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 2026-08-10 · 0.06% fee and 0.02% slippage per side · 4h timeframe
Profitable
2/6
Median
-55.2%
Best
+195.0%
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 | -41.7% | 79.2% | 40.1% | 471 | 0.93 | 0.03 | Open in the backtester → |
| eth | -84.1% | 91.9% | 37.3% | 498 | 0.90 | -0.19 | Open in the backtester → |
| sol | -95.5% | 96.6% | 37.9% | 372 | 0.71 | -0.29 | Open in the backtester → |
| xrp | -68.6% | 94.7% | 37.5% | 459 | 0.93 | 0.04 | Open in the backtester → |
| doge | +195.0% | 82.6% | 39.1% | 414 | 1.05 | 0.54 | Open in the backtester → |
| ada | +25.6% | 86.1% | 40.7% | 474 | 1.02 | 0.36 | Open in the backtester → |
How to read this honestly
- 6 of 6 coins drew down more than half the account at the worst point.
- 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 | -34.7% | +68.7% | +51.1% | +12.8% | -31.5% | -33.8% | -13.6% | -6.5% |
| eth | -88.0% | -61.1% | -11.5% | -34.0% | -35.5% | -43.1% | +1.8% | -8.7% |
| sol | — | -69.9% | -51.3% | -42.8% | -30.3% | -42.8% | +4.5% | -2.0% |
| xrp | -53.3% | -59.5% | +41.4% | +33.4% | -22.7% | -37.2% | -23.0% | -5.9% |
| doge | +178.3% | -29.5% | +21.7% | +46.3% | -20.2% | -36.1% | -3.0% | -13.2% |
| ada | +46.2% | +41.7% | +67.1% | +216.1% | +43.5% | -0.6% | +60.7% | +0.5% |
Past performance does not guarantee future results. This table is a record of applying rules to past data, not a recommendation to trade them.