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Overview
Strategy A
Strategy B
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Regime Analysis
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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
34
Win Rate
23.53%
Avg R / Trade
+1.85
Total R
+62.90
Profit Factor
3.419
Max Drawdown
-8.00R
Avg Win / Avg Loss
+11.11 / -1.00
Long / Short
25 / 9
Stop / Opp-Break Exits
26 / 8
Std Dev (R) / Sharpe-like
8.46 / 0.22
Max Win / Loss Streak
2 / 8
Account Balance ($1,000 start, 1% risk/trade, compounding)
Distribution & Consistency
Std dev 8.46R, mean/std (Sharpe-like) 0.22 — longest losing streak 8 trades, longest winning streak 2 trades. At a 23.53% win rate, losing streaks of this length are statistically expected, not a sign the edge broke.
Avg MAE 0.84R, avg MFE 6.84R — winning trades give back an average of 9.98R 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
20
Win Rate
20.0%
Avg R
+0.82
Total R
+16.31
Profit Factor
2.02
Max Drawdown
-6.00R
CHoCH CounterHTF reversal
Trades
14
Win Rate
28.57%
Avg R
+3.33
Total R
+46.59
Profit Factor
5.659
Max Drawdown
-4.36R
By Direction
LONG
Trades
25
Win Rate
24.0%
Avg R
+2.40
Total R
+59.92
Profit Factor
4.154
Max Drawdown
-6.00R
SHORT
Trades
9
Win Rate
22.22%
Avg R
+0.33
Total R
+2.99
Profit Factor
1.427
Max Drawdown
-7.00R
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 | 2022-11-10 15:00 | 1750.80 | opp_break | +8.22 | Bullish |
| 5 | LONG | BOS | 2022-11-30 09:00 | 1761.81 | 1752.79 | 2022-11-30 15:00 | 1752.79 | stop | -1.00 | Bullish |
| 6 | LONG | BOS | 2022-12-13 13:00 | 1810.87 | 1782.88 | 2022-12-15 08:00 | 1782.88 | stop | -1.00 | Bullish |
| 7 | LONG | BOS | 2023-01-03 02:00 | 1838.24 | 1826.68 | 2023-01-05 15:00 | 1826.68 | stop | -1.00 | Bullish |
| 8 | LONG | BOS | 2023-01-06 18:00 | 1868.55 | 1860.85 | 2023-02-05 23:00 | 1860.85 | stop | -1.00 | Bullish |
| 9 | LONG | BOS | 2023-03-10 14:00 | 1858.27 | 1831.46 | 2023-05-16 15:00 | 1995.92 | opp_break | +5.13 | Bullish |
| 10 | SHORT | BOS | 2023-05-25 12:00 | 1943.57 | 1962.45 | 2023-05-30 16:00 | 1962.45 | stop | -1.00 | Bearish |
| 11 | SHORT | BOS | 2023-06-22 12:00 | 1923.37 | 1929.40 | 2023-06-23 12:00 | 1929.40 | stop | -1.00 | Bearish |
| 12 | SHORT | BOS | 2023-06-27 14:00 | 1917.08 | 1930.36 | 2023-07-03 14:00 | 1930.36 | stop | -1.00 | Bearish |
| 13 | LONG | CHoCH | 2023-07-07 14:00 | 1933.60 | 1912.92 | 2023-07-10 12:00 | 1912.92 | stop | -1.00 | Bearish |
| 14 | SHORT | CHoCH | 2023-07-24 18:00 | 1954.86 | 1961.34 | 2023-07-25 01:00 | 1961.34 | stop | -1.00 | Bullish |
| 15 | LONG | CHoCH | 2023-08-28 15:00 | 1924.64 | 1914.28 | 2023-09-12 11:00 | 1914.28 | stop | -1.00 | Bearish |
| 16 | LONG | CHoCH | 2023-09-18 16:00 | 1930.97 | 1923.42 | 2023-09-21 08:00 | 1923.42 | stop | -1.00 | Bearish |
| 17 | SHORT | BOS | 2023-10-06 12:00 | 1814.99 | 1825.03 | 2023-10-06 13:00 | 1825.03 | stop | -1.00 | Bearish |
| 18 | LONG | CHoCH | 2023-10-08 22:00 | 1849.66 | 1828.98 | 2024-02-13 15:00 | 1992.14 | opp_break | +6.89 | Bearish |
| 19 | LONG | CHoCH | 2024-02-23 16:00 | 2038.27 | 2024.36 | 2024-02-28 10:00 | 2024.36 | stop | -1.00 | Bearish |
| 20 | SHORT | CHoCH | 2024-03-12 13:00 | 2160.30 | 2178.45 | 2024-03-13 17:00 | 2178.45 | stop | -1.00 | Bullish |
| 21 | LONG | BOS | 2024-03-28 20:00 | 2232.70 | 2218.22 | 2024-11-12 07:00 | 2598.12 | opp_break | +25.25 | Bullish |
| 22 | LONG | CHoCH | 2024-11-18 01:00 | 2586.89 | 2559.59 | 2024-12-18 19:00 | 2604.43 | opp_break | +0.64 | Bearish |
| 23 | LONG | CHoCH | 2024-12-26 15:00 | 2636.30 | 2621.60 | 2024-12-27 13:00 | 2621.60 | stop | -1.00 | Bearish |
| 24 | LONG | CHoCH | 2025-01-02 10:00 | 2642.49 | 2635.86 | 2025-01-06 04:00 | 2635.86 | stop | -1.00 | Bearish |
| 25 | LONG | BOS | 2025-01-30 14:00 | 2786.71 | 2777.05 | 2025-02-03 02:00 | 2777.05 | stop | -1.00 | Bullish |
| 26 | LONG | BOS | 2025-02-19 09:00 | 2945.26 | 2930.53 | 2025-02-19 14:00 | 2930.53 | stop | -1.00 | Bullish |
| 27 | SHORT | CHoCH | 2025-02-25 15:00 | 2905.78 | 2937.78 | 2025-03-12 16:00 | 2937.78 | stop | -1.00 | Bullish |
| 28 | LONG | BOS | 2025-03-18 01:00 | 3005.53 | 2999.35 | 2025-03-21 14:00 | 2999.35 | stop | -1.00 | Bullish |
| 29 | LONG | BOS | 2025-03-27 14:00 | 3057.36 | 3033.30 | 2025-04-04 14:00 | 3033.30 | stop | -1.00 | Bullish |
| 30 | LONG | BOS | 2025-04-10 18:00 | 3173.09 | 3115.97 | 2025-05-14 15:00 | 3182.34 | opp_break | +0.16 | Bullish |
| 31 | LONG | CHoCH | 2025-05-20 13:00 | 3261.01 | 3231.57 | 2026-05-20 03:00 | 4463.35 | opp_break | +40.84 | Bearish |
| 32 | LONG | CHoCH | 2026-05-24 22:00 | 4564.95 | 4504.21 | 2026-05-26 11:00 | 4504.21 | stop | -1.00 | Bearish |
| 33 | SHORT | BOS | 2026-06-05 13:00 | 4365.22 | 4475.09 | 2026-08-05 07:00 | 4170.69 | opp_break | +1.77 | Bearish |
| 34 | LONG | BOS | 2026-08-10 18:00 | 4378.15 | 4348.86 | 2026-08-13 19:00 | 4348.86 | stop | -1.00 | Bullish |