STRATEGY 01 / VOLATILITY EXPANSION

Donchian × ATR
Breakout Backtester.

Detect compression. Confirm the breakout with volume. Enter on the next candle. Let trends run with an ATR trail or channel exit. Compare fixed variants and a training-selected walk-forward portfolio.

MARKET BTCUSDT

VENUE USDⓈ-M PERPETUAL

BARS 5 MINUTES

MODE RESEARCH ONLY

01 Configure strategy test

Historical UTC dates · end date excluded

Start dateEnd date (exclusive)Train windowTest window Starting equity ($)Risk per trade (%)Taker fee / side (%)Slippage / side (bps) Volume factor vs prior 20 barsATR contraction lookbackATR trail / protective stop multiplierShort channel exit (bars)

Optional CSV OHLCV upload No upload — auto-download official Binance Vision ZIP archives Include historical Binance funding rates

Ready · no market data or simulated results loaded.0%

02 BTC market history

Waiting for historical candles

Illustrative last 120 candles from downloaded history · real OHLCV only

03 Out-of-sample strategy scorecard

No training results mixed into performance

Run a backtest to see real out-of-sample results. No estimated or fabricated returns are displayed.

04 Equity curves

Net of modeled fees, slippage and selected funding

05 Walk-forward audit

Each test window begins after its training window

Fold	Test starts (UTC)	Training-selected variant	Selected OOS P&L %	Trades
No folds yet

06 Recent simulated trades

No Binance API keys or real exchange orders

Strategy	Entry UTC	Side	Entry	Exit	Net P&L	Reason
No simulated trades yet