Dashboard / New York opening range breakout
s06-B Buys only, any time
NAS100 · 5m chart · a variation of Opening Range Breakout (Nasdaq) · paper account since 2026-10-19
Takes only upside breakouts, and takes them whenever they come during the session. The Nasdaq rose over most of the period, and upside breaks were the more reliable side.
A little less than A (+133.4R vs +154.4R) with roughly half the trades (1,040), a slightly higher win rate (55%), half the largest drop (11.1R vs 21.4R) and every year positive.
The rules it shares with every variation are on the strategy page.
| Setting | Strategy default | s06-B (this) | s06-C (main) |
|---|---|---|---|
| Direction Which breakouts are traded: both directions, or buys only. | both | buy | both |
| Entry window (minutes) How long after the range ends the breakout may still be taken; 0 means any time before the 16:00 close. | 60 | 0 | 0 |
| Pre-open range start (New York) When set, the range runs from this time to the 09:30 open (not the first minutes after it), and breakouts count from 09:30. | off | off | 09:00 |
| Stop placement 'range' = the other side of the range; 'candle' = the far end of the breakout candle (its low for a buy). | range | range | candle |
| Target (R) Fixed take profit in R (multiples of the amount risked); empty = no fixed target. | off | off | 5 |
| Trail start (R) Once the trade is this many R in profit, the stop follows the best price; empty = no trailing stop. | 1 | 1 | off |
All 22 settings of s06-B
Direction = buyor min = 15Pre-open range start (New York) = offStop placement = rangemin risk atr = 0Entry window (minutes) = 0Target (R) = offTrail start (R) = 1trail by r = 1open time = 09:30exit time = 16:00tz = America/New_Yorktp r = 2use be = nobe trigger r = 1.5sl atr mult = 0stop steps = []trail start r = offtrail dist r = 1use tp = nopartial r = offpartial frac = 0.5Balance (R)
Calendar
Closed trades
| Side | Signal (UTC) | Exit (UTC) | Entry | Stop | Exit | Outcome | Result |
|---|---|---|---|---|---|---|---|
| ▲ Buy | 2026-11-02 15:10 | 2026-11-02 16:45 | 28,634.10 | 28,503.70 | 28,503.70 | loss | −1.00R |
| ▲ Buy | 2026-10-30 13:55 | 2026-10-30 14:20 | 28,696.20 | 28,521.30 | 28,521.30 | loss | −1.00R |
| ▲ Buy | 2026-10-29 15:30 | 2026-10-29 19:55 | 29,510.70 | 29,259.90 | 29,415.20 | loss | −0.38R |
| ▲ Buy | 2026-10-26 14:15 | 2026-10-26 19:55 | 29,215.90 | 29,012.10 | 29,279.90 | win | +0.32R |
| ▲ Buy | 2026-10-23 13:45 | 2026-10-23 17:05 | 28,962.50 | 28,818.50 | 29,013.10 | win | +0.37R |
| ▲ Buy | 2026-10-21 14:45 | 2026-10-21 18:55 | 29,744.50 | 29,594.70 | 29,787.80 | win | +0.30R |
| ▲ Buy | 2026-10-20 13:55 | 2026-10-20 18:40 | 29,445.30 | 29,224.90 | 29,502.60 | win | +0.27R |
Last event: close at 2026-11-02 16:52 UTC · all events
| Year | Trades | Win % | Result |
|---|---|---|---|
| 2019 | 126 | 52% | +19.4R |
| 2020 | 146 | 51% | +4.3R |
| 2021 | 140 | 59% | +17.5R |
| 2022 | 124 | 53% | +14.9R |
| 2023 | 139 | 54% | +30.5R |
| 2024 | 124 | 56% | +24.9R |
| 2025 | 136 | 59% | +17.8R |
| 2026 | 105 | 55% | +4.0R |
Dukascopy data until 2026-10-05, in R at zero cost (R = the amount risked on a trade). Your own spread, commission, account and risk go in the Money calculator tab. Settings were partly chosen by looking at this history, so the live account is the real test.
Turn the backtest's R into money for your own account: starting balance, risk per trade (fixed or compounding) and your broker's costs. Nothing else on the site uses money.
Balance after each trade
| Year | Trades | R before costs | R after costs | Profit | Return |
|---|---|---|---|---|---|
| 2019 | 126 | +19.4R | +15.1R | +$1,514 | +15.1% |
| 2020 | 146 | +4.3R | +1.7R | +$172 | +1.5% |
| 2021 | 140 | +17.5R | +15.3R | +$1,534 | +13.1% |
| 2022 | 124 | +14.9R | +13.7R | +$1,365 | +10.3% |
| 2023 | 139 | +30.5R | +28.4R | +$2,837 | +19.5% |
| 2024 | 124 | +24.8R | +23.2R | +$2,317 | +13.3% |
| 2025 | 136 | +17.8R | +16.4R | +$1,641 | +8.3% |
| 2026 | 105 | +4.0R | +3.2R | +$324 | +1.5% |
Replays the backtest trades with raw costs: 1.00 spread. A trade's cost in R = cost ÷ its stop distance, so tight stops pay more R. Risk is set when a trade opens; trades can overlap, like the backtest. Year = the year the trade opened (UTC); return = profit ÷ the balance at the year's first trade. Not included: swap / overnight financing, taxes. Past results, not a forecast.
This variation's backtest trades on a prop firm account: pick a firm, an account size, a period and your risk per trade. Costs come from the Money calculator tab (now: raw costs: 1.00 spread).
FTMO · 2-Step Challenge: Target 10% then 5% · max loss 10% fixed · daily loss 5% · min 4 trading days · 80% split · first payout after 14 days · $96 fee · fee refunded with payout #1.
Not simulated: Fees are EUR (€89-€1,080) at ~1.08 USD. Funded Standard account: no orders 2 min around major news, no holding over weekends (Swing account exempt).
Rules checked against the firm's site on 2026-10-28; firms change them often.
Net cash over time (payouts − fees)
Every account (1)
| # | Bought | Ended | Result | Trades | Time to pass | Payouts | Received | Fees |
|---|---|---|---|---|---|---|---|---|
| 1 | 2019-01-02 | – | Funded, still open | 1040 | 33.6 months · 384 tr | 61 | +$3,807 | −$96 |
Replays this variation's backtest trades (raw costs: 1.00 spread) from 2019-01-02 to 2026-10-05, risking a fixed 0.5% of the account size per trade. A blown account is replaced at once; payouts are taken as soon as the rules allow. Floating losses use each trade's worst point on its own (open trades are not added together); the trading day runs 17:00 to 17:00 New York. Futures firms are simulated with the CFD backtest in R. Past results, not a forecast.