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Overview
Strategy A
Strategy B
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Monte Carlo
← 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
92
Win Rate
16.3%
Avg R / Trade
-0.20
Total R
-18.84
Profit Factor
0.737
Max Drawdown
-28.01R
Avg Win / Avg Loss
+3.51 / -0.93
Long / Short
55 / 37
Stop / Opp-Break Exits
67 / 25
Std Dev (R) / Sharpe-like
2.24 / -0.09
Max Win / Loss Streak
2 / 16
Account Balance ($1,000 start, 1% risk/trade, compounding)
Distribution & Consistency
Std dev 2.24R, mean/std (Sharpe-like) -0.09 — longest losing streak 16 trades, longest winning streak 2 trades. At a 16.3% win rate, losing streaks of this length are statistically expected, not a sign the edge broke.
Avg MAE 0.77R, avg MFE 2.53R — winning trades give back an average of 4.00R 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
47
Win Rate
14.89%
Avg R
-0.04
Total R
-1.92
Profit Factor
0.949
Max Drawdown
-13.01R
CHoCH CounterHTF reversal
Trades
45
Win Rate
17.78%
Avg R
-0.38
Total R
-16.92
Profit Factor
0.496
Max Drawdown
-24.12R
By Direction
LONG
Trades
55
Win Rate
20.0%
Avg R
+0.05
Total R
+2.81
Profit Factor
1.069
Max Drawdown
-9.55R
SHORT
Trades
37
Win Rate
10.81%
Avg R
-0.58
Total R
-21.65
Profit Factor
0.293
Max Drawdown
-29.23R
Trades
| # | Dir | Signal | Entry Time (UTC) | Entry | Stop | Exit Time (UTC) | Exit | Reason | R | 4H Bias |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | LONG | CHoCH | 2022-03-03 13:00 | 4411.05 | 4370.14 | 2022-03-03 15:00 | 4370.14 | stop | -1.00 | Bearish |
| 2 | LONG | CHoCH | 2022-03-16 19:00 | 4359.64 | 4250.94 | 2022-04-06 09:00 | 4501.64 | opp_break | +1.31 | Bearish |
| 3 | SHORT | CHoCH | 2022-04-22 13:00 | 4355.50 | 4390.54 | 2022-05-27 13:00 | 4113.83 | opp_break | +6.90 | Bullish |
| 4 | LONG | CHoCH | 2022-07-04 22:00 | 3830.84 | 3802.75 | 2022-07-05 08:00 | 3802.75 | stop | -1.00 | Bearish |
| 5 | LONG | CHoCH | 2022-07-19 17:00 | 3927.45 | 3857.03 | 2022-07-26 15:00 | 3916.45 | opp_break | -0.16 | Bearish |
| 6 | LONG | BOS | 2022-08-08 12:00 | 4176.14 | 4151.85 | 2022-08-08 15:00 | 4151.85 | stop | -1.00 | Bullish |
| 7 | SHORT | CHoCH | 2022-08-26 17:00 | 4095.64 | 4200.45 | 2022-09-09 04:00 | 4024.20 | opp_break | +0.68 | Bullish |
| 8 | SHORT | CHoCH | 2022-09-15 22:00 | 3879.80 | 3910.30 | 2022-09-19 22:00 | 3910.30 | stop | -1.00 | Bullish |
| 9 | SHORT | BOS | 2022-09-30 19:00 | 3585.14 | 3658.59 | 2022-10-03 14:00 | 3658.59 | stop | -1.00 | Bearish |
| 10 | LONG | CHoCH | 2022-10-04 10:00 | 3740.36 | 3693.53 | 2022-10-07 12:00 | 3693.53 | stop | -1.00 | Bearish |
| 11 | LONG | CHoCH | 2022-10-18 03:00 | 3730.24 | 3698.80 | 2022-10-18 15:00 | 3698.80 | stop | -1.00 | Bearish |
| 12 | LONG | BOS | 2022-11-01 10:00 | 3908.74 | 3887.98 | 2022-11-01 13:00 | 3887.98 | stop | -1.00 | Bullish |
| 13 | LONG | BOS | 2022-11-07 19:00 | 3801.67 | 3770.29 | 2022-11-09 18:00 | 3770.29 | stop | -1.00 | Bullish |
| 14 | LONG | BOS | 2022-11-22 18:00 | 3989.89 | 3977.42 | 2022-11-28 18:00 | 3977.42 | stop | -1.00 | Bullish |
| 15 | LONG | BOS | 2022-11-30 20:00 | 4077.49 | 3937.66 | 2022-12-05 18:00 | 3994.00 | opp_break | -0.60 | Bullish |
| 16 | SHORT | CHoCH | 2022-12-15 14:00 | 3914.59 | 3961.95 | 2022-12-26 23:00 | 3867.86 | opp_break | +0.99 | Bullish |
| 17 | SHORT | CHoCH | 2022-12-27 14:00 | 3820.49 | 3871.81 | 2023-01-02 23:00 | 3871.81 | stop | -1.00 | Bullish |
| 18 | LONG | BOS | 2023-01-06 19:00 | 3898.63 | 3864.62 | 2023-02-21 08:00 | 4041.72 | opp_break | +4.21 | Bullish |
| 19 | SHORT | CHoCH | 2023-03-09 20:00 | 3917.70 | 4017.15 | 2023-03-21 11:00 | 3985.13 | opp_break | -0.68 | Bullish |
| 20 | LONG | BOS | 2023-03-30 10:00 | 4050.25 | 4031.96 | 2023-03-30 17:00 | 4031.96 | stop | -1.00 | Bullish |
| 21 | LONG | BOS | 2023-04-11 09:00 | 4120.12 | 4110.06 | 2023-04-11 11:00 | 4110.06 | stop | -1.00 | Bullish |
| 22 | LONG | BOS | 2023-04-18 09:00 | 4165.42 | 4151.86 | 2023-04-18 14:00 | 4151.86 | stop | -1.00 | Bullish |
| 23 | SHORT | CHoCH | 2023-04-25 14:00 | 4109.17 | 4119.51 | 2023-04-27 17:00 | 4119.51 | stop | -1.00 | Bullish |
| 24 | LONG | BOS | 2023-05-10 12:00 | 4151.80 | 4111.92 | 2023-05-10 14:00 | 4111.92 | stop | -1.00 | Bullish |
| 25 | LONG | BOS | 2023-05-17 16:00 | 4150.15 | 4112.91 | 2023-05-24 14:00 | 4112.91 | stop | -1.00 | Bullish |
| 26 | LONG | BOS | 2023-05-28 22:00 | 4222.53 | 4202.98 | 2023-05-30 15:00 | 4202.98 | stop | -1.00 | Bullish |
| 27 | LONG | BOS | 2023-06-02 07:00 | 4235.17 | 4221.45 | 2023-07-05 09:00 | 4434.37 | opp_break | +14.52 | Bullish |
| 28 | LONG | BOS | 2023-07-18 13:00 | 4529.01 | 4513.29 | 2023-08-02 14:00 | 4518.13 | opp_break | -0.69 | Bullish |
| 29 | SHORT | CHoCH | 2023-08-15 19:00 | 4438.24 | 4454.60 | 2023-08-23 22:00 | 4454.60 | stop | -1.00 | Bullish |
| 30 | LONG | CHoCH | 2023-08-29 15:00 | 4481.70 | 4427.74 | 2023-09-05 07:00 | 4500.75 | opp_break | +0.35 | Bearish |
| 31 | LONG | CHoCH | 2023-09-14 15:00 | 4500.07 | 4480.32 | 2023-09-15 13:00 | 4480.32 | stop | -1.00 | Bearish |
| 32 | SHORT | BOS | 2023-10-03 14:00 | 4231.87 | 4280.64 | 2023-10-06 15:00 | 4280.64 | stop | -1.00 | Bearish |
| 33 | LONG | CHoCH | 2023-10-09 17:00 | 4334.06 | 4298.65 | 2023-10-19 02:00 | 4307.28 | opp_break | -0.76 | Bearish |
| 34 | SHORT | BOS | 2023-10-25 17:00 | 4188.07 | 4222.41 | 2023-11-01 14:00 | 4222.41 | stop | -1.00 | Bearish |
| 35 | LONG | CHoCH | 2023-11-02 12:00 | 4278.35 | 4242.81 | 2023-11-09 23:00 | 4344.72 | opp_break | +1.87 | Bearish |
| 36 | SHORT | CHoCH | 2023-12-07 01:00 | 4545.82 | 4568.36 | 2023-12-07 14:00 | 4568.36 | stop | -1.00 | Bullish |
| 37 | LONG | BOS | 2023-12-18 16:00 | 4740.05 | 4720.36 | 2023-12-20 20:00 | 4720.36 | stop | -1.00 | Bullish |
| 38 | LONG | BOS | 2024-01-02 08:00 | 4780.86 | 4773.61 | 2024-01-02 09:00 | 4773.61 | stop | -1.00 | Bullish |
| 39 | SHORT | CHoCH | 2024-01-02 11:00 | 4745.48 | 4782.18 | 2024-01-10 19:00 | 4782.18 | stop | -1.00 | Bullish |
| 40 | SHORT | CHoCH | 2024-01-16 00:00 | 4764.98 | 4779.23 | 2024-01-16 15:00 | 4779.23 | stop | -1.00 | Bullish |
| 41 | LONG | BOS | 2024-01-29 20:00 | 4928.49 | 4887.38 | 2024-01-31 15:00 | 4887.38 | stop | -1.00 | Bullish |
| 42 | SHORT | CHoCH | 2024-01-31 20:00 | 4843.94 | 4892.35 | 2024-02-01 17:00 | 4892.35 | stop | -1.00 | Bullish |
| 43 | LONG | BOS | 2024-02-07 15:00 | 4987.31 | 4949.89 | 2024-02-13 14:00 | 4949.89 | stop | -1.00 | Bullish |
| 44 | SHORT | CHoCH | 2024-02-20 01:00 | 4988.00 | 5010.18 | 2024-02-22 00:00 | 5010.18 | stop | -1.00 | Bullish |
| 45 | LONG | BOS | 2024-03-01 15:00 | 5114.36 | 5080.71 | 2024-03-05 16:00 | 5080.71 | stop | -1.00 | Bullish |
| 46 | LONG | BOS | 2024-03-07 15:00 | 5150.32 | 5114.53 | 2024-03-10 22:00 | 5114.53 | stop | -1.00 | Bullish |
| 47 | LONG | BOS | 2024-03-20 18:00 | 5209.41 | 5170.80 | 2024-04-02 13:00 | 5193.23 | opp_break | -0.42 | Bullish |
| 48 | LONG | CHoCH | 2024-04-22 17:00 | 5029.22 | 4974.23 | 2024-05-23 17:00 | 5276.69 | opp_break | +4.50 | Bearish |
| 49 | LONG | BOS | 2024-06-11 20:00 | 5376.57 | 5342.80 | 2024-06-24 19:00 | 5448.12 | opp_break | +2.12 | Bullish |
| 50 | LONG | BOS | 2024-07-03 15:00 | 5524.12 | 5508.87 | 2024-07-19 16:00 | 5508.87 | stop | -1.00 | Bullish |
| 51 | SHORT | CHoCH | 2024-07-24 13:00 | 5484.25 | 5522.31 | 2024-07-31 12:00 | 5504.09 | opp_break | -0.52 | Bullish |
| 52 | SHORT | CHoCH | 2024-08-02 06:00 | 5390.83 | 5411.82 | 2024-08-13 16:00 | 5411.82 | stop | -1.00 | Bullish |
| 53 | LONG | CHoCH | 2024-09-02 14:00 | 5652.38 | 5624.36 | 2024-09-03 09:00 | 5624.36 | stop | -1.00 | Bearish |
| 54 | LONG | CHoCH | 2024-09-17 07:00 | 5643.27 | 5625.04 | 2024-09-17 16:00 | 5625.04 | stop | -1.00 | Bearish |
| 55 | LONG | BOS | 2024-09-24 08:00 | 5734.60 | 5706.62 | 2024-09-24 14:00 | 5706.62 | stop | -1.00 | Bullish |
| 56 | SHORT | CHoCH | 2024-09-30 11:00 | 5720.86 | 5735.86 | 2024-09-30 14:00 | 5735.86 | stop | -1.00 | Bullish |
| 57 | LONG | BOS | 2024-10-17 12:00 | 5873.37 | 5864.35 | 2024-10-17 13:00 | 5864.35 | stop | -1.00 | Bullish |
| 58 | SHORT | CHoCH | 2024-10-23 16:00 | 5799.15 | 5841.08 | 2024-10-25 13:00 | 5841.08 | stop | -1.00 | Bullish |
| 59 | SHORT | CHoCH | 2024-11-19 13:00 | 5838.75 | 5883.68 | 2024-11-19 15:00 | 5883.68 | stop | -1.00 | Bullish |
| 60 | SHORT | CHoCH | 2024-12-18 19:00 | 5969.92 | 6070.73 | 2024-12-24 14:00 | 5997.05 | opp_break | -0.27 | Bullish |
| 61 | SHORT | BOS | 2025-01-02 17:00 | 5851.59 | 5910.93 | 2025-01-03 14:00 | 5910.93 | stop | -1.00 | Bearish |
| 62 | LONG | CHoCH | 2025-01-03 19:00 | 5943.75 | 5884.61 | 2025-01-08 12:00 | 5884.61 | stop | -1.00 | Bearish |
| 63 | LONG | BOS | 2025-02-13 19:00 | 6106.16 | 6075.28 | 2025-02-20 14:00 | 6098.28 | opp_break | -0.26 | Bullish |
| 64 | SHORT | BOS | 2025-02-27 19:00 | 5905.98 | 5965.22 | 2025-03-02 23:00 | 5965.22 | stop | -1.00 | Bearish |
| 65 | LONG | CHoCH | 2025-03-24 08:00 | 5725.12 | 5701.86 | 2025-03-26 17:00 | 5701.86 | stop | -1.00 | Bearish |
| 66 | SHORT | BOS | 2025-04-02 22:00 | 5485.00 | 5717.17 | 2025-04-22 22:00 | 5387.88 | opp_break | +0.42 | Bearish |
| 67 | LONG | BOS | 2025-05-08 15:00 | 5700.84 | 5634.08 | 2025-06-13 00:00 | 5955.74 | opp_break | +3.82 | Bullish |
| 68 | SHORT | CHoCH | 2025-07-07 16:00 | 6219.73 | 6261.13 | 2025-07-09 13:00 | 6261.13 | stop | -1.00 | Bullish |
| 69 | LONG | BOS | 2025-07-15 09:00 | 6292.88 | 6284.08 | 2025-07-15 12:00 | 6284.08 | stop | -1.00 | Bullish |
| 70 | LONG | BOS | 2025-07-21 13:00 | 6326.38 | 6303.86 | 2025-07-21 19:00 | 6303.86 | stop | -1.00 | Bullish |
| 71 | LONG | BOS | 2025-07-31 03:00 | 6423.43 | 6410.17 | 2025-07-31 13:00 | 6410.17 | stop | -1.00 | Bullish |
| 72 | SHORT | CHoCH | 2025-08-01 10:00 | 6270.88 | 6290.38 | 2025-08-01 12:00 | 6290.38 | stop | -1.00 | Bullish |
| 73 | LONG | BOS | 2025-08-27 15:00 | 6479.17 | 6462.62 | 2025-08-27 22:00 | 6462.62 | stop | -1.00 | Bullish |
| 74 | SHORT | CHoCH | 2025-09-02 07:00 | 6418.58 | 6460.15 | 2025-09-04 00:00 | 6460.15 | stop | -1.00 | Bullish |
| 75 | LONG | BOS | 2025-10-01 17:00 | 6704.63 | 6688.83 | 2025-10-10 15:00 | 6688.83 | stop | -1.00 | Bullish |
| 76 | LONG | BOS | 2025-10-24 03:00 | 6752.85 | 6746.53 | 2025-11-04 05:00 | 6800.45 | opp_break | +7.53 | Bullish |
| 77 | LONG | CHoCH | 2025-11-26 01:00 | 6782.15 | 6689.94 | 2025-12-16 01:00 | 6785.15 | opp_break | +0.03 | Bearish |
| 78 | SHORT | CHoCH | 2026-02-02 03:00 | 6860.44 | 6939.85 | 2026-02-02 14:00 | 6939.85 | stop | -1.00 | Bullish |
| 79 | SHORT | CHoCH | 2026-02-05 14:00 | 6827.75 | 6893.50 | 2026-02-06 16:00 | 6893.50 | stop | -1.00 | Bullish |
| 80 | SHORT | BOS | 2026-02-17 01:00 | 6814.00 | 6854.14 | 2026-02-17 18:00 | 6854.14 | stop | -1.00 | Bearish |
| 81 | LONG | CHoCH | 2026-02-25 14:00 | 6929.60 | 6898.44 | 2026-02-26 15:00 | 6898.44 | stop | -1.00 | Bearish |
| 82 | SHORT | BOS | 2026-03-08 22:00 | 6635.03 | 6768.85 | 2026-03-09 19:00 | 6768.85 | stop | -1.00 | Bearish |
| 83 | SHORT | BOS | 2026-03-19 07:00 | 6606.24 | 6625.80 | 2026-03-19 09:00 | 6625.80 | stop | -1.00 | Bearish |
| 84 | SHORT | BOS | 2026-03-26 16:00 | 6521.64 | 6571.55 | 2026-04-01 06:00 | 6571.55 | stop | -1.00 | Bearish |
| 85 | LONG | CHoCH | 2026-04-06 06:00 | 6586.40 | 6575.15 | 2026-04-07 01:00 | 6575.15 | stop | -1.00 | Bearish |
| 86 | LONG | BOS | 2026-04-24 15:00 | 7161.38 | 7112.88 | 2026-04-29 16:00 | 7112.88 | stop | -1.00 | Bullish |
| 87 | LONG | BOS | 2026-04-30 17:00 | 7195.04 | 7163.33 | 2026-06-09 15:00 | 7303.74 | opp_break | +3.43 | Bullish |
| 88 | SHORT | CHoCH | 2026-06-23 05:00 | 7400.88 | 7479.14 | 2026-06-30 14:00 | 7479.14 | stop | -1.00 | Bullish |
| 89 | SHORT | CHoCH | 2026-07-08 09:00 | 7424.57 | 7497.70 | 2026-07-09 04:00 | 7497.70 | stop | -1.00 | Bullish |
| 90 | LONG | BOS | 2026-07-16 03:00 | 7580.38 | 7566.31 | 2026-07-16 07:00 | 7566.31 | stop | -1.00 | Bullish |
| 91 | SHORT | CHoCH | 2026-07-17 03:00 | 7482.15 | 7534.85 | 2026-07-31 19:00 | 7490.82 | opp_break | -0.16 | Bullish |
| 92 | LONG | BOS | 2026-08-13 13:00 | 7799.21 | 7761.28 | 2026-08-17 17:00 | 7761.28 | stop | -1.00 | Bullish |