Break of structure backtest on real data
A break of structure (BOS) is a close beyond the last swing high or low. This test enters on the break in the direction of the 200 EMA, with a 2 ATR stop and a 2R target.
2005trades
33%win rate
0.95profit factor
-0.03Raverage trade
-63.6%max drawdown
-58.6%return at 1% risk
EUR/USD · 1-hour candles · 2016-11-09 to 2026-11-09 · Dukascopy data · equity in %, 1% risk per trade
Roughly break-even after costs. The rules alone do not show a clear edge here; filters or discretion would have to add it.
The exact rules tested
Buy on a bullish break of structure when price is above the 200 EMA. Sell on a bearish break of structure when price is below the 200 EMA. Stop at 2x ATR. Target 2R.
How WickCheck reads these rules:
- Long: Bullish BOS
- Long: Close > EMA(200)
- Short: Bearish BOS
- Short: Close < EMA(200)
- Stop: 2×ATR(14)
- Target: 2R
Run this backtest yourself
Run it yourselfSame rules, same data. Change any word, pick another market or timeframe, and see the result in seconds. No code.
Same rules on 5 markets
| Market | Trades | Win rate | Profit factor | Avg trade | Max DD | Return | Period |
|---|---|---|---|---|---|---|---|
| EUR/USD | 2005 | 33% | 0.95 | -0.03R | -63.6% | -58.6% | 2016-11 – 2026-11 |
| GBP/USD | 2007 | 32% | 0.91 | -0.06R | -78.9% | -76.9% | 2016-11 – 2026-11 |
| XAU/USD · Gold | 1866 | 35% | 1.03 | +0.02R | -50.0% | +19.0% | 2016-11 – 2026-11 |
| NQ · Nasdaq 100 | 1910 | 34% | 1.02 | +0.02R | -35.5% | +11.7% | 2016-11 – 2026-11 |
| ES · S&P 500 | 1887 | 34% | 1.00 | +0.00R | -37.8% | -12.3% | 2016-11 – 2026-11 |
Click a market to open that exact test in WickCheck.
Year by year (EUR/USD)
| Year | Trades | Win rate | Result |
|---|---|---|---|
| 2016 | 33 | 33% | -0.7R |
| 2017 | 195 | 34% | -0.7R |
| 2018 | 204 | 34% | +0.6R |
| 2019 | 179 | 32% | -12.1R |
| 2020 | 192 | 35% | +3.5R |
| 2021 | 204 | 33% | -7.2R |
| 2022 | 206 | 30% | -28.4R |
| 2023 | 200 | 34% | -5.0R |
| 2024 | 219 | 33% | -8.9R |
| 2025 | 198 | 35% | +7.4R |
| 2026 | 175 | 31% | -16.7R |
How this test was run
- Real historical candles from Dukascopy, 1-hour timeframe, 2016-11-09 to 2026-11-09.
- Signals only on closed candles, so a candle never uses information from its own future.
- Spread and commission included, at typical levels for each market.
- 1% of the account risked per trade. When stop and target both fall inside the same candle, 1-minute data decides which came first (where available).
- Results refresh automatically as new candles come in. Last updated 2026-11-09.
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