Volume Breakout ETH

ETH 4h volume_breakout fixed_pct

Volume breakout strategy on ETH 4H looking for 2x volume spikes.

Net PnL
-19.9%
Win Rate
34.3%
Total Trades
67
Max Drawdown
29.5%
Sharpe Ratio
-0.67
Profit Factor
0.59

Backtest Period

2024-01-01 to 2026-01-01

Direction: Both

Why This Strategy Failed

Volume spikes frequently lack price follow-through, becoming false signals.

How to Fix It

Require volume spike to coincide with price breaking recent high/low.

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