Asian Session Backtester

CRTLAB shades the Asian Range from 20:00 to 00:00 New York time, and it is tagged as range formation rather than as a killzone — because that is what it is for. The session's job in most methods is to build the level that a later session takes, not to produce the trade itself.

Which means the honest Asian-session test is usually a test of the London open: how often the range holds, how often it breaks cleanly, how often it gets swept and reversed. That is a London session backtest with an Asian-range input, and running it as one experiment rather than two is what makes the numbers comparable.

We measured all three on 13 markets over four years, every weekday: when each side goes, how often both do, where the day closes, and what the textbook sweep trade really wins. The free Asian range statistics tool is the baseline your own version has to beat.

Asian-session price on the FX majors is genuinely thin, and thin price produces flat candles and occasional gaps. CRTLAB's feed is real rather than smoothed, so that is what you will see — a run of 1-minute candles with almost no range on EURUSD at 22:00 New York time is the market, not a data fault.

For a backtest this matters twice. It means a stop measured in a few pips is far more likely to be hit by noise than by a move, and it means any strategy whose sample is dominated by Asian-session candles is being measured against conditions it will rarely trade in.

USDJPY and AUDUSD are the two majors with real business happening during the session — Japanese and Australian data, and the Chinese releases the Aussie is most sensitive to. On those pairs the Asian session is frequently directional rather than a range, which breaks the standard "mark the range, trade the London break" assumption entirely.

That is the finding worth having: run the identical Asian-range test on EURUSD and on AUDUSD and the difference between the two results is the whole lesson.