Based on Real Binance DataSpot
ETH · Breakout · 3년 (1095일)(lookback: 10, trailing_stop_pct: 3, atr_multiplier: 1.5)
ETH Breakout (3Y)
-98.51% ROI
ETH Breakout (lookback=10, trailing_stop_pct=3.0, atr_multiplier=1.5) — 3Y 실제 데이터 백테스트
ROI
-98.51%
MDD
98.53%
Sharpe
-2.77
Win Rate
9.3%
Trades
129
Profit Factor
0.04
Avg Trade
-3.17%
Best Trade
+4.44%
Worst Trade
-12.73%
Composite Score
-20.5
Overall Ranking
Top 95.1%
Performance Chart
Real DataStrategy Parameters
lookback
10
trailing_stop_pct
3
atr_multiplier
1.5
🔥
This strategy ranks in the top 95.1% of 780 tested strategies
Based on real Binance market data — 2026-04-16
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"ETH Breakout (3Y)으로 +-98.51% 수익률 달성!"
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