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Based on Real Binance DataSpot
ETH · Breakout · 1년 (365일)(lookback: 10, trailing_stop_pct: 3, atr_multiplier: 1.5)

ETH Breakout (1Y)
-77.05% ROI

ETH Breakout (lookback=10, trailing_stop_pct=3.0, atr_multiplier=1.5) — 1Y 실제 데이터 백테스트

ROI
-77.05%
MDD
79.65%
Sharpe
-2.67
Win Rate
13.6%
Trades
44
Profit Factor
0.04
Avg Trade
-3.24%
Best Trade
+2.91%
Worst Trade
-12.73%
Composite Score
-17.3
Overall Ranking
Top 89.2%

Performance Chart

Real Data

Strategy Parameters

lookback
10
trailing_stop_pct
3
atr_multiplier
1.5
🔥

This strategy ranks in the top 89.2% 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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ETH Breakout (1Y) — ROI -77.05% | AlphaForge