Paper Trading
Donchian-50 breakout.
Trend following, live on paper.
Rule-based trend following across 20 crypto coins on the 4-hour chart. Entries on the 50-period Donchian breakout, 1% risk per position, $10,000 virtual starting capital. Every figure below comes from simulated trading with no real money at risk.
Last updated: 2026-08-28 17:00:10
Equity
$11,382
Total return
+13.82%
Current drawdown
0.00%
Implied leverage
0.2x
Universe & Signal Proximity
All 20 coins, sorted by proximity to the next Donchian breakout. Click a coin to chart it.
APT · Donchian-50 Chart
O/H/L/C: 0.54670 / 0.54750 / 0.52880 / 0.54010
2026-08-28 16:00 UTC · active candle
Donchian-50 bands▲Entry✕ExitADX (trend strength, ≥25)Trading session: entry open 12/16/20/00 UTCActive candle positiveActive candle negative4-hour candles with Donchian-50 upper/lower bands. Signal checks happen at the prior 4h close 08/12/16/20 UTC; entry follows immediately at the next 4h open.
Open Positions
Positions currently running, with entry, current price, stop, and target.
| Coin | Side | Signal | Execution | Slippage | Current Price | Stop | Target | Size | Unreal. P&L | Time |
|---|---|---|---|---|---|---|---|---|---|---|
| APT | Short | 0.54670 | 0.54690 | +3.66 bps+0.00020000 | 0.54010 | 0.58147 | 0.49454 | 3,267.4574 | $21.57 | 2026-08-28 16:00:00 |
Live paper performance
Analytics across every paper trade closed since inception. These figures come from the running paper account and remain clearly separated from the historical backtest.
Net return
+12.1%
Profit factor
1.37
Max drawdown
−19.5%
Trades
78
Win rate
51.3%
Live paper equity curve
Live paper drawdown
Long result
+$2,176
Short result
−$815
Winning trades
40
Losing trades
38
Avg win
+$127
Avg loss
−$98
Expectancy / trade
+$16
Start: 2026-07-15 · $10,000Current: 2026-08-22 · $11,211
Recent Trades
All 78 closed positions, newest first. Scroll the table to browse the complete history.
| Coin | Side | Entry (Sig→Fill) | Entry Slip. | Reason | SL/TP Trigger | Execution | Slippage | Net P&L | Time |
|---|---|---|---|---|---|---|---|---|---|
| DOGE | Long | 0.09156→0.09162 | −6.55 bps−0.00006000 | Take-profit | 0.09894 | 0.09820 | −74.31 bps−0.00073516 | $136.22 | 2026-08-22 04:41 |
| SOL | Long | 93.730→93.700 | +3.20 bps+0.03000 | Take-profit | 99.536 | 99.520 | −1.63 bps−0.01623 | $150.53 | 2026-08-22 04:34 |
| ADA | Long | 0.22910→0.22930 | −8.73 bps−0.00020000 | Take-profit | 0.25050 | 0.25020 | −11.87 bps−0.00029745 | $149.63 | 2026-08-22 04:32 |
| ARB | Long | 0.09577→0.09580 | −3.13 bps−0.00003000 | Take-profit | 0.10322 | 0.10290 | −31.12 bps−0.00032125 | $136.98 | 2026-08-22 03:22 |
| OP | Long | 0.10466→0.10470 | −3.82 bps−0.00004000 | Take-profit | 0.11322 | 0.11300 | −19.31 bps−0.00021863 | $141.44 | 2026-08-22 03:03 |
| APT | Long | 0.63440→0.63420 | +3.15 bps+0.00020000 | Take-profit | 0.67704 | 0.67630 | −10.89 bps−0.00073739 | $140.44 | 2026-08-22 03:03 |
| BNB | Long | 674.98→675.92 | −13.93 bps−0.94000 | Take-profit | 701.94 | 698.81 | −44.58 bps−3.129 | $124.71 | 2026-08-22 02:44 |
| XRP | Long | 1.357→1.364 | −52.31 bps−0.00710000 | Take-profit | 1.483 | 1.481 | −13.58 bps−0.00201444 | $141.29 | 2026-08-22 01:30 |
| DOT | Long | 0.88250→0.88240 | +1.13 bps+0.00010000 | Take-profit | 0.93852 | 0.93830 | −2.31 bps−0.00021710 | $142.30 | 2026-08-21 22:43 |
| ADA | Long | 0.21160→0.21190 | −14.18 bps−0.00030000 | Take-profit | 0.22936 | 0.22920 | −6.95 bps−0.00015931 | $142.13 | 2026-08-21 22:35 |
| LTC | Long | 50.210→50.210 | +0.00 bps+0.00000000 | Take-profit | 52.513 | 52.520 | +1.35 bps+0.00710272 | $142.42 | 2026-08-21 21:34 |
| FIL | Long | 0.72970→0.72910 | +8.22 bps+0.00060000 | Take-profit | 0.79169 | 0.78980 | −23.87 bps−0.00188998 | $126.99 | 2026-08-21 15:01 |
| AVAX | Long | 7.057→7.058 | −1.84 bps−0.00130000 | Take-profit | 7.507 | 7.507 | −0.08 bps−0.00006159 | $128.79 | 2026-08-21 08:03 |
| ADA | Long | 0.19690→0.19690 | +0.00 bps+0.00000000 | Take-profit | 0.21094 | 0.21040 | −25.40 bps−0.00053570 | $124.04 | 2026-08-21 07:26 |
| LINK | Long | 10.549→10.551 | −1.90 bps−0.00200000 | Take-profit | 11.250 | 11.139 | −98.38 bps−0.11067 | $101.25 | 2026-08-21 07:17 |
| ETH | Long | 2,252.17→2,252.21 | −0.18 bps−0.04000 | Take-profit | 2,386.43 | 2,383.27 | −13.22 bps−3.155 | $117.61 | 2026-08-21 07:15 |
| BNB | Long | 646.23→646.52 | −4.47 bps−0.28867 | Take-profit | 666.13 | 666.25 | +1.73 bps+0.11551 | $123.97 | 2026-08-21 06:08 |
| SOL | Long | 85.370→85.140 | +26.94 bps+0.23000 | Take-profit | 89.456 | 89.350 | −11.85 bps−0.10597 | $116.80 | 2026-08-21 02:07 |
| BTC | Long | 71,896.20→71,871.80 | +3.39 bps+24.400 | Take-profit | 74,958.74 | 74,878.80 | −10.66 bps−79.936 | $121.07 | 2026-08-21 01:47 |
| LTC | Long | 46.770→46.770 | +0.00 bps+0.00000000 | Take-profit | 48.260 | 48.210 | −10.39 bps−0.05017 | $114.46 | 2026-08-20 16:46 |
| XRP | Long | 1.190→1.192 | −11.76 bps−0.00140000 | Take-profit | 1.259 | 1.255 | −27.70 bps−0.00348602 | $118.60 | 2026-08-20 15:14 |
| DOGE | Long | 0.07503→0.07508 | −6.66 bps−0.00005000 | Take-profit | 0.07813 | 0.07804 | −11.65 bps−0.00009099 | $115.90 | 2026-08-20 14:50 |
| XRP | Long | 1.105→1.105 | +0.90 bps+0.00010000 | Take-profit | 1.156 | 1.155 | −10.23 bps−0.00118258 | $116.96 | 2026-08-20 09:03 |
| BTC | Long | 68,523.70→68,879.28 | −51.89 bps−355.58 | Take-profit | 70,913.84 | 70,814.20 | −14.05 bps−99.638 | $113.40 | 2026-08-20 08:21 |
| BNB | Long | 627.96→628.09 | −2.02 bps−0.12702 | Take-profit | 643.85 | 641.20 | −41.17 bps−2.651 | $97.24 | 2026-08-20 08:17 |
| ADA | Short | 0.18170→0.18180 | +5.50 bps+0.00010000 | Stop-loss | 0.18883 | 0.18850 | +17.22 bps+0.00032517 | -$82.49 | 2026-08-19 21:10 |
| XRP | Long | 1.067→1.068 | −9.28 bps−0.00099000 | Take-profit | 1.105 | 1.099 | −49.47 bps−0.00546573 | $100.76 | 2026-08-19 21:10 |
| LINK | Long | 9.916→9.932 | −16.14 bps−0.01600 | Take-profit | 10.461 | 10.376 | −81.08 bps−0.08482 | $100.78 | 2026-08-19 20:50 |
| INJ | Short | 4.221→4.223 | +4.74 bps+0.00200000 | Stop-loss | 4.427 | 4.421 | +13.91 bps+0.00615963 | -$84.11 | 2026-08-19 19:09 |
| APT | Short | 0.51800→0.51780 | −3.86 bps−0.00020000 | Stop-loss | 0.53440 | 0.53440 | +0.04 bps+0.00000228 | -$87.07 | 2026-08-19 06:56 |
| SOL | Long | 75.580→75.640 | −7.91 bps−0.05979 | Stop-loss | 73.840 | 71.360 | −335.85 bps−2.480 | -$213.28 | 2026-08-18 10:40 |
| LTC | Short | 43.890→43.890 | +0.00 bps+0.00000000 | Stop-loss | 44.609 | 44.570 | +8.83 bps+0.03939 | -$85.46 | 2026-08-16 15:25 |
| ATOM | Long | 1.517→1.518 | −6.59 bps−0.00100000 | Stop-loss | 1.464 | 1.464 | −2.03 bps−0.00029753 | -$87.37 | 2026-08-15 13:03 |
| LINK | Long | 8.984→8.998 | −15.58 bps−0.01400 | Take-profit | 9.374 | 9.364 | −10.40 bps−0.00975162 | $121.10 | 2026-08-15 02:02 |
| APT | Short | 0.55930→0.55794 | −24.39 bps−0.00136400 | Take-profit | 0.53383 | 0.53320 | +11.84 bps+0.00063219 | $126.63 | 2026-08-14 15:04 |
| BNB | Long | 616.96→617.30 | −5.51 bps−0.34000 | Stop-loss | 606.54 | 606.53 | −0.23 bps−0.01417 | -$91.15 | 2026-08-13 16:42 |
| ATOM | Long | 1.409→1.408 | +7.10 bps+0.00100000 | Take-profit | 1.468 | 1.467 | −7.06 bps−0.00103692 | $122.73 | 2026-08-13 12:31 |
| LINK | Long | 8.875→8.874 | +1.13 bps+0.00100000 | Stop-loss | 8.623 | 8.622 | −0.69 bps−0.00059670 | -$87.28 | 2026-08-13 01:46 |
| NEAR | Short | 1.611→1.611 | +0.00 bps+0.00000000 | Stop-loss | 1.671 | 1.671 | −1.17 bps−0.00019501 | -$89.11 | 2026-08-12 05:29 |
| TRX | Long | 0.33638→0.33647 | −2.68 bps−0.00009000 | Stop-loss | 0.33346 | 0.33346 | +0.12 bps+0.00000407 | -$96.37 | 2026-08-12 03:14 |
| INJ | Short | 4.391→4.392 | +2.28 bps+0.00100000 | Stop-loss | 4.572 | 4.574 | −3.42 bps−0.00156352 | -$89.30 | 2026-08-11 20:22 |
| XRP | Short | 1.034→1.035 | +3.87 bps+0.00040000 | Take-profit | 0.99606 | 0.99790 | −18.44 bps−0.00183717 | $121.23 | 2026-08-11 14:57 |
| SUI | Long | 0.70050→0.70070 | −2.86 bps−0.00020000 | Stop-loss | 0.68160 | 0.68130 | −4.35 bps−0.00029663 | -$90.92 | 2026-08-11 14:32 |
| TRX | Long | 0.33146→0.33151 | −1.51 bps−0.00005000 | Take-profit | 0.33493 | 0.33485 | −2.50 bps−0.00008373 | $112.81 | 2026-08-11 10:01 |
| LTC | Long | 46.250→46.250 | +0.00 bps+0.00000000 | Stop-loss | 45.530 | 45.520 | −2.18 bps−0.00990952 | -$93.09 | 2026-08-09 23:29 |
| ADA | Long | 0.20880→0.20950 | −33.52 bps−0.00070000 | Stop-loss | 0.19713 | 0.19710 | −1.60 bps−0.00003158 | -$89.12 | 2026-08-07 14:41 |
| ADA | Long | 0.18880→0.18930 | −26.48 bps−0.00050000 | Take-profit | 0.20180 | 0.20190 | +5.00 bps+0.00010083 | $133.70 | 2026-08-06 14:44 |
| LTC | Short | 44.280→44.250 | −6.78 bps−0.03000 | Stop-loss | 45.448 | 45.440 | +1.81 bps+0.00821525 | -$95.54 | 2026-08-06 13:51 |
| DOT | Long | 0.85630→0.85920 | −33.87 bps−0.00290000 | Stop-loss | 0.82852 | 0.82850 | −0.28 bps−0.00002358 | -$91.60 | 2026-08-06 09:46 |
| APT | Short | 0.55970→0.55950 | −3.57 bps−0.00020000 | Stop-loss | 0.58388 | 0.58390 | −0.28 bps−0.00001629 | -$97.91 | 2026-08-05 10:08 |
| OP | Short | 0.08510→0.08560 | +58.75 bps+0.00050000 | Stop-loss | 0.08928 | 0.08930 | −2.49 bps−0.00002222 | -$95.09 | 2026-08-04 01:58 |
| LINK | Short | 8.107→8.087 | −24.67 bps−0.02000 | Stop-loss | 8.395 | 8.386 | +10.15 bps+0.00851722 | -$92.56 | 2026-08-02 05:00 |
| ARB | Short | 0.07703→0.07710 | +9.09 bps+0.00007000 | Stop-loss | 0.08020 | 0.08020 | +0.32 bps+0.00000259 | -$97.07 | 2026-08-02 02:18 |
| DOT | Short | 0.75840→0.75465 | −49.40 bps−0.00374670 | Stop-loss | 0.78679 | 0.78680 | −0.15 bps−0.00001157 | -$97.48 | 2026-08-02 01:01 |
| INJ | Short | 4.811→4.811 | +0.00 bps+0.00000000 | Stop-loss | 5.049 | 5.049 | +0.76 bps+0.00038284 | -$94.24 | 2026-07-31 00:23 |
| FIL | Short | 0.66540→0.66470 | −10.52 bps−0.00070000 | Stop-loss | 0.69505 | 0.69530 | −3.59 bps−0.00024930 | -$98.58 | 2026-07-30 11:11 |
| TRX | Short | 0.32469→0.32454 | −4.62 bps−0.00015000 | Stop-loss | 0.32774 | 0.32774 | −0.04 bps−0.00000146 | -$105.04 | 2026-07-30 07:35 |
| XRP | Short | 1.065→1.065 | +0.00 bps+0.00000000 | Stop-loss | 1.090 | 1.091 | −2.17 bps−0.00023656 | -$99.83 | 2026-07-29 08:00 |
| ADA | Short | 0.15780→0.15770 | −6.34 bps−0.00010000 | Stop-loss | 0.16325 | 0.16280 | +27.45 bps+0.00044807 | -$87.61 | 2026-07-29 00:09 |
| NEAR | Short | 1.742→1.741 | −5.74 bps−0.00100000 | Take-profit | 1.641 | 1.644 | −18.29 bps−0.00300209 | $132.85 | 2026-07-28 13:46 |
| ATOM | Short | 1.341→1.340 | −7.46 bps−0.00100000 | Take-profit | 1.287 | 1.289 | −19.12 bps−0.00246025 | $129.09 | 2026-07-28 01:07 |
| SUI | Short | 0.71760→0.71690 | −9.75 bps−0.00070000 | Take-profit | 0.68065 | 0.68000 | +9.55 bps+0.00065023 | $141.50 | 2026-07-27 22:51 |
| AVAX | Long | 6.710→6.713 | −4.47 bps−0.00300000 | Stop-loss | 6.481 | 6.504 | +35.29 bps+0.02287 | -$87.73 | 2026-07-27 22:50 |
| ARB | Short | 0.08376→0.08380 | +4.78 bps+0.00004000 | Take-profit | 0.07793 | 0.07780 | +16.38 bps+0.00012766 | $142.84 | 2026-07-27 22:40 |
| NEAR | Short | 1.858→1.852 | −32.29 bps−0.00600000 | Take-profit | 1.738 | 1.739 | −4.53 bps−0.00078783 | $141.35 | 2026-07-27 18:43 |
| TRX | Long | 0.33139→0.33157 | −5.43 bps−0.00018000 | Stop-loss | 0.32861 | 0.32860 | −0.38 bps−0.00001250 | -$104.79 | 2026-07-27 16:00 |
| LINK | Long | 8.823→8.831 | −9.07 bps−0.00800000 | Stop-loss | 8.603 | 8.603 | +0.42 bps+0.00036237 | -$97.00 | 2026-07-27 14:36 |
| DOT | Short | 0.79820→0.79490 | −41.34 bps−0.00330000 | Stop-loss | 0.82439 | 0.82460 | −2.49 bps−0.00020508 | -$98.15 | 2026-07-26 05:51 |
| ATOM | Short | 1.442→1.442 | +0.00 bps+0.00000000 | Take-profit | 1.385 | 1.390 | −39.23 bps−0.00543177 | $123.27 | 2026-07-24 13:05 |
| ADA | Long | 0.17790→0.17780 | +5.62 bps+0.00010000 | Stop-loss | 0.17041 | 0.17050 | +5.33 bps+0.00009083 | -$98.41 | 2026-07-23 14:54 |
| BTC | Long | 66,317.90→66,419.40 | −15.31 bps−101.50 | Stop-loss | 65,035.61 | 65,035.30 | −0.05 bps−0.31496 | -$103.42 | 2026-07-23 13:19 |
| XRP | Long | 1.154→1.155 | −5.20 bps−0.00060000 | Stop-loss | 1.127 | 1.127 | −2.20 bps−0.00024780 | -$103.30 | 2026-07-23 12:34 |
| INJ | Long | 5.408→5.420 | −22.19 bps−0.01200 | Stop-loss | 5.166 | 5.162 | −8.07 bps−0.00417145 | -$101.71 | 2026-07-22 19:51 |
| OP | Short | 0.09470→0.09460 | −10.56 bps−0.00010000 | Stop-loss | 0.09864 | 0.09860 | +4.48 bps+0.00004417 | -$99.21 | 2026-07-22 00:18 |
| FIL | Short | 0.72890→0.72880 | −1.37 bps−0.00010000 | Stop-loss | 0.75336 | 0.75270 | +8.75 bps+0.00065941 | -$98.22 | 2026-07-21 08:53 |
| LINK | Long | 8.296→8.330 | −40.98 bps−0.03400 | Take-profit | 8.726 | 8.716 | −11.87 bps−0.01036 | $143.39 | 2026-07-21 04:53 |
| BTC | Long | 64,727.40→64,762.64 | −5.44 bps−35.242 | Stop-loss | 63,295.54 | 63,291.20 | −0.69 bps−4.344 | -$104.47 | 2026-07-17 04:00 |
| ETH | Long | 1,930.97→1,917.44 | +70.07 bps+13.530 | Stop-loss | 1,868.68 | 1,867.65 | −5.52 bps−1.032 | -$103.01 | 2026-07-16 12:00 |
Backtest & equity curve
How the strategy would have performed on historical data — measured strictly on the out-of-sample window (the last 40 % of each coin's history, never used for optimization). This is the honest, tradeable result.
Net return
+113.1%
Profit factor
1.24
Max drawdown
-28.3%
Trades
631
Win rate
46.9%
Equity curve (starting capital $10,000)
Window: out-of-sample (walk-forward, letzte 40% je Coin)
Start: 2025-05-10 · $10,000End: 2026-07-13 · $21,309
Portfolio metrics
Risk and return measures, annualized (crypto trades 24/7 → 365 days).
Annualized return
+83.4%
Sharpe ratio
1.37
Sortino ratio
2.62
Volatility (annual.)
54.4%
Calmar ratio
2.95
Test period
429 days
Winning trades
296
Losing trades
335
Avg win
+$197.36
Avg loss
$-140.63
Expectancy / trade
+$17.92
Avg holding time
66h
Best trade
+$340.55
Worst trade
$-235.46
Max win streak
19
Max loss streak
16
Underwater chart (drawdown over time)
Distance from each equity high. Shows the depth and duration of losing phases.
All backtest trades
Every simulated trade in the out-of-sample window, newest first.
| Coin | Side | Price | Net P&L | Time |
|---|---|---|---|---|
| APT | Short | 0.66540→0.59600 | +$209.06 | 2026-07-13 |
| INJ | Long | 5.012→4.746 | $-210.87 | 2026-07-13 |
| ETH | Long | 1,741.66→1,837.17 | +$305.95 | 2026-07-13 |
| ARB | Long | 0.09001→0.09833 | +$307.11 | 2026-07-11 |
| TRX | Long | 0.33097→0.32735 | $-235.46 | 2026-07-08 |
| LINK | Long | 7.944→7.661 | $-216.80 | 2026-07-08 |
| NEAR | Long | 2.014→1.899 | $-211.41 | 2026-07-08 |
| FIL | Long | 0.79100→0.75372 | $-212.16 | 2026-07-08 |
| AVAX | Long | 6.897→6.644 | $-213.42 | 2026-07-07 |
| TRX | Long | 0.32552→0.33059 | +$300.37 | 2026-07-07 |
| DOGE | Long | 0.07854→0.07579 | $-223.31 | 2026-07-05 |
| ADA | Long | 0.18100→0.19549 | +$312.37 | 2026-07-04 |
| XRP | Long | 1.120→1.175 | +$309.88 | 2026-07-04 |
| SOL | Long | 77.400→83.029 | +$312.37 | 2026-07-03 |
| ADA | Long | 0.15950→0.17107 | +$309.14 | 2026-07-03 |
| ATOM | Short | 1.539→1.601 | $-216.84 | 2026-07-03 |
| ARB | Short | 0.07539→0.07959 | $-214.31 | 2026-07-03 |
| BTC | Short | 60,254.90→62,070.78 | $-217.51 | 2026-07-02 |
| TRX | Short | 0.31482→0.31867 | $-229.91 | 2026-07-01 |
| BNB | Short | 561.50→538.21 | +$308.18 | 2026-07-01 |
| ADA | Short | 0.14380→0.15134 | $-214.54 | 2026-07-01 |
| SOL | Long | 75.960→71.983 | $-215.61 | 2026-06-30 |
| DOGE | Short | 0.07473→0.07020 | +$310.58 | 2026-06-30 |
| INJ | Short | 4.332→4.625 | $-207.62 | 2026-06-26 |
| DOT | Short | 0.87100→0.80891 | +$311.36 | 2026-06-26 |
Backtest on historical data. Past performance is no guarantee of future results. No real capital deployed.