Based on Real Binance DataSpot
BTC · Breakout · 3년 (1095일)(lookback: 20, trailing_stop_pct: 5, atr_multiplier: 2)
BTC Breakout (3Y)
-70.73% ROI
BTC Breakout (lookback=20, trailing_stop_pct=5.0, atr_multiplier=2.0) — 3Y 실제 데이터 백테스트
ROI
-70.73%
MDD
73.78%
Sharpe
-0.87
Win Rate
24.6%
Trades
57
Profit Factor
0.36
Avg Trade
-2.02%
Best Trade
+19.22%
Worst Trade
-8.39%
Composite Score
-0.9
Overall Ranking
Top 65%
Performance Chart
Real DataStrategy Parameters
lookback
20
trailing_stop_pct
5
atr_multiplier
2
🔥
This strategy ranks in the top 65% 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 (3Y)으로 +-70.73% 수익률 달성!"
Share this backtest with the community and get feedback from other traders.
Share to community