SD1H4H — Bitcoin (BTC/USD) Multi-TF Structure Backtest Original Model

Dukascopy 1-minute BID data, Jan 2022 → present · Bitcoin (BTC/USD) (BTCUSD)
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Both strategies mandatorily require the 1H close to be aligned with the EMA(50) on 1H (above for longs, below for shorts) — this filter is always on. Wick-confirmation (V1.3) and event-driven bias are both enabled, matching the indicator's defaults. Each trade is tagged BOS when the 1H break agrees with the 4H bias (WithHTF continuation), or CHoCH when it fires against the 4H bias (CounterHTF reversal) — both are valid entries per the strategy rules.

Strategy A

Entries fire on a 1H BOS/CHoCH aligned with 4H bias (WithHTF_BOS + CounterHTF_CHOCH), filtered by EMA(50) on 1H. Stop is placed behind the last opposite 1H candle (V1.2 rule, max 30-bar lookback). Exit is a runner: closes on stop-hit or on an opposing 1H BOS/CHoCH.

Trades
1693
Win Rate
29.65%
Avg R / Trade
+0.10
Total R
+166.94
Profit Factor
1.183
Max Drawdown
-52.43R
Avg Win / Avg Loss
+2.15 / -0.77
Long / Short
865 / 828
Stop / Opp-Break Exits
674 / 1019
Std Dev (R) / Sharpe-like
2.62 / 0.04
Max Win / Loss Streak
6 / 15

By Signal Type

BOS WithHTF continuation
Trades
1061
Win Rate
28.18%
Avg R
+0.06
Total R
+58.05
Profit Factor
1.096
Max Drawdown
-54.04R
CHoCH CounterHTF reversal
Trades
632
Win Rate
32.12%
Avg R
+0.17
Total R
+108.89
Profit Factor
1.352
Max Drawdown
-30.90R
Cumulative R by signal typeAccount balance by signal type

Strategy B

Identical entry logic and stop rule to Strategy A. The only difference is the exit: the position is held until stop-hit, or until a newly-closed 4H bar prints an opposing BOS/CHoCH — a slower, higher-timeframe trailing exit instead of reacting to 1H structure.

Trades
1129
Win Rate
21.26%
Avg R / Trade
+0.13
Total R
+143.49
Profit Factor
1.175
Max Drawdown
-48.56R
Avg Win / Avg Loss
+4.01 / -0.92
Long / Short
579 / 550
Stop / Opp-Break Exits
774 / 355
Std Dev (R) / Sharpe-like
3.15 / 0.04
Max Win / Loss Streak
4 / 19

By Signal Type

BOS WithHTF continuation
Trades
653
Win Rate
20.98%
Avg R
+0.11
Total R
+74.28
Profit Factor
1.155
Max Drawdown
-25.07R
CHoCH CounterHTF reversal
Trades
476
Win Rate
21.64%
Avg R
+0.14
Total R
+69.21
Profit Factor
1.203
Max Drawdown
-39.62R
Cumulative R by signal typeAccount balance by signal type

Equity Curves (Cumulative R)

Equity curve comparison

Account Balance ($1,000 start, 1% risk/trade, compounding)

Risk is 1% of the CURRENT balance on every trade, so wins and losses compound — this is a very different picture from the flat-R curves above, which assume constant risk per trade.

Account balance comparison

Data range: 2022-01-02 00:00:00 → 2026-08-22 23:00:00  ·  40,176 1H bars  ·  10,044 4H bars