Breakout · Donchian channel breakout
US500 · US100 · JP225 Breakout 55/20 · 1D
Donchian channel breakout on US500, US100, JP225 CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−7.5%Backtest
Max drawdown−2.5%Volatility 2.9%
Sharpe-2.72Trades 3
Since go-live+0.07% Live
Outside the System since Oct 5, 08:50 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history · last 2: 0 in profit · 2 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:50 AM opened Oct 5, 06:29 AM | ▲ JP225 | 69,950 | 69,707 | −0.36% |
| Oct 5, 08:50 AM opened Oct 5, 06:29 AM | ▲ US100 | 30,790.0 | 30,762.0 | −0.10% |
Backtest on real market data
Annual return−7.5%
Max drawdown−2.5%
Sharpe-2.72
Trades3
Winning trades0%
Time in market81%
Backtest on real historical prices from Jul 2, 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 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 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 | -0.2 | -1.4 | -0.5 | 0.1 | -2.0% |