Based on Real Binance DataSpot
ETH · Breakout · 1년 (365일)(lookback: 20, trailing_stop_pct: 5, atr_multiplier: 2)
ETH Breakout (1Y)
-66.68% ROI
ETH Breakout (lookback=20, trailing_stop_pct=5.0, atr_multiplier=2.0) — 1Y 실제 데이터 백테스트
ROI
-66.68%
MDD
74.62%
Sharpe
-1.47
Win Rate
18.5%
Trades
27
Profit Factor
0.07
Avg Trade
-3.9%
Best Trade
+4.22%
Worst Trade
-12.73%
Composite Score
-12.4
Overall Ranking
Top 76.3%
Performance Chart
Real DataStrategy Parameters
lookback
20
trailing_stop_pct
5
atr_multiplier
2
🔥
This strategy ranks in the top 76.3% of 780 tested strategies
Based on real Binance market data — 2026-04-16
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"ETH Breakout (1Y)으로 +-66.68% 수익률 달성!"
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