High-Return BTC Keltner Channel Breakdown (Short) (4h)
Published July 4, 2026
Keltner Channel Breakdown (Short) strategy on BTC. +30.93% return over the test period with 43.8% win rate and 1.54 profit factor. Sharpe ratio: 1.14. Max drawdown: 14.9%. Best performance in distribute regime.
Performance Metrics
Out-of-Sample Validation
Tested on unseen data to verify the strategy is not curve-fitted. Low degradation confirms robustness.
With Leverage (Futures) — Projection
Same entries and exits as the spot backtest, with PnL multiplied by leverage. Losses are amplified exactly as much as gains — compare the drawdown, not just the return.
2× leverage
Projection from spot trades — excludes funding fees and assumes the stop-loss fills at its level. The stop sits well inside the liquidation distance at these levels, but leveraged futures can lose your full margin. Not financial advice.
Equity Curve
Strategy Rules
CFO Regime Breakdown
| Regime | Return | Trades | Win Rate |
|---|---|---|---|
| Wait | 5.87% | 19 | 36.8% |
| Accumulate | 6.17% | 1 | 100% |
| Distribute | 18.36% | 12 | 50% |
| _best_combo | 30.4% | 32 | 43.8% |
Trade History (32 trades)
| Entry | Exit | Return | Regime |
|---|---|---|---|
| 7/25/2025 | 7/27/2025 | -3.11% | Wait |
| 7/31/2025 | 8/10/2025 | -3.11% | Wait |
| 8/14/2025 | 8/24/2025 | +6.17% | Wait |
| 8/24/2025 | 9/12/2025 | -3.11% | Wait |
| 9/22/2025 | 10/1/2025 | -3.11% | Wait |
| 10/10/2025 | 10/10/2025 | +6.17% | Wait |
| 10/14/2025 | 10/17/2025 | +6.17% | Distribute |
| 10/29/2025 | 11/4/2025 | +6.17% | Wait |
| 11/6/2025 | 11/9/2025 | -3.11% | Distribute |
| 11/12/2025 | 11/14/2025 | +6.17% | Wait |
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Deploy with AnnyPast performance does not guarantee future results. All strategies involve risk of loss.
