1 day · base costs
0.000%2026-09-08–2026-09-09
- Gross return
- 0.000%
- Funding
- 0.000%
- Trading costs
- 0.000%
- Turnover
- 0.000
- Net return
- 0.000%
Public repository
- Pinned source
- Pinned commit source
- Commit
942d9cd326ea7a5ec9a033ef7bf6e615faafa4c7- Source path
clawquant/strategies_builtin/breakout.py- Source SHA-256
1c2042cafb2a9f91ea41c643b90745fe6821eea44690349fafd68c35a305880b- License
- MIT · License file
How it works
Buy when close exceeds the prior 20-bar highest high; liquidate when close falls below the prior 20-bar lowest low.
- Rule settings
- Fixed to the tested strategy
- Decision interval
- 1h
- Markets
- BTC, ETH, SOL
Recent simulated results
7 days · base costs
+0.246%2026-09-02–2026-09-09
- Gross return
- +1.195%
- Funding
- -0.095%
- Trading costs
- -0.854%
- Turnover
- 5.716
- Net return
- +0.246%
1 day · stress costs
0.000%2026-09-08–2026-09-09
- Gross return
- 0.000%
- Funding
- 0.000%
- Trading costs
- 0.000%
- Turnover
- 0.000
- Net return
- 0.000%
7 days · stress costs
-0.611%2026-09-02–2026-09-09
- Gross return
- +1.186%
- Funding
- -0.095%
- Trading costs
- -1.703%
- Turnover
- 5.720
- Net return
- -0.611%
Simulated results do not predict future results.