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100x Backtest backtesting 2 setups.

Backtest: EURUSD 4hr - 15minutes 2012-2017.

Setup 1) Normal multiple timeframe confirmation setup with price inside a HTF (higher
timeframe) zone with LTF (lower Timeframe) confirmation. Needs to be trading with the
trend or in a sideways market. LTF had to be inside the HTF zone with LTF breaking
momentum line + removing opposing pivot point zones + a quality scoring zone + a
clean arrival.
Every TP was set at 2:1. (see picture below for trade example.)

Results: 14winners & 16 losers = 14/30 = 47% win-rate +12% return.

Setup 2) Trading with the HTF general trend. LTF zone had to remove an opposing
zone + break momentum lines + quality zone being created + clean arrival + correlation
with the 200ma. Every TP was set at 2:1. (see picture below for trade example).

Results: 30winner & 40 losers = 30/70 = 43% win-rate + 17% returns.

OVERALL: setup1+ setup2 = 44 winner & 56 losers = 44/100 44% win-rate +32%
returns – commission cost of the trades = +21%.

I’ve documented every trade I took during the backtest so you can go through them
yourself and see the types of trades I was taking. This took me over 7 hours to
complete. There is a lot you can pull out from the documented trades by yourself that I
didn’t necessarily consider…
things like, what if I went for multiple take profits, 3:1 profits only, win-loss difference if
price made a new lower-low or higher-high before price pulled back, price making new
lows or highs before price came back, price action, strongest let out imbalances vs
average leg out imbalances, 200MA location, base structures, etc, etc….

As you know backtesting is very important for a trader’s growth as it will help escalate
the learning curve for a trader, help them create a better edge in the market, give them
insight on the trading methodology, as well as build confidence for the trader.

Note: You may need to scroll into the word document in order to see the trades. You
can do this by “holding CTRL, scroll in with mouse wheel” or “scroll in with the mouse
pad” or “scroll in using fingers if using a phone.”

Note: To help you identify which setup is which, I’ve gone ahead and drawn the zones
on the higher timeframe charts (right) to help you identify setup1. Any trades without a
zone drawn out will be considered setup2.
Setup 1 Example:

Setup 2 Example:
Backtesting Pictures Below:
Results Below:
Hope you enjoyed this 100x backtest!
If you have any questions please don’t hesitate to ask.
–A

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