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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
80
Win Rate
22.5%
Avg R / Trade
+0.08
Total R
+6.56
Profit Factor
1.11
Max Drawdown
-12.92R
Avg Win / Avg Loss
+3.67 / -0.96
Long / Short
49 / 31
Stop / Opp-Break Exits
57 / 23
Std Dev (R) / Sharpe-like
2.84 / 0.03
Max Win / Loss Streak
3 / 10
Account Balance ($1,000 start, 1% risk/trade, compounding)
Distribution & Consistency
Std dev 2.84R, mean/std (Sharpe-like) 0.03 — longest losing streak 10 trades, longest winning streak 3 trades. At a 22.5% win rate, losing streaks of this length are statistically expected, not a sign the edge broke.
Avg MAE 0.87R, avg MFE 3.16R — winning trades give back an average of 4.10R 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
39
Win Rate
23.08%
Avg R
+0.37
Total R
+14.49
Profit Factor
1.521
Max Drawdown
-6.94R
CHoCH CounterHTF reversal
Trades
41
Win Rate
21.95%
Avg R
-0.19
Total R
-7.93
Profit Factor
0.75
Max Drawdown
-14.67R
By Direction
LONG
Trades
49
Win Rate
26.53%
Avg R
+0.38
Total R
+18.44
Profit Factor
1.53
Max Drawdown
-11.00R
SHORT
Trades
31
Win Rate
16.13%
Avg R
-0.38
Total R
-11.89
Profit Factor
0.519
Max Drawdown
-20.61R
Trades
| # | Dir | Signal | Entry Time (UTC) | Entry | Stop | Exit Time (UTC) | Exit | Reason | R | 4H Bias |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | LONG | BOS | 2022-02-24 02:00 | 1920.81 | 1910.00 | 2022-02-24 19:00 | 1910.00 | stop | -1.00 | Bullish |
| 2 | LONG | BOS | 2022-03-01 10:00 | 1925.10 | 1906.17 | 2022-03-16 14:00 | 1906.17 | stop | -1.00 | Bullish |
| 3 | LONG | BOS | 2022-04-08 20:00 | 1947.14 | 1940.27 | 2022-04-11 02:00 | 1940.27 | stop | -1.00 | Bullish |
| 4 | SHORT | CHoCH | 2022-04-19 14:00 | 1955.34 | 1980.24 | 2022-06-02 18:00 | 1869.30 | opp_break | +3.46 | Bullish |
| 5 | LONG | CHoCH | 2022-06-12 22:00 | 1876.12 | 1870.27 | 2022-06-13 01:00 | 1870.27 | stop | -1.00 | Bearish |
| 6 | SHORT | BOS | 2022-06-29 09:00 | 1814.61 | 1821.96 | 2022-06-29 10:00 | 1821.96 | stop | -1.00 | Bearish |
| 7 | SHORT | BOS | 2022-07-05 14:00 | 1767.53 | 1804.57 | 2022-07-22 09:00 | 1724.18 | opp_break | +1.17 | Bearish |
| 8 | SHORT | BOS | 2022-08-29 01:00 | 1723.69 | 1738.66 | 2022-08-29 13:00 | 1738.66 | stop | -1.00 | Bearish |
| 9 | LONG | CHoCH | 2022-09-06 00:00 | 1723.76 | 1710.27 | 2022-09-06 12:00 | 1710.27 | stop | -1.00 | Bearish |
| 10 | LONG | CHoCH | 2022-09-21 18:00 | 1685.80 | 1664.84 | 2022-09-22 00:00 | 1664.84 | stop | -1.00 | Bearish |
| 11 | LONG | CHoCH | 2022-10-03 17:00 | 1694.93 | 1663.77 | 2022-10-11 02:00 | 1663.77 | stop | -1.00 | Bearish |
| 12 | LONG | CHoCH | 2022-10-26 08:00 | 1672.84 | 1655.28 | 2022-10-27 12:00 | 1655.28 | stop | -1.00 | Bearish |
| 13 | SHORT | BOS | 2022-11-03 07:00 | 1629.80 | 1637.63 | 2022-11-04 03:00 | 1637.63 | stop | -1.00 | Bearish |
| 14 | LONG | CHoCH | 2022-11-04 18:00 | 1680.45 | 1670.06 | 2022-11-07 07:00 | 1670.06 | stop | -1.00 | Bearish |
| 15 | LONG | BOS | 2022-11-30 09:00 | 1761.81 | 1752.79 | 2022-11-30 15:00 | 1752.79 | stop | -1.00 | Bullish |
| 16 | LONG | BOS | 2022-12-13 13:00 | 1810.87 | 1782.88 | 2022-12-15 08:00 | 1782.88 | stop | -1.00 | Bullish |
| 17 | LONG | BOS | 2023-01-03 02:00 | 1838.24 | 1826.68 | 2023-01-05 15:00 | 1826.68 | stop | -1.00 | Bullish |
| 18 | LONG | BOS | 2023-01-06 18:00 | 1868.55 | 1860.85 | 2023-01-31 06:00 | 1915.37 | opp_break | +6.08 | Bullish |
| 19 | SHORT | CHoCH | 2023-02-03 13:00 | 1886.67 | 1916.98 | 2023-03-03 11:00 | 1848.35 | opp_break | +1.26 | Bullish |
| 20 | LONG | BOS | 2023-03-10 14:00 | 1858.27 | 1831.46 | 2023-04-10 00:00 | 1998.16 | opp_break | +5.22 | Bullish |
| 21 | SHORT | CHoCH | 2023-04-19 08:00 | 1979.84 | 1995.35 | 2023-04-19 14:00 | 1995.35 | stop | -1.00 | Bullish |
| 22 | SHORT | BOS | 2023-05-25 12:00 | 1943.57 | 1962.45 | 2023-05-30 11:00 | 1960.13 | opp_break | -0.88 | Bearish |
| 23 | SHORT | BOS | 2023-06-22 12:00 | 1923.37 | 1929.40 | 2023-06-23 12:00 | 1929.40 | stop | -1.00 | Bearish |
| 24 | SHORT | BOS | 2023-06-27 14:00 | 1917.08 | 1930.36 | 2023-07-03 14:00 | 1930.36 | stop | -1.00 | Bearish |
| 25 | LONG | CHoCH | 2023-07-07 14:00 | 1933.60 | 1912.92 | 2023-07-10 12:00 | 1912.92 | stop | -1.00 | Bearish |
| 26 | SHORT | CHoCH | 2023-07-24 18:00 | 1954.86 | 1961.34 | 2023-07-25 01:00 | 1961.34 | stop | -1.00 | Bullish |
| 27 | LONG | CHoCH | 2023-08-28 15:00 | 1924.64 | 1914.28 | 2023-09-05 08:00 | 1933.37 | opp_break | +0.84 | Bearish |
| 28 | SHORT | BOS | 2023-09-12 11:00 | 1912.88 | 1921.28 | 2023-09-15 13:00 | 1921.28 | stop | -1.00 | Bearish |
| 29 | LONG | CHoCH | 2023-09-18 16:00 | 1930.97 | 1923.42 | 2023-09-21 08:00 | 1923.42 | stop | -1.00 | Bearish |
| 30 | SHORT | BOS | 2023-10-06 12:00 | 1814.99 | 1825.03 | 2023-10-06 13:00 | 1825.03 | stop | -1.00 | Bearish |
| 31 | LONG | CHoCH | 2023-10-08 22:00 | 1849.66 | 1828.98 | 2023-11-07 07:00 | 1969.26 | opp_break | +5.79 | Bearish |
| 32 | LONG | CHoCH | 2023-11-21 13:00 | 1997.56 | 1986.03 | 2023-12-04 15:00 | 2022.48 | opp_break | +2.16 | Bearish |
| 33 | LONG | BOS | 2023-12-21 23:00 | 2052.68 | 2037.38 | 2024-01-02 15:00 | 2059.26 | opp_break | +0.43 | Bullish |
| 34 | SHORT | CHoCH | 2024-02-12 13:00 | 2018.96 | 2022.47 | 2024-02-13 06:00 | 2022.47 | stop | -1.00 | Bullish |
| 35 | LONG | CHoCH | 2024-02-23 16:00 | 2038.27 | 2024.36 | 2024-02-28 10:00 | 2024.36 | stop | -1.00 | Bearish |
| 36 | SHORT | CHoCH | 2024-03-12 13:00 | 2160.30 | 2178.45 | 2024-03-13 17:00 | 2178.45 | stop | -1.00 | Bullish |
| 37 | LONG | BOS | 2024-03-28 20:00 | 2232.70 | 2218.22 | 2024-04-22 11:00 | 2342.09 | opp_break | +7.56 | Bullish |
| 38 | LONG | BOS | 2024-05-09 14:00 | 2333.18 | 2311.97 | 2024-05-23 19:00 | 2331.42 | opp_break | -0.08 | Bullish |
| 39 | SHORT | CHoCH | 2024-06-07 13:00 | 2309.41 | 2339.28 | 2024-06-12 13:00 | 2339.28 | stop | -1.00 | Bullish |
| 40 | SHORT | CHoCH | 2024-06-26 13:00 | 2296.14 | 2313.88 | 2024-06-27 10:00 | 2313.88 | stop | -1.00 | Bullish |
| 41 | LONG | BOS | 2024-07-11 12:00 | 2406.24 | 2378.95 | 2024-07-22 14:00 | 2387.17 | opp_break | -0.70 | Bullish |
| 42 | SHORT | CHoCH | 2024-09-02 02:00 | 2491.82 | 2504.55 | 2024-09-02 08:00 | 2504.55 | stop | -1.00 | Bullish |
| 43 | LONG | BOS | 2024-09-19 09:00 | 2591.68 | 2551.01 | 2024-10-08 14:00 | 2620.83 | opp_break | +0.72 | Bullish |
| 44 | LONG | BOS | 2024-10-29 01:00 | 2751.97 | 2741.26 | 2024-10-31 14:00 | 2741.26 | stop | -1.00 | Bullish |
| 45 | SHORT | CHoCH | 2024-11-05 02:00 | 2728.34 | 2737.76 | 2024-11-05 06:00 | 2737.76 | stop | -1.00 | Bullish |
| 46 | LONG | CHoCH | 2024-11-18 01:00 | 2586.89 | 2559.59 | 2024-12-06 01:00 | 2617.43 | opp_break | +1.12 | Bearish |
| 47 | LONG | CHoCH | 2024-12-09 10:00 | 2657.41 | 2645.91 | 2024-12-16 00:00 | 2645.91 | stop | -1.00 | Bearish |
| 48 | LONG | CHoCH | 2024-12-26 15:00 | 2636.30 | 2621.60 | 2024-12-27 13:00 | 2621.60 | stop | -1.00 | Bearish |
| 49 | LONG | CHoCH | 2025-01-02 10:00 | 2642.49 | 2635.86 | 2025-01-06 04:00 | 2635.86 | stop | -1.00 | Bearish |
| 50 | LONG | BOS | 2025-01-30 14:00 | 2786.71 | 2777.05 | 2025-02-03 02:00 | 2777.05 | stop | -1.00 | Bullish |
| 51 | LONG | BOS | 2025-02-19 09:00 | 2945.26 | 2930.53 | 2025-02-19 14:00 | 2930.53 | stop | -1.00 | Bullish |
| 52 | SHORT | CHoCH | 2025-02-25 15:00 | 2905.78 | 2937.78 | 2025-03-12 16:00 | 2937.78 | stop | -1.00 | Bullish |
| 53 | LONG | BOS | 2025-03-18 01:00 | 3005.53 | 2999.35 | 2025-03-21 14:00 | 2999.35 | stop | -1.00 | Bullish |
| 54 | LONG | BOS | 2025-03-27 14:00 | 3057.36 | 3033.30 | 2025-04-04 14:00 | 3033.30 | stop | -1.00 | Bullish |
| 55 | LONG | BOS | 2025-04-10 18:00 | 3173.09 | 3115.97 | 2025-04-23 13:00 | 3277.22 | opp_break | +1.82 | Bullish |
| 56 | SHORT | CHoCH | 2025-05-14 12:00 | 3184.62 | 3236.20 | 2025-05-15 20:00 | 3236.20 | stop | -1.00 | Bullish |
| 57 | LONG | CHoCH | 2025-05-20 13:00 | 3261.01 | 3231.57 | 2025-06-06 14:00 | 3325.97 | opp_break | +2.21 | Bearish |
| 58 | LONG | CHoCH | 2025-06-13 00:00 | 3416.16 | 3379.38 | 2025-06-17 03:00 | 3379.38 | stop | -1.00 | Bearish |
| 59 | SHORT | CHoCH | 2025-06-27 03:00 | 3294.07 | 3319.65 | 2025-07-01 01:00 | 3319.65 | stop | -1.00 | Bullish |
| 60 | LONG | BOS | 2025-07-21 11:00 | 3375.20 | 3363.74 | 2025-07-24 09:00 | 3363.74 | stop | -1.00 | Bullish |
| 61 | SHORT | CHoCH | 2025-07-28 13:00 | 3302.09 | 3338.16 | 2025-08-01 12:00 | 3338.16 | stop | -1.00 | Bullish |
| 62 | LONG | BOS | 2025-08-26 00:00 | 3383.09 | 3351.43 | 2025-10-27 14:00 | 3987.70 | opp_break | +19.10 | Bullish |
| 63 | SHORT | CHoCH | 2025-11-17 19:00 | 4011.01 | 4080.89 | 2025-11-18 14:00 | 4080.89 | stop | -1.00 | Bullish |
| 64 | LONG | BOS | 2025-11-24 21:00 | 4134.72 | 4113.73 | 2025-11-25 08:00 | 4113.73 | stop | -1.00 | Bullish |
| 65 | LONG | BOS | 2025-12-11 16:00 | 4273.35 | 4209.44 | 2025-12-31 05:00 | 4285.36 | opp_break | +0.19 | Bullish |
| 66 | LONG | BOS | 2026-01-18 23:00 | 4672.36 | 4580.34 | 2026-02-02 05:00 | 4580.34 | stop | -1.00 | Bullish |
| 67 | LONG | BOS | 2026-02-11 10:00 | 5092.98 | 5045.36 | 2026-02-11 13:00 | 5045.36 | stop | -1.00 | Bullish |
| 68 | SHORT | CHoCH | 2026-02-17 13:00 | 4870.48 | 4944.26 | 2026-02-18 12:00 | 4944.26 | stop | -1.00 | Bullish |
| 69 | LONG | BOS | 2026-02-27 19:00 | 5249.70 | 5221.64 | 2026-03-03 11:00 | 5221.64 | stop | -1.00 | Bullish |
| 70 | SHORT | CHoCH | 2026-03-03 14:00 | 5037.82 | 5226.51 | 2026-03-10 13:00 | 5226.51 | stop | -1.00 | Bullish |
| 71 | SHORT | CHoCH | 2026-03-18 11:00 | 4930.06 | 4995.55 | 2026-03-31 01:00 | 4604.81 | opp_break | +4.97 | Bullish |
| 72 | LONG | BOS | 2026-04-06 07:00 | 4684.48 | 4651.00 | 2026-04-06 17:00 | 4651.00 | stop | -1.00 | Bullish |
| 73 | SHORT | CHoCH | 2026-04-12 22:00 | 4658.40 | 4772.77 | 2026-04-14 00:00 | 4772.77 | stop | -1.00 | Bullish |
| 74 | LONG | BOS | 2026-04-17 13:00 | 4880.18 | 4782.05 | 2026-04-19 22:00 | 4782.05 | stop | -1.00 | Bullish |
| 75 | SHORT | CHoCH | 2026-04-28 05:00 | 4631.80 | 4675.68 | 2026-05-06 05:00 | 4662.88 | opp_break | -0.71 | Bullish |
| 76 | LONG | BOS | 2026-05-11 23:00 | 4767.22 | 4707.72 | 2026-05-12 06:00 | 4707.72 | stop | -1.00 | Bullish |
| 77 | SHORT | CHoCH | 2026-05-15 00:00 | 4629.76 | 4662.61 | 2026-05-24 22:00 | 4564.95 | opp_break | +1.97 | Bullish |
| 78 | SHORT | BOS | 2026-06-05 13:00 | 4365.22 | 4475.09 | 2026-06-17 17:00 | 4379.57 | opp_break | -0.13 | Bearish |
| 79 | LONG | CHoCH | 2026-07-02 12:00 | 4117.28 | 4057.22 | 2026-07-08 08:00 | 4057.22 | stop | -1.00 | Bearish |
| 80 | LONG | CHoCH | 2026-07-22 01:00 | 4121.85 | 4076.39 | 2026-07-23 11:00 | 4076.39 | stop | -1.00 | Bearish |