Dashboard / Larry Williams volatility breakout
s09-B-USDJPY B on USD/JPY
USDJPY · 5m chart · a variation of Larry Williams Volatility Breakout · paper account since 2026-10-19
Variation B's rules unchanged (no trail, hold one extra day) on the US dollar / Japanese yen exchange rate. It was added after the whole lineup was tested on new markets, where B held up well on USDJPY. It spreads risk away from the stock indices.
Backtest 2018-today: 1,188 trades, 40% wins, +240.3R (+141.3R in 2018-23, +99.0R in 2024-26), but the largest drop of the group (26.8R), a small loss in 2019 (−1.5R) and a flat 2020.
The rules it shares with every variation are on the strategy page.
| Setting | Strategy default | s09-B-USDJPY (this) | s09-C (main) |
|---|---|---|---|
| Trail starts at (R) How far in profit, in R, the trade must get before the stop starts to follow price; empty means no trailing stop. | 1 | off | 1 |
| Extra days held 0 closes the trade at the end of the entry day; 1 keeps it until the end of the next trading day. | 0 | 1 | 0 |
| Entry type 'Level' buys when the trigger level is touched; 'BOS 1m' waits for a 1-minute break of structure after the touch. | level | level | bos_1m |
All 24 settings of s09-B-USDJPY
direction = buyk = 0.4range src = prevstop mult = 0.5target r = offTrail starts at (R) = offtrail by r = 1Extra days held = 1Entry type = levelbos pivot = 3bos window = 240bos poi = anybos stop = legbos min risk = 0.1tp 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
Open trades
| Side | Signal (UTC) | Entry | Stop | Target |
|---|---|---|---|---|
| ▲ Buy | 2026-11-02 02:00 | 157.858 | 157.377 | no fixed target |
Closed trades
| Side | Signal (UTC) | Exit (UTC) | Entry | Stop | Exit | Outcome | Result |
|---|---|---|---|---|---|---|---|
| ▲ Buy | 2026-10-30 00:00 | 2026-10-30 00:40 | 157.872 | 157.598 | 157.598 | loss | −1.00R |
| ▲ Buy | 2026-10-29 00:15 | 2026-10-29 01:50 | 158.048 | 157.689 | 157.689 | loss | −1.00R |
| ▲ Buy | 2026-10-27 07:00 | 2026-10-28 21:55 | 157.847 | 157.338 | 157.754 | loss | −0.16R |
| ▲ Buy | 2026-10-28 14:00 | 2026-10-28 18:45 | 158.153 | 157.865 | 157.865 | loss | −1.00R |
| ▲ Buy | 2026-10-26 11:55 | 2026-10-27 21:55 | 157.437 | 156.883 | 157.913 | win | +0.90R |
| ▲ Buy | 2026-10-19 09:40 | 2026-10-20 12:25 | 158.219 | 157.882 | 157.882 | loss | −1.00R |
Last event: open at 2026-11-02 02:06 UTC · all events
| Year | Trades | Win % | Result |
|---|---|---|---|
| 2018 | 128 | 40% | +18.3R |
| 2019 | 133 | 41% | −1.5R |
| 2020 | 120 | 31% | +0.8R |
| 2021 | 151 | 40% | +42.8R |
| 2022 | 126 | 54% | +74.8R |
| 2023 | 145 | 38% | +6.1R |
| 2024 | 138 | 36% | +55.1R |
| 2025 | 141 | 37% | +26.2R |
| 2026 | 106 | 42% | +17.7R |
Dukascopy data until 2026-10-09, 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 |
|---|---|---|---|---|---|
| 2018 | 128 | +18.3R | +13.8R | +$1,385 | +13.8% |
| 2019 | 133 | −1.5R | −7.7R | −$770 | −6.8% |
| 2020 | 120 | +0.8R | −4.0R | −$398 | −3.7% |
| 2021 | 151 | +42.8R | +37.0R | +$3,701 | +36.2% |
| 2022 | 126 | +74.7R | +72.1R | +$7,206 | +51.8% |
| 2023 | 145 | +6.1R | +3.1R | +$306 | +1.4% |
| 2024 | 138 | +55.1R | +52.2R | +$5,218 | +24.3% |
| 2025 | 141 | +26.2R | +23.7R | +$2,366 | +8.9% |
| 2026 | 106 | +17.7R | +14.5R | +$1,448 | +5.0% |
Replays the backtest trades with raw costs: 0.009 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: 0.009 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 (6)
| # | Bought | Ended | Result | Trades | Time to pass | Payouts | Received | Fees |
|---|---|---|---|---|---|---|---|---|
| 6 | 2025-04-02 | – | Funded, still open | 212 | 6.9 months · 80 tr | 11 | +$996 | −$96 |
| 5 | 2023-10-03 | 2025-04-02 | Blown when funded | 203 | 4.2 months · 44 tr | 4 | +$499 | −$96 |
| 4 | 2022-09-21 | 2023-10-03 | Blown in evaluation | 149 | – | 0 | $0 | −$96 |
| 3 | 2020-12-16 | 2022-09-21 | Blown when funded | 247 | 3.5 months · 43 tr | 15 | +$2,823 | −$96 |
| 2 | 2019-06-18 | 2020-12-16 | Blown in evaluation · passed phase 1 | 189 | – | 0 | $0 | −$96 |
| 1 | 2018-01-01 | 2019-06-18 | Blown in evaluation · passed phase 1 | 187 | – | 0 | $0 | −$96 |
Replays this variation's backtest trades (raw costs: 0.009 spread) from 2018-01-01 to 2026-10-08, 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.