Breakout · Donchian channel breakout
Gold · Silver · Copper Breakout 20/10 · 1D
Donchian channel breakout on XAU/USD, XAG/USD, Copper CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−6.7%Backtest
Max drawdown−4.6%Volatility 7.2%
Sharpe-0.93Trades 9
Since go-live−0.16% Live
Outside the System since Oct 5, 08:51 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history · last 3: 0 in profit · 3 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:51 AM opened Oct 5, 06:29 AM | ▼ XAUUSD | 4,155.50 | 4,167.20 | −0.29% |
| Oct 5, 08:51 AM opened Oct 5, 06:29 AM | ▼ XAGUSD | 61.436 | 61.714 | −0.46% |
| Oct 5, 08:51 AM opened Oct 5, 06:29 AM | ▼ COPPER | 6.5897 | 6.6111 | −0.34% |
Backtest on real market data
Annual return−6.7%
Max drawdown−4.6%
Sharpe-0.93
Trades9
Winning trades33%
Time in market99%
Backtest on real historical prices from May 29, 2026 to Oct 2, 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 20 bars, short on a close below the lowest low.
- Exit when price breaks the opposite 10-bar channel.
- Protective stop: exit if price moves 2.5× 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 5:1 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 | 0.0 | 1.1 | -0.5 | 0.1 | -3.1 | 0.0 | -2.4% |