Ready. 1h / 90 days / 20 coins takes about 1 minute.
Results
| Strategy | TF | Trades | Win % | Avg net R | Total R | Profit factor | Max drawdown (R) | 1st half R/trade | 2nd half R/trade | Net profit (position $ per trade) | Max drawdown $ | Return on equity | Verdict |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Press Run | |||||||||||||
PASS = 100+ trades, avg net R > +0.10, positive in both halves (what works in the first half must also work in the second). Everything else is FAIL / insufficient. When you test many strategies, one or two can pass by luck; even a PASS must be confirmed on paper first.
Donchian deep-check (if strategy D passes, check whether it is just luck)
Varies the parameters (channel 10/20/40/55 x stop 1.5/2/3 ATR x target 2/3/4R), then splits by long vs short, by month and by coin.
Strategies
- A. Breakout + RSI (your logic): S/R pivot break + volume + RSI 50-70 / 30-50, plus RSI oversold/overbought reversal at S/R. TP 1.5R.
- B. Trend pullback: EMA50>EMA200 + ADX>20, price pulls back to EMA20 (RSI<45), then closes back above it. Stop = pullback low. TP 2R.
- C. Range mean-reversion: ADX<20 (range), close below the Bollinger lower band + RSI<32 + green close (mirrored for shorts). TP 1R.
- D. Donchian trend breakout: 20-candle high break + ADX>25 + EMA50>EMA200. Stop 2 ATR, TP 3R.
- M1 / M2 / M3 (5m only): read the 1h trend (EMA50>EMA200, close>EMA50, ADX>=25, BTC 1h regime), enter on 5m. M1/M2: 5m 48-candle (4h) breakout, stop = 1h ATR x1 / x1.5. M3: 5m EMA50 pullback that closes back in the trend direction, swing stop. 5m is limited to 120 days.
- J1 / J2 / J3 (price action): J1 = failed breakout reversal: a wick breaks the 20-candle high/low, price closes back inside with wick rejection, trade the opposite direction (stop at the wick tip, 2R). J2 = trend pullback: wick bounce off EMA50, trade in trend direction (2.5R). J3 = squeeze + trend + 1.5x volume + strong body breakout (3R).
- I1 / I2 / I3: H + RSI filter. I1: long RSI<70 / short RSI>30 (skips breakouts when overbought). I2: long RSI>=55 / short RSI<=45 (momentum confirm). I3: long RSI<65 / short RSI>35.
- F / G / H: Donchian's best-looking parameter zone (20 / 3 ATR / 4R). F = both sides, G = long only, H = BTC regime filter (longs only in a BTC uptrend, shorts only in a downtrend).
- E. Volatility squeeze breakout: Bollinger width gets very narrow, then price closes outside the band on volume. Stop = mid-band. TP 2R.