Shared by a BacktestingMax trader on 8 May 2026
It is built on 3 structural truths
Price moves between liquidity pools
Institutions transact at specific price points (POI)
Market structure shifts before delivery occurs
Opening this strategy in BacktestingMax shows the full record behind the numbers above, on a free account: every trade with entry, exit, size and P&L plus CSV and Excel export; a bar-by-bar replay of the author's own session on 1-minute history; Monte Carlo projections that reshuffle the trade sequence; the equity curve against buy-and-hold; advanced statistics including Sharpe and Sortino ratios, expectancy, payoff ratio, recovery factor, maximum drawdown and longest time underwater; a day-by-day P&L calendar; and behavioural analysis covering revenge trading, position-size chasing, long/short bias and the hours and days it actually made money.
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Figures come from backtests run by the author inside BacktestingMax. Past performance is not indicative of future results, and nothing here is financial advice.