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

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
99
Win Rate
22.22%
Avg R / Trade
+0.59
Total R
+58.30
Profit Factor
1.787
Max Drawdown
-26.29R
Avg Win / Avg Loss
+6.02 / -0.96
Long / Short
56 / 43
Stop / Opp-Break Exits
69 / 30
Std Dev (R) / Sharpe-like
5.21 / 0.11
Max Win / Loss Streak
3 / 12

By Signal Type

BOS WithHTF continuation
Trades
42
Win Rate
23.81%
Avg R
+1.16
Total R
+48.65
Profit Factor
2.537
Max Drawdown
-11.80R
CHoCH CounterHTF reversal
Trades
57
Win Rate
21.05%
Avg R
+0.17
Total R
+9.65
Profit Factor
1.227
Max Drawdown
-17.65R
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
73
Win Rate
17.81%
Avg R / Trade
+1.03
Total R
+75.21
Profit Factor
2.273
Max Drawdown
-24.90R
Avg Win / Avg Loss
+10.33 / -0.98
Long / Short
39 / 34
Stop / Opp-Break Exits
59 / 14
Std Dev (R) / Sharpe-like
6.47 / 0.16
Max Win / Loss Streak
2 / 14

By Signal Type

BOS WithHTF continuation
Trades
32
Win Rate
15.62%
Avg R
+0.97
Total R
+31.00
Profit Factor
2.189
Max Drawdown
-13.74R
CHoCH CounterHTF reversal
Trades
41
Win Rate
19.51%
Avg R
+1.08
Total R
+44.21
Profit Factor
2.34
Max Drawdown
-14.85R
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