ETH Breakout
Volatility contraction pattern on ETH with volume breakout confirmation and momentum filter.
Headline numbers from forward testing. Total Return is cumulative P&L. Sharpe Ratio measures risk-adjusted return (above 1.0 is good, above 2.0 is excellent). Max Drawdown is the worst peak-to-trough decline. Profit Factor is gross profit ÷ gross loss (above 1.0 means profitable).
Equity Curve
Drawdown
Trade Return Distribution
Monthly Returns
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.8% | 3.5% | -3.4% | -2.3% | 11.2% | 8.8% | – | – | – | – | – | – | 22.8% |
| 2024 | 4.7% | 9.5% | -3.0% | 8.0% | 8.0% | 5.8% | 7.6% | 3.5% | 10.8% | -0.1% | 0.7% | 11.9% | 90.6% |
| 2023 | 1.3% | 10.5% | 6.0% | 11.9% | 4.0% | 6.8% | 2.2% | 9.3% | 0.3% | -3.5% | 6.4% | -1.3% | 67.2% |
Performance Metrics
Detailed risk and return metrics from forward testing. Sortino Ratio is like Sharpe but only penalizes downside volatility. Expectancy is average profit per trade. Calmar Ratio is annualized return ÷ max drawdown.
CAGR
+31.70%
Sortino Ratio
2.05
Win Rate
55.72%
Total Trades
115
Avg Win
2.45%
Avg Loss
0.83%
Expectancy
0.68
Payoff Ratio
2.16
Recovery Factor
3.82
Calmar Ratio
2.04
Instrument
Crypto Spot
Timeframe
4H
Backtest Summary
Historical backtest results before forward testing began. Backtests use simulated execution with estimated slippage — real forward-test results above are more reliable.
Test Period
2020-01-01 to 2022-12-31
Total Return
+140.94%
Max Drawdown
-11.71%
Sharpe Ratio
1.35
Total Trades
666
Win Rate
53.77%
Profit Factor
2.14
Weekly Form
Week-by-week performance record used for league point scoring. W = Win (3 pts), D = Draw (1 pt), L = Loss (0 pts).
| Week | Result | Return | Trades | Win Rate | PF | DD |
|---|---|---|---|---|---|---|
| 2025-04-13 | D | -0.04% | 2 | 62.8% | 0.84 | -3.25% |
| 2025-04-20 | W | +3.90% | 2 | 67.6% | 1.64 | -0.46% |
| 2025-04-27 | W | +1.55% | 6 | 56.6% | 2.34 | -0.55% |
| 2025-05-04 | W | +2.25% | 8 | 62.5% | 1.84 | -1.86% |
| 2025-05-11 | L | -3.92% | 5 | 70.2% | 2.68 | -4.55% |
| 2025-05-18 | W | +3.90% | 6 | 48.6% | 1.68 | -3.26% |
| 2025-05-25 | W | +1.50% | 7 | 69.7% | 2.29 | -3.65% |
| 2025-06-01 | W | +1.92% | 7 | 74.9% | 1.80 | -2.78% |
Positions & Trades
Paper TradingOpen positions are currently held paper trades. Trade history shows every closed trade with entry/exit prices and P&L. All trades are simulated — no real capital is at risk.
Trade History
| Symbol | Side | Entry Date | Entry Price | Exit Price | P&L | P&L % |
|---|---|---|---|---|---|---|
| BTC-USD | SHORT | 2025-06-27 | ₹2,884.71 | ₹2,848.94 | ₹27,722.00 | -1.24% |
| ETH-PERP | LONG | 2025-06-27 | ₹545.97 | ₹536.36 | ₹-11,052.00 | -1.76% |
| ETH-PERP | LONG | 2025-06-26 | ₹2,752.21 | ₹2,925.05 | ₹1,12,346.00 | +6.28% |
| BTC-PERP | SHORT | 2025-06-24 | ₹749.04 | ₹731.66 | ₹9,559.00 | -2.32% |
| ES | LONG | 2025-06-23 | ₹3,056.34 | ₹2,997.96 | ₹-23,352.00 | -1.91% |
| BTC-PERP | SHORT | 2025-06-23 | ₹1,707.31 | ₹1,660.70 | ₹37,288.00 | -2.73% |
| SOL-USD | LONG | 2025-06-22 | ₹1,772.71 | ₹1,862.59 | ₹94,374.00 | +5.07% |
| SOL-USD | SHORT | 2025-06-22 | ₹1,793.13 | ₹1,848.54 | ₹-34,631.00 | +3.09% |
| ES | LONG | 2025-06-21 | ₹1,075.04 | ₹1,113.42 | ₹55,651.00 | +3.57% |
| GC | SHORT | 2025-06-19 | ₹2,484.50 | ₹2,461.15 | ₹15,761.00 | -0.94% |
| ETH-USD | SHORT | 2025-06-18 | ₹608.15 | ₹611.43 | ₹-1,558.00 | +0.54% |
| CL | LONG | 2025-06-17 | ₹3,047.63 | ₹3,054.03 | ₹3,680.00 | +0.21% |
| CL | LONG | 2025-06-17 | ₹3,463.82 | ₹3,644.63 | ₹2,66,695.00 | +5.22% |
| SI | SHORT | 2025-06-14 | ₹3,072.02 | ₹2,990.00 | ₹61,515.00 | -2.67% |
| NQ | LONG | 2025-06-12 | ₹3,235.21 | ₹3,170.18 | ₹-40,644.00 | -2.01% |
| CL | LONG | 2025-06-12 | ₹3,499.97 | ₹3,629.82 | ₹1,13,619.00 | +3.71% |
| BTC-USD | SHORT | 2025-06-12 | ₹1,552.67 | ₹1,588.54 | ₹-40,354.00 | +2.31% |
| SI | LONG | 2025-06-11 | ₹1,411.08 | ₹1,456.80 | ₹20,574.00 | +3.24% |
| ETH-PERP | LONG | 2025-06-10 | ₹1,467.94 | ₹1,436.09 | ₹-45,386.00 | -2.17% |
| SI | LONG | 2025-06-09 | ₹633.28 | ₹651.39 | ₹8,602.00 | +2.86% |
Available Execution Methods
Ways to access and execute this strategy. Free research data is available above — premium methods provide the actual trading parameters and automation.
Premium Research Report
Detailed strategy write-up with rules, parameters, and risk management guidelines.
Pine Script
TradingView Pine Script code for alerts and backtesting.
API Signals
Webhook-based trade signals delivered to your execution platform.
Strategy Parameters
Entry/exit rules, indicator settings, and position sizing formulas.
Lifecycle
Every strategy moves through stages: Research → Backtesting → Incubation → Verified → Elite. Strategies cannot skip stages.
Version History
Tracked changes to strategy logic, parameters, and instruments. Every modification is versioned so performance can be attributed to specific updates.
Adjusted lookback period
Tightened stop-loss parameters
Added volume filter