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makuchaku
Oct 24, 2020 9:10 PM

RUSSEL (4H) Backtest : 68% win rate across 19 trades => 17.8 R 

E-mini Russell 2000 Index FuturesCME

Description

Detailed backtest result : prnt.sc/v65lnj

Non-looser = 84%

Icons on the chart
Thumbs up : Trade was a win
Thumbs down : Trade was a loss
Circle with a cross : Trade was breakeven
Cross : Did not take the trade due to presence of liquidity (equal highs/lows) behind the stop loss

Variables
Avg winner = 1.6R

Strategy : wait for market structure break, then trade the retest of that zone. Zone is drawn using the first candle which crossed the pivot high/low to begin trapping the traders.
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