Multi-Coin Scanner
Runs one strategy across many coins with a walk-forward split: the in-sample segment is where an edge would have been discovered, the out-of-sample segment is scored blind. Results are ranked by OOS Sharpe and summarized by how many coins stay profitable — a formula that only works on one cherry-picked chart is noise. Note the coin list itself is today's survivors, so historical results carry survivorship bias.
Signals are computed once per coin over the full window and sliced at the split date; the OOS simulation starts flat with full warmup history, exactly like an account funded on that day.
Scan the Donchian 20/10 strategy across every coin
Breakout systems are only as good as the trend regime behind them, so this scan runs the Donchian 20/10 rule — long on a close above the prior 20-bar high, out below the prior 10-bar low — across the entire coin universe with each coin split walk-forward.
The out-of-sample ranking reveals how the Turtle logic behaved after the in-sample cut, coin by coin, and the summary counts how many remained profitable. Because the rule has essentially no parameters to tune, a broad OOS result here is strong evidence the trend regime itself — not curve-fitting — did the work.
How it works
- Pick an interval, the coin universe (majors or all) and the walk-forward split.
- The strategy formula loads into the editor, fully editable.
- Set fees and slippage, then scan — every coin is backtested with the same rules.
- Rank by out-of-sample Sharpe, return, drawdown or win rate.
Frequently asked questions
What makes the Donchian scan different from the other strategy scans?
Donchian channels are parameter-free range extremes, so there is almost nothing to overfit: the scan measures whether crypto's trend behavior itself paid. Crosses and band breakouts, by contrast, embed smoothing choices that can silently fit the in-sample data.
How do I interpret the position column in the scan results?
It shows the position implied by the latest closed bar — "long" if the coin is currently above its 10-bar exit low after a 20-bar-high breakout, "flat" otherwise. It is a snapshot of where each coin stands in the strategy's cycle, not a trading signal.
More multi-coin scanner pages
MA Cross 5/20 · MACD Cross · RSI 30/70 · Bollinger Breakout · KDJ Cross
Related tools
Bollinger Breakout in the Strategy Backtester · Bollinger Bands in the Indicator Lab