Page Creation Date: 2025.01.22
Last Updated: 2025.01.22
Backtest 013: 4h timeframe box breakout
Environment:
・Determine trend or range using the daily timeframe.
・4h timeframe forms a box.
Entry: Enter after resistance-support flip at the lower (upper) boundary of the 4h box, confirmed by resistance-support flip on the 1h and 15m timeframes.
Exit: Until reaching a significant resistance on the 4h timeframe (not necessarily the most recent one).
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.
・Avoid counter-trend trades against the daily trend.
・Pay attention to the box middle and Dow waves within the box.
・Resistance-support flip: As long as an N-wave pattern is visible on lower timeframes, it is acceptable.
・Confirm the position of the box within the daily timeframe. Adjust position holding strength based on the location.
Example: 2023.05.18 00:45 (GMT+2)
Results
Notes:
EUR/USD:
・Usability: YES.
・Profit Factor (PF): 21.82
Gained: 3927.60 pips, Lost: 180 pips, Break-even trades: 28.00% (28/100)、（*2014.9 – 2024.12, approximately 10 years）
・Win rate: 62.00% (62/100)
・Trading opportunities: 1.24 times/month。min.: 0 time/month (2024.8 etc) max.: 5 times/month (2024.10)
・Maximum drawdown: 2 times (-40 pips、2022.05.20 – 2022.06.03, up to 2 consecutive stop losses)
