Liquidity sweep reversal backtest on real data
A simple stop-hunt reversal: price wicks beyond the 20-bar low or high and closes back inside. The trade fades the sweep with a 1 ATR stop and a 2R target.
4869trades
33%win rate
0.92profit factor
-0.06Raverage trade
-97.6%max drawdown
-96.5%return at 1% risk
EUR/USD · 1-hour candles · 2016-11-09 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 sweeps the 20-bar low and closes back above it. Sell when price sweeps the 20-bar high and closes back below it. Stop at 1x ATR. Target 2R.
How WickCheck reads these rules:
- Long: Sweep 20-bar low
- Short: Sweep 20-bar high
- Stop: 1×ATR(14)
- Target: 2R
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Same rules on 5 markets
| Market | Trades | Win rate | Profit factor | Avg trade | Max DD | Return | Period |
|---|---|---|---|---|---|---|---|
| EUR/USD | 4869 | 33% | 0.92 | -0.06R | -97.6% | -96.5% | 2016-11 – 2026-11 |
| XAU/USD · Gold | 4545 | 33% | 0.85 | -0.11R | -99.7% | -99.6% | 2016-11 – 2026-11 |
| GBP/USD | 4864 | 33% | 0.90 | -0.07R | -98.0% | -98.0% | 2016-11 – 2026-11 |
| ES · S&P 500 | 4351 | 34% | 0.96 | -0.03R | -87.2% | -80.1% | 2016-11 – 2026-11 |
| BTC/USD | 5383 | 33% | 0.79 | -0.17R | -100.0% | -100.0% | 2017-05 – 2026-11 |
Click a market to open that exact test in WickCheck.
Year by year (EUR/USD)
| Year | Trades | Win rate | Result |
|---|---|---|---|
| 2016 | 57 | 33% | -2.3R |
| 2017 | 492 | 31% | -60.4R |
| 2018 | 499 | 32% | -45.7R |
| 2019 | 468 | 37% | +8.6R |
| 2020 | 513 | 31% | -59.1R |
| 2021 | 495 | 34% | -28.4R |
| 2022 | 458 | 33% | -21.3R |
| 2023 | 474 | 30% | -76.8R |
| 2024 | 504 | 36% | -5.1R |
| 2025 | 483 | 35% | -3.8R |
| 2026 | 426 | 36% | +7.9R |
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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