Breakout · Donchian channel breakout
JP225 Breakout 24/12 · 1H
Donchian channel breakout on JP225 CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−12.6%Backtest
Max drawdown−9.3%Volatility 9.0%
Sharpe-1.54Trades 72
Since go-live+0.16% 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: 0 in profit · 1 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:52 AM opened Oct 5, 06:29 AM | ▲ JP225 | 69,950 | 69,782 | −0.25% |
Backtest on real market data
Annual return−12.6%
Max drawdown−9.3%
Sharpe-1.54
Trades72
Winning trades33%
Time in market64%
Backtest on real historical prices from Apr 13, 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 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 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 | -2.1 | -0.1 | -1.9 | 0.7 | -2.0 | -1.8 | 0.9 | -6.1% |