Emini / ES / SPY (4H) Backtest : 57% win rate across 21 trades
Winners = 12
Losers = 5
Breakevens = 4
Total Trades = 21
% Non Losers = 76%
% Winners = 57%
% Breakevens = 19%
% Losers = 24%
Win/Loss = 240%
Net R = 14.2
Avg R/Winner = 1.18
Avg R/trade = 0.68
Bad trades prevented due to presence of liquidity near SL= 14
Icons on the chart
Thumbs up : Trade was a win
Thumbs down : Trade was a loss
Circle with a cross : Trade was breakeven
Cross : Did not take the trade due to presence of liquidity (equal highs) behind the stop loss
Variables
Avg winner = 1.6R
Strategy : wait for market structure break, then trade the retest of that zone. Zone is drawn using the first candle which crossed the pivot high/low to trap the traders.
Losers = 5
Breakevens = 4
Total Trades = 21
% Non Losers = 76%
% Winners = 57%
% Breakevens = 19%
% Losers = 24%
Win/Loss = 240%
Net R = 14.2
Avg R/Winner = 1.18
Avg R/trade = 0.68
Bad trades prevented due to presence of liquidity near SL= 14
Icons on the chart
Thumbs up : Trade was a win
Thumbs down : Trade was a loss
Circle with a cross : Trade was breakeven
Cross : Did not take the trade due to presence of liquidity (equal highs) behind the stop loss
Variables
Avg winner = 1.6R
Strategy : wait for market structure break, then trade the retest of that zone. Zone is drawn using the first candle which crossed the pivot high/low to trap the traders.