Signal Outcomes
Sequence: 6gt5of6-2lt-1gt | Diff: diff_1min | Cap: [-9, -3.5]
Direction: long | Ahead: 8m | TP: 88 (scaled) | SL: 0.25
Mode: no_tp | Months: 2025-05_to_2026-02
Generated: 2026-03-23 23:37:37
Daily PnL (Original vs Martingale)
2025-05 (no_tp)
| day | signals | orig_pnl | mart_pnl | orig_$ | mart_$ | win_pct |
|---|
| 2025-05-03 | 1 | 0 | 0 | 0 | 0 | 0 |
| 2025-05-08 | 2 | -1.83 | -3.23 | -2.74 | -4.84 | 0 |
| 2025-05-09 | 3 | 4.87 | 10.64 | 7.31 | 15.96 | 66.7 |
| 2025-05-10 | 1 | -2.48 | -2.48 | -3.72 | -3.72 | 0 |
| 2025-05-11 | 3 | 4.99 | 5.39 | 7.49 | 8.08 | 66.7 |
| 2025-05-13 | 1 | -1.02 | -1.02 | -1.54 | -1.54 | 0 |
| 2025-05-26 | 1 | 0.09 | 0.13 | 0.14 | 0.19 | 100 |
| 2025-05-29 | 1 | -0.27 | -0.27 | -0.41 | -0.41 | 0 |
| TOTAL | 13 | 4.35 | 9.16 | 6.53 | 13.72 | 29.18 |
2025-06 (no_tp)
| day | signals | orig_pnl | mart_pnl | orig_$ | mart_$ | win_pct |
|---|
| 2025-06-02 | 1 | -1.58 | -1.58 | -2.36 | -2.36 | 0 |
| 2025-06-06 | 1 | -1.2 | -1.68 | -1.8 | -2.52 | 0 |
| 2025-06-16 | 1 | 6.3 | 12.36 | 9.46 | 18.54 | 100 |
| 2025-06-24 | 1 | -2.18 | -2.18 | -3.27 | -3.27 | 0 |
| 2025-06-25 | 1 | 3.78 | 5.29 | 5.67 | 7.94 | 100 |
| 2025-06-30 | 1 | -0.59 | -0.59 | -0.88 | -0.88 | 0 |
| TOTAL | 6 | 4.53 | 11.62 | 6.82 | 17.45 | 33.33 |
2025-07 (no_tp)
| day | signals | orig_pnl | mart_pnl | orig_$ | mart_$ | win_pct |
|---|
| 2025-07-08 | 1 | -1.04 | -1.04 | -1.56 | -1.56 | 0 |
| 2025-07-09 | 1 | 1.56 | 2.18 | 2.34 | 3.28 | 100 |
| 2025-07-11 | 1 | -3.49 | -3.49 | -5.24 | -5.24 | 0 |
| 2025-07-18 | 2 | 4.62 | 5.95 | 6.93 | 8.92 | 100 |
| 2025-07-21 | 1 | 0.91 | 0.91 | 1.36 | 1.36 | 100 |
| 2025-07-22 | 1 | -2.5 | -2.5 | -3.75 | -3.75 | 0 |
| 2025-07-23 | 1 | -4.91 | -6.87 | -7.36 | -10.3 | 0 |
| 2025-07-27 | 2 | 7.31 | 12.91 | 10.96 | 19.36 | 100 |
| 2025-07-29 | 1 | 0.73 | 0.73 | 1.1 | 1.1 | 100 |
| TOTAL | 11 | 3.19 | 8.78 | 4.78 | 13.17 | 55.56 |
2025-08 (no_tp)
| day | signals | orig_pnl | mart_pnl | orig_$ | mart_$ | win_pct |
|---|
| 2025-08-07 | 1 | 2.19 | 2.19 | 3.29 | 3.29 | 100 |
| 2025-08-09 | 1 | 1.41 | 1.41 | 2.11 | 2.11 | 100 |
| 2025-08-11 | 1 | -0.38 | -0.38 | -0.58 | -0.58 | 0 |
| 2025-08-21 | 1 | 1.88 | 2.64 | 2.82 | 3.95 | 100 |
| 2025-08-24 | 1 | -2.82 | -2.82 | -4.23 | -4.23 | 0 |
| 2025-08-28 | 1 | 11 | 15.4 | 16.5 | 23.09 | 100 |
| TOTAL | 6 | 13.28 | 18.44 | 19.91 | 27.63 | 66.67 |
2025-09 (no_tp)
| day | signals | orig_pnl | mart_pnl | orig_$ | mart_$ | win_pct |
|---|
| 2025-09-01 | 1 | 0.3 | 0.3 | 0.45 | 0.45 | 100 |
| 2025-09-03 | 1 | -1.91 | -1.91 | -2.87 | -2.87 | 0 |
| 2025-09-05 | 1 | -1.71 | -2.4 | -2.57 | -3.6 | 0 |
| 2025-09-08 | 2 | 0.92 | 7.11 | 1.39 | 10.67 | 50 |
| 2025-09-09 | 1 | -2.63 | -3.68 | -3.94 | -5.52 | 0 |
| 2025-09-10 | 4 | -1.92 | -0.59 | -2.87 | -0.89 | 50 |
| 2025-09-11 | 1 | -3.77 | -5.27 | -5.65 | -7.91 | 0 |
| 2025-09-12 | 1 | -1.39 | -2.73 | -2.09 | -4.09 | 0 |
| 2025-09-13 | 2 | 1.36 | 3.56 | 2.04 | 5.34 | 100 |
| 2025-09-15 | 1 | -1.37 | -1.37 | -2.06 | -2.06 | 0 |
| 2025-09-16 | 1 | -0.5 | -0.7 | -0.75 | -1.05 | 0 |
| 2025-09-17 | 2 | 6.99 | 12.36 | 10.48 | 18.54 | 100 |
| 2025-09-21 | 2 | -2.09 | -2.09 | -3.13 | -3.13 | 50 |
| 2025-09-22 | 1 | 2.05 | 2.87 | 3.08 | 4.31 | 100 |
| 2025-09-24 | 1 | -3.68 | -3.68 | -5.52 | -5.52 | 0 |
| 2025-09-25 | 1 | 1.33 | 1.87 | 2 | 2.8 | 100 |
| 2025-09-26 | 1 | -1.41 | -1.41 | -2.11 | -2.11 | 0 |
| 2025-09-27 | 1 | 3.93 | 5.5 | 5.89 | 8.25 | 100 |
| 2025-09-28 | 1 | 5.69 | 5.69 | 8.54 | 8.54 | 100 |
| TOTAL | 26 | 0.19 | 13.43 | 0.31 | 20.15 | 44.74 |
2025-10 (no_tp)
| day | signals | orig_pnl | mart_pnl | orig_$ | mart_$ | win_pct |
|---|
| 2025-10-01 | 1 | -4.39 | -4.39 | -6.58 | -6.58 | 0 |
| 2025-10-02 | 2 | 0.55 | 0.76 | 0.83 | 1.14 | 100 |
| 2025-10-03 | 1 | 1.32 | 1.32 | 1.97 | 1.97 | 100 |
| 2025-10-05 | 2 | -1.63 | -1.63 | -2.45 | -2.45 | 50 |
| 2025-10-06 | 1 | -0.66 | -0.92 | -0.99 | -1.38 | 0 |
| 2025-10-07 | 1 | 0.22 | 0.44 | 0.34 | 0.66 | 100 |
| 2025-10-08 | 2 | 8.89 | 8.89 | 13.34 | 13.34 | 100 |
| 2025-10-10 | 1 | 27.71 | 27.71 | 41.56 | 41.56 | 100 |
| 2025-10-11 | 2 | 0.19 | 0.19 | 0.29 | 0.29 | 50 |
| 2025-10-12 | 2 | 7.93 | 11.31 | 11.9 | 16.96 | 50 |
| 2025-10-13 | 3 | -6.8 | -4.72 | -10.19 | -7.08 | 66.7 |
| 2025-10-14 | 1 | -2.74 | -2.74 | -4.1 | -4.1 | 0 |
| 2025-10-15 | 5 | 1.09 | 1.69 | 1.63 | 2.53 | 60 |
| 2025-10-16 | 3 | -9.85 | -18.07 | -14.77 | -27.11 | 33.3 |
| 2025-10-18 | 1 | -4.81 | -4.81 | -7.22 | -7.22 | 0 |
| 2025-10-21 | 1 | 6.69 | 9.36 | 10.03 | 14.04 | 100 |
| 2025-10-22 | 1 | 3.7 | 3.7 | 5.55 | 5.55 | 100 |
| 2025-10-23 | 1 | 0.42 | 0.42 | 0.64 | 0.64 | 100 |
| 2025-10-24 | 1 | 1.02 | 1.02 | 1.53 | 1.53 | 100 |
| 2025-10-27 | 2 | -12.09 | -12.19 | -18.13 | -18.29 | 0 |
| 2025-10-28 | 1 | -4.51 | -8.85 | -6.77 | -13.27 | 0 |
| 2025-10-29 | 1 | 1.53 | 4.21 | 2.3 | 6.31 | 100 |
| 2025-10-31 | 1 | 2.07 | 2.07 | 3.11 | 3.11 | 100 |
| TOTAL | 37 | 15.85 | 14.77 | 23.82 | 22.15 | 61.3 |
2025-11 (no_tp)
| day | signals | orig_pnl | mart_pnl | orig_$ | mart_$ | win_pct |
|---|
| 2025-11-03 | 1 | -1.59 | -1.59 | -2.39 | -2.39 | 0 |
| 2025-11-04 | 2 | 0.08 | 0.43 | 0.12 | 0.65 | 50 |
| 2025-11-05 | 1 | -2.7 | -3.78 | -4.05 | -5.67 | 0 |
| 2025-11-06 | 5 | 4.46 | 1.12 | 6.69 | 1.68 | 60 |
| 2025-11-07 | 4 | 3.48 | 8.41 | 5.22 | 12.61 | 50 |
| 2025-11-08 | 1 | -5.86 | -5.86 | -8.79 | -8.79 | 0 |
| 2025-11-09 | 1 | 5.6 | 7.84 | 8.4 | 11.75 | 100 |
| 2025-11-10 | 1 | 0.75 | 0.75 | 1.13 | 1.13 | 100 |
| 2025-11-12 | 2 | 0.64 | 1.12 | 0.96 | 1.68 | 50 |
| 2025-11-13 | 3 | 0.81 | 3.63 | 1.21 | 5.44 | 33.3 |
| 2025-11-15 | 2 | -2.85 | -3.93 | -4.28 | -5.89 | 0 |
| 2025-11-17 | 1 | 1.64 | 3.21 | 2.46 | 4.81 | 100 |
| 2025-11-20 | 2 | -3.66 | -0.5 | -5.49 | -0.75 | 50 |
| 2025-11-21 | 2 | 0.27 | 0.83 | 0.4 | 1.25 | 50 |
| 2025-11-22 | 1 | -1.32 | -1.32 | -1.98 | -1.98 | 0 |
| 2025-11-23 | 2 | 1.65 | 2.23 | 2.47 | 3.35 | 100 |
| 2025-11-26 | 1 | -0.85 | -0.85 | -1.27 | -1.27 | 0 |
| TOTAL | 32 | 0.55 | 11.74 | 0.81 | 17.61 | 43.72 |
2025-12 (no_tp)
| day | signals | orig_pnl | mart_pnl | orig_$ | mart_$ | win_pct |
|---|
| 2025-12-01 | 1 | -3.24 | -3.24 | -4.86 | -4.86 | 0 |
| 2025-12-03 | 4 | 1.08 | 3.58 | 1.62 | 5.37 | 75 |
| 2025-12-05 | 1 | 0.55 | 0.55 | 0.83 | 0.83 | 100 |
| 2025-12-11 | 1 | 2.83 | 2.83 | 4.24 | 4.24 | 100 |
| 2025-12-12 | 1 | -1.43 | -1.43 | -2.14 | -2.14 | 0 |
| 2025-12-15 | 1 | 0.35 | 0.5 | 0.53 | 0.74 | 100 |
| 2025-12-17 | 1 | 0.78 | 0.78 | 1.17 | 1.17 | 100 |
| 2025-12-21 | 2 | 3.34 | 3.34 | 5.01 | 5.01 | 100 |
| 2025-12-23 | 3 | -6.47 | -8.8 | -9.71 | -13.21 | 33.3 |
| 2025-12-25 | 1 | 0 | 0 | 0 | 0 | 0 |
| 2025-12-28 | 1 | 2.22 | 6.09 | 3.33 | 9.14 | 100 |
| 2025-12-29 | 1 | 0.75 | 0.75 | 1.12 | 1.12 | 100 |
| TOTAL | 18 | 0.76 | 4.95 | 1.14 | 7.41 | 67.36 |
2026-01 (no_tp)
| day | signals | orig_pnl | mart_pnl | orig_$ | mart_$ | win_pct |
|---|
| 2026-01-02 | 2 | -1.59 | -1.65 | -2.38 | -2.47 | 0 |
| 2026-01-04 | 2 | -6.13 | -12.3 | -9.2 | -18.45 | 0 |
| 2026-01-05 | 2 | 2.49 | 4.91 | 3.74 | 7.37 | 100 |
| 2026-01-06 | 1 | 1.78 | 1.78 | 2.67 | 2.67 | 100 |
| 2026-01-12 | 1 | -0.04 | -0.04 | -0.05 | -0.05 | 0 |
| 2026-01-14 | 2 | 1.76 | 1.91 | 2.65 | 2.87 | 100 |
| 2026-01-18 | 2 | -3.55 | -3.05 | -5.33 | -4.58 | 50 |
| 2026-01-19 | 1 | 5.37 | 5.37 | 8.06 | 8.06 | 100 |
| 2026-01-21 | 2 | 3.93 | 3.93 | 5.9 | 5.9 | 100 |
| 2026-01-30 | 1 | 1.87 | 1.87 | 2.81 | 2.81 | 100 |
| TOTAL | 16 | 5.89 | 2.73 | 8.87 | 4.13 | 65 |
2026-02 (no_tp)
| day | signals | orig_pnl | mart_pnl | orig_$ | mart_$ | win_pct |
|---|
| 2026-02-03 | 1 | -1.93 | -1.93 | -2.9 | -2.9 | 0 |
| 2026-02-06 | 2 | -6.2 | -8.58 | -9.3 | -12.87 | 50 |
| 2026-02-07 | 1 | -2.76 | -2.76 | -4.14 | -4.14 | 0 |
| 2026-02-08 | 1 | -1.59 | -2.22 | -2.38 | -3.33 | 0 |
| 2026-02-11 | 1 | -0.14 | -0.28 | -0.21 | -0.42 | 0 |
| 2026-02-15 | 1 | 0.23 | 0.64 | 0.35 | 0.96 | 100 |
| 2026-02-23 | 1 | -1.08 | -1.08 | -1.63 | -1.63 | 0 |
| 2026-02-24 | 2 | -1.37 | -2.37 | -2.05 | -3.55 | 0 |
| TOTAL | 10 | -14.84 | -18.58 | -22.26 | -27.88 | 18.75 |
Max Consecutive Streaks
2025-05 (no_tp)
| Metric | Count | PnL % | From | To |
|---|
| Max consecutive losses | 4 | -2.06 | 2025-05-03 14:46:00 | 2025-05-09 06:02:00 |
| Max consecutive wins | 2 | 5.1 | 2025-05-09 08:39:00 | 2025-05-09 15:43:00 |
2025-06 (no_tp)
| Metric | Count | PnL % | From | To |
|---|
| Max consecutive losses | 2 | -2.77 | 2025-06-02 09:02:00 | 2025-06-06 17:24:00 |
| Max consecutive wins | 1 | 3.78 | 2025-06-25 04:17:00 | 2025-06-25 04:17:00 |
2025-07 (no_tp)
| Metric | Count | PnL % | From | To |
|---|
| Max consecutive losses | 2 | -7.41 | 2025-07-22 14:19:00 | 2025-07-23 16:39:00 |
| Max consecutive wins | 3 | 8.04 | 2025-07-27 06:35:00 | 2025-07-29 04:01:00 |
2025-08 (no_tp)
| Metric | Count | PnL % | From | To |
|---|
| Max consecutive losses | 1 | -2.82 | 2025-08-24 15:17:00 | 2025-08-24 15:17:00 |
| Max consecutive wins | 2 | 3.6 | 2025-08-07 10:21:00 | 2025-08-09 22:57:00 |
2025-09 (no_tp)
| Metric | Count | PnL % | From | To |
|---|
| Max consecutive losses | 3 | -7.65 | 2025-09-10 23:10:00 | 2025-09-12 04:19:00 |
| Max consecutive wins | 3 | 7.57 | 2025-09-17 08:47:00 | 2025-09-21 08:35:00 |
2025-10 (no_tp)
| Metric | Count | PnL % | From | To |
|---|
| Max consecutive losses | 4 | -14.71 | 2025-10-15 12:16:00 | 2025-10-16 01:14:00 |
| Max consecutive wins | 5 | 37.62 | 2025-10-07 00:25:00 | 2025-10-11 02:26:00 |
2025-11 (no_tp)
| Metric | Count | PnL % | From | To |
|---|
| Max consecutive losses | 4 | -6.37 | 2025-11-04 22:47:00 | 2025-11-06 02:33:00 |
| Max consecutive wins | 3 | 7.33 | 2025-11-06 08:42:00 | 2025-11-06 22:43:00 |
2025-12 (no_tp)
| Metric | Count | PnL % | From | To |
|---|
| Max consecutive losses | 3 | -6.62 | 2025-12-23 09:38:00 | 2025-12-25 03:35:00 |
| Max consecutive wins | 5 | 4.62 | 2025-12-15 23:42:00 | 2025-12-23 01:03:00 |
2026-01 (no_tp)
| Metric | Count | PnL % | From | To |
|---|
| Max consecutive losses | 4 | -7.72 | 2026-01-02 02:32:00 | 2026-01-04 19:18:00 |
| Max consecutive wins | 5 | 12.43 | 2026-01-18 23:49:00 | 2026-01-30 20:20:00 |
2026-02 (no_tp)
| Metric | Count | PnL % | From | To |
|---|
| Max consecutive losses | 3 | -2.45 | 2026-02-07 22:47:00 | 2026-02-11 06:47:00 |
| Max consecutive wins | 1 | 0.18 | 2026-02-06 14:45:00 | 2026-02-06 14:45:00 |
PnL Histogram
2025-05 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| B [-5,-2) | 1 | -2.48 | 0 |
| C [-2,0) | 6 | -0.68 | 0 |
| D [0,2) | 3 | 0.27 | 66.67 |
| E [2,5) | 2 | 2.55 | 100 |
| F >= 5 | 1 | 5.02 | 100 |
| TOTAL | 13 | 0.94 | 53.33 |
2025-06 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| B [-5,-2) | 1 | -2.18 | 0 |
| C [-2,0) | 3 | -1.12 | 0 |
| E [2,5) | 1 | 3.78 | 100 |
| F >= 5 | 1 | 6.3 | 100 |
| TOTAL | 6 | 1.7 | 50 |
2025-07 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| B [-5,-2) | 3 | -3.63 | 0 |
| C [-2,0) | 1 | -1.04 | 0 |
| D [0,2) | 5 | 1.19 | 100 |
| E [2,5) | 1 | 3.33 | 100 |
| F >= 5 | 1 | 5.83 | 100 |
| TOTAL | 11 | 1.14 | 60 |
2025-08 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| B [-5,-2) | 1 | -2.82 | 0 |
| C [-2,0) | 1 | -0.38 | 0 |
| D [0,2) | 2 | 1.65 | 100 |
| E [2,5) | 1 | 2.19 | 100 |
| F >= 5 | 1 | 11 | 100 |
| TOTAL | 6 | 2.33 | 60 |
2025-09 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 1 | -5.52 | 0 |
| B [-5,-2) | 5 | -3.05 | 0 |
| C [-2,0) | 7 | -1.35 | 0 |
| D [0,2) | 8 | 0.83 | 100 |
| E [2,5) | 2 | 2.99 | 100 |
| F >= 5 | 3 | 5.91 | 100 |
| TOTAL | 26 | -0.03 | 50 |
2025-10 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 3 | -11.32 | 0 |
| B [-5,-2) | 6 | -3.74 | 0 |
| C [-2,0) | 6 | -0.57 | 0 |
| D [0,2) | 12 | 0.89 | 100 |
| E [2,5) | 6 | 2.82 | 100 |
| F >= 5 | 4 | 12.02 | 100 |
| TOTAL | 37 | 0.02 | 50 |
2025-11 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 3 | -8.75 | 0 |
| B [-5,-2) | 4 | -2.38 | 0 |
| C [-2,0) | 9 | -0.82 | 0 |
| D [0,2) | 11 | 0.9 | 90.91 |
| E [2,5) | 1 | 2.98 | 100 |
| F >= 5 | 4 | 7.69 | 100 |
| TOTAL | 32 | -0.06 | 48.49 |
2025-12 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 2 | -5.9 | 0 |
| B [-5,-2) | 1 | -3.24 | 0 |
| C [-2,0) | 2 | -1.11 | 0 |
| D [0,2) | 9 | 0.75 | 88.89 |
| E [2,5) | 4 | 2.83 | 100 |
| TOTAL | 18 | -1.33 | 37.78 |
2026-01 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 1 | -5.77 | 0 |
| B [-5,-2) | 1 | -4.81 | 0 |
| C [-2,0) | 4 | -0.5 | 0 |
| D [0,2) | 8 | 1.22 | 100 |
| E [2,5) | 1 | 3.35 | 100 |
| F >= 5 | 1 | 5.37 | 100 |
| TOTAL | 16 | -0.19 | 50 |
2026-02 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 1 | -6.38 | 0 |
| B [-5,-2) | 1 | -2.76 | 0 |
| C [-2,0) | 6 | -1.02 | 0 |
| D [0,2) | 2 | 0.21 | 100 |
| TOTAL | 10 | -2.49 | 25 |
MFE / MAE Quantiles
2025-05 (no_tp)
| q | mfe | mae |
|---|
| 0.1 | 0 | -0.04 |
| 0.25 | 0.01 | -0.02 |
| 0.5 | 0.01 | -0.01 |
| 0.75 | 0.02 | -0.01 |
| 0.9 | 0.04 | -0 |
| TOTAL | 0.08 | -0.08 |
2025-06 (no_tp)
| q | mfe | mae |
|---|
| 0.1 | 0 | -0.04 |
| 0.25 | 0.01 | -0.03 |
| 0.5 | 0.02 | -0.03 |
| 0.75 | 0.04 | -0.01 |
| 0.9 | 0.1 | -0.01 |
| TOTAL | 0.17 | -0.12 |
2025-07 (no_tp)
| q | mfe | mae |
|---|
| 0.1 | 0 | -0.06 |
| 0.25 | 0.01 | -0.04 |
| 0.5 | 0.02 | -0.01 |
| 0.75 | 0.02 | -0 |
| 0.9 | 0.05 | 0 |
| TOTAL | 0.1 | -0.11 |
2025-08 (no_tp)
| q | mfe | mae |
|---|
| 0.1 | 0.01 | -0.08 |
| 0.25 | 0.02 | -0.02 |
| 0.5 | 0.03 | -0 |
| 0.75 | 0.05 | -0 |
| 0.9 | 0.12 | -0 |
| TOTAL | 0.23 | -0.1 |
2025-09 (no_tp)
| q | mfe | mae |
|---|
| 0.1 | 0 | -0.06 |
| 0.25 | 0.01 | -0.04 |
| 0.5 | 0.02 | -0.02 |
| 0.75 | 0.03 | -0.01 |
| 0.9 | 0.06 | -0 |
| TOTAL | 0.12 | -0.13 |
2025-10 (no_tp)
| q | mfe | mae |
|---|
| 0.1 | 0.01 | -0.1 |
| 0.25 | 0.01 | -0.05 |
| 0.5 | 0.02 | -0.02 |
| 0.75 | 0.05 | -0.01 |
| 0.9 | 0.1 | -0.01 |
| TOTAL | 0.19 | -0.19 |
2025-11 (no_tp)
| q | mfe | mae |
|---|
| 0.1 | 0 | -0.11 |
| 0.25 | 0.01 | -0.04 |
| 0.5 | 0.02 | -0.02 |
| 0.75 | 0.03 | -0.01 |
| 0.9 | 0.06 | -0.01 |
| TOTAL | 0.12 | -0.19 |
2025-12 (no_tp)
| q | mfe | mae |
|---|
| 0.1 | 0 | -0.06 |
| 0.25 | 0.01 | -0.02 |
| 0.5 | 0.02 | -0.01 |
| 0.75 | 0.03 | -0 |
| 0.9 | 0.05 | -0 |
| TOTAL | 0.11 | -0.09 |
2026-01 (no_tp)
| q | mfe | mae |
|---|
| 0.1 | 0 | -0.07 |
| 0.25 | 0.01 | -0.02 |
| 0.5 | 0.02 | -0.01 |
| 0.75 | 0.03 | -0 |
| 0.9 | 0.05 | -0 |
| TOTAL | 0.11 | -0.1 |
2026-02 (no_tp)
| q | mfe | mae |
|---|
| 0.1 | 0 | -0.06 |
| 0.25 | 0.01 | -0.05 |
| 0.5 | 0.01 | -0.02 |
| 0.75 | 0.02 | -0.01 |
| 0.9 | 0.03 | -0.01 |
| TOTAL | 0.07 | -0.15 |
All Months Summary
| Type | Total Trades | Total PnL % | Avg PnL % | Win % |
|---|
| Original | 175 | 33.75% | 0.1929% | 52.57% |
| Martingale | 175 | 77.03% ($115.55) | 0.4402% | 52.57% |
Hourly PnL (all months, UTC)
Performance by hour of day (UTC). Red hours are candidates for blocked_hours exclusion or flip_hours direction reversal.
| hour | signals | total_pnl | avg_pnl | win_pct | loss_pct | pos_months | neg_months | consistency |
|---|
| 0 | 9 | -16.23 | -1.8028 | 33.33 | 66.67 | 2 | 5 | 2/7 |
| 1 | 6 | -8.94 | -1.4902 | 16.67 | 83.33 | 1 | 4 | 1/5 |
| 2 | 7 | 11.83 | 1.6896 | 71.43 | 28.57 | 3 | 0 | 3/3 |
| 3 | 5 | -8.81 | -1.762 | 40 | 60 | 1 | 3 | 1/4 |
| 4 | 5 | 1.29 | 0.2588 | 60 | 40 | 2 | 2 | 2/4 |
| 5 | 6 | 2.73 | 0.4558 | 66.67 | 33.33 | 3 | 2 | 3/5 |
| 6 | 7 | 9.58 | 1.3689 | 57.14 | 42.86 | 3 | 3 | 3/6 |
| 7 | 5 | 2.07 | 0.4145 | 40 | 60 | 2 | 2 | 2/4 |
| 8 | 14 | 4.94 | 0.3527 | 57.14 | 42.86 | 4 | 2 | 4/6 |
| 9 | 13 | 1.36 | 0.105 | 53.85 | 46.15 | 4 | 4 | 4/8 |
| 10 | 6 | 0.31 | 0.0521 | 50 | 50 | 1 | 2 | 1/3 |
| 11 | 5 | -5.9 | -1.1793 | 20 | 80 | 0 | 3 | 0/3 |
| 12 | 4 | 3.37 | 0.8419 | 50 | 50 | 2 | 2 | 2/4 |
| 13 | 10 | 1.87 | 0.1871 | 60 | 40 | 3 | 2 | 3/5 |
| 14 | 13 | -21.56 | -1.6587 | 38.46 | 61.54 | 3 | 3 | 3/6 |
| 15 | 9 | -7.76 | -0.8621 | 33.33 | 66.67 | 2 | 5 | 2/7 |
| 16 | 9 | 18.28 | 2.0315 | 77.78 | 22.22 | 6 | 1 | 6/7 |
| 17 | 7 | -5.39 | -0.7695 | 28.57 | 71.43 | 2 | 4 | 2/6 |
| 18 | 7 | -7.36 | -1.0514 | 71.43 | 28.57 | 2 | 2 | 2/4 |
| 19 | 5 | 14.69 | 2.9376 | 80 | 20 | 4 | 1 | 4/5 |
| 20 | 6 | 13.72 | 2.2863 | 66.67 | 33.33 | 4 | 1 | 4/5 |
| 21 | 6 | 30.74 | 5.1231 | 66.67 | 33.33 | 3 | 2 | 3/5 |
| 22 | 7 | 0.32 | 0.0464 | 71.43 | 28.57 | 5 | 1 | 5/6 |
| 23 | 4 | -1.39 | -0.3484 | 50 | 50 | 2 | 2 | 2/4 |
| TOTAL | 175 | 33.76 | 0.3 | 52.52 | 47.48 | 64 | 58 | - |
Per-Month Hourly PnL
2025-05 (no_tp)
| hour | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 3 | 1 | -0.75 | -0.7541 | 0 | 100 |
| 5 | 1 | 0.72 | 0.7249 | 100 | 0 |
| 6 | 1 | -0.23 | -0.2301 | 0 | 100 |
| 7 | 1 | -0.63 | -0.6344 | 0 | 100 |
| 8 | 2 | -0.31 | -0.156 | 50 | 50 |
| 12 | 1 | -1.02 | -1.0238 | 0 | 100 |
| 14 | 2 | 5.02 | 2.511 | 50 | 50 |
| 15 | 1 | 2.93 | 2.9345 | 100 | 0 |
| 20 | 1 | -0.27 | -0.2712 | 0 | 100 |
| 21 | 1 | -1.19 | -1.194 | 0 | 100 |
| 22 | 1 | 0.09 | 0.0907 | 100 | 0 |
| TOTAL | 13 | 4.36 | 0.18 | 36.36 | 63.64 |
2025-06 (no_tp)
| hour | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 0 | 1 | -0.59 | -0.588 | 0 | 100 |
| 4 | 1 | 3.78 | 3.7809 | 100 | 0 |
| 8 | 1 | -2.18 | -2.1782 | 0 | 100 |
| 9 | 1 | -1.58 | -1.5761 | 0 | 100 |
| 12 | 1 | 6.3 | 6.305 | 100 | 0 |
| 17 | 1 | -1.2 | -1.1985 | 0 | 100 |
| TOTAL | 6 | 4.53 | 0.76 | 33.33 | 66.67 |
2025-07 (no_tp)
| hour | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 0 | 1 | -1.04 | -1.0385 | 0 | 100 |
| 4 | 2 | 1.64 | 0.8202 | 100 | 0 |
| 6 | 2 | 9.16 | 4.5806 | 100 | 0 |
| 9 | 2 | -1.93 | -0.965 | 50 | 50 |
| 14 | 1 | -2.5 | -2.4989 | 0 | 100 |
| 16 | 1 | -4.91 | -4.9068 | 0 | 100 |
| 18 | 1 | 1.29 | 1.2904 | 100 | 0 |
| 22 | 1 | 1.47 | 1.4732 | 100 | 0 |
| TOTAL | 11 | 3.18 | -0.16 | 56.25 | 43.75 |
2025-08 (no_tp)
| hour | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 5 | 1 | -0.38 | -0.3848 | 0 | 100 |
| 10 | 1 | 2.19 | 2.1934 | 100 | 0 |
| 15 | 1 | -2.82 | -2.8186 | 0 | 100 |
| 16 | 1 | 1.88 | 1.8827 | 100 | 0 |
| 19 | 1 | 11 | 10.9976 | 100 | 0 |
| 22 | 1 | 1.41 | 1.408 | 100 | 0 |
| TOTAL | 6 | 13.28 | 2.21 | 66.67 | 33.33 |
2025-09 (no_tp)
| hour | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 0 | 1 | 2.05 | 2.0511 | 100 | 0 |
| 1 | 2 | -6.39 | -3.1963 | 0 | 100 |
| 4 | 1 | -1.39 | -1.3913 | 0 | 100 |
| 5 | 1 | 1.14 | 1.1437 | 100 | 0 |
| 6 | 1 | -1.37 | -1.3733 | 0 | 100 |
| 7 | 1 | -1.13 | -1.1288 | 0 | 100 |
| 8 | 2 | 6.18 | 3.089 | 100 | 0 |
| 9 | 2 | 3.78 | 1.8899 | 50 | 50 |
| 10 | 1 | -1.71 | -1.7123 | 0 | 100 |
| 11 | 3 | -3.75 | -1.2509 | 33.33 | 66.67 |
| 12 | 1 | 1.26 | 1.2629 | 100 | 0 |
| 13 | 1 | 0.1 | 0.0978 | 100 | 0 |
| 14 | 1 | 0.56 | 0.5632 | 100 | 0 |
| 15 | 2 | -2.41 | -1.2047 | 0 | 100 |
| 16 | 1 | 3.93 | 3.9268 | 100 | 0 |
| 17 | 1 | -5.52 | -5.5241 | 0 | 100 |
| 19 | 1 | 1.39 | 1.3927 | 100 | 0 |
| 20 | 1 | 5.69 | 5.6929 | 100 | 0 |
| 21 | 1 | 0.3 | 0.2967 | 100 | 0 |
| 23 | 1 | -2.49 | -2.4946 | 0 | 100 |
| TOTAL | 26 | 0.22 | 0.11 | 54.17 | 45.83 |
2025-10 (no_tp)
| hour | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 0 | 2 | -9.93 | -4.9649 | 50 | 50 |
| 1 | 1 | -0.6 | -0.5983 | 0 | 100 |
| 2 | 3 | 5.13 | 1.7084 | 100 | 0 |
| 3 | 2 | -9.84 | -4.9179 | 50 | 50 |
| 4 | 1 | -2.74 | -2.7363 | 0 | 100 |
| 6 | 1 | 1.32 | 1.3158 | 100 | 0 |
| 8 | 1 | 0.72 | 0.7197 | 100 | 0 |
| 9 | 1 | 0.42 | 0.4242 | 100 | 0 |
| 10 | 4 | -0.17 | -0.0421 | 50 | 50 |
| 12 | 1 | -3.18 | -3.1765 | 0 | 100 |
| 13 | 2 | -3.61 | -1.805 | 50 | 50 |
| 14 | 3 | 4.08 | 1.3605 | 66.67 | 33.33 |
| 15 | 1 | -0.78 | -0.7797 | 0 | 100 |
| 16 | 2 | 6.07 | 3.0374 | 50 | 50 |
| 17 | 2 | 1.82 | 0.9088 | 50 | 50 |
| 18 | 3 | -9.93 | -3.3116 | 66.67 | 33.33 |
| 19 | 1 | 1.02 | 1.023 | 100 | 0 |
| 20 | 2 | 5.62 | 2.8107 | 50 | 50 |
| 21 | 2 | 30.9 | 15.4488 | 100 | 0 |
| 22 | 1 | 0.03 | 0.0323 | 100 | 0 |
| 23 | 1 | -0.51 | -0.5066 | 0 | 100 |
| TOTAL | 37 | 15.84 | 0.28 | 56.35 | 43.65 |
2025-11 (no_tp)
| hour | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 0 | 1 | -5.86 | -5.8608 | 0 | 100 |
| 1 | 1 | -2.06 | -2.0586 | 0 | 100 |
| 2 | 2 | 4.79 | 2.3961 | 50 | 50 |
| 5 | 1 | -1.14 | -1.1428 | 0 | 100 |
| 7 | 2 | 0.58 | 0.2892 | 50 | 50 |
| 8 | 7 | 0.16 | 0.0232 | 42.86 | 57.14 |
| 9 | 2 | -2.51 | -1.2534 | 50 | 50 |
| 11 | 1 | -1.59 | -1.593 | 0 | 100 |
| 13 | 3 | 11.21 | 3.7352 | 66.67 | 33.33 |
| 14 | 3 | -21.72 | -7.2394 | 0 | 100 |
| 15 | 1 | -2.7 | -2.7011 | 0 | 100 |
| 16 | 2 | 9.36 | 4.6784 | 100 | 0 |
| 17 | 1 | 6.43 | 6.4257 | 100 | 0 |
| 18 | 1 | 2.98 | 2.983 | 100 | 0 |
| 19 | 1 | 1.64 | 1.6375 | 100 | 0 |
| 21 | 1 | 0.88 | 0.8838 | 100 | 0 |
| 22 | 2 | 0.08 | 0.0416 | 50 | 50 |
| TOTAL | 32 | 0.53 | 0.07 | 47.62 | 52.38 |
2025-12 (no_tp)
| hour | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 0 | 1 | -1.43 | -1.4263 | 0 | 100 |
| 1 | 1 | 0.14 | 0.1446 | 100 | 0 |
| 3 | 1 | 0 | 0 | 0 | 100 |
| 5 | 2 | 2.39 | 1.197 | 100 | 0 |
| 7 | 1 | 3.26 | 3.2574 | 100 | 0 |
| 9 | 3 | 3.11 | 1.0382 | 66.67 | 33.33 |
| 13 | 3 | -6.4 | -2.1332 | 33.33 | 66.67 |
| 15 | 2 | 3.78 | 1.892 | 100 | 0 |
| 16 | 1 | 0.55 | 0.5535 | 100 | 0 |
| 17 | 1 | -5.82 | -5.8221 | 0 | 100 |
| 20 | 1 | 0.8 | 0.8049 | 100 | 0 |
| 23 | 1 | 0.35 | 0.3538 | 100 | 0 |
| TOTAL | 18 | 0.73 | -0.01 | 66.67 | 33.33 |
2026-01 (no_tp)
| hour | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 0 | 2 | 0.57 | 0.2837 | 50 | 50 |
| 1 | 1 | -0.04 | -0.036 | 0 | 100 |
| 2 | 2 | 1.91 | 0.955 | 50 | 50 |
| 3 | 1 | 1.78 | 1.7797 | 100 | 0 |
| 6 | 1 | 0.85 | 0.8503 | 100 | 0 |
| 8 | 1 | 0.37 | 0.3674 | 100 | 0 |
| 9 | 1 | 1.64 | 1.6446 | 100 | 0 |
| 13 | 1 | 0.58 | 0.5775 | 100 | 0 |
| 15 | 1 | -5.77 | -5.7691 | 0 | 100 |
| 16 | 1 | 1.4 | 1.3961 | 100 | 0 |
| 19 | 1 | -0.36 | -0.3628 | 0 | 100 |
| 20 | 1 | 1.87 | 1.87 | 100 | 0 |
| 21 | 1 | -0.15 | -0.1458 | 0 | 100 |
| 23 | 1 | 1.25 | 1.2539 | 100 | 0 |
| TOTAL | 16 | 5.9 | 0.33 | 64.29 | 35.71 |
2026-02 (no_tp)
| hour | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 6 | 1 | -0.14 | -0.1419 | 0 | 100 |
| 9 | 1 | -1.59 | -1.5853 | 0 | 100 |
| 11 | 1 | -0.55 | -0.5506 | 0 | 100 |
| 14 | 3 | -7.01 | -2.3379 | 33.33 | 66.67 |
| 17 | 1 | -1.08 | -1.0848 | 0 | 100 |
| 18 | 2 | -1.7 | -0.8494 | 50 | 50 |
| 22 | 1 | -2.76 | -2.7627 | 0 | 100 |
| TOTAL | 10 | -14.83 | -1.33 | 11.9 | 88.1 |
Martingale Analysis (classic, 1.4x, max 4 steps, base=$150, reset=win)
Statistics
2025-05 (no_tp)
| Metric | Value | Dollar |
|---|
| Original total PnL | 4.35% | $6.53 |
| Martingale total PnL | 9.15% | $13.72 |
| PnL difference | 4.8% | |
| Sequences triggered | 4 | |
| Profitable | 1 | |
| Unprofitable | 3 | |
| Hit max step | 1 | |
| Profit rate | 25% | |
| Avg sequence length | 2.8 | |
| Max sequence length | 5 | |
| Max position size | 3.84x | $576.24 |
| Max capital (actual) | 10.95x | $1641.84 |
| Max capital (uncapped) | 10.95x | $1641.84 |
| Max drawdown (realized) | -3.86% | -$5.79 |
| Max wallet DD (10x lev) | | -$59.17 |
| Worst sequence PnL | -2.12% | $-3.18 |
| Best sequence PnL | 4.48% | $6.72 |
2025-06 (no_tp)
| Metric | Value | Dollar |
|---|
| Original total PnL | 4.54% | $6.82 |
| Martingale total PnL | 11.63% | $17.45 |
| PnL difference | 7.09% | |
| Sequences triggered | 3 | |
| Profitable | 2 | |
| Unprofitable | 1 | |
| Hit max step | 0 | |
| Profit rate | 66.7% | |
| Avg sequence length | 2 | |
| Max sequence length | 3 | |
| Max position size | 1.96x | $294 |
| Max capital (actual) | 4.36x | $654 |
| Max capital (uncapped) | 4.36x | $654 |
| Max drawdown (realized) | -3.25% | -$4.88 |
| Max wallet DD (10x lev) | | -$49.22 |
| Worst sequence PnL | -0.59% | $-0.89 |
| Best sequence PnL | 9.1% | $13.65 |
2025-07 (no_tp)
| Metric | Value | Dollar |
|---|
| Original total PnL | 3.19% | $4.79 |
| Martingale total PnL | 8.78% | $13.18 |
| PnL difference | 5.59% | |
| Sequences triggered | 3 | |
| Profitable | 3 | |
| Unprofitable | 0 | |
| Hit max step | 0 | |
| Profit rate | 100% | |
| Avg sequence length | 2.3 | |
| Max sequence length | 3 | |
| Max position size | 1.96x | $294 |
| Max capital (actual) | 4.36x | $654 |
| Max capital (uncapped) | 4.36x | $654 |
| Max drawdown (realized) | -9.37% | -$14.05 |
| Max wallet DD (10x lev) | | -$140.7 |
| Worst sequence PnL | 1.15% | $1.73 |
| Best sequence PnL | 2.07% | $3.11 |
2025-08 (no_tp)
| Metric | Value | Dollar |
|---|
| Original total PnL | 13.28% | $19.92 |
| Martingale total PnL | 18.43% | $27.65 |
| PnL difference | 5.15% | |
| Sequences triggered | 2 | |
| Profitable | 2 | |
| Unprofitable | 0 | |
| Hit max step | 0 | |
| Profit rate | 100% | |
| Avg sequence length | 2 | |
| Max sequence length | 2 | |
| Max position size | 1.4x | $210 |
| Max capital (actual) | 2.4x | $360 |
| Max capital (uncapped) | 2.4x | $360 |
| Max drawdown (realized) | -2.82% | -$4.23 |
| Max wallet DD (10x lev) | | -$42.31 |
| Worst sequence PnL | 2.25% | $3.38 |
| Best sequence PnL | 12.58% | $18.87 |
2025-09 (no_tp)
| Metric | Value | Dollar |
|---|
| Original total PnL | 0.21% | $0.31 |
| Martingale total PnL | 13.44% | $20.16 |
| PnL difference | 13.23% | |
| Sequences triggered | 8 | |
| Profitable | 4 | |
| Unprofitable | 4 | |
| Hit max step | 0 | |
| Profit rate | 50% | |
| Avg sequence length | 2.6 | |
| Max sequence length | 4 | |
| Max position size | 2.74x | $411.6 |
| Max capital (actual) | 7.1x | $1065.6 |
| Max capital (uncapped) | 7.1x | $1065.6 |
| Max drawdown (realized) | -17.79% | -$26.69 |
| Max wallet DD (10x lev) | | -$157.9 |
| Worst sequence PnL | -7.03% | $-10.55 |
| Best sequence PnL | 8.9% | $13.35 |
2025-10 (no_tp)
| Metric | Value | Dollar |
|---|
| Original total PnL | 15.86% | $23.79 |
| Martingale total PnL | 14.75% | $22.13 |
| PnL difference | -1.1% | |
| Sequences triggered | 9 | |
| Profitable | 4 | |
| Unprofitable | 5 | |
| Hit max step | 1 | |
| Profit rate | 44.4% | |
| Avg sequence length | 2.7 | |
| Max sequence length | 5 | |
| Max position size | 3.84x | $576.24 |
| Max capital (actual) | 10.95x | $1641.84 |
| Max capital (uncapped) | 10.95x | $1641.84 |
| Max drawdown (realized) | -37.99% | -$56.98 |
| Max wallet DD (10x lev) | | -$388.56 |
| Worst sequence PnL | -22.34% | $-33.51 |
| Best sequence PnL | 11.2% | $16.8 |
2025-11 (no_tp)
| Metric | Value | Dollar |
|---|
| Original total PnL | 0.53% | $0.79 |
| Martingale total PnL | 11.74% | $17.6 |
| PnL difference | 11.21% | |
| Sequences triggered | 12 | |
| Profitable | 6 | |
| Unprofitable | 6 | |
| Hit max step | 1 | |
| Profit rate | 50% | |
| Avg sequence length | 2.3 | |
| Max sequence length | 5 | |
| Max position size | 3.84x | $576.24 |
| Max capital (actual) | 10.95x | $1641.84 |
| Max capital (uncapped) | 10.95x | $1641.84 |
| Max drawdown (realized) | -12.66% | -$18.98 |
| Max wallet DD (10x lev) | | -$173.42 |
| Worst sequence PnL | -10.78% | $-16.17 |
| Best sequence PnL | 15.2% | $22.8 |
2025-12 (no_tp)
| Metric | Value | Dollar |
|---|
| Original total PnL | 0.76% | $1.14 |
| Martingale total PnL | 4.95% | $7.42 |
| PnL difference | 4.19% | |
| Sequences triggered | 4 | |
| Profitable | 1 | |
| Unprofitable | 3 | |
| Hit max step | 0 | |
| Profit rate | 25% | |
| Avg sequence length | 2.5 | |
| Max sequence length | 4 | |
| Max position size | 2.74x | $411.6 |
| Max capital (actual) | 7.1x | $1065.6 |
| Max capital (uncapped) | 7.1x | $1065.6 |
| Max drawdown (realized) | -8.95% | -$13.42 |
| Max wallet DD (10x lev) | | -$134.93 |
| Worst sequence PnL | -2.86% | $-4.29 |
| Best sequence PnL | 1.32% | $1.98 |
2026-01 (no_tp)
| Metric | Value | Dollar |
|---|
| Original total PnL | 5.9% | $8.85 |
| Martingale total PnL | 2.74% | $4.11 |
| PnL difference | -3.16% | |
| Sequences triggered | 3 | |
| Profitable | 1 | |
| Unprofitable | 2 | |
| Hit max step | 1 | |
| Profit rate | 33.3% | |
| Avg sequence length | 3 | |
| Max sequence length | 5 | |
| Max position size | 3.84x | $576.24 |
| Max capital (actual) | 10.95x | $1641.84 |
| Max capital (uncapped) | 10.95x | $1641.84 |
| Max drawdown (realized) | -13.95% | -$20.93 |
| Max wallet DD (10x lev) | | -$209.32 |
| Worst sequence PnL | -10.68% | $-16.02 |
| Best sequence PnL | 0.48% | $0.72 |
2026-02 (no_tp)
| Metric | Value | Dollar |
|---|
| Original total PnL | -14.84% | $-22.26 |
| Martingale total PnL | -18.58% | $-27.87 |
| PnL difference | -3.74% | |
| Sequences triggered | 3 | |
| Profitable | 0 | |
| Unprofitable | 3 | |
| Hit max step | 0 | |
| Profit rate | 0% | |
| Avg sequence length | 3.3 | |
| Max sequence length | 4 | |
| Max position size | 2.74x | $411.6 |
| Max capital (actual) | 7.1x | $1065.6 |
| Max capital (uncapped) | 7.1x | $1065.6 |
| Max drawdown (realized) | -18.58% | -$27.87 |
| Max wallet DD (10x lev) | | -$163.46 |
| Worst sequence PnL | -10.51% | $-15.77 |
| Best sequence PnL | 0% | $0 |
Martingale Sequences
2025-05 (no_tp)
| # | Losses | Len | Max Pos | Capital | Uncapped | Orig PnL | Mart PnL | Mart $ | Profit | Start | End |
|---|
| 1 | 4 | 5 | 3.84x ($576) | 10.95x ($1642.5) | 10.95x ($1642.5) | 0.11% | 4.48% | $6.72 | Yes | 2025-05-03 14:46:00 | 2025-05-09 08:39:00 |
| 2 | 2 | 3 | 1.96x ($294) | 4.36x ($654) | 4.36x ($654) | -2.51% | -2.12% | $-3.18 | No | 2025-05-10 08:51:00 | 2025-05-11 05:12:00 |
| 3 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | -0.93% | -0.9% | $-1.35 | No | 2025-05-13 12:55:00 | 2025-05-26 22:41:00 |
| 4 | 1 | 1 | 1.4x ($210) | 1x ($150) | 1x ($150) | -0.27% | -0.27% | $-0.41 | No | 2025-05-29 20:06:00 | 2025-05-29 20:06:00 |
2025-06 (no_tp)
| # | Losses | Len | Max Pos | Capital | Uncapped | Orig PnL | Mart PnL | Mart $ | Profit | Start | End |
|---|
| 1 | 2 | 3 | 1.96x ($294) | 4.36x ($654) | 4.36x ($654) | 3.53% | 9.1% | $13.65 | Yes | 2025-06-02 09:02:00 | 2025-06-16 12:39:00 |
| 2 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | 1.6% | 3.12% | $4.68 | Yes | 2025-06-24 08:17:00 | 2025-06-25 04:17:00 |
| 3 | 1 | 1 | 1.4x ($210) | 1x ($150) | 1x ($150) | -0.59% | -0.59% | $-0.89 | No | 2025-06-30 00:49:00 | 2025-06-30 00:49:00 |
2025-07 (no_tp)
| # | Losses | Len | Max Pos | Capital | Uncapped | Orig PnL | Mart PnL | Mart $ | Profit | Start | End |
|---|
| 1 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | 0.52% | 1.15% | $1.73 | Yes | 2025-07-08 00:47:00 | 2025-07-09 09:44:00 |
| 2 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | -0.16% | 1.17% | $1.76 | Yes | 2025-07-11 09:16:00 | 2025-07-18 06:45:00 |
| 3 | 2 | 3 | 1.96x ($294) | 4.36x ($654) | 4.36x ($654) | -1.57% | 2.07% | $3.11 | Yes | 2025-07-22 14:19:00 | 2025-07-27 06:35:00 |
2025-08 (no_tp)
| # | Losses | Len | Max Pos | Capital | Uncapped | Orig PnL | Mart PnL | Mart $ | Profit | Start | End |
|---|
| 1 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | 1.5% | 2.25% | $3.38 | Yes | 2025-08-11 05:23:00 | 2025-08-21 16:01:00 |
| 2 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | 8.18% | 12.58% | $18.87 | Yes | 2025-08-24 15:17:00 | 2025-08-28 19:46:00 |
2025-09 (no_tp)
| # | Losses | Len | Max Pos | Capital | Uncapped | Orig PnL | Mart PnL | Mart $ | Profit | Start | End |
|---|
| 1 | 2 | 3 | 1.96x ($294) | 4.36x ($654) | 4.36x ($654) | 2.83% | 8.33% | $12.5 | Yes | 2025-09-03 15:11:00 | 2025-09-08 09:09:00 |
| 2 | 2 | 3 | 1.96x ($294) | 4.36x ($654) | 4.36x ($654) | -7.01% | -6.96% | $-10.44 | No | 2025-09-08 17:31:00 | 2025-09-10 05:36:00 |
| 3 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | -0.57% | -0.34% | $-0.51 | No | 2025-09-10 07:48:00 | 2025-09-10 14:04:00 |
| 4 | 3 | 4 | 2.74x ($411) | 7.1x ($1065) | 7.1x ($1065) | -6.39% | -7.03% | $-10.55 | No | 2025-09-10 23:10:00 | 2025-09-13 12:14:00 |
| 5 | 2 | 3 | 1.96x ($294) | 4.36x ($654) | 4.36x ($654) | 3.72% | 8.9% | $13.35 | Yes | 2025-09-15 06:11:00 | 2025-09-17 08:47:00 |
| 6 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | -0.62% | 0.2% | $0.3 | Yes | 2025-09-21 09:16:00 | 2025-09-22 00:11:00 |
| 7 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | -2.35% | -1.81% | $-2.72 | No | 2025-09-24 11:52:00 | 2025-09-25 11:06:00 |
| 8 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | 2.52% | 4.09% | $6.14 | Yes | 2025-09-26 11:44:00 | 2025-09-27 16:53:00 |
2025-10 (no_tp)
| # | Losses | Len | Max Pos | Capital | Uncapped | Orig PnL | Mart PnL | Mart $ | Profit | Start | End |
|---|
| 1 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | -3.87% | -3.66% | $-5.49 | No | 2025-10-01 10:55:00 | 2025-10-02 18:28:00 |
| 2 | 2 | 3 | 1.96x ($294) | 4.36x ($654) | 4.36x ($654) | -3.25% | -3.3% | $-4.95 | No | 2025-10-05 20:08:00 | 2025-10-07 00:25:00 |
| 3 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | 7.83% | 11.2% | $16.8 | Yes | 2025-10-11 16:22:00 | 2025-10-12 20:41:00 |
| 4 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | 1.49% | 2.29% | $3.44 | Yes | 2025-10-12 23:17:00 | 2025-10-13 03:34:00 |
| 5 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | -8.79% | -7.52% | $-11.28 | No | 2025-10-13 18:12:00 | 2025-10-13 21:14:00 |
| 6 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | -0.46% | 0.45% | $0.68 | Yes | 2025-10-14 04:00:00 | 2025-10-15 02:02:00 |
| 7 | 4 | 5 | 3.84x ($576) | 10.95x ($1642.5) | 10.95x ($1642.5) | -13.8% | -22.34% | $-33.51 | No | 2025-10-15 12:16:00 | 2025-10-16 13:09:00 |
| 8 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | 1.87% | 4.55% | $6.83 | Yes | 2025-10-18 14:04:00 | 2025-10-21 16:23:00 |
| 9 | 3 | 4 | 2.74x ($411) | 7.1x ($1065) | 7.1x ($1065) | -15.07% | -16.83% | $-25.25 | No | 2025-10-27 03:57:00 | 2025-10-29 18:40:00 |
2025-11 (no_tp)
| # | Losses | Len | Max Pos | Capital | Uncapped | Orig PnL | Mart PnL | Mart $ | Profit | Start | End |
|---|
| 1 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | -0.71% | -0.36% | $-0.54 | No | 2025-11-03 11:04:00 | 2025-11-04 21:47:00 |
| 2 | 4 | 5 | 3.84x ($576) | 10.95x ($1642.5) | 10.95x ($1642.5) | -6.35% | -10.78% | $-16.17 | No | 2025-11-04 22:47:00 | 2025-11-06 08:42:00 |
| 3 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | 10.86% | 15.2% | $22.8 | Yes | 2025-11-07 08:33:00 | 2025-11-07 13:08:00 |
| 4 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | -7.38% | -6.8% | $-10.2 | No | 2025-11-07 14:05:00 | 2025-11-07 16:21:00 |
| 5 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | -0.26% | 1.98% | $2.97 | Yes | 2025-11-08 00:30:00 | 2025-11-09 02:39:00 |
| 6 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | 0.64% | 1.12% | $1.68 | Yes | 2025-11-12 08:49:00 | 2025-11-12 13:06:00 |
| 7 | 2 | 3 | 1.96x ($294) | 4.36x ($654) | 4.36x ($654) | 0.81% | 3.63% | $5.45 | Yes | 2025-11-13 08:24:00 | 2025-11-13 18:06:00 |
| 8 | 2 | 3 | 1.96x ($294) | 4.36x ($654) | 4.36x ($654) | -1.22% | -0.72% | $-1.08 | No | 2025-11-15 07:57:00 | 2025-11-17 19:05:00 |
| 9 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | -3.66% | -0.5% | $-0.75 | No | 2025-11-20 14:14:00 | 2025-11-20 16:18:00 |
| 10 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | 0.27% | 0.83% | $1.25 | Yes | 2025-11-21 05:54:00 | 2025-11-21 08:25:00 |
| 11 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | 0.15% | 0.74% | $1.11 | Yes | 2025-11-22 14:58:00 | 2025-11-23 08:22:00 |
| 12 | 1 | 1 | 1.4x ($210) | 1x ($150) | 1x ($150) | -0.85% | -0.85% | $-1.28 | No | 2025-11-26 13:25:00 | 2025-11-26 13:25:00 |
2025-12 (no_tp)
| # | Losses | Len | Max Pos | Capital | Uncapped | Orig PnL | Mart PnL | Mart $ | Profit | Start | End |
|---|
| 1 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | 0.02% | 1.32% | $1.98 | Yes | 2025-12-01 13:52:00 | 2025-12-03 07:42:00 |
| 2 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | -2.98% | -1.78% | $-2.67 | No | 2025-12-03 13:56:00 | 2025-12-03 15:37:00 |
| 3 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | -1.07% | -0.93% | $-1.4 | No | 2025-12-12 00:29:00 | 2025-12-15 23:42:00 |
| 4 | 3 | 4 | 2.74x ($411) | 7.1x ($1065) | 7.1x ($1065) | -4.4% | -2.86% | $-4.29 | No | 2025-12-23 09:38:00 | 2025-12-28 09:00:00 |
2026-01 (no_tp)
| # | Losses | Len | Max Pos | Capital | Uncapped | Orig PnL | Mart PnL | Mart $ | Profit | Start | End |
|---|
| 1 | 4 | 5 | 3.84x ($576) | 10.95x ($1642.5) | 10.95x ($1642.5) | -6.87% | -10.68% | $-16.02 | No | 2026-01-02 02:32:00 | 2026-01-05 06:58:00 |
| 2 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | 0.33% | 0.48% | $0.72 | Yes | 2026-01-12 01:15:00 | 2026-01-14 08:00:00 |
| 3 | 1 | 2 | 1.4x ($210) | 2.4x ($360) | 2.4x ($360) | -3.55% | -3.05% | $-4.58 | No | 2026-01-18 00:01:00 | 2026-01-18 23:49:00 |
2026-02 (no_tp)
| # | Losses | Len | Max Pos | Capital | Uncapped | Orig PnL | Mart PnL | Mart $ | Profit | Start | End |
|---|
| 1 | 2 | 3 | 1.96x ($294) | 4.36x ($654) | 4.36x ($654) | -8.13% | -10.51% | $-15.77 | No | 2026-02-03 18:14:00 | 2026-02-06 14:45:00 |
| 2 | 3 | 4 | 2.74x ($411) | 7.1x ($1065) | 7.1x ($1065) | -4.26% | -4.62% | $-6.93 | No | 2026-02-07 22:47:00 | 2026-02-15 18:38:00 |
| 3 | 3 | 3 | 2.74x ($411) | 4.36x ($654) | 4.36x ($654) | -2.45% | -3.45% | $-5.18 | No | 2026-02-23 17:21:00 | 2026-02-24 14:27:00 |