Donchian(20) Breakout 4H
Close breaks above the prior 20-bar high; exit on close below the channel middle.
What it's watching
How far each pair is from the next buy (or, while holding, the next sell), as of the last closed 4H bar.
Price and trades
The last ~300 4H bars (Coinbase prices) with this strategy's buys and sells marked on the signal bar. Times are in your time zone.
Equity vs buy-and-hold
Return on $1,000 since this rules version started, as simulated with Kraken costs. Buy-and-hold is measured over the same window.
Results by cost profile
The same trades re-priced under each exchange's fees and spread. Win rate and profit factor are over closed trades at that profile.
Open positions 0
Closed trades 0
Newest first. Bars are the bar-open times of the signal bars. Fill prices include the simulated spread, and P&L is after fees. Tap a row to see the indicator values behind the entry and exit.
What the backtest said FAIL
Our own backtest of these exact rules, 2022-01-01 to 2026-09-27, $1,000 per pair with 100% of equity per trade, filled at the bar close. Averaged over the pairs: -91% at Kraken costs, +31% at CoinQuant's 0.1% fee. Gate: PF 0.61 < 1.1 at kraken (pooled).
| Pair | At Kraken costs | At CoinQuant 0.1% | Gross | Buy-and-hold | vs B&H | Trades | Win rate | PF (Kraken) | Max DD |
|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | -93.5% | -8.9% | +31.2% | +78.4% | -171.9 pp | 182 | 20% | 0.40 | −95% |
| ETH-USD | -93.7% | -2.1% | +42.9% | -28.4% | -65.3 pp | 189 | 22% | 0.50 | −95% |
| SOL-USD | -84.3% | +104.6% | +191.5% | -29.5% | -54.8 pp | 177 | 30% | 0.76 | −89% |
Buy-and-hold and vs B&H are at Kraken costs over the same window. Gate: pooled profit factor of at least 1.1 at Kraken costs and 20+ trades on every pair. Simulated results don't predict live ones.
Activity
Entries, exits, rule changes and halts.
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Rules and source
Rules
Close breaks above the prior 20-bar high; exit on close below the channel middle.
- Timeframe: 4H bars. The bot acts only on a closed bar, at market, long only, no leverage.
- Pairs: BTC-USD, ETH-USD, SOL-USD. The $1,000 account is split evenly across open slots.
- Rules version 1. A rule change restarts the scoreboard.
What CoinQuant reported
+1280%, DD 61%, PF 1.37, 296 trades. Good sample, deep DD
That's CoinQuant's own backtest, with their dates and fee assumption (often 0.1% per side). It isn't directly comparable to the live numbers above.
Full risk disclaimer