Backtest the Donchian Four-Week Rule on SOLUSDT
On the daily chart of Solana 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
3 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 (+31.8% 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 warm-up at a feed's history limit was counted in valid candles; 60 candles of its tested window were spent warming the indicators up, because the feed's history ended before a full warm-up. Re-run to get corrected results.
- 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 (10 wins of 23, 43.5%); over closed trades it is 9 wins of 22, 40.9%. This page now shows the corrected reading; the stored original is unchanged. Re-run to get a report produced with the fix.
40.9%win rate · 22 trades, too few to judge
RECOMMENDEDWeak evidence- Trades
- 22
- Timeframe
- 1D
- Tested over
- 2230 days
- Time in market
- 52.8%
steady edge · 23 trades, limited sample
- Verdict rules v1
What to watch
- Deep drawdown · 66.0%, past the 40% we look for
What the data supports
Beat buy & hold
+10175.3% vs +3317.3%
same symbol, same window · 22 closed trades
Best month
+1797.5%
2021-05 · 1 of 22 trades · best of 22 months
Made money after costs
profit factor 1.38
all 22 trades
Net return
+10175.3%
all 22 trades
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
C
Grade
RECOMMENDED
Verdict
Net return · closed trades
10175.3%
+6858.0 pts vs buy & holdClosed trades +10175.3% · open position +3271.4% unrealized · +13446.7% with it marked
Win rate
40.9%
22 trades
Profit factor
1.38
9 wins · 13 losses
Max drawdown
-66.0%
from peak
Strategy replay
Entry
77.4755
Buy · 2 Jul 2026 · 32 bars
Stop loss
None
Exits on its rule
Take profit
None
Exits on its rule
Result
-7.25%
Exit rule at 71.9356 · 2 Aug 2026
Monthly returns
Best month
1797.5%
Worst month
-35.5%
Typical month
-7.77%
Months in profit
41%
Account curve
$10,000
Starting balance
$1,027,534
Final · closed trades
$1,354,673
With the open position marked
$341,731
Buy & hold
Wins and losses
- Wins9
- 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | open | open | open | open | 1797.5% | — | — | open | open | open | open | 355.1% |
| 2022 | — | — | open | -8.3% | — | — | open | -17.8% | open | open | -35.0% | — |
| 2023 | open | 41.5% | -30.0% | open | -17.8% | -14.7% | open | 20.0% | — | open | open | open |
| 2024 | 291.9% | open | open | 43.0% | open | -6.4% | open | -13.3% | open | open | open | 35.5% |
| 2025 | open | -35.5% | — | open | 11.5% | — | open | open | 17.1% | — | — | — |
| 2026 | -13.9% | — | -15.5% | open | open | -16.8% | open | -7.2% | open | — | — | — |
Latest trades
22 closed · 1 open at the end of the data, marked at the last close
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 20 Aug 2026 | long | 85.4071 | 112.6975 | Open |
| 2 Jul 2026 | long | 77.4755 | 71.9356 | Loss |
| 17 Apr 2026 | long | 89.0778 | 74.2152 | Loss |
| 17 Mar 2026 | long | 96.2092 | 81.4337 | Loss |
| 6 Jan 2026 | long | 137.9376 | 118.8262 | Loss |
| 11 Jul 2025 | long | 164.3629 | 192.6915 | Win |
| 20 Apr 2025 | long | 139.8880 | 156.1688 | Win |
| 19 Jan 2025 | long | 262.0224 | 169.2861 | Loss |
| 20 Sept 2024 | long | 142.9086 | 193.7812 | Win |
| 16 Jul 2024 | long | 159.4019 | 138.2923 | Loss |
This is the free view of a shared report. Run your own strategy on the same engine.
Backtest a strategy