Backtest the Donchian Four-Week Rule on BNBUSDT
On the daily chart of BNB 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.
3 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.
Market
Timeframe
Account
History
2 fixes since this report
- This report was produced before open positions were separated from closed trades; its stored win count includes a position still open at the end of the data (+28.4% of equity, marked at the last close). This page now shows the corrected reading; the stored original is unchanged. Re-run to get a report produced with the fix.
- This report was produced before win rate and trade counts cover closed trades only; its stored figures counted a position still open at the end of the data as closed (14 wins of 27, 51.9%); over closed trades it is 13 wins of 26, 50.0%. This page now shows the corrected reading; the stored original is unchanged. Re-run to get a report produced with the fix.
50.0%win rate · 26 trades
RECOMMENDEDWeak evidence- Trades
- 26
- Timeframe
- 1D
- Tested over
- 2920 days
- Time in market
- 60.6%
high win rate · 27 trades
- Verdict rules v1
What the data supports
Beat buy & hold
+13736.1% vs +7164.4%
same symbol, same window · 26 closed trades
Months in profit
50% of months closed up
13 of 26 months in the tested window
Best month
+1576.4%
2021-05 · 1 of 26 trades · best of 26 months
Made money after costs
profit factor 2.14
all 26 trades
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
C
Grade
RECOMMENDED
Verdict
Net return · closed trades
13736.1%
+6571.7 pts vs buy & holdClosed trades +13736.1% · open position +3934.4% unrealized · +17670.5% with it marked
Win rate
50.0%
26 trades
Profit factor
2.14
13 wins · 13 losses
Max drawdown
-27.8%
from peak
Strategy replay
Entry
635.90
Buy · 17 Apr 2026 · 49 bars
Stop loss
None
Exits on its rule
Take profit
None
Exits on its rule
Result
-2.52%
Exit rule at 620.51 · 4 Jun 2026
Monthly returns
Best month
1576.4%
Worst month
-16.5%
Typical month
0.42%
Months in profit
50%
Account curve
$10,000
Starting balance
$1,383,607
Final · closed trades
$1,777,051
With the open position marked
$726,441
Buy & hold
Wins and losses
- Wins13
- Losses13
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | open | open | open | open | 188.6% | open | 9.5% | — | — | open | -4.4% | — |
| 2020 | open | 25.2% | — | open | open | 9.8% | open | open | 21.3% | open | -5.9% | open |
| 2021 | open | open | open | open | 1576.4% | — | — | open | 2.1% | open | open | open |
| 2022 | 7.1% | — | open | -4.9% | — | — | open | open | 4.9% | open | -14.4% | — |
| 2023 | open | open | 5.9% | open | -4.9% | — | open | -9.5% | — | open | open | open |
| 2024 | open | open | open | open | open | 148.2% | open | -10.9% | -16.5% | open | -1.8% | open |
| 2025 | open | -1.2% | — | open | open | 2.3% | open | open | open | open | 48.4% | — |
| 2026 | open | -12.9% | open | -11.4% | open | -2.5% | open | open | open | — | — | — |
Latest trades
26 closed · 1 open at the end of the data, marked at the last close
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 31 Jul 2026 | long | 592.1084 | 761.1577 | Open |
| 17 Apr 2026 | long | 635.8972 | 620.5059 | Loss |
| 5 Mar 2026 | long | 658.1316 | 583.4033 | Loss |
| 5 Jan 2026 | long | 895.6091 | 781.2337 | Loss |
| 10 Jul 2025 | long | 668.8237 | 993.3413 | Win |
| 23 Apr 2025 | long | 618.6237 | 633.2033 | Win |
| 10 Nov 2024 | long | 624.7949 | 617.6764 | Loss |
| 20 Sept 2024 | long | 567.0134 | 557.5885 | Loss |
| 23 Aug 2024 | long | 583.1166 | 487.2025 | Loss |
| 20 Jul 2024 | long | 593.5187 | 529.5941 | Loss |
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