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

Dukascopy 1-minute BID data, Jan 2022 → present · Nasdaq 100 (US Tech 100) (USATECHIDXUSD)
← All Markets Overview Strategy A Strategy B Trade Viewer Regime Analysis Entry Filters Trading Costs Monte Carlo ← Original Model
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
87
Win Rate
22.99%
Avg R / Trade
+0.10
Total R
+8.31
Profit Factor
1.129
Max Drawdown
-12.00R
Avg Win / Avg Loss
+3.63 / -0.96
Long / Short
50 / 37
Stop / Opp-Break Exits
63 / 24
Std Dev (R) / Sharpe-like
2.59 / 0.04
Max Win / Loss Streak
3 / 12

By Signal Type

BOS WithHTF continuation
Trades
48
Win Rate
25.0%
Avg R
+0.32
Total R
+15.57
Profit Factor
1.439
Max Drawdown
-8.00R
CHoCH CounterHTF reversal
Trades
39
Win Rate
20.51%
Avg R
-0.19
Total R
-7.26
Profit Factor
0.748
Max Drawdown
-10.00R
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
47
Win Rate
19.15%
Avg R / Trade
+0.72
Total R
+34.07
Profit Factor
1.928
Max Drawdown
-13.90R
Avg Win / Avg Loss
+7.87 / -0.97
Long / Short
28 / 19
Stop / Opp-Break Exits
36 / 11
Std Dev (R) / Sharpe-like
4.30 / 0.17
Max Win / Loss Streak
2 / 12

By Signal Type

BOS WithHTF continuation
Trades
24
Win Rate
16.67%
Avg R
+0.40
Total R
+9.53
Profit Factor
1.488
Max Drawdown
-9.42R
CHoCH CounterHTF reversal
Trades
23
Win Rate
21.74%
Avg R
+1.07
Total R
+24.54
Profit Factor
2.428
Max Drawdown
-7.00R
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