SD1H4H — Multi-Market Structure Backtest

Dukascopy 1-minute BID data, Jan 2022 → present · two structure engines · 15 markets
📊 Strategy Priority Ranking — every market/engine/strategy, ranked → 🏆 Best Validated Version — filtered where validated, baseline otherwise → 🎯 Recommendations — one pick per symbol → 🔍 All Analyses — every hypothesis tested project-wide, validated or not →

Markets

Same entry/exit/stop scaffolding (BOS/CHoCH aligned with HTF bias, mandatory EMA50 filter, V1.2 stop, runner exit) tested against two different structure-detection engines, each run independently across every market's own Dukascopy history. R totals shown are gross; net is after real broker/exchange costs (Vantage FX spread+commission for FX/metals/indices, Bybit taker fees + actual historical funding for BTC). Use the toggle to switch every card between timeframe pairs; click a card for its full breakdown: per-trade detail, regime analysis, entry-filter testing, and costs.

Original Model

2-candle reversal swing detection, with a separate swing-extreme (HH/LL) structural bias used to classify BOS vs CHoCH — matches SD1H4H_Pinescript.txt exactly.

Variant Model (LuxAlgo)

N-bar rolling fractal pivots (default 50-bar confirmation lag) with a single self-referential bias that both classifies BOS/CHoCH and feeds the HTF filter — the more standard public SMC-indicator implementation.

Each market+engine combination is backtested independently — only the structure-detection logic (pivot method, bias/classification rule) differs between the two model sections; the EMA50 filter, wick-confirmation, and stop/exit rules are identical. This lets you see both whether results generalize across markets, and whether they're sensitive to which BOS/CHoCH definition is used.