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.

StrategyTradesWin rateProfit factor
Opening Range Breakout (NY, 30m)417 / 40339% / 42%0.65 / 0.80
London session breakout465 / 45234% / 40%0.49 / 0.75
EMA 50/200 golden cross (1h)55 / 5227% / 29%0.54 / 0.65
MACD zero-line cross (1h)293 / 26630% / 32%0.62 / 0.79
RSI mean reversion (15m)1,338 / 1,33638% / 41%0.54 / 0.75
FVG retrace after 10am NY1,154 / 1,07827% / 32%0.34 / 0.50
Liquidity sweep reversal (15m)3,349 / 3,28221% / 24%0.22 / 0.29
Turtle soup (NY hours)777 / 82322% / 21%0.22 / 0.23
NY opening drive307 / 26130% / 34%0.33 / 0.52
Power hour (3–4pm NY)143 / 13930% / 32%0.32 / 0.47
ICT Silver Bullet (strict)1 / 1——
1-min momentum scalping15,653 / 11,13315% / 28%0.05 / 0.27

Posted Jun 12, 2026, 12:48 PM UTC

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