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Smart Money Concepts

beta

Order block and fair value gap strategy based on Smart Money Concepts with higher-timeframe structure filter.

15msmart-money
Return
+607.1%
Max DD
-80.4%
Profit Factor
1.22
Win Rate
34.8%
Calmar
7.55
Trades
23
Sharpe
5.72
Best Trade
+56.26%
Worst Trade
-16.42%
Avg PnL
+6.45%

Token Comparison

Equity Curve

+631.8%

PnL Distribution

Monthly Returns

Parameter Sensitivity

swing length
20
-21.0%
n=585
30
-18.4%
n=700
50
-11.7%
n=585
ob window
15
-7.0%
n=243
30
-21.2%
n=1384
50
-3.7%
n=243
sl atr mult
1
-20.4%
n=243
1.5
-18.8%
n=1384
2
-4.5%
n=243
rr ratio
2
-12.7%
n=585
2.5
-23.9%
n=700
3
-13.4%
n=585
leverage
1
+17.2%
n=585
3
-9.9%
n=606
5
-53.2%
n=679

Optimal Parameters (SUI)

internal length
5
swing length
30
ob window
30
sl atr mult
1.5
rr ratio
2
leverage
3

Trade Log

23 trades
DateDirEntryExitPnL %Reason
2023-10-17short$0.40$0.42-6.15%Exit_SL
2023-11-10long$0.61$0.51-16.42%Exit_SL
2023-12-05long$0.64$0.640.00%Exit_SL
2023-12-11long$0.66$0.90+34.80%Exit_TP
2024-01-03long$0.83$1.30+56.26%Exit_TP
2024-01-23long$1.15$1.52+31.51%Exit_TP
2024-02-09long$1.67$1.670.00%Exit_SL
2024-02-27long$1.61$1.53-4.90%Exit_SL
2024-05-06short$1.11$1.110.00%Exit_SL
2024-05-15short$1.02$1.07-5.17%Exit_SL
2024-05-23short$1.07$0.82+23.12%Exit_TP
2024-07-02short$0.81$0.72+12.09%Exit_TP
2024-09-29long$1.79$1.790.00%Exit_SL
2024-10-10long$1.81$2.16+19.65%Exit_TP
2024-11-09long$2.48$3.15+26.92%Exit_TP
2024-12-21long$4.30$5.22+21.57%Exit_TP
2025-01-12long$4.73$4.46-5.75%Exit_SL
2025-04-20short$2.11$2.21-4.66%Exit_SL
2025-05-08long$3.60$3.13-13.09%Exit_SL
2025-06-23short$2.83$3.01-6.57%Exit_SL

Signal Logic

Detects institutional order blocks and fair value gaps, enters on retrace to OB/FVG zones with HTF trend confirmation.

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Past performance does not guarantee future results. All data shown is from historical backtests, not live trading. Strategies are in active development and parameters may change.