# Donchian Nearby Batch

## Baselines
- DonchianRegime 55/30/150: annual `11.98%`, Sharpe `0.440`, max DD `40.47%`
- DonchianAtrTrail 55/30 atr=4.0: annual `10.75%`, Sharpe `0.327`, max DD `27.09%`
- DonchianHybrid 55/30 tv=0.30 atr=4.0: annual `9.68%`, Sharpe `0.328`, max DD `31.30%`

## Nearby Results

| Variant | Annual Return | Sharpe | Max DD | Closed Trades | Win Rate | Config |
| --- | ---: | ---: | ---: | ---: | ---: | --- |
| DonchianRegime_b50_e25_r150 | 11.06% | 0.408 | 40.47% | 22 | 40.91% | breakout=50, exit_period=25, regime=150 |
| DonchianRegime_b60_e30_r150 | 9.84% | 0.368 | 41.21% | 20 | 40.00% | breakout=60, exit_period=30, regime=150 |
| DonchianAtrTrail_b55_e30_atr3 | 7.49% | 0.288 | 35.90% | 38 | 50.00% | breakout=55, exit_period=30, atr_period=20, atr_mult=3.0 |
| DonchianHybrid_b55_e30_tv025_atr4 | 10.11% | 0.38 | 26.43% | 33 | 54.55% | breakout=55, exit_period=30, vol_period=30, target_vol=0.25, max_weight=1.0, rebalance_band=0.15, atr_period=20, atr_mult=4.0 |

## Quick Take
- Best annual return in this batch: `DonchianRegime_b50_e25_r150` -> `11.06%`
- Best Sharpe in this batch: `DonchianRegime_b50_e25_r150` -> `0.408`