Breakout · Donchian channel breakout
Silver Breakout 24/12 · 1H
Donchian channel breakout on XAG/USD CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−2.2%Backtest
Max drawdown−13.4%Volatility 15.5%
Sharpe-0.12Trades 103
Since go-live−0.21% Live
Outside the System since Oct 5, 08:54 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history · last 1: 0 in profit · 1 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:54 AM opened Oct 5, 06:29 AM | ▼ XAGUSD | 61.436 | 61.674 | −0.40% |
Backtest on real market data
Annual return−2.2%
Max drawdown−13.4%
Sharpe-0.12
Trades103
Winning trades38%
Time in market69%
Backtest on real historical prices from Jan 12, 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 24 bars, short on a close below the lowest low.
- Exit when price breaks the opposite 12-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 18% annualised volatility (risk level 4/5), 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 | 5.1 | 4.0 | 1.3 | -3.4 | 0.1 | -0.5 | 2.4 | -0.4 | -7.2 | -2.4 | -1.6% |
