WickCheck / Trading school / Backtests
Trading strategy backtests on real data
Popular strategies, tested exactly as written on years of real candles, with costs included. Some hold up, many don't. Every result opens in WickCheck so you can check it, change it and test your own version.
All strategies
| Strategy | Main test | Trades | Win rate | Profit factor | Avg trade | History |
|---|---|---|---|---|---|---|
| ICT Silver Bullet | NQ 5m | 28 | 18% | 0.44 | -0.48R | 1y |
| NY session liquidity sweep + FVG | XAU/USD 15m | 66 | 36% | 1.19 | +0.13R | 3y |
| London session sweep + FVG | GBP/USD 15m | 41 | 24% | 0.78 | -0.18R | 3y |
| Equal highs and lows sweep | XAU/USD 15m | 608 | 28% | 0.92 | -0.06R | 3y |
| ICT order block | EUR/USD 15m | 1860 | 27% | 0.80 | -0.16R | 3y |
| Fair value gap | EUR/USD 1h | 2754 | 33% | 0.92 | -0.06R | 10y |
| Break of structure | EUR/USD 1h | 2005 | 33% | 0.95 | -0.03R | 10y |
| Liquidity sweep reversal | EUR/USD 1h | 4869 | 33% | 0.92 | -0.06R | 10y |
| RSI(2) pullback | ES 1d | 86 | 81% | 1.89 | +0.13R | 10y |
| 20-day breakout (Donchian) | XAU/USD 1d | 82 | 46% | 1.65 | +0.36R | 10y |
| Golden cross (50/200 SMA) | SPY 1d | 15 | 47% | 3.50 | +1.34R | 33.8y |
| MACD crossover | EUR/USD 4h | 499 | 36% | 1.08 | +0.05R | 10y |
| Bollinger band bounce | ES 1d | 66 | 59% | 1.43 | +0.18R | 10y |
| EMA crossover (9/21) | EUR/USD 1h | 1259 | 34% | 0.95 | -0.04R | 10y |
| RSI oversold bounce | EUR/USD 1h | 154 | 32% | 0.91 | -0.07R | 10y |
Profit factor = gross profit ÷ gross loss. Above 1 made money after costs, below 1 lost money. Updated 2026-11-09.
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