ICT order block backtest on real data
An order block is the last opposite candle before a strong move. The idea is that price often comes back to it before continuing. This version only trades with the 200 EMA trend, with a 1.5 ATR stop and a 2.5R target.
1860trades
27%win rate
0.80profit factor
-0.16Raverage trade
-96.0%max drawdown
-95.8%return at 1% risk
EUR/USD · 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
Buy when price returns into a bullish order block and price is above the 200 EMA. Sell when price returns into a bearish order block and price is below the 200 EMA. Stop at 1.5x ATR. Target 2.5R.
How WickCheck reads these rules:
- Long: Bullish order block · retest
- Long: Close > EMA(200)
- Short: Bearish order block · retest
- Short: Close < EMA(200)
- Stop: 1.5×ATR(14)
- Target: 2.5R
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 | 1860 | 27% | 0.80 | -0.16R | -96.0% | -95.8% | 2023-11 – 2026-11 |
| GBP/USD | 1871 | 26% | 0.76 | -0.20R | -98.3% | -97.9% | 2023-11 – 2026-11 |
| XAU/USD · Gold | 1838 | 30% | 1.00 | +0.00R | -67.9% | -18.7% | 2023-11 – 2026-11 |
| NQ · Nasdaq 100 | 1576 | 31% | 1.06 | +0.04R | -41.6% | +59.8% | 2023-11 – 2026-11 |
| ES · S&P 500 | 1698 | 29% | 0.97 | -0.02R | -67.3% | -45.4% | 2023-11 – 2026-11 |
Click a market to open that exact test in WickCheck.
Year by year (EUR/USD)
| Year | Trades | Win rate | Result |
|---|---|---|---|
| 2023 | 103 | 30% | -4.0R |
| 2024 | 630 | 27% | -119.7R |
| 2025 | 588 | 28% | -50.0R |
| 2026 | 539 | 26% | -121.0R |
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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