PyInvesting

Breakout research

Trading Breakouts

Find the entry and exit windows that best fit one instrument across 100 parameter combinations.

Configure the experiment

Set the research question

Choose one instrument, a historical window, and the metric the optimizer should prioritize.

Search by ticker or company name, then choose one result.

Set the historical window

The selected instrument may move the start date forward to the earliest available history.

Sharpe balances return against volatility; Returns and Drawdown optimize those outcomes directly.