Part 2: the test
Channel breakout: 88% of versions made money on crypto perpetuals. Too good to be true?
Posted 2026-11-01
Channel breakout (Donchian / turtle): 2037 versions tested on 30 crypto perpetual futures, 2 stock indices and 3 commodities over 2.7 years, fees included. Versions that made money: 88% on crypto perpetual futures, 33% on stock indices, 2% on commodities.
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Full method, every setting and every trade →
The other part: Channel breakout: the Turtle traders' rule (part 1)
What the video says
Channel breakout: on crypto perpetuals, 88% made money. Too good? The best one hides a trap.
2037 versions tested on crypto, stock indices and commodities, fees included.
The rule: buy the first close above the highest high of the last N days; sell below the lowest low.
The best of all 2037: 71 trades, 38% winners.
Counted in R, what you risk per trade: plus 1.53 in the first half, plus 2.20 in the second.
Typical version: crypto perpetuals plus 0.10 R, stock indices minus 0.02, commodities minus 0.08.
Then older crypto data it never saw, 2020 to 2022: minus 0.35 R per trade against the market.
That's overfitting: try enough settings, and one looks great by luck.
Too weak to trade.
Test the best settings on data they never saw. Which strategy next? Tell us in the comments.
Every number is on backtestd dot com.
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Backtest results, not financial advice.