{"id":735,"date":"2024-04-30T18:38:31","date_gmt":"2024-04-30T16:38:31","guid":{"rendered":"https:\/\/inv.jp\/?p=735"},"modified":"2024-12-21T11:56:41","modified_gmt":"2024-12-21T10:56:41","slug":"bt001","status":"publish","type":"post","link":"https:\/\/inv.jp\/en\/backtest\/bt001\/","title":{"rendered":"Backtest 001 &#8211; Daily Line Break 1"},"content":{"rendered":"<p>Page creation date: 2024.02.20<br \/>\nLast updated: 2024.12.09<\/p>\n<h3 class=\"style3a\">Backtest 001: Daily Line Break 1<\/h3>\n<p>Environment:<br \/>\n\u30fbAll time frames (monthly, weekly, daily, 4h, 1h, 15m) are either entirely in the buying area or selling area of the Bollinger Bands middle line.<br \/>\n\u30fbThe Bollinger Bands middle line on the monthly, weekly, and daily charts are tilted towards or moving parallel to the speculated direction.<\/p>\n<p>Entry: Break of the most recent high (or low) on the daily chart.<br \/>\nExit: At the most recent daily resistance line, the next daily resistance line, or if the most recent support line on the 1h chart is broken (*when target setting is not possible)<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\u30fbDo not cut the position if the most recent support line on the 1h chart is broken when setting a target.<\/p>\n<p>Example: 2018.01.12 10:30 (GMT+2)<br \/>\n<img decoding=\"async\" data-src=\"https:\/\/inv.jp\/wp-content\/uploads\/2024\/03\/verification001-min.png\" alt=\"verification example 001 EURUSD\" src=\"data:image\/svg+xml;base64,PHN2ZyB3aWR0aD0iMSIgaGVpZ2h0PSIxIiB4bWxucz0iaHR0cDovL3d3dy53My5vcmcvMjAwMC9zdmciPjwvc3ZnPg==\" class=\"lazyload\" style=\"--smush-placeholder-width: 2241px; --smush-placeholder-aspect-ratio: 2241\/1114;\" \/><\/p>\n<h3 class=\"style3a\">Results<\/h3>\n<div class=\"sv\">\n<iframe data-src=\"https:\/\/docs.google.com\/spreadsheets\/d\/e\/2PACX-1vTrFwZMUTrni14bh23-H9vIldfjLa5CBusgRUU5_OJH1t95LH7jYUig7zxC6rJwPN0FtSL-DHICKzkZ\/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 \/>\nHowever, it is difficult to use due to the extremely limited trading opportunities.<br \/>\n\u30fbProfit Factor (PF): 13.8<br \/>\nGained: 10,372.50 pips, Lost: 750.90 pips, Break-even trades: 54.59% (107\/196), (*years 2000-2023, 23 years)<br \/>\n\u30fbWin rate: 28.57% (56\/196 times)<br \/>\n\u30fbTrading opportunities: 8.125 times\/year. Minimum: 2 times\/year (2001, 2006, 2016). Maximum: 12 times\/year (2003, 2008)<br \/>\n\u30fbMaximum drawdown: 4 times (-88.60 pips, from 2008.03.05 to 2010.02.04, approximately 2 years, *excluding 10 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 1\r\nEnvironment:\r\n\u30fbAll time frames (monthly, weekly, daily, 4h, 1h, 15m) are either entirely in the buying area or selling area of the Bollinger Bands middle line.\r\n\u30fbThe Bollinger Bands middle line on the monthly, weekly, and daily charts are tilted towards or moving parallel to the speculated direction.","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-735","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 v27.6 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Backtest 001 - Daily Line Break 1 - inv.jp | my backtesting notes<\/title>\n<meta name=\"description\" content=\"FX Backtesting Results: Monthly, weekly, daily, 4h, 1h, and 15m charts are all within the buying (selling) area of the BB middle line. 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