← All Markets
Overview
Strategy A
Strategy B
Trade Viewer
Regime Analysis
Entry Filters
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
47
Win Rate
12.77%
Avg R / Trade
+0.70
Total R
+32.71
Profit Factor
1.798
Max Drawdown
-22.11R
Avg Win / Avg Loss
+12.29 / -1.00
Long / Short
25 / 22
Stop / Opp-Break Exits
41 / 6
Std Dev (R) / Sharpe-like
7.38 / 0.09
Max Win / Loss Streak
1 / 13
Account Balance ($1,000 start, 1% risk/trade, compounding)
Distribution & Consistency
Std dev 7.38R, mean/std (Sharpe-like) 0.09 — longest losing streak 13 trades, longest winning streak 1 trades. At a 12.77% win rate, losing streaks of this length are statistically expected, not a sign the edge broke.
Avg MAE 0.84R, avg MFE 5.74R — winning trades give back an average of 17.65R 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
17
Win Rate
5.88%
Avg R
-0.30
Total R
-5.14
Profit Factor
0.679
Max Drawdown
-11.00R
CHoCH CounterHTF reversal
Trades
30
Win Rate
16.67%
Avg R
+1.26
Total R
+37.85
Profit Factor
2.514
Max Drawdown
-15.87R
By Direction
LONG
Trades
25
Win Rate
16.0%
Avg R
+1.68
Total R
+41.98
Profit Factor
2.999
Max Drawdown
-10.11R
SHORT
Trades
22
Win Rate
9.09%
Avg R
-0.42
Total R
-9.27
Profit Factor
0.537
Max Drawdown
-17.00R
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 14:00 | 25.67 | stop | -1.00 | 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 | 2022-10-03 15:00 | 20.47 | opp_break | +6.45 | Bullish |
| 5 | SHORT | CHoCH | 2022-10-10 01:00 | 19.84 | 20.16 | 2022-11-04 12:00 | 20.16 | stop | -1.00 | Bullish |
| 6 | LONG | BOS | 2022-11-14 18:00 | 22.07 | 21.76 | 2022-11-15 13:00 | 21.76 | stop | -1.00 | Bullish |
| 7 | SHORT | CHoCH | 2022-11-17 03:00 | 21.22 | 21.49 | 2022-11-23 19:00 | 21.49 | stop | -1.00 | Bullish |
| 8 | LONG | BOS | 2022-11-30 13:00 | 21.73 | 21.53 | 2022-11-30 15:00 | 21.53 | stop | -1.00 | Bullish |
| 9 | LONG | BOS | 2022-12-09 16:00 | 23.66 | 23.05 | 2022-12-15 08:00 | 23.05 | stop | -1.00 | Bullish |
| 10 | LONG | BOS | 2022-12-20 19:00 | 24.21 | 23.97 | 2022-12-21 03:00 | 23.97 | stop | -1.00 | Bullish |
| 11 | LONG | BOS | 2022-12-27 02:00 | 23.96 | 23.79 | 2022-12-28 08:00 | 23.79 | stop | -1.00 | Bullish |
| 12 | SHORT | CHoCH | 2022-12-28 09:00 | 23.63 | 24.01 | 2022-12-29 13:00 | 24.01 | stop | -1.00 | Bullish |
| 13 | SHORT | CHoCH | 2023-01-05 08:00 | 23.38 | 23.79 | 2023-01-06 15:00 | 23.79 | stop | -1.00 | Bullish |
| 14 | LONG | CHoCH | 2023-01-12 13:00 | 24.12 | 23.66 | 2023-01-12 14:00 | 23.66 | stop | -1.00 | Bearish |
| 15 | SHORT | BOS | 2023-01-31 08:00 | 23.11 | 23.47 | 2023-01-31 14:00 | 23.47 | stop | -1.00 | Bearish |
| 16 | LONG | CHoCH | 2023-02-01 19:00 | 23.86 | 23.44 | 2023-02-02 17:00 | 23.44 | stop | -1.00 | Bearish |
| 17 | SHORT | BOS | 2023-02-24 10:00 | 21.14 | 21.23 | 2023-03-03 20:00 | 21.23 | stop | -1.00 | Bearish |
| 18 | LONG | CHoCH | 2023-03-13 12:00 | 21.58 | 20.70 | 2023-05-11 15:00 | 24.15 | opp_break | +2.89 | Bearish |
| 19 | SHORT | BOS | 2023-05-16 15:00 | 23.68 | 24.05 | 2023-06-08 13:00 | 24.05 | stop | -1.00 | Bearish |
| 20 | LONG | CHoCH | 2023-07-05 13:00 | 23.10 | 22.80 | 2023-07-06 12:00 | 22.80 | stop | -1.00 | Bearish |
| 21 | LONG | BOS | 2023-07-18 14:00 | 25.08 | 24.84 | 2023-07-20 14:00 | 24.84 | stop | -1.00 | Bullish |
| 22 | SHORT | CHoCH | 2023-07-24 03:00 | 24.57 | 24.72 | 2023-07-26 06:00 | 24.72 | stop | -1.00 | Bullish |
| 23 | SHORT | CHoCH | 2023-09-13 16:00 | 22.83 | 22.96 | 2023-09-14 01:00 | 22.96 | stop | -1.00 | Bullish |
| 24 | SHORT | CHoCH | 2023-09-21 12:00 | 22.89 | 23.25 | 2023-09-21 14:00 | 23.25 | stop | -1.00 | Bullish |
| 25 | LONG | CHoCH | 2023-10-11 07:00 | 22.07 | 21.83 | 2023-10-12 14:00 | 21.83 | stop | -1.00 | Bearish |
| 26 | SHORT | BOS | 2023-11-10 17:00 | 22.27 | 22.47 | 2023-11-14 13:00 | 22.47 | stop | -1.00 | Bearish |
| 27 | LONG | CHoCH | 2023-11-14 14:00 | 23.06 | 22.32 | 2024-01-22 05:00 | 22.32 | stop | -1.00 | Bearish |
| 28 | LONG | CHoCH | 2024-01-24 13:00 | 22.87 | 22.71 | 2024-01-24 14:00 | 22.71 | stop | -1.00 | Bearish |
| 29 | SHORT | BOS | 2024-02-13 14:00 | 22.11 | 22.93 | 2024-02-15 14:00 | 22.93 | stop | -1.00 | Bearish |
| 30 | LONG | CHoCH | 2024-02-16 15:00 | 23.17 | 22.85 | 2024-02-21 15:00 | 22.85 | stop | -1.00 | Bearish |
| 31 | LONG | BOS | 2024-03-04 14:00 | 23.50 | 23.10 | 2024-07-25 03:00 | 27.90 | opp_break | +10.86 | Bullish |
| 32 | SHORT | BOS | 2024-08-05 10:00 | 27.10 | 28.39 | 2024-08-15 12:00 | 28.39 | stop | -1.00 | Bearish |
| 33 | LONG | CHoCH | 2024-09-12 13:00 | 29.24 | 28.74 | 2024-11-14 07:00 | 29.85 | opp_break | +1.24 | Bearish |
| 34 | SHORT | BOS | 2024-11-25 05:00 | 30.62 | 31.47 | 2024-12-04 16:00 | 31.47 | stop | -1.00 | Bearish |
| 35 | SHORT | CHoCH | 2024-12-13 08:00 | 30.81 | 30.98 | 2025-01-24 13:00 | 30.98 | stop | -1.00 | Bullish |
| 36 | LONG | CHoCH | 2025-01-30 08:00 | 31.04 | 30.79 | 2025-02-02 23:00 | 30.79 | stop | -1.00 | Bearish |
| 37 | LONG | CHoCH | 2025-02-14 06:00 | 32.96 | 32.38 | 2025-02-14 16:00 | 32.38 | stop | -1.00 | Bearish |
| 38 | LONG | CHoCH | 2025-03-11 18:00 | 32.89 | 32.61 | 2025-04-03 09:00 | 32.61 | stop | -1.00 | Bearish |
| 39 | LONG | CHoCH | 2025-04-23 14:00 | 33.58 | 32.83 | 2025-04-25 13:00 | 32.83 | stop | -1.00 | Bearish |
| 40 | LONG | CHoCH | 2025-05-06 01:00 | 33.01 | 32.40 | 2025-05-07 19:00 | 32.40 | stop | -1.00 | Bearish |
| 41 | LONG | CHoCH | 2025-05-20 14:00 | 32.85 | 32.14 | 2026-02-05 23:00 | 67.11 | opp_break | +47.99 | Bearish |
| 42 | SHORT | BOS | 2026-02-17 13:00 | 72.98 | 74.85 | 2026-02-18 04:00 | 74.85 | stop | -1.00 | Bearish |
| 43 | LONG | CHoCH | 2026-02-20 08:00 | 79.94 | 78.66 | 2026-03-03 11:00 | 78.66 | stop | -1.00 | Bearish |
| 44 | LONG | BOS | 2026-03-09 18:00 | 85.68 | 83.78 | 2026-03-12 00:00 | 83.78 | stop | -1.00 | Bullish |
| 45 | SHORT | CHoCH | 2026-03-13 14:00 | 80.59 | 84.41 | 2026-05-11 13:00 | 84.41 | stop | -1.00 | Bullish |
| 46 | SHORT | CHoCH | 2026-05-15 05:00 | 77.91 | 81.67 | 2026-08-05 07:00 | 61.82 | opp_break | +4.28 | Bullish |
| 47 | SHORT | CHoCH | 2026-08-18 20:00 | 63.33 | 65.16 | 2026-08-19 13:00 | 65.16 | stop | -1.00 | Bullish |