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Based on Real Binance DataSpot
BTC · Breakout · 6개월 (183일)(lookback: 30, trailing_stop_pct: 7, atr_multiplier: 2.5)

BTC Breakout (6M)
-16.71% ROI

BTC Breakout (lookback=30, trailing_stop_pct=7.0, atr_multiplier=2.5) — 6M 실제 데이터 백테스트

ROI
-16.71%
MDD
21.45%
Sharpe
-1.29
Win Rate
20%
Trades
5
Profit Factor
0.17
Avg Trade
-3.48%
Best Trade
+4.19%
Worst Trade
-7.19%
Composite Score
6.8
Overall Ranking
Top 55.1%

Performance Chart

Real Data

Strategy Parameters

lookback
30
trailing_stop_pct
7
atr_multiplier
2.5
🔥

This strategy ranks in the top 55.1% 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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"BTC Breakout (6M)으로 +-16.71% 수익률 달성!"

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BTC Breakout (6M) — ROI -16.71% | AlphaForge