Page Creation Date: 2024.10.24
Last Updated: 2024.10.24
Backtest 005: 1-Hour Chart Line Break 1
Environment:
・1-hour, and 15-minute charts are all in the buying range of the Bollinger Bands middle line, or all in the selling range.
・The 1h Bollinger Bands middle line is inclined in the intended direction/moving parallel.
Entry: Break of the recent high (or low) on the 1-hour chart.
Exit: Cut at the break of the recent 1-hour chart support line (trailing stop).
Stop Loss: -20 pips / Move the stop loss line to break-even after advancing 20 pips.
・The dates and times of the backtesting results are GMT+2.
Note:
・This is a version where the entry decision from backtest 004 has been changed from the 4-hour chart to the 1-hour chart.
Example: 2024.02.14 16:30 (GMT+2)
Results
Notes:
EUR/USD:
・Usability: NO.
PF is below 3 and needs to be further narrowed down.
・Profit Factor (PF): 2.12
Gained: 1589.4 pips, Lost: 749.4 pips, Break-even trades: 15.09% (16/106)、（*2024.2-2024.6, about 5 months）
・Win rate: 51.89% (55/106)
・Trading opportunities: 23 times/month。min.: 18 times/month (2024.04) max.: 29 times/month (2024.05)
・Maximum drawdown: 6 times (-104pips、2022.12.15 – 2023.01.05, approximately 1 month, up to 5 consecutive stop losses)
