SD1H4H — Silver (XAG/USD) Multi-TF Structure Backtest Original Model

Dukascopy 1-minute BID data, Jan 2022 → present · Silver (XAG/USD) (XAGUSD)
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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
1177
Win Rate
28.46%
Avg R / Trade
-0.05
Total R
-60.34
Profit Factor
0.91
Max Drawdown
-84.77R
Avg Win / Avg Loss
+1.81 / -0.79
Long / Short
656 / 521
Stop / Opp-Break Exits
538 / 639
Std Dev (R) / Sharpe-like
1.73 / -0.03
Max Win / Loss Streak
4 / 15

By Signal Type

BOS WithHTF continuation
Trades
743
Win Rate
27.59%
Avg R
+0.01
Total R
+4.36
Profit Factor
1.01
Max Drawdown
-35.30R
CHoCH CounterHTF reversal
Trades
434
Win Rate
29.95%
Avg R
-0.15
Total R
-64.71
Profit Factor
0.717
Max Drawdown
-78.11R
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
812
Win Rate
22.41%
Avg R / Trade
+0.01
Total R
+12.58
Profit Factor
1.022
Max Drawdown
-88.26R
Avg Win / Avg Loss
+3.28 / -0.93
Long / Short
439 / 373
Stop / Opp-Break Exits
552 / 260
Std Dev (R) / Sharpe-like
2.47 / 0.01
Max Win / Loss Streak
4 / 22

By Signal Type

BOS WithHTF continuation
Trades
488
Win Rate
21.52%
Avg R
+0.04
Total R
+19.34
Profit Factor
1.054
Max Drawdown
-59.44R
CHoCH CounterHTF reversal
Trades
324
Win Rate
23.77%
Avg R
-0.02
Total R
-6.76
Profit Factor
0.97
Max Drawdown
-50.72R
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  ·  34,656 1H bars  ·  8,664 4H bars