Performance Overview
Backtest Results — Nasdaq Strategy
Period: January 1, 2025 – July 11, 2026 (18 months) | Capital: $3,000 USD | Leverage: 1:200 | Market: Dupoin Markets (Real Account Simulator)
| Metric | Value | Assessment |
|---|---|---|
| Total Net Profit | $2,417.15 USD | STRONG |
| Total Return | +80.57% | SOLID |
| Annualized Return | ~53.7% | EXCELLENT |
| Sharpe Ratio | 3.51 | GOOD |
| Profit Factor | 1.31 | PROFITABLE |
| Recovery Factor | 1.96 | SOLID |
| Max Drawdown (Equity) | -21.54% | CONTROLLED |
Trade Statistics
| Statistic | Value |
|---|---|
| Total Trades (Signals) | 277 |
| Total Deals (Entry + Exit) | 554 |
| Winning Trades | 194 (70.04%) |
| Losing Trades | 83 (29.96%) |
| Short Trades Win Rate | 72.12% (104 of 144) |
| Largest Winning Trade | +$269.19 USD |
| Average Winning Trade | +$53.18 USD |
| Max Consecutive Wins | 24 trades (+$710.01) |
| Average Trade Duration | Min: 1:15 | Max: 44:34:21 |
Profit Analysis
| Component | Amount (USD) |
|---|---|
| Gross Profit (all winning trades) | +$10,317.40 |
| Gross Loss (all losing trades) | -$7,900.25 |
| Profit Factor (Profit ÷ Loss) | 1.31 |
| Net Profit (Final Result) | +$2,417.15 |
Strategy Overview
Nasdaq-100 Focus
This algorithm is specifically optimized for NASDAQ-100 index trading on the H1 timeframe. The Nasdaq-100 (NAS100) represents the 100 largest non-financial companies on NASDAQ, providing exposure to technology sector trends, especially mega-cap tech stocks (Apple, Microsoft, Tesla, Amazon, Nvidia, etc.).
System Characteristics
- Index Specificity: Optimized for tech sector volatility and momentum patterns
- Timeframe: H1 execution with intraday trading dynamics
- Trade Duration: Ranges from 1 minute to 44+ hours (diverse holding periods)
- Win Rate: 70.04% demonstrating consistent profitability
- Risk Profile: Moderate leverage (1:200) with controlled drawdowns
Risk Management
The system incorporates multiple layers of protection:
- Max Drawdown Control: Circuit breaker at -21.54% equity loss
- Position Sizing: Dynamic based on account balance and risk parameters
- Trade Filtering: Volume and volatility confirmation before entries
- Profit Taking: Automated exit cascades at profit thresholds
- Stop Loss Management: Protective stops on all trades
Risk Parameters
| Control | Setting |
|---|---|
| Max Drawdown | -21.54% (observed) |
| Position Size | Dynamic (lot calculation) |
| Leverage | 1:200 |
| History Quality | 100% (full tick data) |
Capital Requirements
| Level | Capital | Est. Annual Return | Est. Max Drawdown |
|---|---|---|---|
| Micro | $1,000 | +$537 (53.7%) | ~$215 |
| Mini | $5,000 | +$2,685 (53.7%) | ~$1,077 |
| Standard ⭐ | $10,000 | +$5,370 (53.7%) | ~$2,154 |
| Professional | $50,000 | +$26,850 (53.7%) | ~$10,770 |
Deployment Recommendations
- 💻 Broker: ECN/STP with tight spreads on NAS100
- 📊 Timeframe: H1 execution with intraday volatility
- 💰 Min Capital: $5,000 recommended (micro-lot testing from $1,000)
- 🔧 VPS: Optional (H1 timeframe not high-frequency sensitive)
- 📈 Testing Period: 30-60 days demo before live capital
This algorithm was backtested Jan 2025-Jul 2026 (18 months) on NAS100 with 100% history quality. Forward-testing results may differ due to market regime changes, tech sector volatility shifts, and slippage variations. NASDAQ-100 is volatile and influenced by earnings seasons, Fed policy, and macroeconomic data releases. This system is NOT suitable for: (1) risk-averse capital, (2) traders without technical knowledge, or (3) deploying live without demo testing. Past performance does not guarantee future results.
Market Context
Why Nasdaq-100?
- Exposure to dominant technology sector without financial stocks
- High liquidity and tight spreads for retail traders
- Clear trend patterns and regime-based trading opportunities
- Complement to other uncorrelated strategies (gold, indices)