Getestet · W7-TEST · Historical simulation
Trading Rush Keltner: a channel is not a complete stop rule
Claimed ~49%. Measured 39.56%. Needed after costs 42.13%: below break-even in this simulation under stated costs.
Measured under the frozen rules
39.56%1,928 trades, 762 TP / 1,164 SL / 2 END, win rate 39.56%.
The source and this run are different experiments. Missing settings and sample details prevent an exact replication. Model fills are not observed broker execution. No profit or challenge-pass claim.
The article reports about 49% wins from 100 manual 30-minute trades at 1.5R. A channel breakout can still produce different results when the center length, ATR width and stop rule are left open.
I froze EMA20 plus/minus two ATR20 as the channel, a fully closed candle beyond it, next-H1-open entry and a 1.5R target. The opposite-band stop has an explicit distance cap, documented in RULES.md. The entire EURUSD/EURJPY Dukascopy bid window runs from 2017-01-02 through 2026-06-26. Exits from 2024-01-01 onward are out of sample. Costs are fixed assumptions: 1.0/1.2 pip spread and $7 per lot round trip.
Across 1,928 trades, 762 hit target, 1,164 hit stop and two ended with the data: 39.56% target hits. In sample the rate is 39.9%, out of sample 38.5%. A 1.5 ATR channel width changes the result to 40.34%. The modeled break-even target-hit rate is 42.13%. This describes one bounded test, not future trading performance.
The source's selected 30-minute sample and stop parameters are not available for exact replication. Eight base trades touch both stop and target inside a single H1 bar; the test takes the stop first. Fills and costs remain modeled. The rule file and trade CSV show every decision. Check your own rule sheet.
The recorded result
Full period and held-out trades
Dukascopy H1 Bid, 2017-01-02 to 2026-06-26. Split by exit timestamp at 2024-01-01 in the input timezone (UTC+02:00). END is an end-of-data exit and is excluded from the TP/SL win-rate denominator.
| Scope | Trades | TP | SL | END | Win rate | IS (n/rate) | OOS (n/rate) |
|---|---|---|---|---|---|---|---|
| EURUSD | 981 | 390 | 590 | 1 | 39.80% | 712 / 40.3% | 268 / 38.4% |
| EURJPY | 947 | 372 | 574 | 1 | 39.32% | 713 / 39.6% | 233 / 38.6% |
| POOLED | 1,928 | 762 | 1,164 | 2 | 39.56% | 1,425 / 39.9% | 501 / 38.5% |
Fixed assumptions: EURUSD 1.0 pip and EURJPY 1.2 pips spread; half-spread adverse on every fill. Commission $7 per lot round trip, $0.07 at 0.01 lot. EURJPY conversion uses fixed USDJPY 140. breakeven win rate with costs 42.13%, effective R 1.37, R-denominated max drawdown 132.6R (trade-sequence units, no profit claim).
Public rule receipt
Expected rule beside the recorded output
Closed signal and next entry, fixed stop/target, and the same-bar policy. The CSV excerpt names what is observed and what the ledger cannot prove.
No email gate
Seven-page case study and audit files
The PDF and PNG pages share the same content. The CSVs, frozen rules and source code show what was counted. Raw Dukascopy candles are not redistributed.
PNG pages for reading or sharing
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