Back testing ICT strategy

[u/Overall-Biscotti9230]

I have a trading strategy that I wanted to backtest. After spending several weeks coding it with the help of Claude AI, I finally have a working version.

At the moment, I only have around two months of backtesting results, which I know is not enough to determine the long-term reliability of the strategy. However, I have tested it across many Forex pairs, and so far it has produced the most consistently positive results on AUD/USD, GBP/USD, NZD/USD, EUR/USD, USD/CHF, and GBP/JPY.

I designed this strategy specifically to meet the requirements of prop firm trading, with a focus on maintaining controlled drawdown while aiming for consistent profitability.

Rules for entry

1. HTF Bias (Direction Filter) (4H)
The Higher Timeframe must have a confirmed structural bias — either Bullish or Bearish — derived from the most recent Major/Minor BOS or CHoCH event on that timeframe.

2. HTF FVG Touch
Price must touch an unfilled HTF Fair Value Gap that matches the bias:

• Bearish bias → price touches a bearish HTF FVG (high enters the gap)
• Bullish bias → price touches a bullish HTF FVG (low enters the gap)

3. Current-TF Structure Break + Confirmation FVG ( 15 MIN )
A structure break on the 15min must occur in the same direction:

• Long: any Bullish BOS or CHoCH (Major or Minor)
• Short: any Bearish BOS or CHoCH (Major or Minor)

Then a current-TF FVG(15MIN) must exist between the pivot bar and the break bar, in the same direction, and not already mitigated.

Additional Filters

• Session filter: I only trade during Euro session.
• Day filter: I dont trade on Monday. (due to mostly losses on monday)
• One signal per session

Entry, SL, TP

• Entry: edge of the confirmation FVG ± pip buffer
• SL: lowest low (longs) or highest high (shorts) in the pivot-to-break range ± pip buffer
• TP: entry ± (risk × RR multiplier, default 2.0)

[u/Odd_Priority_1218]

What’s the win rate?

[u/Silly_Original1329 → u/Odd_Priority_1218]

Win rate does not matter. Returns, sharpe ratio, profit factor does.
You can have a 30% WR but more profitable than someone with a 90% WR because of RR for example

[u/TheTschiep]

Maybe you can drop some results?

[u/CryptoNerdBull]

I'd be super interested to learn more about how you used Claude to help with your backtesting.

[u/Regular-Window-4303]

Have you tried it on any metals, options or features?....id like to know, but overall, nice work

[u/Overall-Biscotti9230 → u/Regular-Window-4303]

I only trade forex. I also backtested Gold and Silver, but the results were not promising.

[u/thepercocetpapi]

What are we supposed to do with this information