Trades breakouts of prior week's high/low using 2-week time exit.
MOMENTUM / BREAKOUT
Markets: EURUSD, GBPUSD, USDJPY | Timeframe: Weekly (W1 native) | Data: 2021-05-07 → 2026-05-01 | 261 W1 bars | Generated: 2026-05-02 19:29 UTC
| Setup | Weekly OHLC bars resampled from H1 intraday data. No trend filter, regime filter, or volatility filter applied. |
| Trigger | Current week's close breaks above prior week's high (LONG) or below prior week's low (SHORT). |
| Entry | Enter at the weekly closing price of the breakout bar. |
| Exit | Exit at the weekly closing price after holding exactly 2 completed weeks. Time-based exit only. |
| Risk Model | No stop loss. No take profit. No position sizing — modelled on return_pct basis only. |
| Position Rules | One position at a time. No re-entry while in trade. No pyramiding. No scaling. |
| Instrument | Trade Count | Expectancy | Profit Factor | Max DD | Win Rate | Net PnL | Status |
|---|---|---|---|---|---|---|---|
| EURUSD | 87 | -0.01% | 0.99 | -7.75% | 49.4% | -0.45% | REJECTED |
| GBPUSD | 83 | 0.14% | 1.33 | -8.50% | 56.6% | 11.67% | REJECTED |
| USDJPY | 78 | 0.42% | 1.81 | -5.84% | 60.3% | 32.75% | REJECTED |
| PORTFOLIO TOTAL | 248 | 0.18% | 1.36 | -8.50% | 55.2% | 14.66% | — |
Overall regime behaviour: Inconsistent
| Year | Month | EURUSD | GBPUSD | USDJPY |
|---|---|---|---|---|
| 2021 | 05 | — | 0.60% | — |
| 2021 | 06 | — | — | -0.17% |
| 2021 | 07 | -0.03% | -0.25% | 0.34% |
| 2021 | 08 | 0.61% | -0.87% | — |
| 2021 | 09 | -2.89% | -2.68% | — |
| 2021 | 10 | 1.07% | -0.03% | 2.47% |
| 2021 | 11 | 0.49% | 2.53% | — |
| 2021 | 12 | — | 0.49% | -0.00% |
| 2022 | 01 | -2.03% | 1.16% | -0.62% |
| 2022 | 02 | -1.80% | -1.20% | 0.19% |
| 2022 | 03 | 2.35% | 1.67% | 4.11% |
| 2022 | 04 | 0.73% | 0.40% | 4.45% |
| 2022 | 05 | -1.86% | 2.66% | -0.51% |
| 2022 | 06 | -2.34% | 0.32% | 3.14% |
| 2022 | 07 | 3.18% | -0.85% | -3.62% |
| 2022 | 08 | -0.33% | -0.35% | -0.18% |
| 2022 | 09 | 0.84% | 3.48% | 4.29% |
| 2022 | 10 | -3.04% | -2.13% | 1.67% |
| 2022 | 11 | 4.31% | 4.06% | -0.28% |
| 2022 | 12 | 0.47% | 1.38% | -1.75% |
| 2023 | 01 | 1.58% | 0.84% | -1.05% |
| 2023 | 02 | 0.92% | 0.15% | 2.26% |
| 2023 | 03 | -0.88% | 1.29% | 4.49% |
| 2023 | 04 | 0.24% | — | 0.76% |
| 2023 | 05 | -0.37% | -0.81% | -0.44% |
| 2023 | 06 | -0.42% | -0.73% | 3.17% |
| 2023 | 07 | -1.88% | 0.15% | -5.38% |
| 2023 | 08 | 0.61% | 0.14% | 1.00% |
| 2023 | 09 | 1.24% | 2.73% | 0.37% |
| 2023 | 10 | 0.60% | 0.04% | 0.61% |
| 2023 | 11 | 1.65% | 0.65% | -0.30% |
| 2023 | 12 | -2.52% | 1.76% | 3.32% |
| 2024 | 01 | -0.27% | — | -2.72% |
| 2024 | 02 | 1.12% | 0.26% | 0.95% |
| 2024 | 03 | -0.11% | -2.01% | -2.96% |
| 2024 | 04 | -0.77% | -0.72% | 3.50% |
| 2024 | 05 | 0.53% | 1.55% | -1.61% |
| 2024 | 06 | -0.07% | 0.31% | -0.14% |
| 2024 | 07 | 0.39% | 0.78% | 3.22% |
| 2024 | 08 | -0.38% | 2.21% | 4.59% |
| 2024 | 09 | — | — | 0.38% |
| 2024 | 10 | -0.77% | -1.03% | 3.95% |
| 2024 | 11 | 3.10% | -0.56% | 0.23% |
| 2024 | 12 | -1.44% | -0.88% | 0.03% |
| 2025 | 01 | 1.48% | 1.30% | — |
| 2025 | 02 | -2.91% | -0.07% | 1.38% |
| 2025 | 03 | -4.84% | 0.04% | 0.00% |
| 2025 | 04 | 4.03% | — | 1.68% |
| 2025 | 05 | -0.50% | -0.29% | 0.53% |
| 2025 | 06 | 1.41% | -0.11% | -1.63% |
| 2025 | 07 | -0.64% | -1.11% | -0.89% |
| 2025 | 08 | -1.01% | -2.37% | — |
| 2025 | 09 | — | -1.14% | — |
| 2025 | 10 | 0.64% | 0.68% | 2.22% |
| 2025 | 11 | -0.93% | -0.16% | 1.48% |
| 2025 | 12 | 0.56% | 1.02% | -1.58% |
| 2026 | 01 | -1.59% | -2.55% | -1.93% |
| 2026 | 02 | 0.20% | 0.76% | -2.34% |
| 2026 | 03 | 1.81% | 1.02% | 2.68% |
| 2026 | 04 | -0.03% | -2.32% | -0.62% |
| 2026 | 05 | — | 0.46% | — |
| TOTAL | -0.45%27/55 pos | 11.67%32/56 pos | 32.75%31/53 pos |