t1_donchian_breakoutT · Trendbacktestrelatório · 24 de jul. de 2026, 01:15

T1 Donchian Breakout

Rompimento do canal Donchian de 20/55 dias no fechamento diário, estilo turtle, long-only — o marcador de 'ativo entrou em tendência de alta'. Stop e trailing em 2,5x ATR, saída alternativa na mínima de 10 dias. Ganha nas tendências longas de bull; perde por whipsaw em mercado lateral (win rate baixo, payoff alto — é a forma normal desse edge).

paramstimeframe=1dentry_channel=20slow_channel=55use_slow=falseexit_channel=10atr_period=20stop_atr_mult=2.5trail_atr_mult=2.5

Como funciona

o que abre, o que arrisca e o que fecha a operação

Rompimento de canal Donchian estilo turtle, long-only — o marcador de 'ativo entrou em tendência de alta'. Ganha em tendência longa, whipsaw em lateral.

direçãoSó compradotimeframe1d

Abreo gatilho de entrada

Long quando o close diário rompe a máxima do canal Donchian de 20 períodos (canal exclui o candle atual). Sistema turtle 1 (20d). Sem short (long-only por design). Execução na abertura seguinte.

Arriscasizing e proteção

Fixed-fractional pelo stop (risk_fraction do equity por trade). Com stop ATR largo no diário o notional fica bem abaixo de 1x — retornos são risk-normalized.

Fechao gatilho de saída

Saída na quebra da mínima de 10 dias (saída turtle) OU trailing a 2.5x ATR(20), o que vier primeiro; stop inicial a 2.5x ATR abaixo da entrada.

Customizar & testar

ajuste os parâmetros, escolha as moedas e rode um backtest sob demanda

Parâmetros

Canal de entradaentry_channel

5100

Período do canal Donchian de entrada (turtle S1=20)

Canal lentoslow_channel

20200

Período do canal lento (turtle S2=55)

Usar canal lentouse_slow

Usa o canal lento (S2) em vez do de entrada (S1)

Canal de saídaexit_channel

360

Período do canal Donchian de saída (mínima)

Período ATRatr_period

560

Período do ATR (stop e trailing)

Stop (x ATR)stop_atr_mult

1.06.0

Distância do stop inicial em múltiplos de ATR

Trailing (x ATR)trail_atr_mult

1.06.0

Distância do trailing em múltiplos de ATR

Símbolos

Carregando universo do serviço…

Baselinerelatório pré-gerado · defaults

Simulador de capital

informe um capital e veja volume e fluxo de taxa projetados no período

Capital

Cashback (maker rebate)

maker 2.0 bps · taker 5.50 bps
cashback 60% · $10,000 sobre $10k ref

Volume projetado$727.2K$304/dia · 2395d de backtest

Custo de taxa (taker)▼ paga

-$400-$0.17/dia · 5.50 bps efetivos · fee de taker paga no fill

Curva de capital

equity, volume, gestão de risco e blotter do símbolo selecionado

LARGEperíodo completo+8.9%eq 10.9K

Volume gerado · BTCUSDT$121,977

Volume gerado · estratégia$727,19611 símbolos

Gestão de risco

sizing, stop e alavancagem · BTCUSDT

Sizingfixed-fractional

Risco por trade1.00%

Tipo de stopATR

Múltiplo ATR2.5×

Alavancagem máx1×

Trailingsim

Retorno total8.9%

CAGR1.3%

Sharpe0.44

Sortino0.69

Max DD5.8%

Duração DD1016d

Blotter

histórico de operações · BTCUSDT

56 tradesentry desc

Entrada	Saída	Lado	Entry	Exit	Notional	PnL	PnL %	R	Saída por	Barras
15/07/26, 00:00	22/07/26, 00:00	long	65,027.60	66,068.78	$2,467	+$18.24	+0.18%	+0.18R	eod	7
14/04/26, 00:00	17/05/26, 00:00	long	74,399.78	78,088.68	$2,256	+$53.35	+0.53%	+0.53R	signal	33
05/03/26, 00:00	23/03/26, 00:00	long	72,655.93	67,817.13	$1,554	-$54.38	-0.54%	-0.54R	signal	18
05/01/26, 00:00	20/01/26, 00:00	long	91,515.50	91,095.30	$2,671	-$7.62	-0.08%	-0.08R	trailing	15
02/10/25, 00:00	09/10/25, 00:00	long	118,575.71	119,742.49	$3,686	+$16.02	+0.16%	+0.16R	trailing	7
14/08/25, 00:00	15/08/25, 00:00	long	123,348.56	117,391.13	$3,364	-$85.11	-0.85%	-0.85R	trailing	1
10/07/25, 00:00	15/07/25, 00:00	long	111,222.04	116,703.67	$3,456	+$81.22	+0.81%	+0.81R	trailing	5
23/04/25, 00:00	31/05/25, 00:00	long	93,423.58	103,929.11	$2,213	+$117	+1.17%	+1.17R	signal	38
18/01/25, 00:00	21/01/25, 00:00	long	104,063.41	100,329.36	$2,113	-$39.77	-0.40%	-0.40R	trailing	3
17/12/24, 00:00	19/12/24, 00:00	long	106,044.40	98,531.67	$2,080	-$77.52	-0.78%	-0.78R	trailing	2
21/11/24, 00:00	26/11/24, 00:00	long	94,306.86	91,501.43	$2,277	-$35.64	-0.36%	-0.36R	trailing	5
07/11/24, 00:00	14/11/24, 00:00	long	75,595.02	87,293.51	$2,659	+$190	+1.90%	+1.90R	trailing	7
16/10/24, 00:00	03/11/24, 00:00	long	67,057.41	68,098.35	$2,430	+$17.38	+0.17%	+0.17R	trailing	18
19/09/24, 00:00	01/10/24, 00:00	long	61,747.65	60,203.03	$1,952	-$25.80	-0.26%	-0.26R	trailing	12
24/08/24, 00:00	30/08/24, 00:00	long	64,032.80	57,763.94	$1,643	-$85.47	-0.85%	-0.85R	trailing	6
16/07/24, 00:00	01/08/24, 00:00	long	64,693.54	63,981.19	$2,109	-$12.84	-0.13%	-0.13R	trailing	16
16/05/24, 00:00	18/06/24, 00:00	long	66,188.64	64,728.58	$1,765	-$20.66	-0.21%	-0.21R	trailing	33
12/03/24, 00:00	15/03/24, 00:00	long	72,168.33	66,791.74	$1,960	-$76.90	-0.77%	-0.77R	trailing	3
05/03/24, 00:00	05/03/24, 00:00	long	68,310.16	62,680.97	$2,326	-$101	-1.01%	-1.01R	trailing	0
08/02/24, 00:00	29/02/24, 00:00	long	44,335.17	60,535.37	$2,788	+$429	+4.29%	+4.29R	trailing	21
09/01/24, 00:00	12/01/24, 00:00	long	46,981.99	44,561.99	$2,050	-$55.32	-0.55%	-0.55R	trailing	3
03/01/24, 00:00	03/01/24, 00:00	long	44,988.70	41,219.00	$2,286	-$101	-1.01%	-1.01R	trailing	0
02/12/23, 00:00	11/12/23, 00:00	long	38,667.63	41,740.67	$2,647	+$99.70	+1.00%	+1.00R	trailing	9
24/10/23, 00:00	14/11/23, 00:00	long	33,080.61	35,739.85	$2,494	+$94.99	+0.95%	+0.95R	trailing	21
02/10/23, 00:00	11/10/23, 00:00	long	27,987.00	26,890.25	$3,185	-$65.41	-0.65%	-0.65R	trailing	9
21/06/23, 00:00	18/07/23, 00:00	long	28,296.36	29,472.89	$2,430	+$48.16	+0.48%	+0.48R	trailing	27
15/03/23, 00:00	20/04/23, 00:00	long	24,687.44	28,343.38	$1,953	+$134	+1.34%	+1.34R	trailing	36
16/02/23, 00:00	24/02/23, 00:00	long	24,337.57	23,376.15	$2,420	-$50.09	-0.50%	-0.50R	trailing	8
21/01/23, 00:00	06/02/23, 00:00	long	22,665.53	22,651.91	$2,781	-$2.37	-0.02%	-0.02R	trailing	16
09/01/23, 00:00	15/01/23, 00:00	long	17,128.02	20,642.29	$4,192	+$388	+3.88%	+3.88R	trailing	6
14/12/22, 00:00	16/12/22, 00:00	long	17,780.66	16,954.57	$2,403	-$58.47	-0.58%	-0.58R	trailing	2
27/10/22, 00:00	08/11/22, 00:00	long	20,762.55	19,673.34	$2,246	-$61.72	-0.62%	-0.62R	trailing	12
13/09/22, 00:00	13/09/22, 00:00	long	22,390.48	20,029.21	$1,796	-$101	-1.01%	-1.01R	trailing	0
20/07/22, 00:00	26/07/22, 00:00	long	23,390.58	20,761.91	$1,256	-$75.46	-0.75%	-0.75R	trailing	6
25/03/22, 00:00	07/04/22, 00:00	long	43,981.99	43,151.17	$1,639	-$16.53	-0.17%	-0.17R	signal	13
08/02/22, 00:00	17/02/22, 00:00	long	43,838.76	40,221.93	$1,494	-$65.11	-0.65%	-0.65R	trailing	9
09/11/21, 00:00	16/11/21, 00:00	long	67,620.48	61,727.48	$1,731	-$79.82	-0.80%	-0.80R	trailing	7
06/10/21, 00:00	22/10/21, 00:00	long	51,470.51	60,618.30	$1,715	+$139	+1.39%	+1.39R	trailing	16
21/08/21, 00:00	07/09/21, 00:00	long	49,342.86	46,354.77	$1,478	-$46.95	-0.47%	-0.47R	trailing	17
26/07/21, 00:00	27/07/21, 00:00	long	35,377.74	37,210.65	$1,416	+$34.98	+0.35%	+0.35R	trailing	1
14/04/21, 00:00	18/04/21, 00:00	long	63,657.78	57,360.51	$1,588	-$83.49	-0.83%	-0.83R	trailing	4
14/03/21, 00:00	24/03/21, 00:00	long	61,279.66	52,050.45	$1,162	-$95.30	-0.95%	-0.95R	trailing	10
07/02/21, 00:00	22/02/21, 00:00	long	39,257.38	50,996.83	$1,208	+$156	+1.56%	+1.56R	trailing	15
07/01/21, 00:00	10/01/21, 00:00	long	36,833.14	37,107.78	$1,473	+$4.66	+0.05%	+0.05R	trailing	3
26/12/20, 00:00	04/01/21, 00:00	long	24,734.94	31,888.54	$1,924	+$242	+2.42%	+2.42R	trailing	9
17/12/20, 00:00	21/12/20, 00:00	long	21,351.08	22,009.29	$1,832	+$26.80	+0.27%	+0.27R	trailing	4
01/12/20, 00:00	11/12/20, 00:00	long	19,726.03	17,558.57	$1,554	-$91.17	-0.91%	-0.91R	trailing	10
13/11/20, 00:00	26/11/20, 00:00	long	16,292.27	17,895.33	$2,061	+$95.52	+0.96%	+0.96R	trailing	13
06/11/20, 00:00	07/11/20, 00:00	long	15,601.86	14,567.06	$2,129	-$74.18	-0.74%	-0.74R	trailing	1
11/10/20, 00:00	28/10/20, 00:00	long	11,297.04	12,928.18	$2,819	+$188	+1.88%	+1.88R	trailing	17
18/08/20, 00:00	25/08/20, 00:00	long	12,300.52	11,253.01	$2,048	-$92.20	-0.92%	-0.92R	trailing	7
02/08/20, 00:00	02/08/20, 00:00	long	11,813.79	10,881.59	$2,434	-$101	-1.01%	-1.01R	trailing	0
23/07/20, 00:00	28/07/20, 00:00	long	9,520.15	10,888.38	$3,405	+$226	+2.26%	+2.26R	trailing	5
02/06/20, 00:00	15/06/20, 00:00	long	10,234.46	8,958.30	$1,472	-$98.66	-0.99%	-0.99R	trailing	13
07/04/20, 00:00	10/05/20, 00:00	long	7,327.20	8,593.61	$1,071	+$84.63	+0.85%	+0.85R	trailing	33
29/01/20, 00:00	16/02/20, 00:00	long	9,401.60	9,746.66	$2,412	+$42.13	+0.42%	+0.42R	trailing	18

Métricas por símbolo

a régua do torneio, símbolo a símbolo

Símbolo	Tier	Retorno total	CAGR	Sharpe	Sortino	Max DD	Duração DD	Win rate	Profit factor	Payoff	Trades	Exposição	Turnover	Volume total	Fees pagas
BTCUSDT	LARGE	8.9%	1.3%	0.44	0.69	5.8%	1016d	42.9%	1.41	1.88	56	26.3%	12.2×	$128.5K	$70.65
ETHUSDT	LARGE	13.1%	1.9%	0.60	0.98	5.4%	870d	50.0%	1.60	1.60	54	24.0%	9.2×	$104K	$57.23
SOLUSDT	LARGE	8.0%	1.3%	0.46	0.71	3.8%	365d	44.2%	1.52	1.91	52	19.8%	6.2×	$65K	$35.75
XRPUSDT	MID	8.0%	1.2%	0.36	0.66	8.2%	1253d	36.7%	1.40	2.42	49	11.3%	7.3×	$75.6K	$41.58
LINKUSDT	MID	-8.0%	-1.3%	-0.44	-0.65	12.0%	2167d	32.8%	0.64	1.32	61	21.2%	7.6×	$73.7K	$40.54
DOGEUSDT	MID	19.1%	2.9%	0.70	1.97	9.8%	1802d	44.2%	2.12	2.68	43	8.9%	6.1×	$69.1K	$38.03
AVAXUSDT	MID	7.7%	1.3%	0.43	0.77	5.4%	955d	37.5%	1.41	2.36	48	15.2%	5.6×	$60.2K	$33.11
SANDUSDT	LOW	-0.6%	-0.1%	-0.02	-0.04	7.6%	1701d	27.3%	0.96	2.57	44	13.4%	5.1×	$51.9K	$28.54
CHZUSDT	LOW	3.9%	0.7%	0.23	0.43	7.8%	1804d	44.7%	1.22	1.51	47	13.9%	5.7×	$60.4K	$33.22
ONEUSDT	LOW	-0.9%	-0.2%	-0.06	-0.09	5.3%	1138d	37.8%	0.93	1.53	37	10.9%	4.1×	$40.8K	$22.42
GALAUSDT	LOW	4.3%	0.9%	0.29	0.61	4.2%	409d	40.6%	1.35	1.97	32	10.3%	3.5×	$36.2K	$19.89

Funciona melhor por tamanho de ativo?

média das métricas-chave por tier — LARGE vs MID vs LOW

CAGR · média por tier

LARGE · 3 ativos1.5%

MID · 4 ativos1.0%

LOW · 4 ativos0.3%

Sharpe · média por tier

LARGE · 3 ativos0.50

MID · 4 ativos0.26

LOW · 4 ativos0.11

Max DD · média por tier

LARGE · 3 ativos5.0%

MID · 4 ativos8.9%

LOW · 4 ativos6.2%

Live

estado de execução em produção

Aguardando conexão live — posições abertas, PnL ativo e risco máximo aparecem aqui quando o bot subir no VPS (Fase 3).

Posições abertas

SímboloLadoQtdEntradauPnL

PnL do dia

—

pré-cashback · bps de volume

Risco

Inventário / banda—

Kill switch—

WS privado—