Backtesting retest Break of Market Structure on Multi Timeframe

2021년 2월 2일

Strategy
Create a zone from the order block which created break of market structure on 1D timeframe
Wait for it to be tested on 4H timezone => which will create new 4H order block
Trade the retest of that 4H order block

Color coding & icon use
Green boxes : 1D order block zone
Yellow boxes : 4H order block zone
Tick icon : Trade won on 4H
Cross icon : Trade lost on 4H
Circle with cross icon : Trade in breakeven

Win / loss assumptions
Win : 3R movement without breaking -1R
Loss : -1R movement
Breakeven : 1R movement, followed by -1R movement

Risk Management
50% TP @ 1R
25% TP @ 2R
25% TP / Trade closure @ 3R
RR achieved = 3R
Net R achieved = 1.75R

Strategy results
Testing duration : Jan 2020 - Jan 2021
Wins = 16
Loss = 7
Breakeven = 4
Non-losers = 74%
Absolute Winners = 59%
Net RR = 21
Avg R/Win = 1.31R
Avg R/Trade = 0.78R

2021년 2월 2일

노트

A trade is not taken if the order block on 1D timeframe is broken without forming a rejection from that 1D zone in 4H timeframe.