Backtest the Donchian Four-Week Rule on BNBUSDT
On the daily chart of BNBUSDT, 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
51.9%win rate · 27 trades
RECOMMENDEDWeak evidence- Trades
- 27
- Timeframe
- 1D
- Tested over
- 2920 days
- Time in market
- 60.6%
high win rate · 27 trades
What the data supports
Beat buy & hold
+17670.5% vs +7164.4%
same symbol, same window · 27 trades
Months in profit
52% of months closed up
14 of 27 months in the tested window
Best month
+1576.4%
2021-05 · 1 of 27 trades · best of 27 months
Made money after costs
profit factor 2.47
all 27 trades
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
C
Grade
RECOMMENDED
Verdict
Net return
17670.5%
+10506.1 pts vs buy & hold
Win rate
51.9%
27 trades
Profit factor
2.47
14 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
Monthly returns
Best month
1576.4%
Worst month
-16.5%
Typical month
2.08%
Months in profit
52%
Account curve
$10,000
Starting balance
$1,777,051
Final balance
$726,441
Buy & hold
Wins and losses
- Wins14
- 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 | — | — | — | — | 188.6% | — | 9.5% | — | — | — | -4.4% | — |
| 2020 | — | 25.2% | — | — | — | 9.8% | — | — | 21.3% | — | -5.9% | — |
| 2021 | — | — | — | — | 1576.4% | — | — | — | 2.1% | — | — | — |
| 2022 | 7.1% | — | — | -4.9% | — | — | — | — | 4.9% | — | -14.4% | — |
| 2023 | — | — | 5.9% | — | -4.9% | — | — | -9.5% | — | — | — | — |
| 2024 | — | — | — | — | — | 148.2% | — | -10.9% | -16.5% | — | -1.8% | — |
| 2025 | — | -1.2% | — | — | — | 2.3% | — | — | — | — | 48.4% | — |
| 2026 | — | -12.9% | — | -11.4% | — | -2.5% | — | — | 28.4% | — | — | — |
Latest trades
27 closed trades
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 31 Jul 2026 | long | 592.1084 | 761.1577 | Win |
| 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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