Based on Real Binance DataSpot
BTC · Breakout · 6개월 (183일)(lookback: 20, trailing_stop_pct: 5, atr_multiplier: 2)
BTC Breakout (6M)
-23.49% ROI
BTC Breakout (lookback=20, trailing_stop_pct=5.0, atr_multiplier=2.0) — 6M 실제 데이터 백테스트
ROI
-23.49%
MDD
27.84%
Sharpe
-1.86
Win Rate
25%
Trades
8
Profit Factor
0.17
Avg Trade
-3.22%
Best Trade
+4.19%
Worst Trade
-6.14%
Composite Score
3.6
Overall Ranking
Top 58.8%
Performance Chart
Real DataStrategy Parameters
lookback
20
trailing_stop_pct
5
atr_multiplier
2
🔥
This strategy ranks in the top 58.8% of 780 tested strategies
Based on real Binance market data — 2026-04-16
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"BTC Breakout (6M)으로 +-23.49% 수익률 달성!"
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