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Keltner Channel Breakout

BTCUSDT · weekly · default settings

Anecdote

5 closed round-trips — a verdict needs 30.

Net CAGR
+25.8%
vs buy & hold
+6.2 pp
Max. Drawdown
−38.9%
Round-Trips
6
Win rate
67%
StrategyBuy & Holdlog scale · 2018-01-01 – 2026-10-26

Today: in cash since 2025-10-13

Since the rules were frozen (2026-07-28): +0.0% vs buy & hold +26.2% · 0 Round-Trips — too short for a verdict (total return, not annualised)

As of 2026-11-02 · window 2018-01-01 – 2026-10-26 · net of cost, descriptive, not a signal

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tradingstrategies.work · Backtesting Arena · Not financial advice