NVIDIA CP · 🇺🇸 United States
214.10
-3.15 (-1.45%)
At close: Oct 16, 2026
Description
Donchian Channel — by Richard Donchian, the "father of trend following." Simply plots the highest high and lowest low over N periods. Breakouts above the upper channel or below the lower signal potential new trends.
This strategy would have returned -11.1% annually with a max drawdown of 485.4% over 1,504 trading days (2 signal cycles).
Performance Ratios
Profit Factor0.91 ★★★★★
Max Drawdown-485.36% ★★★★★
P/L USD-$123.43 ★★★★★
Day profit-$0.08 ★★★★★
Avg Cycle P/L-$61.72 ★★★★★
CAGR-11.06% ★★★★★
Sharpe Ratio0.02 ★★★★★
Sortino Ratio0.02 ★★★★★
Calmar Ratio0.00 ★★★★★
Volatility50.23% ★★★★★
VaR 95-5.20% ★★★★★
VaR 99-7.36% ★★★★★
Win to Loss Ratio50.13% ★★★★★
Profit to Loss Ratio0.91 ★★★★★
Signal Cycles2 ★★★★★
Trading days1,504 ★★★★★
Days Long808 ★★★★★
Days Short697 ★★★★★
Equity Curve
| Date | Upper | Middle | Lower | Buy/Sell | P/L |
|---|---|---|---|---|---|
| Oct 16, 2026 | 243.34 | 228.08 | 212.83 | ▼ | |
| Oct 15, 2026 | 243.34 | 228.08 | 212.83 | ▼ | $3.15 |
| Oct 14, 2026 | 243.34 | 230.23 | 217.12 | ▼ | $4.07 |
| Oct 13, 2026 | 243.34 | 227.93 | 212.52 | ▼ | $7.23 |
| Oct 12, 2026 | 243.34 | 227.23 | 211.13 | ▼ | -$2.21 |
| Oct 9, 2026 | 243.34 | 226.12 | 208.90 | ▼ | $2.96 |
| Oct 8, 2026 | 243.34 | 226.12 | 208.90 | ▼ | $1.19 |
| Oct 7, 2026 | 243.34 | 226.12 | 208.90 | ▼ | $7.00 |
| Oct 6, 2026 | 243.34 | 226.12 | 208.90 | ▼ | $1.72 |
| Oct 5, 2026 | 240.13 | 224.52 | 208.90 | ▼ | -$0.35 |
| Oct 2, 2026 | 237.85 | 223.38 | 208.90 | ▼ | -$4.88 |
| Oct 1, 2026 | 234.52 | 221.71 | 208.90 | ▼ | -$3.10 |
| Sep 30, 2026 | 234.52 | 221.71 | 208.90 | ▼ | -$2.53 |
| Sep 29, 2026 | 234.52 | 221.71 | 208.90 | ▼ | -$1.17 |
| Sep 28, 2026 | 234.52 | 221.71 | 208.90 | ▼ | $1.69 |
| Sep 25, 2026 | 234.52 | 221.71 | 208.90 | ▼ | -$3.84 |
| Sep 24, 2026 | 234.52 | 221.71 | 208.90 | ▼ | -$0.48 |
| Sep 23, 2026 | 234.52 | 221.71 | 208.90 | ▼ | $0.98 |
| Sep 22, 2026 | 234.52 | 221.71 | 208.90 | ▼ | $3.36 |
| Sep 21, 2026 | 234.52 | 220.76 | 207.00 | ▼ | -$1.50 |
| Sep 18, 2026 | 234.52 | 220.76 | 207.00 | ▼ | -$5.16 |
| Sep 17, 2026 | 234.52 | 220.76 | 207.00 | ▼ | -$2.92 |
| Sep 16, 2026 | 234.52 | 220.76 | 207.00 | ▼ | -$5.45 |
| Sep 15, 2026 | 234.52 | 220.76 | 207.00 | ▼ | -$1.73 |
| Sep 14, 2026 | 234.52 | 220.76 | 207.00 | ▼ | -$1.16 |
| Sep 11, 2026 | 234.52 | 220.76 | 207.00 | ▼ | $7.34 |
| Sep 10, 2026 | 234.52 | 220.76 | 207.00 | ▼ | $0.07 |
| Sep 9, 2026 | 234.52 | 220.76 | 207.00 | ▼ | $5.05 |
| Sep 8, 2026 | 234.52 | 220.76 | 207.00 | ▼ | $2.06 |
| Sep 4, 2026 | 234.52 | 220.76 | 207.00 | ▼ | $4.58 |
| Sep 3, 2026 | 230.19 | 218.59 | 207.00 | ▼ | -$1.90 |
| Sep 2, 2026 | 230.19 | 218.59 | 207.00 | ▼ | -$4.04 |
| Sep 1, 2026 | 230.19 | 218.59 | 207.00 | ▼ | -$6.97 |
| Aug 31, 2026 | 230.19 | 218.59 | 207.00 | ▼ | $3.33 |
| Aug 28, 2026 | 230.19 | 213.40 | 196.61 | ▼ | -$3.17 |
| Aug 27, 2026 | 230.19 | 212.45 | 194.70 | ▼ | $10.37 |
| Aug 26, 2026 | 227.70 | 209.51 | 191.33 | ▼ | -$18.26 |
| Aug 25, 2026 | 227.70 | 208.73 | 189.77 | ▼ | $3.34 |
| Aug 24, 2026 | 227.70 | 208.73 | 189.77 | ▼ | -$4.55 |
| Aug 21, 2026 | 227.70 | 208.73 | 189.77 | ▼ | $6.28 |
| Aug 20, 2026 | 227.70 | 208.73 | 189.77 | ▼ | $2.09 |
| Aug 19, 2026 | 227.70 | 208.73 | 189.77 | ▼ | $0.71 |
| Aug 18, 2026 | 227.70 | 208.73 | 189.77 | ▼ | $2.22 |
| Aug 17, 2026 | 227.70 | 208.73 | 189.77 | ▼ | $5.27 |
| Aug 14, 2026 | 227.21 | 208.49 | 189.77 | ▼ | $0.15 |
| Aug 13, 2026 | 227.01 | 208.39 | 189.77 | ▼ | $0.14 |
| Aug 12, 2026 | 224.82 | 207.30 | 189.77 | ▼ | -$1.21 |
| Aug 11, 2026 | 224.53 | 207.15 | 189.77 | ▼ | -$6.64 |
| Aug 10, 2026 | 224.53 | 207.15 | 189.77 | ▼ | $0.05 |
| Aug 7, 2026 | 224.53 | 207.15 | 189.77 | ▼ | $6.45 |
| Aug 6, 2026 | 223.41 | 206.59 | 189.77 | ▼ | -$5.03 |
| Aug 5, 2026 | 221.94 | 205.86 | 189.77 | ▼ | $0.29 |
| Aug 4, 2026 | 214.12 | 201.95 | 189.77 | ▼ | -$7.33 |
| Aug 3, 2026 | 214.12 | 201.95 | 189.77 | ▼ | -$5.24 |
| Jul 31, 2026 | 214.12 | 201.95 | 189.77 | ▼ | -$5.88 |
| Jul 30, 2026 | 214.12 | 201.95 | 189.77 | ▼ | -$5.75 |
| Jul 29, 2026 | 214.12 | 201.95 | 189.77 | ▼ | -$5.03 |
| Jul 28, 2026 | 214.12 | 202.51 | 190.90 | ▼ | $7.03 |
| Jul 27, 2026 | 214.12 | 201.87 | 189.61 | ▼ | -$0.54 |
| Jul 24, 2026 | 214.12 | 201.87 | 189.61 | ▼ | $10.37 |
| Jul 23, 2026 | 214.12 | 201.87 | 189.61 | ▼ | $1.92 |
| Jul 22, 2026 | 214.12 | 201.87 | 189.61 | ▼ | $3.25 |
| Jul 21, 2026 | 213.59 | 201.60 | 189.61 | ▼ | -$4.76 |
| Jul 20, 2026 | 213.77 | 201.69 | 189.61 | ▼ | -$3.96 |
| Jul 17, 2026 | 213.77 | 201.69 | 189.61 | ▼ | -$0.51 |
| Jul 16, 2026 | 213.77 | 201.69 | 189.61 | ▼ | $4.62 |
| Jul 15, 2026 | 213.77 | 201.69 | 189.61 | ▼ | $5.11 |
| Jul 14, 2026 | 213.77 | 201.69 | 189.61 | ▼ | -$0.71 |
| Jul 13, 2026 | 213.77 | 201.69 | 189.61 | ▼ | -$8.31 |
| Jul 10, 2026 | 213.77 | 201.69 | 189.61 | ▼ | $7.43 |
| Jul 9, 2026 | 213.77 | 201.69 | 189.61 | ▼ | -$8.12 |
| Jul 8, 2026 | 213.77 | 201.69 | 189.61 | ▼ | $1.34 |
| Jul 7, 2026 | 213.77 | 201.69 | 189.61 | ▼ | -$7.23 |
| Jul 6, 2026 | 214.60 | 202.10 | 189.61 | ▼ | -$1.39 |
| Jul 2, 2026 | 221.32 | 205.46 | 189.61 | ▼ | -$0.68 |
| Jul 1, 2026 | 222.28 | 205.94 | 189.61 | ▼ | $2.75 |
| Jun 30, 2026 | 231.72 | 210.66 | 189.61 | ▼ | $2.51 |
| Jun 29, 2026 | 231.72 | 210.66 | 189.61 | ▼ | -$5.15 |
| Jun 26, 2026 | 231.72 | 211.35 | 190.98 | ▼ | -$2.45 |
| Jun 25, 2026 | 231.72 | 211.83 | 191.94 | ▼ | $3.26 |
| Jun 24, 2026 | 231.72 | 214.03 | 196.34 | ▼ | $3.25 |
| Jun 23, 2026 | 231.72 | 215.43 | 199.14 | ▼ | $1.00 |
| Jun 22, 2026 | 231.72 | 215.43 | 199.14 | ▼ | $8.65 |
| Jun 18, 2026 | 231.72 | 215.43 | 199.14 | ▼ | $1.98 |
| Jun 17, 2026 | 231.72 | 215.43 | 199.14 | ▼ | -$6.03 |
| Jun 16, 2026 | 231.72 | 215.43 | 199.14 | ▼ | $2.80 |
| Jun 15, 2026 | 231.72 | 215.43 | 199.14 | ▼ | $4.98 |
| Jun 12, 2026 | 231.72 | 215.43 | 199.14 | ▼ | -$7.25 |
| Jun 11, 2026 | 236.03 | 217.58 | 199.14 | ▼ | -$0.27 |
| Jun 10, 2026 | 236.03 | 217.58 | 199.14 | ▼ | -$4.44 |
| Jun 9, 2026 | 236.03 | 217.58 | 199.14 | ▼ | $7.77 |
| Jun 8, 2026 | 236.03 | 220.08 | 204.13 | ▼ | $0.39 |
| Jun 5, 2026 | 236.03 | 220.08 | 204.13 | ▼ | -$3.49 |
| Jun 4, 2026 | 236.03 | 221.01 | 206.00 | ▼ | $13.50 |
| Jun 3, 2026 | 236.03 | 217.11 | 198.18 | ▼ | -$4.15 |
| Jun 2, 2026 | 236.03 | 215.80 | 195.57 | ▼ | $8.05 |
| Jun 1, 2026 | 236.03 | 215.17 | 194.32 | ▼ | $1.53 |
| May 29, 2026 | 236.03 | 215.17 | 194.32 | ▼ | -$13.18 |
| May 28, 2026 | 236.03 | 215.17 | 194.32 | ▼ | $3.10 |
| May 27, 2026 | 236.03 | 215.17 | 194.32 | ▼ | -$1.60 |
| May 26, 2026 | 236.03 | 215.17 | 194.32 | ▼ | $2.22 |
| May 22, 2026 | 236.03 | 215.17 | 194.32 | ▼ | $0.52 |
| May 21, 2026 | 236.03 | 215.17 | 194.32 | ▼ | $4.11 |
| May 20, 2026 | 236.03 | 215.17 | 194.32 | ▼ | $3.94 |
| May 19, 2026 | 236.03 | 215.17 | 194.32 | ▼ | -$2.79 |
| May 18, 2026 | 236.03 | 215.17 | 194.32 | ▼ | $1.65 |
| May 15, 2026 | 236.03 | 215.17 | 194.32 | ▼ | $3.04 |
| May 14, 2026 | 236.03 | 215.17 | 194.32 | ▼ | $10.33 |
| May 13, 2026 | 227.30 | 210.81 | 194.32 | ▼ | -$9.84 |
| May 12, 2026 | 223.22 | 208.77 | 194.32 | ▼ | -$5.08 |
| May 11, 2026 | 221.82 | 206.07 | 190.32 | ▼ | -$1.30 |
| May 8, 2026 | 217.33 | 201.31 | 185.29 | ▼ | -$4.28 |
| May 7, 2026 | 216.30 | 200.10 | 183.90 | ▼ | -$3.69 |
| May 6, 2026 | 216.30 | 198.27 | 180.23 | ▼ | -$3.61 |
| May 5, 2026 | 216.30 | 198.11 | 179.91 | ▼ | -$11.34 |
| May 4, 2026 | 216.30 | 194.79 | 173.28 | ▼ | $1.97 |
| May 1, 2026 | 216.30 | 194.79 | 173.28 | ▼ | -$0.03 |
| Apr 30, 2026 | 216.30 | 193.65 | 171.00 | ▼ | $1.16 |
| Apr 29, 2026 | 216.30 | 193.65 | 171.00 | ▼ | $9.65 |
| Apr 28, 2026 | 216.30 | 191.43 | 166.56 | ▼ | $3.86 |
| Apr 27, 2026 | 216.30 | 190.11 | 163.91 | ▼ | $3.48 |
| Apr 24, 2026 | 210.44 | 187.18 | 163.91 | ▼ | -$8.36 |
| Apr 23, 2026 | 203.38 | 183.64 | 163.91 | ▼ | -$8.57 |
| Apr 22, 2026 | 202.27 | 183.09 | 163.91 | ▼ | $2.81 |
| Apr 21, 2026 | 202.27 | 183.09 | 163.91 | ▼ | -$2.60 |
| Apr 20, 2026 | 201.73 | 182.82 | 163.91 | ▼ | $2.17 |
| Apr 17, 2026 | 201.26 | 182.59 | 163.91 | ▼ | -$0.33 |
| Apr 16, 2026 | 199.97 | 181.94 | 163.91 | ▼ | -$3.32 |
| Apr 15, 2026 | 199.97 | 181.94 | 163.91 | ▼ | $0.47 |
| Apr 14, 2026 | 196.09 | 180.00 | 163.91 | ▼ | -$2.31 |
| Apr 13, 2026 | 189.54 | 176.72 | 163.91 | ▼ | -$7.24 |
| Apr 10, 2026 | 189.54 | 176.72 | 163.91 | ▼ | -$0.63 |
| Apr 9, 2026 | 188.43 | 176.17 | 163.91 | ▼ | -$4.70 |
| Apr 8, 2026 | 188.43 | 176.17 | 163.91 | ▼ | -$1.83 |
| Apr 7, 2026 | 188.43 | 176.17 | 163.91 | ▼ | -$4.01 |
| Apr 6, 2026 | 188.43 | 176.17 | 163.91 | ▼ | -$0.42 |
| Apr 2, 2026 | 188.43 | 176.17 | 163.91 | ▼ | -$0.25 |
| Apr 1, 2026 | 188.43 | 176.17 | 163.91 | ▼ | -$1.67 |
| Mar 31, 2026 | 188.43 | 176.17 | 163.91 | ▼ | -$1.35 |
| Mar 30, 2026 | 188.43 | 176.17 | 163.91 | ▼ | -$9.22 |
| Mar 27, 2026 | 188.43 | 177.54 | 166.64 | ▼ | $2.35 |
| Mar 26, 2026 | 188.43 | 179.60 | 170.77 | ▼ | $3.72 |
| Mar 25, 2026 | 193.83 | 182.57 | 171.31 | ▼ | $7.46 |
| Mar 24, 2026 | 197.19 | 184.25 | 171.31 | ▼ | -$3.51 |
| Mar 23, 2026 | 197.19 | 184.25 | 171.31 | ▼ | $0.44 |
| Mar 20, 2026 | 197.19 | 184.25 | 171.31 | ▼ | -$2.90 |
| Mar 19, 2026 | 197.19 | 185.72 | 174.25 | ▼ | $5.85 |
| Mar 18, 2026 | 197.19 | 185.72 | 174.25 | ▼ | $1.83 |
| Mar 17, 2026 | 197.19 | 185.72 | 174.25 | ▼ | $1.50 |
| Mar 16, 2026 | 197.19 | 185.72 | 174.25 | ▼ | $1.32 |
| Mar 13, 2026 | 197.19 | 185.72 | 174.25 | ▼ | -$3.01 |
| Mar 12, 2026 | 197.19 | 185.72 | 174.25 | ▼ | $2.89 |
| Mar 11, 2026 | 197.19 | 185.72 | 174.25 | ▼ | $2.88 |
| Mar 10, 2026 | 197.19 | 185.72 | 174.25 | ▼ | -$1.27 |
| Mar 9, 2026 | 197.19 | 185.72 | 174.25 | ▼ | -$2.12 |
| Mar 6, 2026 | 197.19 | 185.68 | 174.18 | ▼ | -$4.78 |
| Mar 5, 2026 | 197.19 | 183.90 | 170.61 | ▼ | $5.51 |
| Mar 4, 2026 | 197.19 | 183.90 | 170.61 | ▼ | -$0.30 |
| Mar 3, 2026 | 197.19 | 183.90 | 170.61 | ▼ | -$3.03 |
| Mar 2, 2026 | 197.19 | 183.90 | 170.61 | ▼ | $2.46 |
| Feb 27, 2026 | 197.19 | 183.90 | 170.61 | ▼ | -$5.28 |
| Feb 26, 2026 | 197.19 | 183.90 | 170.61 | ▼ | $7.65 |
| Feb 25, 2026 | 197.19 | 183.90 | 170.61 | ▼ | $10.64 |
| Feb 24, 2026 | 194.01 | 182.31 | 170.61 | ▼ | -$2.66 |
| Feb 23, 2026 | 194.01 | 182.31 | 170.61 | ▼ | -$1.30 |
| Feb 20, 2026 | 194.01 | 182.31 | 170.61 | ▼ | -$1.77 |
| Feb 19, 2026 | 194.01 | 182.31 | 170.61 | ▼ | -$1.91 |
| Feb 18, 2026 | 194.01 | 182.31 | 170.61 | ▼ | $0.08 |
| Feb 17, 2026 | 194.01 | 182.31 | 170.61 | ▼ | -$3.00 |
| Feb 13, 2026 | 194.01 | 182.31 | 170.61 | ▼ | -$2.13 |
| Feb 12, 2026 | 194.01 | 182.31 | 170.61 | ▼ | $4.12 |
| Feb 11, 2026 | 194.01 | 182.31 | 170.61 | ▼ | $3.07 |
| Feb 10, 2026 | 194.01 | 182.31 | 170.61 | ▼ | -$1.51 |
| Feb 9, 2026 | 194.01 | 182.31 | 170.61 | ▼ | $1.54 |
| Feb 6, 2026 | 194.01 | 182.31 | 170.61 | ▼ | -$4.66 |
| Feb 5, 2026 | 194.01 | 182.31 | 170.61 | ▼ | -$13.46 |
| Feb 4, 2026 | 194.01 | 182.75 | 171.49 | ▼ | $2.26 |
| Feb 3, 2026 | 194.01 | 184.93 | 175.84 | ▼ | $6.18 |
| Feb 2, 2026 | 194.01 | 185.61 | 177.22 | ▼ | $5.26 |
| Jan 30, 2026 | 194.01 | 185.61 | 177.22 | ▼ | $5.47 |
| Jan 29, 2026 | 193.16 | 185.19 | 177.22 | ▼ | $1.37 |
| Jan 28, 2026 | 193.16 | 185.19 | 177.22 | ▼ | -$0.98 |
| Jan 27, 2026 | 193.16 | 185.19 | 177.22 | ▼ | -$2.96 |
| Jan 26, 2026 | 193.16 | 185.19 | 177.22 | ▼ | -$2.04 |
| Jan 23, 2026 | 193.16 | 185.19 | 177.22 | ▼ | $1.16 |
| Jan 22, 2026 | 193.16 | 185.19 | 177.22 | ▼ | -$2.82 |
| Jan 21, 2026 | 193.16 | 185.19 | 177.22 | ▼ | -$1.47 |
| Jan 20, 2026 | 193.16 | 184.55 | 175.95 | ▼ | -$5.28 |
| Jan 16, 2026 | 193.16 | 182.28 | 171.40 | ▼ | $8.14 |
| Jan 15, 2026 | 193.16 | 181.54 | 169.93 | ▼ | $0.86 |
| Jan 14, 2026 | 193.16 | 181.54 | 169.93 | ▼ | -$3.94 |
| Jan 13, 2026 | 193.16 | 181.54 | 169.93 | ▼ | $2.70 |
| Jan 12, 2026 | 193.16 | 181.54 | 169.93 | ▼ | -$0.91 |
| Jan 9, 2026 | 193.16 | 181.54 | 169.93 | ▼ | -$0.03 |
| Jan 8, 2026 | 193.16 | 181.54 | 169.93 | ▼ | $0.13 |
| Jan 7, 2026 | 193.16 | 181.54 | 169.93 | ▼ | $4.07 |
| Jan 6, 2026 | 193.16 | 181.54 | 169.93 | ▼ | -$1.82 |
| Jan 5, 2026 | 193.16 | 181.54 | 169.93 | ▼ | $0.87 |
| Jan 2, 2026 | 192.50 | 181.22 | 169.93 | ▼ | $0.69 |
| Dec 31, 2025 | 192.26 | 181.10 | 169.93 | ▼ | -$2.29 |