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Backtest the TJR sweep MSS FVG strategy on BTCUSDT

30.9%Win rate136 trades
0.60Profit factor
-17.8%Net return+3.9 pts vs buy & hold
-18.4%Max drawdown

On the 5-minute chart of Bitcoin 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. Stop beyond the sweep candle, target 2× risk, 1% of the account per trade.

RulesSweep → market-structure shift → fair value gapAdapted from the published rulessnappchart.appforex.in.rs
5 notes about this test
    • The rules are taught in videos, not in a page that states them as numbers; the lookbacks above (20-candle sweep, 10-candle structure shift) are stated explicitly here and executed as written, and a secondary write-up is cited alongside the channel.
    • "Previous day's low" as the swept level is approximated by the lowest low of the previous 20 five-minute candles.
    • Long side only: the mirror short sequence cannot be executed on Spot.
    • "Next liquidity level" is approximated by a fixed 2R target, because the published rule is a judgement call on the chart.
    • Held until stop or target: the published rules state a stop and a target but no session close, so a trade still open at the end of its entry window is not closed there.

Market

BitcoinBTC

Timeframe

5m

Account

$10,000

History

1.7 years
31 Jan 202518 Oct 2026

Requested 2025-01-31 → 2026-10-18 · traded from 2025-01-31 (warm-up 60 bars)

Verdict

NOT RECOMMENDED
30.9%

win rate · 136 trades

  • Ended above the starting budget-17.8% · -0.690R
  • Win rate 50% or above30.9%
  • More than 50 trades136 trades
  • Verdict rules v9
Weak evidenceNot prop-firm ready· drawdown 18.4%
Trades
136
Timeframe
5M
Tested over
625 days
Time in market
4.2%

Ended 17.8% below the starting budget

What to watch

  • 123 of 136 trades were size-capped at 1× equity

What the data supports

  • Fell less than buy & hold

    -17.8% vs -21.8%

    same symbol, same window · 136 closed trades

  • Best month

    +1.9%

    2026-02 · 6 of 136 trades · best of 21 months

  • Drawdown stayed shallow

    -18.4% deepest fall from peak

    all 136 trades

  • Sample is large enough to read

    136 closed trades

    all 136 trades · 100 is the reporting minimum on 5M

Proof

TradingView twin

BINANCE:BTCUSDT5M
Built from the rules that ran2 differences
SlippageGapped stop
  • Slippage TradingView charges slippage as commission, so stop and market fills differ slightly.
  • Gapped stop When price gaps past the stop, the backtest skips the trade; the script enters and is stopped out.

Account balance

$8,215Final balance

$10,000

Starting balance

$7,822

Buy & hold

  • Balance
  • Buy & hold

Trust scoreThe fixed factors behind the trust score, each with its own measurement.

65Weak evidence

D

Grade

NOT RECOMMENDED

Verdict

Strategy replay

BTCUSDT · 5m
Trade 5 / 5

Entry

82,098.01

Buy · 16 Oct, 10:50 NY · 1 bar

Stop loss

82,083.59

0.02% away

Take profit

82,126.84

0.04% away

Result

-8.97R

Stop loss · -0.16% of equity, size-capped

Trace5 steps

  1. Signal

    candle close

    82,376.10

    16 Oct, 10:15 NY

  2. Filled

    pending order

    82,098.01

    16 Oct, 10:50 NY

  3. Stop

    sweep low

    82,083.59

    16 Oct, 10:50 NY

  4. TP1 · 2.00R

    r multiple

    82,126.84

    16 Oct, 10:50 NY

  5. Exit · Stop loss · -0.16R

    82,083.59

    16 Oct, 10:50 NY

Monthly returns

Best month1.9%Worst month-3.6%Typical month-0.95%Months in profit19%

Wins and losses

31%win rate
  • Wins42
  • Losses94

Your 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 · 123 of 136 trades were size-capped at 1× equity

After an exit
The next entry signal is read from the candle after the exit, not on the exit candle
Not modelled
Margin calls, liquidation and CFD overnight financing; perpetual funding is charged when the data carries it

Latest trades

136 closed trades

DateDirectionEntry priceExit priceResult
16 Oct 2026long82098.005082067.1733Loss
12 Oct 2026long82840.005082543.4880Loss
9 Oct 2026long82975.930083059.7900Loss
5 Oct 2026long86204.365085850.7164Loss
4 Oct 2026long85227.880085080.1706Loss
1 Oct 2026long84050.925084838.7350Win
24 Sept 2026long83669.755084286.3850Win
11 Sept 2026long77336.130076031.3707Loss
10 Sept 2026long77105.810076660.7348Loss
24 Aug 2026long79031.065077836.3296Loss

Monthly heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDec
2025—-1.4%-3.6%-1.3%-0.2%-0.9%-0.7%-1.6%-1.3%-0.9%-0.7%-0.7%
20260.4%1.9%-2.9%-2.4%-1.0%-2.3%1.7%0.2%-1.2%-0.7%——

Advanced Analysis