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Based on Real Binance DataSpot
XRP · Breakout · 3년 (1095일)(lookback: 10, trailing_stop_pct: 3, atr_multiplier: 1.5)

XRP Breakout (3Y)
-98.37% ROI

XRP Breakout (lookback=10, trailing_stop_pct=3.0, atr_multiplier=1.5) — 3Y 실제 데이터 백테스트

ROI
-98.37%
MDD
98.42%
Sharpe
-3.14
Win Rate
5.6%
Trades
107
Profit Factor
0.02
Avg Trade
-3.73%
Best Trade
+2.76%
Worst Trade
-15.83%
Composite Score
-21
Overall Ranking
Top 96.9%

Performance Chart

Real Data

Strategy Parameters

lookback
10
trailing_stop_pct
3
atr_multiplier
1.5
🔥

This strategy ranks in the top 96.9% 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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"XRP Breakout (3Y)으로 +-98.37% 수익률 달성!"

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XRP Breakout (3Y) — ROI -98.37% | AlphaForge