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Free viewBacktest 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.
4 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.
- 22 trades: the most these rules produce in 6 years of 1d candles, short of the 100 a confident read wants.
Same rules on 4 markets104 trades · 50.0% win · — avg
| Market | Trades | Win | Avg |
|---|---|---|---|
| SOLUSDT | 22 | 40.9% | — |
| BTCUSDT | 29 | 55.2% | — |
| ETHUSDT | 27 | 51.9% | — |
| BNBUSDT | 26 | 50.0% | — |
| All · 1d | 104 | 50.0% | — |
Market
Timeframe
Account
History
Requested 2018-10-18 → 2026-10-18 · traded from 2020-10-10 (warm-up 60 bars)
Verdict
NOT RECOMMENDEDwin rate · 22 trades, too few to judge
- Ended above the starting budget+10175.3% · 23.437%
- Win rate 50% or above40.9%
- More than 50 trades22 trades
- Verdict rules v9
- Trades
- 22
- Timeframe
- 1D
- Tested over
- 2199 days
- Time in market
- 53.4%
Win rate 40.9%, below 50%
What to watch
- Deep drawdown · 66.0%, past the 40% we look for
- Could not be checked with doubled costs
- Too few trades to judge: 22 of the 25 this timeframe needs
- Could not be checked on unseen data (not run)
What the data supports
Beat buy & hold
+10175.3% vs +4211.4%
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
Proof
TradingView twin
BINANCE:SOLUSDT1DPosition sizeSlippage
- Position size TradingView sizes each order on the signal candle's close, so sizes differ slightly from the backtest.
- Slippage TradingView charges slippage as commission, so stop and market fills differ slightly.
Account balance
$10,000
Starting balance
$1,243,464
With the open position marked
$431,143
Buy & hold
- Balance
- Buy & hold
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
D
Grade
NOT RECOMMENDED
Verdict
Strategy replay
- 20-candle high
- 20-candle low
- 20-candle low
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
Trace4 steps
Signal
candle close
77.4600
1 Jul 2026
Filled
next open
77.4755
2 Jul 2026
No stop
none
2 Jul 2026
Exit · Exit rule
71.9500
2 Aug 2026
Monthly returns
Wins and losses
- Wins9
- Losses13
Your 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)
- After an exit
- The next entry signal is read from the candle after the exit, not on the exit candle
- Not modelled
- Margin calls, liquidation and CFD overnight financing; perpetual funding is charged when the data carries it
Latest trades
22 closed trades · 1 open at the end of the data, marked at the last close
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 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 |
| 17 May 2024 | long | 159.3919 | 149.2801 | Loss |
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% | — | — | — | — |
Advanced Analysis