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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
87
Win Rate
22.99%
Avg R / Trade
+0.10
Total R
+8.31
Profit Factor
1.129
Max Drawdown
-12.00R
Avg Win / Avg Loss
+3.63 / -0.96
Long / Short
50 / 37
Stop / Opp-Break Exits
63 / 24
Std Dev (R) / Sharpe-like
2.59 / 0.04
Max Win / Loss Streak
3 / 12
Account Balance ($1,000 start, 1% risk/trade, compounding)
Distribution & Consistency
Std dev 2.59R, mean/std (Sharpe-like) 0.04 — longest losing streak 12 trades, longest winning streak 3 trades. At a 22.99% win rate, losing streaks of this length are statistically expected, not a sign the edge broke.
Avg MAE 0.84R, avg MFE 2.57R — winning trades give back an average of 3.37R 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
48
Win Rate
25.0%
Avg R
+0.32
Total R
+15.57
Profit Factor
1.439
Max Drawdown
-8.00R
CHoCH CounterHTF reversal
Trades
39
Win Rate
20.51%
Avg R
-0.19
Total R
-7.26
Profit Factor
0.748
Max Drawdown
-10.00R
By Direction
LONG
Trades
50
Win Rate
28.0%
Avg R
+0.50
Total R
+24.96
Profit Factor
1.703
Max Drawdown
-8.93R
SHORT
Trades
37
Win Rate
16.22%
Avg R
-0.45
Total R
-16.65
Profit Factor
0.423
Max Drawdown
-16.17R
Trades
| # | Dir | Signal | Entry Time (UTC) | Entry | Stop | Exit Time (UTC) | Exit | Reason | R | 4H Bias |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | LONG | CHoCH | 2022-03-03 13:00 | 14334.37 | 14175.27 | 2022-03-03 15:00 | 14175.27 | stop | -1.00 | Bearish |
| 2 | SHORT | BOS | 2022-03-14 16:00 | 13080.89 | 13391.49 | 2022-03-15 15:00 | 13391.49 | stop | -1.00 | Bearish |
| 3 | LONG | CHoCH | 2022-03-16 19:00 | 13957.92 | 13465.45 | 2022-04-06 10:00 | 14652.61 | opp_break | +1.41 | Bearish |
| 4 | SHORT | BOS | 2022-05-02 11:00 | 12785.31 | 12932.62 | 2022-05-02 13:00 | 12932.62 | stop | -1.00 | Bearish |
| 5 | SHORT | BOS | 2022-05-06 13:00 | 12550.07 | 12821.31 | 2022-05-06 14:00 | 12821.31 | stop | -1.00 | Bearish |
| 6 | SHORT | BOS | 2022-05-20 16:00 | 11575.68 | 12080.89 | 2022-05-26 13:00 | 12080.89 | stop | -1.00 | Bearish |
| 7 | SHORT | BOS | 2022-06-09 19:00 | 12270.05 | 12595.60 | 2022-07-04 22:00 | 11620.07 | opp_break | +2.00 | Bearish |
| 8 | LONG | BOS | 2022-07-28 17:00 | 12707.90 | 12613.85 | 2022-08-09 13:00 | 12978.76 | opp_break | +2.88 | Bullish |
| 9 | SHORT | CHoCH | 2022-08-22 14:00 | 12933.55 | 13074.08 | 2022-08-25 14:00 | 13074.08 | stop | -1.00 | Bullish |
| 10 | SHORT | CHoCH | 2022-09-21 19:00 | 11633.90 | 12066.92 | 2022-10-04 13:00 | 11555.05 | opp_break | +0.18 | Bullish |
| 11 | LONG | CHoCH | 2022-11-07 19:00 | 10961.72 | 10831.23 | 2022-11-09 18:00 | 10831.23 | stop | -1.00 | Bearish |
| 12 | LONG | BOS | 2022-11-23 15:00 | 11850.46 | 11709.68 | 2022-11-27 23:00 | 11709.68 | stop | -1.00 | Bullish |
| 13 | LONG | BOS | 2022-11-30 20:00 | 12023.75 | 11477.33 | 2022-12-05 19:00 | 11753.27 | opp_break | -0.50 | Bullish |
| 14 | SHORT | CHoCH | 2022-12-15 14:00 | 11446.71 | 11611.00 | 2022-12-26 23:00 | 11061.45 | opp_break | +2.34 | Bullish |
| 15 | SHORT | CHoCH | 2022-12-27 13:00 | 10960.51 | 11069.31 | 2023-01-03 07:00 | 11000.39 | opp_break | -0.37 | Bullish |
| 16 | LONG | BOS | 2023-01-09 14:00 | 11232.26 | 11061.79 | 2023-01-10 02:00 | 11061.79 | stop | -1.00 | Bullish |
| 17 | LONG | BOS | 2023-01-23 14:00 | 11740.36 | 11589.01 | 2023-01-25 14:00 | 11589.01 | stop | -1.00 | Bullish |
| 18 | LONG | BOS | 2023-02-01 19:00 | 12287.68 | 12029.04 | 2023-02-09 20:00 | 12384.27 | opp_break | +0.37 | Bullish |
| 19 | SHORT | BOS | 2023-03-02 01:00 | 11862.02 | 11952.72 | 2023-03-02 18:00 | 11952.72 | stop | -1.00 | Bearish |
| 20 | LONG | CHoCH | 2023-03-03 14:00 | 12170.05 | 12057.33 | 2023-03-09 19:00 | 12057.33 | stop | -1.00 | Bearish |
| 21 | LONG | CHoCH | 2023-03-16 15:00 | 12514.61 | 12221.40 | 2023-03-28 13:00 | 12570.62 | opp_break | +0.19 | Bearish |
| 22 | LONG | BOS | 2023-04-04 09:00 | 13220.78 | 13109.60 | 2023-04-04 13:00 | 13109.60 | stop | -1.00 | Bullish |
| 23 | LONG | BOS | 2023-04-11 08:00 | 13078.16 | 13047.13 | 2023-04-11 11:00 | 13047.13 | stop | -1.00 | Bullish |
| 24 | SHORT | CHoCH | 2023-04-12 19:00 | 12849.81 | 12984.11 | 2023-04-13 14:00 | 12984.11 | stop | -1.00 | Bullish |
| 25 | SHORT | CHoCH | 2023-04-20 08:00 | 12937.52 | 13039.32 | 2023-04-20 14:00 | 13039.32 | stop | -1.00 | Bullish |
| 26 | LONG | CHoCH | 2023-04-28 16:00 | 13207.99 | 13107.64 | 2023-05-02 14:00 | 13107.64 | stop | -1.00 | Bearish |
| 27 | LONG | BOS | 2023-05-08 18:00 | 13298.14 | 13194.58 | 2023-05-09 19:00 | 13194.58 | stop | -1.00 | Bullish |
| 28 | LONG | BOS | 2023-05-16 14:00 | 13464.65 | 13372.11 | 2023-06-26 16:00 | 14748.01 | opp_break | +13.87 | Bullish |
| 29 | SHORT | CHoCH | 2023-07-10 05:00 | 14943.71 | 15004.60 | 2023-07-10 11:00 | 15004.60 | stop | -1.00 | Bullish |
| 30 | LONG | BOS | 2023-07-18 15:00 | 15750.33 | 15601.10 | 2023-07-20 14:00 | 15601.10 | stop | -1.00 | Bullish |
| 31 | SHORT | CHoCH | 2023-07-20 18:00 | 15486.25 | 15662.22 | 2023-07-27 07:00 | 15662.22 | stop | -1.00 | Bullish |
| 32 | SHORT | CHoCH | 2023-08-02 14:00 | 15399.97 | 15620.84 | 2023-08-23 22:00 | 15267.66 | opp_break | +0.60 | Bullish |
| 33 | LONG | CHoCH | 2023-09-29 13:00 | 14877.63 | 14764.61 | 2023-09-29 15:00 | 14764.61 | stop | -1.00 | Bearish |
| 34 | LONG | CHoCH | 2023-10-06 15:00 | 14909.28 | 14522.82 | 2023-10-23 09:00 | 14522.82 | stop | -1.00 | Bearish |
| 35 | SHORT | BOS | 2023-10-25 17:00 | 14388.79 | 14674.09 | 2023-11-01 19:00 | 14674.09 | stop | -1.00 | Bearish |
| 36 | LONG | CHoCH | 2023-11-02 12:00 | 14867.72 | 14702.72 | 2023-11-30 15:00 | 15885.55 | opp_break | +6.17 | Bearish |
| 37 | LONG | BOS | 2023-12-26 14:00 | 16843.76 | 16799.22 | 2023-12-29 16:00 | 16799.22 | stop | -1.00 | Bullish |
| 38 | LONG | BOS | 2024-01-11 03:00 | 16858.02 | 16739.89 | 2024-01-11 15:00 | 16739.89 | stop | -1.00 | Bullish |
| 39 | SHORT | CHoCH | 2024-01-16 00:00 | 16754.21 | 16834.05 | 2024-01-16 15:00 | 16834.05 | stop | -1.00 | Bullish |
| 40 | LONG | BOS | 2024-02-07 15:00 | 17743.65 | 17565.78 | 2024-02-13 13:00 | 17565.78 | stop | -1.00 | Bullish |
| 41 | SHORT | CHoCH | 2024-02-20 01:00 | 17622.81 | 17736.89 | 2024-02-22 01:00 | 17736.89 | stop | -1.00 | Bullish |
| 42 | LONG | BOS | 2024-03-01 06:00 | 18100.38 | 18076.95 | 2024-03-01 08:00 | 18076.95 | stop | -1.00 | Bullish |
| 43 | LONG | BOS | 2024-03-08 14:00 | 18369.41 | 18230.10 | 2024-03-08 16:00 | 18230.10 | stop | -1.00 | Bullish |
| 44 | SHORT | CHoCH | 2024-03-15 13:00 | 17845.36 | 18073.10 | 2024-03-18 13:00 | 18073.10 | stop | -1.00 | Bullish |
| 45 | SHORT | CHoCH | 2024-04-01 15:00 | 18212.29 | 18391.11 | 2024-04-10 08:00 | 18213.55 | opp_break | -0.01 | Bullish |
| 46 | SHORT | CHoCH | 2024-04-15 17:00 | 17750.64 | 18050.20 | 2024-05-03 13:00 | 17894.05 | opp_break | -0.48 | Bullish |
| 47 | LONG | BOS | 2024-05-20 16:00 | 18704.61 | 18643.24 | 2024-05-20 18:00 | 18643.24 | stop | -1.00 | Bullish |
| 48 | SHORT | CHoCH | 2024-05-30 19:00 | 18540.76 | 18664.85 | 2024-06-03 13:00 | 18664.85 | stop | -1.00 | Bullish |
| 49 | LONG | BOS | 2024-06-11 17:00 | 19134.30 | 19033.62 | 2024-07-17 11:00 | 20084.91 | opp_break | +9.44 | Bullish |
| 50 | SHORT | BOS | 2024-07-30 16:00 | 18672.78 | 19128.71 | 2024-07-31 12:00 | 19128.71 | stop | -1.00 | Bearish |
| 51 | LONG | CHoCH | 2024-07-31 13:00 | 19243.49 | 19049.69 | 2024-08-01 15:00 | 19049.69 | stop | -1.00 | Bearish |
| 52 | SHORT | BOS | 2024-09-03 14:00 | 19118.09 | 19459.59 | 2024-09-12 18:00 | 19459.59 | stop | -1.00 | Bearish |
| 53 | LONG | CHoCH | 2024-09-19 02:00 | 19581.44 | 19465.71 | 2024-10-16 13:00 | 20049.73 | opp_break | +4.05 | Bearish |
| 54 | LONG | BOS | 2024-10-29 20:00 | 20609.54 | 20320.26 | 2024-10-30 22:00 | 20320.26 | stop | -1.00 | Bullish |
| 55 | LONG | BOS | 2024-11-24 23:00 | 20859.50 | 20747.63 | 2024-11-25 17:00 | 20747.63 | stop | -1.00 | Bullish |
| 56 | LONG | BOS | 2024-12-02 14:00 | 21092.08 | 20882.08 | 2024-12-18 20:00 | 21196.70 | opp_break | +0.50 | Bullish |
| 57 | SHORT | CHoCH | 2024-12-30 13:00 | 21157.79 | 21443.92 | 2025-01-06 09:00 | 21443.92 | stop | -1.00 | Bullish |
| 58 | LONG | CHoCH | 2025-01-22 03:00 | 21709.12 | 21663.82 | 2025-01-27 00:00 | 21663.82 | stop | -1.00 | Bearish |
| 59 | SHORT | CHoCH | 2025-02-24 20:00 | 21356.29 | 21594.14 | 2025-03-17 13:00 | 19774.17 | opp_break | +6.65 | Bullish |
| 60 | SHORT | BOS | 2025-04-02 22:00 | 18776.10 | 19808.22 | 2025-04-22 16:00 | 18334.31 | opp_break | +0.43 | Bearish |
| 61 | LONG | BOS | 2025-05-08 15:00 | 20187.14 | 19897.50 | 2025-05-19 02:00 | 21185.17 | opp_break | +3.45 | Bullish |
| 62 | LONG | BOS | 2025-05-28 22:00 | 21533.06 | 21293.37 | 2025-05-29 15:00 | 21293.37 | stop | -1.00 | Bullish |
| 63 | LONG | BOS | 2025-06-05 14:00 | 21821.39 | 21655.59 | 2025-06-05 16:00 | 21655.59 | stop | -1.00 | Bullish |
| 64 | LONG | BOS | 2025-06-10 01:00 | 21939.45 | 21768.53 | 2025-06-10 05:00 | 21768.53 | stop | -1.00 | Bullish |
| 65 | LONG | BOS | 2025-06-23 22:00 | 21986.11 | 21802.30 | 2025-07-07 16:00 | 22672.82 | opp_break | +3.74 | Bullish |
| 66 | LONG | BOS | 2025-07-15 01:00 | 22965.49 | 22820.06 | 2025-07-15 22:00 | 22820.06 | stop | -1.00 | Bullish |
| 67 | LONG | BOS | 2025-07-25 00:00 | 23268.82 | 23220.33 | 2025-07-25 07:00 | 23220.33 | stop | -1.00 | Bullish |
| 68 | SHORT | CHoCH | 2025-08-01 10:00 | 22925.29 | 23010.32 | 2025-08-01 12:00 | 23010.32 | stop | -1.00 | Bullish |
| 69 | LONG | BOS | 2025-08-28 17:00 | 23704.56 | 23603.61 | 2025-08-29 08:00 | 23603.61 | stop | -1.00 | Bullish |
| 70 | SHORT | CHoCH | 2025-09-02 07:00 | 23233.23 | 23403.47 | 2025-09-03 10:00 | 23403.47 | stop | -1.00 | Bullish |
| 71 | LONG | BOS | 2025-09-09 22:00 | 23866.75 | 23719.64 | 2025-10-10 18:00 | 24409.21 | opp_break | +3.69 | Bullish |
| 72 | LONG | BOS | 2025-10-24 06:00 | 25210.78 | 25153.13 | 2025-11-04 05:00 | 25692.66 | opp_break | +8.36 | Bullish |
| 73 | LONG | CHoCH | 2025-11-26 16:00 | 25288.28 | 25094.96 | 2025-12-15 15:00 | 25094.96 | stop | -1.00 | Bearish |
| 74 | LONG | BOS | 2026-01-07 15:00 | 25725.40 | 25570.85 | 2026-01-08 05:00 | 25570.85 | stop | -1.00 | Bullish |
| 75 | LONG | BOS | 2026-01-12 19:00 | 25846.25 | 25560.32 | 2026-01-14 10:00 | 25560.32 | stop | -1.00 | Bullish |
| 76 | SHORT | CHoCH | 2026-01-14 15:00 | 25332.16 | 25620.90 | 2026-01-15 09:00 | 25620.90 | stop | -1.00 | Bullish |
| 77 | LONG | CHoCH | 2026-01-27 01:00 | 25794.08 | 25709.14 | 2026-01-29 15:00 | 25709.14 | stop | -1.00 | Bearish |
| 78 | SHORT | CHoCH | 2026-02-02 01:00 | 25294.19 | 25532.09 | 2026-02-02 14:00 | 25532.09 | stop | -1.00 | Bullish |
| 79 | SHORT | CHoCH | 2026-02-04 15:00 | 25046.42 | 25379.33 | 2026-02-11 14:00 | 25379.33 | stop | -1.00 | Bullish |
| 80 | LONG | BOS | 2026-02-25 12:00 | 25087.92 | 25014.49 | 2026-02-26 15:00 | 25014.49 | stop | -1.00 | Bullish |
| 81 | SHORT | CHoCH | 2026-03-02 06:00 | 24550.76 | 24861.45 | 2026-03-02 15:00 | 24861.45 | stop | -1.00 | Bullish |
| 82 | SHORT | BOS | 2026-03-19 12:00 | 24225.03 | 24429.00 | 2026-03-19 19:00 | 24429.00 | stop | -1.00 | Bearish |
| 83 | SHORT | BOS | 2026-03-27 09:00 | 23545.14 | 23781.32 | 2026-03-31 19:00 | 23781.32 | stop | -1.00 | Bearish |
| 84 | LONG | CHoCH | 2026-04-06 04:00 | 24080.37 | 23971.07 | 2026-04-07 13:00 | 23971.07 | stop | -1.00 | Bearish |
| 85 | LONG | BOS | 2026-04-29 23:00 | 27418.41 | 26983.60 | 2026-06-09 16:00 | 28438.86 | opp_break | +2.35 | Bullish |
| 86 | SHORT | CHoCH | 2026-06-23 07:00 | 29598.40 | 30325.03 | 2026-06-30 19:00 | 30325.03 | stop | -1.00 | Bullish |
| 87 | SHORT | BOS | 2026-07-16 17:00 | 29048.01 | 29318.78 | 2026-08-04 13:00 | 29318.78 | stop | -1.00 | Bearish |