Performance & backtesting
Three continuous years of H4 backtesting on NOR25, from a $2,000 start, alongside a live forward-tracked window. Reward and risk shown side by side — not just the curve that flatters.
From $2,000 → $125,761 ending equity
Gross profit ÷ gross loss, all trades
679 winning of 865 trades
Per trade, net of swaps
| Metric | Value | Detail |
|---|---|---|
| Max equity drawdown | 45.72% | −$38,336.57 floating, worst stress period |
| Max balance drawdown | 12.58% | −$12,665.68 on closed trades only |
| Max consecutive losses | 28 | 158 max consecutive wins in the same run |
| Largest single loss | −$1,694.18 | vs. largest win of $2,449.59 |
Equity drawdown includes floating loss intra-trade; balance drawdown does not — see why that distinction matters.
30 Mar – 29 Aug 2026
A shorter, more recent window run on the same $2,000 baseline — early-account volatility is naturally higher in percentage terms, which is exactly the effect described on the methodology page.
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These are backtested and simulated results, not an audited live track record. Simulated performance has inherent limitations and does not represent actual trading; past performance does not guarantee future results.
Want to see how these numbers hold up across parameter choices? Open the 409-pass optimization sweep.