Signal Outcomes
Sequence: 7gt5of7-1lt | Diff: diff_3min | Cap: [2.5, 9]
Direction: long | Ahead: 20m | TP: 2 (scaled) | SL: 0.85
Mode: tp_sl | Months: 2026-02
Generated: 2026-02-11 09:05:14
Daily PnL
2026-02 (tp_sl)
| day | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 2026-02-01 | 34 | -8.06 | -0.24 | 35.29 | 64.71 |
| 2026-02-02 | 28 | 11.59 | 0.41 | 39.29 | 60.71 |
| 2026-02-03 | 29 | 11.85 | 0.41 | 55.17 | 44.83 |
| 2026-02-04 | 20 | 8.69 | 0.43 | 40 | 60 |
| 2026-02-05 | 26 | -6.59 | -0.25 | 30.77 | 69.23 |
| 2026-02-06 | 22 | 7.44 | 0.34 | 50 | 50 |
| 2026-02-07 | 33 | 6.33 | 0.19 | 51.52 | 48.48 |
| 2026-02-08 | 22 | -16.12 | -0.73 | 27.27 | 72.73 |
| 2026-02-09 | 13 | -1.83 | -0.14 | 46.15 | 53.85 |
| TOTAL | 227 | 13.3 | 0.05 | 41.72 | 58.28 |
Max Consecutive Streaks
2026-02 (tp_sl)
| Metric | Count | PnL % | From | To |
|---|
| Max consecutive losses | 7 | -12.87 | 2026-02-02 03:04:00 | 2026-02-02 05:35:00 |
| Max consecutive wins | 4 | 3.49 | 2026-02-02 13:28:00 | 2026-02-02 15:42:00 |
PnL Histogram
2026-02 (tp_sl)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 4 | -5.95 | 0 |
| B [-5,-2) | 58 | -2.78 | 0 |
| C [-2,0) | 67 | -0.74 | 0 |
| D [0,2) | 57 | 0.78 | 94.74 |
| E [2,5) | 24 | 3.12 | 100 |
| F >= 5 | 17 | 7.55 | 100 |
| TOTAL | 227 | 0.33 | 49.12 |
MFE / MAE Quantiles
2026-02 (tp_sl)
| q | mfe | mae |
|---|
| 0.1 | 0 | -0.05 |
| 0.25 | 0.01 | -0.03 |
| 0.5 | 0.02 | -0.02 |
| 0.75 | 0.04 | -0.01 |
| 0.9 | 0.07 | -0 |
| TOTAL | 0.14 | -0.11 |
All Months Summary
| Type | Total Trades | Total PnL % | Avg PnL % | Win % |
|---|
| Original | 227 | 13.3% | 0.0586% | 41.85% |
| Martingale | 227 | 219.03% ($21.9) | 0.9649% | 41.85% |
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 | 12 | 2.63 | 0.2189 | 41.67 | 58.33 | 1 | 0 | 1/1 |
| 2 | 8 | 5.75 | 0.7186 | 62.5 | 37.5 | 1 | 0 | 1/1 |
| 3 | 14 | -21.43 | -1.531 | 14.29 | 85.71 | 0 | 1 | 0/1 |
| 4 | 10 | 3.24 | 0.3239 | 40 | 60 | 1 | 0 | 1/1 |
| 5 | 8 | 10.91 | 1.3641 | 62.5 | 37.5 | 1 | 0 | 1/1 |
| 6 | 9 | -2.92 | -0.3249 | 22.22 | 77.78 | 0 | 1 | 0/1 |
| 7 | 11 | 9.58 | 0.8712 | 36.36 | 63.64 | 1 | 0 | 1/1 |
| 8 | 8 | -3.57 | -0.4458 | 50 | 50 | 0 | 1 | 0/1 |
| 9 | 13 | -2.09 | -0.1609 | 46.15 | 53.85 | 0 | 1 | 0/1 |
| 10 | 8 | 0.71 | 0.0892 | 50 | 50 | 1 | 0 | 1/1 |
| 11 | 13 | -5.26 | -0.4043 | 38.46 | 61.54 | 0 | 1 | 0/1 |
| 12 | 4 | -6.54 | -1.6349 | 0 | 100 | 0 | 1 | 0/1 |
| 13 | 11 | 0.63 | 0.0576 | 72.73 | 27.27 | 1 | 0 | 1/1 |
| 14 | 10 | 12.78 | 1.278 | 70 | 30 | 1 | 0 | 1/1 |
| 15 | 16 | 5.46 | 0.3415 | 50 | 50 | 1 | 0 | 1/1 |
| 16 | 13 | -21.15 | -1.6273 | 7.69 | 92.31 | 0 | 1 | 0/1 |
| 17 | 11 | -10.1 | -0.9185 | 27.27 | 72.73 | 0 | 1 | 0/1 |
| 18 | 11 | 4.67 | 0.4246 | 54.55 | 45.45 | 1 | 0 | 1/1 |
| 19 | 6 | -0.56 | -0.0941 | 33.33 | 66.67 | 0 | 1 | 0/1 |
| 20 | 9 | 27.53 | 3.0591 | 66.67 | 33.33 | 1 | 0 | 1/1 |
| 21 | 6 | 4.49 | 0.7478 | 66.67 | 33.33 | 1 | 0 | 1/1 |
| 22 | 7 | 2.87 | 0.4095 | 28.57 | 71.43 | 1 | 0 | 1/1 |
| 23 | 9 | -4.32 | -0.4803 | 22.22 | 77.78 | 0 | 1 | 0/1 |
| TOTAL | 227 | 13.31 | 0.1 | 41.91 | 58.09 | 13 | 10 | - |
Per-Month Hourly PnL
2026-02 (tp_sl)
| hour | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 1 | 12 | 2.63 | 0.2189 | 41.67 | 58.33 |
| 2 | 8 | 5.75 | 0.7186 | 62.5 | 37.5 |
| 3 | 14 | -21.43 | -1.531 | 14.29 | 85.71 |
| 4 | 10 | 3.24 | 0.3239 | 40 | 60 |
| 5 | 8 | 10.91 | 1.3641 | 62.5 | 37.5 |
| 6 | 9 | -2.92 | -0.3249 | 22.22 | 77.78 |
| 7 | 11 | 9.58 | 0.8712 | 36.36 | 63.64 |
| 8 | 8 | -3.57 | -0.4458 | 50 | 50 |
| 9 | 13 | -2.09 | -0.1609 | 46.15 | 53.85 |
| 10 | 8 | 0.71 | 0.0892 | 50 | 50 |
| 11 | 13 | -5.26 | -0.4043 | 38.46 | 61.54 |
| 12 | 4 | -6.54 | -1.6349 | 0 | 100 |
| 13 | 11 | 0.63 | 0.0576 | 72.73 | 27.27 |
| 14 | 10 | 12.78 | 1.278 | 70 | 30 |
| 15 | 16 | 5.46 | 0.3415 | 50 | 50 |
| 16 | 13 | -21.15 | -1.6273 | 7.69 | 92.31 |
| 17 | 11 | -10.1 | -0.9185 | 27.27 | 72.73 |
| 18 | 11 | 4.67 | 0.4246 | 54.55 | 45.45 |
| 19 | 6 | -0.56 | -0.0941 | 33.33 | 66.67 |
| 20 | 9 | 27.53 | 3.0591 | 66.67 | 33.33 |
| 21 | 6 | 4.49 | 0.7478 | 66.67 | 33.33 |
| 22 | 7 | 2.87 | 0.4095 | 28.57 | 71.43 |
| 23 | 9 | -4.32 | -0.4803 | 22.22 | 77.78 |
| TOTAL | 227 | 13.31 | 0.1 | 41.91 | 58.09 |
Martingale Analysis (1.5x, max 6 steps, base=$10, reset=win)
Daily PnL (Original vs Martingale)
2026-02 (tp_sl)
| day | signals | orig_pnl | mart_pnl | orig_$ | mart_$ | win_pct |
|---|
| 2026-02-01 | 34 | -8.06 | 121.75 | -0.81 | 12.18 | 35.3 |
| 2026-02-02 | 28 | 11.59 | 43.86 | 1.16 | 4.39 | 39.3 |
| 2026-02-03 | 29 | 11.85 | 27.36 | 1.19 | 2.74 | 55.2 |
| 2026-02-04 | 20 | 8.69 | 28.26 | 0.87 | 2.83 | 40 |
| 2026-02-05 | 26 | -6.59 | -17.21 | -0.66 | -1.72 | 30.8 |
| 2026-02-06 | 22 | 7.44 | 22.18 | 0.74 | 2.22 | 50 |
| 2026-02-07 | 33 | 6.33 | 12.99 | 0.63 | 1.3 | 51.5 |
| 2026-02-08 | 22 | -16.12 | -16.72 | -1.61 | -1.67 | 27.3 |
| 2026-02-09 | 13 | -1.83 | -3.43 | -0.18 | -0.34 | 46.2 |
| TOTAL | 227 | 13.3 | 219.04 | 1.33 | 21.93 | 41.73 |
Statistics
2026-02 (tp_sl)
| Metric | Value | Dollar |
|---|
| Original total PnL | 13.3% | $1.33 |
| Martingale total PnL | 219.03% | $21.9 |
| PnL difference | 205.73% | |
| Sequences triggered | 60 | |
| Recovered | 30 | |
| Failed | 30 | |
| Hit max step | 4 | |
| Recovery rate | 50% | |
| Avg sequence length | 3.2 | |
| Max sequence length | 8 | |
| Max position size | 11.39x | $113.91 |
| Max capital (actual) | 43.56x | $435.63 |
| Max capital (uncapped) | 49.26x | $492.58 |
| Max drawdown | 93.26% | $9.33 |
| Worst sequence PnL | -47.79% | $-4.78 |
| Best recovery PnL | 132.04% | $13.2 |
Martingale Sequences
2026-02 (tp_sl)
| # | 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) | -0.55% | 0.26% | $0.03 | Yes | 2026-02-01 01:17:00 | 2026-02-01 02:09:00 |
| 2 | 7 | 8 | 11.39x ($113.9) | 43.56x ($435.6) | 49.26x ($492.6) | 3.43% | 132.04% | $13.2 | Yes | 2026-02-01 02:51:00 | 2026-02-01 07:22:00 |
| 3 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 2.63% | 4.42% | $0.44 | Yes | 2026-02-01 07:42:00 | 2026-02-01 08:18:00 |
| 4 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -5.49% | -5.07% | $-0.51 | No | 2026-02-01 08:38:00 | 2026-02-01 09:11:00 |
| 5 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -3.79% | -3.34% | $-0.33 | No | 2026-02-01 09:39:00 | 2026-02-01 10:18:00 |
| 6 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -2.27% | -2.11% | $-0.21 | No | 2026-02-01 11:03:00 | 2026-02-01 13:19:00 |
| 7 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 3.87% | 6.5% | $0.65 | Yes | 2026-02-01 14:55:00 | 2026-02-01 15:30:00 |
| 8 | 4 | 5 | 5.06x ($50.6) | 13.19x ($131.9) | 13.19x ($131.9) | -7.95% | -13.42% | $-1.34 | No | 2026-02-01 15:57:00 | 2026-02-01 18:07:00 |
| 9 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -2.92% | -1.93% | $-0.19 | No | 2026-02-01 20:42:00 | 2026-02-01 21:44:00 |
| 10 | 4 | 5 | 5.06x ($50.6) | 13.19x ($131.9) | 13.19x ($131.9) | -8.4% | -0.3% | $-0.03 | No | 2026-02-01 23:19:00 | 2026-02-02 02:44:00 |
| 11 | 7 | 8 | 11.39x ($113.9) | 43.56x ($435.6) | 49.26x ($492.6) | -13.09% | -47.79% | $-4.78 | No | 2026-02-02 03:04:00 | 2026-02-02 05:59:00 |
| 12 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 4.17% | 6.67% | $0.67 | Yes | 2026-02-02 07:56:00 | 2026-02-02 08:26:00 |
| 13 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 4.32% | 7.62% | $0.76 | Yes | 2026-02-02 09:29:00 | 2026-02-02 10:10:00 |
| 14 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -1.58% | -1.54% | $-0.15 | No | 2026-02-02 11:28:00 | 2026-02-02 13:28:00 |
| 15 | 4 | 5 | 5.06x ($50.6) | 13.19x ($131.9) | 13.19x ($131.9) | 10.14% | 62.58% | $6.26 | Yes | 2026-02-02 16:50:00 | 2026-02-02 20:12:00 |
| 16 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 5.44% | 8.72% | $0.87 | Yes | 2026-02-02 22:41:00 | 2026-02-03 01:47:00 |
| 17 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -3.58% | 1.65% | $0.17 | Yes | 2026-02-03 03:22:00 | 2026-02-03 04:49:00 |
| 18 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | 2.01% | 5.68% | $0.57 | Yes | 2026-02-03 06:32:00 | 2026-02-03 07:48:00 |
| 19 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 2.31% | 3.59% | $0.36 | Yes | 2026-02-03 10:20:00 | 2026-02-03 10:51:00 |
| 20 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -3.46% | -3.4% | $-0.34 | No | 2026-02-03 12:54:00 | 2026-02-03 14:13:00 |
| 21 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 2.43% | 4% | $0.4 | Yes | 2026-02-03 15:20:00 | 2026-02-03 15:43:00 |
| 22 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -2.05% | -1.86% | $-0.19 | No | 2026-02-03 16:19:00 | 2026-02-03 16:47:00 |
| 23 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -5.67% | -5.45% | $-0.55 | No | 2026-02-03 17:38:00 | 2026-02-03 19:22:00 |
| 24 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -1.51% | -0.29% | $-0.03 | No | 2026-02-03 23:47:00 | 2026-02-04 02:27:00 |
| 25 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.07% | 0.14% | $0.01 | Yes | 2026-02-04 03:05:00 | 2026-02-04 03:25:00 |
| 26 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | 2.33% | 8.83% | $0.88 | Yes | 2026-02-04 07:24:00 | 2026-02-04 09:23:00 |
| 27 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -3.6% | -5.03% | $-0.5 | No | 2026-02-04 09:51:00 | 2026-02-04 11:58:00 |
| 28 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -6.05% | -5.65% | $-0.57 | No | 2026-02-04 15:18:00 | 2026-02-04 17:51:00 |
| 29 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 8.15% | 12.78% | $1.28 | Yes | 2026-02-04 19:09:00 | 2026-02-04 22:07:00 |
| 30 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | 5.14% | 13.31% | $1.33 | Yes | 2026-02-04 22:32:00 | 2026-02-04 23:52:00 |
| 31 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -0.07% | 2.03% | $0.2 | Yes | 2026-02-05 03:09:00 | 2026-02-05 04:32:00 |
| 32 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -0.46% | 0.92% | $0.09 | Yes | 2026-02-05 05:46:00 | 2026-02-05 07:44:00 |
| 33 | 4 | 5 | 5.06x ($50.6) | 13.19x ($131.9) | 13.19x ($131.9) | -3.88% | -3.3% | $-0.33 | No | 2026-02-05 09:09:00 | 2026-02-05 14:14:00 |
| 34 | 7 | 8 | 11.39x ($113.9) | 43.56x ($435.6) | 49.26x ($492.6) | -7.94% | -19.64% | $-1.96 | No | 2026-02-05 16:27:00 | 2026-02-05 21:43:00 |
| 35 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -1.65% | 2.93% | $0.29 | Yes | 2026-02-05 22:19:00 | 2026-02-06 01:02:00 |
| 36 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.02% | 0.35% | $0.04 | Yes | 2026-02-06 01:50:00 | 2026-02-06 02:49:00 |
| 37 | 5 | 6 | 7.59x ($75.9) | 20.78x ($207.8) | 20.78x ($207.8) | -3.7% | -3.24% | $-0.32 | No | 2026-02-06 07:33:00 | 2026-02-06 13:10:00 |
| 38 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.43% | 0.64% | $0.06 | Yes | 2026-02-06 13:44:00 | 2026-02-06 14:39:00 |
| 39 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -4.12% | 0.64% | $0.06 | Yes | 2026-02-06 15:30:00 | 2026-02-06 18:27:00 |
| 40 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.72% | 2.14% | $0.21 | Yes | 2026-02-06 20:36:00 | 2026-02-06 21:06:00 |
| 41 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -1.39% | -0.12% | $-0.01 | No | 2026-02-07 01:03:00 | 2026-02-07 01:59:00 |
| 42 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -2.2% | -0.14% | $-0.01 | No | 2026-02-07 02:26:00 | 2026-02-07 03:40:00 |
| 43 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -0.66% | -0.1% | $-0.01 | No | 2026-02-07 06:25:00 | 2026-02-07 07:16:00 |
| 44 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -3.2% | -4.14% | $-0.41 | No | 2026-02-07 07:44:00 | 2026-02-07 08:51:00 |
| 45 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -1.58% | -1.28% | $-0.13 | No | 2026-02-07 10:46:00 | 2026-02-07 11:28:00 |
| 46 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -5.23% | -5.99% | $-0.6 | No | 2026-02-07 12:16:00 | 2026-02-07 13:51:00 |
| 47 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.57% | 0.98% | $0.1 | Yes | 2026-02-07 14:38:00 | 2026-02-07 15:21:00 |
| 48 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -2.09% | 0.02% | $0 | Yes | 2026-02-07 16:18:00 | 2026-02-07 17:36:00 |
| 49 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -1.36% | -0.63% | $-0.06 | No | 2026-02-07 18:03:00 | 2026-02-07 18:37:00 |
| 50 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -0.57% | 0.36% | $0.04 | Yes | 2026-02-07 19:01:00 | 2026-02-07 20:08:00 |
| 51 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -4.78% | -7.01% | $-0.7 | No | 2026-02-07 23:18:00 | 2026-02-08 05:21:00 |
| 52 | 4 | 5 | 5.06x ($50.6) | 13.19x ($131.9) | 13.19x ($131.9) | -10.43% | -14.17% | $-1.42 | No | 2026-02-08 07:57:00 | 2026-02-08 11:33:00 |
| 53 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.17% | 0.28% | $0.03 | Yes | 2026-02-08 12:08:00 | 2026-02-08 13:33:00 |
| 54 | 6 | 7 | 11.39x ($113.9) | 32.17x ($321.7) | 32.17x ($321.7) | -9.85% | -13.66% | $-1.37 | No | 2026-02-08 14:24:00 | 2026-02-08 17:12:00 |
| 55 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 2.22% | 4.4% | $0.44 | Yes | 2026-02-08 17:34:00 | 2026-02-08 18:13:00 |
| 56 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | 4.33% | 11.21% | $1.12 | Yes | 2026-02-08 18:46:00 | 2026-02-08 23:34:00 |
| 57 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -3.38% | -5.85% | $-0.59 | No | 2026-02-09 03:46:00 | 2026-02-09 09:57:00 |
| 58 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.48% | 0.96% | $0.1 | Yes | 2026-02-09 11:31:00 | 2026-02-09 13:24:00 |
| 59 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -2.45% | -2.07% | $-0.21 | No | 2026-02-09 15:08:00 | 2026-02-09 18:44:00 |
| 60 | 1 | 1 | 1.5x ($15) | 1x ($10) | 1x ($10) | -2.32% | -2.32% | $-0.23 | No | 2026-02-09 23:44:00 | 2026-02-09 23:44:00 |