Keltner Channel Breakout, Long Only
A built-in strategy on Central Command, tested on BloFin history. Held up in testing. 4H candles, long only, 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). Long only.
Managing the trade. Close when a 4H candle closes below the middle line (EMA 20).
Stop and target. Stop 2.5 x ATR(14) from the entry, never moved. No fixed target.
Exact rules
A long-only sibling of Keltner Channel Breakout (keltner-trend), from the v3 rule in scripts/library-research/catalog-extra/v3-siblings.ts: in-sample (1 Oct 2023 to 31 Jul 2025), at its chosen setting, Keltner Channel Breakout's longs made +100.6% and its shorts -6.5% (summed trade results as a share of the $10,000 start). The rules are the parent's with the short side removed; its own setting was chosen in-sample like every other.
[EXACT RULES]
timeframe: 4H
direction: long only
long entry: CROSS_UP(close, KC_UPPER(20, 2.5))
long 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 | 150 | +104.2% | 2.06 | 13.2% | 40.7% |
| Judged on | 84 | +10.6% | 1.26 | 23.7% | 33.3% |
| Whole period | 234 | +125.8% | 1.70 | 23.7% | 38.0% |
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.