Since 2022 Sort Finance

Donchian Breakout

How this strategy trades, what it scored, and the measurements the score was read from: every symbol and timeframe, on real and resampled history.

At A Glance

53/ 100
Total Score
20of 53
Overall Rank
2of 5
In Breakout
22,727
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on SOLUSDT · 1d (87 / 100) and lowest on BTCUSDT · 30m (16 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 53 / 100
Real Data 56 / 100
Resampled Data 50 / 100
Overall Rank Top 38% 20 of 53
Rank In Breakout Top 40% 2 of 5
By Metric
Beats Hold Real 55 · Resampled 59 57 / 100
Risk Adjusted Real 52 · Resampled 42 47 / 100
Profitability Real 71 · Resampled 52 61 / 100
Win Rate Real 44 · Resampled 40 42 / 100
Fee Efficiency Real 59 · Resampled 59 59 / 100

Score By Symbol and Timeframe

? This strategy's total score, out of 100, on every symbol at every timeframe — one cell per run, on real history. The ALL row is the same strategy with every symbol held at once, as one basket.

Score By Market

? Each of the five scores the total is made of, out of 100, on real history — one bar per market, averaged over every bar size it trades there. ALL is the same strategy with every market held at once, as one basket.

Score By Bar Size

? The same five scores, out of 100, on real history — one bar per bar size, averaged over every market. The colours are the ones the equity chart gives the four bar sizes.