Backtest

Backtest the Tori Trades trendline strategy on ETHUSDT

On the 4-hour chart of Ethereum 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

EthereumETH

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; 1 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.

40.0%win rate · 15 trades, too few to judge

RECOMMENDEDWeak evidence
Trades
15
Timeframe
4H
Tested over
2920 days
Time in market
5.5%

steady edge · 15 trades, limited sample

  • Verdict rules v1

What to watch

  • 1 of 15 trades were size-capped at 1× equity

What the data supports

  • Best month

    +3.9%

    2022-10 · 2 of 15 trades · best of 13 months

  • Made money after costs

    profit factor 1.36

    all 15 trades

  • Net return

    +3.1%

    all 15 trades

  • Average trade

    +0.117R

    all 15 trades

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

55Weak evidence

C

Grade

RECOMMENDED

Verdict

Net return

3.1%

-1069.6 pts vs buy & hold

Win rate

40.0%

15 trades

Profit factor

1.36

6 wins · 9 losses

Max drawdown

-2.4%

from peak

Strategy replay

ETHUSDT · 4hTrade 1 / 1

Entry

1,875.60

Buy · 14 Jul, 12:00 NY · 218 bars

Stop loss

1,750.20

6.69% away

Take profit

2,126.39

13.37% away

Result

+1.98R

Take profit at 2,125.96 · 19 Aug, 16:00 NY

Monthly returns

Best month

3.9%

Worst month

-2.1%

Typical month

-1.01%

Months in profit

38%

Account curve

$10,000

Starting balance

$10,314

Final balance

$117,273

Buy & hold

Wins and losses

40%win rate
  • Wins6
  • Losses9

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 15 trades were size-capped at 1× equity

Monthly heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDec
2019—2.0%—————-1.0%—open-1.0%—
2021—————-0.3%———open2.0%-1.0%
2022——————-1.1%——3.9%——
2023—open-1.0%——openopen-1.0%————
2024—1.9%————-2.1%—————
2026——————open2.0%————

Latest trades

15 closed trades

DateDirectionEntry priceExit priceResult
14 Jul 2026long1875.59502125.9599Win
19 Jul 2024long3523.68463345.8807Loss
30 Jun 2024long3438.84763351.9895Loss
6 Feb 2024long2344.19872419.5180Win
30 Jun 2023long1926.70531816.1967Loss
15 Feb 2023long1691.74831540.3959Loss
25 Oct 2022long1408.57171486.4010Win
21 Oct 2022long1303.55071360.0599Win
3 Jul 2022long1077.84551060.5518Loss
26 Dec 2021long4080.91603944.7909Loss

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