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Overview
Strategy A
Strategy B
Trade Viewer
Regime Analysis
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Trading Costs
Monte Carlo
← Original Model
Strategy B — 1H Entries / 4H Structure Exit
Identical entry logic and stop rule to Strategy A. The only difference is the exit: the position is held until stop-hit, or until a newly-closed 4H bar prints an opposing BOS/CHoCH — a slower, higher-timeframe trailing exit instead of reacting to 1H structure.
Trades
73
Win Rate
17.81%
Avg R / Trade
+1.03
Total R
+75.21
Profit Factor
2.273
Max Drawdown
-24.90R
Avg Win / Avg Loss
+10.33 / -0.98
Long / Short
39 / 34
Stop / Opp-Break Exits
59 / 14
Std Dev (R) / Sharpe-like
6.47 / 0.16
Max Win / Loss Streak
2 / 14
Account Balance ($1,000 start, 1% risk/trade, compounding)
Distribution & Consistency
Std dev 6.47R, mean/std (Sharpe-like) 0.16 — longest losing streak 14 trades, longest winning streak 2 trades. At a 17.81% win rate, losing streaks of this length are statistically expected, not a sign the edge broke.
Avg MAE 0.88R, avg MFE 5.05R — winning trades give back an average of 10.40R between their peak unrealized profit and the actual exit price. Points near the diagonal ran roughly as far against the entry as they did in its favor before resolving.
By Signal Type
BOS WithHTF continuation
Trades
32
Win Rate
15.62%
Avg R
+0.97
Total R
+31.00
Profit Factor
2.189
Max Drawdown
-13.74R
CHoCH CounterHTF reversal
Trades
41
Win Rate
19.51%
Avg R
+1.08
Total R
+44.21
Profit Factor
2.34
Max Drawdown
-14.85R
By Direction
LONG
Trades
39
Win Rate
10.26%
Avg R
+1.05
Total R
+41.16
Profit Factor
2.208
Max Drawdown
-14.00R
SHORT
Trades
34
Win Rate
26.47%
Avg R
+1.00
Total R
+34.05
Profit Factor
2.362
Max Drawdown
-15.90R
Trades
| # | Dir | Signal | Entry Time (UTC) | Entry | Stop | Exit Time (UTC) | Exit | Reason | R | 4H Bias |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | LONG | CHoCH | 2022-02-01 16:00 | 39089.00 | 38308.40 | 2022-02-01 19:00 | 38308.40 | stop | -1.00 | Bearish |
| 2 | SHORT | CHoCH | 2022-02-11 18:00 | 42637.90 | 43850.40 | 2022-02-15 08:00 | 43850.40 | stop | -1.00 | Bullish |
| 3 | SHORT | CHoCH | 2022-03-13 22:00 | 37685.60 | 38773.00 | 2022-03-14 04:00 | 38773.00 | stop | -1.00 | Bullish |
| 4 | LONG | BOS | 2022-03-18 17:00 | 41643.10 | 40416.00 | 2022-04-11 17:00 | 40416.00 | stop | -1.00 | Bullish |
| 5 | LONG | CHoCH | 2022-05-15 20:00 | 30990.00 | 29953.20 | 2022-05-16 06:00 | 29953.20 | stop | -1.00 | Bearish |
| 6 | LONG | CHoCH | 2022-05-30 02:00 | 30123.90 | 29217.60 | 2022-06-07 02:00 | 29217.60 | stop | -1.00 | Bearish |
| 7 | SHORT | CHoCH | 2022-06-10 16:00 | 28975.50 | 29619.40 | 2022-07-08 03:00 | 22080.00 | opp_break | +10.71 | Bullish |
| 8 | LONG | BOS | 2022-07-18 15:00 | 22634.80 | 22045.70 | 2022-07-18 17:00 | 22045.70 | stop | -1.00 | Bullish |
| 9 | LONG | BOS | 2022-07-30 12:00 | 24323.30 | 23682.20 | 2022-07-30 22:00 | 23682.20 | stop | -1.00 | Bullish |
| 10 | SHORT | CHoCH | 2022-08-04 16:00 | 22552.10 | 22912.40 | 2022-08-05 02:00 | 22912.40 | stop | -1.00 | Bullish |
| 11 | LONG | BOS | 2022-08-11 01:00 | 24405.30 | 23776.00 | 2022-08-12 00:00 | 23776.00 | stop | -1.00 | Bullish |
| 12 | LONG | BOS | 2022-08-15 02:00 | 24890.30 | 24158.50 | 2022-08-15 06:00 | 24158.50 | stop | -1.00 | Bullish |
| 13 | SHORT | CHoCH | 2022-08-17 13:00 | 23392.10 | 23878.20 | 2022-09-09 07:00 | 20598.00 | opp_break | +5.75 | Bullish |
| 14 | SHORT | CHoCH | 2022-09-19 02:00 | 18729.00 | 19478.20 | 2022-09-19 19:00 | 19478.20 | stop | -1.00 | Bullish |
| 15 | LONG | CHoCH | 2022-09-27 01:00 | 19731.20 | 19044.80 | 2022-09-27 16:00 | 19044.80 | stop | -1.00 | Bearish |
| 16 | LONG | CHoCH | 2022-10-04 19:00 | 20187.90 | 19931.20 | 2022-10-05 11:00 | 19931.20 | stop | -1.00 | Bearish |
| 17 | SHORT | BOS | 2022-10-20 00:00 | 18936.40 | 19244.90 | 2022-10-20 14:00 | 19244.90 | stop | -1.00 | Bearish |
| 18 | LONG | CHoCH | 2022-10-25 15:00 | 19715.60 | 19222.90 | 2022-11-08 15:00 | 19222.90 | stop | -1.00 | Bearish |
| 19 | SHORT | BOS | 2022-11-28 01:00 | 16101.50 | 16442.10 | 2022-11-29 05:00 | 16442.10 | stop | -1.00 | Bearish |
| 20 | LONG | CHoCH | 2022-11-30 00:00 | 16807.50 | 16388.90 | 2022-12-19 22:00 | 16388.90 | stop | -1.00 | Bearish |
| 21 | SHORT | BOS | 2022-12-27 17:00 | 16636.60 | 16798.50 | 2023-01-04 03:00 | 16798.50 | stop | -1.00 | Bearish |
| 22 | LONG | BOS | 2023-01-08 23:00 | 17090.20 | 16915.60 | 2023-03-09 19:00 | 20816.00 | opp_break | +21.34 | Bullish |
| 23 | LONG | CHoCH | 2023-03-13 14:00 | 23585.20 | 22036.10 | 2023-05-11 15:00 | 27161.30 | opp_break | +2.31 | Bearish |
| 24 | LONG | CHoCH | 2023-05-23 03:00 | 27344.70 | 26773.50 | 2023-05-24 03:00 | 26773.50 | stop | -1.00 | Bearish |
| 25 | LONG | CHoCH | 2023-05-28 18:00 | 27559.60 | 27197.60 | 2023-05-31 05:00 | 27197.60 | stop | -1.00 | Bearish |
| 26 | SHORT | CHoCH | 2023-06-05 15:00 | 25967.30 | 26783.60 | 2023-06-06 19:00 | 26783.60 | stop | -1.00 | Bullish |
| 27 | SHORT | BOS | 2023-06-10 04:00 | 25717.80 | 26434.00 | 2023-06-16 18:00 | 26434.00 | stop | -1.00 | Bearish |
| 28 | LONG | CHoCH | 2023-06-18 00:00 | 26420.00 | 26247.70 | 2023-06-18 23:00 | 26247.70 | stop | -1.00 | Bearish |
| 29 | SHORT | CHoCH | 2023-07-06 22:00 | 30131.50 | 30313.00 | 2023-07-07 13:00 | 30313.00 | stop | -1.00 | Bullish |
| 30 | LONG | BOS | 2023-07-13 17:00 | 31056.70 | 30700.30 | 2023-07-14 17:00 | 30700.30 | stop | -1.00 | Bullish |
| 31 | SHORT | CHoCH | 2023-07-14 18:00 | 30088.60 | 31330.50 | 2023-10-01 23:00 | 27952.20 | opp_break | +1.72 | Bullish |
| 32 | SHORT | CHoCH | 2023-10-11 02:00 | 27088.80 | 27436.40 | 2023-10-16 05:00 | 27436.40 | stop | -1.00 | Bullish |
| 33 | LONG | BOS | 2023-10-21 17:00 | 30094.40 | 29793.80 | 2023-10-22 07:00 | 29793.80 | stop | -1.00 | Bullish |
| 34 | LONG | BOS | 2023-11-01 20:00 | 35376.60 | 34466.70 | 2023-11-02 16:00 | 34466.70 | stop | -1.00 | Bullish |
| 35 | LONG | BOS | 2023-11-09 02:00 | 36330.60 | 35569.70 | 2023-11-14 18:00 | 35569.70 | stop | -1.00 | Bullish |
| 36 | LONG | BOS | 2023-12-08 21:00 | 44492.30 | 43612.20 | 2023-12-09 23:00 | 43612.20 | stop | -1.00 | Bullish |
| 37 | SHORT | CHoCH | 2023-12-11 02:00 | 41920.80 | 43807.30 | 2023-12-20 14:00 | 43807.30 | stop | -1.00 | Bullish |
| 38 | SHORT | CHoCH | 2023-12-30 08:00 | 41537.00 | 42053.60 | 2023-12-30 12:00 | 42053.60 | stop | -1.00 | Bullish |
| 39 | LONG | BOS | 2024-01-08 12:00 | 45094.60 | 43605.60 | 2024-01-12 16:00 | 43605.60 | stop | -1.00 | Bullish |
| 40 | SHORT | CHoCH | 2024-01-12 22:00 | 42419.50 | 43946.50 | 2024-02-07 20:00 | 43946.50 | stop | -1.00 | Bullish |
| 41 | SHORT | CHoCH | 2024-02-24 01:00 | 50529.30 | 50843.60 | 2024-02-24 04:00 | 50843.60 | stop | -1.00 | Bullish |
| 42 | LONG | BOS | 2024-03-08 20:00 | 69215.60 | 67334.90 | 2024-03-11 00:00 | 67334.90 | stop | -1.00 | Bullish |
| 43 | LONG | BOS | 2024-03-11 07:00 | 70973.90 | 68445.10 | 2024-03-15 02:00 | 68445.10 | stop | -1.00 | Bullish |
| 44 | SHORT | CHoCH | 2024-03-16 23:00 | 65236.20 | 66694.80 | 2024-03-17 09:00 | 66694.80 | stop | -1.00 | Bullish |
| 45 | SHORT | CHoCH | 2024-04-01 14:00 | 68863.70 | 70046.20 | 2024-04-07 16:00 | 70046.20 | stop | -1.00 | Bullish |
| 46 | SHORT | CHoCH | 2024-04-12 18:00 | 66445.20 | 69671.00 | 2024-05-15 19:00 | 66051.10 | opp_break | +0.12 | Bullish |
| 47 | LONG | BOS | 2024-05-27 15:00 | 70299.10 | 68212.30 | 2024-05-28 03:00 | 68212.30 | stop | -1.00 | Bullish |
| 48 | SHORT | CHoCH | 2024-06-11 02:00 | 68192.50 | 69507.80 | 2024-06-12 13:00 | 69507.80 | stop | -1.00 | Bullish |
| 49 | SHORT | BOS | 2024-06-14 16:00 | 65242.30 | 67310.30 | 2024-07-15 23:00 | 64703.00 | opp_break | +0.26 | Bearish |
| 50 | LONG | BOS | 2024-07-19 16:00 | 66414.20 | 63617.80 | 2024-07-25 14:00 | 63617.80 | stop | -1.00 | Bullish |
| 51 | LONG | BOS | 2024-07-27 13:00 | 69176.60 | 68024.50 | 2024-07-27 19:00 | 68024.50 | stop | -1.00 | Bullish |
| 52 | SHORT | CHoCH | 2024-08-01 15:00 | 62855.30 | 64874.20 | 2024-08-01 21:00 | 64874.20 | stop | -1.00 | Bullish |
| 53 | SHORT | BOS | 2024-09-06 14:00 | 54689.30 | 56898.90 | 2024-09-09 19:00 | 56898.90 | stop | -1.00 | Bearish |
| 54 | LONG | CHoCH | 2024-09-12 01:00 | 58105.70 | 57296.90 | 2024-12-30 15:00 | 91899.40 | opp_break | +41.78 | Bearish |
| 55 | LONG | CHoCH | 2025-01-06 04:00 | 99401.10 | 98146.50 | 2025-01-07 15:00 | 98146.50 | stop | -1.00 | Bearish |
| 56 | LONG | CHoCH | 2025-01-14 09:00 | 97113.00 | 94752.40 | 2025-02-03 01:00 | 94752.40 | stop | -1.00 | Bearish |
| 57 | SHORT | CHoCH | 2025-02-18 17:00 | 93988.80 | 95624.80 | 2025-02-19 00:00 | 95624.80 | stop | -1.00 | Bullish |
| 58 | SHORT | CHoCH | 2025-02-24 14:00 | 94590.80 | 95834.00 | 2025-04-22 15:00 | 90968.70 | opp_break | +2.91 | Bullish |
| 59 | LONG | BOS | 2025-05-01 10:00 | 96168.50 | 94812.50 | 2025-05-05 00:00 | 94812.50 | stop | -1.00 | Bullish |
| 60 | LONG | BOS | 2025-05-08 02:00 | 98673.00 | 96967.20 | 2025-07-25 03:00 | 115403.00 | opp_break | +9.81 | Bullish |
| 61 | SHORT | BOS | 2025-08-01 08:00 | 114552.00 | 115674.50 | 2025-08-01 12:00 | 115674.50 | stop | -1.00 | Bearish |
| 62 | LONG | CHoCH | 2025-08-07 10:00 | 116344.80 | 114260.70 | 2025-08-19 14:00 | 114260.70 | stop | -1.00 | Bearish |
| 63 | SHORT | BOS | 2025-08-25 07:00 | 111454.40 | 113594.60 | 2025-09-10 13:00 | 113594.60 | stop | -1.00 | Bearish |
| 64 | LONG | CHoCH | 2025-10-01 11:00 | 116811.10 | 116212.40 | 2025-10-10 19:00 | 116212.40 | stop | -1.00 | Bearish |
| 65 | LONG | CHoCH | 2025-10-26 22:00 | 114667.10 | 113297.10 | 2025-10-28 20:00 | 113297.10 | stop | -1.00 | Bearish |
| 66 | SHORT | BOS | 2025-11-03 15:00 | 105700.40 | 108292.80 | 2026-01-03 23:00 | 90614.20 | opp_break | +5.82 | Bearish |
| 67 | LONG | BOS | 2026-01-12 02:00 | 92065.30 | 90318.50 | 2026-01-12 10:00 | 90318.50 | stop | -1.00 | Bullish |
| 68 | SHORT | CHoCH | 2026-01-18 23:00 | 93609.90 | 95499.00 | 2026-03-04 11:00 | 71109.90 | opp_break | +11.91 | Bullish |
| 69 | LONG | BOS | 2026-03-13 08:00 | 71825.00 | 71168.70 | 2026-03-13 16:00 | 71168.70 | stop | -1.00 | Bullish |
| 70 | SHORT | CHoCH | 2026-03-19 07:00 | 70189.20 | 71596.80 | 2026-03-23 14:00 | 71596.80 | stop | -1.00 | Bullish |
| 71 | SHORT | CHoCH | 2026-03-27 10:00 | 66438.70 | 68819.70 | 2026-04-01 06:00 | 68819.70 | stop | -1.00 | Bullish |
| 72 | LONG | BOS | 2026-04-13 22:00 | 74653.20 | 73020.40 | 2026-05-23 07:00 | 74533.30 | opp_break | -0.07 | Bullish |
| 73 | SHORT | BOS | 2026-05-28 01:00 | 74187.50 | 74475.30 | 2026-08-19 15:00 | 68476.90 | opp_break | +19.84 | Bearish |