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Free viewBacktest the Donchian Four-Week Rule on BTCUSDT
On the daily chart of Bitcoin it buys when close breaks above the 20-candle range. No stop loss, a close below the 20-candle low closes the trade at the next open.
4 notes about this test
- The original rule reverses to short on the downside break; Spot cannot short, so the downside break is used as a flat exit only.
- Four weeks is taken as 20 candles, which on a 24/7 crypto market is 20 days rather than 20 trading days.
- No stop loss is published, so R-based statistics are undefined and sizing is a fixed notional.
- 33 trades: the most these rules produce in 9 years of 1d candles, short of the 100 a confident read wants.
Same rules on 4 markets108 trades · 49.1% win · — avg
| Market | Trades | Win | Avg |
|---|---|---|---|
| BTCUSDT | 33 | 51.5% | — |
| ETHUSDT | 27 | 51.9% | — |
| SOLUSDT | 22 | 40.9% | — |
| BNBUSDT | 26 | 50.0% | — |
| All · 1d | 108 | 49.1% | — |
Market
Timeframe
Account
History
Requested 1996-10-17 → 2026-10-18 · traded from 2017-10-16 (warm-up 60 bars)
Verdict
PROMISINGwin rate · 33 trades
- Ended above the starting budget+2512.1% · 10.392%
- Win rate 50% or above51.5%
- More than 50 trades33 trades
- Verdict rules v9
- Trades
- 33
- Timeframe
- 1D
- Tested over
- 3289 days
- Time in market
- 59.9%
high win rate · 33 trades, limited sample
What to watch
- Could not be checked with doubled costs
- Could not be checked on unseen data (not run)
What the data supports
Beat buy & hold
+2512.1% vs +1314.8%
same symbol, same window · 33 closed trades
Months in profit
50% of months closed up
16 of 32 months in the tested window
Best month
+285.1%
2021-05 · 1 of 33 trades · best of 32 months
Made money after costs
profit factor 1.96
all 33 trades
Proof
TradingView twin
BINANCE:BTCUSDT1DPosition sizeSlippage
- Position size TradingView sizes each order on the signal candle's close, so sizes differ slightly from the backtest.
- Slippage TradingView charges slippage as commission, so stop and market fills differ slightly.
Account balance
$10,000
Starting balance
$245,388
With the open position marked
$141,477
Buy & hold
- Balance
- Buy & hold
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
C
Grade
PROMISING
Verdict
Strategy replay
- 20-candle high
- 20-candle low
- 20-candle low
Entry
65,057.00
Buy · 15 Jul 2026 · 64 bars
Stop loss
None
Exits on its rule
Take profit
None
Exits on its rule
Result
+16.14%
Exit rule at 75,629.35 · 16 Sept 2026
Trace4 steps
Signal
candle close
65,043.98
14 Jul 2026
Filled
next open
65,057.00
15 Jul 2026
No stop
none
15 Jul 2026
Exit · Exit rule
75,644.48
16 Sept 2026
Monthly returns
Wins and losses
- Wins17
- Losses16
Your rules
Buys when
close breaks above the 20-candle range
Stop
None · no stop rule was given, none was invented
Target / exit
Rule exit · a close below the 20-candle low closes the trade at the next open
Risk per trade
Position: 100% of equity (no stop, so risk cannot be defined)
- After an exit
- The next entry signal is read from the candle after the exit, not on the exit candle
- Not modelled
- Margin calls, liquidation and CFD overnight financing; perpetual funding is charged when the data carries it
Latest trades
33 closed trades · 1 open at the end of the data, marked at the last close
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 15 Jul 2026 | long | 65056.9988 | 75629.3511 | Win |
| 5 Mar 2026 | long | 72681.3034 | 75524.3921 | Win |
| 5 Jan 2026 | long | 91548.0459 | 86653.0259 | Loss |
| 2 Oct 2025 | long | 118618.7090 | 101476.9306 | Loss |
| 17 Sept 2025 | long | 116812.3178 | 108972.6911 | Loss |
| 14 Aug 2025 | long | 123331.1013 | 110089.9576 | Loss |
| 10 Jul 2025 | long | 111256.2468 | 113275.2604 | Win |
| 23 Apr 2025 | long | 93461.6786 | 101488.3883 | Win |
| 19 Sept 2024 | long | 61772.3320 | 91534.5694 | Win |
| 24 Aug 2024 | long | 64050.0474 | 53952.1774 | Loss |
Monthly heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | — | — | — | — | — | — | — | — | — | open | open | open |
| 2018 | 81.0% | — | — | open | -5.2% | — | open | -8.3% | -12.7% | — | — | — |
| 2019 | — | open | open | open | open | open | 141.7% | -18.0% | — | open | -11.4% | — |
| 2020 | open | 13.1% | — | open | open | open | open | open | 38.1% | open | open | open |
| 2021 | open | open | open | open | 285.1% | — | open | open | 15.0% | open | 10.4% | — |
| 2022 | — | open | open | -10.0% | — | — | open | -11.1% | open | open | -17.3% | open |
| 2023 | open | 21.5% | -10.9% | open | open | 4.1% | 2.9% | — | — | open | open | open |
| 2024 | 41.2% | open | open | open | 31.4% | -0.4% | open | -10.3% | -15.9% | open | open | open |
| 2025 | open | 48.1% | — | open | open | 8.5% | open | -9.3% | -6.8% | open | -14.5% | — |
| 2026 | -5.4% | — | open | open | 3.8% | — | open | open | 16.1% | — | — | — |
Advanced Analysis