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Based on Real Binance DataSpot
XRP · Breakout · 3년 (1095일)(lookback: 50, trailing_stop_pct: 10, atr_multiplier: 3)

XRP Breakout (3Y)
-70.87% ROI

XRP Breakout (lookback=50, trailing_stop_pct=10.0, atr_multiplier=3.0) — 3Y 실제 데이터 백테스트

ROI
-70.87%
MDD
78.33%
Sharpe
-0.54
Win Rate
29.2%
Trades
24
Profit Factor
0.38
Avg Trade
-4.25%
Best Trade
+33.52%
Worst Trade
-25.59%
Composite Score
-0.6
Overall Ranking
Top 64.4%

Performance Chart

Real Data

Strategy Parameters

lookback
50
trailing_stop_pct
10
atr_multiplier
3
🔥

This strategy ranks in the top 64.4% 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 +-70.87% 수익률 달성!"

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XRP Breakout (3Y) — ROI -70.87% | AlphaForge