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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
81
Win Rate
24.69%
Avg R / Trade
+0.18
Total R
+14.77
Profit Factor
1.254
Max Drawdown
-19.62R
Avg Win / Avg Loss
+3.64 / -0.95
Long / Short
42 / 39
Stop / Opp-Break Exits
55 / 26
Std Dev (R) / Sharpe-like
2.93 / 0.06
Max Win / Loss Streak
4 / 18
Account Balance ($1,000 start, 1% risk/trade, compounding)
Distribution & Consistency
Std dev 2.93R, mean/std (Sharpe-like) 0.06 — longest losing streak 18 trades, longest winning streak 4 trades. At a 24.69% win rate, losing streaks of this length are statistically expected, not a sign the edge broke.
Avg MAE 0.83R, avg MFE 2.90R — winning trades give back an average of 3.99R 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
34
Win Rate
14.71%
Avg R
+0.18
Total R
+6.30
Profit Factor
1.225
Max Drawdown
-15.55R
CHoCH CounterHTF reversal
Trades
47
Win Rate
31.91%
Avg R
+0.18
Total R
+8.47
Profit Factor
1.282
Max Drawdown
-6.17R
By Direction
LONG
Trades
42
Win Rate
23.81%
Avg R
+0.34
Total R
+14.48
Profit Factor
1.478
Max Drawdown
-12.93R
SHORT
Trades
39
Win Rate
25.64%
Avg R
+0.01
Total R
+0.28
Profit Factor
1.01
Max Drawdown
-8.21R
Trades
| # | Dir | Signal | Entry Time (UTC) | Entry | Stop | Exit Time (UTC) | Exit | Reason | R | 4H Bias |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | LONG | BOS | 2022-03-04 16:00 | 25.54 | 25.25 | 2022-03-07 13:00 | 25.25 | stop | -1.00 | Bullish |
| 2 | SHORT | CHoCH | 2022-03-14 10:00 | 25.18 | 25.67 | 2022-03-24 13:00 | 25.59 | opp_break | -0.84 | Bullish |
| 3 | SHORT | CHoCH | 2022-03-29 11:00 | 24.44 | 24.66 | 2022-03-29 16:00 | 24.66 | stop | -1.00 | Bullish |
| 4 | SHORT | CHoCH | 2022-04-19 14:00 | 25.21 | 25.94 | 2022-06-06 12:00 | 22.44 | opp_break | +3.77 | Bullish |
| 5 | SHORT | BOS | 2022-06-24 10:00 | 20.85 | 21.00 | 2022-06-24 14:00 | 21.00 | stop | -1.00 | Bearish |
| 6 | SHORT | BOS | 2022-06-30 10:00 | 20.49 | 20.81 | 2022-07-27 18:00 | 19.00 | opp_break | +4.73 | Bearish |
| 7 | LONG | CHoCH | 2022-08-08 13:00 | 20.45 | 19.99 | 2022-08-15 11:00 | 20.23 | opp_break | -0.49 | Bearish |
| 8 | SHORT | BOS | 2022-08-29 01:00 | 18.57 | 18.75 | 2022-08-29 12:00 | 18.75 | stop | -1.00 | Bearish |
| 9 | LONG | CHoCH | 2022-09-06 00:00 | 18.36 | 18.14 | 2022-09-06 13:00 | 18.14 | stop | -1.00 | Bearish |
| 10 | LONG | CHoCH | 2022-10-03 13:00 | 20.18 | 19.27 | 2022-10-10 01:00 | 19.84 | opp_break | -0.38 | Bearish |
| 11 | LONG | BOS | 2022-10-26 07:00 | 19.69 | 19.45 | 2022-10-26 12:00 | 19.45 | stop | -1.00 | Bullish |
| 12 | LONG | BOS | 2022-11-01 09:00 | 19.82 | 19.66 | 2022-11-01 14:00 | 19.66 | stop | -1.00 | Bullish |
| 13 | LONG | BOS | 2022-11-14 18:00 | 22.07 | 21.76 | 2022-11-15 13:00 | 21.76 | stop | -1.00 | Bullish |
| 14 | SHORT | CHoCH | 2022-11-17 03:00 | 21.22 | 21.49 | 2022-11-22 11:00 | 21.30 | opp_break | -0.30 | Bullish |
| 15 | LONG | BOS | 2022-11-30 13:00 | 21.73 | 21.53 | 2022-11-30 15:00 | 21.53 | stop | -1.00 | Bullish |
| 16 | LONG | BOS | 2022-12-09 16:00 | 23.66 | 23.05 | 2022-12-15 08:00 | 23.05 | stop | -1.00 | Bullish |
| 17 | LONG | BOS | 2022-12-20 19:00 | 24.21 | 23.97 | 2022-12-21 03:00 | 23.97 | stop | -1.00 | Bullish |
| 18 | LONG | BOS | 2022-12-27 02:00 | 23.96 | 23.79 | 2022-12-28 08:00 | 23.79 | stop | -1.00 | Bullish |
| 19 | SHORT | CHoCH | 2022-12-28 09:00 | 23.63 | 24.01 | 2022-12-29 13:00 | 24.01 | stop | -1.00 | Bullish |
| 20 | SHORT | CHoCH | 2023-01-05 08:00 | 23.38 | 23.79 | 2023-01-06 15:00 | 23.79 | stop | -1.00 | Bullish |
| 21 | LONG | CHoCH | 2023-01-12 13:00 | 24.12 | 23.66 | 2023-01-12 14:00 | 23.66 | stop | -1.00 | Bearish |
| 22 | SHORT | BOS | 2023-01-31 08:00 | 23.11 | 23.47 | 2023-01-31 14:00 | 23.47 | stop | -1.00 | Bearish |
| 23 | LONG | CHoCH | 2023-02-01 19:00 | 23.86 | 23.44 | 2023-02-02 17:00 | 23.44 | stop | -1.00 | Bearish |
| 24 | SHORT | BOS | 2023-02-24 10:00 | 21.14 | 21.23 | 2023-03-03 19:00 | 21.20 | opp_break | -0.63 | Bearish |
| 25 | LONG | CHoCH | 2023-03-13 12:00 | 21.58 | 20.70 | 2023-04-10 01:00 | 24.78 | opp_break | +3.60 | Bearish |
| 26 | SHORT | CHoCH | 2023-04-25 11:00 | 24.54 | 25.05 | 2023-04-25 18:00 | 25.05 | stop | -1.00 | Bullish |
| 27 | LONG | BOS | 2023-05-04 16:00 | 25.98 | 25.83 | 2023-05-05 11:00 | 25.83 | stop | -1.00 | Bullish |
| 28 | LONG | BOS | 2023-05-10 12:00 | 25.82 | 25.48 | 2023-05-10 14:00 | 25.48 | stop | -1.00 | Bullish |
| 29 | SHORT | CHoCH | 2023-05-11 06:00 | 25.07 | 25.35 | 2023-06-08 13:00 | 24.18 | opp_break | +3.24 | Bullish |
| 30 | LONG | CHoCH | 2023-07-05 13:00 | 23.10 | 22.80 | 2023-07-06 12:00 | 22.80 | stop | -1.00 | Bearish |
| 31 | LONG | BOS | 2023-07-18 14:00 | 25.08 | 24.84 | 2023-07-20 14:00 | 24.84 | stop | -1.00 | Bullish |
| 32 | SHORT | CHoCH | 2023-07-24 03:00 | 24.57 | 24.72 | 2023-07-26 06:00 | 24.72 | stop | -1.00 | Bullish |
| 33 | SHORT | CHoCH | 2023-09-13 16:00 | 22.83 | 22.96 | 2023-09-14 01:00 | 22.96 | stop | -1.00 | Bullish |
| 34 | SHORT | CHoCH | 2023-09-21 12:00 | 22.89 | 23.25 | 2023-09-21 14:00 | 23.25 | stop | -1.00 | Bullish |
| 35 | LONG | CHoCH | 2023-10-11 07:00 | 22.07 | 21.83 | 2023-10-12 14:00 | 21.83 | stop | -1.00 | Bearish |
| 36 | SHORT | BOS | 2023-11-10 17:00 | 22.27 | 22.47 | 2023-11-14 13:00 | 22.47 | stop | -1.00 | Bearish |
| 37 | LONG | CHoCH | 2023-11-14 14:00 | 23.06 | 22.32 | 2023-12-08 14:00 | 23.31 | opp_break | +0.33 | Bearish |
| 38 | SHORT | CHoCH | 2023-12-27 07:00 | 24.10 | 24.20 | 2023-12-27 14:00 | 24.20 | stop | -1.00 | Bullish |
| 39 | SHORT | CHoCH | 2024-01-02 15:00 | 23.72 | 23.99 | 2024-01-24 13:00 | 22.87 | opp_break | +3.17 | Bullish |
| 40 | SHORT | BOS | 2024-02-13 14:00 | 22.11 | 22.93 | 2024-02-15 14:00 | 22.93 | stop | -1.00 | Bearish |
| 41 | LONG | CHoCH | 2024-02-16 15:00 | 23.17 | 22.85 | 2024-02-21 15:00 | 22.85 | stop | -1.00 | Bearish |
| 42 | LONG | BOS | 2024-03-04 14:00 | 23.50 | 23.10 | 2024-03-12 13:00 | 24.12 | opp_break | +1.53 | Bullish |
| 43 | LONG | BOS | 2024-03-20 18:00 | 25.50 | 24.87 | 2024-03-21 14:00 | 24.87 | stop | -1.00 | Bullish |
| 44 | SHORT | CHoCH | 2024-03-27 01:00 | 24.37 | 24.44 | 2024-03-27 02:00 | 24.44 | stop | -1.00 | Bullish |
| 45 | LONG | BOS | 2024-05-15 08:00 | 28.89 | 28.50 | 2024-05-22 18:00 | 30.85 | opp_break | +4.96 | Bullish |
| 46 | SHORT | CHoCH | 2024-06-25 16:00 | 28.86 | 29.61 | 2024-06-28 13:00 | 29.61 | stop | -1.00 | Bullish |
| 47 | LONG | BOS | 2024-07-11 12:00 | 31.64 | 30.87 | 2024-07-12 06:00 | 30.87 | stop | -1.00 | Bullish |
| 48 | SHORT | CHoCH | 2024-07-17 14:00 | 30.34 | 31.06 | 2024-08-09 01:00 | 27.70 | opp_break | +3.66 | Bullish |
| 49 | LONG | CHoCH | 2024-09-12 13:00 | 29.24 | 28.74 | 2024-10-08 14:00 | 30.58 | opp_break | +2.69 | Bearish |
| 50 | SHORT | CHoCH | 2024-10-31 13:00 | 32.90 | 33.60 | 2024-12-03 09:00 | 30.99 | opp_break | +2.74 | Bullish |
| 51 | SHORT | CHoCH | 2024-12-13 08:00 | 30.81 | 30.98 | 2025-01-06 11:00 | 30.26 | opp_break | +3.11 | Bullish |
| 52 | LONG | CHoCH | 2025-01-30 08:00 | 31.04 | 30.79 | 2025-02-02 23:00 | 30.79 | stop | -1.00 | Bearish |
| 53 | LONG | CHoCH | 2025-02-14 06:00 | 32.96 | 32.38 | 2025-02-14 16:00 | 32.38 | stop | -1.00 | Bearish |
| 54 | LONG | CHoCH | 2025-03-11 18:00 | 32.89 | 32.61 | 2025-03-20 10:00 | 33.25 | opp_break | +1.29 | Bearish |
| 55 | SHORT | CHoCH | 2025-04-03 09:00 | 32.53 | 33.28 | 2025-04-23 14:00 | 33.28 | stop | -1.00 | Bullish |
| 56 | LONG | CHoCH | 2025-05-06 01:00 | 33.01 | 32.40 | 2025-05-07 19:00 | 32.40 | stop | -1.00 | Bearish |
| 57 | LONG | CHoCH | 2025-05-20 14:00 | 32.85 | 32.14 | 2025-06-20 02:00 | 35.76 | opp_break | +4.07 | Bearish |
| 58 | LONG | BOS | 2025-07-03 07:00 | 36.90 | 36.73 | 2025-07-03 09:00 | 36.73 | stop | -1.00 | Bullish |
| 59 | SHORT | CHoCH | 2025-07-07 10:00 | 36.23 | 36.62 | 2025-07-07 14:00 | 36.62 | stop | -1.00 | Bullish |
| 60 | LONG | BOS | 2025-07-22 15:00 | 39.18 | 38.73 | 2025-07-24 12:00 | 38.73 | stop | -1.00 | Bullish |
| 61 | SHORT | CHoCH | 2025-07-30 18:00 | 37.08 | 37.70 | 2025-08-05 14:00 | 37.70 | stop | -1.00 | Bullish |
| 62 | SHORT | CHoCH | 2025-08-19 14:00 | 37.47 | 38.09 | 2025-08-21 14:00 | 38.09 | stop | -1.00 | Bullish |
| 63 | LONG | BOS | 2025-09-08 14:00 | 41.56 | 41.11 | 2025-09-09 12:00 | 41.11 | stop | -1.00 | Bullish |
| 64 | LONG | BOS | 2025-09-12 01:00 | 42.00 | 41.39 | 2025-09-17 07:00 | 41.75 | opp_break | -0.41 | Bullish |
| 65 | LONG | BOS | 2025-10-13 04:00 | 51.45 | 49.73 | 2025-10-13 10:00 | 49.73 | stop | -1.00 | Bullish |
| 66 | LONG | BOS | 2025-10-16 14:00 | 53.67 | 52.73 | 2025-10-17 13:00 | 52.73 | stop | -1.00 | Bullish |
| 67 | SHORT | CHoCH | 2025-10-21 08:00 | 49.88 | 51.93 | 2025-11-10 05:00 | 49.45 | opp_break | +0.21 | Bullish |
| 68 | SHORT | CHoCH | 2025-11-17 19:00 | 49.65 | 50.99 | 2025-11-18 19:00 | 50.99 | stop | -1.00 | Bullish |
| 69 | SHORT | CHoCH | 2025-11-21 07:00 | 49.16 | 50.84 | 2025-11-24 18:00 | 50.84 | stop | -1.00 | Bullish |
| 70 | LONG | BOS | 2025-12-09 15:00 | 60.21 | 58.45 | 2026-01-30 09:00 | 97.87 | opp_break | +21.30 | Bullish |
| 71 | SHORT | BOS | 2026-02-17 13:00 | 72.98 | 74.85 | 2026-02-18 04:00 | 74.85 | stop | -1.00 | Bearish |
| 72 | LONG | CHoCH | 2026-02-20 08:00 | 79.94 | 78.66 | 2026-03-03 11:00 | 78.66 | stop | -1.00 | Bearish |
| 73 | LONG | BOS | 2026-03-09 18:00 | 85.68 | 83.78 | 2026-03-12 00:00 | 83.78 | stop | -1.00 | Bullish |
| 74 | SHORT | CHoCH | 2026-03-13 14:00 | 80.59 | 84.41 | 2026-03-31 16:00 | 74.54 | opp_break | +1.59 | Bullish |
| 75 | SHORT | BOS | 2026-04-28 05:00 | 73.42 | 74.80 | 2026-05-01 12:00 | 74.80 | stop | -1.00 | Bearish |
| 76 | LONG | CHoCH | 2026-05-06 09:00 | 77.20 | 75.60 | 2026-05-15 05:00 | 77.91 | opp_break | +0.44 | Bearish |
| 77 | SHORT | CHoCH | 2026-05-27 10:00 | 74.27 | 75.51 | 2026-05-28 16:00 | 75.51 | stop | -1.00 | Bullish |
| 78 | SHORT | CHoCH | 2026-06-03 15:00 | 73.38 | 73.98 | 2026-06-04 11:00 | 73.98 | stop | -1.00 | Bullish |
| 79 | SHORT | BOS | 2026-06-23 03:00 | 63.17 | 65.00 | 2026-06-30 14:00 | 59.83 | opp_break | +1.83 | Bearish |
| 80 | SHORT | BOS | 2026-07-28 13:00 | 56.83 | 57.42 | 2026-07-28 15:00 | 57.42 | stop | -1.00 | Bearish |
| 81 | LONG | CHoCH | 2026-08-04 11:00 | 59.43 | 58.57 | 2026-08-18 20:00 | 63.33 | opp_break | +4.54 | Bearish |