BPR Sweep + MSS + IDM — Backtest Report · All

AllForexCrypto Chart & replayTrades CSVSetups CSV
Trades
3,275
710 wins · 1988 losses · 577 timeouts
Win rate
21.7%
break-even at 2.0R TP ≈ 33.3%
Profit factor
0.82
gross win R ÷ gross loss R
Expectancy
-0.116 R
total -378.7 R
Return @ 1.0% risk
-98.2%
compounded, max DD -98.4%
Max drawdown
-387.1 R
longest losing streak 15

Equity curve

Drawdown (R)

Best filter combinations

Searched 5,516 filter combinations (1–3 filters, at least 25 trades). Found on trades up to 2025-12-10 (2,292 in-sample trades), then checked on the 983 trades after that date. Rank = lower bound of the 95% confidence interval of the in-sample win rate, so small lucky samples sink. Trust only rows marked “Held up out-of-sample”.

No combination reached 60% win rate with at least 25 in-sample trades. Showing the strongest combinations by expectancy instead.

#FiltersIn-sample tradesIn-sample win rate95% lowAvg ROut-of-sample tradesOOS win rateOOS avg RVerdict
1RSI(14) range = 50-70 + Price vs EMA50 = Below EMA50 + Hour block (UTC) = 08-1225
48.0%		30.0%+0.788
0.0%		-0.85Too few out-of-sample trades
2Session (UTC) = London + RSI(14) range = 50-70 + Price vs EMA50 = Below EMA5035
45.7%		30.5%+0.6812
0.0%		-0.90Failed out-of-sample
3Direction = BUY + Day of week = Fri + Volatility (ATR14 vs its median) = Low26
50.0%		32.1%+0.676
16.7%		-0.28Too few out-of-sample trades
4Price vs EMA200 = Below EMA200 + Day of week = Sat + Volatility (ATR14 vs its median) = Medium27
40.7%		24.5%+0.628
12.5%		-0.20Too few out-of-sample trades
5Price vs EMA200 = Below EMA200 + Day of week = Fri + Volatility (ATR14 vs its median) = Low25
44.0%		26.7%+0.537
42.9%		+0.29Too few out-of-sample trades
6Session (UTC) = London + EMA 20/50/200 stack = Bearish stack + Day of week = Fri27
37.0%		21.5%+0.5112
33.3%		+0.21Failed out-of-sample
7Day of week = Fri + Volatility (ATR14 vs its median) = Low + Stop size = >3 ATR29
41.4%		25.5%+0.508
37.5%		+0.29Too few out-of-sample trades
8Session (UTC) = London + EMA 20/50/200 stack = Bearish stack + Stop size = 2-3 ATR49
46.9%		33.7%+0.4931
35.5%		+0.06Failed out-of-sample
9Session (UTC) = Sydney + Day of week = Thu25
40.0%		23.4%+0.4513
7.7%		-0.72Failed out-of-sample
10Trade vs EMA200 trend = With trend + Day of week = Mon + Hour block (UTC) = 04-0835
34.3%		20.8%+0.4514
28.6%		+0.35Failed out-of-sample
11EMA 20/50/200 stack = Bullish stack + Day of week = Tue + Entry confirmation = Same candle41
34.1%		21.6%+0.4525
16.0%		-0.28Failed out-of-sample
12Session (UTC) = London + EMA 20/50/200 stack = Bearish stack + Hour block (UTC) = 04-0841
36.6%		23.6%+0.4524
29.2%		+0.08Failed out-of-sample
13EMA 20/50/200 stack = Mixed + Day of week = Thu + Hour block (UTC) = 12-1625
40.0%		23.4%+0.4413
30.8%		+0.06Failed out-of-sample
14Price vs EMA200 = Below EMA200 + Hour block (UTC) = 08-12 + Stop size = 2-3 ATR63
46.0%		34.3%+0.4326
23.1%		-0.28Failed out-of-sample
15RSI(14) range = 30-50 + Hour block (UTC) = 08-12 + Stop size = 2-3 ATR65
46.2%		34.6%+0.4321
28.6%		-0.14Failed out-of-sample
16EMA 20/50/200 stack = Bearish stack + Hour block (UTC) = 08-12 + Stop size = 2-3 ATR39
46.2%		31.6%+0.4221
33.3%		+0.00Failed out-of-sample
17Session (UTC) = London + Day of week = Fri + Stop size = >3 ATR43
32.6%		20.5%+0.4213
23.1%		+0.12Failed out-of-sample
18Session (UTC) = London + EMA 20/50/200 stack = Bearish stack + Day of week = Tue31
41.9%		26.4%+0.4119
21.1%		-0.09Failed out-of-sample
19Session (UTC) = London + Price vs EMA200 = Below EMA200 + Day of week = Fri35
37.1%		23.2%+0.4115
26.7%		+0.09Failed out-of-sample
20Session (UTC) = London + Price vs EMA200 = Below EMA200 + Stop size = 2-3 ATR79
44.3%		33.9%+0.4040
27.5%		-0.16Failed out-of-sample
21Direction = SELL + Hour block (UTC) = 08-12 + Stop size = 2-3 ATR60
45.0%		33.1%+0.4031
35.5%		+0.09Failed out-of-sample
22RSI(14) range = 30-50 + Day of week = Fri + Volatility (ATR14 vs its median) = Low26
42.3%		25.5%+0.394
25.0%		-0.25Too few out-of-sample trades
23Price vs EMA50 = Above EMA50 + Day of week = Tue + Volatility (ATR14 vs its median) = High60
25.0%		15.8%+0.3831
16.1%		-0.06Failed out-of-sample
24Session (UTC) = Asian + Price vs EMA200 = Above EMA200 + Day of week = Mon46
34.8%		22.7%+0.3828
17.9%		-0.18Failed out-of-sample
25Price vs EMA50 = Below EMA50 + Hour block (UTC) = 08-12 + Stop size = 2-3 ATR62
43.5%		31.9%+0.3817
11.8%		-0.65Failed out-of-sample

Failure patterns

Overall loss rate: 60.7%. Conditions below lose noticeably more often.

Loss anatomy

What happenedLosses%
Stopped out within 3 candles (45 min)
Entry too early / zone not respected — consider waiting for a 2nd confirmation candle.
32416.3%
Never moved +0.2R in profit before stop
Setup was wrong from the start — check which filters these share (table above).
86343.4%
Reached +0.5R before losing
Partial profit at +0.5R–1R would have reduced these losses.
67534.0%
Reached +1R before losing
A move-to-breakeven at +1R would have turned these into 0R trades (upper bound: on M15 we can't see if a winner also dipped back to entry).
26213.2%
  • Winners that dipped to −0.7R or worse before hitting TP: 152 (21.4% of winners)
  • Timeouts (no TP/SL in 100 bars): 577, average +0.33R
  • Average candles held — winners 36.3, losers 24.3

Single conditions with high loss rate

ConditionTradesLoss ratevs avgAvg R
Stop size = 1-2 ATR51770.4%+9.7 pts-0.134
Day of week = Sun36069.4%+8.7 pts-0.249
Stop size = 2-3 ATR105068.9%+8.2 pts-0.167
Pair = TON_USDT7867.9%+7.2 pts-0.325

Two-condition loss clusters

ConditionTradesLoss ratevs avgAvg R
Day of week = Sun + Stop size = 2-3 ATR10880.6%+19.9 pts-0.466
Volatility (ATR14 vs its median) = Low + Day of week = Sun15576.1%+15.4 pts-0.354
RSI(14) range = 50-70 + Day of week = Sun16374.2%+13.5 pts-0.365
Volatility (ATR14 vs its median) = Low + Stop size = 2-3 ATR20074.0%+13.3 pts-0.252
Session (UTC) = Sydney + Stop size = 2-3 ATR10074.0%+13.3 pts-0.290
Day of week = Sun + Entry confirmation = Next candle23373.0%+12.3 pts-0.316
Trade vs EMA200 trend = With trend + Stop size = 1-2 ATR23172.7%+12.0 pts-0.196

Win rate by condition

Bar colour: green = 10+ points above break-even (33.3%), amber = above break-even, red = below.

Session (UTC)

TradesWin rateAvg RTotal RPF
Asian932
22.0%		-0.142-132.20.78
London736
25.3%		-0.038-27.90.94
New York1283
19.3%		-0.139-178.20.77
Sydney324
22.2%		-0.125-40.40.80

RSI(14) range

TradesWin rateAvg RTotal RPF
<3050
16.0%		-0.014-0.70.97
30-501617
22.9%		-0.091-147.70.85
50-701547
20.9%		-0.148-228.30.77
>7061
14.8%		-0.033-2.00.93

Price vs EMA50

TradesWin rateAvg RTotal RPF
Above EMA501611
20.4%		-0.151-243.90.76
Below EMA501664
22.9%		-0.081-134.80.87

Price vs EMA200

TradesWin rateAvg RTotal RPF
Above EMA2001615
21.4%		-0.117-189.70.81
Below EMA2001660
22.0%		-0.114-189.00.82

Trade vs EMA200 trend

TradesWin rateAvg RTotal RPF
With trend1752
22.4%		-0.091-160.00.85
Against trend1523
20.9%		-0.144-218.70.78

EMA 20/50/200 stack

TradesWin rateAvg RTotal RPF
Bullish stack1163
21.8%		-0.105-122.70.83
Bearish stack1131
22.5%		-0.118-133.10.81
Mixed981
20.7%		-0.125-122.90.80

Day of week

TradesWin rateAvg RTotal RPF
Mon534
22.1%		-0.079-42.30.87
Tue599
22.9%		-0.074-44.60.88
Wed567
21.3%		-0.146-82.50.77
Thu466
22.3%		-0.140-65.50.78
Fri525
21.0%		-0.090-47.00.85
Sat224
20.5%		-0.033-7.30.94
Sun360
20.6%		-0.249-89.50.65

Hour of day (UTC)

TradesWin rateAvg RTotal RPF
00:00144
25.7%		-0.063-9.00.90
01:00184
21.7%		-0.140-25.80.79
02:00163
22.7%		-0.144-23.50.78
03:00125
20.8%		-0.194-24.20.72
04:0085
18.8%		-0.189-16.10.71
05:00100
26.0%		-0.047-4.70.92
06:00131
17.6%		-0.220-28.90.67
07:00179
26.3%		-0.013-2.40.98
08:00162
28.4%		+0.005+0.81.01
09:00137
24.1%		-0.080-11.00.87
10:00133
21.1%		-0.100-13.30.84
11:00125
25.6%		-0.017-2.10.97
12:00155
21.3%		-0.119-18.40.81
13:00229
19.2%		-0.173-39.70.73
14:00225
21.3%		-0.093-21.00.85
15:00191
24.1%		+0.000+0.11.00
16:00149
14.8%		-0.199-29.60.67
17:0093
8.6%		-0.486-45.20.36
18:0091
18.7%		-0.004-0.40.99
19:0069
17.4%		-0.079-5.50.86
20:0081
21.0%		-0.229-18.50.66
21:00104
25.0%		-0.046-4.70.92
22:00130
22.3%		-0.122-15.80.81
23:0090
18.9%		-0.221-19.90.67

Volatility (ATR14 vs its median)

TradesWin rateAvg RTotal RPF
Low619
23.3%		-0.154-95.20.77
Medium1576
23.5%		-0.091-143.20.85
High1080
18.1%		-0.130-140.30.78

Entry confirmation

TradesWin rateAvg RTotal RPF
Same candle1089
21.4%		-0.059-64.20.90
Next candle2186
21.8%		-0.144-314.60.78

Stop size

TradesWin rateAvg RTotal RPF
<1 ATR47
23.4%		-0.298-14.00.61
1-2 ATR517
28.2%		-0.134-69.30.81
2-3 ATR1050
25.0%		-0.167-175.50.76
>3 ATR1661
17.5%		-0.072-119.90.87

Direction

TradesWin rateAvg RTotal RPF
BUY1658
21.4%		-0.117-193.80.81
SELL1617
22.0%		-0.114-184.90.82

Market

TradesWin rateAvg RTotal RPF
Forex1250
24.2%		-0.047-58.40.92
Crypto2025
20.1%		-0.158-320.30.75

Pair

TradesWin rateAvg RTotal RPF
USD_JPY109
30.3%		+0.219+23.81.45
EUR_USD118
31.4%		+0.132+15.61.24
XAU_USD117
27.4%		+0.079+9.21.14
GBP_JPY104
26.9%		+0.061+6.31.11
AUD_USD129
26.4%		-0.018-2.30.97
ADA_USDT131
21.4%		-0.037-4.80.94
BCH_USDT132
22.0%		-0.041-5.40.93
LINK_USDT119
25.2%		-0.051-6.00.91
GBP_USD109
25.7%		-0.115-12.50.83
TRX_USDT101
16.8%		-0.130-13.20.79
NZD_USD144
20.1%		-0.093-13.40.85
AVAX_USDT114
22.8%		-0.120-13.70.81
EUR_JPY95
22.1%		-0.146-13.90.78
POL_USDT84
19.0%		-0.170-14.30.74
DOT_USDT139
22.3%		-0.116-16.20.81
SOL_USDT144
23.6%		-0.125-18.00.81
USD_CAD129
21.7%		-0.142-18.30.78
BNB_USDT173
21.4%		-0.130-22.40.79
USD_CHF114
20.2%		-0.218-24.80.68
TON_USDT78
14.1%		-0.325-25.40.53
DOGE_USDT146
16.4%		-0.188-27.50.71
EUR_GBP82
11.0%		-0.344-28.20.48
LTC_USDT159
18.2%		-0.219-34.80.68
XRP_USDT142
19.7%		-0.271-38.50.61
ETH_USDT176
19.9%		-0.219-38.60.67
BTC_USDT187
17.6%		-0.223-41.60.65

Monthly results

MonthTradesWin rateTotal R
2023-1178
25.6%		-4.6
2023-12111
26.1%		+4.3
2024-0198
22.4%		-13.0
2024-0273
19.2%		-6.7
2024-0374
25.7%		+1.8
2024-0498
24.5%		-15.0
2024-0594
23.4%		-1.9
2024-0676
25.0%		-1.2
2024-0765
16.9%		-16.1
2024-0880
22.5%		-2.5
2024-0987
28.7%		+6.9
2024-1080
18.8%		-6.2
2024-11102
27.5%		+4.8
2024-1292
16.3%		-25.5
2025-01112
20.5%		-15.5
2025-0292
23.9%		-5.2
2025-0373
21.9%		-16.3
2025-0497
18.6%		-18.9
2025-05107
21.5%		-14.0
2025-0684
28.6%		+20.4
2025-0798
22.4%		-13.9
2025-08102
19.6%		-9.4
2025-0996
21.9%		-9.8
2025-1098
16.3%		-32.0
2025-1196
15.6%		-28.8
2025-1280
17.5%		-30.2
2026-0185
14.1%		-30.1
2026-0276
25.0%		-1.0
2026-03103
26.2%		-1.1
2026-0485
17.6%		-18.5
2026-0587
13.8%		-17.0
2026-0697
20.6%		-7.6
2026-07113
14.2%		-39.1
2026-0880
26.2%		+0.2
2026-09104
27.9%		+2.5
2026-1094
23.4%		-18.2
2026-118
25.0%		-0.2

Settings used

Pairs: EUR_USD, GBP_USD, USD_JPY, USD_CAD, AUD_USD, NZD_USD, USD_CHF, EUR_GBP, EUR_JPY, GBP_JPY, XAU_USD, BTC_USDT, ETH_USDT, BNB_USDT, XRP_USDT, SOL_USDT, ADA_USDT, DOGE_USDT, AVAX_USDT, DOT_USDT, LINK_USDT, LTC_USDT, TRX_USDT, TON_USDT, POL_USDT, BCH_USDT · M15 · 2023-11-05 → 2026-11-03
Indicator: {"leftS": 5, "rightS": 5, "leftM": 2, "rightM": 2, "maxBeyond": 10, "maxWait": 300, "useIDM": false, "idmLeft": 3, "idmRight": 3, "idmVol": 0.0, "idmMaxWait": 500, "obLookback": 50, "fvgExtend": 3}
Rules: TP 2.0R · SL beyond sweep extreme + 0.1×ATR · max 100 bars · overlap off (1 trade per pair) · same-candle TP+SL = loss · forex: spread per pair · crypto: 0.1% Binance fee per side
Distance units: pips for forex, bp (0.01% of price) for crypto