SD1H4H — Euro / US Dollar (EUR/USD) Multi-TF Structure Backtest Original Model

Dukascopy 1-minute BID data, Jan 2022 → present · Euro / US Dollar (EUR/USD) (EURUSD)
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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
1263
Win Rate
29.77%
Avg R / Trade
-0.07
Total R
-89.38
Profit Factor
0.869
Max Drawdown
-116.23R
Avg Win / Avg Loss
+1.58 / -0.77
Long / Short
632 / 631
Stop / Opp-Break Exits
524 / 739
Std Dev (R) / Sharpe-like
1.62 / -0.04
Max Win / Loss Streak
6 / 15

By Signal Type

BOS WithHTF continuation
Trades
795
Win Rate
27.92%
Avg R
-0.10
Total R
-83.43
Profit Factor
0.813
Max Drawdown
-106.29R
CHoCH CounterHTF reversal
Trades
468
Win Rate
32.91%
Avg R
-0.01
Total R
-5.96
Profit Factor
0.975
Max Drawdown
-35.19R
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
857
Win Rate
23.92%
Avg R / Trade
-0.13
Total R
-108.62
Profit Factor
0.821
Max Drawdown
-144.38R
Avg Win / Avg Loss
+2.44 / -0.93
Long / Short
424 / 433
Stop / Opp-Break Exits
577 / 280
Std Dev (R) / Sharpe-like
2.01 / -0.06
Max Win / Loss Streak
4 / 21

By Signal Type

BOS WithHTF continuation
Trades
522
Win Rate
22.61%
Avg R
-0.18
Total R
-94.51
Profit Factor
0.753
Max Drawdown
-110.13R
CHoCH CounterHTF reversal
Trades
335
Win Rate
25.97%
Avg R
-0.04
Total R
-14.11
Profit Factor
0.938
Max Drawdown
-39.88R
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 → 2026-08-21 23:00:00  ·  34,368 1H bars  ·  8,592 4H bars