Strategy Backtest Archive — Test Results 2026
An open log of every strategy backtest behind our published guides. We publish trade counts, win-rates, average R per trade, and maximum drawdown — not just the headline numbers. This page is updated quarterly.
How we test
Each strategy is run on a defined asset and timeframe for a fixed window (typically 4 months). We use a strict rule-set with no discretionary overrides, an explicit position-sizing model (1% of equity per trade), and we log every trade with timestamp, entry, exit, P/L. Backtests are produced from charting data; out-of-sample forward tests run on demo accounts for 100+ trades before publication.
Key caveats: backtests do not account for slippage on live brokers (binary options have no slippage on entry by design), and OTC markets are synthetic — past performance on OTC does not predict live-market results. Sample sizes below 200 trades are statistically weak and we say so.
Summary table — 4 months, 8 strategies
| Strategy | Asset | Period | Trades | Win-rate | Avg R | Max DD |
|---|---|---|---|---|---|---|
| RSI Strategy | EUR/USD M5 (OTC) | Jan–Apr 2026 | 412 | 57.2% | +0.18R | −9.4% |
| MACD Strategy | GBP/USD M15 (OTC) | Jan–Apr 2026 | 287 | 54.7% | +0.12R | −11.1% |
| Bollinger Bands Strategy | EUR/USD M5 + M15 (OTC) | Jan–Apr 2026 | 503 | 56.3% | +0.16R | −8.7% |
| Stochastic Strategy | USD/JPY M5 (OTC) | Jan–Apr 2026 | 376 | 55.6% | +0.14R | −10.2% |
| Ichimoku Strategy | EUR/USD H4 (Live) | Jan–Apr 2026 | 64 | 62.5% | +0.31R | −6.8% |
| Fibonacci Strategy | GBP/USD H1 (Live + OTC) | Jan–Apr 2026 | 121 | 58.7% | +0.22R | −7.4% |
| Moving Averages Strategy | EUR/USD H1 (Live) | Jan–Apr 2026 | 89 | 60.7% | +0.24R | −5.9% |
| Parabolic SAR Strategy | AUD/JPY H1 (Live) | Jan–Apr 2026 | 154 | 51.9% | +0.19R | −9.1% |
Per-strategy notes
Quick notes on what worked, what didn't, and what we'd test next. Click through to each strategy page for the full rule-set.
RSI Strategy
Standard 14/70/30 levels with ATR filter.
Sample: 412 trades on EUR/USD M5 (OTC) over Jan–Apr 2026. Win-rate 57.2%, avg per-trade +0.18RR, max drawdown −9.4%. Full strategy page →
MACD Strategy
12/26/9 with EMA50 trend confirmation.
Sample: 287 trades on GBP/USD M15 (OTC) over Jan–Apr 2026. Win-rate 54.7%, avg per-trade +0.12RR, max drawdown −11.1%. Full strategy page →
Bollinger Bands Strategy
Mean-reversion variant outperformed squeeze breakout.
Sample: 503 trades on EUR/USD M5 + M15 (OTC) over Jan–Apr 2026. Win-rate 56.3%, avg per-trade +0.16RR, max drawdown −8.7%. Full strategy page →
Stochastic Strategy
Slow stochastic + 50 EMA trend filter.
Sample: 376 trades on USD/JPY M5 (OTC) over Jan–Apr 2026. Win-rate 55.6%, avg per-trade +0.14RR, max drawdown −10.2%. Full strategy page →
Ichimoku Strategy
Cloud break + TK cross + Chikou confirmation.
Sample: 64 trades on EUR/USD H4 (Live) over Jan–Apr 2026. Win-rate 62.5%, avg per-trade +0.31RR, max drawdown −6.8%. Full strategy page →
Fibonacci Strategy
61.8% retracement with S/R confluence.
Sample: 121 trades on GBP/USD H1 (Live + OTC) over Jan–Apr 2026. Win-rate 58.7%, avg per-trade +0.22RR, max drawdown −7.4%. Full strategy page →
Moving Averages Strategy
EMA 20/50 pullback variant.
Sample: 89 trades on EUR/USD H1 (Live) over Jan–Apr 2026. Win-rate 60.7%, avg per-trade +0.24RR, max drawdown −5.9%. Full strategy page →
Parabolic SAR Strategy
Step 0.02, max 0.20 with ADX > 25 filter.
Sample: 154 trades on AUD/JPY H1 (Live) over Jan–Apr 2026. Win-rate 51.9%, avg per-trade +0.19RR, max drawdown −9.1%. Full strategy page →
Limitations and honest caveats
- OTC markets are synthetic. Pocket Option's OTC quotes are generated by their pricing engine. Patterns visible on OTC may not repeat the same way on live exchanges.
- Sample sizes vary. Higher-frequency strategies (RSI on M5) have 400+ trades; lower-frequency (Ichimoku on H4) have under 100. Confidence intervals reflect this.
- No transaction costs modeled in detail. Binary options have built-in payout-based spreads; CFD-style position sizing assumes 1-pip spread, which is optimistic on minor pairs.
- Past performance ≠ future results. Even strategies with positive expected value lose 5–15 trades in a row. Risk management discipline matters more than the strategy itself.
- We are an independent affiliate publisher. Read our editorial policy for our commercial relationship with Pocket Option.
Raw trade logs
We don't publish full trade-by-trade logs publicly to avoid copy-trading by third parties (which would distort future tests). Researchers and journalists can request anonymized logs by emailing [email protected] with their use case and credentials.
Next test cycles
- Q3 2026: 4-indicator combinations on EUR/USD M5 — testing whether stacked filters out-perform single indicators.
- Q3 2026: Time-of-day analysis — does win-rate vary by trading session?
- Q4 2026: Multi-asset rotation — does the same indicator perform differently on EUR/USD vs USD/JPY vs Bitcoin?