Dashboard / Gap-and-go at the New York open
s17-D Every day, EMA 12, 1 ATR stop + 3R trail
NAS100 · 5m chart · a variation of Gap-and-go at the New York open · paper account since 2026-10-22
Version C's entry (first 5-minute close versus the EMA 12, every day) with the trailing exit from a second video on the same rule: a 1 x ATR stop, no fixed target, and once the trade is 3R up the stop follows 3R behind the best price. Picked from 33 stop / trail / target combinations; tight trails (1R) lost money.
Backtest 2019-today: 1,789 trades, 29% wins, 2019-23 +446.8R and 2024-26 +197.5R (C: +346.0R / +119.2R), largest drop 34.1R; 2026 so far +78.1R. Same entries as C (daily correlation +0.58): paper-trade both, then keep one. The 2024-26 figure was looked at while choosing the exit, so it is not a clean test.
The rules it shares with every variation are on the strategy page.
| Setting | Strategy default | s17-D (this) | s17-C (main) |
|---|---|---|---|
| Target (R) Fixed take profit in R (multiples of the amount risked); empty = no fixed target. | 10 | off | 10 |
| Trail start (R) Once the trade is this many R in profit, the stop follows the best price; empty = no trailing stop. | off | 3 | off |
| Trail distance (R) How far behind the best price the trailing stop follows, in R. | 1 | 3 | 1 |
| 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 | ema | 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 | 1 | 2 |
| skip news | [] | ["FOMC","CPI"] | ["FOMC","CPI"] |
| candle filter | off | off | no_rejection |
All 32 settings of s17-D
direction = bothgap min atr = 0.25Stop fraction = 0.25min risk atr = 0.15Target (R) = offbe at r = offTrail start (R) = 3Trail distance (R) = 3Signal = emaema len = 12ATR stop = 1use trend = notrend len = 50skip news = ["FOMC","CPI"]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 | 2026-11-02 14:30 | 2026-11-02 14:40 | 28,571.50 | 28,605.82 | 28,607.32 | loss | −1.00R |
| ▼ Sell | 2026-10-30 13:30 | 2026-10-30 13:35 | 28,548.40 | 28,582.40 | 28,583.90 | loss | −1.00R |
| ▼ Sell | 2026-10-29 13:30 | 2026-10-29 13:35 | 29,286.40 | 29,330.94 | 29,332.44 | loss | −1.00R |
| ▲ Buy | 2026-10-27 13:30 | 2026-10-27 13:35 | 29,473.30 | 29,440.22 | 29,440.22 | loss | −1.00R |
| ▼ Sell | 2026-10-26 13:30 | 2026-10-26 13:35 | 29,088.00 | 29,127.34 | 29,128.84 | loss | −1.00R |
| ▼ Sell | 2026-10-23 13:30 | 2026-10-23 13:40 | 28,870.30 | 28,907.45 | 28,908.95 | loss | −1.00R |
| ▲ Buy | 2026-10-22 13:30 | 2026-10-22 13:35 | 29,365.70 | 29,333.44 | 29,333.44 | loss | −1.00R |
Last event: close at 2026-11-02 14:45 UTC · all events
| Year | Trades | Win % | Result |
|---|---|---|---|
| 2019 | 236 | 33% | +169.5R |
| 2020 | 231 | 28% | +46.7R |
| 2021 | 231 | 27% | +76.5R |
| 2022 | 230 | 30% | +104.1R |
| 2023 | 228 | 27% | +50.0R |
| 2024 | 230 | 30% | +101.6R |
| 2025 | 228 | 27% | +17.8R |
| 2026 | 175 | 28% | +78.2R |
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 | 236 | +169.5R | +126.9R | +$12,688 | +127% |
| 2020 | 231 | +46.7R | +26.7R | +$2,668 | +11.8% |
| 2021 | 231 | +76.5R | +57.1R | +$5,706 | +22.5% |
| 2022 | 230 | +104.1R | +92.5R | +$9,249 | +29.8% |
| 2023 | 228 | +50.0R | +33.0R | +$3,298 | +8.2% |
| 2024 | 230 | +101.6R | +86.8R | +$8,683 | +19.9% |
| 2025 | 228 | +17.8R | +6.3R | +$626 | +1.2% |
| 2026 | 175 | +78.1R | +72.1R | +$7,209 | +13.6% |
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 (9)
| # | Bought | Ended | Result | Trades | Time to pass | Payouts | Received | Fees |
|---|---|---|---|---|---|---|---|---|
| 9 | 2025-05-15 | – | Funded, still open | 319 | 12.5 months · 238 tr | 5 | +$2,224 | −$96 |
| 8 | 2024-07-09 | 2025-05-15 | Blown when funded | 194 | 3.7 months · 75 tr | 6 | +$2,024 | −$96 |
| 7 | 2023-11-22 | 2024-07-09 | Blown when funded | 142 | 5.5 months · 104 tr | 1 | +$122 | −$96 |
| 6 | 2023-03-07 | 2023-11-22 | Blown when funded | 165 | 2.6 months · 52 tr | 4 | +$1,557 | −$96 |
| 5 | 2023-02-17 | 2023-03-07 | Blown in evaluation | 11 | – | 0 | $0 | −$96 |
| 4 | 2022-09-23 | 2023-02-17 | Blown when funded | 92 | 3.2 months · 61 tr | 0 | $0 | −$96 |
| 3 | 2020-11-04 | 2022-09-23 | Blown when funded | 432 | 7.4 months · 138 tr | 15 | +$4,024 | −$96 |
| 2 | 2019-12-12 | 2020-11-04 | Blown when funded | 209 | 55 days · 33 tr | 8 | +$1,743 | −$96 |
| 1 | 2019-01-22 | 2019-12-12 | Blown when funded | 225 | 5.5 months · 116 tr | 8 | +$2,252 | −$96 |
Replays this variation's backtest trades (raw costs: 1.00 spread) from 2019-01-22 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.