SD1H4H — Nasdaq 100 (US Tech 100) Multi-TF Structure Backtest Original Model

Dukascopy 1-minute BID data, Jan 2022 → present · Nasdaq 100 (US Tech 100) (USATECHIDXUSD)
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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
1170
Win Rate
34.02%
Avg R / Trade
+0.09
Total R
+103.92
Profit Factor
1.172
Max Drawdown
-51.70R
Avg Win / Avg Loss
+1.77 / -0.78
Long / Short
680 / 490
Stop / Opp-Break Exits
487 / 683
Std Dev (R) / Sharpe-like
1.97 / 0.04
Max Win / Loss Streak
6 / 12

By Signal Type

BOS WithHTF continuation
Trades
758
Win Rate
32.32%
Avg R
+0.07
Total R
+51.00
Profit Factor
1.124
Max Drawdown
-65.04R
CHoCH CounterHTF reversal
Trades
412
Win Rate
37.14%
Avg R
+0.13
Total R
+52.93
Profit Factor
1.275
Max Drawdown
-24.53R
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
823
Win Rate
24.3%
Avg R / Trade
+0.04
Total R
+34.10
Profit Factor
1.06
Max Drawdown
-69.99R
Avg Win / Avg Loss
+3.03 / -0.92
Long / Short
460 / 363
Stop / Opp-Break Exits
539 / 284
Std Dev (R) / Sharpe-like
2.58 / 0.02
Max Win / Loss Streak
3 / 18

By Signal Type

BOS WithHTF continuation
Trades
509
Win Rate
23.77%
Avg R
+0.01
Total R
+2.71
Profit Factor
1.008
Max Drawdown
-49.91R
CHoCH CounterHTF reversal
Trades
314
Win Rate
25.16%
Avg R
+0.10
Total R
+31.39
Profit Factor
1.149
Max Drawdown
-32.44R
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: 2022-01-03 00:00:00 → 2026-08-21 23:00:00  ·  34,320 1H bars  ·  8,580 4H bars