Backtest the TJR sweep MSS FVG strategy on BTCUSDT
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. It closes any open trade at the session close (08:30-11:00 America/New_York).
4 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.
Market
Timeframe
Account
History
6 fixes since this report
- This report was produced before R was measured in stop distances; 126 of the 140 stored trades were size-capped, so the R figures first shown for them (average trade, winners, losers) were % of equity per 1% risk, not stop distances. This page now shows the corrected reading; the stored original is unchanged. Re-run to get a report produced with the fix.
- This report was produced before limit fills stopped taking slippage in their price, and a re-picked target waits for the script; defect "limit entry filled beyond its limit": its long entries are limit orders, filled 0.02% beyond the limit, and their stops, targets and sizes were measured from that price; defect "target filled beyond its limit": its target fills were shown 0.02% short of the target (the P&L effect is commission × slippage, below 0.001% per trade). Re-run to get corrected results.
- This report was produced before a resting order's fill candle was judged only after the fill; defect "resting-order fill candle": its entries are resting orders (limit_sweep_fvg), so exits on the candle each order filled on may have been booked from prices printed before the fill. Re-run to get corrected results.
- This report was produced before an entry whose fill gapped past its stop was dropped; a trade whose fill gapped past its stop may be missing from this report; a re-run includes it (usually a small loss at the open). Re-run to get corrected results.
- This report was produced before an entry that filled exactly on its stop was dropped; a trade whose fill opened exactly on its stop may be missing from this report; a re-run includes it (about zero before costs). Re-run to get corrected results.
- This report was produced before a session window with a missing last candle was held into the next session; a trade of this report may have been held past the end of its window on a day whose last candle was missing (an early close, a feed hole); a re-run closes it on the last candle that exists. Re-run to get corrected results.
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
- Verdict rules v1
What to watch
- 126 of 140 trades were size-capped at 1× equity
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, 09:35 NY · 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 · 15 Sept, 10:35 NY
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) · closed at the session end
Risk per trade
1% of equity risked to the stop · 126 of 140 trades were size-capped at 1× equity
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% | 1.7% | 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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