Home/backtest-results/Backtest Results: EURUSD Grid Strategy 2020-2024 (99% Quality)

Backtest Results: EURUSD Grid Strategy 2020-2024 (99% Quality)

demo

2147

backtest-results

Just finished a comprehensive backtest of my grid EA on EURUSD H1 using real tick data:

📊 Results Summary:

Initial deposit: $10,000
Final balance: $47,832
Total net profit: $37,832 (378.32%)
Win rate: 71.4%
Profit factor: 2.14
Max drawdown: 18.7% ($1,870)
Total trades: 2,847
Sharpe ratio: 1.93

Settings:

Grid step: 20 pips
Max grid levels: 8
Lot multiplier: 1.5
TP per level: 15 pips

Backtest quality was 99% (real ticks, every tick mode). Broker model: IC Markets. The strategy worked especially well during 2022-2023 trending markets.

Attached: Full backtest report + statement HTML. Questions welcome!

Join the discussion

4 Responses

GridMaster88

378% in 4 years is impressive! But that 18.7% max DD is concerning for a grid strategy. Did you have any months with worse DD? Grid systems can sometimes hide risk until a black swan event.

demo

Fair concern. March 2020 (COVID crash) hit 17.9% DD, and August 2023 had 16.2%. Those were the worst months. The 8-level cap prevents runaway grid expansion. I also added an emergency stop loss at 25% to protect against black swans. But you're right - grid trading always has tail risk.

AlgoKing

What spread did you use for the backtest? Generic spread or broker-specific? Results can vary wildly based on that.

demo

Used IC Markets real spread data from their FTP server. Average spread was 0.7 pips for EURUSD. Didn't use generic/fixed spread since that's unrealistic.