Dashboard / Gap-and-go at the New York open
s17-A Gap days, quarter stop, 10R
NAS100 · 5m chart · a variation of Gap-and-go at the New York open · paper account since 2026-10-19
The default: trade only when the market gaps at least 0.25 daily ATR and the first candle agrees, with the tight quarter-candle stop and a 10R target.
Backtest 2019-today: 424 trades, 18% wins, +395.4R with a 23.0R largest drawdown (2019-23 +271.5R, 2024-26 +124.0R); positive all 8 years, 2023 the weakest (+10.0R).
The rules it shares with every variation are on the strategy page.
| Setting | Strategy default | s17-A (this) | s17-C (main) |
|---|---|---|---|
| Signal 'gap' trades only gap days, in the gap's direction; 'ema' trades every day, in the direction of the first candle's close versus the 5-minute EMA 12. | gap | gap | ema |
| ATR stop When set, the stop is this many 5-minute ATRs (average candle sizes) from the entry instead of a fraction of the first candle. | off | off | 2 |
| skip news | [] | [] | ["FOMC","CPI"] |
| candle filter | off | off | no_rejection |
All 32 settings of s17-A
direction = bothgap min atr = 0.25Stop fraction = 0.25min risk atr = 0.15Target (R) = 10be at r = offTrail start (R) = offTrail distance (R) = 1Signal = gapema len = 12ATR stop = offuse trend = notrend len = 50skip news = []candle filter = offrejection wick = 0.5rejection body = 0.35strong body = 0.6strong close = 0.25open time = 09:30close 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 |
|---|---|---|---|---|---|---|---|
| ▼ Sell | 2026-10-30 13:30 | 2026-10-30 13:35 | 28,548.40 | 28,575.93 | 28,577.43 | loss | −1.00R |
| ▼ Sell | 2026-10-29 13:30 | 2026-10-29 13:40 | 29,286.40 | 29,335.00 | 29,336.50 | loss | −1.00R |
| ▲ Buy | 2026-10-21 13:30 | 2026-10-21 13:35 | 29,705.70 | 29,690.68 | 29,690.68 | loss | −1.00R |
Last event: close at 2026-10-30 13:41 UTC · all events
| Year | Trades | Win % | Result |
|---|---|---|---|
| 2019 | 56 | 20% | +61.8R |
| 2020 | 51 | 24% | +81.0R |
| 2021 | 62 | 21% | +76.7R |
| 2022 | 46 | 17% | +42.0R |
| 2023 | 56 | 11% | +10.0R |
| 2024 | 55 | 18% | +49.7R |
| 2025 | 55 | 16% | +40.3R |
| 2026 | 43 | 16% | +34.0R |
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 | 56 | +61.8R | +41.6R | +$4,161 | +41.6% |
| 2020 | 51 | +81.0R | +71.6R | +$7,161 | +50.6% |
| 2021 | 62 | +76.7R | +68.7R | +$6,872 | +32.2% |
| 2022 | 46 | +42.0R | +38.1R | +$3,805 | +13.5% |
| 2023 | 56 | +10.0R | +1.9R | +$195 | +0.6% |
| 2024 | 55 | +49.7R | +43.4R | +$4,339 | +13.5% |
| 2025 | 55 | +40.2R | +34.5R | +$3,451 | +9.4% |
| 2026 | 43 | +34.0R | +31.4R | +$3,136 | +7.8% |
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 (15)
| # | Bought | Ended | Result | Trades | Time to pass | Payouts | Received | Fees |
|---|---|---|---|---|---|---|---|---|
| 15 | 2025-10-27 | – | Still in evaluation · passed phase 1 | 55 | – | 0 | $0 | −$96 |
| 14 | 2025-09-11 | 2025-10-27 | Blown in evaluation | 9 | – | 0 | $0 | −$96 |
| 13 | 2025-09-02 | 2025-09-11 | Blown in evaluation | 2 | – | 0 | $0 | −$96 |
| 12 | 2025-02-05 | 2025-09-02 | Blown in evaluation · passed phase 1 | 24 | – | 0 | $0 | −$96 |
| 11 | 2024-12-20 | 2025-02-05 | Blown in evaluation | 11 | – | 0 | $0 | −$96 |
| 10 | 2024-12-19 | 2024-12-20 | Blown in evaluation | 1 | – | 0 | $0 | −$96 |
| 9 | 2023-09-11 | 2024-12-19 | Blown in evaluation · passed phase 1 | 69 | – | 0 | $0 | −$96 |
| 8 | 2022-04-11 | 2023-09-11 | Blown when funded | 72 | 8.4 months · 33 tr | 4 | +$1,108 | −$96 |
| 7 | 2021-05-05 | 2022-04-11 | Blown when funded | 46 | 58 days · 11 tr | 3 | +$597 | −$96 |
| 6 | 2020-07-09 | 2021-05-05 | Blown when funded | 53 | 6.0 months · 27 tr | 3 | +$838 | −$96 |
| 5 | 2020-03-17 | 2020-07-09 | Blown in evaluation · passed phase 1 | 11 | – | 0 | $0 | −$96 |
| 4 | 2020-03-04 | 2020-03-17 | Blown in evaluation | 2 | – | 0 | $0 | −$96 |
| 3 | 2019-10-17 | 2020-03-04 | Blown when funded | 20 | 4.2 months · 17 tr | 0 | $0 | −$96 |
| 2 | 2019-06-11 | 2019-10-17 | Blown in evaluation | 22 | – | 0 | $0 | −$96 |
| 1 | 2019-01-22 | 2019-06-11 | Blown in evaluation | 27 | – | 0 | $0 | −$96 |
Replays this variation's backtest trades (raw costs: 1.00 spread) from 2019-01-22 to 2026-10-01, 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.