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BACKTESTING · WEEKEND RANGE BREAKOUT

Weekend Range Breakout Backtest in Crypto: Fees, Slippage and Break-Even Costs

Crypto trades through weekends, often in a narrower range. Trading the break of the weekend range on Monday is a common idea with its own cost profile.

By ChartsPod Editorial Team · Reviewed by ChartsPod Research
Published · Updated · 5 min read

Short answer

A weekend-range breakout rule records the high and low from Saturday 00:00 to Sunday 24:00 UTC and trades a break during the following week. Weekend ranges are often tighter, so breaks are frequent, and Monday liquidity changes as traditional markets open. Define the weekend window and break rule, use next-bar fills with weekday slippage, compute break-even cost and count false breaks back into the range.

Break-even cost

ItemValue (illustrative)
Trades50
Gross avg per trade+0.95%
Fees (2 × 0.05%)−0.10%
Slippage (2 × 0.05%)−0.10%
Net avg per trade+0.75%
Break-even round-trip cost0.95%
Weekend Range Breakout: edge vs cost per trade (%)Weekend Range Breakout: edge vs cost per trade (%): Gross edge 0.95 %; Fees 0.10 %; Fees + slippage 0.20 %.WEEKEND RANGE BREAKOUT: EDGE VS COST PER TRADE (%)Gross edge0.95 %Fees0.10 %Fees + slippage0.20 %
Edge per trade versus cost per trade. Original ChartsPod editorial graphic.

Break outcomes

OutcomeShare (illustrative)
Follow-through > 2%38%
Small move, exit flat26%
Back inside range (stopped)36%
Illustrative outcome share (%)Illustrative outcome share (%): Follow-through 38 %; Flat 26 %; Failed 36 %.ILLUSTRATIVE OUTCOME SHARE (%)Follow-through38 %Flat26 %Failed36 %
Few trades a year; check sample size. Original ChartsPod editorial graphic.

Conclusion

Related: Weekend Liquidity Risk: A Worked Crypto Example With Fees Included, Range Breakout Retest Backtest in Crypto: Fees, Slippage and Break-Even Costs.

Backtest the weekend range breakout rule with costs in ChartsPod.

Open the ChartsPod terminal

Define the weekend window and break rule, use next-bar fills with weekday slippage, compute break-even cost and count false breaks back into the range.

Put Weekend Range Breakout Backtest in Crypto next to price, flow and positioning in one workspace.

Open a ChartsPod workspace

Questions readers ask

What is the weekend range?

High and low from Saturday to Sunday in a fixed timezone.

How many trades?

About one a week at most.

What's the main risk?

False breaks back into the range.

Sources and methodology

Backtest cost logic follows TradingView's Pine Script strategy documentation; indicator definitions are standard. All performance numbers are illustrative examples of the method, not results of real tests.

  1. TradingView Pine Script: Strategies — simulated fills and assumptions.
  2. TradingView Pine Script: Repainting — live vs historical calculation.
  3. ChartsPod documentation — guides for order flow, derivatives, alerts, backtests, journal and workspaces.

This article explains research tools and workflows. It is not financial advice, does not recommend buying or selling any asset and does not predict prices. Crypto derivatives carry a risk of rapid and total loss of margin.

CHARTSPOD EDITORIAL EDITION · RESEARCH AND EDUCATION ONLY · NOT FINANCIAL ADVICE.