Backtest

Backtest the ICT Silver Bullet strategy on BTCUSDT

On the 5-minute chart of BTCUSDT, it buys when inside 03:00-04:00 / 10:00-11:00 / 14:00-15:00 America/New_York time, price first sweeps the 20-candle low and closes back above it, 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

BitcoinBTC

Timeframe

5m

Account

$10,000

History

1.7 year
2 Jan 202519 Sept 2026
RulesICT Silver Bullet (New York windows 03–04 · 10–11 · 14–15)As publishedluxalgo.comictkillzone.com

28.0%win rate · 125 trades

NOT RECOMMENDEDWeak evidence
Trades
125
Timeframe
5M
Tested over
625 days
Time in market
1.3%

Lost money after costs: profit factor 0.47

What the data supports

  • Best month

    +1.9%

    2025-11 · 2 of 125 trades · best of 21 months

  • Drawdown stayed shallow

    -18.6% deepest fall from peak

    all 125 trades

  • Sample is large enough to read

    125 closed trades

    all 125 trades · 100 is the reporting minimum on 5M

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

64Weak evidence

D

Grade

NOT RECOMMENDED

Verdict

Net return

-18.6%

-3.3 pts vs buy & hold

Win rate

28.0%

125 trades

Profit factor

0.47

35 wins · 90 losses

Max drawdown

-18.6%

from peak

Strategy replay

BTCUSDT · 5mTrade 2 / 2

Entry

79,137.66

Buy · 9 Sept, 14:40 · 5 bars

Stop loss

78,877.36

0.33% away

Take profit

79,658.26

0.66% away

Result

-0.45R

Stop loss at 78,861.58

Monthly returns

Best month

1.9%

Worst month

-4.0%

Typical month

-0.87%

Months in profit

19%

Account curve

$10,000

Starting balance

$8,139

Final balance

$8,467

Buy & hold

Wins and losses

28%win rate
  • Wins35
  • Losses90

Rules

  • Buys when

    inside 03:00-04:00 / 10:00-11:00 / 14:00-15:00 America/New_York time, price first sweeps the 20-candle low and closes back above it, 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

YearJanFebMarAprMayJunJulAugSepOctNovDec
2025-1.0%-2.5%-0.8%0.3%-2.8%-0.2%-1.3%0.0%-1.9%0.6%1.9%-0.9%
2026-2.2%-1.3%0.4%-1.7%-4.0%-0.5%-0.1%-2.1%-0.4%

Latest trades

125 closed trades

DateDirectionEntry priceExit priceResult
9 Sept 2026long79137.659478861.5845Loss
28 Aug 2026long79130.202978606.4756Loss
16 Aug 2026long63174.632463107.3760Loss
14 Aug 2026long62731.783862592.2291Loss
12 Aug 2026long63437.820063387.3100Loss
12 Aug 2026long63772.141963587.2800Loss
3 Aug 2026long62645.686662579.4816Loss
31 Jul 2026long62679.183363092.9289Win
23 Jul 2026long65005.073464831.0312Loss
20 Jul 2026long64400.877664849.1004Win

This is the free view of a shared report. Run your own strategy on the same engine.

Backtest a strategy