Equal highs and lows sweep backtest on real data
Equal highs and equal lows are where stop orders cluster, so traders call them liquidity. This setup waits for price to run through a pair of equal highs or lows, then trades the reversal from the first fair value gap.
608trades
28%win rate
0.92profit factor
-0.06Raverage trade
-51.2%max drawdown
-35.2%return at 1% risk
XAU/USD · Gold · 15-minute candles · 2023-11-05 to 2026-11-09 · Dukascopy data · equity in %, 1% risk per trade
On this data the rules lost money after costs. That is useful to know before you trade them.
The exact rules tested
Wait for a sweep of equal highs or equal lows, then wait for a fair value gap. Enter on the FVG. Stop above the sweep. Target liquidity, at least 2R.
How WickCheck reads these rules:
- Direction: Both ways (long + short)
- Step 1: Sweep · equal highs/lows
- Step 2: FVG
- Step: Each step within 20 bars of the last
- Entry: Limit order at the FVG edge
- Stop: Beyond the sweep wick
- Target: Nearest liquidity at least 2R away
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 |
|---|---|---|---|---|---|---|---|
| XAU/USD · Gold | 608 | 28% | 0.92 | -0.06R | -51.2% | -35.2% | 2023-11 – 2026-11 |
| EUR/USD | 608 | 25% | 0.80 | -0.16R | -71.0% | -66.1% | 2023-11 – 2026-11 |
| GBP/USD | 618 | 25% | 0.78 | -0.19R | -73.6% | -71.9% | 2023-11 – 2026-11 |
| NQ · Nasdaq 100 | 515 | 27% | 0.94 | -0.04R | -48.3% | -26.1% | 2023-11 – 2026-11 |
| BTC/USD | 844 | 27% | 0.92 | -0.06R | -54.3% | -46.3% | 2023-11 – 2026-11 |
Click a market to open that exact test in WickCheck.
Year by year (XAU/USD)
| Year | Trades | Win rate | Result |
|---|---|---|---|
| 2023 | 24 | 25% | -3.4R |
| 2024 | 197 | 33% | +21.5R |
| 2025 | 215 | 26% | -35.3R |
| 2026 | 172 | 26% | -17.8R |
How this test was run
- Real historical candles from Dukascopy, 15-minute timeframe, 2023-11-05 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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