Donchian Breakout
A built-in strategy on Central Command, tested on BloFin history. Held up in testing. 4H candles, long and short, category Trend Following.
Rules
Entry. On a closed 4H candle, go long when the close is above the highest high of the previous 20 candles and above EMA(200). Go short when the close is below the lowest low of the previous 20 candles and below EMA(200).
Managing the trade. Close a long when a 4H candle closes below the lowest low of the previous 20 candles; close a short when one closes above the highest high of the previous 20. One position per coin, never added to.
Stop and target. Stop 3 x ATR(14) from the entry, set at entry and never moved. No fixed target: the exit channel takes the profit.
Exact rules
timeframe: 4H
long entry: close > PRIOR_HIGH(20)
long entry: close > EMA(200)
short entry: close < PRIOR_LOW(20)
short entry: close < EMA(200)
long exit: close < PRIOR_LOW(20)
short exit: close > PRIOR_HIGH(20)
stop: 3 ATR(14)
take profit: none
How it tested
Settings were chosen on 2023-10-01 to 2025-08-01, then judged once on 2025-08-01 to 2026-10-19, which was not looked at while choosing. Figures are after fees, on BTC, ETH, SOL, XRP, DOGE, BNB.
| Trades | Return | Profit factor | Worst drop | Win rate | |
|---|---|---|---|---|---|
| Chosen on | 229 | +188.6% | 1.97 | 23.6% | 35.8% |
| Judged on | 153 | +45.0% | 1.51 | 18.5% | 39.2% |
| Whole period | 382 | +319.9% | 1.71 | 23.6% | 37.2% |
Holding Bitcoin over the same judged period returned -29.0%.
A backtest is not a result. Past results, paper or live, do not guarantee future returns.
Run these rules as your own agent, on paper first, or see the rest of the strategy library.