Breakout With Funding Below Normal, Long Only
A built-in strategy on Central Command, tested on BloFin history. Held up on its coins, not on others. 4H candles, long only, category Funding and Flow.
Rules
Entry. On a closed 4H candle, go long when the close is above the highest high of the previous 40 candles and above EMA(200), and the average funding of the last 3 days (18 candles) is below its average over 42 candles. Long only.
Managing the trade. Close when a 4H candle closes below the lowest low of the previous 20 candles.
Stop and target. Stop 3 x ATR(14) from the entry. No fixed target.
Exact rules
Funding is BloFin's last settled rate, in percent per 8 hours; averages are taken over the candles. A live agent reads the last 14 days of funding, so the longer average stays under that.
[EXACT RULES]
timeframe: 4H
direction: long only
long entry: close > PRIOR_HIGH(40)
long entry: close > EMA(200)
long entry: AVG(FUNDING_PCT, 18) < AVG(FUNDING_PCT, 42)
long exit: close < PRIOR_LOW(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 | 82 | +214.6% | 3.56 | 21.3% | 39.0% |
| Judged on | 53 | +7.4% | 1.25 | 21.6% | 28.3% |
| Whole period | 135 | +238.2% | 2.32 | 21.6% | 34.8% |
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.