SD1H4H — Gold (XAU/USD) Multi-TF Structure Backtest Original Model

Dukascopy 1-minute BID data, Jan 2022 → present · Gold (XAU/USD) (XAUUSD)
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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
1125
Win Rate
32.09%
Avg R / Trade
+0.08
Total R
+91.75
Profit Factor
1.152
Max Drawdown
-49.81R
Avg Win / Avg Loss
+1.93 / -0.79
Long / Short
619 / 506
Stop / Opp-Break Exits
465 / 660
Std Dev (R) / Sharpe-like
1.81 / 0.04
Max Win / Loss Streak
6 / 21

By Signal Type

BOS WithHTF continuation
Trades
735
Win Rate
33.06%
Avg R
+0.14
Total R
+102.18
Profit Factor
1.26
Max Drawdown
-31.51R
CHoCH CounterHTF reversal
Trades
390
Win Rate
30.26%
Avg R
-0.03
Total R
-10.42
Profit Factor
0.951
Max Drawdown
-38.88R
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
755
Win Rate
24.37%
Avg R / Trade
+0.22
Total R
+166.13
Profit Factor
1.314
Max Drawdown
-49.69R
Avg Win / Avg Loss
+3.78 / -0.93
Long / Short
398 / 357
Stop / Opp-Break Exits
507 / 248
Std Dev (R) / Sharpe-like
3.08 / 0.07
Max Win / Loss Streak
3 / 16

By Signal Type

BOS WithHTF continuation
Trades
460
Win Rate
26.09%
Avg R
+0.28
Total R
+127.24
Profit Factor
1.401
Max Drawdown
-31.80R
CHoCH CounterHTF reversal
Trades
295
Win Rate
21.69%
Avg R
+0.13
Total R
+38.88
Profit Factor
1.183
Max Drawdown
-38.24R
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  ·  34,272 1H bars  ·  8,568 4H bars