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Overview
Strategy A
Strategy B
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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
58
Win Rate
8.62%
Avg R / Trade
-0.07
Total R
-4.24
Profit Factor
0.918
Max Drawdown
-27.00R
Avg Win / Avg Loss
+9.54 / -0.98
Long / Short
36 / 22
Stop / Opp-Break Exits
51 / 7
Std Dev (R) / Sharpe-like
3.78 / -0.02
Max Win / Loss Streak
2 / 28
Account Balance ($1,000 start, 1% risk/trade, compounding)
Distribution & Consistency
Std dev 3.78R, mean/std (Sharpe-like) -0.02 — longest losing streak 28 trades, longest winning streak 2 trades. At a 8.62% win rate, losing streaks of this length are statistically expected, not a sign the edge broke.
Avg MAE 0.82R, avg MFE 2.88R — winning trades give back an average of 7.94R 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
31
Win Rate
6.45%
Avg R
-0.16
Total R
-5.02
Profit Factor
0.821
Max Drawdown
-16.00R
CHoCH CounterHTF reversal
Trades
27
Win Rate
11.11%
Avg R
+0.03
Total R
+0.78
Profit Factor
1.032
Max Drawdown
-12.00R
By Direction
LONG
Trades
36
Win Rate
13.89%
Avg R
+0.46
Total R
+16.72
Profit Factor
1.539
Max Drawdown
-19.00R
SHORT
Trades
22
Win Rate
0.0%
Avg R
-0.95
Total R
-20.96
Profit Factor
0.0
Max Drawdown
-19.96R
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 | 2022-04-25 00:00 | 4250.94 | stop | -1.00 | Bearish |
| 3 | SHORT | BOS | 2022-04-29 19:00 | 4133.14 | 4209.45 | 2022-05-04 18:00 | 4209.45 | stop | -1.00 | Bearish |
| 4 | SHORT | BOS | 2022-05-09 10:00 | 4043.25 | 4091.45 | 2022-05-17 20:00 | 4091.45 | stop | -1.00 | Bearish |
| 5 | SHORT | BOS | 2022-05-20 16:00 | 3834.75 | 3951.15 | 2022-05-23 06:00 | 3951.15 | stop | -1.00 | Bearish |
| 6 | LONG | CHoCH | 2022-05-27 13:00 | 4113.83 | 4057.23 | 2022-06-09 19:00 | 4057.23 | stop | -1.00 | Bearish |
| 7 | LONG | CHoCH | 2022-07-04 22:00 | 3830.84 | 3802.75 | 2022-07-05 08:00 | 3802.75 | stop | -1.00 | Bearish |
| 8 | LONG | CHoCH | 2022-07-19 17:00 | 3927.45 | 3857.03 | 2022-09-16 12:00 | 3857.03 | stop | -1.00 | Bearish |
| 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 | 2022-12-06 18:00 | 3937.66 | stop | -1.00 | Bullish |
| 16 | SHORT | CHoCH | 2022-12-15 14:00 | 3914.59 | 3961.95 | 2023-01-11 20:00 | 3961.95 | stop | -1.00 | Bullish |
| 17 | LONG | BOS | 2023-01-23 16:00 | 4028.38 | 3963.12 | 2023-01-25 14:00 | 3963.12 | stop | -1.00 | Bullish |
| 18 | LONG | BOS | 2023-01-26 18:00 | 4041.56 | 4012.97 | 2023-01-31 03:00 | 4012.97 | stop | -1.00 | Bullish |
| 19 | LONG | BOS | 2023-02-01 19:00 | 4103.59 | 4049.73 | 2023-02-17 14:00 | 4049.73 | stop | -1.00 | Bullish |
| 20 | SHORT | CHoCH | 2023-02-21 08:00 | 4041.72 | 4063.48 | 2023-03-06 15:00 | 4063.48 | stop | -1.00 | Bullish |
| 21 | SHORT | CHoCH | 2023-03-09 20:00 | 3917.70 | 4017.15 | 2023-03-22 18:00 | 4017.15 | stop | -1.00 | Bullish |
| 22 | LONG | BOS | 2023-03-30 10:00 | 4050.25 | 4031.96 | 2023-03-30 17:00 | 4031.96 | stop | -1.00 | Bullish |
| 23 | LONG | BOS | 2023-04-11 09:00 | 4120.12 | 4110.06 | 2023-04-11 11:00 | 4110.06 | stop | -1.00 | Bullish |
| 24 | LONG | BOS | 2023-04-18 09:00 | 4165.42 | 4151.86 | 2023-04-18 14:00 | 4151.86 | stop | -1.00 | Bullish |
| 25 | SHORT | CHoCH | 2023-04-25 14:00 | 4109.17 | 4119.51 | 2023-04-27 17:00 | 4119.51 | stop | -1.00 | Bullish |
| 26 | LONG | BOS | 2023-05-10 12:00 | 4151.80 | 4111.92 | 2023-05-10 14:00 | 4111.92 | stop | -1.00 | Bullish |
| 27 | LONG | BOS | 2023-05-17 16:00 | 4150.15 | 4112.91 | 2023-05-24 14:00 | 4112.91 | stop | -1.00 | Bullish |
| 28 | LONG | BOS | 2023-05-28 22:00 | 4222.53 | 4202.98 | 2023-05-30 15:00 | 4202.98 | stop | -1.00 | Bullish |
| 29 | LONG | BOS | 2023-06-02 07:00 | 4235.17 | 4221.45 | 2023-08-17 19:00 | 4369.08 | opp_break | +9.76 | Bullish |
| 30 | LONG | CHoCH | 2023-08-29 15:00 | 4481.70 | 4427.74 | 2023-09-19 14:00 | 4427.74 | stop | -1.00 | Bearish |
| 31 | SHORT | BOS | 2023-10-03 14:00 | 4231.87 | 4280.64 | 2023-10-06 15:00 | 4280.64 | stop | -1.00 | Bearish |
| 32 | LONG | CHoCH | 2023-10-09 17:00 | 4334.06 | 4298.65 | 2023-10-19 07:00 | 4298.65 | stop | -1.00 | Bearish |
| 33 | SHORT | BOS | 2023-10-25 17:00 | 4188.07 | 4222.41 | 2023-11-01 14:00 | 4222.41 | stop | -1.00 | Bearish |
| 34 | LONG | CHoCH | 2023-11-02 12:00 | 4278.35 | 4242.81 | 2024-04-15 19:00 | 5060.78 | opp_break | +22.01 | Bearish |
| 35 | LONG | CHoCH | 2024-04-22 17:00 | 5029.22 | 4974.23 | 2024-08-05 11:00 | 5164.12 | opp_break | +2.45 | Bearish |
| 36 | LONG | CHoCH | 2024-09-02 14:00 | 5652.38 | 5624.36 | 2024-09-03 09:00 | 5624.36 | stop | -1.00 | Bearish |
| 37 | LONG | CHoCH | 2024-09-17 07:00 | 5643.27 | 5625.04 | 2024-09-17 16:00 | 5625.04 | stop | -1.00 | Bearish |
| 38 | LONG | BOS | 2024-09-24 08:00 | 5734.60 | 5706.62 | 2024-09-24 14:00 | 5706.62 | stop | -1.00 | Bullish |
| 39 | SHORT | CHoCH | 2024-09-30 11:00 | 5720.86 | 5735.86 | 2024-09-30 14:00 | 5735.86 | stop | -1.00 | Bullish |
| 40 | LONG | BOS | 2024-10-17 12:00 | 5873.37 | 5864.35 | 2024-10-17 13:00 | 5864.35 | stop | -1.00 | Bullish |
| 41 | SHORT | CHoCH | 2024-10-23 16:00 | 5799.15 | 5841.08 | 2024-10-25 13:00 | 5841.08 | stop | -1.00 | Bullish |
| 42 | SHORT | CHoCH | 2024-11-19 13:00 | 5838.75 | 5883.68 | 2024-11-19 15:00 | 5883.68 | stop | -1.00 | Bullish |
| 43 | SHORT | CHoCH | 2024-12-18 19:00 | 5969.92 | 6070.73 | 2025-01-21 23:00 | 6059.97 | opp_break | -0.89 | Bullish |
| 44 | LONG | BOS | 2025-02-13 19:00 | 6106.16 | 6075.28 | 2025-02-21 15:00 | 6075.28 | stop | -1.00 | Bullish |
| 45 | SHORT | BOS | 2025-02-27 19:00 | 5905.98 | 5965.22 | 2025-03-02 23:00 | 5965.22 | stop | -1.00 | Bearish |
| 46 | LONG | CHoCH | 2025-03-24 08:00 | 5725.12 | 5701.86 | 2025-03-26 17:00 | 5701.86 | stop | -1.00 | Bearish |
| 47 | SHORT | BOS | 2025-04-02 22:00 | 5485.00 | 5717.17 | 2025-04-24 23:00 | 5500.00 | opp_break | -0.06 | Bearish |
| 48 | LONG | BOS | 2025-05-08 15:00 | 5700.84 | 5634.08 | 2025-11-18 15:00 | 6587.94 | opp_break | +13.29 | Bullish |
| 49 | LONG | CHoCH | 2025-11-26 01:00 | 6782.15 | 6689.94 | 2026-01-20 19:00 | 6800.93 | opp_break | +0.20 | Bearish |
| 50 | SHORT | CHoCH | 2026-02-02 03:00 | 6860.44 | 6939.85 | 2026-02-02 14:00 | 6939.85 | stop | -1.00 | Bullish |
| 51 | SHORT | CHoCH | 2026-02-05 14:00 | 6827.75 | 6893.50 | 2026-02-06 16:00 | 6893.50 | stop | -1.00 | Bullish |
| 52 | SHORT | BOS | 2026-02-17 01:00 | 6814.00 | 6854.14 | 2026-02-17 18:00 | 6854.14 | stop | -1.00 | Bearish |
| 53 | LONG | CHoCH | 2026-02-25 14:00 | 6929.60 | 6898.44 | 2026-02-26 15:00 | 6898.44 | stop | -1.00 | Bearish |
| 54 | SHORT | BOS | 2026-03-08 22:00 | 6635.03 | 6768.85 | 2026-03-09 19:00 | 6768.85 | stop | -1.00 | Bearish |
| 55 | SHORT | BOS | 2026-03-19 07:00 | 6606.24 | 6625.80 | 2026-03-19 09:00 | 6625.80 | stop | -1.00 | Bearish |
| 56 | SHORT | BOS | 2026-03-26 16:00 | 6521.64 | 6571.55 | 2026-04-01 06:00 | 6571.55 | stop | -1.00 | Bearish |
| 57 | LONG | CHoCH | 2026-04-06 06:00 | 6586.40 | 6575.15 | 2026-04-07 01:00 | 6575.15 | stop | -1.00 | Bearish |
| 58 | LONG | BOS | 2026-04-24 15:00 | 7161.38 | 7112.88 | 2026-04-29 16:00 | 7112.88 | stop | -1.00 | Bullish |