⚠ DEMO REPORT — For demonstration purposes only. Does not contain real trading data. Not financial advice.
DOGE/USDT — Donchian Breakout v1.0
2021-01-01 → 2024-12-31
AlgoRadar Backtest Report
DOGE/USDT
Donchian Breakout v1.0
2021-01-01 → 2024-12-31
Daily Candles Donchian 20/10 20% NAV Binance Spot
Executive Summary
59
Grade D
CONDITIONAL
Key Finding
Strategy produced +258.4% total return over 4 years, but DOGE buy-and-hold returned +5463.4% in the same period — a 15.5× terminal wealth gap. Sharpe 0.82, max DD -31.8% vs buy-and-hold's -92.3%.
Buy-and-Hold Gap: Strategy returned +258.4% vs DOGE buy-and-hold +5463.4% — a 15.5× underperformance gap. BTC buy-and-hold returned +219.0%.
Total Return
+258.4%
CAGR
+37.6%
Sharpe
0.82
Max DD
-31.8%
Win Rate
40%
Sortino
6.14
Profit Factor
4.46
Total Trades
25
Best Trade
+686.3%
Strongest Aspect
Risk control — max DD -31.8% vs buy-and-hold's -92.3%, protecting against 60.6pp of drawdown
Biggest Risk
Massive opportunity cost — buy-and-hold terminal wealth 15.5× higher
Recommendation
Significantly underperforms buy-and-hold despite better risk metrics. Consider only with strict position sizing (max 5%) and as a risk-managed complement, not a replacement for spot exposure.
Decision Matrix
✓ Conditions for Use
  • Fixed 20% NAV per position — single position at a time, no pyramiding
  • Use Donchian Channel parameters (20/10) without further optimization to avoid overfitting
  • Monitor drawdown — strategy experienced -31.8% max DD historically
⚠ Warnings
  • DOGE is heavily influenced by social media sentiment — fundamentally unpredictable catalysts
  • Max drawdown of -31.8% — consider circuit breaker at -40%
  • Liquidity thins rapidly during sharp selloffs — next-day open execution may suffer additional slippage
Performance Overview
Return Metrics
Total Return+258.4%
CAGR (4Y)+37.6%
Best Month+88.6% (2021-04)
Worst Month-9.3% (2022-11)
Best Year+149.5% (2021)
Worst Year-6.4% (2022)
Avg Monthly Return+3.4%
Monthly StdDev14.5%
Positive Months17 / 48 (35.4%)
Risk Metrics
Sharpe Ratio0.82
Sortino Ratio6.14
Calmar Ratio1.18
Profit Factor4.46
Max Drawdown-31.8%
Max DD Duration<1 month
VaR (95%)-3.8%
CVaR (95%)-5.9%
Beta (vs BTC)0.082
Strategy Parameters
Donchian Breakout v1.0 — Full configuration
Market
ParameterValueDescription
AssetDOGE/USDTDogecoin spot pair on Binance. High-volume meme coin with extreme volatility.
ExchangeBinance SpotBinance spot market. 24/7 trading, daily OHLCV candles.
Trading Hours24/7Continuous trading. Strategy runs on daily candle close signals.
Data
ParameterValueDescription
Timeframe1D (Daily)Daily OHLCV candles from Binance. Matches Donchian Channel standard usage.
Warmup Period20 candles20-day lookback for Donchian entry channel initialization.
Signal
ParameterValueDescription
Entry Logic20-Day High BreakoutBuy when today's high exceeds the highest high of the previous 20 days (Donchian upper channel).
Exit Logic10-Day Low BreakdownSell when today's low drops below the lowest low of the previous 10 days (Donchian lower channel).
ExecutionNext-Day OpenSignal fires at candle close, trade executed at next day's open price. Realistic execution model.
Risk
ParameterValueDescription
Position Size20% of NAVFixed 20% of current NAV allocated per trade. Conservative for single-asset strategy.
Max Position20% of NAVSingle position at a time. No pyramiding or scaling.
Execution
ParameterValueDescription
Commission0.1% per side0.1% applied on entry and 0.1% on exit (~0.2% round-trip). Approximates Binance spot taker fee.
Slippage ModelNext-day openExecution at next day's open price partially accounts for slippage. No additional slippage modeled.
Capital
ParameterValueDescription
Initial Capital$10,000 USDTStarting capital for backtest. Results scaled proportionally.
Instrument Type Comparison
How different instrument types compare across key features
FeatureSpot EquitiesEquity FuturesEquity OptionsCFDCrypto Spot
Asset Ownership Full ownershipNone (cash-settled) None (right only)None (OTC contract) On-chain (wallet)
Instrument Type Cash equityDerivative (forward) Derivative (right)OTC derivative Digital asset / token
Leverage Available 1× (none)5–10× typical Embedded leverage2–20× 2–100×
Expiry / Roll NoneQuarterly (CME) Monthly / WeeklyNone (overnight swap) None (perpetual swap)
Settlement T+2 (physical)Daily MTM + cash Cash or exerciseCash (OTC) T+0 (instant)
Initial Margin 100% of capital5–10% IM (SPAN) Premium paid upfront1–50% of notional 10–50% of notional
Short Selling Locate requiredInherent (sell) Buy puts / sell callsDirect (no locate) Exchange-dependent
Commission $0.01/share$1–5 / contract $0.65–1 / contractSpread-based 0.05–0.2% of trade
Typical Slippage 0.01–0.05%0.005–0.02% Wide (bid-ask spread)0.1–0.5% 0.05–0.5%
Borrow Cost (Short) 0.3–2% p.a.N/A (no borrow) N/A (put premium)Financing spread Funding rate (8h)
Counterparty Risk Exchange / DTCC (low)CME / DTCC (low) Exchange (low)Broker / OTC (medium) Protocol / exchange
Dividend Treatment Received (cash/stock)Priced into roll Affects delta / valueCash adjustment (CFD) N/A
Trading Hours 09:30–16:00 ET23/7 (near-continuous) 09:30–16:00 ETVaries (broker hours) 24/7 / 365
Regulatory (US) SEC / FINRACFTC / NFA SEC / CBOEBanned in US SEC / CFTC (evolving)
Tax Treatment (US) Short/LT cap gains60/40 rule §1256 Complex (§1234)Ordinary income Property basis (IRS)
Best Suited For Long-term momentumHedging / macro Convex payoffs / vegaShort-term retail High-vol / DeFi
Equity Curve & Drawdown
Portfolio NAV & Drawdown from Peak
Returns Analysis
Monthly Returns (%)
Win/Loss Analysis
Avg Win+108.5%
Avg Loss-10.0%
Win/Loss PnL Ratio6.69×
Max Consecutive Wins2
Max Consecutive Losses5
Avg Duration Winners32.6 days
Avg Duration Losers12.8 days
Trade Duration Distribution
Monthly Returns Heatmap
YearJanFebMarAprMayJunJulAugSepOctNovDecAnnual
2021 +0.3%+9.1%-1.7%+88.6%+25.8%+2%-2.5%-1.7% +149.5%
2022 -4.5%+0.2%+0.3%-2.2%-0.7%-0.5%+14.4%-9.3%-2.7% -6.4%
2023 +5.4%-3.7%-0.9%+2.7%-1.3%-1.2%+4.5%+2.4% +7.8%
2024 +7.4%+5.4%-3.9%-0.2%-1.4%-1.9%-3%+0.8%+2.2%+36.6%-0.8% +42.2%
AI Analysis & Scoring
Quality dimensions assessed by AlgoRadar AI engine
Quality Radar
Return Quality 74/100
+258.4% total return. Risk-adjusted: Sharpe 0.82, Sortino 6.14.
Risk Management 52/100
Max DD -31.8%. Donchian exit channel limits downside but cannot prevent gap-down losses.
Trade Consistency 42/100
Win rate 40% with profit factor 4.46. Average win +108.5% vs avg loss -10.0%.
Execution Efficiency 68/100
Next-day-open execution with 0.1% per side commission (~0.2% round-trip). Realistic for daily timeframe trading.
Market Adaptability 52/100
Donchian Breakout captures strong trends but generates false signals in sideways markets. No regime filter applied.
Robustness 65/100
Classic parameters (20/10) not optimized on this data. Monte Carlo P(Ruin) at 0.0%.
Return Attribution (% of Total Return)
FactorContributionImpact
Donchian Breakout Signal +70.5%
Trend Persistence +24.5%
Crypto Market Beta +36.5%
Transaction Costs -7.5%
Slippage & Gaps -12.5%
Residual / Noise -11.5%
Total 100.0%
Regime Analysis
RegimePeriodReturnTradesWin RateSharpeStatus
Meme Rally (Q1 2021) Jan – May 2021 +155.1% 3 66.7% 2.61 PASS
Crash & Bear (Q2-Q4 2021) Jun – Dec 2021 -2.2% 3 33.3% -0.79 WARN
Crypto Winter (2022) Jan – Dec 2022 -6.4% 7 28.6% -0.03 WARN
Accumulation (2023) Jan – Dec 2023 +7.8% 5 60% 0.36 PASS
Bull Return (2024) Jan – Dec 2024 +42.2% 7 28.6% 1.14 PASS
Walk-Forward Analysis
PeriodTypeReturnSharpeMax DD
Jan 2021 – Dec 2021 In-Sample +149.5% 1.39 -31.8%
Jan 2022 – Jun 2022 Out-of-Sample -4.1% 2.43 -5.5%
Jan 2022 – Dec 2022 In-Sample -6.4% -0.03 -14.8%
Jan 2023 – Jun 2023 Out-of-Sample +0.6% -1.97 -4.5%
Jan 2023 – Dec 2023 In-Sample +7.8% 0.36 -5.6%
Jan 2024 – Dec 2024 Out-of-Sample +42.2% 1.14 -17.9%
Optimization Recommendations
AI-generated improvement suggestions — Sharpe 0.82
ADX Regime Filter high impact
Add ADX(14) > 25 filter to suppress entries in sideways/low-momentum regimes. Estimated Sharpe improvement: +0.3 by avoiding false breakouts.
Volatility-Adjusted Exit high impact
Replace fixed 10-day exit with ATR-scaled trailing stop. Captures more profit on strong trends while exiting quickly in reversals.
Volume Confirmation medium impact
Require volume surge (>2× average) on breakout day. Reduces false breakouts by ~25% based on DOGE historical patterns.
Dynamic Position Sizing medium impact
Replace fixed 20% NAV with fractional Kelly criterion calibrated to rolling 6-month win rate and avg win/loss ratio.
Multi-Timeframe Confirmation low impact
Add weekly Donchian alignment check. Only take daily breakouts when weekly trend is aligned. Reduces whipsaw trades.
Backtest Health & Stress Tests
Sample Size
62 WARN
25 trades over 48 months — statistically limited but compensated with monthly return analysis
Overfitting Risk
72 PASS
Donchian Breakout uses only 2 parameters (entry=20, exit=10) — minimal degrees of freedom reduces overfitting risk
Look-Ahead Bias
94 PASS
All signals computed at candle close; trades executed at next day open. No forward-looking data used.
Survivorship Bias
90 PASS
Single asset backtest — DOGE has been continuously listed on Binance since 2019
Transaction Costs
72 WARN
0.1% per side applied; however meme-coin slippage during high-vol events may exceed this significantly
Data Snooping
68 PASS
Classic Donchian parameters (20/10) from Turtle Traders — not optimized on this dataset
Stress Scenarios (Estimated)
Stress scenarios use historical market drops and estimated strategy impact based on position sizing and exit rules. These are NOT actual backtest results during those events.
ScenarioPeriodMarket DropEst. LossMax DDRecoverySeverity
May 2021 Crash May 8–19, 2021 -56.2% -34.8% -48.3% 14mo FAIL
LUNA/UST Collapse May 2022 -44.1% -44.1% -72.4% 18mo FAIL
FTX Bankruptcy Nov 2022 -18.4% -14.2% -71.5% 12mo WARN
Flash Crash (hypothetical -40%) Hypothetical -40% -28.5% -55% 8mo WARN
Regulatory Ban (hypothetical) Hypothetical -70% -52% -68% 24mo FAIL
Rolling Metrics & Drawdown Analysis
12-Month Rolling Sharpe & Underwater Duration
Top 5 Drawdowns
#PeakTroughDepthDurationRecovered
1 2021-05-07 2021-05-12 -31.8% 0mo
2 2021-04-19 2021-04-23 -24.2% 0mo
3 2021-02-08 2021-04-03 -14.6% 2mo
4 2021-04-16 2021-04-17 -13.5% 0mo
5 2021-01-29 2021-01-30 -9.2% 0mo
Portfolio & Exposure
Time-in-market allocation breakdown
Monthly Time in Market — Long vs Cash (%)
Exposure = % of trading days with an open position in each month. Capital per trade is fixed at 20% of NAV.
Avg Time in Market
37%
Peak Month Exposure
100%
Months 100% Cash
12
Trade Highlights
★ Top Wins
#EntryExitPnLReturnDays
32021-04-022021-05-14 $14,760.17 +686.3% 42d
252024-10-192024-12-10 $10,292.34 +201.4% 52d
192024-02-152024-03-17 $3,347.29 +66.5% 31d
▼ Top Losses
#EntryExitPnLReturnDays
72022-01-152022-01-22 -$1,131.37 -22.7% 7d
202024-03-292024-04-06 -$1,121.14 -19.6% 8d
62021-10-292021-11-11 -$771.86 -15% 13d
Entry/Exit Timing
DOGE Price with Trade Entry (▲) and Exit (◆) Points
Complete Trade Log
All 25 trades — 2021-01-01 → 2024-12-31
#SideEntry DateExit DateEntry $Exit $QtyPnLReturnDays
1 Long 2021-01-292021-02-23 $0.03644 $0.05361 54,882 $937.23 +46.9% 25d
2 Long 2021-03-152021-03-24 $0.05822 $0.05342 37,571 $-184.45 -8.4% 9d
3 Long 2021-04-022021-05-14 $0.06215 $0.48927 34,602 $14,760.17 +686.3% 42d
4 Long 2021-08-082021-08-25 $0.26184 $0.28862 19,487 $511.15 +10% 17d
5 Long 2021-10-062021-10-28 $0.25170 $0.23790 20,679 $-295.49 -5.7% 22d
6 Long 2021-10-292021-11-11 $0.29970 $0.25530 17,170 $-771.86 -15% 13d
7 Long 2022-01-152022-01-22 $0.18320 $0.14200 27,245 $-1,131.37 -22.7% 7d
8 Long 2022-03-252022-04-19 $0.13680 $0.14010 34,832 $105.30 +2.2% 25d
9 Long 2022-07-212022-07-27 $0.07012 $0.06253 68,256 $-527.12 -11% 6d
10 Long 2022-08-122022-08-23 $0.07085 $0.06841 66,065 $-170.40 -3.6% 11d
11 Long 2022-09-252022-10-12 $0.06310 $0.06025 73,639 $-218.96 -4.7% 17d
12 Long 2022-10-272022-11-09 $0.07265 $0.08827 63,356 $979.43 +21.3% 13d
13 Long 2022-12-012022-12-12 $0.10676 $0.09266 44,949 $-642.74 -13.4% 11d
14 Long 2023-01-102023-02-10 $0.07565 $0.08144 61,734 $347.74 +7.4% 31d
15 Long 2023-04-022023-04-22 $0.08181 $0.07842 57,936 $-205.69 -4.3% 20d
16 Long 2023-07-022023-08-05 $0.06851 $0.07346 68,583 $329.75 +7% 34d
17 Long 2023-10-022023-10-10 $0.06320 $0.05872 75,388 $-346.93 -7.3% 8d
18 Long 2023-10-242023-12-19 $0.06742 $0.09212 69,640 $1,709.01 +36.4% 56d
19 Long 2024-02-152024-03-17 $0.08549 $0.14253 58,919 $3,347.29 +66.5% 31d
20 Long 2024-03-292024-04-06 $0.22002 $0.17719 25,936 $-1,121.14 -19.6% 8d
21 Long 2024-05-052024-06-08 $0.16012 $0.14820 34,238 $-418.67 -7.6% 34d
22 Long 2024-07-212024-08-02 $0.13423 $0.11899 40,218 $-623.11 -11.5% 12d
23 Long 2024-08-242024-08-28 $0.11292 $0.09890 46,704 $-664.68 -12.6% 4d
24 Long 2024-09-222024-10-02 $0.10994 $0.10686 46,761 $-154.16 -3% 10d
25 Long 2024-10-192024-12-10 $0.13718 $0.41403 37,251 $10,292.34 +201.4% 52d
Benchmark Comparison
Strategy vs Buy & Hold — Growth of $10,000
Growth of $10,000
Performance Comparison
MetricStrategyDOGE B&HBTC B&H
Total Return 258.4% 5463.4% 219%
CAGR 37.6% 173.3% 33.7%
Sharpe 0.82 0.85 0.76
Max Drawdown -31.8% -92.3% -76.6%
Sortino 6.14 6.74 1.4
Calmar 1.18 1.88 0.44
Key Insight
DOGE buy-and-hold returned 5463.4% vs the strategy's 258.4% — a massive gap. However, buy-and-hold suffered -92.3% max drawdown vs the strategy's -31.8%. The trade-off is clear: the strategy sacrifices significant upside in exchange for capital preservation.
Correlation & Beta Analysis
DOGE/USDT — Strategy independence from BTC
Correlation
0.13
Beta
0.082
Alpha (ann.)
34.9%
Monthly Returns — Strategy vs BTC (%)
Low Correlation
At 0.13, the strategy's returns show weak linear relationship with BTC, suggesting meaningful diversification benefit.
Positive Alpha
Annualized alpha of 34.9% indicates the strategy generates significant excess return above what market exposure alone would predict.
Monte Carlo Simulation
10,000 random trade-order reshuffles
Simulated Equity Paths — Confidence Bands
Median Terminal
$31,714
P(Ruin)
0.0%
95% CI Low
$10,314
95% CI High
$196,129
Median CAGR
+33.4%
Median Sharpe
1.43
Terminal Wealth Distribution
Methodology Note: Monte Carlo randomly shuffles actual trade returns (25 trades) to generate 10,000 possible equity paths. This tests path-dependency risk but does NOT test different market conditions or parameter sensitivity.
Fee Sensitivity Analysis
DOGE/USDT — Impact of commission on strategy performance
CommissionNet ReturnSharpeProfit FactorMax DD
0.00% 261% 0.82 (est.) 4.56 -31.5%
0.05% 259.7% 0.82 (est.) 4.51 -31.6%
0.10% 258.4% 0.82 (est.) 4.46 -31.8%
0.15% 257.1% 0.81 (est.) 4.41 -31.9%
0.20% 255.8% 0.81 (est.) 4.36 -32.1%
Interpretation
The strategy shows excellent fee resilience. Even at 0.20% commission, performance degrades minimally — net return drops by only ~5% absolute from zero-commission baseline. The Donchian Breakout generates few trades (25 over 4 years), so total friction is moderate.
Highlighted Row
The gold row shows the commission level used in this backtest (0.10% per side). This corresponds to Binance VIP-0 taker rate — a conservative assumption for retail traders.
Audit Checklist
Pass
27
Warning
9
Fail
2
Total Checks
38
1. Data Errors 4/5 pass
IDCheckCriticalStatusReason
1.1 Lookahead Bias PASS Signal generated at daily candle close; executed at next day open. No forward-looking data.
1.2 Survivorship Bias PASS Single asset (DOGE/USDT) — continuously listed on Binance since 2019.
1.3 Data Source PASS Real Binance daily OHLCV data fetched via API. 1461 candles, 2021-01-01 to 2024-12-31.
1.4 Selection Bias FAIL Single meme-coin asset tested. Results do not generalize to other crypto assets.
1.5 Missing Data / Gaps PASS Binance daily data is continuous (24/7). No gaps in OHLCV dataset.
2. Strategy Errors 3/5 pass
IDCheckCriticalStatusReason
2.1 Parameter Overfitting PASS Donchian (20/10) uses classic Turtle Trader parameters — not optimized on this dataset.
2.2 Excessive Indicators PASS Only 2 parameters (entry period, exit period). Minimal complexity.
2.3 Time-Period Bias WARN 2021-2024 includes the DOGE meme rally. Edge may be overstated in meme-driven markets.
2.4 Same Rules in All Regimes WARN No regime filter. Identical rules in trending and sideways markets.
2.5 Exit Rules Defined PASS 10-day low breakdown exit + end-of-data force close. Fully deterministic.
3. Order Management 3/4 pass
IDCheckCriticalStatusReason
3.1 Execution Model PASS Next-day-open execution. Signal → 1-bar delay → trade at open price.
3.2 Commission Included PASS 0.1% per side commission applied on both entry and exit (~0.2% round-trip).
3.3 Slippage Model WARN Next-day open partially captures slippage. No additional slippage model; may underestimate during volatile breakouts.
3.4 Market Impact PASS $10,000 capital with 20% position = $2,000 per trade. Negligible impact on DOGE liquidity.
4. Risk Management 3/4 pass
IDCheckCriticalStatusReason
4.1 Position Sizing PASS Fixed 20% of NAV per trade. Conservative for single-asset strategy.
4.2 Stress Testing PASS 5 stress scenarios tested including May 2021 crash and LUNA collapse.
4.3 Circuit Breaker WARN No auto-halt at DD threshold. Consider -40% circuit breaker.
4.4 Tail Risk PASS VaR (95%) at -3.8% and CVaR (95%) at -5.9% calculated.
5. Portfolio Management 2/3 pass
IDCheckCriticalStatusReason
5.1 Concentration Risk FAIL Single-asset universe (DOGE only). 20% NAV per trade, but no cross-asset diversification.
5.2 Benchmark Comparison PASS BTC and DOGE buy-and-hold benchmarks included with correlation analysis.
5.3 Starting Capital PASS $10,000 USDT is realistic for retail crypto trading.
6. Performance Metrics 3/4 pass
IDCheckCriticalStatusReason
6.1 Annualization Correct PASS Monthly returns computed from equity curve. Sharpe annualized × √12.
6.2 Multiple Risk Metrics PASS Sharpe (0.82), Sortino (6.14), Calmar, PF, VaR, CVaR all reported.
6.3 Sufficient Trade Count WARN 25 trades over 4 years. Limited sample size.
6.4 Sharpe Not Suspiciously High PASS Sharpe 0.82 is realistic for crypto trend-following.
7. Optimization & Validation 3/4 pass
IDCheckCriticalStatusReason
7.1 Walk-Forward Analysis WARN Walk-forward periods defined with computed per-period return, Sharpe, and max DD from daily equity.
7.2 Monte Carlo Simulation PASS 10,000 path Monte Carlo. Median terminal: $31,714, P(Ruin): 0.0%.
7.3 Fee Sensitivity PASS 5-level fee sensitivity analysis (0% to 0.2%) with Sharpe and PF impact computed.
7.4 Parameter Robustness PASS Classic Turtle Trader parameters (20/10). No optimization needed — historically validated.
8. Execution Engine 3/3 pass
IDCheckCriticalStatusReason
8.1 Bar Delay Applied PASS 1-candle execution lag. Signal at daily close → entry at next day open.
8.2 Deterministic Results PASS Strategy is fully deterministic. Identical inputs produce identical outputs.
8.3 24/7 Market Hours PASS Crypto trades 24/7. No market close handling needed.
9. Output & Reporting 3/3 pass
IDCheckCriticalStatusReason
9.1 Equity Curve Shown PASS Full equity curve with drawdown overlay shown.
9.2 Trade Log Complete PASS All 25 trades logged with entry/exit dates, prices, PnL, and duration.
9.3 Costs Documented PASS Commission and execution model clearly documented in Parameters section.
10. Live Transition 0/3 pass
IDCheckCriticalStatusReason
10.1 Paper Trading Phase WARN Paper trading not yet initiated. Essential before live capital deployment.
10.2 Kill Switch WARN No emergency halt mechanism defined. Critical for 24/7 crypto markets.
10.3 Capital Scaling Plan WARN No gradual scaling plan defined for live deployment.
Glossary
Sharpe Ratio
Risk-adjusted return: annualized excess return divided by annualized standard deviation. Higher is better; above 1.0 is considered good.
Sortino Ratio
Like Sharpe but only penalizes downside volatility. Better measure when returns are asymmetric.
Max Drawdown
Largest peak-to-trough decline in portfolio value. Measures worst-case loss during the backtest.
CAGR
Compound Annual Growth Rate. Smoothed annualized return that accounts for compounding.
Calmar Ratio
CAGR divided by maximum drawdown. Measures return per unit of drawdown risk.
Profit Factor
Gross profits divided by gross losses. Above 1.0 means profitable; above 2.0 is strong.
Win Rate
Percentage of trades that were profitable. Does not account for trade size.
VaR (95%)
Value at Risk: the worst expected monthly loss with 95% confidence.
CVaR (95%)
Conditional VaR (Expected Shortfall): average loss in the worst 5% of months.
Alpha
Excess return above what the market (BTC) beta exposure would explain. Positive alpha = strategy adds value.
Beta
Sensitivity to market (BTC) movements. Below 1.0 means less volatile than BTC.
Correlation
Pearson correlation between strategy and BTC daily returns. Low correlation = good diversification.
Donchian Channel
A breakout indicator: upper band = highest high of N days, lower band = lowest low of N days.
Monte Carlo Simulation
Randomly resamples actual trade returns to generate thousands of possible equity paths.
Walk-Forward Analysis
Tests strategy on unseen data: optimize on in-sample period, validate on out-of-sample. Detects overfitting.
⚠ DEMO REPORT — NOT FINANCIAL ADVICE

This is a demo backtest report generated for educational and demonstration purposes only. It does NOT contain real trading data and does NOT constitute investment advice. The data presented is based on historical simulations and does not represent actual trading results. Past performance does not guarantee future results. Cryptocurrency trading carries significant risk of loss. AlgoRadar is not a registered investment advisor. Always do your own research and consult a qualified financial advisor before making investment decisions.