Keltner Channel 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 crosses above the upper Keltner band (EMA(20) + 2.5 x ATR); go short when it crosses below the lower band.
Managing the trade. Close a long when a 4H candle closes below the middle line (EMA 20); close a short when one closes above it.
Stop and target. Stop 2.5 x ATR(14) from the entry, never moved. No fixed target.
Exact rules
timeframe: 4H
long entry: CROSS_UP(close, KC_UPPER(20, 2.5))
short entry: CROSS_DOWN(close, KC_LOWER(20, 2.5))
long exit: close < KC_MID(20)
short exit: close > KC_MID(20)
stop: 2.5 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 | 244 | +100.1% | 1.65 | 18.7% | 38.1% |
| Judged on | 156 | +16.9% | 1.22 | 25.0% | 33.3% |
| Whole period | 400 | +133.9% | 1.44 | 25.0% | 36.3% |
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.