Forge Sandpiper

These figures do not depend on position size. A percentage return would: it is decided by the lot size and money management chosen when the test was run, so the same trades can be made to show a modest gain or a spectacular one without a single entry changing. Profit factor and return-per-drawdown are unaffected by that, and they mean the same thing on one instrument as on another. Both include spread, commission and swap. Because we hand over the strategy itself rather than a locked program, you can re-run it at whatever size you actually intend to trade and see the money figures for yourself.

StrategyQuant divided this backtest on 2024-04-09, holding back 137 trades as out-of-sample — marked on the chart. We do not count it as independent evidence: strategies whose held-back period disappointed were never published, so that period took part in choosing this one. The split is in the trade list, which you can download and check.

Catch the DAX when it makes a genuine move — and refuse to hang around once the trading week is winding down.

This strategy watches the DAX on the hourly chart for moments when price pushes clearly beyond its recent range, and steps in with an order placed just beyond that level, so it only engages once the breakout is actually confirmed. From there, it manages risk in stages: an initial stop tied to the entry price, a fixed profit target, a shift to breakeven once the trade is comfortably in profit, and a trailing stop that kicks in later to protect further gains. It also keeps a tight leash on time — closing trades that drag on too long and cancelling orders that never trigger — and steps aside entirely before the weekend.

Entries are placed as stop orders just beyond a 20-period Keltner Channel band, with a 40-period Average True Range used to filter the setup so only more significant expansions in price trigger a trade. The initial stop loss is set as 1% of the entry price, scaling with the market's own price level rather than sitting at a fixed distance, while the profit target is a fixed 230-pip move. Once a trade advances roughly 2x the 50-period ATR in its favor, the stop is moved to breakeven, removing downside risk. From there, a trailing stop activates once profit reaches about 2.8x the 90-period ATR, then follows price at a fixed distance of 80 pips to protect further gains as the move continues. Positions still open after 48 hourly bars are closed automatically, and pending orders that haven't triggered within 17 bars are cancelled. Regardless of how a trade is performing, everything is closed out ahead of the weekend to avoid holding DAX exposure over the Saturday/Sunday gap.

Instrument / Timeframe

DAX (Germany 40), H1

Entry logic

Keltner Channel breakout with ATR-based confirmation

Order type

Stop entry (enters on confirmed breakout, not in advance)

Risk management

1% percentage-based initial stop → 230-pip fixed profit target → breakeven shift at 2x 50-period ATR → trailing stop activating at 2.8x 90-period ATR, trailing by 80 pips

Time management

48-bar maximum hold, 17-bar pending order expiry

Session rules

Closes all positions before the weekend

Backtest window

June 27, 2018 - August 24, 2026