Backtest 008 - 4-Hour Line Break Reversal Trading - inv.jp

backtest

Backtest 008 – 4-Hour Line Break Reversal Trading

Page Creation Date: 2024.12.04
Last Updated: 2024.12.04

Backtest 008: 4-Hour Line Break Reversal Trading

Environment:
・Use the middle line of the Bollinger Bands on the 4H chart to identify and follow the trend.

Entry: Break of the most recent high (or low) on the 4H chart against the trend.
Exit: Cut at the break of the most recent 1-hour 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:
・Reversal trading while following the 4h chart trend.

Example: 2024.09.19 04:30 (GMT+2)

Results

Notes:

EUR/USD:
・Usability: NO.
The Profit Factor (PF) is 1.37, far from reaching 3.
・Profit Factor (PF): 1.37
Gained: 657.9 pips, Lost: 480 pips, Break-even trades: 9.26% (5/54)、（*2013.9 – 2024.11, approximately 1 year and 3 months）
・Win rate: 46.30% (25/54)
・Trading opportunities: 3.60 times/month。min.: 1 time/month (2024.10) max.: 6 times/month (2024.01)
・Maximum drawdown: 4 times (-80 pips、2024.03.13 – 2024.04.03, about 1 month, up to 4 consecutive stop losses)