Based on Real Binance DataSpot
ETH · Breakout · 2년 (730일)(lookback: 20, trailing_stop_pct: 5, atr_multiplier: 2)
ETH Breakout (2Y)
-89.15% ROI
ETH Breakout (lookback=20, trailing_stop_pct=5.0, atr_multiplier=2.0) — 2Y 실제 데이터 백테스트
ROI
-89.15%
MDD
90.99%
Sharpe
-1.62
Win Rate
11.8%
Trades
51
Profit Factor
0.04
Avg Trade
-4.19%
Best Trade
+4.22%
Worst Trade
-12.73%
Composite Score
-16.4
Overall Ranking
Top 86.7%
Performance Chart
Real DataStrategy Parameters
lookback
20
trailing_stop_pct
5
atr_multiplier
2
🔥
This strategy ranks in the top 86.7% of 780 tested strategies
Based on real Binance market data — 2026-04-16
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"ETH Breakout (2Y)으로 +-89.15% 수익률 달성!"
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