Start here: 12 famous strategies, backtested mechanically for 12 months with fees — the full results
Welcome. This community is for backtesting and journaling with data instead of vibes — questions, feature requests, and your own backtest results all welcome.
To set the tone, here's the research this all started from. Every strategy ran through the same deterministic engine: 12 months of 1-minute data (BTC + ETH), $10k account, 1% risk per trade, 0.05% commission per side, every signal taken, no discretion. When a bar touched both stop and target, the stop counts (worst case).
Every unfiltered baseline lost after costs. That's the point: these numbers are the floor your judgment and filters have to beat — and now there's a baseline to test against.
Gold and EUR runs are in progress (people asked), futures after that. If you want a specific rule set tested, comment with exact rules — entries, stop, target, session — and it goes in the queue.
| Strategy | Trades | Win rate | Profit factor |
|---|---|---|---|
| Opening Range Breakout (NY, 30m) | 417 / 403 | 39% / 42% | 0.65 / 0.80 |
| London session breakout | 465 / 452 | 34% / 40% | 0.49 / 0.75 |
| EMA 50/200 golden cross (1h) | 55 / 52 | 27% / 29% | 0.54 / 0.65 |
| MACD zero-line cross (1h) | 293 / 266 | 30% / 32% | 0.62 / 0.79 |
| RSI mean reversion (15m) | 1,338 / 1,336 | 38% / 41% | 0.54 / 0.75 |
| FVG retrace after 10am NY | 1,154 / 1,078 | 27% / 32% | 0.34 / 0.50 |
| Liquidity sweep reversal (15m) | 3,349 / 3,282 | 21% / 24% | 0.22 / 0.29 |
| Turtle soup (NY hours) | 777 / 823 | 22% / 21% | 0.22 / 0.23 |
| NY opening drive | 307 / 261 | 30% / 34% | 0.33 / 0.52 |
| Power hour (3–4pm NY) | 143 / 139 | 30% / 32% | 0.32 / 0.47 |
| ICT Silver Bullet (strict) | 1 / 1 | — | — |
| 1-min momentum scalping | 15,653 / 11,133 | 15% / 28% | 0.05 / 0.27 |
Posted Jun 12, 2026, 12:48 PM UTC