Backtest the Donchian Four-Week Rule on SOLUSDT
On the daily chart of SOLUSDT, 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
43.5%win rate · 23 trades, too few to judge
RECOMMENDEDWeak evidence- Trades
- 23
- Timeframe
- 1D
- Tested over
- 2230 days
- Time in market
- 52.8%
steady edge · 23 trades, limited sample
What to watch
- Deep drawdown · 66.0%, past the 40% we look for
What the data supports
Beat buy & hold
+13446.7% vs +3317.3%
same symbol, same window · 23 trades
Best month
+1797.5%
2021-05 · 1 of 23 trades · best of 23 months
Made money after costs
profit factor 1.50
all 23 trades
Net return
+13446.7%
all 23 trades
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
C
Grade
RECOMMENDED
Verdict
Net return
13446.7%
+10129.4 pts vs buy & hold
Win rate
43.5%
23 trades
Profit factor
1.50
10 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
Monthly returns
Best month
1797.5%
Worst month
-35.5%
Typical month
-7.25%
Months in profit
43%
Account curve
$10,000
Starting balance
$1,354,673
Final balance
$341,731
Buy & hold
Wins and losses
- Wins10
- 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 | — | — | — | — | 1797.5% | — | — | — | — | — | — | 355.1% |
| 2022 | — | — | — | -8.3% | — | — | — | -17.8% | — | — | -35.0% | — |
| 2023 | — | 41.5% | -30.0% | — | -17.8% | -14.7% | — | 20.0% | — | — | — | — |
| 2024 | 291.9% | — | — | 43.0% | — | -6.4% | — | -13.3% | — | — | — | 35.5% |
| 2025 | — | -35.5% | — | — | 11.5% | — | — | — | 17.1% | — | — | — |
| 2026 | -13.9% | — | -15.5% | — | — | -16.8% | — | -7.2% | 31.8% | — | — | — |
Latest trades
23 closed trades
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 20 Aug 2026 | long | 85.4071 | 112.6975 | Win |
| 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 |
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