Backtest & Methodology

How we measure what works.

The homepage headline number (61.3% win rate · 2.75 profit factor · +47.1R · 6.3R max drawdown) comes from a single row in the table below: SETS Trade KingdomEdge Algo, Default preset with Zone Proximity Filter, SOXL 1-hour bars, two-year window 2024–2026 (62 trades). This page shows every other preset we’ve measured so you can see how the same engine performs across timeframes, trade counts, and filter settings. Nothing is hidden.

See the full backtest report →

How to read these results

Every row is one backtest run of the SETS Trade KingdomEdge Algo indicator against historical price data for a single ticker (SOXL) at a single timeframe. The engine enters when its 0-10 Odds Enhancer score clears the preset’s minimum threshold, sets a stop at the ATR-derived level, and scales out across three take-profit targets. Every “R” in the total return column is one unit of initial risk — so +10.1R means the cumulative winning R-multiples exceeded the cumulative losing R-multiples by 10.1 units of risk. A preset with 20 trades that yields +10R is, on average, risking $1 to make 50 cents per trade.

Three metrics matter together, not individually:

Trade count — a preset with 5 trades isn’t trustworthy no matter how great the win rate looks. Anything under ~20 trades is a signal of “interesting, needs more data,” not “proven.”
Win rate — the percentage of trades that closed at a take-profit rather than a stop. A 40% win rate with a 2:1 reward:risk preset is still profitable.
Profit factor — total winning R divided by total losing R. Greater than 1.0 is profitable; greater than 1.5 is strong.

Daily timeframe — SOXL, April 2024 to April 2026 (500 bars)

The daily timeframe is our longest-window dataset. Among the daily presets, Aggressive at min_score 4 is the only row with both a meaningful trade count and a positive expectancy. The Swing rows show that stricter confluence filters produce too few trades to be statistically meaningful at this timeframe.

Preset	Min Score	Trades	Win Rate	Profit Factor	Total R	Max DD (R)
Swing	6	3	66.7%	1.84	+1.4R	1.6R
Swing	5	9	33.3%	0.85	−1.1R	3.4R
Swing	4	10	30.0%	0.79	−1.6R	3.4R
Aggressive	4	25	52.0%	1.68	+10.1R	7.9R
Default	4	22	40.9%	1.13	+2.1R	7.9R
Default	3	22	40.9%	1.13	+2.1R	7.9R

Swing presets on the daily timeframe produce very few trades over a 2-year window (3–10), so their win-rate numbers are statistically shaky — don’t read too much into a Swing row. They’re included for transparency, not as marketing evidence.

Intraday — more trades, tighter windows

Intraday timeframes generate many more trades, which is both the opportunity and the risk: more data points for statistical significance, but also shorter historical windows (Yahoo Finance caps 15-minute bars at 60 days and hourly bars at roughly 2 years).

5-minute bars — last 60 days (Feb to April 2026)

Preset	Trades	Win Rate	Profit Factor	Total R	Max DD (R)
Scalping	246	59.8%	2.34	+165.0R	7.4R
Aggressive	182	56.6%	2.23	+108.8R	8.4R

15-minute bars — last 60 days (Feb to April 2026)

Preset	Trades	Win Rate	Profit Factor	Total R	Max DD (R)
Default	41	53.7%	1.74	+17.0R	6.1R
Aggressive	44	45.5%	1.64	+15.6R	6.7R

30-minute bars — last 60 days (Feb to April 2026)

Preset	Trades	Win Rate	Profit Factor	Total R	Max DD (R)
Default	19	52.6%	1.94	+10.7R	5.5R
Aggressive	21	57.1%	2.04	+13.8R	5.3R

1-hour bars — May 2023 to April 2026 (~2 years, 5,074 bars) — homepage row

Preset	Trades	Win Rate	Profit Factor	Total R	Max DD (R)
Default + Zone Proximity Filter ← headline	62	61.3%	2.75	+47.1R	6.3R
Default (no filter)	167	53.9%	1.74	+72.9R	15.0R
Aggressive (no filter)	223	53.8%	1.58	+85.8R	11.8R

What we picked for the homepage and why

We could have picked any of these rows to put on the front page. The 5-minute Scalping preset has the largest trade count (246). The 1-hour Aggressive row has the longest market history with 200+ trades. We picked the 1-hour Default preset with the SurgeU Zone Proximity Filter enabled for four reasons:

Highest profit factor of any row in the dataset. 2.75 means the system makes $2.75 for every $1.00 it loses — a 175% edge per dollar at risk. That’s the metric institutional traders care about most.
Lowest max drawdown of any row with 60+ trades. 6.3R is significantly tighter than the unfiltered 1-hour rows (11.8R–15.0R) and the 5-minute rows (7.4R–8.4R). Lower drawdown means the system is easier to stay disciplined with through losing streaks.
The Zone Proximity Filter encodes the SurgeU 6-Step Surge Strategy directly. It rejects setups where price isn’t within reach of a Profit Zone — the same discipline a SurgeU-trained trader applies manually. The trade count drops from 167 to 62 because most trades the unfiltered system takes shouldn’t have been taken; the filter removes them. What remains is higher quality.
Two-year window captures real market regimes. The 2024–2026 window includes both trending and chopping conditions, so the 6.3R max drawdown reflects what the system actually did across regime changes — not what it did in a constructive 60-day stretch.

Tradeoffs worth naming: 62 trades is a smaller sample than the 5-minute Scalping row (246 trades) or the 1-hour Aggressive row (223 trades). For traders who prioritize trade frequency, those are the rows to study. The methodology behind the filter is documented in the 6-Step Framework page; the demos at /demos show it running on chart.

Reproducing these numbers yourself

Every result on this page comes from cloud/ke_backtester.py, a faithful Python translation of the Pine Script v2.0.0 SETS Trade engine. It replicates EMA crossover entries, the 0-10 Odds Enhancer score, ATR-derived stop-loss with optional structure-based SL, three take-profit levels, and trailing stops. If you want to reproduce a row, point the backtester at the same ticker, interval, and preset parameters — the numbers should match within rounding.

Important disclaimer. Past performance does not guarantee future results. These backtests are simulations on historical price data; they do not reflect slippage, broker commissions, or the real-world cost of being filled inside the bar. Every trade the algorithm places in your account puts real capital at risk. Every KingdomEdge Algo subscriber is fully responsible for their own trades, their own position sizes, and their own risk management. KingdomEdge Algo is a software tool, not a registered investment advisor; nothing on this page constitutes investment advice.