Signal Outcomes
Sequence: 7gt5of7-1lt | Diff: diff_3min | Cap: [-9, -3.5]
Direction: long | Ahead: 20m | TP: 1.5 (scaled) | SL: off
Mode: no_tp | Months: 2025-05_to_2026-02
Generated: 2026-02-09 22:04:02
Daily PnL
2025-05 (no_tp)
| day | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 2025-05-01 | 7 | -2.12 | -0.3 | 57.14 | 42.86 |
| 2025-05-02 | 6 | 11.53 | 1.92 | 83.33 | 16.67 |
| 2025-05-03 | 4 | -4.61 | -1.15 | 0 | 100 |
| 2025-05-04 | 3 | 8.77 | 2.92 | 100 | 0 |
| 2025-05-05 | 5 | 9.29 | 1.86 | 80 | 20 |
| 2025-05-06 | 4 | 8.56 | 2.14 | 75 | 25 |
| 2025-05-07 | 5 | 30.41 | 6.08 | 100 | 0 |
| 2025-05-08 | 7 | 3.29 | 0.47 | 57.14 | 42.86 |
| 2025-05-09 | 7 | 12.1 | 1.73 | 71.43 | 28.57 |
| 2025-05-10 | 13 | 14.15 | 1.09 | 76.92 | 23.08 |
| 2025-05-11 | 9 | 16.17 | 1.8 | 77.78 | 22.22 |
| 2025-05-12 | 18 | 13.56 | 0.75 | 61.11 | 38.89 |
| 2025-05-13 | 9 | 7.77 | 0.86 | 55.56 | 44.44 |
| 2025-05-14 | 10 | 13.99 | 1.4 | 70 | 30 |
| 2025-05-15 | 3 | 1.41 | 0.47 | 66.67 | 33.33 |
| 2025-05-16 | 4 | -20.72 | -5.18 | 50 | 50 |
| 2025-05-17 | 4 | -18.26 | -4.57 | 25 | 75 |
| 2025-05-18 | 2 | 5.81 | 2.91 | 100 | 0 |
| 2025-05-20 | 1 | 0.32 | 0.32 | 100 | 0 |
| 2025-05-21 | 3 | 6.74 | 2.25 | 100 | 0 |
| 2025-05-22 | 2 | -22.78 | -11.39 | 50 | 50 |
| 2025-05-23 | 5 | -8.49 | -1.7 | 60 | 40 |
| 2025-05-24 | 4 | 2.26 | 0.56 | 75 | 25 |
| 2025-05-25 | 1 | 2.2 | 2.2 | 100 | 0 |
| 2025-05-26 | 1 | 0 | 0 | 0 | 100 |
| 2025-05-27 | 3 | -2.1 | -0.7 | 33.33 | 66.67 |
| 2025-05-28 | 4 | 8.51 | 2.13 | 75 | 25 |
| 2025-05-29 | 5 | -3.25 | -0.65 | 20 | 80 |
| 2025-05-30 | 10 | -2.45 | -0.25 | 50 | 50 |
| 2025-05-31 | 5 | -20.91 | -4.18 | 20 | 80 |
| TOTAL | 164 | 71.15 | 0.13 | 63.01 | 36.99 |
2025-06 (no_tp)
| day | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 2025-06-01 | 3 | -2.97 | -0.99 | 33.33 | 66.67 |
| 2025-06-02 | 2 | 8.85 | 4.43 | 100 | 0 |
| 2025-06-03 | 6 | 3.23 | 0.54 | 66.67 | 33.33 |
| 2025-06-04 | 4 | 1.15 | 0.29 | 75 | 25 |
| 2025-06-05 | 8 | -4.86 | -0.61 | 50 | 50 |
| 2025-06-06 | 1 | 6.59 | 6.59 | 100 | 0 |
| 2025-06-07 | 2 | -22.54 | -11.27 | 0 | 100 |
| 2025-06-08 | 1 | 1.31 | 1.31 | 100 | 0 |
| 2025-06-09 | 2 | -5.38 | -2.69 | 50 | 50 |
| 2025-06-10 | 4 | 5.62 | 1.41 | 100 | 0 |
| 2025-06-11 | 6 | 3.9 | 0.65 | 83.33 | 16.67 |
| 2025-06-12 | 1 | 0.85 | 0.85 | 100 | 0 |
| 2025-06-13 | 6 | 4.46 | 0.74 | 83.33 | 16.67 |
| 2025-06-14 | 1 | -1.1 | -1.1 | 0 | 100 |
| 2025-06-16 | 2 | 3.93 | 1.96 | 50 | 50 |
| 2025-06-17 | 2 | 5.67 | 2.83 | 100 | 0 |
| 2025-06-18 | 4 | 2.26 | 0.56 | 25 | 75 |
| 2025-06-19 | 1 | -8.43 | -8.43 | 0 | 100 |
| 2025-06-20 | 3 | -9.37 | -3.12 | 0 | 100 |
| 2025-06-21 | 5 | 13.06 | 2.61 | 80 | 20 |
| 2025-06-23 | 2 | -6.46 | -3.23 | 0 | 100 |
| 2025-06-24 | 1 | 1.69 | 1.69 | 100 | 0 |
| 2025-06-25 | 8 | 13.61 | 1.7 | 87.5 | 12.5 |
| 2025-06-26 | 4 | 7.62 | 1.91 | 50 | 50 |
| 2025-06-27 | 3 | -5.09 | -1.7 | 0 | 100 |
| 2025-06-30 | 3 | 3.88 | 1.29 | 66.67 | 33.33 |
| TOTAL | 85 | 21.48 | -0.07 | 57.72 | 42.28 |
2025-07 (no_tp)
| day | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 2025-07-01 | 5 | -7.97 | -1.59 | 20 | 80 |
| 2025-07-02 | 8 | 22.04 | 2.76 | 75 | 25 |
| 2025-07-03 | 5 | -4.23 | -0.85 | 60 | 40 |
| 2025-07-04 | 6 | 2.97 | 0.5 | 66.67 | 33.33 |
| 2025-07-05 | 3 | 3.25 | 1.08 | 66.67 | 33.33 |
| 2025-07-06 | 4 | 3.86 | 0.96 | 75 | 25 |
| 2025-07-07 | 5 | 8.04 | 1.61 | 80 | 20 |
| 2025-07-08 | 3 | -5.73 | -1.91 | 66.67 | 33.33 |
| 2025-07-09 | 4 | 0.08 | 0.02 | 50 | 50 |
| 2025-07-10 | 8 | 2.73 | 0.34 | 50 | 50 |
| 2025-07-11 | 20 | 3.49 | 0.17 | 60 | 40 |
| 2025-07-12 | 10 | 7.82 | 0.78 | 50 | 50 |
| 2025-07-13 | 7 | -15.97 | -2.28 | 28.57 | 71.43 |
| 2025-07-15 | 5 | -2.38 | -0.48 | 40 | 60 |
| 2025-07-16 | 2 | 0.32 | 0.16 | 50 | 50 |
| 2025-07-17 | 6 | 0.01 | 0 | 50 | 50 |
| 2025-07-18 | 8 | -0.09 | -0.01 | 50 | 50 |
| 2025-07-19 | 6 | 0.83 | 0.14 | 66.67 | 33.33 |
| 2025-07-20 | 5 | 2.63 | 0.53 | 40 | 60 |
| 2025-07-21 | 7 | -4.22 | -0.6 | 42.86 | 57.14 |
| 2025-07-22 | 5 | 6.75 | 1.35 | 60 | 40 |
| 2025-07-23 | 5 | -16.37 | -3.27 | 20 | 80 |
| 2025-07-24 | 11 | 7.86 | 0.71 | 45.45 | 54.55 |
| 2025-07-25 | 3 | -9.75 | -3.25 | 0 | 100 |
| 2025-07-26 | 2 | 1.42 | 0.71 | 50 | 50 |
| 2025-07-27 | 8 | 3.39 | 0.42 | 37.5 | 62.5 |
| 2025-07-28 | 5 | -7.37 | -1.47 | 20 | 80 |
| 2025-07-29 | 10 | -3.62 | -0.36 | 60 | 40 |
| 2025-07-30 | 4 | 3.81 | 0.95 | 75 | 25 |
| 2025-07-31 | 2 | 0.53 | 0.27 | 50 | 50 |
| TOTAL | 182 | 4.13 | -0.09 | 50.2 | 49.8 |
2025-08 (no_tp)
| day | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 2025-08-01 | 3 | 1.21 | 0.4 | 66.67 | 33.33 |
| 2025-08-02 | 3 | -6.22 | -2.07 | 0 | 100 |
| 2025-08-03 | 1 | -2.6 | -2.6 | 0 | 100 |
| 2025-08-04 | 9 | 11.89 | 1.32 | 55.56 | 44.44 |
| 2025-08-05 | 5 | 14.39 | 2.88 | 80 | 20 |
| 2025-08-06 | 7 | -12.32 | -1.76 | 42.86 | 57.14 |
| 2025-08-07 | 9 | 19.36 | 2.15 | 77.78 | 22.22 |
| 2025-08-08 | 11 | -6.92 | -0.63 | 63.64 | 36.36 |
| 2025-08-09 | 3 | -3.11 | -1.04 | 66.67 | 33.33 |
| 2025-08-10 | 4 | 2.71 | 0.68 | 75 | 25 |
| 2025-08-11 | 7 | 0.92 | 0.13 | 57.14 | 42.86 |
| 2025-08-12 | 4 | -9.33 | -2.33 | 50 | 50 |
| 2025-08-13 | 3 | 7.47 | 2.49 | 100 | 0 |
| 2025-08-14 | 6 | -3.24 | -0.54 | 50 | 50 |
| 2025-08-15 | 6 | 4.79 | 0.8 | 50 | 50 |
| 2025-08-16 | 2 | -2.33 | -1.16 | 0 | 100 |
| 2025-08-17 | 8 | -6.71 | -0.84 | 37.5 | 62.5 |
| 2025-08-18 | 3 | 1.37 | 0.46 | 66.67 | 33.33 |
| 2025-08-19 | 2 | -4.53 | -2.27 | 50 | 50 |
| 2025-08-20 | 2 | 4.38 | 2.19 | 100 | 0 |
| 2025-08-21 | 5 | -1.61 | -0.32 | 60 | 40 |
| 2025-08-22 | 4 | 3.35 | 0.84 | 75 | 25 |
| 2025-08-23 | 10 | -4.07 | -0.41 | 60 | 40 |
| 2025-08-24 | 2 | 0.75 | 0.37 | 50 | 50 |
| 2025-08-25 | 4 | 2.78 | 0.69 | 75 | 25 |
| 2025-08-26 | 1 | 2.76 | 2.76 | 100 | 0 |
| 2025-08-27 | 3 | 2.8 | 0.93 | 66.67 | 33.33 |
| 2025-08-28 | 2 | -0.62 | -0.31 | 50 | 50 |
| 2025-08-29 | 11 | -12.49 | -1.14 | 18.18 | 81.82 |
| 2025-08-30 | 3 | -0.16 | -0.05 | 66.67 | 33.33 |
| TOTAL | 143 | 4.67 | 0.05 | 57.03 | 42.97 |
2025-09 (no_tp)
| day | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 2025-09-01 | 8 | 5.86 | 0.73 | 62.5 | 37.5 |
| 2025-09-02 | 4 | 1.64 | 0.41 | 50 | 50 |
| 2025-09-03 | 7 | 9.86 | 1.41 | 71.43 | 28.57 |
| 2025-09-04 | 4 | 6.47 | 1.62 | 50 | 50 |
| 2025-09-05 | 2 | 2.91 | 1.46 | 100 | 0 |
| 2025-09-06 | 5 | -15.63 | -3.13 | 60 | 40 |
| 2025-09-07 | 10 | 18.04 | 1.8 | 60 | 40 |
| 2025-09-08 | 13 | -11.37 | -0.87 | 53.85 | 46.15 |
| 2025-09-09 | 18 | 30.34 | 1.69 | 72.22 | 27.78 |
| 2025-09-10 | 14 | -20.88 | -1.49 | 50 | 50 |
| 2025-09-11 | 13 | 10.97 | 0.84 | 69.23 | 30.77 |
| 2025-09-12 | 13 | 11.49 | 0.88 | 61.54 | 38.46 |
| 2025-09-13 | 14 | 14.15 | 1.01 | 71.43 | 28.57 |
| 2025-09-14 | 11 | 8.83 | 0.8 | 63.64 | 36.36 |
| 2025-09-15 | 10 | -4.63 | -0.46 | 40 | 60 |
| 2025-09-16 | 2 | -4.56 | -2.28 | 50 | 50 |
| 2025-09-17 | 9 | 23.65 | 2.63 | 77.78 | 22.22 |
| 2025-09-18 | 10 | -5.07 | -0.51 | 30 | 70 |
| 2025-09-19 | 6 | -1.07 | -0.18 | 66.67 | 33.33 |
| 2025-09-20 | 5 | 0.27 | 0.05 | 60 | 40 |
| 2025-09-21 | 6 | 8.16 | 1.36 | 66.67 | 33.33 |
| 2025-09-22 | 10 | 11.08 | 1.11 | 80 | 20 |
| 2025-09-23 | 11 | 10.47 | 0.95 | 54.55 | 45.45 |
| 2025-09-24 | 5 | 8.43 | 1.69 | 80 | 20 |
| 2025-09-25 | 11 | 2.5 | 0.23 | 54.55 | 45.45 |
| 2025-09-26 | 8 | -5.82 | -0.73 | 37.5 | 62.5 |
| 2025-09-27 | 6 | -2.04 | -0.34 | 50 | 50 |
| 2025-09-28 | 7 | -0.75 | -0.11 | 42.86 | 57.14 |
| 2025-09-29 | 6 | 2.23 | 0.37 | 33.33 | 66.67 |
| 2025-09-30 | 14 | 14.75 | 1.05 | 71.43 | 28.57 |
| TOTAL | 262 | 130.28 | 0.4 | 59.71 | 40.29 |
2025-10 (no_tp)
| day | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 2025-10-01 | 6 | -14.78 | -2.46 | 50 | 50 |
| 2025-10-02 | 5 | 20.17 | 4.03 | 80 | 20 |
| 2025-10-03 | 13 | -7.08 | -0.54 | 69.23 | 30.77 |
| 2025-10-04 | 10 | 1.51 | 0.15 | 60 | 40 |
| 2025-10-05 | 10 | -10.44 | -1.04 | 50 | 50 |
| 2025-10-06 | 14 | 4.56 | 0.33 | 42.86 | 57.14 |
| 2025-10-07 | 15 | 3.13 | 0.21 | 46.67 | 53.33 |
| 2025-10-08 | 9 | -3.34 | -0.37 | 44.44 | 55.56 |
| 2025-10-09 | 13 | -31.04 | -2.39 | 38.46 | 61.54 |
| 2025-10-10 | 15 | 2.82 | 0.19 | 53.33 | 46.67 |
| 2025-10-11 | 21 | 1.78 | 0.08 | 52.38 | 47.62 |
| 2025-10-12 | 10 | 4.03 | 0.4 | 60 | 40 |
| 2025-10-13 | 17 | 24.81 | 1.46 | 52.94 | 47.06 |
| 2025-10-14 | 16 | 2.27 | 0.14 | 50 | 50 |
| 2025-10-15 | 20 | 21.32 | 1.07 | 55 | 45 |
| 2025-10-16 | 19 | 40.34 | 2.12 | 73.68 | 26.32 |
| 2025-10-17 | 18 | 8.81 | 0.49 | 55.56 | 44.44 |
| 2025-10-18 | 20 | -13.65 | -0.68 | 35 | 65 |
| 2025-10-19 | 15 | 15.18 | 1.01 | 66.67 | 33.33 |
| 2025-10-20 | 7 | -15.68 | -2.24 | 57.14 | 42.86 |
| 2025-10-21 | 9 | -38.28 | -4.25 | 33.33 | 66.67 |
| 2025-10-22 | 15 | 16.3 | 1.09 | 80 | 20 |
| 2025-10-23 | 15 | -12.3 | -0.82 | 40 | 60 |
| 2025-10-24 | 14 | 16.56 | 1.18 | 57.14 | 42.86 |
| 2025-10-25 | 16 | -5.2 | -0.32 | 68.75 | 31.25 |
| 2025-10-26 | 9 | -16.43 | -1.83 | 44.44 | 55.56 |
| 2025-10-27 | 11 | -24.63 | -2.24 | 63.64 | 36.36 |
| 2025-10-28 | 15 | -21.09 | -1.41 | 46.67 | 53.33 |
| 2025-10-29 | 6 | -12.56 | -2.09 | 50 | 50 |
| 2025-10-30 | 9 | 21.01 | 2.33 | 88.89 | 11.11 |
| 2025-10-31 | 9 | 9.21 | 1.02 | 55.56 | 44.44 |
| TOTAL | 401 | -12.69 | -0.17 | 55.54 | 44.46 |
2025-11 (no_tp)
| day | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 2025-11-01 | 6 | -12.2 | -2.03 | 66.67 | 33.33 |
| 2025-11-02 | 5 | -8.86 | -1.77 | 40 | 60 |
| 2025-11-03 | 10 | -4.17 | -0.42 | 70 | 30 |
| 2025-11-04 | 14 | 54.63 | 3.9 | 85.71 | 14.29 |
| 2025-11-05 | 16 | -16.64 | -1.04 | 62.5 | 37.5 |
| 2025-11-06 | 17 | -0.72 | -0.04 | 47.06 | 52.94 |
| 2025-11-07 | 19 | -4.18 | -0.22 | 52.63 | 47.37 |
| 2025-11-08 | 15 | 7.82 | 0.52 | 66.67 | 33.33 |
| 2025-11-09 | 11 | 7.84 | 0.71 | 63.64 | 36.36 |
| 2025-11-10 | 13 | -1.9 | -0.15 | 30.77 | 69.23 |
| 2025-11-11 | 10 | -4.55 | -0.46 | 40 | 60 |
| 2025-11-12 | 7 | -10.44 | -1.49 | 28.57 | 71.43 |
| 2025-11-13 | 7 | -17.98 | -2.57 | 42.86 | 57.14 |
| 2025-11-14 | 7 | 6.37 | 0.91 | 42.86 | 57.14 |
| 2025-11-15 | 8 | 12.16 | 1.52 | 62.5 | 37.5 |
| 2025-11-16 | 7 | 3.8 | 0.54 | 71.43 | 28.57 |
| 2025-11-17 | 4 | -4.3 | -1.08 | 50 | 50 |
| 2025-11-18 | 5 | -9.29 | -1.86 | 40 | 60 |
| 2025-11-19 | 8 | -4.03 | -0.5 | 37.5 | 62.5 |
| 2025-11-20 | 15 | -3.19 | -0.21 | 40 | 60 |
| 2025-11-21 | 13 | 6.43 | 0.49 | 46.15 | 53.85 |
| 2025-11-22 | 18 | 4.96 | 0.28 | 55.56 | 44.44 |
| 2025-11-23 | 8 | -12.26 | -1.53 | 50 | 50 |
| 2025-11-24 | 10 | -0.81 | -0.08 | 50 | 50 |
| 2025-11-25 | 8 | -3.96 | -0.49 | 37.5 | 62.5 |
| 2025-11-26 | 11 | 23.51 | 2.14 | 63.64 | 36.36 |
| 2025-11-27 | 7 | 99.65 | 14.24 | 57.14 | 42.86 |
| 2025-11-28 | 11 | -12.98 | -1.18 | 54.55 | 45.45 |
| 2025-11-29 | 8 | 1.71 | 0.21 | 62.5 | 37.5 |
| 2025-11-30 | 10 | 3.19 | 0.32 | 50 | 50 |
| TOTAL | 308 | 99.61 | 0.29 | 52.28 | 47.72 |
2025-12 (no_tp)
| day | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 2025-12-01 | 5 | -8.11 | -1.62 | 60 | 40 |
| 2025-12-02 | 4 | -11.35 | -2.84 | 25 | 75 |
| 2025-12-03 | 11 | -21.49 | -1.95 | 45.45 | 54.55 |
| 2025-12-04 | 6 | -21.32 | -3.55 | 33.33 | 66.67 |
| 2025-12-05 | 10 | 6.32 | 0.63 | 60 | 40 |
| 2025-12-06 | 5 | 9.66 | 1.93 | 80 | 20 |
| 2025-12-07 | 12 | 2.51 | 0.21 | 58.33 | 41.67 |
| 2025-12-08 | 4 | -21.01 | -5.25 | 25 | 75 |
| 2025-12-09 | 9 | -7.19 | -0.8 | 33.33 | 66.67 |
| 2025-12-10 | 6 | 4.46 | 0.74 | 66.67 | 33.33 |
| 2025-12-11 | 11 | 8.84 | 0.8 | 63.64 | 36.36 |
| 2025-12-12 | 11 | 15.11 | 1.37 | 45.45 | 54.55 |
| 2025-12-13 | 7 | -6.38 | -0.91 | 57.14 | 42.86 |
| 2025-12-14 | 10 | -0.12 | -0.01 | 40 | 60 |
| 2025-12-15 | 11 | -17.16 | -1.56 | 36.36 | 63.64 |
| 2025-12-16 | 10 | 4.83 | 0.48 | 50 | 50 |
| 2025-12-17 | 7 | -2.47 | -0.35 | 42.86 | 57.14 |
| 2025-12-18 | 9 | -7.19 | -0.8 | 44.44 | 55.56 |
| 2025-12-19 | 6 | -15.47 | -2.58 | 50 | 50 |
| 2025-12-20 | 10 | 8.82 | 0.88 | 60 | 40 |
| 2025-12-21 | 17 | 2.49 | 0.15 | 64.71 | 35.29 |
| 2025-12-22 | 11 | 2.02 | 0.18 | 63.64 | 36.36 |
| 2025-12-23 | 8 | -7.6 | -0.95 | 75 | 25 |
| 2025-12-24 | 5 | -1.78 | -0.36 | 40 | 60 |
| 2025-12-25 | 8 | -4.04 | -0.51 | 37.5 | 62.5 |
| 2025-12-26 | 6 | 13.89 | 2.31 | 66.67 | 33.33 |
| 2025-12-27 | 7 | 8.21 | 1.17 | 57.14 | 42.86 |
| 2025-12-28 | 7 | 8.53 | 1.22 | 85.71 | 14.29 |
| 2025-12-29 | 5 | 12.28 | 2.46 | 100 | 0 |
| 2025-12-30 | 7 | 5.12 | 0.73 | 85.71 | 14.29 |
| 2025-12-31 | 3 | 14.41 | 4.8 | 66.67 | 33.33 |
| TOTAL | 248 | -25.18 | -0.13 | 55.48 | 44.52 |
2026-01 (no_tp)
| day | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 2026-01-01 | 10 | 20.92 | 2.09 | 80 | 20 |
| 2026-01-02 | 3 | 4.15 | 1.38 | 66.67 | 33.33 |
| 2026-01-03 | 4 | -17.09 | -4.27 | 50 | 50 |
| 2026-01-04 | 6 | -6.35 | -1.06 | 33.33 | 66.67 |
| 2026-01-05 | 7 | 1.17 | 0.17 | 57.14 | 42.86 |
| 2026-01-06 | 9 | 14.72 | 1.64 | 77.78 | 22.22 |
| 2026-01-07 | 5 | -0.73 | -0.15 | 60 | 40 |
| 2026-01-08 | 10 | -3.92 | -0.39 | 40 | 60 |
| 2026-01-09 | 5 | 2.82 | 0.56 | 40 | 60 |
| 2026-01-10 | 5 | -8.45 | -1.69 | 40 | 60 |
| 2026-01-11 | 3 | -17.94 | -5.98 | 33.33 | 66.67 |
| 2026-01-12 | 5 | 5.29 | 1.06 | 80 | 20 |
| 2026-01-13 | 3 | 4.76 | 1.59 | 100 | 0 |
| 2026-01-14 | 9 | 10.62 | 1.18 | 66.67 | 33.33 |
| 2026-01-15 | 11 | -14.11 | -1.28 | 36.36 | 63.64 |
| 2026-01-16 | 12 | 11.4 | 0.95 | 75 | 25 |
| 2026-01-17 | 3 | 5.51 | 1.84 | 100 | 0 |
| 2026-01-18 | 4 | 3.2 | 0.8 | 75 | 25 |
| 2026-01-19 | 8 | 12.3 | 1.54 | 62.5 | 37.5 |
| 2026-01-20 | 8 | 14.25 | 1.78 | 75 | 25 |
| 2026-01-21 | 8 | 10.01 | 1.25 | 62.5 | 37.5 |
| 2026-01-22 | 12 | 14 | 1.17 | 66.67 | 33.33 |
| 2026-01-23 | 10 | 17.3 | 1.73 | 70 | 30 |
| 2026-01-24 | 4 | -4.19 | -1.05 | 25 | 75 |
| 2026-01-25 | 10 | 9.07 | 0.91 | 80 | 20 |
| 2026-01-26 | 10 | 12.67 | 1.27 | 40 | 60 |
| 2026-01-27 | 6 | -20.39 | -3.4 | 66.67 | 33.33 |
| 2026-01-28 | 7 | 5.75 | 0.82 | 71.43 | 28.57 |
| 2026-01-29 | 10 | -15.28 | -1.53 | 30 | 70 |
| 2026-01-30 | 8 | -10.22 | -1.28 | 25 | 75 |
| 2026-01-31 | 14 | 9.42 | 0.67 | 57.14 | 42.86 |
| TOTAL | 229 | 70.66 | 0.07 | 59.46 | 40.54 |
2026-02 (no_tp)
| day | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 2026-02-01 | 9 | -30.14 | -3.35 | 44.44 | 55.56 |
| 2026-02-02 | 6 | 28.4 | 4.73 | 83.33 | 16.67 |
| 2026-02-03 | 9 | -26.65 | -2.96 | 22.22 | 77.78 |
| 2026-02-04 | 8 | -23.01 | -2.88 | 37.5 | 62.5 |
| 2026-02-05 | 8 | -4.96 | -0.62 | 50 | 50 |
| 2026-02-06 | 6 | 4.74 | 0.79 | 66.67 | 33.33 |
| 2026-02-07 | 2 | -8.62 | -4.31 | 0 | 100 |
| 2026-02-08 | 6 | -31.4 | -5.23 | 16.67 | 83.33 |
| TOTAL | 54 | -91.64 | -1.73 | 40.1 | 59.9 |
PnL Histogram
2025-05 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 13 | -10.26 | 0 |
| B [-5,-2) | 9 | -3.78 | 0 |
| C [-2,0) | 38 | -0.73 | 0 |
| D [0,2) | 50 | 0.94 | 98 |
| E [2,5) | 41 | 3.14 | 100 |
| F >= 5 | 13 | 6.94 | 100 |
| TOTAL | 164 | -0.63 | 49.67 |
2025-06 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 6 | -9.81 | 0 |
| B [-5,-2) | 7 | -2.82 | 0 |
| C [-2,0) | 20 | -0.74 | 0 |
| D [0,2) | 32 | 1.01 | 100 |
| E [2,5) | 15 | 3.37 | 100 |
| F >= 5 | 5 | 6.4 | 100 |
| TOTAL | 85 | -0.43 | 50 |
2025-07 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 10 | -9.03 | 0 |
| B [-5,-2) | 30 | -2.73 | 0 |
| C [-2,0) | 49 | -0.94 | 0 |
| D [0,2) | 50 | 0.99 | 100 |
| E [2,5) | 34 | 3.17 | 100 |
| F >= 5 | 9 | 7.29 | 100 |
| TOTAL | 182 | -0.21 | 50 |
2025-08 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 11 | -7.93 | 0 |
| B [-5,-2) | 14 | -2.9 | 0 |
| C [-2,0) | 37 | -0.99 | 0 |
| D [0,2) | 48 | 0.98 | 97.92 |
| E [2,5) | 26 | 3 | 100 |
| F >= 5 | 7 | 6.31 | 100 |
| TOTAL | 143 | -0.26 | 49.65 |
2025-09 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 16 | -8.91 | 0 |
| B [-5,-2) | 33 | -3.46 | 0 |
| C [-2,0) | 56 | -0.88 | 0 |
| D [0,2) | 79 | 1 | 100 |
| E [2,5) | 58 | 3.34 | 100 |
| F >= 5 | 20 | 8.19 | 100 |
| TOTAL | 262 | -0.12 | 50 |
2025-10 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 49 | -9.39 | 0 |
| B [-5,-2) | 48 | -3.45 | 0 |
| C [-2,0) | 83 | -0.99 | 0 |
| D [0,2) | 102 | 1.02 | 100 |
| E [2,5) | 74 | 3.21 | 100 |
| F >= 5 | 45 | 7.85 | 100 |
| TOTAL | 401 | -0.29 | 50 |
2025-11 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 26 | -11.15 | 0 |
| B [-5,-2) | 44 | -3.3 | 0 |
| C [-2,0) | 74 | -1.02 | 0 |
| D [0,2) | 70 | 0.93 | 100 |
| E [2,5) | 63 | 3.24 | 100 |
| F >= 5 | 31 | 11.02 | 100 |
| TOTAL | 308 | -0.05 | 50 |
2025-12 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 21 | -10.09 | 0 |
| B [-5,-2) | 28 | -3.12 | 0 |
| C [-2,0) | 60 | -0.83 | 0 |
| D [0,2) | 72 | 0.9 | 97.22 |
| E [2,5) | 56 | 3.04 | 100 |
| F >= 5 | 11 | 8.05 | 100 |
| TOTAL | 248 | -0.34 | 49.54 |
2026-01 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 12 | -10.7 | 0 |
| B [-5,-2) | 30 | -3.05 | 0 |
| C [-2,0) | 50 | -0.93 | 0 |
| D [0,2) | 67 | 0.8 | 97.01 |
| E [2,5) | 56 | 3.2 | 100 |
| F >= 5 | 14 | 7.45 | 100 |
| TOTAL | 229 | -0.54 | 49.5 |
2026-02 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 11 | -11.77 | 0 |
| B [-5,-2) | 8 | -3.47 | 0 |
| C [-2,0) | 12 | -1.09 | 0 |
| D [0,2) | 11 | 0.9 | 100 |
| E [2,5) | 8 | 3.42 | 100 |
| F >= 5 | 4 | 10.34 | 100 |
| TOTAL | 54 | -0.28 | 50 |
MFE / MAE Quantiles
2025-05 (no_tp)
| q | mfe | mae |
|---|
| 0.1 | 0.01 | -0.07 |
| 0.25 | 0.01 | -0.03 |
| 0.5 | 0.02 | -0.01 |
| 0.75 | 0.04 | -0 |
| 0.9 | 0.06 | -0 |
| TOTAL | 0.14 | -0.11 |
2025-06 (no_tp)
| q | mfe | mae |
|---|
| 0.1 | 0 | -0.06 |
| 0.25 | 0.01 | -0.03 |
| 0.5 | 0.02 | -0.01 |
| 0.75 | 0.03 | -0 |
| 0.9 | 0.06 | -0 |
| TOTAL | 0.12 | -0.1 |
2025-07 (no_tp)
| 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 | 0.05 | -0 |
| TOTAL | 0.12 | -0.14 |
2025-08 (no_tp)
| 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 |
| TOTAL | 0.13 | -0.14 |
2025-09 (no_tp)
| q | mfe | mae |
|---|
| 0.1 | 0 | -0.07 |
| 0.25 | 0.01 | -0.04 |
| 0.5 | 0.03 | -0.02 |
| 0.75 | 0.04 | -0.01 |
| 0.9 | 0.06 | -0 |
| TOTAL | 0.14 | -0.14 |
2025-10 (no_tp)
| q | mfe | mae |
|---|
| 0.1 | 0.01 | -0.09 |
| 0.25 | 0.01 | -0.05 |
| 0.5 | 0.02 | -0.02 |
| 0.75 | 0.05 | -0.01 |
| 0.9 | 0.07 | -0 |
| TOTAL | 0.16 | -0.17 |
2025-11 (no_tp)
| q | mfe | mae |
|---|
| 0.1 | 0 | -0.08 |
| 0.25 | 0.01 | -0.05 |
| 0.5 | 0.02 | -0.02 |
| 0.75 | 0.04 | -0.01 |
| 0.9 | 0.08 | -0 |
| TOTAL | 0.15 | -0.16 |
2025-12 (no_tp)
| 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 |
| TOTAL | 0.13 | -0.14 |
2026-01 (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 | 0.06 | -0 |
| TOTAL | 0.13 | -0.12 |
2026-02 (no_tp)
| q | mfe | mae |
|---|
| 0.1 | 0 | -0.15 |
| 0.25 | 0.01 | -0.08 |
| 0.5 | 0.02 | -0.04 |
| 0.75 | 0.05 | -0.02 |
| 0.9 | 0.08 | -0.01 |
| TOTAL | 0.16 | -0.3 |
Max Consecutive Losses
2025-05 (no_tp)
| Metric | Value |
|---|
| Max consecutive losses | 5 |
| Worst streak start | 2025-05-02 22:41:00 |
| Worst streak end | 2025-05-03 18:44:00 |
2025-06 (no_tp)
| Metric | Value |
|---|
| Max consecutive losses | 4 |
| Worst streak start | 2025-06-19 11:57:00 |
| Worst streak end | 2025-06-20 12:54:00 |
2025-07 (no_tp)
| Metric | Value |
|---|
| Max consecutive losses | 7 |
| Worst streak start | 2025-07-27 20:21:00 |
| Worst streak end | 2025-07-28 20:06:00 |
2025-08 (no_tp)
| Metric | Value |
|---|
| Max consecutive losses | 6 |
| Worst streak start | 2025-08-28 11:24:00 |
| Worst streak end | 2025-08-29 07:08:00 |
2025-09 (no_tp)
| Metric | Value |
|---|
| Max consecutive losses | 3 |
| Worst streak start | 2025-09-23 05:22:00 |
| Worst streak end | 2025-09-23 08:04:00 |
2025-10 (no_tp)
| Metric | Value |
|---|
| Max consecutive losses | 5 |
| Worst streak start | 2025-10-27 20:19:00 |
| Worst streak end | 2025-10-28 02:38:00 |
2025-11 (no_tp)
| Metric | Value |
|---|
| Max consecutive losses | 8 |
| Worst streak start | 2025-11-24 13:14:00 |
| Worst streak end | 2025-11-25 08:15:00 |
2025-12 (no_tp)
| Metric | Value |
|---|
| Max consecutive losses | 6 |
| Worst streak start | 2025-12-08 08:54:00 |
| Worst streak end | 2025-12-09 05:35:00 |
2026-01 (no_tp)
| Metric | Value |
|---|
| Max consecutive losses | 5 |
| Worst streak start | 2026-01-08 08:28:00 |
| Worst streak end | 2026-01-09 09:52:00 |
2026-02 (no_tp)
| Metric | Value |
|---|
| Max consecutive losses | 11 |
| Worst streak start | 2026-02-03 11:27:00 |
| Worst streak end | 2026-02-04 10:18:00 |