Based on Real Binance DataSpot
ETH · Breakout · 2년 (730일)(lookback: 10, trailing_stop_pct: 3, atr_multiplier: 1.5)
ETH Breakout (2Y)
-95.3% ROI
ETH Breakout (lookback=10, trailing_stop_pct=3.0, atr_multiplier=1.5) — 2Y 실제 데이터 백테스트
ROI
-95.3%
MDD
95.47%
Sharpe
-2.97
Win Rate
10.2%
Trades
88
Profit Factor
0.05
Avg Trade
-3.37%
Best Trade
+4.44%
Worst Trade
-12.73%
Composite Score
-20.7
Overall Ranking
Top 95.6%
Performance Chart
Real DataStrategy Parameters
lookback
10
trailing_stop_pct
3
atr_multiplier
1.5
🔥
This strategy ranks in the top 95.6% of 780 tested strategies
Based on real Binance market data — 2026-04-16
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"ETH Breakout (2Y)으로 +-95.3% 수익률 달성!"
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