NVIDIA CP · 🇺🇸 United States
219.72
-5.26 (-2.34%)
At close: Aug 18, 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 -51.5% annually with a max drawdown of 9,493.5% over 1,503 trading days (2 signal cycles).
Performance Ratios
Profit Factor0.85 ★★★★★
Max Drawdown-9,493.48% ★★★★★
P/L USD-$206.15 ★★★★★
Day profit-$0.14 ★★★★★
Avg Cycle P/L-$103.08 ★★★★★
CAGR-51.46% ★★★★★
Sharpe Ratio-1.18 ★★★★★
Sortino Ratio-1.54 ★★★★★
Calmar Ratio-0.01 ★★★★★
Volatility50.42% ★★★★★
VaR 95-5.46% ★★★★★
VaR 99-7.62% ★★★★★
Win to Loss Ratio46.37% ★★★★★
Profit to Loss Ratio0.98 ★★★★★
Signal Cycles2 ★★★★★
Trading days1,503 ★★★★★
Days Long5 ★★★★★
Days Short1,499 ★★★★★
Equity Curve
| Date | Upper | Middle | Lower | Buy/Sell | P/L |
|---|---|---|---|---|---|
| Aug 18, 2026 | 227.89 | 208.94 | 189.98 | ▼ | |
| Aug 17, 2026 | 227.89 | 208.94 | 189.98 | ▼ | $5.26 |
| Aug 14, 2026 | 227.47 | 208.73 | 189.98 | ▼ | $0.21 |
| Aug 13, 2026 | 227.25 | 208.62 | 189.98 | ▼ | $0.08 |
| Aug 12, 2026 | 225.12 | 207.55 | 189.98 | ▼ | -$1.16 |
| Aug 11, 2026 | 224.73 | 207.36 | 189.98 | ▼ | -$6.58 |
| Aug 10, 2026 | 224.73 | 207.36 | 189.98 | ▼ | -$0.01 |
| Aug 7, 2026 | 224.73 | 207.36 | 189.98 | ▼ | $6.42 |
| Aug 6, 2026 | 223.61 | 206.80 | 189.98 | ▼ | -$4.97 |
| Aug 5, 2026 | 222.24 | 206.11 | 189.98 | ▼ | $0.28 |
| Aug 4, 2026 | 214.37 | 202.18 | 189.98 | ▼ | -$7.32 |
| Aug 3, 2026 | 214.37 | 202.18 | 189.98 | ▼ | -$5.26 |
| Jul 31, 2026 | 214.37 | 202.18 | 189.98 | ▼ | -$5.89 |
| Jul 30, 2026 | 214.37 | 202.18 | 189.98 | ▼ | -$5.75 |
| Jul 29, 2026 | 214.37 | 202.18 | 189.98 | ▼ | -$5.02 |
| Jul 28, 2026 | 214.37 | 202.77 | 191.17 | ▼ | $7.04 |
| Jul 27, 2026 | 214.37 | 202.07 | 189.78 | ▼ | -$0.53 |
| Jul 24, 2026 | 214.37 | 202.07 | 189.78 | ▼ | $10.37 |
| Jul 23, 2026 | 214.37 | 202.07 | 189.78 | ▼ | $1.92 |
| Jul 22, 2026 | 214.37 | 202.07 | 189.78 | ▼ | $3.30 |
| Jul 21, 2026 | 213.78 | 201.78 | 189.78 | ▼ | -$4.77 |
| Jul 20, 2026 | 214.02 | 201.90 | 189.78 | ▼ | -$4.01 |
| Jul 17, 2026 | 214.02 | 201.90 | 189.78 | ▼ | -$0.52 |
| Jul 16, 2026 | 214.02 | 201.90 | 189.78 | ▼ | $4.59 |
| Jul 15, 2026 | 214.02 | 201.90 | 189.78 | ▼ | $5.15 |
| Jul 14, 2026 | 214.02 | 201.90 | 189.78 | ▼ | -$0.71 |
| Jul 13, 2026 | 214.02 | 201.90 | 189.78 | ▼ | -$8.27 |
| Jul 10, 2026 | 214.02 | 201.90 | 189.78 | ▼ | $7.38 |
| Jul 9, 2026 | 214.02 | 201.90 | 189.78 | ▼ | -$8.17 |
| Jul 8, 2026 | 214.02 | 201.90 | 189.78 | ▼ | $1.38 |
| Jul 7, 2026 | 214.02 | 201.90 | 189.78 | ▼ | -$7.19 |
| Jul 6, 2026 | 214.84 | 202.31 | 189.78 | ▼ | -$1.37 |
| Jul 2, 2026 | 221.63 | 205.71 | 189.78 | ▼ | -$0.73 |
| Jul 1, 2026 | 222.58 | 206.18 | 189.78 | ▼ | $2.75 |
| Jun 30, 2026 | 231.98 | 210.88 | 189.78 | ▼ | $2.52 |
| Jun 29, 2026 | 231.98 | 210.88 | 189.78 | ▼ | -$5.17 |
| Jun 26, 2026 | 231.98 | 211.59 | 191.19 | ▼ | -$2.43 |
| Jun 25, 2026 | 231.98 | 212.07 | 192.15 | ▼ | $3.21 |
| Jun 24, 2026 | 231.98 | 214.27 | 196.56 | ▼ | $3.30 |
| Jun 23, 2026 | 231.98 | 215.67 | 199.36 | ▼ | $1.04 |
| Jun 22, 2026 | 231.98 | 215.67 | 199.36 | ▼ | $8.56 |
| Jun 18, 2026 | 231.98 | 215.67 | 199.36 | ▼ | $2.04 |
| Jun 17, 2026 | 231.98 | 215.67 | 199.36 | ▼ | -$6.03 |
| Jun 16, 2026 | 231.98 | 215.67 | 199.36 | ▼ | $2.80 |
| Jun 15, 2026 | 231.98 | 215.67 | 199.36 | ▼ | $4.99 |
| Jun 12, 2026 | 231.98 | 215.67 | 199.36 | ▼ | -$7.27 |
| Jun 11, 2026 | 236.25 | 217.80 | 199.36 | ▼ | -$0.32 |
| Jun 10, 2026 | 236.25 | 217.80 | 199.36 | ▼ | -$4.41 |
| Jun 9, 2026 | 236.25 | 217.80 | 199.36 | ▼ | $7.72 |
| Jun 8, 2026 | 236.25 | 220.28 | 204.31 | ▼ | $0.50 |
| Jun 5, 2026 | 236.25 | 220.28 | 204.31 | ▼ | -$3.53 |
| Jun 4, 2026 | 236.25 | 221.27 | 206.29 | ▼ | $13.55 |
| Jun 3, 2026 | 236.25 | 217.32 | 198.40 | ▼ | -$4.16 |
| Jun 2, 2026 | 236.25 | 216.01 | 195.78 | ▼ | $8.07 |
| Jun 1, 2026 | 236.25 | 215.37 | 194.49 | ▼ | $1.54 |
| May 29, 2026 | 236.25 | 215.37 | 194.49 | ▼ | -$13.22 |
| May 28, 2026 | 236.25 | 215.37 | 194.49 | ▼ | $3.06 |
| May 27, 2026 | 236.25 | 215.37 | 194.49 | ▼ | -$1.59 |
| May 26, 2026 | 236.25 | 215.37 | 194.49 | ▼ | $2.25 |
| May 22, 2026 | 236.25 | 215.37 | 194.49 | ▼ | $0.47 |
| May 21, 2026 | 236.25 | 215.37 | 194.49 | ▼ | $4.18 |
| May 20, 2026 | 236.25 | 215.37 | 194.49 | ▼ | $3.96 |
| May 19, 2026 | 236.25 | 215.37 | 194.49 | ▼ | -$2.92 |
| May 18, 2026 | 236.25 | 215.37 | 194.49 | ▼ | $1.76 |
| May 15, 2026 | 236.25 | 215.37 | 194.49 | ▼ | $2.94 |
| May 14, 2026 | 236.25 | 215.37 | 194.49 | ▼ | $10.41 |
| May 13, 2026 | 227.59 | 211.04 | 194.49 | ▼ | -$9.85 |
| May 12, 2026 | 223.52 | 209.00 | 194.49 | ▼ | -$5.04 |
| May 11, 2026 | 222.01 | 206.29 | 190.57 | ▼ | -$1.39 |
| May 8, 2026 | 217.58 | 201.56 | 185.55 | ▼ | -$4.24 |
| May 7, 2026 | 216.60 | 200.33 | 184.07 | ▼ | -$3.63 |
| May 6, 2026 | 216.60 | 198.51 | 180.43 | ▼ | -$3.72 |
| May 5, 2026 | 216.60 | 198.33 | 180.07 | ▼ | -$11.32 |
| May 4, 2026 | 216.60 | 195.02 | 173.44 | ▼ | $2.03 |
| May 1, 2026 | 216.60 | 195.02 | 173.44 | ▼ | -$0.03 |
| Apr 30, 2026 | 216.60 | 193.89 | 171.18 | ▼ | $1.07 |
| Apr 29, 2026 | 216.60 | 193.89 | 171.18 | ▼ | $9.67 |
| Apr 28, 2026 | 216.60 | 191.67 | 166.74 | ▼ | $3.96 |
| Apr 27, 2026 | 216.60 | 190.35 | 164.10 | ▼ | $3.44 |
| Apr 24, 2026 | 210.68 | 187.39 | 164.10 | ▼ | -$8.39 |
| Apr 23, 2026 | 203.61 | 183.85 | 164.10 | ▼ | -$8.57 |
| Apr 22, 2026 | 202.53 | 183.31 | 164.10 | ▼ | $2.86 |
| Apr 21, 2026 | 202.53 | 183.31 | 164.10 | ▼ | -$2.67 |
| Apr 20, 2026 | 201.96 | 183.03 | 164.10 | ▼ | $2.23 |
| Apr 17, 2026 | 201.45 | 182.77 | 164.10 | ▼ | -$0.42 |
| Apr 16, 2026 | 200.14 | 182.12 | 164.10 | ▼ | -$3.29 |
| Apr 15, 2026 | 200.14 | 182.12 | 164.10 | ▼ | $0.52 |
| Apr 14, 2026 | 196.31 | 180.20 | 164.10 | ▼ | -$2.35 |
| Apr 13, 2026 | 189.75 | 176.93 | 164.10 | ▼ | -$7.20 |
| Apr 10, 2026 | 189.75 | 176.93 | 164.10 | ▼ | -$0.71 |
| Apr 9, 2026 | 188.64 | 176.37 | 164.10 | ▼ | -$4.68 |
| Apr 8, 2026 | 188.64 | 176.37 | 164.10 | ▼ | -$1.82 |
| Apr 7, 2026 | 188.64 | 176.37 | 164.10 | ▼ | -$3.97 |
| Apr 6, 2026 | 188.64 | 176.37 | 164.10 | ▼ | -$0.50 |
| Apr 2, 2026 | 188.64 | 176.37 | 164.10 | ▼ | -$0.22 |
| Apr 1, 2026 | 188.64 | 176.37 | 164.10 | ▼ | -$1.67 |
| Mar 31, 2026 | 188.64 | 176.37 | 164.10 | ▼ | -$1.31 |
| Mar 30, 2026 | 188.64 | 176.37 | 164.10 | ▼ | -$9.22 |
| Mar 27, 2026 | 188.64 | 177.71 | 166.79 | ▼ | $2.31 |
| Mar 26, 2026 | 188.64 | 179.80 | 170.96 | ▼ | $3.71 |
| Mar 25, 2026 | 194.08 | 182.79 | 171.50 | ▼ | $7.43 |
| Mar 24, 2026 | 197.37 | 184.44 | 171.50 | ▼ | -$3.47 |
| Mar 23, 2026 | 197.37 | 184.44 | 171.50 | ▼ | $0.43 |
| Mar 20, 2026 | 197.37 | 184.44 | 171.50 | ▼ | -$2.93 |
| Mar 19, 2026 | 197.37 | 185.91 | 174.45 | ▼ | $5.85 |
| Mar 18, 2026 | 197.37 | 185.91 | 174.45 | ▼ | $1.88 |
| Mar 17, 2026 | 197.37 | 185.91 | 174.45 | ▼ | $1.49 |
| Mar 16, 2026 | 197.37 | 185.91 | 174.45 | ▼ | $1.33 |
| Mar 13, 2026 | 197.37 | 185.91 | 174.45 | ▼ | -$3.00 |
| Mar 12, 2026 | 197.37 | 185.91 | 174.45 | ▼ | $2.92 |
| Mar 11, 2026 | 197.37 | 185.91 | 174.45 | ▼ | $2.89 |
| Mar 10, 2026 | 197.37 | 185.91 | 174.45 | ▼ | -$1.31 |
| Mar 9, 2026 | 197.37 | 185.91 | 174.45 | ▼ | -$2.07 |
| Mar 6, 2026 | 197.37 | 185.89 | 174.41 | ▼ | -$4.83 |
| Mar 5, 2026 | 197.37 | 184.09 | 170.80 | ▼ | $5.52 |
| Mar 4, 2026 | 197.37 | 184.09 | 170.80 | ▼ | -$0.30 |
| Mar 3, 2026 | 197.37 | 184.09 | 170.80 | ▼ | -$3.03 |
| Mar 2, 2026 | 197.37 | 184.09 | 170.80 | ▼ | $2.42 |
| Feb 27, 2026 | 197.37 | 184.09 | 170.80 | ▼ | -$5.28 |
| Feb 26, 2026 | 197.37 | 184.09 | 170.80 | ▼ | $7.73 |
| Feb 25, 2026 | 197.37 | 184.09 | 170.80 | ▼ | $10.67 |
| Feb 24, 2026 | 194.28 | 182.54 | 170.80 | ▼ | -$2.71 |
| Feb 23, 2026 | 194.28 | 182.54 | 170.80 | ▼ | -$1.30 |
| Feb 20, 2026 | 194.28 | 182.54 | 170.80 | ▼ | -$1.78 |
| Feb 19, 2026 | 194.28 | 182.54 | 170.80 | ▼ | -$1.87 |
| Feb 18, 2026 | 194.28 | 182.54 | 170.80 | ▼ | $0.07 |
| Feb 17, 2026 | 194.28 | 182.54 | 170.80 | ▼ | -$3.00 |
| Feb 13, 2026 | 194.28 | 182.54 | 170.80 | ▼ | -$2.20 |
| Feb 12, 2026 | 194.28 | 182.54 | 170.80 | ▼ | $4.12 |
| Feb 11, 2026 | 194.28 | 182.54 | 170.80 | ▼ | $3.11 |
| Feb 10, 2026 | 194.28 | 182.54 | 170.80 | ▼ | -$1.47 |
| Feb 9, 2026 | 194.28 | 182.54 | 170.80 | ▼ | $1.49 |
| Feb 6, 2026 | 194.28 | 182.54 | 170.80 | ▼ | -$4.66 |
| Feb 5, 2026 | 194.28 | 182.54 | 170.80 | ▼ | -$13.48 |
| Feb 4, 2026 | 194.28 | 182.98 | 171.69 | ▼ | $2.31 |
| Feb 3, 2026 | 194.28 | 185.16 | 176.04 | ▼ | $6.14 |
| Feb 2, 2026 | 194.28 | 185.83 | 177.38 | ▼ | $5.23 |
| Jan 30, 2026 | 194.28 | 185.83 | 177.38 | ▼ | $5.55 |
| Jan 29, 2026 | 193.37 | 185.38 | 177.38 | ▼ | $1.33 |
| Jan 28, 2026 | 193.37 | 185.38 | 177.38 | ▼ | -$0.98 |
| Jan 27, 2026 | 193.37 | 185.38 | 177.38 | ▼ | -$3.00 |
| Jan 26, 2026 | 193.37 | 185.38 | 177.38 | ▼ | -$2.01 |
| Jan 23, 2026 | 193.37 | 185.38 | 177.38 | ▼ | $1.20 |
| Jan 22, 2026 | 193.37 | 185.38 | 177.38 | ▼ | -$2.83 |
| Jan 21, 2026 | 193.37 | 185.38 | 177.38 | ▼ | -$1.52 |
| Jan 20, 2026 | 193.37 | 184.74 | 176.11 | ▼ | -$5.24 |
| Jan 16, 2026 | 193.37 | 182.48 | 171.60 | ▼ | $8.15 |
| Jan 15, 2026 | 193.37 | 181.73 | 170.08 | ▼ | $0.78 |
| Jan 14, 2026 | 193.37 | 181.73 | 170.08 | ▼ | -$3.91 |
| Jan 13, 2026 | 193.37 | 181.73 | 170.08 | ▼ | $2.67 |
| Jan 12, 2026 | 193.37 | 181.73 | 170.08 | ▼ | -$0.83 |
| Jan 9, 2026 | 193.37 | 181.73 | 170.08 | ▼ | -$0.07 |
| Jan 8, 2026 | 193.37 | 181.73 | 170.08 | ▼ | $0.14 |
| Jan 7, 2026 | 193.37 | 181.73 | 170.08 | ▼ | $4.11 |
| Jan 6, 2026 | 193.37 | 181.73 | 170.08 | ▼ | -$1.87 |
| Jan 5, 2026 | 193.37 | 181.73 | 170.08 | ▼ | $0.83 |
| Jan 2, 2026 | 192.72 | 181.40 | 170.08 | ▼ | $0.78 |
| Dec 31, 2025 | 192.43 | 181.26 | 170.08 | ▼ | -$2.39 |
| Dec 30, 2025 | 192.43 | 181.26 | 170.08 | ▼ | $1.04 |
| Dec 29, 2025 | 192.43 | 181.26 | 170.08 | ▼ | $0.73 |
| Dec 26, 2025 | 192.43 | 181.26 | 170.08 | ▼ | $2.26 |
| Dec 24, 2025 | 189.12 | 179.60 | 170.08 | ▼ | -$1.91 |
| Dec 23, 2025 | 189.12 | 179.24 | 169.36 | ▼ | $0.64 |
| Dec 22, 2025 | 187.80 | 178.58 | 169.36 | ▼ | -$5.56 |
| Dec 19, 2025 | 187.80 | 178.58 | 169.36 | ▼ | -$2.65 |
| Dec 18, 2025 | 195.74 | 182.55 | 169.36 | ▼ | -$6.84 |
| Dec 17, 2025 | 195.74 | 182.55 | 169.36 | ▼ | -$3.20 |
| Dec 16, 2025 | 195.74 | 182.55 | 169.36 | ▼ | $6.78 |
| Dec 15, 2025 | 195.74 | 182.55 | 169.36 | ▼ | -$1.43 |
| Dec 12, 2025 | 195.74 | 182.55 | 169.36 | ▼ | -$1.27 |
| Dec 11, 2025 | 195.74 | 182.55 | 169.36 | ▼ | $5.87 |
| Dec 10, 2025 | 195.74 | 182.55 | 169.36 | ▼ | $2.84 |
| Dec 9, 2025 | 195.74 | 182.55 | 169.36 | ▼ | $1.22 |
| Dec 8, 2025 | 199.66 | 184.51 | 169.36 | ▼ | $0.58 |
| Dec 5, 2025 | 199.66 | 184.51 | 169.36 | ▼ | -$3.17 |
| Dec 4, 2025 | 199.66 | 184.51 | 169.36 | ▼ | $0.97 |
| Dec 3, 2025 | 202.64 | 186.00 | 169.36 | ▼ | -$3.80 |
| Dec 2, 2025 | 203.69 | 186.52 | 169.36 | ▼ | $1.91 |
| Dec 1, 2025 | 211.09 | 190.22 | 169.36 | ▼ | -$1.58 |
| Nov 28, 2025 | 211.09 | 190.22 | 169.36 | ▼ | -$2.92 |
| Nov 26, 2025 | 211.09 | 190.22 | 169.36 | ▼ | $3.25 |
| Nov 25, 2025 | 211.89 | 190.62 | 169.36 | ▼ | -$2.39 |
| Nov 24, 2025 | 211.89 | 192.29 | 172.69 | ▼ | $4.73 |
| Nov 21, 2025 | 211.89 | 192.29 | 172.69 | ▼ | -$3.67 |
| Nov 20, 2025 | 211.89 | 195.28 | 178.67 | ▼ | $1.71 |
| Nov 19, 2025 | 211.89 | 195.28 | 178.67 | ▼ | $5.87 |
| Nov 18, 2025 | 211.89 | 194.22 | 176.56 | ▼ | -$5.15 |
| Nov 17, 2025 | 211.89 | 194.22 | 176.56 | ▼ | $5.27 |
| Nov 14, 2025 | 211.89 | 194.22 | 176.56 | ▼ | $3.52 |
| Nov 13, 2025 | 211.89 | 194.22 | 176.56 | ▼ | -$3.31 |
| Nov 12, 2025 | 211.89 | 194.22 | 176.56 | ▼ | $6.93 |
| Nov 11, 2025 | 211.89 | 194.22 | 176.56 | ▼ | -$0.63 |
| Nov 10, 2025 | 211.89 | 194.22 | 176.56 | ▼ | $5.92 |
| Nov 7, 2025 | 211.89 | 194.22 | 176.56 | ▼ | -$10.88 |
| Nov 6, 2025 | 211.89 | 194.22 | 176.56 | ▼ | -$0.07 |
| Nov 5, 2025 | 211.89 | 194.22 | 176.56 | ▼ | $7.08 |
| Nov 4, 2025 | 211.89 | 194.22 | 176.56 | ▼ | $3.47 |
| Nov 3, 2025 | 211.89 | 194.22 | 176.56 | ▼ | $8.23 |
| Oct 31, 2025 | 211.89 | 194.22 | 176.56 | ▼ | -$4.43 |
| Oct 30, 2025 | 211.89 | 194.22 | 176.56 | ▼ | $0.44 |