ETH: 20-Day Breakout Backtest — +101.0% vs +0.7% Buy-and-Hold
Real backtest of the 20-Day Breakout strategy on ETH-USD over 5 years: +101.0% return vs +0.7% buy-and-hold, 28 trades, 39% win rate, 33.2% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +101.0% (beat buy-and-hold at +0.7%)
- Win rate: 39% over 28 trades
- Max drawdown: 33.2%
- Sharpe ratio: 0.34
- Period: 5 years of real historical price data
What the numbers say
On ETH, the 20-Day Breakout beat buy-and-hold over the five years through Nov 2026: +101.0% against +0.7% for simply holding — a gap of 100.3 percentage points. The strategy took 28 completed trades (11 profitable, 17 not), a 39% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 33.2% versus 67.6% for buy-and-hold. Dollar-cost averaging into ETH over the same window returned -5.4%. Best single trade: +30.9% (2023-10-23 to 2024-01-22); worst: -5.0% (2022-09-09 to 2022-09-13).
Computed by StratIQ's backtest engine on real daily prices through Nov 2026 (generated 2026-11-12). Fills are assumed at the close with a 5% stop-loss; slippage and commissions are not modeled. This is a historical study of a rule — not a pick, not a recommendation, and not financial advice.
A trend-following breakout setup: buy Ethereum when price closes above its highest level of the last 20 days, sell when it closes below its lowest level of the last 10 days.
Run this exact rule on your own ticker — Test-My-Rule, free · StratIQ Premium: daily picks with exact levels