Breakout · Donchian channel breakout
Multi-Asset Basket (5) Breakout 55/20 · 1D
Donchian channel breakout on US500, XAU/USD, WTI Crude Oil, BTC/USD, Copper CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−11.2%Backtest
Max drawdown−3.6%Volatility 4.0%
Sharpe-2.91Trades 7
Since go-live−0.04% Live
Outside the System since Oct 5, 08:52 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history · last 1: 1 in profit · 0 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:52 AM opened Oct 5, 06:29 AM | ▲ WTI | 89.98 | 90.08 | +0.10% |
Backtest on real market data
Annual return−11.2%
Max drawdown−3.6%
Sharpe-2.91
Trades7
Winning trades14%
Time in market99%
Backtest on real historical prices from Jun 24, 2026 to Oct 3, 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, Hyperliquid)
Methodology
- Long on a close above the highest high of the previous 55 bars, short on a close below the lowest low.
- Exit when price breaks the opposite 20-bar channel.
- Protective stop: exit if price moves 3× 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 4:1 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 | 0.3 | -1.6 | -0.3 | -1.8 | 0.1 | -3.2% |