Trendline Breakout Tests

NQ, 1Min, Apex market replay data, July 1 - July 31, Algo version 2.0, Base RR 1:1.5, Runner RR 1:3

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This backtest demonstrates the strategy's powerful performance and excellent risk management over a one-month period on the Nasdaq (NQ) futures.

High Profitability: Generated an impressive $5,745 in net profit.
Exceptional Risk/Reward: Achieved an outstanding Profit Factor of 3.10, indicating that for every dollar risked, the strategy made $3.10.
Controlled Drawdown: Maintained a modest Maximum Drawdown of only $1,065, showcasing robust capital protection.
Positive Win/Loss Profile: The average winning trade (
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264.84)was∗∗2.52timeslarger∗∗thantheaveragelosingtrade(264.84)was∗∗2.52timeslarger∗∗thantheaveragelosingtrade(
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105.00), highlighting the strategy's ability to capture significant moves while cutting losses effectively.
Consistent Activity: The system was selective yet consistent, executing an average of 2-3 high-quality trades per day.

Overall, the report shows a highly effective strategy with a strong statistical edge, combining solid profitability with disciplined risk control.

Last updated 8 months ago