Backtest the ICT Silver Bullet strategy on BTCUSDT
On the 5-minute chart of Bitcoin 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. Stop beyond the sweep candle, target 2× risk, 1% of the account per trade. It closes any open trade at the session close (03:00-04:00 / 10:00-11:00 / 14:00-15:00 America/New_York).
6 notes about this test
- Shorts (a sweep of a recent high inside the window) cannot be executed on Spot, so only the long side is tested.
- "Next liquidity pool above" is approximated by a fixed 2R target, because the published rule depends on the trader's own draw on liquidity.
- "Short-term liquidity" is mechanical here: the lowest low of the previous 20 five-minute candles.
- Displacement is not measured as a size threshold; the completed three-candle fair value gap with a bullish middle candle is used as the evidence of it.
- The published model names 10:00–11:00 New York as the primary window; all three published windows are tested, and the sequence state is dropped when the window closes.
- The model was published for indices and futures traded around the New York session; this test runs on the crypto pair you named, which trades 24/7.
Market
Timeframe
Account
History
7 fixes since this report
- This report was produced before R was measured in stop distances; 122 of the 125 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 the translation card was checked against the rules that ran; its card listed a rule as tested exactly that did not run as written ("Limit entry at the 50% level of that gap, valid until the window closes, one trade per …"). Re-run to get corrected results.
- 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.
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
- Verdict rules v1
What to watch
- 122 of 125 trades were size-capped at 1× equity
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.
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
Entry
79,137.66
Buy · 9 Sept, 10:40 NY · 5 bars
Stop loss
78,877.36
0.33% away
Take profit
79,658.26
0.66% away
Result
-1.36R
Stop loss · -0.45% of equity, size-capped
Monthly returns
Best month
1.9%
Worst month
-3.9%
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
- 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) · closed at the session end
Risk per trade
1% of equity risked to the stop · 122 of 125 trades were size-capped at 1× equity
Monthly heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -1.0% | -2.5% | -0.8% | 0.3% | -2.7% | -0.2% | -1.3% | 0.0% | -1.9% | 0.6% | 1.9% | -0.9% |
| 2026 | -2.1% | -1.3% | 0.3% | -1.7% | -3.9% | -0.6% | -0.1% | -2.0% | -0.4% | — | — | — |
Latest trades
125 closed trades
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 9 Sept 2026 | long | 79137.6594 | 78861.5845 | Loss |
| 28 Aug 2026 | long | 79130.2029 | 78606.4756 | Loss |
| 16 Aug 2026 | long | 63174.6324 | 63107.3760 | Loss |
| 14 Aug 2026 | long | 62731.7838 | 62592.2291 | Loss |
| 12 Aug 2026 | long | 63437.8200 | 63387.3100 | Loss |
| 12 Aug 2026 | long | 63772.1419 | 63587.2800 | Loss |
| 3 Aug 2026 | long | 62645.6866 | 62579.4816 | Loss |
| 31 Jul 2026 | long | 62679.1833 | 63092.9289 | Win |
| 23 Jul 2026 | long | 65005.0734 | 64831.0312 | Loss |
| 20 Jul 2026 | long | 64400.8776 | 64849.1004 | Win |
This is the free view of a shared report. Run your own strategy on the same engine.
Backtest a strategy