Page Creation Date: 2025.03.06
Last Updated: 2025.03.06
Backtest 014: daily corrective wave
Environment:
・Trend/Range environment
・Daily upper (lower) level reached due to pinbar at significant resistance / higher highs (lower lows) / appearance of trend reversal candle
・If not at significant resistance, confirm 4h trend line break
・Entry into trade direction area of 1h Bollinger Bands
・Daily Bollinger Bands separation is more than 30 pips
Entry: After 4h Bollinger Bands ±1σ/±2σ breakout and confirmation of resistance becoming support (or vice versa), enter at 1h/15m resistance line breakout, or pull back to 15m Bollinger Bands middle.
Exit: At 4h significant resistance line near daily Bollinger Bands middle/±1σ.
Stop Loss: -20 pips / Move the stop-loss line to breakeven after advancing 20 pips.
・The dates and times of the backtesting results are GMT+2.
Note:
・Do not exit until the trade progresses 20 pips from entry.
Example: 2021.08.23 04:45 (GMT+2)
Results
Notes:
EUR/USD:
・Usability: YES.
・Profit Factor (PF): 15.92
Gained: 3503.80 pips, Lost: 220 pips, Break-even trades: 35.00% (35/100)、（*2007.8 – 2025.1, approximately 18 years）
・Win rate: 54.00% (54/100)
・Trading opportunities: 0.47 times/month。min.: 0 time/month (2024.6 etc) max.: 2 times/month (2025.1)
・Maximum drawdown: 6 times (-40 pips、2008.05.27 – 2009.08.07, including break-even exits, stop losses continue for a maximum of 6 times in a row.)
