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SMA breakout (Donchian-style) strategy on Bybit
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
Is the SMA breakout (Donchian-style) strategy the best on Bybit?
There's no universal answer. Whether the SMA breakout (Donchian-style) strategy is the 'best' on Bybit depends on the pair you trade, the timeframe, the period, and β critically β Bybit's trading fees. A strategy that looks great on a fee-free chart can bleed out once Bybit's real costs are applied.
So instead of a number we can't honestly promise, this page gives you the strategy's exact mechanics, what Bybit's fees and data mean for it, and how to run the backtest yourself on real BTC/USDT history β then read the robustness score to see whether the edge survives out-of-sample, not just in a curve-fit.
How the SMA breakout (Donchian-style) strategy works
Entry
- Enter long when close crosses above the 20-bar SMA.
- 4-bar cooldown after exit reduces back-to-back whipsaws.
Exit
- Close on a cross back below the SMA.
- Trailing 5% stop catches deeper retracements before the SMA flips.
Indicators it uses
Want the full rules, runnable YAML and expected behaviour? See the SMA breakout (Donchian-style) strategy page β
Running the SMA breakout (Donchian-style) strategy on Bybit
Here's what matters when you take this strategy to Bybit specifically β the markets it supports, its trading fees, and how good its historical data is for an honest backtest.
- Spot trading
- Supported
- Futures / perps
- Supported
- Maker fee (spot)
- 0.10%
- Historical data
- First-class (deep, reliable)
What Bybit's fees do to this strategy
Bybit's spot maker fee is 0.10%, so a full round-trip costs roughly 0.20% before slippage. For the SMA breakout (Donchian-style) strategy that's a moderate factor β it trades at a medium frequency, so fees matter but won't dominate. Fee drag is the difference between an edge that survives live and one that only existed on a zero-fee chart β so always backtest with Bybit's real costs switched on.
How to backtest the SMA breakout (Donchian-style) strategy on Bybit
- 1Open the strategy in the visual builder β no code β or start from the SMA breakout (Donchian-style) template and adjust the thresholds to your taste.
- 2Set the symbol to a Bybit-listed pair like BTC/USDT, pick your timeframe, and enable realistic fees so the test reflects Bybit's actual 0.10% maker cost.
- 3Run the backtest over years of history, then read the robustness score β walk-forward and out-of-sample β to see whether the edge holds up beyond the period you happened to pick.
Frequently asked
- Does the SMA breakout (Donchian-style) strategy work on Bybit?
- Mechanically, yes β the indicators it uses are computed from Bybit's OHLCV candles like on any other venue. Whether it's profitable on Bybit is exactly what a backtest with the right fees is for; don't assume, measure.
- What's the best timeframe for this on Bybit?
- There isn't a single answer β it's a parameter to test, not guess. Run the strategy across several timeframes on BTC/USDT and compare the robustness scores rather than the raw returns, which flatter whichever timeframe you over-fit.
- Can I run this live on Bybit?
- Noon Barbari is a backtesting and validation platform; live real-money execution is testnet-only by design today. You can connect Bybit API keys for data and paper trading, validate the strategy thoroughly, then deploy it with your preferred live-execution tool.
Try the SMA breakout (Donchian-style) strategy on another exchange
Prove it on Bybit β don't take our word for it
Build the SMA breakout (Donchian-style) strategy in minutes, backtest it on real Bybit data with fees on, and read the robustness score for yourself.
Backtest results are historical and not a promise of future performance. Nothing here is financial advice.