20-Bar Breakout

SOL 4h breakout time

20-bar breakout strategy on SOL 4H with time-based exit.

Net PnL
-27.9%
Win Rate
33.7%
Total Trades
89
Max Drawdown
41.5%
Sharpe Ratio
-0.93
Profit Factor
0.58

Backtest Period

2024-01-01 to 2026-01-01

Direction: Both

Why This Strategy Failed

Frequent false breakouts with no stop-loss protection, losses accumulate rapidly.

How to Fix It

Add ATR stop-loss and volume breakout confirmation to filter low-volume false breakouts.

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