Nvidia Donchian Channel Breakout
BreakoutBreaks out of a 40-bar Donchian channel and trails a 1.5x ATR stop behind it.
Evidence
Full backtest
NVDA
0.010% fee
0.020% slippage
Total Return (2y 11mo)
+85.63%
Sharpe Ratio
1.68
Max Drawdown
9.46%
Win Rate
47.2%
Profit Factor
1.93
Market replay
Price, trades & P&L
Entries and exits stay aligned with the equity curve for the full run.
Condition Status
Entry0/1 met
cross above donchian upper199.89 vs 203.45
Past performance does not guarantee future results. Hypothetical.