Backtest 010 - 15-Minute Line Break Reversal Trading - inv.jp

backtest

Backtest 010 – 15-Minute Line Break Reversal Trading

Page Creation Date: 2024.12.20
Last Updated: 2024.12.20

Backtest 010: 15-Minute Line Break Reversal Trading

Environment:
・Use the middle line of the Bollinger Bands on the 1H chart to identify and follow the trend.

Entry: Break of the most recent high (or low) on the 15m chart against the trend.
Exit: Cut at the break of the most recent 15-min 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:
・Do not exit until the entry point advances 20 pips.
・For the recent high (low) candle used, ensure it is at least about 5 candles away on the 1-hour timeframe, with the basic shape being arch-like.

Example: 2024.11.21 17:00 (GMT+2)

Results

Notes:

EUR/USD:
・Usability: NO.
・Profit Factor (PF): 1.29
Gained: 284.7 pips, Lost: 220 pips, Break-even trades: 16.0% (4/25)、（*2024.11, approximately 1 month）
・Win rate: 48% (12/25)
・Trading opportunities: 25 times/month。min.: 25 time/month (2024.11) max.: 25 times/month (2024.11)
・Maximum drawdown: 7 times (-140 pips、2024.11.22 – 2024.11.28, up to 7 consecutive stop losses)