AUDJPY 1D × bb break Backtest

TL;DR

• First establish a baseline with fixed fees/slippage. If equity is stable, fine-tune gradually.

Overview

This page documents a reproducible backtest for AUDJPY / 1D / bb break. We publish conditions, steps, and caveats so anyone can reproduce the same results. Sensitive to risk sentiment; session bias is obvious.

Strategy & Market Fit

Ride extensions beyond Bollinger Bands; sideways regimes are traps.

• Works well in: one-directional trends / post-news momentum
• Degrades in: thin liquidity hours / heavy congestion near key levels

Notes from the operator

Early London tends to improve signal reliability, while Tokyo noon often adds noise. Validate with your own data.

Reproduction Steps

1. Copy the JSON below
2. Fix period, fees, and slippage
3. Run → record Trades / PF / MaxDD / Win%
4. If promising, tweak one parameter at a time

Reproduction JSON

```json {"pair":"AUDJPY","tf":"1d","strategy":"bb_break","version":1} ```

Suggested starting setup

• Lookback: last 2–3 years (include regime changes)
• Fees/Slippage: slightly conservative (realistic)
• Window/Std: 20 periods / 2σ
• Prefer: squeeze → expansion phases

Failure patterns & mitigations

• Too many signals → add session/time filters
• Weak trend & whip-saws → avoid thin liquidity windows
• Over-tuning → split IS/OOS, consider walk-forward

Next experiments

• Same pair with different TFs (4H ⇄ 1D)
• Variants of the same strategy family
• Add a volatility filter (ATR/bandwidth)

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Disclaimer: For research only. No investment advice.
Updated: 2025/8/14 23:25:47

{"pair":"AUDJPY","tf":"1d","strategy":"bb_break","version":1}