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Based on Real Binance DataSpot
SOL · Breakout · 2년 (730일)(lookback: 20, trailing_stop_pct: 5, atr_multiplier: 2)

SOL Breakout (2Y)
-91.01% ROI

SOL Breakout (lookback=20, trailing_stop_pct=5.0, atr_multiplier=2.0) — 2Y 실제 데이터 백테스트

ROI
-91.01%
MDD
91.28%
Sharpe
-2.03
Win Rate
10.5%
Trades
57
Profit Factor
0.04
Avg Trade
-4.07%
Best Trade
+8.5%
Worst Trade
-10.88%
Composite Score
-17.6
Overall Ranking
Top 89.9%

Performance Chart

Real Data

Strategy Parameters

lookback
20
trailing_stop_pct
5
atr_multiplier
2
🔥

This strategy ranks in the top 89.9% 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 (2Y)으로 +-91.01% 수익률 달성!"

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SOL Breakout (2Y) — ROI -91.01% | AlphaForge