Backtest the Donchian Four-Week Rule on ETHUSDT
On the daily chart of ETHUSDT, it buys when close breaks above the 20-candle range. It sets no stop loss, and lets the exit rule close the trade.
Market
Timeframe
Account
History
51.7%win rate · 29 trades
RECOMMENDEDWeak evidence- Trades
- 29
- Timeframe
- 1D
- Tested over
- 2920 days
- Time in market
- 55.7%
high win rate · 29 trades
What to watch
- Deep drawdown · 51.8%, past the 40% we look for
What the data supports
Beat buy & hold
+1898.9% vs +954.4%
same symbol, same window · 29 trades
Months in profit
52% of months closed up
15 of 29 months in the tested window
Best month
+530.4%
2021-05 · 1 of 29 trades · best of 29 months
Made money after costs
profit factor 1.78
all 29 trades
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
C
Grade
RECOMMENDED
Verdict
Net return
1898.9%
+944.5 pts vs buy & hold
Win rate
51.7%
29 trades
Profit factor
1.78
15 wins · 14 losses
Max drawdown
-51.8%
from peak
Strategy replay
Entry
2,353.44
Buy · 17 Mar 2026 · 62 bars
Stop loss
None
Exits on its rule
Take profit
None
Exits on its rule
Result
-7.45%
Exit rule at 2,180.33
Monthly returns
Best month
530.4%
Worst month
-24.9%
Typical month
2.92%
Months in profit
52%
Account curve
$10,000
Starting balance
$199,894
Final balance
$105,443
Buy & hold
Wins and losses
- Wins15
- Losses14
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)
Monthly heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | — | — | — | — | — | — | — | — | — | — | -15.2% | — |
| 2019 | -18.4% | — | — | 23.5% | — | 21.3% | -8.8% | — | — | -17.8% | — | — |
| 2020 | — | — | 38.2% | — | — | — | — | — | 95.3% | — | — | — |
| 2021 | — | — | — | — | 530.4% | — | — | — | 20.8% | — | 5.3% | — |
| 2022 | — | — | — | — | -12.5% | — | — | 11.1% | -24.9% | — | -24.6% | — |
| 2023 | — | 14.4% | — | — | — | 2.9% | — | -16.2% | — | -11.3% | — | — |
| 2024 | — | — | 78.7% | -18.7% | — | -4.6% | — | — | — | — | — | 30.6% |
| 2025 | — | — | — | — | — | 3.9% | — | — | 51.5% | — | -23.2% | — |
| 2026 | -11.5% | — | — | — | -7.5% | — | — | — | 37.9% | — | — | — |
Latest trades
29 closed trades
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 15 Jul 2026 | long | 1892.2484 | 2611.6176 | Win |
| 17 Mar 2026 | long | 2353.4406 | 2180.3338 | Loss |
| 10 Dec 2025 | long | 3318.7036 | 2939.2920 | Loss |
| 7 Oct 2025 | long | 4684.9568 | 3603.1192 | Loss |
| 10 Jul 2025 | long | 2769.2937 | 4198.2502 | Win |
| 9 May 2025 | long | 2207.8315 | 2295.2609 | Win |
| 22 Sept 2024 | long | 2612.9225 | 3416.3266 | Win |
| 21 May 2024 | long | 3662.5224 | 3496.6305 | Loss |
| 9 Apr 2024 | long | 3695.3489 | 3006.4086 | Loss |
| 24 Oct 2023 | long | 1765.8231 | 3158.0183 | Win |
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