Trading strategy backtests, losses included

25 strategies tested on years of historical data

Well-known trading strategies, coded rule by rule and run through the Backtrex engine on years of historical data. Every page shows the full result next to simply buying and holding the same market over the same period, whether the strategy wins or not.

Stock indices

Forex

EUR/USD · DailyLoses money
Does the RSI(2) strategy work on forex?
Strategy
-4.5%
Buy & hold
+0.1%
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EUR/USD · DailyLoses money
Does the Turtle trading strategy work on EUR/USD?
Strategy
-2.7%
Buy & hold
+0.1%
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EUR/USD · 1-hourLoses money
Does the London breakout strategy work on EUR/USD?
Strategy
-28%
Buy & hold
+0.1%
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GBP/USD · 15-minuteLoses money
Does the London breakout strategy work on GBP/USD?
Strategy
-60%
Buy & hold
+2.1%
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USD/JPY · 4-hourLoses money
Does the MACD + 200 EMA strategy work on USD/JPY?
Strategy
-22.1%
Buy & hold
+55.5%
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EUR/USD · 1-hourLoses money
Does the MACD + RSI strategy work on EUR/USD?
Strategy
-53.4%
Buy & hold
+0.1%
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USD/CAD · 1-hourLoses money
Does the Bollinger Bands + stochastic strategy work on USD/CAD?
Strategy
-42.5%
Buy & hold
+8.5%
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GBP/USD · 1-hourLoses money
Does the previous day high/low breakout strategy work on GBP/USD?
Strategy
-65.6%
Buy & hold
+2%
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AUD/USD · 4-hourBeats buy & hold
Do double top and double bottom patterns work on AUD/USD?
Strategy
+0.2%
Buy & hold
-9.3%
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USD/JPY · 1-hourLoses money
Does the three white soldiers pattern work on USD/JPY?
Strategy
-68.6%
Buy & hold
+55.9%
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GBP/USD · 1-hourLoses money
Does the order block strategy work on GBP/USD?
Strategy
-15.3%
Buy & hold
+2%
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GBP/USD · 15-minuteLoses money
Does the ICT kill zone fair value gap strategy work on GBP/USD?
Strategy
-30.3%
Buy & hold
+2.1%
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Commodities

How these backtests are run

Same engine and same defaults as the app: a commission is charged on every side, and signals are computed on closed candles only. Nothing is optimised after the fact: the rules are the published ones, each page lists its exact assumptions, and a losing result is published as it came out.

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