Signal Outcomes
seq_7gt5of7-1lt_diff_3min_capR-9_-3_5_vol0_trades0_buy0_cooldown1h_g_diff_1hlt-0_5_m2025_12 / long / 2025-12
Generated: 2026-02-09 13:00:11
Daily PnL
| day | signals | total_pnl | avg_pnl | win_pct | loss_pct |
| 2025-12-01 | 7 | -4.17 | -0.6 | 57.14 | 42.86 |
| 2025-12-02 | 5 | -6.91 | -1.38 | 40 | 60 |
| 2025-12-03 | 14 | -16.07 | -1.15 | 57.14 | 42.86 |
| 2025-12-04 | 6 | -21.09 | -3.51 | 33.33 | 66.67 |
| 2025-12-05 | 12 | 7.36 | 0.61 | 58.33 | 41.67 |
| 2025-12-06 | 5 | 10.66 | 2.13 | 80 | 20 |
| 2025-12-07 | 15 | 19.62 | 1.31 | 66.67 | 33.33 |
| 2025-12-08 | 6 | 5.27 | 0.88 | 83.33 | 16.67 |
| 2025-12-09 | 9 | -7.19 | -0.8 | 33.33 | 66.67 |
| 2025-12-10 | 7 | 3.88 | 0.55 | 57.14 | 42.86 |
| 2025-12-11 | 11 | 15.49 | 1.41 | 72.73 | 27.27 |
| 2025-12-12 | 12 | 5.44 | 0.45 | 50 | 50 |
| 2025-12-13 | 8 | -8.78 | -1.1 | 50 | 50 |
| 2025-12-14 | 13 | -0.19 | -0.01 | 38.46 | 61.54 |
| 2025-12-15 | 15 | -6.14 | -0.41 | 40 | 60 |
| 2025-12-16 | 11 | -4.31 | -0.39 | 54.55 | 45.45 |
| 2025-12-17 | 9 | -6.01 | -0.67 | 33.33 | 66.67 |
| 2025-12-18 | 11 | -6.08 | -0.55 | 45.45 | 54.55 |
| 2025-12-19 | 7 | -16.94 | -2.42 | 42.86 | 57.14 |
| 2025-12-20 | 13 | 13.31 | 1.02 | 69.23 | 30.77 |
| 2025-12-21 | 20 | 9.67 | 0.48 | 65 | 35 |
| 2025-12-22 | 13 | 8.23 | 0.63 | 69.23 | 30.77 |
| 2025-12-23 | 9 | -6.05 | -0.67 | 66.67 | 33.33 |
| 2025-12-24 | 7 | -0.62 | -0.09 | 42.86 | 57.14 |
| 2025-12-25 | 10 | -4.76 | -0.48 | 40 | 60 |
| 2025-12-26 | 9 | 14.84 | 1.65 | 66.67 | 33.33 |
| 2025-12-27 | 9 | 6.16 | 0.68 | 44.44 | 55.56 |
| 2025-12-28 | 7 | 8.53 | 1.22 | 85.71 | 14.29 |
| 2025-12-29 | 7 | 14.8 | 2.11 | 100 | 0 |
| 2025-12-30 | 9 | 13.06 | 1.45 | 88.89 | 11.11 |
| 2025-12-31 | 4 | 11.8 | 2.95 | 75 | 25 |
PnL Histogram
| bucket | cnt | avg_pnl | win_pct |
| A < -5 | 19 | -10.54 | 0 |
| B [-5,-2) | 33 | -2.98 | 0 |
| C [-2,0) | 73 | -0.86 | 0 |
| D [0,2) | 84 | 0.9 | 97.62 |
| E [2,5) | 81 | 3.37 | 100 |
| F >= 5 | 10 | 6.56 | 100 |
MFE / MAE Quantiles
| q | mfe | mae |
| 0.1 | 0 | -0.07 |
| 0.25 | 0.01 | -0.04 |
| 0.5 | 0.02 | -0.02 |
| 0.75 | 0.04 | -0.01 |
| 0.9 | 0.06 | -0 |