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Backtest the Tori Trades trendline strategy on BTCUSDT

38.9%Win rate18 trades
1.22Profit factor
2.6%Net return-1283.1 pts vs buy & hold
-4.7%Max drawdown

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.

RulesTori Trades Trendline StrategyAdapted from the published rulesfxreplay.comtradezella.comcdn.prod.website-files.com
6 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.
    • 18 trades: the most these rules produce in 9 years of 4h candles, short of the 100 a confident read wants.
Same rules on 6 markets123 trades · 44.7% win · +0.34R avg
MarketTradesWinAvg
BTCUSDT1838.9%+0.15R
ETHUSDT1540.0%+0.22R
SOLUSDT1553.3%+0.58R
BNBUSDT1533.3%+0.03R
XRPUSDT3357.6%+0.72R
ADAUSDT2737.0%+0.10R
All · 4h12344.7%+0.34R

Market

BitcoinBTC2 data notes

Timeframe

4h

Account

$10,000

History

9.0 years
23 Oct 201718 Oct 2026

Requested 1996-10-17 → 2026-10-18 · traded from 2017-10-23 (warm-up 405 bars)

Verdict

INCONCLUSIVE
38.9%

win rate · 18 trades, too few to judge

  • Ended above the starting budget+2.6% · 0.102R
  • Win rate 50% or above38.9%
  • More than 50 trades18 trades
  • Under 10% of trades on missing bars18 of 18 trades
  • Verdict rules v9
Weak evidenceProp-firm ready
Trades
18
Timeframe
4H
Tested over
3281 days
Time in market
3.6%

18 of 18 trades depend on missing bars

What to watch

  • 1 of 18 trades were size-capped at 1.0× equity
  • Could not be checked with doubled costs
  • Too few trades to judge: 18 of the 40 this timeframe needs
  • Could not be checked on unseen data (not run)

What the data supports

  • Best month

    +2.0%

    2020-01 · 1 of 18 trades · best of 16 months

  • Made money after costs

    profit factor 1.22

    all 18 trades

  • Net return

    +2.6%

    all 18 trades

  • Average trade

    +0.102R

    all 18 trades

Proof

TradingView twin

BINANCE:BTCUSDT4H
Built from the rules that ran3 differences
SlippageTrendlineGapped stop
  • Slippage TradingView charges slippage as commission, so stop and market fills differ slightly.
  • Trendline The script draws a simpler line, through the last two swing points.
  • Gapped stop When price gaps past the stop, the backtest skips the trade; the script enters and is stopped out.

Account balance

$10,258Final balance

$10,000

Starting balance

$138,571

Buy & hold

  • Balance
  • Buy & hold

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

56Weak evidence

—

Grade

INCONCLUSIVE

Verdict

Strategy replay

BTCUSDT · 4h
Trade 8 / 8
  • Pattern
  • Stop
  • TP1

Entry

86,547.31

Buy · 4 Oct, 20:00 NY · 2 bars

Stop loss

85,467.50

1.25% away

Take profit

88,706.92

2.50% away

Result

-1.10R

Stop loss at 85,450.41 · 5 Oct, 00:00 NY

Trace5 steps
  1. Signal

    candle close

    86,530.00

    4 Oct, 16:00 NY

  2. Filled

    next open

    86,547.31

    4 Oct, 20:00 NY

  3. Stop

    safety trendline

    85,467.50

    4 Oct, 20:00 NY

  4. TP1 · 2.00R

    r multiple

    88,706.92

    4 Oct, 20:00 NY

  5. Exit · Stop loss · -1.11R

    85,467.50

    5 Oct, 00:00 NY

Monthly returns

Best month2.0%Worst month-2.2%Typical month-1.02%Months in profit44%

Wins and losses

39%win rate
  • Wins7
  • Losses11

Your 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 18 trades were size-capped at 1.0× 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

Latest trades

18 closed trades

DateDirectionEntry priceExit priceResult
4 Oct 2026long86547.306085450.4065Loss
4 Aug 2026long64137.965067753.8951Win
22 Jun 2026long64670.151463343.1188Loss
3 May 2026long78684.093775308.5853Loss
10 Sept 2025long113876.7608110921.5468Loss
8 Sept 2025long112654.2663111244.3067Loss
21 Apr 2025long87223.001193769.9633Win
19 Apr 2025long85234.423584935.7694Loss
13 Jul 2023long31612.321229994.0200Loss
10 Apr 2023long29178.884628052.2164Loss

Monthly heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDec
2018———2.0%———————1.9%
2019——-1.1%————————open
20202.0%————-1.0%1.9%—————
2021———————————-1.0%
2022——————2.0%—————
2023———-1.0%——-1.0%—————
2025———1.5%————-2.2%———
2026————-1.0%-1.1%—2.0%—-1.1%——

Advanced Analysis