Break-Out Strategy HL5min
Stats, Results and Backtests for Crypticorn's Break-Out Strategy 1
Results
Tradeable: 🟠 (not yet)
Performance fee and interval: tba
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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