{"id":1587,"date":"2024-12-04T10:11:03","date_gmt":"2024-12-04T09:11:03","guid":{"rendered":"https:\/\/inv.jp\/?p=1587"},"modified":"2024-12-21T11:59:20","modified_gmt":"2024-12-21T10:59:20","slug":"bt007","status":"publish","type":"post","link":"https:\/\/inv.jp\/en\/backtest\/bt007\/","title":{"rendered":"Backtest 007 &#8211; Daily Line Break Reversal Trading"},"content":{"rendered":"<p>Page Creation Date: 2024.12.04<br \/>\nLast Updated: 2024.12.04<\/p>\n<h3 class=\"style3a\">Backtest 007: Daily Line Break Reversal Trading<\/h3>\n<p>Environment:<br \/>\n\u30fbOpposite Region to the Daily Bollinger Band Middle Line Trend.<\/p>\n<p>Entry: After breaking the most recent daily high (or low) and advancing approximately 20 pips.<br \/>\nExit: Cut at the break of the most recent 1-hour support line (trailing stop).<br \/>\nStop Loss: -20 pips \/ Move the stop loss line to break-even after advancing 20 pips.<\/p>\n<p>\u30fbThe dates and times of the backtesting results are GMT+2.<\/p>\n<p>Note:<br \/>\n\u30fbReversal trading with daily trend following.<\/p>\n<p>Example: 2024.03.02 10:00 (GMT+2)<br \/>\n<img decoding=\"async\" data-src=\"https:\/\/inv.jp\/wp-content\/uploads\/2024\/12\/verification007-min.png\" alt=\"verification example 007 EURUSD\" src=\"data:image\/svg+xml;base64,PHN2ZyB3aWR0aD0iMSIgaGVpZ2h0PSIxIiB4bWxucz0iaHR0cDovL3d3dy53My5vcmcvMjAwMC9zdmciPjwvc3ZnPg==\" class=\"lazyload\" style=\"--smush-placeholder-width: 2255px; --smush-placeholder-aspect-ratio: 2255\/1083;\" \/><\/p>\n<h3 class=\"style3a\">Results<\/h3>\n<div class=\"sv\">\n<iframe data-src=\"https:\/\/docs.google.com\/spreadsheets\/d\/e\/2PACX-1vRFcRwzMBVeE4kBoEBCa0aRArMY5Gy9xROWLxazctNcA8KSNCOKxki4sSgvjrBGstpfbShY-5ojX4pG\/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>NO<\/strong>.<br \/>\nThe backtesting was stopped midway due to the Profit Factor (PF) falling below 3 and the trading opportunities being too few at 5.83 times\/year.<br \/>\n\u30fbProfit Factor (PF): 2.29<br \/>\nGained: 689.3 pips, Lost: 300 pips, Break-even trades: 16.21% (6\/37)\u3001\uff08*2019-2024, approximately 6 years\uff09<br \/>\n\u30fbWin rate: 37.84% (14\/37)<br \/>\n\u30fbTrading opportunities: 5.83 times\/year\u3002min.: 4 times\/year (2019, 2022) max.: 8 times\/year (2024)<br \/>\n\u30fbMaximum drawdown: 9 times (-120 pips\u30012019.03.17 \u2013 2021.02.25, approximately 2 years, up to 3 consecutive stop losses)<\/p>\n","protected":false},"excerpt":{"rendered":"Daily Line Break Reversal Trading\r\nEnvironment:\r\n\u30fbOpposite Region to the Daily Bollinger Band Middle Line Trend.","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-1587","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 007 - Daily Line Break Reversal Trading - inv.jp | my backtesting notes<\/title>\n<meta name=\"description\" content=\"FX Backtesting Results: After breaking the most recent daily high (or low) and advancing 20 pips, a reversal trade is taken from the opposite region of the daily Bollinger Bands.\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/inv.jp\/backtest\/bt007\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Backtest 007 - Daily Line Break Reversal Trading - inv.jp | my backtesting notes\" \/>\n<meta property=\"og:description\" content=\"FX Backtesting Results: After breaking the most recent daily high (or low) and advancing 20 pips, a reversal trade is taken from the opposite region of the daily Bollinger Bands.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/inv.jp\/backtest\/bt007\/\" \/>\n<meta property=\"og:site_name\" content=\"inv.jp | my backtesting notes\" \/>\n<meta property=\"article:published_time\" content=\"2024-12-04T09:11:03+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2024-12-21T10:59:20+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/inv.jp\/wp-content\/uploads\/2024\/12\/verification007-min.png\" \/>\n<meta name=\"author\" content=\"yasujin\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Written by\" \/>\n\t<meta name=\"twitter:data1\" content=\"yasujin\" \/>\n\t<meta name=\"twitter:label2\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data2\" content=\"2 minutes\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\\\/\\\/schema.org\",\"@graph\":[{\"@type\":\"Article\",\"@id\":\"https:\\\/\\\/inv.jp\\\/backtest\\\/bt007\\\/#article\",\"isPartOf\":{\"@id\":\"https:\\\/\\\/inv.jp\\\/backtest\\\/bt007\\\/\"},\"author\":{\"name\":\"yasujin\",\"@id\":\"https:\\\/\\\/inv.jp\\\/#\\\/schema\\\/person\\\/4b3451e93d7e8cf10133270531351d3c\"},\"headline\":\"Backtest 007 &#8211; 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