Breakout · Donchian channel breakout
Gold Breakout 12/6 · 15m
Donchian channel breakout on XAU/USD CFDs, evaluated on completed 15m bars and executed at live bid/ask.
Annual return−8.1%Backtest
Max drawdown−8.3%Volatility 11.8%
Sharpe-2.96Trades 286
Since go-live+0.20% Live
Outside the System since Oct 5, 08:50 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return−8.1%
Max drawdown−8.3%
Sharpe-2.96
Trades286
Winning trades34%
Time in market68%
Backtest on real historical prices from Jul 7, 2026 to Oct 4, 2026: signals on completed bars, filled at the next bar's open, net of typical spread, commission and overnight financing. Past and backtested results are not a reliable indicator of future results. (Binance)
Methodology
- Long on a close above the highest high of the previous 12 bars, short on a close below the lowest low.
- Exit when price breaks the opposite 6-bar channel.
- Protective stop: exit if price moves 2× ATR(14) against the entry; no re-entry in the same direction until the signal flips.
- Trades both directions (long and short).
- Position size targets 12% annualised volatility (risk level 3/5), capped at 10:1 leverage per instrument. Costs: live bid/ask spread, commission and overnight financing.
Monthly returns · Backtest
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Σ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -2.8 | -2.4 | -1.9 | -1.3 | -8.1% |