{"id":1399,"date":"2024-04-30T18:39:02","date_gmt":"2024-04-30T16:39:02","guid":{"rendered":"https:\/\/inv.jp\/?p=1399"},"modified":"2024-12-20T17:04:04","modified_gmt":"2024-12-20T16:04:04","slug":"bt003","status":"publish","type":"post","link":"https:\/\/inv.jp\/en\/backtest\/bt003\/","title":{"rendered":"Backtest 003 &#8211; Daily Line Break 2-2"},"content":{"rendered":"<p>Page creation date: 2024.03.27<br \/>\nLast updated: 2024.04.30<\/p>\n<h3 class=\"style3a\">Backtest 003: Daily Line Break 2-2<\/h3>\n<p>Environment:<br \/>\n\u30fbDaily, 4h, 1h, and 15m charts are all in the Bollinger Bands middle line buying area, or all in the selling area.<br \/>\n\u30fbThe Bollinger Bands middle line on the daily chart is tilted towards the speculated direction or is moving parallel.<\/p>\n<p>Entry: Break of the most recent high (or low) on the daily chart.<br \/>\nExit: Cut if the most recent 1h chart support line is broken (trailing stop).<br \/>\nStop loss: -20 pips \/ move the stop loss line to the entry price after advancing 20 pips<\/p>\n<p>\u30fbThe dates and times of the backtesting results are GMT+2.<\/p>\n<p>Notes:<br \/>\n\u30fbThis is a version with changed exit method for Daily Line Break 2-1 (Backtest 002).<\/p>\n<p>Example: 2022.11.10 15:30 (GMT+2)<br \/>\n<img decoding=\"async\" data-src=\"https:\/\/inv.jp\/wp-content\/uploads\/2024\/04\/verification003-2-min.png\" alt=\"verification example 003 EURUSD\" src=\"data:image\/svg+xml;base64,PHN2ZyB3aWR0aD0iMSIgaGVpZ2h0PSIxIiB4bWxucz0iaHR0cDovL3d3dy53My5vcmcvMjAwMC9zdmciPjwvc3ZnPg==\" class=\"lazyload\" style=\"--smush-placeholder-width: 2244px; --smush-placeholder-aspect-ratio: 2244\/1115;\" \/><\/p>\n<h3 class=\"style3a\">Results<\/h3>\n<div class=\"sv\">\n<iframe data-src=\"https:\/\/docs.google.com\/spreadsheets\/d\/e\/2PACX-1vS4R4yA6a_pu5h6SdTIZD120iSW_-Y3MUEHh1_8n0_aXXpPMLz0VVenFzLRAs4ic005LY75VLEdGz1E\/pubhtml?widget=true&amp;headers=false\" src=\"data:image\/svg+xml;base64,PHN2ZyB3aWR0aD0iMSIgaGVpZ2h0PSIxIiB4bWxucz0iaHR0cDovL3d3dy53My5vcmcvMjAwMC9zdmciPjwvc3ZnPg==\" class=\"lazyload\" data-load-mode=\"1\"><\/iframe>\n<\/div>\n<div class=\"spacer\"><\/div>\n<p>Notes:<\/p>\n<p>EUR\/USD:<br \/>\n\u30fbUsability: <strong>OK<\/strong>.<br \/>\n\u30fbProfit Factor (PF): 2.98<br \/>\nGained: 1736.10 pips, Lost: 582.20 pips, Break-even trades: 22.55% (23\/102), (*from May 2017 to March 2024, about 7 years)<br \/>\n\u30fbWin rate: 51.96% (53\/102)<br \/>\n\u30fbTrading opportunities: 14.57 times\/year. Minimum: 10 times\/year (2019, 2022). Maximum: 20 times\/year (2023)<br \/>\n\u30fbMaximum drawdown: 5 times (-63.4 pips, from 2021.11.10 to 2022.04.25, approximately 6 months, with the longest sequence of 3 break-even trades)<br \/>\n\u30fb&#8221;Moving the stop to the line after passing the target&#8221; was not tested in this verification.<\/p>\n","protected":false},"excerpt":{"rendered":"Daily Line Break 2-2\r\nEnvironment:\r\n\u30fbDaily, 4h, 1h, and 15m charts are all in the Bollinger Bands middle line buying area, or all in the selling area.\r\n\u30fbThe Bollinger Bands middle line on the daily chart is tilted towards the speculated direction or is moving parallel.","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[9],"tags":[],"class_list":["post-1399","post","type-post","status-publish","format-standard","hentry","category-backtest"],"translation":{"provider":"WPGlobus","version":"3.0.2","language":"en","enabled_languages":["ja","en"],"languages":{"ja":{"title":true,"content":true,"excerpt":true},"en":{"title":true,"content":true,"excerpt":true}}},"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.5 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Backtest 003 - Daily Line Break 2-2 - inv.jp | my backtesting notes<\/title>\n<meta name=\"description\" content=\"FX Backtesting Results: Daily, 4h, 1h, and 15m charts are all within the buying (selling) area of the BB middle line. 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