Backtest the TJR sweep MSS FVG strategy on BTCUSDT
On the 5-minute chart of BTCUSDT, it buys when inside 08:30-11:00 America/New_York time, price first sweeps the 20-candle low and closes back above it, then a candle closes above the highest high of the last 10 candles (market-structure shift), then a LATER candle in the same window completes a bullish fair value gap. It gets out on its stop rule, and takes profit at 2× what it risked. Each trade risks 1% of the account.
Market
Timeframe
Account
History
34.3%win rate · 140 trades
NOT RECOMMENDEDWeak evidence- Trades
- 140
- Timeframe
- 5M
- Tested over
- 625 days
- Time in market
- 4.4%
Lost money after costs: profit factor 0.63
What the data supports
Best month
+2.0%
2026-02 · 6 of 140 trades · best of 21 months
Drawdown stayed shallow
-18.7% deepest fall from peak
all 140 trades
Sample is large enough to read
140 closed trades
all 140 trades · 100 is the reporting minimum on 5M
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
D
Grade
NOT RECOMMENDED
Verdict
Net return
-17.0%
-1.7 pts vs buy & hold
Win rate
34.3%
140 trades
Profit factor
0.63
48 wins · 92 losses
Max drawdown
-18.7%
from peak
Strategy replay
Entry
77,351.60
Buy · 11 Sept, 13:35 · 1165 bars
Stop loss
76,046.58
1.69% away
Take profit
79,961.63
3.37% away
Result
-1.07R
Stop loss at 76,031.37
Monthly returns
Best month
2.0%
Worst month
-3.5%
Typical month
-1.19%
Months in profit
29%
Account curve
$10,000
Starting balance
$8,302
Final balance
$8,467
Buy & hold
Wins and losses
- Wins48
- Losses92
Rules
Buys when
inside 08:30-11:00 America/New_York time, price first sweeps the 20-candle low and closes back above it, then a candle closes above the highest high of the last 10 candles (market-structure shift), then a LATER candle in the same window completes a bullish fair value gap
Stop
the low of the sweep candle that armed the sequence
Target / exit
2R (R = entry-to-stop distance)
Risk per trade
1% of equity risked to the stop
Monthly heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -2.4% | -1.6% | -3.5% | -0.9% | 0.2% | -0.7% | -0.5% | -1.4% | -1.2% | -1.2% | -1.3% | 0.1% |
| 2026 | 0.6% | 2.0% | -2.1% | -2.3% | -0.3% | -2.2% | 1.8% | 0.4% | -1.8% | — | — | — |
Latest trades
140 closed trades
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 11 Sept 2026 | long | 77351.5972 | 76031.3707 | Loss |
| 10 Sept 2026 | long | 77121.2312 | 76660.7348 | Loss |
| 24 Aug 2026 | long | 79046.8712 | 77836.3296 | Loss |
| 21 Aug 2026 | long | 77003.1475 | 78507.6580 | Win |
| 18 Aug 2026 | long | 64274.8524 | 64481.9782 | Win |
| 17 Aug 2026 | long | 63617.5310 | 63951.4600 | Win |
| 5 Aug 2026 | long | 64436.7298 | 63867.2240 | Loss |
| 30 Jul 2026 | long | 64893.7912 | 64687.1200 | Loss |
| 28 Jul 2026 | long | 63446.1867 | 64840.6494 | Win |
| 26 Jul 2026 | long | 64532.6539 | 64717.0159 | Win |
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