Research Trend-Breakout 1.9x — Strategy by rkim03368
By rkim03368
Performance Metrics
- Author: rkim03368
- Symbol: CRYPTO:BTCUSD
- Timeframe: 3 hours
- Win Rate: 35.8%
- Profit Factor: 1.646
Description
This strategy is a long-term trend-following breakout system developed for the **BTCUSD 3-hour chart**.It enters a long position when price breaks above the highest high of the previous 120 bars, remains above the 300 EMA, and satisfies a minimum ATR-based volatility condition. The position is closed when price falls below the lowest low of the previous 50 bars or closes below the 300 EMA.### Strategy Logic* Entry on a 120-bar breakout* 300 EMA long-term trend filter* ATR-based volatility filter* Exit on a 50-bar breakdown or EMA loss* No pyramiding* Long-only strategy* Up to 1.9x equity exposure* 0.1% trading commission included### Backtest ResultsThe strategy was tested on the CRYPTO:BTCUSD 3-hour dataset from 2019 through July 2026.* Net return: approximately 6,305%* Maximum drawdown: approximately 37.6%* Profit Factor: approximately 1.65* Total closed trades: 67* Win rate: approximately 35.8%This strategy is not designed to achieve a high win rate. Its objective is to capture a small number of large market trends. As a result, consecutive losses and significant equity fluctuations should be expected.### Development and ValidationThis strategy was designed using ideas from trend-following and time-series momentum research. Multiple parameter combinations were tested on historical market data before the final configuration was selected.**Powered by PineScriptAPI**pinescriptapi.com/This strategy was developed and validated using the powerful backtesting and strategy analysis capabilities of PineScriptAPI.