Backtest

Backtest the Tori Trades trendline strategy on BNBUSDT

On the 4-hour chart of BNB it buys when candle closes past a resistance trendline with 3+ taps at least 6 candles apart, spanning 126+ candles (tap tolerance 0.15%), one attempt per line. Stop at the safety trendline, target 2× risk, 1% of the account per trade.

5 notes about this test
    • Her shorts (a rising support trendline broken downward) cannot be executed on Spot, so only the long side is tested.
    • Her instruments are XPTUSD, WTI, XAUUSD and US30 on 4H; this test runs on the crypto pair you named, which behaves differently.
    • "Nearest horizontal support/resistance giving 2R or more" is approximated as a fixed 2R target.
    • The safety trendline is the line through the last two confirmed pivot lows; when those lows are not rising, the lowest low of the last 20 candles is used instead.
    • Trendline drawing is mechanical (confirmed 3-bar pivots, tap tolerance 0.15%), not hand-drawn, so individual lines can differ from hers.

Market

BNB

Timeframe

4h

Account

$10,000

History

8.0 years
21 Sept 201819 Sept 2026
RulesTori Trades Trendline StrategyAdapted from the published rulesfxreplay.comtradezella.comcdn.prod.website-files.com

4 fixes since this report

  • This report was produced before R was measured in stop distances; 2 of the 15 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 "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 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.

33.3%win rate · 15 trades, too few to judge

RECOMMENDEDWeak evidence
Trades
15
Timeframe
4H
Tested over
2920 days
Time in market
3.6%

steady edge · 15 trades, limited sample

  • Verdict rules v1

What to watch

  • 2 of 15 trades were size-capped at 1× equity
  • Thin margin · profit factor 1.02, under the 1.1 we look for

What the data supports

  • Best month

    +2.0%

    2022-03 · 1 of 15 trades · best of 14 months

  • Made money after costs

    profit factor 1.02

    all 15 trades

  • Net return

    +0.2%

    all 15 trades

  • Drawdown stayed shallow

    -5.0% deepest fall from peak

    all 15 trades

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

46Weak evidence

C

Grade

RECOMMENDED

Verdict

Net return

0.2%

-7476.1 pts vs buy & hold

Win rate

33.3%

15 trades

Profit factor

1.02

5 wins · 10 losses

Max drawdown

-5.0%

from peak

Strategy replay

BNBUSDT · 4hTrade 5 / 5

Entry

567.50

Buy · 25 Jul, 12:00 NY · 29 bars

Stop loss

556.00

2.03% away

Take profit

590.51

4.05% away

Result

+1.94R

Take profit at 590.39 · 30 Jul, 04:00 NY

Monthly returns

Best month

2.0%

Worst month

-1.2%

Typical month

-1.02%

Months in profit

36%

Account curve

$10,000

Starting balance

$10,022

Final balance

$757,628

Buy & hold

Wins and losses

33%win rate
  • Wins5
  • Losses10

Rules

  • Buys when

    candle closes past a resistance trendline with 3+ taps at least 6 candles apart, spanning 126+ candles (tap tolerance 0.15%), one attempt per line

  • Stop

    safety trendline through the last two confirmed pivot lows, measured 5 candles after the signal candle (fallback: lowest low of the 20 candles before the signal candle)

  • Target / exit

    2R (R = entry-to-stop distance)

  • Risk per trade

    1% of equity risked to the stop · 2 of 15 trades were size-capped at 1× equity

Monthly heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDec
2018—————————1.9%——
2019————-1.0%————-1.0%-1.0%—
2020—————————open-1.0%—
2021——————-1.0%—————
2022——2.0%—————————
20231.9%———————————
2024———-1.0%——-1.0%—————
2025——-1.0%————————open
20262.0%———-1.2%—1.9%—————

Latest trades

15 closed trades

DateDirectionEntry priceExit priceResult
25 Jul 2026long567.5035590.3923Win
3 May 2026long619.9940616.4524Loss
2 May 2026long618.9638616.3821Loss
21 Dec 2025long856.9514933.8873Win
24 Mar 2025long636.3773617.8764Loss
19 Jul 2024long591.7183554.2891Loss
10 Apr 2024long606.0212578.2343Loss
3 Jan 2023long246.2492257.2963Win
16 Mar 2022long383.3767417.8464Win
3 Jul 2021long299.3599276.3447Loss

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