Jump to: which configuration · what changed · results · 365-day chart · 103-day chart · against v3.6.1 · holdouts · updating · every setting · US100 (CFD) · Asia high win rate · Asia balanced and win rate 88 · v3.4.1 (legacy) · known limits
Which configuration to run
| configuration | instrument | last 365 days | use it when |
|---|---|---|---|
| Default | Micro Nasdaq futures (MNQ), 1 contract | 430 trades, +$10,658, PF 1.92 | you trade the CME micro future |
| US100 (CFD) | US Tech 100 CFD, 2 units (0.02 lots = 1 MNQ of exposure) | 487 trades, +$11,688, PF 1.88 | you trade the index on a CFD broker — see US100 (CFD) |
| Asia high win rate | Micro Nasdaq futures (MNQ), 1 contract, Asia only | 215 trades, +$6,319, PF 2.56, 84.6% win | you want fewer, mostly small winners overnight and nothing after 3:25 AM — see Asia high win rate |
| Asia balanced | Micro Nasdaq futures (MNQ), 1 contract, Asia only | 204 trades, +$7,519, PF 2.55, 79.9% win | you want the Asia setup with the steadiest year and the strongest earlier years — see Asia balanced |
| Asia win rate 88 | Micro Nasdaq futures (MNQ), 1 contract, Asia only | 221 trades, +$7,038, PF 3.22, 88.2% win | you want the highest win rate — see Asia win rate 88 |
| v3.4.1 (legacy) | Micro Nasdaq futures (MNQ), 1 contract, Asia + London | 682 trades, +$14,669, PF 1.70 | you want the strategy as v3.4.1 traded it — weaker before 2026, see v3.4.1 (legacy) |
Hypothetical backtest · 1 MNQ contract · $0.62/side commission and 1 tick slippage per side included · the Micro Nasdaq rows · not a prediction of future results
Hypothetical backtest · 0.02 lots US100 (2 units, $2/pt ≈ 1 MNQ in exposure) · zero commission and 1 tick slippage per side included; spread not included · the US100 (CFD) row · not a prediction of future results
The Default is the script’s own input defaults, so a fresh chart runs it with nothing to load. Both trade the same two sessions — Asia (9:45 PM – 2:00 AM ET, flat by 3:25 AM) and London (entries 3:00 – 5:05 AM ET, flat by 7:00 AM) — with the same exits. New York ships off.
Nothing is held past 7:00 AM: the flatten fills at the open of the 7:05 bar, and the latest exit in the results is 7:05. That leaves the New York pre-open and open free for anything else you run on the same account.
What changed since v3.6.1
Defaults only. Every input, and every line of trading logic, is identical to v3.6.1. Ten defaults moved, all in the London session.
London ends earlier
| v3.6.1 | v3.6.2 | |
|---|---|---|
| Trading window (entries) | 3:00 – 10:00 AM ET | 3:00 – 5:05 AM ET |
| End-of-day flatten | 10:35 AM ET | 7:00 AM ET |
Both were chosen from a 5-minute grid of every last-entry time from 4:30 to 5:45 against every flatten time from 5:30 to 7:20. The last-entry time is what matters: results peak around 4:45 – 5:10 and fall off either side. The flatten time barely does once it is after 6:30 — any time from 6:30 to 7:20 gives about the same result, and 6:45 – 7:00 had the best profit factor and the lowest drawdown. A last entry at 5:05 leaves London trades a little over two hours to work, and most London winners are done well inside that.
London re-tuned for the shorter window
London’s settings had been tuned on a 3:00 – 10:00 window. Re-tuned for 3:00 – 5:05, four groups changed; the long side stayed as it was.
| London | v3.6.1 | v3.6.2 |
|---|---|---|
| Short target / stop | 0.213% / 0.33% | 0.28% / 0.28% |
| Short breakeven | at 0.18% → stop +0.09% | at 0.16% → stop +0.08% |
| Short trail | 0.27% once 0.05% ahead | 0.22% once 0.03% ahead |
| Min VWAP slope | 14 pts over 16 bars | 12 pts over 16 bars |
Each change was kept only if it raised profit over the full test period without costing the last 103 days, drawdown, or the first half of the last year. Moving any of them one step either way still beats the untuned short window.
Results
Micro Nasdaq, 5-minute, 1 contract, a $50,000 account, $0.62 per contract per side and 1 tick of slippage. The rows are TradingView Strategy Tester results as of 25 September 2026. The last 103 days (14 June 2026 onward) is the window the defaults were chosen on, so read it as the best case, not as what to expect.
| window | trades | net | win | profit factor | drawdown |
|---|---|---|---|---|---|
| Last 365 days | 430 | +$10,658 | 71.4% | 1.92 | $1,199 |
| Last 103 days | 142 | +$8,480 | 85.2% | 6.47 | $236 |
Hypothetical backtest · 1 MNQ contract · $0.62/side commission and 1 tick slippage per side included · not a prediction of future results
Nine of the last thirteen months were positive; the worst was −$378. Both
equity curves, with a month-by-month table, are in the
configuration tab below.
Drawdown here is measured trade to trade. TradingView’s own figure also counts
the swing inside an open trade, so the chart reads $1,242 for the year. Its
date-range readout for the last 103 days also includes the position still open
on a live chart, which is why it shows +$8,612 at profit factor 6.65.
The shape of the year: the curve is close to flat from October to May and climbs from June. The flat half is not the change in this version — London’s early-morning trades lost a little over that stretch in v3.6.1 too, where London’s late morning covered for them.
Against the v3.6.1 defaults
Hypothetical results at the same costs, over the full test period of 1 January 2024 to 22 September 2026. That is longer than the 5-minute history a TradingView chart loads, so these figures cannot be checked in the Strategy Tester.
Over that period v3.6.2 took far fewer trades than v3.6.1 and made less money, at a slightly lower win rate and with slightly fewer positive quarters. Its profit factor was higher, its maximum drawdown lower and its worst quarter milder.
The trade-off, stated plainly: v3.6.2 makes less. Most of v3.6.1’s London net after 7:30 AM came from trades that opened or ran into the 9:30 AM New York open. v3.6.2 gives those hours up, and in exchange its profit factor is higher, its drawdown is lower, and its worst quarter is less bad. If you do not run anything else in the New York morning, v3.6.1’s longer London window made more.
Read the holdouts
The last 365 and 103 days are what the defaults were chosen on. The two periods before that, Sep 2024 – Sep 2025 and Jan 2024 – Sep 2024, are holdouts.
On the year before, v3.6.2 had the same profit factor as v3.6.1 and a modest profit, less money because there are fewer trades. Early 2024 still loses, a smaller loss than v3.6.1’s. Neither holdout is strong. Most of this configuration’s return is recent. Size by the holdouts, not by the last 103 days.
US100 (CFD)
A different instrument, not a second tuning of the Micro Nasdaq config. The sessions and the exits — targets, stops, breakeven and trail, all in % of price — are exactly the Default’s. Four entry filters differ, because a CFD’s volume is not CME volume: a CFD feed’s tick volume is spread almost evenly across the day, where the futures’ volume piles into the New York session. VWAP is volume-weighted, so every VWAP, slope and band on a CFD chart reads differently from the same setting on MNQ.
| entry filter | Default (MNQ) | US100 (CFD) |
|---|---|---|
| Asia VWAP slope | 1.5 pts over 12 bars | 1.5 pts over 16 bars |
| London VWAP slope | 12 pts over 16 bars | 13 pts over 20 bars |
| London Max Extension | 2.15 std devs | 3.5 |
| Asia Max Extension | 3.275 std devs | off |
Chart it on your broker’s feed
This configuration is charted on OPOFINANCE:NDQUSD (it was tuned on TICKMILL:USTEC). Treat that as advice, not a requirement. What matters is that the chart’s price moves like your broker’s, so that entries, stops and targets land where your broker fills them — your broker’s own volume never enters the strategy, which reads the chart’s. To find your feed, open your broker’s US100 chart, note a few candles’ open, high, low and close, and compare them with the US100 / NAS100 / USTEC symbols on TradingView: the one that sits a constant few cents away is yours. Nasdaq-100 CFD feeds on TradingView are spread over about 50 points, so the choice is not cosmetic.
For the best results, tune to your own feed. Each feed has its own tick volume, and on the same days the untuned defaults’ profit factor varied widely across three feeds. The values here held up on every feed we tested — Tickmill, OPO Finance, Skilling and OANDA — but they were chosen on Tickmill.
Set the chart’s order size to 2 (0.02 lots on a broker whose lot is 100 units, the same exposure as 1 MNQ) and commission to 0 in Properties, or to your broker’s real charge. The script’s own $0.62-per-contract default is a futures fee and would be charged per CFD unit.
US100 results
OPOFINANCE:NDQUSD, 5-minute, 2 units, commission 0, 1 tick of slippage, a $50,000 account; TradingView Strategy Tester results as of 26 September 2026. Spread is not modeled — a CFD’s spread is its main cost, so check yours.
| window | trades | net | win | profit factor | drawdown |
|---|---|---|---|---|---|
| Last 365 days | 490 | +$12,118 | 70.4% | 1.91 | $1,002 |
| Last 103 days | 157 | +$8,358 | 82.2% | 4.14 | $283 |
Hypothetical backtest · 0.02 lots US100 (2 units, $2/pt ≈ 1 MNQ in exposure) · zero commission and 1 tick slippage per side included; spread not included · not a prediction of future results
The same settings on TICKMILL:USTEC, the feed they were tuned on, made 487 trades,
+$11,688, PF 1.88 and a $1,355 drawdown over the 365 days. CFD prices and
volume differ by broker, so results on another broker’s chart will differ.
Against the untuned Default settings on the Tickmill chart:
| TICKMILL:USTEC, 2 units | last 103 days | last 365 days |
|---|---|---|
| Default settings | +$6,829, PF 2.95, drawdown $488 | +$10,471, PF 1.75, drawdown $1,402 |
| US100 settings | +$8,180, PF 4.19, drawdown $283 | +$11,688, PF 1.88, drawdown $1,355 |
Hypothetical backtest · 0.02 lots US100 (2 units, $2/pt ≈ 1 MNQ in exposure) · zero commission included; slippage: see method; spread not included · not a prediction of future results
The US100 row leaves out the position still open on the chart; with it,
TradingView reads +$8,126 / PF 4.17 for the 103 days.
The earlier periods are weaker. A CFD chart on TradingView loads only about the last 103 days of 5-minute bars, so the earlier periods, Sep 2024 – Sep 2025 and Jan 2024 – Sep 2024, are hypothetical results that cannot be checked there. Both settings made a small profit in both periods. The US100 settings did better than the untuned settings in both, with more quarters positive since January 2024, and neither is strong — as with the Default, most of the return is recent.
Asia high win rate
Micro Nasdaq, Asia only. Entries 9:45 PM – 2:00 AM ET, flat by 3:25 AM; London and New York are off. It is built for win rate, not net: it takes small profits early and gives up the larger moves the Default’s exits wait for. Load it from its tab with Load Parameters.
Where it differs from the Default’s Asia session:
| Asia setting | Default | Asia high win rate |
|---|---|---|
| Long target / stop | 0.175% / 0.33% | 0.125% / 0.30% |
| Short target / stop | 0.225% / 0.33% | 0.20% / 0.30% |
| Breakeven | long at 0.10% → stop −0.04%; short at 0.15% → +0.07% | long at 17 pts, short at 38 pts → stop +0.075% |
| Trail | long 0.27% once 0.01% ahead; short 0.12% once 0.06% ahead, after BE | 0.25% both sides; long once 0.025% ahead, short once 0.175% ahead, after BE |
| Exit if IN PROFIT | at least 0.20% ahead after 12 bars | any profit after 22 bars |
| Max Extension | 3.275 std devs | off |
| MACD slow length | 18 | 14 |
The long breakeven works as a take-profit. Its trigger is in points (17) and its offset is in percent (0.075%, about 22 points at today’s prices), so when a long first gets 17 points ahead the stop lands above the price and the trade closes at once, about 17 points up. Over the last 365 days, the 17 long “breakeven” exits made a median of 17.25 points. The short breakeven (38 points) is above its offset, so it locks in profit the usual way.
Asia high win rate results
Micro Nasdaq, 5-minute, 1 contract, a $50,000 account, $0.62 per contract per side and 1 tick of slippage; TradingView Strategy Tester results (Deep Backtesting, last 365 days) as of 7 October 2026.
| window | trades | net | win | profit factor | drawdown |
|---|---|---|---|---|---|
| Last 365 days | 215 | +$6,319 | 84.6% | 2.56 | $827 |
| Last 103 days | 71 | +$4,296 | 98.6% | 1,919 | $2 |
Hypothetical backtest · 1 MNQ contract · $0.62/side commission and 1 tick slippage per side included · not a prediction of future results
Ten of the last thirteen months were positive; the worst was −$228.
TradingView’s own readout is +$6,281 with a $904 drawdown, because it also
counts the position still open on the chart and the swing inside trades.
The last 103 days had one loss, of $2. Do not expect that. At the same
costs, the year before it made almost nothing: October
2024 – October 2025 lost a little, and January – October 2024 made a small
profit.
The win rate is mostly this year’s market. Before October 2025 it was much lower, and profit factor fell to about break-even. Most quarters since January 2024 were positive, and the worst lost little, so the losing stretches have been shallow. Size by the earlier periods, not by the last 103 days.
Asia balanced and Asia win rate 88
Two re-tunes of Asia high win rate. The entries are identical; only the exits differ. Each exit now does what its name says: the long breakeven that worked as a hidden 17-point target is off, and the short breakeven is set in percent on both its trigger and its offset.
| Asia exit | Asia high win rate | Asia balanced | Asia win rate 88 |
|---|---|---|---|
| Long target / stop | 0.125% / 0.30% | 0.15% / 0.30% | 0.05% / 0.35% |
| Short target / stop | 0.20% / 0.30% | 0.275% / 0.275% | 0.275% / 0.275% |
| Long breakeven | 17 pts → +0.075% (acts as a target) | off | off |
| Short breakeven | 38 pts → +0.075% | 0.12% → +0.10% | 0.12% → +0.10% |
| Long trail | 0.25%, once 0.025% ahead | off | off |
| Exit if IN PROFIT | any profit after 22 bars | off | off |
Reversal engine, Max Extension (off) and every entry filter are the same in all three.
Asia balanced and win rate 88 results
Same chart settings as above; TradingView Strategy Tester results (Deep Backtesting, last 365 days) as of 7 October 2026.
| configuration | window | trades | net | win | profit factor | drawdown |
|---|---|---|---|---|---|---|
| Asia high win rate | Last 365 days | 215 | +$6,319 | 84.6% | 2.56 | $827 |
| Asia balanced | Last 365 days | 204 | +$7,519 | 79.9% | 2.55 | $602 |
| Last 103 days | 73 | +$4,297 | 90.4% | 5.79 | $180 | |
| Asia win rate 88 | Last 365 days | 221 | +$7,038 | 88.2% | 3.22 | $789 |
| Last 103 days | 74 | +$3,899 | 97.3% | 356 | $9 |
Hypothetical backtest · 1 MNQ contract · $0.62/side commission and 1 tick slippage per side included · not a prediction of future results
Asia balanced was positive in 12 of the last 13 months and its worst month lost
$14. Asia win rate 88 was also positive in 12 of 13; its worst month lost $301.
The earlier years are where they differ most from Asia high win rate. At the same costs, over October 2024 – October 2025 and January – October 2024: Asia high win rate lost a little in the first window and made a small profit in the second. Asia balanced made a profit in both, the most of the three each time. Asia win rate 88 made a profit in both, more than Asia high win rate in the first window and slightly less in the second.
Both were chosen on the last 365 days, so read those rows as the best case; the two earlier windows were not used to pick them. Asia balanced holds up best there. Asia win rate 88 keeps the high win rate by taking a small long profit quickly.
v3.4.1 (legacy)
The settings v3.4.1 was published with, on this version’s code. v3.4.1 is the most requested earlier version, so it ships as a Load Parameters tab: load it on v3.6.2 and the strategy trades as v3.4.1 did. 64 inputs differ from the v3.6.2 defaults; the ones that matter:
| v3.6.2 Default | v3.4.1 (legacy) | |
|---|---|---|
| Targets, stops, breakeven, trail | % of price | points |
| Asia target / stop | long 0.175% / 0.33%, short 0.225% / 0.33% | long 45 / 85, short 58 / 85 pts |
| London target / stop | long 0.171% / 0.322%, short 0.28% / 0.28% | long 44 / 83, short 55 / 85 pts |
| Asia breakeven | long 0.10% → −0.04%, short 0.15% → +0.07% | long 17 pts → +5, short 38 pts → +20 |
| London window | 3:00 – 5:05 AM ET, flat 7:00 AM | 3:00 – 10:00 AM ET, flat 10:35 AM |
| Max Extension | on in both sessions | off |
| Exit if IN PROFIT | on in both sessions | off |
London runs to 10:00 AM and holds until 10:35 AM, so this configuration trades into the New York open — the hours v3.6.2’s Default deliberately gives up.
v3.4.1 (legacy) results
Micro Nasdaq, 5-minute, 1 contract, a $50,000 account, $0.62 per contract per side and 1 tick of slippage; TradingView Strategy Tester results (Deep Backtesting, 8 October 2025 to 8 October 2026) as of 8 October 2026.
| window | trades | net | win | profit factor | drawdown |
|---|---|---|---|---|---|
| Last 365 days | 682 | +$14,669 | 78.4% | 1.70 | $2,654 |
| Last 103 days | 205 | +$8,681 | 85.4% | 3.26 | $374 |
Hypothetical backtest · 1 MNQ contract · $0.62/side commission and 1 tick slippage per side included · not a prediction of future results
Twelve of the last thirteen months were positive; the worst lost $1,424. Its
drawdown is the largest of the six configurations — more than twice the Default’s.
It is fitted to the last year. At the same costs, it lost money in both earlier periods, October 2024 – October 2025 and January – October 2024, at profit factors below break-even and a lower win rate than this year’s.
Only half the quarters since January 2024 were positive, and the second and third quarters of 2026 made nearly all of its profit. In the same two earlier periods the v3.6.2 Default made a modest profit and then a small loss. Size this one by the earlier periods.
The earlier losses come from London. Run on its own, v3.4.1’s Asia session was about flat in both earlier periods and positive in most quarters; London on its own lost money in both, and still lost when cut back to close by 7:30 AM. Setting the targets, stops, breakeven and trail in % of price instead of points changed the earlier results only slightly either way, so the losses are not a price-level effect.
If you are on v3.6.1
TradingView keeps the values you saved. None of the new defaults reach your
chart until you press Defaults in the settings dialog, or add the script
fresh. No label changed in this version, so nothing resets on its own — if you
prefer v3.6.1’s longer London window, keep your saved settings or set London’s
Trading Window back to 0300-1000 and its EOD close to 10:35.
Known limits
- The defaults were chosen on the last 103 days and year. The holdouts are the honest statement of what to expect beyond them, and early 2024 still loses.
- Less profit than v3.6.1 by design. The shorter London window is a choice to be flat before New York, not a performance improvement on its own.
- Only the 365-day and 103-day rows can be checked on TradingView. The comparison back to January 2024 covers more history than a 5-minute chart loads.
- US100 is feed-specific. It was tuned on TICKMILL:USTEC and is charted on OPOFINANCE:NDQUSD. CFD prices and volume differ by broker, so results on another broker’s chart will differ; re-tune for your feed. Spread is not modeled.
- Asia high win rate’s win rate is recent. 98.6% over the last 103 days and 84.6% over the year, against a much lower win rate before October 2025, where it roughly broke even.
- Asia balanced and Asia win rate 88 were chosen on the last 365 days. Their earlier years were not used to pick them, and are what to size by.
- v3.4.1 (legacy) is the earlier version’s settings, not a re-tune. It made money over the last year and lost in both earlier periods, and it trades London into the New York open.