Donchian channel breakout
Buys 20-candle highs and rides them with an ATR trailing stop. One big trend has to pay for many small losses.
Data through 2026-10-16 · 0.06% fee and 0.02% slippage per side · 4h timeframe
Profitable
2/6
Median
-58.7%
Best
+161.7%
What this strategy does
Long entrywhen all of these are true
- close breaks the highest high of the last 20 candles
Short entrywhen all of these are true
- close breaks the lowest low of the last 20 candles
You never enter short rules yourself. They are generated by mirroring your long rules.
Exit
- 1.ATR(14) × 3 trailing stop
Results by coin
| Coin | Return | Max drawdown | Win rate | Trades | Profit factor | Sharpe | Run it yourself |
|---|---|---|---|---|---|---|---|
| btc | -45.9% | 79.2% | 39.7% | 486 | 0.92 | 0.00 | Open in the backtester → |
| eth | -85.8% | 92.0% | 37.1% | 512 | 0.89 | -0.21 | Open in the backtester → |
| sol | -95.6% | 96.6% | 37.4% | 385 | 0.71 | -0.29 | Open in the backtester → |
| xrp | -71.4% | 94.7% | 37.3% | 474 | 0.92 | 0.03 | Open in the backtester → |
| doge | +161.7% | 82.6% | 39.0% | 428 | 1.04 | 0.52 | Open in the backtester → |
| ada | +11.3% | 86.1% | 41.0% | 488 | 1.01 | 0.34 | Open in the backtester → |
How to read this honestly
- 6 of 6 coins drew down more than half the account at the worst point.
- Only 14 of 47 coin-and-period cells were profitable.
- 2 of 6 coins carried volatility without being paid for it.
- The worst losing streak ran 15 trades in a row.
Return by period
| Coin | 7y | 5y | 3y | 2y | 1y | 6m | 3m | 1m |
|---|---|---|---|---|---|---|---|---|
| btc | -35.1% | +45.1% | +40.4% | -2.2% | -36.4% | -23.4% | -11.6% | -4.3% |
| eth | -88.7% | -64.1% | -24.4% | -34.6% | -46.2% | -26.4% | -16.0% | -4.5% |
| sol | — | -64.7% | -55.1% | -34.9% | -51.3% | -4.8% | -4.1% | +0.9% |
| xrp | -61.4% | -58.1% | +9.6% | +25.6% | -33.4% | -31.8% | -11.0% | +4.9% |
| doge | +133.6% | -28.6% | -0.8% | +57.0% | -39.6% | -17.6% | -18.0% | -3.5% |
| ada | +33.9% | +103.4% | +72.6% | +159.7% | +6.2% | +34.0% | -10.9% | -21.0% |
Past performance does not guarantee future results. This table is a record of applying rules to past data, not a recommendation to trade them.