NY session liquidity sweep + FVG backtest on real data
A New York open model: during 13:30 to 16:00 London time, price sweeps any untaken high or low, then shifts the other way and leaves a 15-minute fair value gap. The sweep sets the bias: a swept high means shorts, a swept low means longs. Days with high-impact US news inside the New York session are skipped.
66trades
36%win rate
1.19profit factor
+0.13Raverage trade
-9.1%max drawdown
+8.0%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
A small positive edge after costs. Worth testing further on other periods and markets before trusting it.
The exact rules tested
Between 13:30 and 16:00 London time, wait for a liquidity sweep, then wait for a fair value gap. Enter on the FVG. Stop above the sweep. Target liquidity, at least 2R. Don't trade on days with red news.
How WickCheck reads these rules:
- Direction: Both ways (long + short)
- Session: 13:30–16:00 London time
- Step 1: Sweep · any untaken high/low (swings, equal highs/lows, previous day, sessions)
- 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
- News: Skip days with red USD news in the NY session (CPI, NFP, PPI, JOLTS, FOMC · from 2022)
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 | 66 | 36% | 1.19 | +0.13R | -9.1% | +8.0% | 2023-11 – 2026-11 |
| GBP/USD | 55 | 38% | 1.48 | +0.32R | -7.6% | +17.9% | 2023-11 – 2026-11 |
| EUR/USD | 75 | 28% | 0.89 | -0.09R | -10.7% | -7.2% | 2023-11 – 2026-11 |
| NQ · Nasdaq 100 | 74 | 26% | 0.82 | -0.13R | -17.5% | -10.2% | 2023-11 – 2026-11 |
| ES · S&P 500 | 79 | 28% | 0.83 | -0.13R | -13.4% | -10.2% | 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 | 7 | 43% | +2.6R |
| 2024 | 22 | 32% | -0.7R |
| 2025 | 23 | 30% | -3.1R |
| 2026 | 14 | 50% | +9.8R |
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.
More strategy backtests
ICT Silver Bullet28 trades · PF 0.44 · NQ 5mLondon session sweep + FVG41 trades · PF 0.78 · GBP/USD 15mEqual highs and lows sweep608 trades · PF 0.92 · XAU/USD 15mICT order block1860 trades · PF 0.80 · EUR/USD 15mFair value gap2754 trades · PF 0.92 · EUR/USD 1hBreak of structure2005 trades · PF 0.95 · EUR/USD 1h
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