Nvidia Donchian Channel Breakout
BreakoutBreaks out of a 40-bar Donchian channel and trails a 1.5x ATR stop behind it.
Strategy
Backtest
NVDA
Execution costs: 0.010% fee · 0.020% slippage
Total Return(2y 11mo)
+85.63%
Realized +85.63% / Unrealized 0.00%
Sharpe Ratio
1.68
Max Drawdown
9.46%
Win Rate
47.17%
Profit Factor
1.93
Condition Status
Entry0/1 met
cross above donchian upper199.89 vs 203.45
Recent Trades
| DIRECTION | ENTRY | EXIT | QTY | PNL | PNL % | FEES | ORDER | EXIT REASON | DURATION | BARS HELD | MAE % | MFE % | ENTRY REASON | OVERLAY |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
buy | $43.753 | $47.275 | 2172.0243 | +$7629.90 | +8.03% | $19.77 | Market | standing_trailing_sl | 2d | 14 | 1.24% | 9.91% | Signal | 100% |
buy | $47.332 | $46.515 | 2160.8776 | $-1786.40 | -1.75% | $20.28 | Market | standing_trailing_sl | 1h | 1 | 1.85% | 0.13% | Signal | 100% |
buy | $45.646 | $46.109 | 2203.3818 | +$1000.27 | +0.99% | $20.22 | Market | standing_trailing_sl | 21h | 4 | 0.40% | 5.57% | Signal | 100% |
buy | $43.417 | $43.411 | 2338.8000 | $-33.35 | -0.03% | $20.31 | Market | standing_trailing_sl | 1d | 7 | 1.45% | 1.68% | Signal | 100% |
buy | $44.668 | $44.398 | 2272.2058 | $-633.30 | -0.62% | $20.24 | Market | standing_trailing_sl | 3h | 3 | 0.64% | 1.14% | Signal | 100% |
buy | $45.504 | $44.842 | 2217.3722 | $-1488.15 | -1.47% | $20.03 | Market | standing_trailing_sl | 2d 21h | 4 | 2.39% | 0.63% | Signal | 100% |
buy | $46.088 | $46.087 | 2158.4182 | $-22.39 | -0.02% | $19.90 | Market | standing_trailing_sl | 1d 2h | 9 | 0.73% | 1.37% | Signal | 100% |
buy | $46.786 | $46.967 | 2124.2334 | +$364.40 | +0.37% | $19.92 | Market | standing_trailing_sl | 3h | 3 | 0.27% | 1.76% | Signal | 100% |
buy | $43.437 | $45.236 | 2297.7944 | +$4114.64 | +4.12% | $20.38 | Market | standing_trailing_sl | 4d 3h | 16 | 0.87% | 5.75% | Signal | 100% |
buy | $46.088 | $47.521 | 2250.4739 | +$3203.13 | +3.09% | $21.07 | Market | standing_trailing_sl | 2d 1h | 15 | 0.66% | 4.65% | Signal | 100% |
Showing 1–10 of 106 trades
Past performance does not guarantee future results. Hypothetical.