Based on Real Binance DataSpot
SOL · Breakout · 2년 (730일)(lookback: 10, trailing_stop_pct: 3, atr_multiplier: 1.5)
SOL Breakout (2Y)
-97.44% ROI
SOL Breakout (lookback=10, trailing_stop_pct=3.0, atr_multiplier=1.5) — 2Y 실제 데이터 백테스트
ROI
-97.44%
MDD
97.63%
Sharpe
-3.53
Win Rate
3.3%
Trades
90
Profit Factor
0
Avg Trade
-3.96%
Best Trade
+2.74%
Worst Trade
-11.43%
Composite Score
-24.2
Overall Ranking
Top 99%
Performance Chart
Real DataStrategy Parameters
lookback
10
trailing_stop_pct
3
atr_multiplier
1.5
🔥
This strategy ranks in the top 99% of 780 tested strategies
Based on real Binance market data — 2026-04-16
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🤖AI Analysis
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"SOL Breakout (2Y)으로 +-97.44% 수익률 달성!"
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