Backtest the Tori Trades trendline strategy on BTCUSDT
On the 4-hour chart of Bitcoin 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
Timeframe
Account
History
4 fixes since this report
- This report was produced before R was measured in stop distances; 1 of the 17 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.
41.2%win rate · 17 trades, too few to judge
RECOMMENDEDWeak evidence- Trades
- 17
- Timeframe
- 4H
- Tested over
- 2920 days
- Time in market
- 3.9%
steady edge · 17 trades, limited sample
- Verdict rules v1
What to watch
- 1 of 17 trades were size-capped at 1× equity
What the data supports
Best month
+2.0%
2020-01 · 1 of 17 trades · best of 15 months
Made money after costs
profit factor 1.36
all 17 trades
Net return
+3.7%
all 17 trades
Average trade
+0.171R
all 17 trades
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
C
Grade
RECOMMENDED
Verdict
Net return
3.7%
-1130.3 pts vs buy & hold
Win rate
41.2%
17 trades
Profit factor
1.36
7 wins · 10 losses
Max drawdown
-4.7%
from peak
Strategy replay
Entry
64,137.97
Buy · 4 Aug, 12:00 NY · 90 bars
Stop loss
62,330.00
2.82% away
Take profit
67,753.90
5.64% away
Result
+1.96R
Take profit at 67,740.34 · 19 Aug, 08:00 NY
Monthly returns
Best month
2.0%
Worst month
-2.1%
Typical month
-1.01%
Months in profit
47%
Account curve
$10,000
Starting balance
$10,370
Final balance
$123,398
Buy & hold
Wins and losses
- Wins7
- 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 · 1 of 17 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
Monthly heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | — | — | — | — | — | — | — | — | — | — | — | 1.9% |
| 2019 | — | 1.9% | — | -1.0% | — | — | — | — | — | — | — | open |
| 2020 | 2.0% | — | — | — | — | -1.0% | 1.9% | — | — | — | — | — |
| 2021 | — | — | — | — | — | — | — | — | — | — | — | -1.0% |
| 2022 | — | — | — | — | — | — | 2.0% | — | — | — | — | — |
| 2023 | — | — | — | -1.0% | — | — | -1.0% | — | — | — | — | — |
| 2025 | — | — | — | 1.5% | — | — | — | — | -2.1% | — | — | — |
| 2026 | — | — | — | — | -1.0% | -1.1% | — | 2.0% | — | — | — | — |
Latest trades
17 closed trades
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 4 Aug 2026 | long | 64137.9650 | 67740.3443 | Win |
| 22 Jun 2026 | long | 64670.1514 | 63343.1188 | Loss |
| 3 May 2026 | long | 78684.0937 | 75308.5853 | Loss |
| 10 Sept 2025 | long | 113876.7608 | 110921.5468 | Loss |
| 8 Sept 2025 | long | 112654.2663 | 111244.3067 | Loss |
| 21 Apr 2025 | long | 87223.0011 | 93751.2093 | Win |
| 19 Apr 2025 | long | 85234.4235 | 84935.7694 | Loss |
| 13 Jul 2023 | long | 31612.3212 | 29994.0200 | Loss |
| 10 Apr 2023 | long | 29178.8846 | 28052.2164 | Loss |
| 30 Jun 2022 | long | 19946.1984 | 22320.7103 | Win |
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