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Overview
Strategy A
Strategy B
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← Original Model
Strategy A — 1H Entries / 1H Structure Exit
Entries fire on a 1H BOS/CHoCH aligned with 4H bias (WithHTF_BOS + CounterHTF_CHOCH), filtered by EMA(50) on 1H. Stop is placed behind the last opposite 1H candle (V1.2 rule, max 30-bar lookback). Exit is a runner: closes on stop-hit or on an opposing 1H BOS/CHoCH.
Trades
85
Win Rate
25.88%
Avg R / Trade
+0.14
Total R
+11.50
Profit Factor
1.195
Max Drawdown
-14.25R
Avg Win / Avg Loss
+3.20 / -0.94
Long / Short
44 / 41
Stop / Opp-Break Exits
55 / 30
Std Dev (R) / Sharpe-like
2.79 / 0.05
Max Win / Loss Streak
2 / 7
Account Balance ($1,000 start, 1% risk/trade, compounding)
Distribution & Consistency
Std dev 2.79R, mean/std (Sharpe-like) 0.05 — longest losing streak 7 trades, longest winning streak 2 trades. At a 25.88% win rate, losing streaks of this length are statistically expected, not a sign the edge broke.
Avg MAE 0.85R, avg MFE 2.71R — winning trades give back an average of 3.76R 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
34
Win Rate
26.47%
Avg R
-0.12
Total R
-3.94
Profit Factor
0.839
Max Drawdown
-13.05R
CHoCH CounterHTF reversal
Trades
51
Win Rate
25.49%
Avg R
+0.30
Total R
+15.44
Profit Factor
1.448
Max Drawdown
-12.68R
By Direction
LONG
Trades
44
Win Rate
25.0%
Avg R
-0.20
Total R
-8.61
Profit Factor
0.715
Max Drawdown
-10.75R
SHORT
Trades
41
Win Rate
26.83%
Avg R
+0.49
Total R
+20.11
Profit Factor
1.7
Max Drawdown
-7.70R
Trades
| # | Dir | Signal | Entry Time (UTC) | Entry | Stop | Exit Time (UTC) | Exit | Reason | R | 4H Bias |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | LONG | CHoCH | 2022-02-03 13:00 | 1.14 | 1.13 | 2022-02-08 07:00 | 1.14 | opp_break | +0.35 | Bearish |
| 2 | LONG | CHoCH | 2022-02-10 15:00 | 1.15 | 1.14 | 2022-02-11 03:00 | 1.14 | opp_break | -0.81 | Bearish |
| 3 | SHORT | BOS | 2022-02-24 00:00 | 1.13 | 1.13 | 2022-03-17 16:00 | 1.11 | opp_break | +4.45 | Bearish |
| 4 | SHORT | BOS | 2022-03-28 01:00 | 1.10 | 1.10 | 2022-03-28 08:00 | 1.10 | stop | -1.00 | Bearish |
| 5 | LONG | CHoCH | 2022-03-29 10:00 | 1.10 | 1.10 | 2022-04-04 16:00 | 1.10 | stop | -1.00 | Bearish |
| 6 | SHORT | CHoCH | 2022-04-05 14:00 | 1.09 | 1.10 | 2022-04-20 08:00 | 1.08 | opp_break | +2.62 | Bullish |
| 7 | LONG | CHoCH | 2022-05-04 18:00 | 1.06 | 1.05 | 2022-05-05 14:00 | 1.05 | stop | -1.00 | Bearish |
| 8 | SHORT | BOS | 2022-05-12 07:00 | 1.05 | 1.05 | 2022-05-17 10:00 | 1.05 | stop | -1.00 | Bearish |
| 9 | LONG | CHoCH | 2022-05-19 17:00 | 1.06 | 1.06 | 2022-05-20 00:00 | 1.06 | stop | -1.00 | Bearish |
| 10 | LONG | BOS | 2022-05-27 01:00 | 1.08 | 1.07 | 2022-05-27 08:00 | 1.07 | stop | -1.00 | Bullish |
| 11 | SHORT | CHoCH | 2022-06-09 19:00 | 1.06 | 1.07 | 2022-07-18 14:00 | 1.02 | opp_break | +7.89 | Bullish |
| 12 | LONG | CHoCH | 2022-08-10 11:00 | 1.03 | 1.02 | 2022-08-15 08:00 | 1.02 | stop | -1.00 | Bearish |
| 13 | SHORT | CHoCH | 2022-08-16 09:00 | 1.01 | 1.02 | 2022-08-16 13:00 | 1.02 | stop | -1.00 | Bullish |
| 14 | LONG | CHoCH | 2022-09-09 00:00 | 1.00 | 1.00 | 2022-09-13 15:00 | 1.00 | stop | -1.00 | Bearish |
| 15 | LONG | BOS | 2022-09-16 14:00 | 1.00 | 1.00 | 2022-09-21 05:00 | 1.00 | stop | -1.00 | Bullish |
| 16 | SHORT | CHoCH | 2022-09-21 06:00 | 0.99 | 1.00 | 2022-10-04 06:00 | 0.99 | opp_break | +0.39 | Bullish |
| 17 | LONG | CHoCH | 2022-10-17 14:00 | 0.98 | 0.97 | 2022-10-21 10:00 | 0.97 | stop | -1.00 | Bearish |
| 18 | LONG | BOS | 2022-11-10 13:00 | 1.01 | 0.99 | 2022-11-21 02:00 | 1.03 | opp_break | +0.89 | Bullish |
| 19 | LONG | BOS | 2022-11-28 10:00 | 1.05 | 1.03 | 2022-11-28 19:00 | 1.03 | stop | -1.00 | Bullish |
| 20 | LONG | BOS | 2022-12-13 13:00 | 1.06 | 1.05 | 2023-01-03 08:00 | 1.06 | opp_break | -0.83 | Bullish |
| 21 | SHORT | BOS | 2023-01-05 15:00 | 1.05 | 1.06 | 2023-01-06 17:00 | 1.06 | stop | -1.00 | Bearish |
| 22 | LONG | BOS | 2023-01-23 01:00 | 1.09 | 1.09 | 2023-01-23 13:00 | 1.09 | stop | -1.00 | Bullish |
| 23 | SHORT | CHoCH | 2023-01-31 05:00 | 1.08 | 1.08 | 2023-01-31 07:00 | 1.08 | stop | -1.00 | Bullish |
| 24 | SHORT | CHoCH | 2023-02-03 20:00 | 1.08 | 1.09 | 2023-03-06 16:00 | 1.07 | opp_break | +1.28 | Bullish |
| 25 | SHORT | CHoCH | 2023-03-07 16:00 | 1.06 | 1.07 | 2023-03-10 14:00 | 1.07 | stop | -1.00 | Bullish |
| 26 | LONG | BOS | 2023-03-21 10:00 | 1.08 | 1.07 | 2023-05-02 09:00 | 1.10 | opp_break | +3.18 | Bullish |
| 27 | SHORT | CHoCH | 2023-05-09 11:00 | 1.10 | 1.10 | 2023-05-10 12:00 | 1.10 | stop | -1.00 | Bullish |
| 28 | SHORT | BOS | 2023-05-17 07:00 | 1.08 | 1.09 | 2023-06-01 15:00 | 1.08 | opp_break | +2.49 | Bearish |
| 29 | SHORT | BOS | 2023-06-30 08:00 | 1.08 | 1.09 | 2023-06-30 12:00 | 1.09 | stop | -1.00 | Bearish |
| 30 | LONG | CHoCH | 2023-07-07 14:00 | 1.09 | 1.09 | 2023-08-02 14:00 | 1.09 | opp_break | -0.35 | Bearish |
| 31 | SHORT | CHoCH | 2023-08-14 12:00 | 1.09 | 1.10 | 2023-08-15 13:00 | 1.10 | stop | -1.00 | Bullish |
| 32 | SHORT | BOS | 2023-09-05 06:00 | 1.08 | 1.08 | 2023-10-10 08:00 | 1.06 | opp_break | +5.97 | Bearish |
| 33 | LONG | CHoCH | 2023-10-23 14:00 | 1.06 | 1.06 | 2023-10-24 14:00 | 1.06 | stop | -1.00 | Bearish |
| 34 | SHORT | CHoCH | 2023-10-26 00:00 | 1.06 | 1.06 | 2023-10-27 04:00 | 1.06 | stop | -1.00 | Bullish |
| 35 | LONG | BOS | 2023-11-14 13:00 | 1.08 | 1.07 | 2023-12-01 14:00 | 1.08 | opp_break | +0.73 | Bullish |
| 36 | LONG | BOS | 2023-12-21 21:00 | 1.10 | 1.10 | 2024-01-02 02:00 | 1.10 | opp_break | +0.24 | Bullish |
| 37 | SHORT | CHoCH | 2024-01-23 15:00 | 1.08 | 1.09 | 2024-01-24 07:00 | 1.09 | stop | -1.00 | Bullish |
| 38 | SHORT | CHoCH | 2024-02-13 13:00 | 1.07 | 1.08 | 2024-02-16 19:00 | 1.08 | stop | -1.00 | Bullish |
| 39 | SHORT | CHoCH | 2024-02-28 09:00 | 1.08 | 1.08 | 2024-02-28 13:00 | 1.08 | stop | -1.00 | Bullish |
| 40 | SHORT | CHoCH | 2024-03-18 16:00 | 1.09 | 1.09 | 2024-03-20 18:00 | 1.09 | stop | -1.00 | Bullish |
| 41 | SHORT | CHoCH | 2024-03-22 04:00 | 1.08 | 1.09 | 2024-04-03 14:00 | 1.08 | opp_break | +0.30 | Bullish |
| 42 | LONG | CHoCH | 2024-04-23 07:00 | 1.07 | 1.06 | 2024-04-30 19:00 | 1.07 | opp_break | -0.17 | Bearish |
| 43 | LONG | CHoCH | 2024-05-03 01:00 | 1.07 | 1.07 | 2024-05-22 11:00 | 1.08 | opp_break | +6.22 | Bearish |
| 44 | SHORT | CHoCH | 2024-06-09 21:00 | 1.08 | 1.08 | 2024-06-12 12:00 | 1.08 | stop | -1.00 | Bullish |
| 45 | SHORT | BOS | 2024-06-14 07:00 | 1.07 | 1.07 | 2024-06-18 13:00 | 1.07 | stop | -1.00 | Bearish |
| 46 | LONG | CHoCH | 2024-06-30 21:00 | 1.07 | 1.07 | 2024-07-29 11:00 | 1.08 | opp_break | +2.49 | Bearish |
| 47 | LONG | BOS | 2024-08-14 08:00 | 1.10 | 1.10 | 2024-08-15 12:00 | 1.10 | stop | -1.00 | Bullish |
| 48 | LONG | BOS | 2024-08-19 05:00 | 1.10 | 1.10 | 2024-09-03 17:00 | 1.10 | stop | -1.00 | Bullish |
| 49 | SHORT | CHoCH | 2024-09-10 13:00 | 1.10 | 1.10 | 2024-09-11 02:00 | 1.10 | stop | -1.00 | Bullish |
| 50 | LONG | BOS | 2024-09-24 22:00 | 1.12 | 1.12 | 2024-09-25 14:00 | 1.12 | stop | -1.00 | Bullish |
| 51 | SHORT | CHoCH | 2024-10-01 07:00 | 1.11 | 1.11 | 2024-12-06 13:00 | 1.06 | opp_break | +19.42 | Bullish |
| 52 | SHORT | BOS | 2024-12-18 19:00 | 1.04 | 1.05 | 2024-12-30 11:00 | 1.04 | opp_break | -0.61 | Bearish |
| 53 | LONG | CHoCH | 2025-01-20 13:00 | 1.04 | 1.03 | 2025-02-02 22:00 | 1.03 | stop | -1.00 | Bearish |
| 54 | LONG | BOS | 2025-02-24 01:00 | 1.05 | 1.05 | 2025-02-24 14:00 | 1.05 | stop | -1.00 | Bullish |
| 55 | SHORT | CHoCH | 2025-02-27 13:00 | 1.04 | 1.05 | 2025-03-03 14:00 | 1.05 | stop | -1.00 | Bullish |
| 56 | LONG | BOS | 2025-03-11 07:00 | 1.09 | 1.08 | 2025-03-13 12:00 | 1.08 | stop | -1.00 | Bullish |
| 57 | LONG | BOS | 2025-03-17 14:00 | 1.09 | 1.09 | 2025-03-19 07:00 | 1.09 | stop | -1.00 | Bullish |
| 58 | SHORT | CHoCH | 2025-03-20 09:00 | 1.09 | 1.09 | 2025-04-02 14:00 | 1.09 | opp_break | -0.10 | Bullish |
| 59 | LONG | BOS | 2025-04-10 14:00 | 1.12 | 1.11 | 2025-04-15 16:00 | 1.13 | opp_break | +0.75 | Bullish |
| 60 | SHORT | CHoCH | 2025-04-23 13:00 | 1.13 | 1.14 | 2025-04-28 16:00 | 1.14 | stop | -1.00 | Bullish |
| 61 | SHORT | CHoCH | 2025-05-01 01:00 | 1.13 | 1.14 | 2025-05-02 13:00 | 1.14 | stop | -1.00 | Bullish |
| 62 | LONG | BOS | 2025-06-02 06:00 | 1.14 | 1.14 | 2025-06-17 17:00 | 1.15 | opp_break | +1.81 | Bullish |
| 63 | SHORT | CHoCH | 2025-07-07 08:00 | 1.17 | 1.18 | 2025-07-22 14:00 | 1.17 | opp_break | +0.03 | Bullish |
| 64 | SHORT | CHoCH | 2025-07-29 06:00 | 1.15 | 1.16 | 2025-08-01 20:00 | 1.16 | stop | -1.00 | Bullish |
| 65 | LONG | CHoCH | 2025-08-06 10:00 | 1.16 | 1.16 | 2025-08-11 14:00 | 1.16 | opp_break | -0.31 | Bearish |
| 66 | SHORT | BOS | 2025-08-20 01:00 | 1.16 | 1.16 | 2025-08-20 10:00 | 1.16 | stop | -1.00 | Bearish |
| 67 | LONG | CHoCH | 2025-08-22 14:00 | 1.17 | 1.16 | 2025-08-27 07:00 | 1.16 | stop | -1.00 | Bearish |
| 68 | SHORT | CHoCH | 2025-09-25 12:00 | 1.17 | 1.18 | 2025-09-29 13:00 | 1.18 | stop | -1.00 | Bullish |
| 69 | LONG | CHoCH | 2025-10-15 06:00 | 1.16 | 1.16 | 2025-10-15 12:00 | 1.16 | stop | -1.00 | Bearish |
| 70 | LONG | CHoCH | 2025-11-11 13:00 | 1.16 | 1.16 | 2025-11-12 09:00 | 1.16 | stop | -1.00 | Bearish |
| 71 | LONG | CHoCH | 2025-12-01 09:00 | 1.16 | 1.16 | 2025-12-17 06:00 | 1.17 | opp_break | +2.76 | Bearish |
| 72 | LONG | BOS | 2026-01-23 16:00 | 1.18 | 1.17 | 2026-03-02 06:00 | 1.17 | stop | -1.00 | Bullish |
| 73 | LONG | CHoCH | 2026-03-10 07:00 | 1.17 | 1.16 | 2026-03-10 19:00 | 1.16 | stop | -1.00 | Bearish |
| 74 | LONG | CHoCH | 2026-03-23 18:00 | 1.16 | 1.16 | 2026-03-24 00:00 | 1.16 | stop | -1.00 | Bearish |
| 75 | SHORT | BOS | 2026-04-06 01:00 | 1.15 | 1.15 | 2026-04-06 02:00 | 1.15 | stop | -1.00 | Bearish |
| 76 | LONG | CHoCH | 2026-04-06 07:00 | 1.16 | 1.15 | 2026-04-30 02:00 | 1.17 | opp_break | +2.19 | Bearish |
| 77 | LONG | BOS | 2026-05-06 10:00 | 1.18 | 1.17 | 2026-05-07 20:00 | 1.17 | stop | -1.00 | Bullish |
| 78 | SHORT | CHoCH | 2026-05-13 06:00 | 1.17 | 1.17 | 2026-05-24 21:00 | 1.16 | opp_break | +3.98 | Bullish |
| 79 | LONG | CHoCH | 2026-06-11 19:00 | 1.16 | 1.15 | 2026-06-17 19:00 | 1.15 | stop | -1.00 | Bearish |
| 80 | SHORT | BOS | 2026-06-23 07:00 | 1.14 | 1.14 | 2026-06-26 12:00 | 1.14 | stop | -1.00 | Bearish |
| 81 | SHORT | BOS | 2026-07-01 12:00 | 1.14 | 1.14 | 2026-07-01 13:00 | 1.14 | stop | -1.00 | Bearish |
| 82 | LONG | CHoCH | 2026-07-02 12:00 | 1.15 | 1.14 | 2026-07-06 09:00 | 1.14 | opp_break | -0.75 | Bearish |
| 83 | SHORT | BOS | 2026-07-13 16:00 | 1.14 | 1.14 | 2026-07-14 12:00 | 1.14 | stop | -1.00 | Bearish |
| 84 | LONG | CHoCH | 2026-07-15 17:00 | 1.15 | 1.14 | 2026-07-16 17:00 | 1.14 | stop | -1.00 | Bearish |
| 85 | SHORT | BOS | 2026-07-28 09:00 | 1.14 | 1.14 | 2026-07-28 13:00 | 1.14 | stop | -1.00 | Bearish |