Breakout Strategy on AAPL
2016-08-20 to 2026-08-20 · Initial Capital: $10,000 · Shared 2026-08-20
This Breakout Strategy was backtested on AAPL from 2016-08-20 to 2026-08-20 with an initial capital of $10,000. It achieved a 12.2% compound annual growth rate (CAGR) with a Sharpe ratio of 7.08 and a maximum drawdown of 15.8%. The strategy executed 27 trades with a 63.0% win rate.
Performance Metrics
Strategy Parameters
| confirmation_candles | 1 |
| lookback_period | 20 |
| use_volume_filter | False |
| volume_factor | 1.5 |
| atr_multiplier | 1 |
| atr_period | 14 |
| use_atr_filter | False |
Test This Strategy Yourself
Pre-loaded with these exact parameters. Modify the dates, capital, or ticker to compare your own results.
Backtest Breakout Strategy on AAPLRelated
Configuration
| Strategy | Breakout Strategy |
| Ticker | AAPL |
| Period | 2016-08-20 to 2026-08-20 |
| Capital | $10,000 |
| Interval | 1d |