Donchian Sampled Report

Donchian channel breakout, previous-window close breakout entries at next open, opposite-channel exits at next open, intrabar 1.0% stop-loss.

Entry Window

20

Exit Window

10

Stop Loss Pct

0.01

History Limit

5000

Segment Count

8

Window Size

300

Average Return Across Segments

-0.008216

Median Return Across Segments

-0.004991

Best Segment Return

0.011098

Worst Segment Return

-0.037339

Aggregate Trade Count

67

Sampled Range Start Time2026-04-18 19:03

Sampled Range End Time2026-04-19 10:00

Trade Count9

Total Return-0.02456

Win Rate0.111111

Max Drawdown0.028741

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Long	2026-04-18 20:45	2026-04-18 21:15	75743.9	75677.5	-17.5328	-0.1753
Short	2026-04-18 21:21	2026-04-18 21:48	75552.1	75715.8	-43.2584	-0.4333
Long	2026-04-18 22:51	2026-04-18 23:33	75798.7	75733.3	-17.1513	-0.1726
Short	2026-04-18 23:36	2026-04-19 00:09	75691.7	75772.1	-21.0785	-0.2124
Short	2026-04-19 00:24	2026-04-19 01:03	75527.2	75736.6	-54.9011	-0.5545
Short	2026-04-19 01:30	2026-04-19 01:57	75495.0	75587.1	-24.0234	-0.244
Long	2026-04-19 02:21	2026-04-19 02:27	75635.7	75463.9	-44.6199	-0.4543
Long	2026-04-19 04:12	2026-04-19 04:42	75658.2	75465.5	-49.8059	-0.5094
Short	2026-04-19 06:06	2026-04-19 07:57	75441.0	75259.0	46.9354	0.4825

Sampled Range Start Time2026-04-19 11:03

Sampled Range End Time2026-04-20 02:00

Trade Count8

Total Return0.001186

Win Rate0.5

Max Drawdown0.024059

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Long	2026-04-19 11:09	2026-04-19 12:39	75259.8	75448.2	50.0666	0.5007
Long	2026-04-19 13:09	2026-04-19 14:03	75692.2	75803.3	29.5027	0.2936
Long	2026-04-19 14:48	2026-04-19 15:36	76108.7	75475.3	-167.7705	-1.6645
Short	2026-04-19 16:54	2026-04-19 19:03	75446.8	74871.1	151.2648	1.5261
Long	2026-04-19 19:06	2026-04-19 20:03	74918.6	74737.1	-48.7581	-0.4845
Short	2026-04-19 20:06	2026-04-19 20:36	74681.3	74832.8	-40.6304	-0.4057
Short	2026-04-19 20:45	2026-04-19 21:39	74511.7	74767.4	-68.4528	-0.6863
Short	2026-04-19 21:54	2026-04-20 00:51	74479.7	74281.3	52.7713	0.5328

Sampled Range Start Time2026-04-21 11:03

Sampled Range End Time2026-04-22 02:00

Trade Count10

Total Return-0.037339

Win Rate0.2

Max Drawdown0.065234

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Short	2026-04-21 12:15	2026-04-21 14:18	76213.4	76141.9	18.7631	0.1876
Long	2026-04-21 14:39	2026-04-21 14:57	76302.6	75895.9	-106.8019	-1.066
Short	2026-04-21 15:00	2026-04-21 16:00	75631.3	75795.6	-43.0651	-0.4345
Long	2026-04-21 16:36	2026-04-21 17:00	76101.6	75746.0	-92.2288	-0.9345
Short	2026-04-21 17:06	2026-04-21 17:42	75623.1	75735.7	-29.1142	-0.2978
Short	2026-04-21 18:54	2026-04-21 19:03	75275.8	75680.0	-104.6807	-1.0739
Long	2026-04-21 19:06	2026-04-21 19:36	75715.9	75447.3	-68.4156	-0.7095
Short	2026-04-21 19:39	2026-04-21 20:12	75172.1	75479.3	-78.2544	-0.8173
Short	2026-04-21 21:45	2026-04-21 22:54	75414.9	75510.0	-23.9499	-0.2522
Long	2026-04-21 22:57	2026-04-22 01:21	75568.0	76183.7	154.3528	1.6295

Sampled Range Start Time2026-04-22 19:03

Sampled Range End Time2026-04-23 10:00

Trade Count8

Total Return0.011098

Win Rate0.625

Max Drawdown0.022679

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Short	2026-04-22 20:18	2026-04-22 21:12	78691.0	78559.9	33.3202	0.3332
Long	2026-04-22 21:33	2026-04-22 22:21	78610.3	78545.9	-16.4392	-0.1638
Short	2026-04-22 22:27	2026-04-23 00:03	78525.7	78309.9	55.0557	0.5496
Short	2026-04-23 00:12	2026-04-23 00:30	78012.2	78415.5	-104.1379	-1.0339
Short	2026-04-23 01:24	2026-04-23 04:00	78051.3	77704.2	88.6551	0.8894
Long	2026-04-23 05:03	2026-04-23 05:27	77941.4	77853.5	-22.6827	-0.2256
Long	2026-04-23 05:51	2026-04-23 07:39	77980.0	78052.3	18.6058	0.1854
Short	2026-04-23 07:54	2026-04-23 09:42	77949.0	77721.8	58.5999	0.5829

Sampled Range Start Time2026-04-24 03:03

Sampled Range End Time2026-04-24 18:00

Trade Count9

Total Return-0.010639

Win Rate0.222222

Max Drawdown0.021286

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Short	2026-04-24 03:18	2026-04-24 04:21	78011.8	77743.6	68.7588	0.6876
Long	2026-04-24 05:51	2026-04-24 06:33	77811.0	77748.1	-16.2785	-0.1617
Short	2026-04-24 07:18	2026-04-24 08:18	77700.2	77808.1	-27.9192	-0.2777
Long	2026-04-24 08:21	2026-04-24 09:03	77900.1	77662.3	-61.2025	-0.6105
Short	2026-04-24 09:09	2026-04-24 10:24	77405.8	77566.8	-41.4465	-0.416
Long	2026-04-24 10:27	2026-04-24 12:51	77652.9	78071.4	106.9457	1.0779
Short	2026-04-24 12:54	2026-04-24 13:03	78003.2	78307.7	-78.299	-0.7807
Short	2026-04-24 13:57	2026-04-24 15:45	77930.0	77946.3	-4.1626	-0.0418
Short	2026-04-24 16:42	2026-04-24 17:57	77550.0	77755.8	-52.7909	-0.5308

Sampled Range Start Time2026-04-24 19:03

Sampled Range End Time2026-04-25 10:00

Trade Count9

Total Return-0.012235

Win Rate0.222222

Max Drawdown0.014771

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Short	2026-04-24 20:27	2026-04-24 20:57	77436.0	77675.3	-61.8059	-0.6181
Short	2026-04-24 22:00	2026-04-24 23:30	77500.1	77363.7	34.9824	0.352
Long	2026-04-25 00:03	2026-04-25 00:18	77425.8	77350.0	-19.5275	-0.1958
Short	2026-04-25 00:27	2026-04-25 00:57	77295.1	77394.4	-25.5746	-0.2569
Long	2026-04-25 01:15	2026-04-25 02:06	77462.2	77469.0	1.7431	0.0176
Long	2026-04-25 03:48	2026-04-25 04:36	77660.2	77579.4	-20.6626	-0.2081
Short	2026-04-25 05:03	2026-04-25 05:42	77500.0	77520.2	-5.1655	-0.0521
Long	2026-04-25 06:54	2026-04-25 07:03	77538.3	77420.6	-30.0677	-0.3036
Long	2026-04-25 08:33	2026-04-25 09:30	77596.7	77542.8	-13.7172	-0.1389

Sampled Range Start Time2026-04-25 11:03

Sampled Range End Time2026-04-26 02:00

Trade Count7

Total Return0.006109

Win Rate0.428571

Max Drawdown0.006217

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Short	2026-04-25 11:21	2026-04-25 13:12	77675.1	77564.4	28.5033	0.285
Long	2026-04-25 13:45	2026-04-25 14:57	77635.3	77612.2	-5.9679	-0.0595
Short	2026-04-25 15:48	2026-04-25 18:33	77581.3	77321.3	67.1775	0.6703
Short	2026-04-25 19:30	2026-04-25 20:00	77216.4	77292.0	-19.757	-0.1958
Long	2026-04-25 20:21	2026-04-25 21:36	77350.7	77425.1	19.3716	0.1924
Long	2026-04-25 22:06	2026-04-26 00:06	77522.3	77502.7	-5.1018	-0.0506
Short	2026-04-26 00:18	2026-04-26 00:54	77475.9	77543.2	-17.5195	-0.1737

Sampled Range Start Time2026-04-26 03:03

Sampled Range End Time2026-04-26 18:00

Trade Count7

Total Return0.000657

Win Rate0.285714

Max Drawdown0.015776

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Short	2026-04-26 03:30	2026-04-26 04:09	77395.5	77405.9	-2.6875	-0.0269
Long	2026-04-26 04:42	2026-04-26 06:21	77480.0	77926.8	115.302	1.1533
Long	2026-04-26 07:54	2026-04-26 09:03	78022.3	77959.8	-16.2015	-0.1602
Short	2026-04-26 09:09	2026-04-26 10:09	77930.0	77996.1	-17.1275	-0.1696
Long	2026-04-26 11:27	2026-04-26 12:09	78110.2	78010.1	-25.8337	-0.2563
Short	2026-04-26 12:12	2026-04-26 13:36	77980.4	77903.0	19.9573	0.1985
Long	2026-04-26 14:21	2026-04-26 16:45	78088.8	77960.0	-33.2302	-0.3299