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[Famous-PA] Darvas box breakout

publicmade in Claude Code
@djgambhir

ETHUSDT · Binance USD-M perpetual · 4h · 2022-01-01 → 2026-09-01 · 10,225 bars in 10.1ms

Net P&L
+21.61%
$2,160.92
Max drawdown
-13.43%
Max run-up
+31.64%
Trades
128
28.1% won (36 of 128)
Profit factor
1.27

The rules

The rules

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ETHUSDT with every trade

ETHUSDT with every trade

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2022-01-01drawdown · worst -13.43%2026-09-01

Month by month

21 of 57 months up · best +9.8% Feb 2024 · worst −4.4% Dec 2025 · 5 losing months in a row at worst

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
2022−1.1%+2.8%+4.0%−0.7%−1.7%−1.6%+7.1%−0.7%−2.8%+0.4%−0.4%−1.5%+3.4%
2023+5.8%−2.0%−1.9%−0.4%−1.1%+1.0%−0.3%−0.9%−0.8%+1.7%+1.9%+0.2%+2.9%
2024−1.2%+9.8%−1.6%−1.9%+1.9%−1.4%−0.6%−0.6%+0.6%−0.7%+7.9%−3.9%+7.6%
2025−0.8%−3.2%−3.5%−1.1%+4.9%+0.5%+8.0%+3.6%+0.9%+1.1%−0.0%−4.4%+5.4%
2026−0.0%−0.7%+1.1%−2.0%−2.6%−0.9%−0.6%+6.8%0.0%···+0.7%

Training · validation · out-of-sample

Training · validation · out-of-sample

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Risk-adjusted

Sharpe
0.52
Sortino
0.76
Calmar
0.32
Return ÷ max drawdown
1.61
CAGR
+4.28%
Exposure
29.2%
Per-trade detail

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Time under water

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Costs and mechanics

Fees paid
−$356.28
Funding
−$415.22
Liquidations
0
Warmup bars(loaded before the start date)
23
Benchmark(buy and hold)
-33.60%

Monte Carlo

Monte Carlo

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All 128 trades

All 128 trades

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How this was run

Orders fill at the next candle’s open, never at the close that produced the signal. When one candle’s range covered both the stop and the target, the stop was taken, because the data cannot say which came first. Fees, slippage and funding are all charged.

Warmup history was loaded from before 2022-01-01 so the requested window is fully tradable.

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