Backtest Results — 90 Days Optimized
Session + H4 Bias + Asian Sweep + 20-bar Time Exit. SL 0.80% | R:R 1:1.5
Key Metrics
+2844%
Total Return
+$284.44
Net P&L
55%
Win Rate
1.64
Profit Factor
20
Total Trades
$10.00
Starting Capital
Full Results
| Metric | Value |
|---|---|
| Period | May - Aug 2026 (90 days) |
| Symbol | US100 (NAS100) |
| Timeframe | M15 |
| Lot Size | 0.0391 |
| Contract | x10 |
| Starting Capital | $10.00 |
| Final Capital | $294.44 |
| Net P&L | +$284.44 |
| Return | +2844% |
| Total Trades | 20 |
| Winning Trades | 11 |
| Losing Trades | 9 |
| Win Rate | 55% |
| Profit Factor | 1.64 |
| Avg Win | +$38.57 |
| Avg Loss | -$29.62 |
| Best Trade | +$83.00 |
| Worst Trade | -$47.35 |
Strategy Configuration
Timeframe
M15
Lot Size
0.0391
Contract
x10
SL Buffer
0.80%
R:R
1:1.5
Exit
20 Bars
Active Filters
Asian Range Sweep
Price sweeps above/below Asian session high/low, then closes back inside. The core entry trigger.
ACTIVE
H4 Bias
Trade direction filtered by H4 candle. Bull H4 = longs only. Bear H4 = shorts only.
ACTIVE
Killzone Timing
Entries only during London (02:00-05:00 NY) or NY (07:00-10:00 NY).
ACTIVE
Disabled Filters (Tested & Removed)
Fair Value Gap (FVG)
Required price to be in a 3-candle imbalance gap. Added too many filters, reduced trades without improving win rate.
REMOVED
Order Block (OB)
Required last opposing candle before impulse move. Over-filtered the strategy.
REMOVED
H1 Break of Structure
Required H1 to confirm directional shift. Delayed entries and missed good setups.
REMOVED
Opposite Signal Exit
Close on opposite hot zone signal. Less profitable than time-based exit.
REMOVED
Monthly Performance (US100 — 0.0391 Lot)
SL Buffer Comparison
| Metric | 0.80% SL (Active) | 0.40% SL (Old) |
|---|---|---|
| SL Distance (US100 @ 29500) | ~236 pts | ~118 pts |
| Spike Survival | Survives normal volatility | Stopped out by spikes |
| Live Trade (Aug 19) | SL survives, +$83 profit | SL hit, -$47 loss |
| R:R Ratio | 1:1.5 | 1:1.5 |