Signal Outcomes
Sequence: 7gt5of7-1lt | Diff: diff_3min | Cap: [-9, -2.5]
Direction: short | Ahead: 20m | TP: 0.5 (scaled) | SL: 0.85
Mode: no_tp | Months: 2026-02
Generated: 2026-02-11 08:56:23
Daily PnL
2026-02 (no_tp)
| day | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 2026-02-01 | 19 | 0.72 | 0.04 | 47.37 | 52.63 |
| 2026-02-02 | 11 | -26.44 | -2.4 | 27.27 | 72.73 |
| 2026-02-03 | 11 | 18.58 | 1.69 | 63.64 | 36.36 |
| 2026-02-04 | 15 | 17.43 | 1.16 | 46.67 | 53.33 |
| 2026-02-05 | 13 | 6.56 | 0.5 | 38.46 | 61.54 |
| 2026-02-06 | 12 | -16.24 | -1.35 | 25 | 75 |
| 2026-02-07 | 13 | 12.73 | 0.98 | 76.92 | 23.08 |
| 2026-02-08 | 14 | 20 | 1.43 | 50 | 50 |
| 2026-02-09 | 11 | -3.33 | -0.3 | 45.45 | 54.55 |
| TOTAL | 119 | 30.01 | 0.19 | 46.75 | 53.25 |
Max Consecutive Streaks
2026-02 (no_tp)
| Metric | Count | PnL % | From | To |
|---|
| Max consecutive losses | 6 | -9.52 | 2026-02-06 15:45:00 | 2026-02-07 01:30:00 |
| Max consecutive wins | 5 | 17.37 | 2026-02-03 11:27:00 | 2026-02-03 18:15:00 |
PnL Histogram
2026-02 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 6 | -8.68 | 0 |
| B [-5,-2) | 18 | -3.05 | 0 |
| C [-2,0) | 39 | -0.97 | 0 |
| D [0,2) | 28 | 0.86 | 100 |
| E [2,5) | 19 | 3.13 | 100 |
| F >= 5 | 9 | 10.14 | 100 |
| TOTAL | 119 | 0.24 | 50 |
MFE / MAE Quantiles
2026-02 (no_tp)
| q | mfe | mae |
|---|
| 0.1 | 0 | -0.06 |
| 0.25 | 0.01 | -0.03 |
| 0.5 | 0.02 | -0.02 |
| 0.75 | 0.04 | -0.01 |
| 0.9 | 0.08 | -0 |
| TOTAL | 0.15 | -0.12 |
All Months Summary
| Type | Total Trades | Total PnL % | Avg PnL % | Win % |
|---|
| Original | 119 | 30.01% | 0.2522% | 47.06% |
| Martingale | 119 | -0.05% ($-0.01) | -0.0004% | 47.06% |
Hourly PnL (all months, UTC)
Performance by hour of day (UTC). Red hours are candidates for blocked_hours exclusion.
| hour | signals | total_pnl | avg_pnl | win_pct | loss_pct | pos_months | neg_months | consistency |
|---|
| 1 | 5 | 9.23 | 1.8455 | 60 | 40 | 1 | 0 | 1/1 |
| 2 | 2 | 7.1 | 3.5504 | 50 | 50 | 1 | 0 | 1/1 |
| 3 | 9 | -2.79 | -0.3102 | 33.33 | 66.67 | 0 | 1 | 0/1 |
| 4 | 1 | -0.35 | -0.3543 | 0 | 100 | 0 | 1 | 0/1 |
| 5 | 2 | -0.84 | -0.421 | 50 | 50 | 0 | 1 | 0/1 |
| 6 | 4 | -15.94 | -3.9845 | 50 | 50 | 0 | 1 | 0/1 |
| 7 | 9 | 6.15 | 0.6833 | 55.56 | 44.44 | 1 | 0 | 1/1 |
| 8 | 7 | -12.96 | -1.8517 | 28.57 | 71.43 | 0 | 1 | 0/1 |
| 9 | 5 | 5.62 | 1.1234 | 60 | 40 | 1 | 0 | 1/1 |
| 10 | 6 | 3.61 | 0.6021 | 66.67 | 33.33 | 1 | 0 | 1/1 |
| 11 | 3 | -0.22 | -0.0723 | 66.67 | 33.33 | 0 | 1 | 0/1 |
| 12 | 6 | 5.49 | 0.9158 | 66.67 | 33.33 | 1 | 0 | 1/1 |
| 13 | 7 | -9.91 | -1.4154 | 42.86 | 57.14 | 0 | 1 | 0/1 |
| 14 | 7 | 12.47 | 1.7808 | 42.86 | 57.14 | 1 | 0 | 1/1 |
| 15 | 8 | 10.7 | 1.3378 | 62.5 | 37.5 | 1 | 0 | 1/1 |
| 16 | 3 | -2.16 | -0.7184 | 33.33 | 66.67 | 0 | 1 | 0/1 |
| 17 | 6 | 4.75 | 0.7922 | 50 | 50 | 1 | 0 | 1/1 |
| 18 | 5 | 12.46 | 2.4922 | 60 | 40 | 1 | 0 | 1/1 |
| 19 | 5 | 8.07 | 1.6138 | 40 | 60 | 1 | 0 | 1/1 |
| 20 | 5 | -7.69 | -1.5378 | 20 | 80 | 0 | 1 | 0/1 |
| 21 | 5 | 1.1 | 0.2195 | 60 | 40 | 1 | 0 | 1/1 |
| 22 | 4 | -0.06 | -0.0159 | 50 | 50 | 0 | 1 | 0/1 |
| 23 | 5 | -3.82 | -0.7648 | 0 | 100 | 0 | 1 | 0/1 |
| TOTAL | 119 | 30.01 | 0.24 | 45.61 | 54.39 | 12 | 11 | - |
Per-Month Hourly PnL
2026-02 (no_tp)
| hour | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 1 | 5 | 9.23 | 1.8455 | 60 | 40 |
| 2 | 2 | 7.1 | 3.5504 | 50 | 50 |
| 3 | 9 | -2.79 | -0.3102 | 33.33 | 66.67 |
| 4 | 1 | -0.35 | -0.3543 | 0 | 100 |
| 5 | 2 | -0.84 | -0.421 | 50 | 50 |
| 6 | 4 | -15.94 | -3.9845 | 50 | 50 |
| 7 | 9 | 6.15 | 0.6833 | 55.56 | 44.44 |
| 8 | 7 | -12.96 | -1.8517 | 28.57 | 71.43 |
| 9 | 5 | 5.62 | 1.1234 | 60 | 40 |
| 10 | 6 | 3.61 | 0.6021 | 66.67 | 33.33 |
| 11 | 3 | -0.22 | -0.0723 | 66.67 | 33.33 |
| 12 | 6 | 5.49 | 0.9158 | 66.67 | 33.33 |
| 13 | 7 | -9.91 | -1.4154 | 42.86 | 57.14 |
| 14 | 7 | 12.47 | 1.7808 | 42.86 | 57.14 |
| 15 | 8 | 10.7 | 1.3378 | 62.5 | 37.5 |
| 16 | 3 | -2.16 | -0.7184 | 33.33 | 66.67 |
| 17 | 6 | 4.75 | 0.7922 | 50 | 50 |
| 18 | 5 | 12.46 | 2.4922 | 60 | 40 |
| 19 | 5 | 8.07 | 1.6138 | 40 | 60 |
| 20 | 5 | -7.69 | -1.5378 | 20 | 80 |
| 21 | 5 | 1.1 | 0.2195 | 60 | 40 |
| 22 | 4 | -0.06 | -0.0159 | 50 | 50 |
| 23 | 5 | -3.82 | -0.7648 | 0 | 100 |
| TOTAL | 119 | 30.01 | 0.24 | 45.61 | 54.39 |
Martingale Analysis (1.5x, max 4 steps, base=$10, reset=win)
Daily PnL (Original vs Martingale)
2026-02 (no_tp)
| day | signals | orig_pnl | mart_pnl | orig_$ | mart_$ | win_pct |
|---|
| 2026-02-01 | 19 | 0.72 | 5.92 | 0.07 | 0.59 | 47.4 |
| 2026-02-02 | 11 | -26.44 | -69.58 | -2.64 | -6.96 | 27.3 |
| 2026-02-03 | 11 | 18.58 | 22.54 | 1.86 | 2.25 | 63.6 |
| 2026-02-04 | 15 | 17.43 | 18.35 | 1.74 | 1.83 | 46.7 |
| 2026-02-05 | 13 | 6.56 | 9.68 | 0.66 | 0.97 | 38.5 |
| 2026-02-06 | 12 | -16.24 | -28.55 | -1.62 | -2.86 | 25 |
| 2026-02-07 | 13 | 12.73 | 32.38 | 1.27 | 3.24 | 76.9 |
| 2026-02-08 | 14 | 20 | 25.16 | 2 | 2.52 | 50 |
| 2026-02-09 | 11 | -3.33 | -15.94 | -0.33 | -1.59 | 45.5 |
| TOTAL | 119 | 30.01 | -0.04 | 3.01 | -0.01 | 46.77 |
Statistics
2026-02 (no_tp)
| Metric | Value | Dollar |
|---|
| Original total PnL | 30.01% | $3 |
| Martingale total PnL | -0.05% | $-0.01 |
| PnL difference | -30.06% | |
| Sequences triggered | 26 | |
| Recovered | 12 | |
| Failed | 14 | |
| Hit max step | 5 | |
| Recovery rate | 46.2% | |
| Avg sequence length | 3.4 | |
| Max sequence length | 7 | |
| Max position size | 5.06x | $50.63 |
| Max capital (actual) | 23.31x | $233.13 |
| Max capital (uncapped) | 32.17x | $321.72 |
| Max drawdown | 138.51% | $13.85 |
| Worst sequence PnL | -115.63% | $-11.56 |
| Best recovery PnL | 35.99% | $3.6 |
Martingale Sequences
2026-02 (no_tp)
| # | Losses | Len | Max Pos | Capital | Uncapped | Orig PnL | Mart PnL | Mart $ | Recov | Start | End |
|---|
| 1 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 1.02% | 1.71% | $0.17 | Yes | 2026-02-01 04:10:00 | 2026-02-01 05:18:00 |
| 2 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -1.14% | -1.04% | $-0.1 | No | 2026-02-01 07:10:00 | 2026-02-01 09:13:00 |
| 3 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -2.83% | -1.98% | $-0.2 | No | 2026-02-01 13:15:00 | 2026-02-01 16:03:00 |
| 4 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -2.71% | 1.1% | $0.11 | Yes | 2026-02-01 17:37:00 | 2026-02-01 21:15:00 |
| 5 | 6 | 7 | 5.06x ($50.6) | 23.31x ($233.1) | 32.17x ($321.7) | -35.37% | -115.63% | $-11.56 | No | 2026-02-01 21:39:00 | 2026-02-02 12:41:00 |
| 6 | 4 | 5 | 5.06x ($50.6) | 13.19x ($131.9) | 13.19x ($131.9) | -0.89% | 35.99% | $3.6 | Yes | 2026-02-02 13:02:00 | 2026-02-02 18:21:00 |
| 7 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -1.22% | 0.69% | $0.07 | Yes | 2026-02-03 02:58:00 | 2026-02-03 07:06:00 |
| 8 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.17% | 0.81% | $0.08 | Yes | 2026-02-03 10:09:00 | 2026-02-03 11:27:00 |
| 9 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 1.38% | 2.77% | $0.28 | Yes | 2026-02-03 18:50:00 | 2026-02-03 19:49:00 |
| 10 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 2.01% | 4.31% | $0.43 | Yes | 2026-02-04 08:12:00 | 2026-02-04 08:57:00 |
| 11 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -0.45% | -0.29% | $-0.03 | No | 2026-02-04 09:59:00 | 2026-02-04 11:44:00 |
| 12 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -3.72% | -3.06% | $-0.31 | No | 2026-02-04 12:31:00 | 2026-02-04 17:38:00 |
| 13 | 4 | 5 | 5.06x ($50.6) | 13.19x ($131.9) | 13.19x ($131.9) | -3.59% | -2.04% | $-0.2 | No | 2026-02-04 19:14:00 | 2026-02-05 03:19:00 |
| 14 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -3.18% | -3.56% | $-0.36 | No | 2026-02-05 03:39:00 | 2026-02-05 06:17:00 |
| 15 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | 0.46% | 2.23% | $0.22 | Yes | 2026-02-05 07:33:00 | 2026-02-05 15:05:00 |
| 16 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -4.92% | -6.4% | $-0.64 | No | 2026-02-05 20:42:00 | 2026-02-06 01:34:00 |
| 17 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 1.06% | 1.64% | $0.16 | Yes | 2026-02-06 03:20:00 | 2026-02-06 08:51:00 |
| 18 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -4.84% | -7.39% | $-0.74 | No | 2026-02-06 11:39:00 | 2026-02-06 13:50:00 |
| 19 | 6 | 7 | 5.06x ($50.6) | 23.31x ($233.1) | 32.17x ($321.7) | -8.34% | -1.53% | $-0.15 | No | 2026-02-06 15:45:00 | 2026-02-07 03:14:00 |
| 20 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.92% | 2.8% | $0.28 | Yes | 2026-02-07 03:58:00 | 2026-02-07 06:42:00 |
| 21 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -3.03% | -2.95% | $-0.3 | No | 2026-02-07 17:11:00 | 2026-02-07 17:57:00 |
| 22 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 3.34% | 5.5% | $0.55 | Yes | 2026-02-08 06:04:00 | 2026-02-08 07:22:00 |
| 23 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -5.91% | -7.96% | $-0.8 | No | 2026-02-08 08:06:00 | 2026-02-08 09:33:00 |
| 24 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 10.85% | 17.66% | $1.77 | Yes | 2026-02-08 16:47:00 | 2026-02-08 17:22:00 |
| 25 | 6 | 7 | 5.06x ($50.6) | 23.31x ($233.1) | 32.17x ($321.7) | -9.04% | -20.21% | $-2.02 | No | 2026-02-08 21:35:00 | 2026-02-09 10:27:00 |
| 26 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -5.22% | -8.43% | $-0.84 | No | 2026-02-09 15:26:00 | 2026-02-09 21:35:00 |