Breakout · Donchian channel breakout
US500 Breakout 20/10 · 4H
Donchian channel breakout on US500 CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return−10.2%Backtest
Max drawdown−9.4%Volatility 8.3%
Sharpe-1.26Trades 26
Since go-live—awaiting first trade
Outside the System since Oct 5, 08:51 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return−10.2%
Max drawdown−9.4%
Sharpe-1.26
Trades26
Winning trades31%
Time in market73%
Backtest on real historical prices from Apr 1, 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. (Hyperliquid)
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.
- Trades both directions (long and short).
- Position size targets 8% annualised volatility (risk level 2/5), 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 | 2.3 | -0.2 | 0.0 | -4.5 | 0.8 | -2.8 | -0.8 | -5.3% |