IVA Screener Backtest — Strategy Comparison

Bybit 1-minute data, 2026-05-25 → 2026-08-23 (frozen 90-day research window) · entries restricted to symbols passing the daily 5-criterion screener at 23:00 UTC (~4/day, 331 qualifying trade events across 171 symbols, 84 of 85 screener-eligible session dates) · exact-POC stop · two exit approaches × 7 initial-period/entry-candle combos · How It Works · Ranking · Combos · Full report

Approaches

Same entries and stop for every card — the only thing that differs is what happens once price is in the trade. The large R figure is net of fees (taker = 0.055% per side, maker = 0.020% per side), the same ranking metric as the strategy ranking. Default view is each combo's historically best target among 1R / 1.5R / 2R / 2.5R / 3R. Use the toggle to compare every card at a fixed multiple; combo drill-downs stay at 2R.

Fixed Target Exit

Target held at a fixed R multiple above/below entry for the life of the trade. Stop stays at the initial-period POC throughout — no dynamic management. This is the baseline approach used everywhere else in the analysis.

Breakeven-after-1R Exit Tested, underperforms

Identical entries and initial stop, but the stop moves to breakeven the moment price first touches +1R, keeping the same fixed target above that. MAE/MFE data showed 44.6% of eventual losers had already touched +1R before reversing — this rule was built to test whether protecting that profit early would help. It doesn't: crypto breakouts retrace through entry constantly en route to bigger moves, so this clips winners before they reach the 2R–3R zone more often than it rescues true reversals.

Both approaches use the exact same 331 (symbol, session-date) breakout events — the entries and initial stop-loss are identical; only the exit management differs. This is a genuinely small sample (84 of 85 screener-eligible session dates produced at least one qualifying trade); treat precision accordingly. Full methodology, sensitivity sweeps, and the MAE/MFE analysis behind the breakeven test are in the main backtest report. Per-combo equity curves and full trade tables are one click away on each card above.