Based on Real Binance DataSpot
SOL · Breakout · 6개월 (183일)(lookback: 10, trailing_stop_pct: 3, atr_multiplier: 1.5)
SOL Breakout (6M)
-33.14% ROI
SOL Breakout (lookback=10, trailing_stop_pct=3.0, atr_multiplier=1.5) — 6M 실제 데이터 백테스트
ROI
-33.14%
MDD
34.68%
Sharpe
-2.06
Win Rate
13.3%
Trades
15
Profit Factor
0.1
Avg Trade
-2.6%
Best Trade
+2.74%
Worst Trade
-10.48%
Composite Score
-4
Overall Ranking
Top 66.9%
Performance Chart
Real DataStrategy Parameters
lookback
10
trailing_stop_pct
3
atr_multiplier
1.5
🔥
This strategy ranks in the top 66.9% 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 (6M)으로 +-33.14% 수익률 달성!"
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