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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
47
Win Rate
19.15%
Avg R / Trade
+0.72
Total R
+34.07
Profit Factor
1.928
Max Drawdown
-13.90R
Avg Win / Avg Loss
+7.87 / -0.97
Long / Short
28 / 19
Stop / Opp-Break Exits
36 / 11
Std Dev (R) / Sharpe-like
4.30 / 0.17
Max Win / Loss Streak
2 / 12
Account Balance ($1,000 start, 1% risk/trade, compounding)
Distribution & Consistency
Std dev 4.30R, mean/std (Sharpe-like) 0.17 — longest losing streak 12 trades, longest winning streak 2 trades. At a 19.15% win rate, losing streaks of this length are statistically expected, not a sign the edge broke.
Avg MAE 0.89R, avg MFE 4.47R — winning trades give back an average of 7.42R 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
24
Win Rate
16.67%
Avg R
+0.40
Total R
+9.53
Profit Factor
1.488
Max Drawdown
-9.42R
CHoCH CounterHTF reversal
Trades
23
Win Rate
21.74%
Avg R
+1.07
Total R
+24.54
Profit Factor
2.428
Max Drawdown
-7.00R
By Direction
LONG
Trades
28
Win Rate
25.0%
Avg R
+1.47
Total R
+41.12
Profit Factor
3.005
Max Drawdown
-7.80R
SHORT
Trades
19
Win Rate
10.53%
Avg R
-0.37
Total R
-7.05
Profit Factor
0.564
Max Drawdown
-8.10R
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 | 2022-04-22 17:00 | 13465.45 | stop | -1.00 | 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 | 2022-07-19 19:00 | 12239.26 | opp_break | +0.09 | Bearish |
| 8 | LONG | BOS | 2022-07-28 17:00 | 12707.90 | 12613.85 | 2022-08-26 19:00 | 12613.85 | stop | -1.00 | Bullish |
| 9 | SHORT | CHoCH | 2022-09-21 19:00 | 11633.90 | 12066.92 | 2022-11-11 07:00 | 11717.71 | opp_break | -0.19 | Bullish |
| 10 | LONG | BOS | 2022-11-23 15:00 | 11850.46 | 11709.68 | 2022-11-27 23:00 | 11709.68 | stop | -1.00 | Bullish |
| 11 | LONG | BOS | 2022-11-30 20:00 | 12023.75 | 11477.33 | 2022-12-07 11:00 | 11477.33 | stop | -1.00 | Bullish |
| 12 | SHORT | CHoCH | 2022-12-15 14:00 | 11446.71 | 11611.00 | 2023-01-17 15:00 | 11611.00 | stop | -1.00 | Bullish |
| 13 | LONG | BOS | 2023-01-23 14:00 | 11740.36 | 11589.01 | 2023-01-25 14:00 | 11589.01 | stop | -1.00 | Bullish |
| 14 | LONG | BOS | 2023-02-01 19:00 | 12287.68 | 12029.04 | 2023-02-21 15:00 | 12154.37 | opp_break | -0.52 | Bullish |
| 15 | SHORT | BOS | 2023-03-02 01:00 | 11862.02 | 11952.72 | 2023-03-02 18:00 | 11952.72 | stop | -1.00 | Bearish |
| 16 | LONG | CHoCH | 2023-03-03 14:00 | 12170.05 | 12057.33 | 2023-03-09 19:00 | 12057.33 | stop | -1.00 | Bearish |
| 17 | LONG | CHoCH | 2023-03-16 15:00 | 12514.61 | 12221.40 | 2023-04-25 19:00 | 12724.65 | opp_break | +0.72 | Bearish |
| 18 | LONG | CHoCH | 2023-04-28 16:00 | 13207.99 | 13107.64 | 2023-05-02 14:00 | 13107.64 | stop | -1.00 | Bearish |
| 19 | LONG | BOS | 2023-05-08 18:00 | 13298.14 | 13194.58 | 2023-05-09 19:00 | 13194.58 | stop | -1.00 | Bullish |
| 20 | LONG | BOS | 2023-05-16 14:00 | 13464.65 | 13372.11 | 2023-08-18 11:00 | 14598.79 | opp_break | +12.26 | Bullish |
| 21 | LONG | CHoCH | 2023-08-23 22:00 | 15267.66 | 15132.75 | 2023-08-24 14:00 | 15132.75 | stop | -1.00 | Bearish |
| 22 | LONG | CHoCH | 2023-09-29 13:00 | 14877.63 | 14764.61 | 2023-09-29 15:00 | 14764.61 | stop | -1.00 | Bearish |
| 23 | LONG | CHoCH | 2023-10-06 15:00 | 14909.28 | 14522.82 | 2023-10-23 09:00 | 14522.82 | stop | -1.00 | Bearish |
| 24 | SHORT | BOS | 2023-10-25 17:00 | 14388.79 | 14674.09 | 2023-11-01 19:00 | 14674.09 | stop | -1.00 | Bearish |
| 25 | LONG | CHoCH | 2023-11-02 12:00 | 14867.72 | 14702.72 | 2024-04-15 19:00 | 17704.43 | opp_break | +17.19 | Bearish |
| 26 | LONG | CHoCH | 2024-05-03 13:00 | 17894.05 | 17633.43 | 2024-07-24 15:00 | 19196.08 | opp_break | +5.00 | Bearish |
| 27 | SHORT | BOS | 2024-07-30 16:00 | 18672.78 | 19128.71 | 2024-07-31 12:00 | 19128.71 | stop | -1.00 | Bearish |
| 28 | LONG | CHoCH | 2024-07-31 13:00 | 19243.49 | 19049.69 | 2024-08-01 15:00 | 19049.69 | stop | -1.00 | Bearish |
| 29 | SHORT | BOS | 2024-09-03 14:00 | 19118.09 | 19459.59 | 2024-09-12 18:00 | 19459.59 | stop | -1.00 | Bearish |
| 30 | LONG | CHoCH | 2024-09-19 02:00 | 19581.44 | 19465.71 | 2025-01-13 03:00 | 20714.17 | opp_break | +9.79 | Bearish |
| 31 | LONG | CHoCH | 2025-01-22 03:00 | 21709.12 | 21663.82 | 2025-01-27 00:00 | 21663.82 | stop | -1.00 | Bearish |
| 32 | SHORT | CHoCH | 2025-02-24 20:00 | 21356.29 | 21594.14 | 2025-04-24 19:00 | 19204.64 | opp_break | +9.05 | Bullish |
| 33 | LONG | BOS | 2025-05-08 15:00 | 20187.14 | 19897.50 | 2025-11-20 23:00 | 24062.84 | opp_break | +13.38 | Bullish |
| 34 | LONG | CHoCH | 2025-11-26 16:00 | 25288.28 | 25094.96 | 2025-12-15 15:00 | 25094.96 | stop | -1.00 | Bearish |
| 35 | LONG | BOS | 2026-01-07 15:00 | 25725.40 | 25570.85 | 2026-01-08 05:00 | 25570.85 | stop | -1.00 | Bullish |
| 36 | LONG | BOS | 2026-01-12 19:00 | 25846.25 | 25560.32 | 2026-01-14 10:00 | 25560.32 | stop | -1.00 | Bullish |
| 37 | SHORT | CHoCH | 2026-01-14 15:00 | 25332.16 | 25620.90 | 2026-01-15 09:00 | 25620.90 | stop | -1.00 | Bullish |
| 38 | LONG | CHoCH | 2026-01-27 01:00 | 25794.08 | 25709.14 | 2026-01-29 15:00 | 25709.14 | stop | -1.00 | Bearish |
| 39 | SHORT | CHoCH | 2026-02-02 01:00 | 25294.19 | 25532.09 | 2026-02-02 14:00 | 25532.09 | stop | -1.00 | Bullish |
| 40 | SHORT | CHoCH | 2026-02-04 15:00 | 25046.42 | 25379.33 | 2026-02-11 14:00 | 25379.33 | stop | -1.00 | Bullish |
| 41 | LONG | BOS | 2026-02-25 12:00 | 25087.92 | 25014.49 | 2026-02-26 15:00 | 25014.49 | stop | -1.00 | Bullish |
| 42 | SHORT | CHoCH | 2026-03-02 06:00 | 24550.76 | 24861.45 | 2026-03-02 15:00 | 24861.45 | stop | -1.00 | Bullish |
| 43 | SHORT | BOS | 2026-03-19 12:00 | 24225.03 | 24429.00 | 2026-03-19 19:00 | 24429.00 | stop | -1.00 | Bearish |
| 44 | SHORT | BOS | 2026-03-27 09:00 | 23545.14 | 23781.32 | 2026-03-31 19:00 | 23781.32 | stop | -1.00 | Bearish |
| 45 | LONG | CHoCH | 2026-04-06 04:00 | 24080.37 | 23971.07 | 2026-04-07 13:00 | 23971.07 | stop | -1.00 | Bearish |
| 46 | LONG | BOS | 2026-04-29 23:00 | 27418.41 | 26983.60 | 2026-07-08 11:00 | 28858.17 | opp_break | +3.31 | Bullish |
| 47 | SHORT | BOS | 2026-07-16 17:00 | 29048.01 | 29318.78 | 2026-08-04 13:00 | 29318.78 | stop | -1.00 | Bearish |