Breakout · Donchian channel breakout
BTC · ETH Breakout 20/10 · 4H
Donchian channel breakout on BTC/USD, ETH/USD CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return+4.5%Backtest
Max drawdown−16.4%Volatility 17.8%
Sharpe0.32Trades 243
Since go-live—awaiting first trade
In the OctoHex System since Oct 5, 06:30 AM — client money follows this strategy.
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return+4.5%
Max drawdown−16.4%
Sharpe0.32
Trades243
Winning trades30%
Time in market83%
Backtest on real historical prices from Oct 15, 2024 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 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 18% annualised volatility (risk level 4/5), capped at 3:1 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.3 | 6.1 | -2.0 | 4.4% | |||||||||
| 2025 | -1.5 | 1.6 | -5.6 | -1.0 | 2.4 | -7.5 | 3.8 | 0.0 | 1.3 | 5.5 | 5.0 | -8.9 | -6.1% |
| 2026 | 4.8 | -1.6 | -1.7 | -1.6 | -0.4 | 5.6 | -2.8 | 14.1 | -3.6 | -1.0 | 11.2% |