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Based on Real Binance DataSpot
SOL · Breakout · 1년 (365일)(lookback: 20, trailing_stop_pct: 5, atr_multiplier: 2)

SOL Breakout (1Y)
-57.82% ROI

SOL Breakout (lookback=20, trailing_stop_pct=5.0, atr_multiplier=2.0) — 1Y 실제 데이터 백테스트

ROI
-57.82%
MDD
58.78%
Sharpe
-1.79
Win Rate
20%
Trades
25
Profit Factor
0.14
Avg Trade
-3.3%
Best Trade
+8.5%
Worst Trade
-10.6%
Composite Score
-7
Overall Ranking
Top 69.2%

Performance Chart

Real Data

Strategy Parameters

lookback
20
trailing_stop_pct
5
atr_multiplier
2
🔥

This strategy ranks in the top 69.2% 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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SOL Breakout (1Y) — ROI -57.82% | AlphaForge