Based on Real Binance DataSpot
SOL · Breakout · 3년 (1095일)(lookback: 10, trailing_stop_pct: 3, atr_multiplier: 1.5)
SOL Breakout (3Y)
-99.79% ROI
SOL Breakout (lookback=10, trailing_stop_pct=3.0, atr_multiplier=1.5) — 3Y 실제 데이터 백테스트
ROI
-99.79%
MDD
99.8%
Sharpe
-3.4
Win Rate
2.7%
Trades
147
Profit Factor
0
Avg Trade
-4.08%
Best Trade
+2.74%
Worst Trade
-13.35%
Composite Score
-25.6
Overall Ranking
Top 99.4%
Performance Chart
Real DataStrategy Parameters
lookback
10
trailing_stop_pct
3
atr_multiplier
1.5
🔥
This strategy ranks in the top 99.4% of 780 tested strategies
Based on real Binance market data — 2026-04-16
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"SOL Breakout (3Y)으로 +-99.79% 수익률 달성!"
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