Independent historical replay

Sample report - USTEC H4 momentum

USTEC Buy · H4 verification report using IC Markets — Multi-asset benchmark · USTEC · H4 native completed candles
USTEC · BuyRun replay_afab2fc20601c8962012-08-05T21:00:00 → 2026-08-14T13:00:00

Positive historical result

The simulated account grew across the full tested history under the stated assumptions.

Entry: next candle openSame-candle conflict: stop first
Total history tested14.0 years
Completed candles17159 H4
Closed trades142
Full test period2012-08-05T21:00:00
to 2026-08-14T13:00:00

The first 70% is the reference period (IS); the later 30% is the separately reviewed validation period (OOS).

Primary view · complete tested history

Overall results

The combined result across the full history, before reviewing the two periods separately.

14.0 years2012-08-05T21:00:00
to 2026-08-14T13:00:00
Total return206.24%USD +20,624.44
Annualized return8.31%/yr
Max drawdown-8.80%USD -1,920.49
Profit factor2.15
Win rate31.0%
Trades142

Account balance curve

Closed-trade balance in USD across the complete tested history.

31,1899,906Closed trades
Earlier 70% of history

Reference results (IS)

The earlier baseline period, shown fully so the later result can be compared against it.

10.7 years2012-08-05T21:00:00
to 2023-04-14T09:00:00
Total return102.65%USD +10,265.44
Annualized return6.83%/yr
Max drawdown-8.80%USD -1,920.49
Profit factor2.01
Win rate29.9%
Trades97

Account balance curve

Closed-trade balance in USD during the earlier reference period.

21,8339,906Closed trades
Later 30% of history

Validation results (OOS)

The later period, shown separately as a check against the full-history result.

3.3 years2023-04-14T13:00:00
to 2026-08-14T13:00:00
Total return51.12%USD +10,359.00
Annualized return13.18%/yr
Max drawdown-5.55%USD -1,683.01
Profit factor2.34
Win rate33.3%
Trades45

Account balance curve

The same USD account continuing through the later validation period.

31,18920,068Closed trades
Robustness checksStress replay: +51.12% · 4/4 active periods positive

These checks ask whether the validation result survives more expensive execution and whether performance depends on one unusually favourable part of the history.

Execution-cost stress test

Validation metricModeled costsStress replay
Total return51.12%USD +10,359.0051.12%USD +10,359.00
Annualized return13.18%/yr13.18%/yr
Maximum drawdown-5.55%USD -1,683.01-5.55%USD -1,683.01
Profit factor2.342.34
Trades4545

Recorded spread was doubled. Commission remained USD 0.00. Strategy and OHLC prices were unchanged; swap was held constant.

Consistency across time

SliceDatesTradesNet resultPF
Period 12012-08-05 to 2016-02-078USD 341.56 (3.42%)1.56
Period 22016-02-07 to 2019-08-1044USD 5,597.92 (54.13%)2.58
Period 32019-08-10 to 2023-02-1143USD 4,718.55 (29.60%)1.83
Period 42023-02-11 to 2026-08-1447USD 9,966.41 (48.24%)2.23

Four equal chronological slices of the full test. Closed trades are assigned by entry date.

What held up

  • The later validation period returned +51.12% across 45 closed trades.
  • Recorded spread was doubled. Commission remained USD 0.00. No validation trade outcomes changed, so the return was unchanged at +51.12%.
  • 4 of 4 active chronological periods were profitable.

Watch-outs

  • The validation sample is still moderate at 45 closed trades.

Test conditions

ProfileIC Markets — Multi-asset benchmark (ic_markets_multi_asset_benchmark_v4, version 2026-08-14.3)
Profile useThis test uses standardized benchmark conditions. Prices, costs, and execution may differ from the client's broker.
Requested test periodFull available history — 14 years
DataIC Markets — Multi-asset benchmark · USTEC · H4 native completed candles · USTEC_h4.csv
Tested history17159 H4 bars; earlier history is calculation-only context
Reference period (IS)10.7 years: 2012-08-05T21:00:00 → 2023-04-14T09:00:00
Validation period (OOS)3.3 years: 2023-04-14T13:00:00 → 2026-08-14T13:00:00
SpreadHistorical spread_price column (2-decimal prices; 1 point = 0.01)
SlippageNone
SwapNot included
CommissionNo separate commission (spread-only)
Bar alignmentUTC timestamps; IC Markets New York-close-aligned H4 candles

Execution audit

Entry handlingReference (IS)Validation (OOS)
Candidate entries evaluated9746
Positions opened9746
Add-on entries opened00
Skipped: stop unavailable00
Skipped: stop on wrong side00
Skipped: target unavailable00
Skipped: target on wrong side00
Position still open at period end01

Account simulation assumptions

Starting accountUSD 10,000.00
Ending accountUSD 30,624.44
Risk setting1.00% of the current balance (compounding)
Simulation flowOne continuous account; OOS begins at the IS ending balance
Executable / skipped trades142 / 0 across the full test
Broker sizing profileTick size 0.010000; tick value USD 0.01 per lot; volume 0.100 min / 0.100 step / 250.000 max

Strategy specification

Indicators and parameters

Entry eligibility: All entry times

Entry: market next open

Stop: 2.00 x atr14   Target: 5.00 times the initial risk

Entry conditions

Reference-period trade log (IS)97 IS trades retained in full; expand to inspect
#EntryExitEntry priceExit priceExit reasonEntriesPartialsPosition lotsP&L (USD)Balance
12013-05-12T21:00:002013-06-12T21:00:002971.902909.33stop101.500USD -93.86USD 9,906.14
22013-07-14T21:00:002013-11-25T22:00:003067.203452.34target101.200USD 462.15USD 10,368.29
32013-11-28T22:00:002014-02-04T22:00:003480.703419.64stop101.600USD -97.69USD 10,270.60
42014-06-05T21:00:002014-09-02T21:00:003776.304100.87target101.500USD 486.85USD 10,757.45
52014-09-07T21:00:002014-09-14T21:00:004086.304038.20stop102.200USD -105.82USD 10,651.63
62014-11-24T22:00:002014-12-11T22:00:004281.704206.79stop101.400USD -104.88USD 10,546.75
72015-07-20T21:00:002015-07-26T21:00:004678.504546.89stop100.800USD -105.29USD 10,441.46
82015-10-26T21:00:002015-11-12T22:00:004626.304501.43stop100.800USD -99.90USD 10,341.56
92016-02-17T18:00:002016-02-19T10:00:004189.604130.17stop101.700USD -101.03USD 10,240.53
102016-03-30T13:00:002016-04-01T09:00:004497.904455.41stop102.400USD -101.97USD 10,138.56
112016-05-24T17:00:002016-06-14T13:00:004439.504391.83stop102.100USD -100.11USD 10,038.45
122016-06-23T21:00:002016-06-23T21:00:004485.304441.10stop102.200USD -97.24USD 9,941.21
132016-07-08T17:00:002016-08-05T13:00:004515.804770.94target101.900USD 484.75USD 10,425.96
142016-08-05T17:00:002016-08-26T13:00:004795.504763.77stop103.200USD -101.53USD 10,324.43
152016-09-06T21:00:002016-09-08T13:00:004829.504803.79stop104.000USD -102.86USD 10,221.57
162016-09-22T13:00:002016-09-26T05:00:004877.404839.30stop102.600USD -99.06USD 10,122.51
172016-10-24T13:00:002016-10-26T13:00:004881.004848.00stop103.000USD -99.00USD 10,023.51
182016-11-22T06:00:002016-11-23T14:00:004877.204844.43stop103.000USD -98.31USD 9,925.20
192016-12-09T18:00:002017-01-20T14:00:004884.705078.34target102.500USD 484.10USD 10,409.30
202017-01-24T22:00:002017-02-13T18:00:005105.205262.06target103.300USD 517.65USD 10,926.95
212017-02-13T22:00:002017-03-01T14:00:005256.505365.64target105.000USD 545.70USD 11,472.65
222017-03-15T21:00:002017-03-21T13:00:005412.305387.14stop104.500USD -113.21USD 11,359.44
232017-03-30T01:00:002017-04-03T13:00:005443.405412.96stop103.700USD -112.64USD 11,246.80
242017-04-24T01:00:002017-05-07T21:00:005488.905657.54target103.300USD 556.50USD 11,803.30
252017-05-09T17:00:002017-05-11T13:00:005678.405650.91stop104.200USD -115.44USD 11,687.86
262017-05-16T17:00:002017-05-16T21:00:005719.205695.19stop104.800USD -115.27USD 11,572.59
272017-05-25T05:00:002017-06-05T13:00:005749.105884.81target104.200USD 570.00USD 12,142.59
282017-06-05T17:00:002017-06-07T13:00:005876.805844.96stop103.800USD -121.00USD 12,021.59
292017-07-12T13:00:002017-07-26T21:00:005760.305967.30target102.900USD 600.30USD 12,621.89
302017-07-27T01:00:002017-07-27T13:00:005979.305947.44stop103.900USD -124.24USD 12,497.65
312017-08-31T01:00:002017-09-25T13:00:005943.505883.01stop102.000USD -120.97USD 12,376.68
322017-09-29T17:00:002017-10-27T13:00:005980.006173.50target103.100USD 599.85USD 12,976.53
332017-10-27T17:00:002017-12-18T06:00:006206.106509.17target102.100USD 636.45USD 13,612.98
342017-12-18T10:00:002017-12-19T14:00:006517.106479.19stop103.500USD -132.70USD 13,480.28
352018-01-03T18:00:002018-01-22T14:00:006575.006873.86target102.200USD 657.50USD 14,137.78
362018-01-22T18:00:002018-02-02T14:00:006887.306832.41stop102.500USD -137.21USD 14,000.57
372018-02-15T22:00:002018-02-21T22:00:006811.106692.81stop101.100USD -130.11USD 13,870.46
382018-02-26T14:00:002018-02-28T18:00:006931.106854.40stop101.800USD -138.06USD 13,732.40
392018-03-09T14:00:002018-03-19T05:00:007021.006947.56stop101.800USD -132.20USD 13,600.20
402018-04-17T17:00:002018-04-20T13:00:006808.106714.36stop101.400USD -131.24USD 13,468.96
412018-05-07T05:00:002018-06-20T13:00:006829.907297.97target101.400USD 655.30USD 14,124.26
422018-07-08T21:00:002018-08-29T13:00:007212.107619.10target101.700USD 691.90USD 14,816.16
432018-08-29T17:00:002018-09-04T13:00:007649.507603.69stop103.200USD -146.61USD 14,669.55
442018-11-28T18:00:002018-12-05T22:00:006830.506717.46stop101.200USD -135.65USD 14,533.90
452019-01-09T18:00:002019-01-10T14:00:006618.606516.76stop101.400USD -142.58USD 14,391.32
462019-01-18T18:00:002019-01-22T02:00:006811.606729.26stop101.700USD -139.98USD 14,251.34
472019-01-31T18:00:002019-03-20T17:00:006911.607413.67target101.400USD 702.90USD 14,954.24
482019-03-21T01:00:002019-03-21T09:00:007405.707340.87stop102.300USD -149.11USD 14,805.13
492019-03-21T21:00:002019-03-22T13:00:007496.107403.83stop101.600USD -147.63USD 14,657.50
502019-04-01T09:00:002019-04-23T17:00:007458.407809.47target102.000USD 702.15USD 15,359.65
512019-04-23T21:00:002019-04-26T13:00:007813.407750.83stop102.400USD -150.17USD 15,209.48
522019-06-07T17:00:002019-07-15T05:00:007433.307954.73target101.400USD 730.00USD 15,939.48
532019-09-05T17:00:002019-09-10T13:00:007848.907743.90stop101.500USD -157.50USD 15,781.98
542019-09-12T01:00:002019-09-15T21:00:007947.607853.54stop101.600USD -150.49USD 15,631.49
552019-10-15T17:00:002019-10-18T13:00:007940.807856.94stop101.800USD -150.94USD 15,480.55
562019-10-28T01:00:002019-11-25T22:00:008050.308406.87target102.100USD 748.80USD 16,229.35
572019-11-26T02:00:002019-12-02T14:00:008396.408338.46stop102.800USD -162.24USD 16,067.11
582019-12-13T02:00:002020-01-02T18:00:008505.808880.37target102.100USD 786.60USD 16,853.71
592020-01-02T22:00:002020-01-03T02:00:008882.608805.76stop102.100USD -161.37USD 16,692.34
602020-01-10T06:00:002020-02-10T22:00:009023.809561.51target101.500USD 806.55USD 17,498.89
612020-02-11T06:00:002020-02-21T18:00:009567.209455.76stop101.500USD -167.16USD 17,331.73
622020-04-07T09:00:002020-05-26T01:00:008213.109584.03target100.600USD 822.55USD 18,154.28
632020-06-10T05:00:002020-06-11T13:00:0010009.709889.89stop101.500USD -179.72USD 17,974.56
642020-06-23T17:00:002020-06-24T13:00:0010275.2010093.00stop100.900USD -163.98USD 17,810.58
652020-07-02T05:00:002020-07-13T13:00:0010300.8010992.59target101.200USD 830.15USD 18,640.73
662020-07-13T17:00:002020-07-13T17:00:0010979.6010813.40stop101.100USD -182.82USD 18,457.91
672020-07-20T21:00:002020-07-22T13:00:0010969.2010788.57stop101.000USD -180.63USD 18,277.28
682020-08-06T21:00:002020-08-07T17:00:0011264.5011137.59stop101.400USD -177.68USD 18,099.60
692020-08-18T17:00:002020-08-20T01:00:0011376.1011276.24stop101.800USD -179.74USD 17,919.86
702020-08-24T01:00:002020-09-01T17:00:0011592.4012319.40target101.200USD 872.40USD 18,792.26
712020-09-01T21:00:002020-09-03T13:00:0012318.5012167.53stop101.200USD -181.17USD 18,611.09
722020-10-09T17:00:002020-10-22T13:00:0011699.7011576.93stop101.500USD -184.16USD 18,426.93
732020-11-04T18:00:002021-02-07T22:00:0011811.6013687.39target100.400USD 750.30USD 19,177.23
742021-02-16T02:00:002021-02-16T14:00:0013897.9013789.21stop101.700USD -184.77USD 18,992.46
752021-04-01T13:00:002021-04-16T09:00:0013251.0014056.36target101.100USD 885.90USD 19,878.36
762021-05-25T09:00:002021-06-03T09:00:0013712.9013572.64stop101.400USD -196.36USD 19,682.00
772021-06-14T01:00:002021-06-16T17:00:0014022.2013917.09stop101.800USD -189.21USD 19,492.79
782021-06-24T09:00:002021-07-13T05:00:0014358.1014899.17target101.800USD 973.95USD 20,466.74
792021-07-23T17:00:002021-07-27T13:00:0015094.5014968.23stop101.600USD -202.03USD 20,264.71
802021-08-05T21:00:002021-08-06T13:00:0015173.7015074.44stop102.000USD -198.51USD 20,066.20
812021-08-23T17:00:002021-09-20T09:00:0015327.7015148.54stop101.100USD -197.07USD 19,869.13
822021-10-17T21:00:002021-11-02T13:00:0015171.2015925.49target101.300USD 980.55USD 20,849.68
832021-11-02T17:00:002021-11-22T14:00:0015968.2016670.91target101.400USD 983.80USD 21,833.48
842021-12-23T18:00:002022-01-05T14:00:0016326.3016127.43stop101.000USD -198.87USD 21,634.61
852022-02-02T06:00:002022-02-02T18:00:0015185.5014900.47stop100.700USD -199.52USD 21,435.09
862022-03-18T17:00:002022-04-11T17:00:0014302.7013986.59stop100.600USD -189.67USD 21,245.42
872022-05-27T17:00:002022-06-09T17:00:0012583.3012260.63stop100.600USD -193.60USD 21,051.82
882022-06-24T17:00:002022-06-28T17:00:0011993.7011692.76stop100.600USD -180.57USD 20,871.25
892022-07-20T17:00:002022-07-26T13:00:0012431.8012208.77stop100.900USD -200.73USD 20,670.52
902022-07-28T21:00:002022-08-26T17:00:0012877.8012601.39stop100.700USD -193.49USD 20,477.03
912022-09-12T01:00:002022-09-13T09:00:0012610.6012401.49stop100.900USD -188.20USD 20,288.83
922022-11-10T22:00:002022-12-15T18:00:0011631.2011308.57stop100.600USD -193.58USD 20,095.25
932023-01-09T18:00:002023-01-10T02:00:0011275.9011048.07stop100.800USD -182.26USD 19,912.99
942023-01-11T22:00:002023-02-01T18:00:0011399.8012340.16target101.000USD 940.35USD 20,853.34
952023-02-01T22:00:002023-02-10T10:00:0012476.9012259.89stop100.900USD -195.31USD 20,658.03
962023-03-21T21:00:002023-03-28T17:00:0012738.6012528.91stop100.900USD -188.72USD 20,469.31
972023-03-30T21:00:002023-04-12T21:00:0012955.7012819.79stop101.500USD -203.87USD 20,265.44
Validation-period trade log (OOS)45 OOS trades retained in full; expand to inspect
#EntryExitEntry priceExit priceExit reasonEntriesPartialsPosition lotsP&L (USD)Balance
12023-04-27T21:00:002023-05-04T13:00:0013140.9012961.14stop101.100USD -197.73USD 20,067.71
22023-05-17T21:00:002023-05-26T13:00:0013582.6014166.81target101.700USD 993.15USD 21,060.86
32023-05-26T17:00:002023-07-12T13:00:0014281.2015347.77target100.900USD 959.90USD 22,020.76
42023-07-12T17:00:002023-08-09T13:00:0015272.6015112.46stop101.300USD -208.19USD 21,812.57
52023-08-24T05:00:002023-08-24T13:00:0015343.6015159.74stop101.100USD -202.24USD 21,610.33
62023-08-29T21:00:002023-09-07T13:00:0015388.6015159.70stop100.900USD -206.01USD 21,404.32
72023-11-01T21:00:002023-11-14T10:00:0014681.5015700.57target101.000USD 1,019.05USD 22,423.37
82023-11-14T14:00:002023-12-13T22:00:0015755.1016634.03target101.200USD 1,054.70USD 23,478.07
92023-12-14T02:00:002023-12-14T14:00:0016657.2016516.40stop101.600USD -225.28USD 23,252.79
102023-12-18T06:00:002024-01-02T18:00:0016641.9016499.33stop101.600USD -228.11USD 23,024.68
112024-01-18T22:00:002024-02-12T14:00:0016986.0018019.86target101.100USD 1,137.25USD 24,161.93
122024-02-12T18:00:002024-02-12T18:00:0018024.1517904.84stop102.000USD -238.63USD 23,923.30
132024-02-23T06:00:002024-02-28T18:00:0018001.2017818.99stop101.300USD -236.88USD 23,686.42
142024-03-01T18:00:002024-03-05T14:00:0018249.7518057.94stop101.200USD -230.18USD 23,456.24
152024-03-21T05:00:002024-03-27T13:00:0018368.2518174.08stop101.200USD -233.00USD 23,223.24
162024-05-05T21:00:002024-06-11T17:00:0017945.4819218.20target100.900USD 1,145.45USD 24,368.69
172024-06-12T13:00:002024-07-05T05:00:0019403.2720202.08target101.500USD 1,198.20USD 25,566.89
182024-07-05T09:00:002024-07-10T17:00:0020199.3820647.62target102.800USD 1,255.05USD 26,821.94
192024-07-10T21:00:002024-07-11T13:00:0020685.4320558.48stop102.100USD -266.60USD 26,555.34
202024-08-13T21:00:002024-09-06T01:00:0019018.3018752.26stop100.900USD -239.44USD 26,315.90
212024-09-13T01:00:002024-11-07T14:00:0019435.8620920.84target100.800USD 1,188.00USD 27,503.90
222024-11-07T18:00:002024-11-14T22:00:0021093.6520830.30stop101.000USD -263.35USD 27,240.55
232024-12-02T22:00:002024-12-16T14:00:0021171.3321924.32target101.800USD 1,355.40USD 28,595.95
242024-12-16T18:00:002024-12-18T18:00:0022077.0921866.29stop101.300USD -274.04USD 28,321.91
252025-01-22T02:00:002025-01-26T22:00:0021651.1521389.84stop101.000USD -261.31USD 28,060.60
262025-02-17T02:00:002025-02-20T14:00:0022165.6021963.49stop101.300USD -262.75USD 27,797.85
272025-03-25T21:00:002025-03-26T13:00:0020312.0720069.46stop101.100USD -266.87USD 27,530.98
282025-04-25T01:00:002025-05-28T21:00:0019339.8021676.48target100.500USD 1,168.35USD 28,699.33
292025-06-25T13:00:002025-07-30T21:00:0022286.8523572.35target101.100USD 1,414.05USD 30,113.38
302025-07-31T01:00:002025-07-31T13:00:0023619.1023440.67stop101.600USD -285.49USD 29,827.89
312025-08-12T21:00:002025-08-19T13:00:0023836.3023608.21stop101.300USD -296.51USD 29,531.38
322025-09-05T13:00:002025-09-05T13:00:0023836.9523640.85stop101.500USD -294.15USD 29,237.23
332025-09-10T13:00:002025-09-10T17:00:0023973.9523829.05stop102.000USD -289.80USD 28,947.43
342025-09-12T17:00:002025-10-02T09:00:0024091.9524944.45target101.600USD 1,364.00USD 30,311.43
352025-10-02T13:00:002025-10-03T17:00:0024946.9524744.15stop101.400USD -283.92USD 30,027.51
362025-10-27T01:00:002025-11-04T22:00:0025577.4025315.06stop101.100USD -288.58USD 29,738.93
372025-11-28T18:00:002025-11-30T22:00:0025431.8525292.92stop102.100USD -291.75USD 29,447.18
382025-12-03T06:00:002025-12-12T14:00:0025612.1025337.87stop101.000USD -274.23USD 29,172.95
392026-01-28T02:00:002026-01-29T14:00:0026076.5025829.10stop101.100USD -272.14USD 28,900.81
402026-02-25T22:00:002026-02-26T14:00:0025351.6025048.94stop100.900USD -272.39USD 28,628.42
412026-04-08T09:00:002026-04-27T01:00:0025045.6027381.31target100.600USD 1,401.45USD 30,029.87
422026-04-27T05:00:002026-04-28T09:00:0027383.6027001.30stop100.700USD -267.61USD 29,762.26
432026-05-05T21:00:002026-05-24T21:00:0028130.9029715.61target100.900USD 1,426.25USD 31,188.51
442026-05-27T09:00:002026-05-27T13:00:0030124.7029841.23stop101.100USD -311.82USD 30,876.69
452026-06-15T17:00:002026-06-17T17:00:0030545.3529914.72stop100.400USD -252.25USD 30,624.44
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