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

Dukascopy 1-minute BID data, Jan 2022 → present · Gold (XAU/USD) (XAUUSD)
← 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
80
Win Rate
22.5%
Avg R / Trade
+0.08
Total R
+6.56
Profit Factor
1.11
Max Drawdown
-12.92R
Avg Win / Avg Loss
+3.67 / -0.96
Long / Short
49 / 31
Stop / Opp-Break Exits
57 / 23
Std Dev (R) / Sharpe-like
2.84 / 0.03
Max Win / Loss Streak
3 / 10

By Signal Type

BOS WithHTF continuation
Trades
39
Win Rate
23.08%
Avg R
+0.37
Total R
+14.49
Profit Factor
1.521
Max Drawdown
-6.94R
CHoCH CounterHTF reversal
Trades
41
Win Rate
21.95%
Avg R
-0.19
Total R
-7.93
Profit Factor
0.75
Max Drawdown
-14.67R
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
34
Win Rate
23.53%
Avg R / Trade
+1.85
Total R
+62.90
Profit Factor
3.419
Max Drawdown
-8.00R
Avg Win / Avg Loss
+11.11 / -1.00
Long / Short
25 / 9
Stop / Opp-Break Exits
26 / 8
Std Dev (R) / Sharpe-like
8.46 / 0.22
Max Win / Loss Streak
2 / 8

By Signal Type

BOS WithHTF continuation
Trades
20
Win Rate
20.0%
Avg R
+0.82
Total R
+16.31
Profit Factor
2.02
Max Drawdown
-6.00R
CHoCH CounterHTF reversal
Trades
14
Win Rate
28.57%
Avg R
+3.33
Total R
+46.59
Profit Factor
5.659
Max Drawdown
-4.36R
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