Breakout While Shorts Pay, Long Only
A built-in strategy on Central Command, tested on BloFin history. Held up in testing. 4H candles, long only, category Funding and Flow.
Rules
Entry. On a closed 4H candle, go long when the average funding rate of the last 3 days (18 candles) is below 0% and the close is above the highest high of the previous 20 candles. Long only.
Managing the trade. Close on a 4H close below the lowest low of the previous 10 candles.
Stop and target. Stop 2.5 x ATR(14) from the entry. No fixed target.
Exact rules
Funding is BloFin's settled rate, in percent per 8 hours, averaged over the candles.
A long-only sibling of Breakout Against a Paying Crowd (squeeze-breakout-funding), 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, Breakout Against a Paying Crowd's longs made +66.5% and its shorts -7.7% (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: AVG(FUNDING_PCT, 18) < 0
long entry: close > PRIOR_HIGH(20)
long exit: close < PRIOR_LOW(10)
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 | 37 | +70.2% | 5.42 | 9.4% | 51.4% |
| Judged on | 41 | +12.2% | 1.58 | 13.2% | 31.7% |
| Whole period | 78 | +90.9% | 2.76 | 14.5% | 41.0% |
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.