📊 BTCUSDT December 2025 — Pine Script Range Breakout

Pine Script indicator runs inside the strategy via @backtest-kit/pinets, computing Bollinger Bands, a range detector, and a volume-spike signal. Trades trigger on breakout from range, confirmed by volume.

Each signal opens a $100 bracket position (±2% TP/SL) via Position.bracket. The Pine Script indicator (btc_dec2025_range.pine) runs on 1h candles with RSI length 14, cached per hour via Cache.fn. A signal fires only when price has not yet crossed the close price at signal time, and the market is not in a ranging regime (isRanging === 0).

Strategy: dec_2025_strategy | Exchange: ccxt-exchange | Frame: dec_2025_frame

🚀 Quick Start

Link to the source code

npm start -- --backtest --symbol BTCUSDT ./content/dec_2025.strategy/dec_2025.strategy.ts
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📉 Price Context (December 2025)

Metric	Value
Frame open	~$87,080 (Dec 1)
Frame close	~$88,167 (Dec 15)
Period high	~$94,171
Period low	~$85,338
Net move	+1.3%

December 2025 (first half) was a choppy, high-volatility period for BTC. Price oscillated between ~$85k and ~$94k with sharp intra-day reversals. The strategy only ran through December 15 (9 trades total), capturing both trend and counter-trend moves within the range.

✨ Performance Summary

Metric	Value
Total trades	9
Longs / Shorts	6 / 3
Total deployed capital	$900
Net PNL ($)	+$2.40
Net PNL (%)	+0.27% avg per trade
Win rate	66.7% (6 / 9)
Avg PNL per trade	+$0.27
Best trade	+$1.61 (Dec 1, SHORT, +1.61%)
Worst trade	−$2.41 (Dec 5, SHORT, −2.41%)
Worst drawdown (%)	−2.35%
Worst drawdown ($)	−$2.35
Sharpe ratio	0.06
Avg hold time	~1,189 min (~20h)
Max hold time	3,210 min (~53h)

📋 Trade Log

#	Dir	Open date	Close date	Hold	Open price	Close price	PNL%	PNL$	Max DD%	Max DD$	VolSpike
1	SHORT	Dec 1	Dec 1	708 min	$87,080	$85,338	+1.61%	+$1.61	−1.02%	−$1.02	✓
2	LONG	Dec 2	Dec 2	52 min	$89,117	$90,899	+1.59%	+$1.59	0.00%	$0.00	✓
3	LONG	Dec 2	Dec 3	598 min	$90,849	$92,666	+1.59%	+$1.59	−0.97%	−$0.97	✓
4	SHORT	Dec 5	Dec 7	2,908 min	$88,818	$90,595	−2.41%	−$2.41	−2.35%	−$2.35	✓
5	LONG	Dec 9	Dec 10	451 min	$94,171	$92,288	−2.39%	−$2.39	−2.31%	−$2.31	✓
6	LONG	Dec 10	Dec 10	1,166 min	$92,247	$94,091	+1.59%	+$1.59	−0.99%	−$0.99	—
7	LONG	Dec 11	Dec 12	1,033 min	$92,850	$90,993	−2.39%	−$2.39	−2.34%	−$2.34	✓
8	SHORT	Dec 12	Dec 14	3,210 min	$90,051	$88,250	+1.61%	+$1.61	−1.03%	−$1.03	✓
9	LONG	Dec 15	Dec 15	578 min	$88,167	$89,930	+1.59%	+$1.59	−0.42%	−$0.42	✓
Σ								+$2.40	−2.35%	−$11.43

🔍 Signal Logic

The Pine Script indicator exports the following plots:

Plot	Role
bbUpper / bbLower / bbBasis	Bollinger Bands (basis = signal line)
rangeHigh / rangeLow	Detected horizontal range boundaries
signalLine	Mid-channel reference
signal	+1 = bullish breakout, −1 = bearish breakout
isRanging	1 = price still inside range → skip signal
volSpike	1 = volume confirmation

Entry rules in getSignal:

• LONG (signal === 1): skip if currentPrice > plot.close (already run up) or isRanging
• SHORT (signal === -1): skip if currentPrice < plot.close (already run down) or isRanging
• Both directions: fixed ±2% TP/SL bracket, no DCA, minuteEstimatedTime: Infinity

The only trade without volume confirmation (trade #6) still hit TP — but the filter exists to avoid low-conviction breakouts.

⚠️ Risk Analysis

Risk metric	Value
Max drawdown per position (%)	−2.41%
Max drawdown per position ($)	−$2.41
Total drawdown across all positions ($)	−$11.43
Capital at risk per trade	$100
Hard stop per trade	2%
Max theoretical loss (single trade)	−$2.00

The three losing trades (#4, #5, #7) all hit the hard 2% stop-loss. Trades #4 and #7 were false breakouts — price briefly broke direction then reversed. Trade #5 was a long entry near the period high ($94,171) that immediately reversed into a full stop.

🚀 How to Run

npm start -- --backtest --symbol BTCUSDT \
  --strategy dec_2025_strategy \
  --exchange ccxt-exchange \
  --frame dec_2025_frame \
  ./content/dec_2025.strategy/dec_2025.strategy.ts
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Add --ui to open the web dashboard at http://localhost:60050:

npm start -- --backtest --symbol BTCUSDT --ui \
  ./content/dec_2025.strategy/dec_2025.strategy.ts
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🌍 Environment Variables

Create a .env file in the project root (copy from .env.example):

# Telegram notifications (optional)
CC_TELEGRAM_TOKEN=your_bot_token_here
CC_TELEGRAM_CHANNEL=-100123456789

# Web UI server (optional, defaults shown)
CC_WWWROOT_HOST=0.0.0.0
CC_WWWROOT_PORT=60050
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