall Ranking
Top 75.5%

Performance Chart

Real Data

Strategy Parameters

lookback
10
trailing_stop_pct
3
atr_multiplier
1.5
🔥

This strategy ranks in the top 75.5% 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

Free

AI analyzes the strengths, weaknesses, and market fit of this strategy

"BTC Breakout (3Y)으로 +-91.64% 수익률 달성!"

🐦 트위터에 공유

Share this backtest with the community and get feedback from other traders.

Share to community
BTC Breakout (3Y) — ROI -91.64% | AlphaForge