London session sweep + FVG backtest on real data
The Asian session builds a range overnight. In the first hours of London, price often runs one side of that range (the Asia high or low) and reverses. This test waits for that sweep, then enters on the fair value gap the reversal leaves behind.
41trades
24%win rate
0.78profit factor
-0.18Raverage trade
-14.4%max drawdown
-7.7%return at 1% risk
GBP/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
Between 07:00 and 10:00 London time, wait for a sweep of the Asia high or low, 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)
- Session: 07:00–10:00 London time
- Step 1: Sweep · Asia session high/low
- 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
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Same rules on 5 markets
| Market | Trades | Win rate | Profit factor | Avg trade | Max DD | Return | Period |
|---|---|---|---|---|---|---|---|
| GBP/USD | 41 | 24% | 0.78 | -0.18R | -14.4% | -7.7% | 2023-11 – 2026-11 |
| EUR/USD | 44 | 39% | 1.47 | +0.32R | -9.8% | +14.1% | 2023-11 – 2026-11 |
| XAU/USD · Gold | 38 | 26% | 0.93 | -0.06R | -14.6% | -2.7% | 2023-11 – 2026-11 |
| EUR/GBP | 44 | 30% | 0.82 | -0.15R | -18.2% | -6.9% | 2023-11 – 2026-11 |
| USD/JPY | 37 | 22% | 0.72 | -0.23R | -11.2% | -8.7% | 2023-11 – 2026-11 |
Click a market to open that exact test in WickCheck.
Year by year (GBP/USD)
| Year | Trades | Win rate | Result |
|---|---|---|---|
| 2023 | 3 | 0% | -3.2R |
| 2024 | 16 | 25% | -1.8R |
| 2025 | 8 | 25% | -2.4R |
| 2026 | 14 | 29% | -0.2R |
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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