Volatility Breakout
Range breakout system triggered by ATR expansion on BTC and ETH perpetual futures.
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 | 10.9% | -0.0% | 11.9% | 8.3% | -0.3% | 0.7% | – | – | – | – | – | – | 34.8% |
| 2024 | 8.9% | -1.8% | -1.4% | 6.2% | 1.2% | 8.6% | 9.1% | -0.1% | 1.3% | 9.9% | -0.7% | 11.7% | 65.5% |
| 2023 | 3.7% | -0.4% | 6.7% | -1.1% | 10.1% | -2.2% | 1.4% | 11.4% | 4.7% | 4.3% | -1.6% | 6.7% | 51.9% |
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
+32.60%
Sortino Ratio
1.78
Win Rate
57.77%
Total Trades
70
Avg Win
1.38%
Avg Loss
2.46%
Expectancy
0.84
Payoff Ratio
1.04
Recovery Factor
2.39
Calmar Ratio
0.76
Instrument
Crypto Perps
Timeframe
15min
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
+77.65%
Max Drawdown
-4.19%
Sharpe Ratio
2.40
Total Trades
565
Win Rate
63.08%
Profit Factor
2.25
Forward Testing Progress
Incubation strategies must pass requirements before promotion to Verified. This tracks progress toward those thresholds.
Forward Test Duration
56 / 90 daysMinimum Trades
70 / 50Max Drawdown Check
Below 15% threshold
Expected Promotion
~34 days remaining
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 | -0.38% | 5 | 52.9% | 2.39 | -2.52% |
| 2025-04-20 | L | -2.19% | 4 | 65.2% | 2.53 | -2.42% |
| 2025-04-27 | L | -4.35% | 2 | 63.1% | 1.10 | -4.81% |
| 2025-05-04 | L | -4.12% | 6 | 74.9% | 0.99 | -0.15% |
| 2025-05-11 | W | +4.69% | 4 | 65.8% | 1.43 | -4.94% |
| 2025-05-18 | D | +0.25% | 6 | 54.7% | 1.99 | -3.58% |
| 2025-05-25 | D | +0.39% | 6 | 47.5% | 0.86 | -1.47% |
| 2025-06-01 | W | +1.26% | 2 | 57.5% | 2.38 | -0.42% |
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.
Open Positions
| Symbol | Side | Entry Date | Entry Price | Exit Price | P&L | P&L % |
|---|---|---|---|---|---|---|
| ETH-PERP | LONG | 2025-07-01 | ₹822.84 | — | — | +2.95% |
| NQ | SHORT | 2025-07-01 | ₹2,601.68 | — | — | -1.48% |
Trade History
| Symbol | Side | Entry Date | Entry Price | Exit Price | P&L | P&L % |
|---|---|---|---|---|---|---|
| GC | LONG | 2025-06-28 | ₹1,453.93 | ₹1,449.13 | ₹-4,080.00 | -0.33% |
| SOL-USD | SHORT | 2025-06-28 | ₹2,937.99 | ₹3,004.68 | ₹-73,359.00 | +2.27% |
| SI | SHORT | 2025-06-27 | ₹2,434.81 | ₹2,510.29 | ₹-83,028.00 | +3.10% |
| ETH-PERP | SHORT | 2025-06-26 | ₹1,245.10 | ₹1,329.89 | ₹-59,353.00 | +6.81% |
| ES | SHORT | 2025-06-25 | ₹1,952.17 | ₹2,033.19 | ₹-74,943.00 | +4.15% |
| CL | LONG | 2025-06-23 | ₹1,099.44 | ₹1,166.84 | ₹48,865.00 | +6.13% |
| SOL-USD | LONG | 2025-06-21 | ₹587.31 | ₹607.75 | ₹28,616.00 | +3.48% |
| ETH-PERP | LONG | 2025-06-16 | ₹1,454.22 | ₹1,488.83 | ₹10,383.00 | +2.38% |
| GC | SHORT | 2025-06-05 | ₹1,426.60 | ₹1,404.92 | ₹13,550.00 | -1.52% |
| ETH-PERP | LONG | 2025-06-02 | ₹842.14 | ₹896.12 | ₹76,922.00 | +6.41% |
| GC | SHORT | 2025-05-28 | ₹3,296.34 | ₹3,483.24 | ₹-1,77,555.00 | +5.67% |
| SI | LONG | 2025-05-25 | ₹2,172.38 | ₹2,148.48 | ₹-31,668.00 | -1.10% |
| BTC-PERP | LONG | 2025-05-25 | ₹711.18 | ₹724.76 | ₹6,451.00 | +1.91% |
| ETH-PERP | LONG | 2025-05-20 | ₹3,183.98 | ₹3,211.04 | ₹14,206.00 | +0.85% |
| SI | SHORT | 2025-05-16 | ₹1,046.22 | ₹1,033.77 | ₹6,225.00 | -1.19% |
| ETH-PERP | SHORT | 2025-05-14 | ₹644.43 | ₹626.13 | ₹26,992.00 | -2.84% |
| SI | SHORT | 2025-05-11 | ₹2,951.07 | ₹2,874.64 | ₹1,03,181.00 | -2.59% |
| SOL-USD | LONG | 2025-05-09 | ₹1,392.85 | ₹1,436.31 | ₹30,422.00 | +3.12% |
| SOL-USD | SHORT | 2025-05-05 | ₹3,198.66 | ₹3,229.69 | ₹-33,357.00 | +0.97% |
| ETH-USD | LONG | 2025-05-04 | ₹631.36 | ₹652.45 | ₹23,199.00 | +3.34% |
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.
Fixed position sizing bug
Added volume filter
Adjusted lookback period
Added SOL instrument
Tightened stop-loss parameters