s15-A NAS100, 15-minute
NAS100 · 15m chart · a variation of Trendline break · paper account since 2026-10-19
The default settings: 15-minute NAS100 chart, a stop 2 ATR below the entry and no trend filter. Many trades per month, each with a small edge.
Backtest 2019-today: 2,851 trades, 51% wins, +373.4R with a 27.2R largest drawdown. All 8 years positive, but most of the profit came in 2019-2021 and 2024; 2022, 2023 and 2026 were small.
The rules it shares with every variation are on the strategy page.
| Setting | Strategy default | s15-A (this) | s15-B (main) |
|---|---|---|---|
| Chart timeframe The candle size the trendlines are drawn on: 15-minute by default, 1-hour for the gold version. | 15m | 15m | 1H |
| Stop placement 'atr' puts the stop 2 average candle sizes below the entry; 'structure' puts it below the last confirmed swing low. | atr | atr | structure |
| Daily trend filter When on, buys are only taken if the last finished daily candle closed above its 50-day EMA. | no | no | yes |
All 23 settings of s15-A
Chart timeframe = 15mpivot = 5max age = 150direction = buyStop placement = atrstop atr = 2min risk atr = 0.3max risk atr = 8Daily trend filter = notrend len = 50trail at r = 1trail by r = 1max hold = 300tp 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 01:00 | 2026-11-02 15:45 | 28,595.00 | 28,459.02 | 28,620.12 | win | +0.20R |
| ▲ Buy | 2026-10-29 19:45 | 2026-10-29 20:00 | 29,416.70 | 29,277.11 | 29,277.11 | loss | −1.00R |
| ▲ Buy | 2026-10-29 15:45 | 2026-10-29 17:15 | 29,507.70 | 29,344.98 | 29,344.98 | loss | −1.00R |
| ▲ Buy | 2026-10-29 08:15 | 2026-10-29 13:30 | 29,490.40 | 29,383.23 | 29,383.23 | loss | −1.00R |
| ▲ Buy | 2026-10-29 02:45 | 2026-10-29 06:30 | 29,409.00 | 29,266.95 | 29,475.15 | win | +0.48R |
| ▲ Buy | 2026-10-28 18:30 | 2026-10-28 20:15 | 29,794.70 | 29,669.30 | 29,754.50 | loss | −0.31R |
| ▲ Buy | 2026-10-26 23:30 | 2026-10-27 02:45 | 29,365.10 | 29,262.83 | 29,262.83 | loss | −1.00R |
| ▲ Buy | 2026-10-26 08:30 | 2026-10-26 13:15 | 29,023.10 | 28,909.39 | 29,082.89 | win | +0.55R |
| ▲ Buy | 2026-10-22 19:15 | 2026-10-23 13:30 | 28,979.60 | 28,836.66 | 28,836.66 | loss | −1.00R |
| ▲ Buy | 2026-10-21 13:45 | 2026-10-21 18:45 | 29,712.90 | 29,594.39 | 29,819.09 | win | +0.92R |
| ▲ Buy | 2026-10-21 11:15 | 2026-10-21 13:30 | 29,699.30 | 29,596.20 | 29,596.20 | loss | −1.00R |
| ▲ Buy | 2026-10-20 14:00 | 2026-10-20 15:00 | 29,555.30 | 29,389.97 | 29,557.67 | win | +0.02R |
| ▲ Buy | 2026-10-20 12:30 | 2026-10-20 13:30 | 29,423.70 | 29,308.46 | 29,308.46 | loss | −1.00R |
| ▲ Buy | 2026-10-20 01:45 | 2026-10-20 05:00 | 29,557.20 | 29,448.59 | 29,448.59 | loss | −1.00R |
| ▲ Buy | 2026-10-19 22:15 | 2026-10-20 00:00 | 29,605.40 | 29,510.76 | 29,510.76 | loss | −1.00R |
Last event: close at 2026-11-02 16:01 UTC · all events
| Year | Trades | Win % | Result |
|---|---|---|---|
| 2019 | 373 | 53% | +75.4R |
| 2020 | 393 | 55% | +73.5R |
| 2021 | 385 | 52% | +92.3R |
| 2022 | 386 | 49% | +13.7R |
| 2023 | 343 | 48% | +9.9R |
| 2024 | 342 | 50% | +63.0R |
| 2025 | 342 | 51% | +38.6R |
| 2026 | 287 | 45% | +6.9R |
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 | 373 | +75.4R | +52.6R | +$5,262 | +52.6% |
| 2020 | 393 | +73.5R | +63.4R | +$6,344 | +41.6% |
| 2021 | 385 | +92.3R | +81.3R | +$8,133 | +37.6% |
| 2022 | 386 | +13.7R | +6.7R | +$672 | +2.3% |
| 2023 | 343 | +9.9R | −0.6R | −$62 | −0.2% |
| 2024 | 342 | +63.0R | +54.9R | +$5,489 | +18.1% |
| 2025 | 342 | +38.6R | +32.6R | +$3,265 | +9.1% |
| 2026 | 287 | +6.9R | +3.6R | +$357 | +0.9% |
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 (3)
| # | Bought | Ended | Result | Trades | Time to pass | Payouts | Received | Fees |
|---|---|---|---|---|---|---|---|---|
| 3 | 2026-07-10 | – | Still in evaluation | 97 | – | 0 | $0 | −$96 |
| 2 | 2022-07-13 | 2026-07-10 | Blown when funded | 1396 | 27.4 months · 807 tr | 18 | +$3,233 | −$96 |
| 1 | 2019-01-02 | 2022-07-13 | Blown when funded | 1358 | 8.0 months · 250 tr | 47 | +$7,414 | −$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.