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Overview
Strategy A
Strategy B
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Regime Analysis
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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
58
Win Rate
17.24%
Avg R / Trade
+0.35
Total R
+20.10
Profit Factor
1.43
Max Drawdown
-15.61R
Avg Win / Avg Loss
+6.68 / -0.97
Long / Short
31 / 27
Stop / Opp-Break Exits
46 / 12
Std Dev (R) / Sharpe-like
4.72 / 0.07
Max Win / Loss Streak
2 / 12
Account Balance ($1,000 start, 1% risk/trade, compounding)
Distribution & Consistency
Std dev 4.72R, mean/std (Sharpe-like) 0.07 — longest losing streak 12 trades, longest winning streak 2 trades. At a 17.24% win rate, losing streaks of this length are statistically expected, not a sign the edge broke.
Avg MAE 0.86R, avg MFE 3.81R — winning trades give back an average of 7.23R 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
26
Win Rate
15.38%
Avg R
+0.83
Total R
+21.62
Profit Factor
2.042
Max Drawdown
-7.00R
CHoCH CounterHTF reversal
Trades
32
Win Rate
18.75%
Avg R
-0.05
Total R
-1.52
Profit Factor
0.942
Max Drawdown
-13.27R
By Direction
LONG
Trades
31
Win Rate
19.35%
Avg R
-0.23
Total R
-7.05
Profit Factor
0.709
Max Drawdown
-7.83R
SHORT
Trades
27
Win Rate
14.81%
Avg R
+1.01
Total R
+27.15
Profit Factor
2.205
Max Drawdown
-9.54R
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 | 2022-02-24 00:00 | 1.13 | stop | -1.00 | Bearish |
| 2 | SHORT | BOS | 2022-03-01 16:00 | 1.11 | 1.12 | 2022-03-30 11:00 | 1.11 | opp_break | -0.54 | Bearish |
| 3 | SHORT | CHoCH | 2022-04-05 14:00 | 1.09 | 1.10 | 2022-05-23 11:00 | 1.07 | opp_break | +7.49 | Bullish |
| 4 | LONG | BOS | 2022-05-27 01:00 | 1.08 | 1.07 | 2022-05-27 08:00 | 1.07 | stop | -1.00 | Bullish |
| 5 | SHORT | CHoCH | 2022-06-09 19:00 | 1.06 | 1.07 | 2022-08-10 15:00 | 1.03 | opp_break | +5.27 | Bullish |
| 6 | SHORT | CHoCH | 2022-08-16 09:00 | 1.01 | 1.02 | 2022-08-16 13:00 | 1.02 | stop | -1.00 | Bullish |
| 7 | LONG | CHoCH | 2022-09-09 00:00 | 1.00 | 1.00 | 2022-09-13 15:00 | 1.00 | stop | -1.00 | Bearish |
| 8 | LONG | BOS | 2022-09-16 14:00 | 1.00 | 1.00 | 2022-09-21 05:00 | 1.00 | stop | -1.00 | Bullish |
| 9 | SHORT | CHoCH | 2022-09-21 06:00 | 0.99 | 1.00 | 2022-10-04 15:00 | 1.00 | stop | -1.00 | Bullish |
| 10 | LONG | CHoCH | 2022-10-17 14:00 | 0.98 | 0.97 | 2022-10-21 10:00 | 0.97 | stop | -1.00 | Bearish |
| 11 | LONG | BOS | 2022-11-10 13:00 | 1.01 | 0.99 | 2023-01-03 11:00 | 1.05 | opp_break | +2.17 | Bullish |
| 12 | SHORT | BOS | 2023-01-05 15:00 | 1.05 | 1.06 | 2023-01-06 17:00 | 1.06 | stop | -1.00 | Bearish |
| 13 | LONG | BOS | 2023-01-23 01:00 | 1.09 | 1.09 | 2023-01-23 13:00 | 1.09 | stop | -1.00 | Bullish |
| 14 | SHORT | CHoCH | 2023-01-31 05:00 | 1.08 | 1.08 | 2023-01-31 07:00 | 1.08 | stop | -1.00 | Bullish |
| 15 | SHORT | CHoCH | 2023-02-03 20:00 | 1.08 | 1.09 | 2023-03-22 18:00 | 1.09 | stop | -1.00 | Bullish |
| 16 | LONG | BOS | 2023-04-04 09:00 | 1.09 | 1.09 | 2023-04-04 11:00 | 1.09 | stop | -1.00 | Bullish |
| 17 | LONG | BOS | 2023-04-12 16:00 | 1.10 | 1.09 | 2023-04-17 14:00 | 1.09 | stop | -1.00 | Bullish |
| 18 | LONG | BOS | 2023-04-26 13:00 | 1.11 | 1.10 | 2023-04-26 15:00 | 1.10 | stop | -1.00 | Bullish |
| 19 | SHORT | CHoCH | 2023-05-02 09:00 | 1.10 | 1.10 | 2023-05-02 15:00 | 1.10 | stop | -1.00 | Bullish |
| 20 | SHORT | CHoCH | 2023-05-09 11:00 | 1.10 | 1.10 | 2023-05-10 12:00 | 1.10 | stop | -1.00 | Bullish |
| 21 | SHORT | BOS | 2023-05-17 07:00 | 1.08 | 1.09 | 2023-06-15 12:00 | 1.09 | stop | -1.00 | Bearish |
| 22 | SHORT | BOS | 2023-06-30 08:00 | 1.08 | 1.09 | 2023-06-30 12:00 | 1.09 | stop | -1.00 | Bearish |
| 23 | LONG | CHoCH | 2023-07-07 14:00 | 1.09 | 1.09 | 2023-08-14 13:00 | 1.09 | stop | -1.00 | Bearish |
| 24 | SHORT | BOS | 2023-09-05 06:00 | 1.08 | 1.08 | 2023-10-23 15:00 | 1.06 | opp_break | +4.46 | Bearish |
| 25 | SHORT | CHoCH | 2023-10-26 00:00 | 1.06 | 1.06 | 2023-10-27 04:00 | 1.06 | stop | -1.00 | Bullish |
| 26 | LONG | BOS | 2023-11-14 13:00 | 1.08 | 1.07 | 2024-02-13 13:00 | 1.07 | stop | -1.00 | Bullish |
| 27 | SHORT | CHoCH | 2024-02-28 09:00 | 1.08 | 1.08 | 2024-02-28 13:00 | 1.08 | stop | -1.00 | Bullish |
| 28 | SHORT | CHoCH | 2024-03-18 16:00 | 1.09 | 1.09 | 2024-03-20 18:00 | 1.09 | stop | -1.00 | Bullish |
| 29 | SHORT | CHoCH | 2024-03-22 04:00 | 1.08 | 1.09 | 2024-04-04 12:00 | 1.09 | stop | -1.00 | Bullish |
| 30 | LONG | CHoCH | 2024-04-23 07:00 | 1.07 | 1.06 | 2024-06-09 23:00 | 1.08 | opp_break | +2.44 | Bearish |
| 31 | SHORT | BOS | 2024-06-14 07:00 | 1.07 | 1.07 | 2024-06-18 13:00 | 1.07 | stop | -1.00 | Bearish |
| 32 | LONG | CHoCH | 2024-06-30 21:00 | 1.07 | 1.07 | 2024-10-04 15:00 | 1.10 | opp_break | +6.95 | Bearish |
| 33 | SHORT | BOS | 2024-10-09 16:00 | 1.09 | 1.10 | 2025-01-24 07:00 | 1.05 | opp_break | +32.47 | Bearish |
| 34 | SHORT | CHoCH | 2025-02-02 22:00 | 1.03 | 1.04 | 2025-02-04 15:00 | 1.04 | stop | -1.00 | Bullish |
| 35 | LONG | BOS | 2025-02-24 01:00 | 1.05 | 1.05 | 2025-02-24 14:00 | 1.05 | stop | -1.00 | Bullish |
| 36 | SHORT | CHoCH | 2025-02-27 13:00 | 1.04 | 1.05 | 2025-03-03 14:00 | 1.05 | stop | -1.00 | Bullish |
| 37 | LONG | BOS | 2025-03-11 07:00 | 1.09 | 1.08 | 2025-03-13 12:00 | 1.08 | stop | -1.00 | Bullish |
| 38 | LONG | BOS | 2025-03-17 14:00 | 1.09 | 1.09 | 2025-03-19 07:00 | 1.09 | stop | -1.00 | Bullish |
| 39 | SHORT | CHoCH | 2025-03-20 09:00 | 1.09 | 1.09 | 2025-04-02 20:00 | 1.09 | stop | -1.00 | Bullish |
| 40 | LONG | BOS | 2025-04-10 14:00 | 1.12 | 1.11 | 2025-05-12 18:00 | 1.11 | stop | -1.00 | Bullish |
| 41 | LONG | BOS | 2025-06-02 06:00 | 1.14 | 1.14 | 2025-07-29 07:00 | 1.16 | opp_break | +3.26 | Bullish |
| 42 | LONG | CHoCH | 2025-08-06 10:00 | 1.16 | 1.16 | 2025-10-08 03:00 | 1.16 | opp_break | +0.46 | Bearish |
| 43 | LONG | CHoCH | 2025-10-15 06:00 | 1.16 | 1.16 | 2025-10-15 12:00 | 1.16 | stop | -1.00 | Bearish |
| 44 | LONG | CHoCH | 2025-11-11 13:00 | 1.16 | 1.16 | 2025-11-12 09:00 | 1.16 | stop | -1.00 | Bearish |
| 45 | LONG | CHoCH | 2025-12-01 09:00 | 1.16 | 1.16 | 2026-01-16 15:00 | 1.16 | stop | -1.00 | Bearish |
| 46 | LONG | BOS | 2026-01-23 16:00 | 1.18 | 1.17 | 2026-02-19 15:00 | 1.18 | opp_break | -0.20 | Bullish |
| 47 | LONG | CHoCH | 2026-03-10 07:00 | 1.17 | 1.16 | 2026-03-10 19:00 | 1.16 | stop | -1.00 | Bearish |
| 48 | LONG | CHoCH | 2026-03-23 18:00 | 1.16 | 1.16 | 2026-03-24 00:00 | 1.16 | stop | -1.00 | Bearish |
| 49 | SHORT | BOS | 2026-04-06 01:00 | 1.15 | 1.15 | 2026-04-06 02:00 | 1.15 | stop | -1.00 | Bearish |
| 50 | LONG | CHoCH | 2026-04-06 07:00 | 1.16 | 1.15 | 2026-05-15 03:00 | 1.17 | opp_break | +1.87 | Bearish |
| 51 | LONG | CHoCH | 2026-05-24 21:00 | 1.16 | 1.16 | 2026-05-28 03:00 | 1.16 | stop | -1.00 | Bearish |
| 52 | LONG | CHoCH | 2026-06-11 19:00 | 1.16 | 1.15 | 2026-06-17 19:00 | 1.15 | stop | -1.00 | Bearish |
| 53 | SHORT | BOS | 2026-06-23 07:00 | 1.14 | 1.14 | 2026-06-26 12:00 | 1.14 | stop | -1.00 | Bearish |
| 54 | SHORT | BOS | 2026-07-01 12:00 | 1.14 | 1.14 | 2026-07-01 13:00 | 1.14 | stop | -1.00 | Bearish |
| 55 | LONG | CHoCH | 2026-07-02 12:00 | 1.15 | 1.14 | 2026-07-07 23:00 | 1.14 | stop | -1.00 | Bearish |
| 56 | SHORT | BOS | 2026-07-13 16:00 | 1.14 | 1.14 | 2026-07-14 12:00 | 1.14 | stop | -1.00 | Bearish |
| 57 | LONG | CHoCH | 2026-07-15 17:00 | 1.15 | 1.14 | 2026-07-16 17:00 | 1.14 | stop | -1.00 | Bearish |
| 58 | SHORT | BOS | 2026-07-28 09:00 | 1.14 | 1.14 | 2026-07-28 13:00 | 1.14 | stop | -1.00 | Bearish |