Break-Out Strategy HL5min
Stats, Results and Backtests for Crypticorn's Break-Out Strategy 1
Idea/Strategy
This strategy focuses on breakouts. This means, strong pumps in our crypto top 40 market cap universe. The take profit is high, and the stop loss is close. The idea is to catch a break-out and then ride it for a huge win compared to a small loss in case the break-out wasn’t good or the market changes direction shortly afterwards.
It can take a few days till the first trade occurs. Trading is 99% waiting. If there are no opportunities in the market there are no ways to make a profit. As simple as that.
Minimum Allocation: BingX: 4k USDT; HyperLiquid: 400 USDT (SOON!)
Results
Tradeable: 🟢
Performance fee and interval: 20% and monthly
Backtest from/to (YYYY-MM-DD):
2020-01-01 to 2025-04-02
Total Days:
1866
Number of Trades:
4280
Winning Days:
72.56 %
Profit Factor:
3.24
Total Lin. ROI
2649.82 %
BTC/USDT Benchmark ROI
765.22 %
CAGR
142.01 %
Maximum Drawdown
16.18 % / 26.09% (compounding)
Sharpe
4.53
Max consecutive Winning Days
39
Max consecutive Lossing Days
11
Trades per Day
2.14
Profit Factor
3.24
Biggest Win
+34.5 %
Biggest Loss
-10.33 %
Trading Universe
Crypto Futures; Top 40 by marketcap
Max Open Positions
10
Max. Leverage
1 (for now); no vol trageting yet
Strategy Description
Break-Out Strategy on the 5min timeframe: The idea is to catch coins that have a volatile break-out with take-profit and stop-loss.
PnL Chart
This is the closed PnL chart with the non-compounding ROI, drawdown and the compounding drawdown. As we trade the Top 40 and don't simulate price impact (besides slippage and fees of 0.2%) for the liqudity constrains on the smaller coins we calculate the non-compounding ROI chart.
Stats
Statistics for the strategies.
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