Signal Outcomes
Sequence: 7gt5of7-1lt | Diff: diff_3min | Cap: [2.5, 9]
Direction: short | Ahead: 20m | TP: 0.5 (scaled) | SL: 0.85
Mode: no_tp | Months: 2026-02
Generated: 2026-02-11 09:00:34
Daily PnL
2026-02 (no_tp)
| day | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 2026-02-01 | 34 | 7 | 0.21 | 61.76 | 38.24 |
| 2026-02-02 | 28 | -22.22 | -0.79 | 53.57 | 46.43 |
| 2026-02-03 | 29 | -9.98 | -0.34 | 41.38 | 58.62 |
| 2026-02-04 | 20 | -10.84 | -0.54 | 60 | 40 |
| 2026-02-05 | 26 | 3.86 | 0.15 | 65.38 | 34.62 |
| 2026-02-06 | 22 | -2.64 | -0.12 | 45.45 | 54.55 |
| 2026-02-07 | 33 | -45.91 | -1.39 | 39.39 | 60.61 |
| 2026-02-08 | 22 | -8.3 | -0.38 | 68.18 | 31.82 |
| 2026-02-09 | 13 | 98.3 | 7.56 | 53.85 | 46.15 |
| TOTAL | 227 | 9.27 | 0.48 | 54.33 | 45.67 |
Max Consecutive Streaks
2026-02 (no_tp)
| Metric | Count | PnL % | From | To |
|---|
| Max consecutive losses | 4 | -3.49 | 2026-02-02 13:28:00 | 2026-02-02 15:42:00 |
| Max consecutive wins | 7 | 12.75 | 2026-02-05 16:27:00 | 2026-02-05 21:07:00 |
PnL Histogram
2026-02 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 16 | -13.1 | 0 |
| B [-5,-2) | 28 | -3.1 | 0 |
| C [-2,0) | 58 | -0.81 | 0 |
| D [0,2) | 87 | 0.79 | 96.55 |
| E [2,5) | 22 | 3.21 | 100 |
| F >= 5 | 16 | 13.34 | 100 |
| TOTAL | 227 | 0.06 | 49.43 |
MFE / MAE Quantiles
2026-02 (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 | 0.05 | -0 |
| TOTAL | 0.11 | -0.13 |
All Months Summary
| Type | Total Trades | Total PnL % | Avg PnL % | Win % |
|---|
| Original | 227 | 9.27% | 0.0408% | 53.74% |
| Martingale | 227 | 95.85% ($9.58) | 0.4222% | 53.74% |
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 | -3.36 | -0.2803 | 58.33 | 41.67 | 0 | 1 | 0/1 |
| 2 | 8 | -5.75 | -0.7186 | 37.5 | 62.5 | 0 | 1 | 0/1 |
| 3 | 14 | 9.7 | 0.6926 | 71.43 | 28.57 | 1 | 0 | 1/1 |
| 4 | 10 | -5.96 | -0.5961 | 60 | 40 | 0 | 1 | 0/1 |
| 5 | 8 | -13.67 | -1.7091 | 12.5 | 87.5 | 0 | 1 | 0/1 |
| 6 | 9 | 2.54 | 0.2827 | 77.78 | 22.22 | 1 | 0 | 1/1 |
| 7 | 11 | -7.87 | -0.7157 | 63.64 | 36.36 | 0 | 1 | 0/1 |
| 8 | 8 | 19.19 | 2.3993 | 62.5 | 37.5 | 1 | 0 | 1/1 |
| 9 | 13 | 9.02 | 0.6936 | 46.15 | 53.85 | 1 | 0 | 1/1 |
| 10 | 8 | -19.84 | -2.4795 | 37.5 | 62.5 | 0 | 1 | 0/1 |
| 11 | 13 | 5.29 | 0.4069 | 61.54 | 38.46 | 1 | 0 | 1/1 |
| 12 | 4 | 8.74 | 2.186 | 100 | 0 | 1 | 0 | 1/1 |
| 13 | 11 | -9.11 | -0.8286 | 9.09 | 90.91 | 0 | 1 | 0/1 |
| 14 | 10 | -0.79 | -0.0792 | 30 | 70 | 0 | 1 | 0/1 |
| 15 | 16 | -17.01 | -1.0634 | 50 | 50 | 0 | 1 | 0/1 |
| 16 | 13 | 27.98 | 2.152 | 84.62 | 15.38 | 1 | 0 | 1/1 |
| 17 | 11 | 11.48 | 1.0438 | 72.73 | 27.27 | 1 | 0 | 1/1 |
| 18 | 11 | -23.41 | -2.1277 | 27.27 | 72.73 | 0 | 1 | 0/1 |
| 19 | 6 | -0.29 | -0.0479 | 66.67 | 33.33 | 0 | 1 | 0/1 |
| 20 | 9 | -27.37 | -3.0407 | 33.33 | 66.67 | 0 | 1 | 0/1 |
| 21 | 6 | -6.97 | -1.162 | 33.33 | 66.67 | 0 | 1 | 0/1 |
| 22 | 7 | -17.17 | -2.4525 | 71.43 | 28.57 | 0 | 1 | 0/1 |
| 23 | 9 | 73.91 | 8.2119 | 77.78 | 22.22 | 1 | 0 | 1/1 |
| TOTAL | 227 | 9.28 | 0.03 | 54.14 | 45.86 | 9 | 14 | - |
Per-Month Hourly PnL
2026-02 (no_tp)
| hour | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 1 | 12 | -3.36 | -0.2803 | 58.33 | 41.67 |
| 2 | 8 | -5.75 | -0.7186 | 37.5 | 62.5 |
| 3 | 14 | 9.7 | 0.6926 | 71.43 | 28.57 |
| 4 | 10 | -5.96 | -0.5961 | 60 | 40 |
| 5 | 8 | -13.67 | -1.7091 | 12.5 | 87.5 |
| 6 | 9 | 2.54 | 0.2827 | 77.78 | 22.22 |
| 7 | 11 | -7.87 | -0.7157 | 63.64 | 36.36 |
| 8 | 8 | 19.19 | 2.3993 | 62.5 | 37.5 |
| 9 | 13 | 9.02 | 0.6936 | 46.15 | 53.85 |
| 10 | 8 | -19.84 | -2.4795 | 37.5 | 62.5 |
| 11 | 13 | 5.29 | 0.4069 | 61.54 | 38.46 |
| 12 | 4 | 8.74 | 2.186 | 100 | 0 |
| 13 | 11 | -9.11 | -0.8286 | 9.09 | 90.91 |
| 14 | 10 | -0.79 | -0.0792 | 30 | 70 |
| 15 | 16 | -17.01 | -1.0634 | 50 | 50 |
| 16 | 13 | 27.98 | 2.152 | 84.62 | 15.38 |
| 17 | 11 | 11.48 | 1.0438 | 72.73 | 27.27 |
| 18 | 11 | -23.41 | -2.1277 | 27.27 | 72.73 |
| 19 | 6 | -0.29 | -0.0479 | 66.67 | 33.33 |
| 20 | 9 | -27.37 | -3.0407 | 33.33 | 66.67 |
| 21 | 6 | -6.97 | -1.162 | 33.33 | 66.67 |
| 22 | 7 | -17.17 | -2.4525 | 71.43 | 28.57 |
| 23 | 9 | 73.91 | 8.2119 | 77.78 | 22.22 |
| TOTAL | 227 | 9.28 | 0.03 | 54.14 | 45.86 |
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 | 34 | 7 | 23.1 | 0.7 | 2.31 | 61.8 |
| 2026-02-02 | 28 | -22.22 | -27.42 | -2.22 | -2.74 | 53.6 |
| 2026-02-03 | 29 | -9.98 | 4.9 | -1 | 0.49 | 41.4 |
| 2026-02-04 | 20 | -10.84 | -2.61 | -1.08 | -0.26 | 60 |
| 2026-02-05 | 26 | 3.86 | 3.47 | 0.39 | 0.35 | 65.4 |
| 2026-02-06 | 22 | -2.64 | 5.64 | -0.26 | 0.56 | 45.5 |
| 2026-02-07 | 33 | -45.91 | -59.55 | -4.59 | -5.96 | 39.4 |
| 2026-02-08 | 22 | -8.3 | -0.66 | -0.83 | -0.07 | 68.2 |
| 2026-02-09 | 13 | 98.3 | 148.97 | 9.83 | 14.9 | 53.8 |
| TOTAL | 227 | 9.27 | 95.84 | 0.94 | 9.58 | 54.34 |
Statistics
2026-02 (no_tp)
| Metric | Value | Dollar |
|---|
| Original total PnL | 9.28% | $0.93 |
| Martingale total PnL | 95.85% | $9.58 |
| PnL difference | 86.57% | |
| Sequences triggered | 58 | |
| Recovered | 26 | |
| Failed | 32 | |
| Hit max step | 5 | |
| Recovery rate | 44.8% | |
| Avg sequence length | 2.8 | |
| Max sequence length | 5 | |
| Max position size | 5.06x | $50.63 |
| Max capital (actual) | 13.19x | $131.88 |
| Max capital (uncapped) | 13.19x | $131.88 |
| Max drawdown | 96.01% | $9.6 |
| Worst sequence PnL | -29.56% | $-2.96 |
| Best recovery PnL | 149.62% | $14.96 |
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) | -1.28% | -1.11% | $-0.11 | No | 2026-02-01 02:09:00 | 2026-02-01 02:51:00 |
| 2 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -11.98% | -11.51% | $-1.15 | No | 2026-02-01 07:22:00 | 2026-02-01 07:42:00 |
| 3 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 6% | 10.78% | $1.08 | Yes | 2026-02-01 08:18:00 | 2026-02-01 08:38:00 |
| 4 | 4 | 5 | 5.06x ($50.6) | 13.19x ($131.9) | 13.19x ($131.9) | -0.22% | 5.78% | $0.58 | Yes | 2026-02-01 09:11:00 | 2026-02-01 11:03:00 |
| 5 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | 1.09% | 2.76% | $0.28 | Yes | 2026-02-01 13:19:00 | 2026-02-01 14:55:00 |
| 6 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -0.26% | 0.65% | $0.07 | Yes | 2026-02-01 15:30:00 | 2026-02-01 15:57:00 |
| 7 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -9.57% | -7.81% | $-0.78 | No | 2026-02-01 18:07:00 | 2026-02-01 20:42:00 |
| 8 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -1.17% | -0.83% | $-0.08 | No | 2026-02-01 21:44:00 | 2026-02-01 23:19:00 |
| 9 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -3.42% | -3.4% | $-0.34 | No | 2026-02-02 02:44:00 | 2026-02-02 03:04:00 |
| 10 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -1.55% | -1% | $-0.1 | No | 2026-02-02 03:31:00 | 2026-02-02 03:52:00 |
| 11 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -9.25% | -16.47% | $-1.65 | No | 2026-02-02 05:35:00 | 2026-02-02 07:56:00 |
| 12 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 8.37% | 13.17% | $1.32 | Yes | 2026-02-02 09:08:00 | 2026-02-02 09:29:00 |
| 13 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -16.79% | -15.96% | $-1.6 | No | 2026-02-02 10:10:00 | 2026-02-02 11:28:00 |
| 14 | 4 | 5 | 5.06x ($50.6) | 13.19x ($131.9) | 13.19x ($131.9) | -1.49% | -0.45% | $-0.05 | No | 2026-02-02 13:28:00 | 2026-02-02 16:50:00 |
| 15 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -12.12% | -17.33% | $-1.73 | No | 2026-02-02 18:42:00 | 2026-02-02 22:41:00 |
| 16 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -7.06% | -6.16% | $-0.62 | No | 2026-02-03 01:47:00 | 2026-02-03 03:22:00 |
| 17 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -2.7% | -2.47% | $-0.25 | No | 2026-02-03 03:42:00 | 2026-02-03 04:22:00 |
| 18 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -6.98% | -8.75% | $-0.88 | No | 2026-02-03 04:49:00 | 2026-02-03 06:32:00 |
| 19 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -5.2% | -6.35% | $-0.64 | No | 2026-02-03 07:48:00 | 2026-02-03 10:20:00 |
| 20 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | 4.39% | 13.31% | $1.33 | Yes | 2026-02-03 10:51:00 | 2026-02-03 12:54:00 |
| 21 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -2.94% | -3.83% | $-0.38 | No | 2026-02-03 14:13:00 | 2026-02-03 15:20:00 |
| 22 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 1.33% | 3.86% | $0.39 | Yes | 2026-02-03 15:43:00 | 2026-02-03 16:19:00 |
| 23 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 3.1% | 4.84% | $0.48 | Yes | 2026-02-03 16:47:00 | 2026-02-03 17:38:00 |
| 24 | 4 | 5 | 5.06x ($50.6) | 13.19x ($131.9) | 13.19x ($131.9) | -1.98% | 2.4% | $0.24 | Yes | 2026-02-03 19:22:00 | 2026-02-03 23:47:00 |
| 25 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -0.95% | -0.91% | $-0.09 | No | 2026-02-04 02:27:00 | 2026-02-04 03:05:00 |
| 26 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 1.21% | 1.89% | $0.19 | Yes | 2026-02-04 03:25:00 | 2026-02-04 07:24:00 |
| 27 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.5% | 1.59% | $0.16 | Yes | 2026-02-04 09:23:00 | 2026-02-04 09:51:00 |
| 28 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 10.62% | 15.97% | $1.6 | Yes | 2026-02-04 11:58:00 | 2026-02-04 15:18:00 |
| 29 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -1.51% | -1.01% | $-0.1 | No | 2026-02-04 17:51:00 | 2026-02-04 19:09:00 |
| 30 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -21.4% | -20.82% | $-2.08 | No | 2026-02-04 22:07:00 | 2026-02-04 22:32:00 |
| 31 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -8.41% | -10.08% | $-1.01 | No | 2026-02-04 23:52:00 | 2026-02-05 03:09:00 |
| 32 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | 1.06% | 5.68% | $0.57 | Yes | 2026-02-05 04:32:00 | 2026-02-05 06:53:00 |
| 33 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -0.41% | 0.46% | $0.05 | Yes | 2026-02-05 07:44:00 | 2026-02-05 09:09:00 |
| 34 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -12.49% | -17.26% | $-1.73 | No | 2026-02-05 14:14:00 | 2026-02-05 16:27:00 |
| 35 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.79% | 1.36% | $0.14 | Yes | 2026-02-05 21:43:00 | 2026-02-05 22:19:00 |
| 36 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -2.56% | -2.24% | $-0.22 | No | 2026-02-06 01:02:00 | 2026-02-06 01:50:00 |
| 37 | 4 | 5 | 5.06x ($50.6) | 13.19x ($131.9) | 13.19x ($131.9) | -8.77% | -14.67% | $-1.47 | No | 2026-02-06 02:49:00 | 2026-02-06 07:33:00 |
| 38 | 4 | 5 | 5.06x ($50.6) | 13.19x ($131.9) | 13.19x ($131.9) | 0.61% | 14.08% | $1.41 | Yes | 2026-02-06 13:10:00 | 2026-02-06 15:30:00 |
| 39 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -4.35% | -3.95% | $-0.4 | No | 2026-02-06 18:27:00 | 2026-02-06 20:36:00 |
| 40 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -0.1% | 1.27% | $0.13 | Yes | 2026-02-06 21:06:00 | 2026-02-07 01:03:00 |
| 41 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.77% | 1.72% | $0.17 | Yes | 2026-02-07 01:59:00 | 2026-02-07 02:26:00 |
| 42 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -13.05% | -19.96% | $-2 | No | 2026-02-07 03:40:00 | 2026-02-07 06:25:00 |
| 43 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -0.05% | 0.48% | $0.05 | Yes | 2026-02-07 07:16:00 | 2026-02-07 07:44:00 |
| 44 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | 4.11% | 10.12% | $1.01 | Yes | 2026-02-07 08:51:00 | 2026-02-07 10:46:00 |
| 45 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.77% | 1.46% | $0.15 | Yes | 2026-02-07 11:28:00 | 2026-02-07 12:16:00 |
| 46 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -9.8% | -14.46% | $-1.45 | No | 2026-02-07 13:20:00 | 2026-02-07 14:38:00 |
| 47 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -19.27% | -27.72% | $-2.77 | No | 2026-02-07 15:21:00 | 2026-02-07 16:57:00 |
| 48 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -21.57% | -29.56% | $-2.96 | No | 2026-02-07 17:36:00 | 2026-02-07 19:01:00 |
| 49 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -2.58% | 2.24% | $0.22 | Yes | 2026-02-07 20:08:00 | 2026-02-07 23:18:00 |
| 50 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 3.69% | 5.84% | $0.58 | Yes | 2026-02-08 05:21:00 | 2026-02-08 07:57:00 |
| 51 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -8.11% | -9.13% | $-0.91 | No | 2026-02-08 10:08:00 | 2026-02-08 12:08:00 |
| 52 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 11.44% | 17.28% | $1.73 | Yes | 2026-02-08 13:33:00 | 2026-02-08 14:24:00 |
| 53 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -0.3% | 0.25% | $0.03 | Yes | 2026-02-08 17:12:00 | 2026-02-08 17:34:00 |
| 54 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -4.13% | -4.01% | $-0.4 | No | 2026-02-08 18:13:00 | 2026-02-08 18:46:00 |
| 55 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -29.02% | -28.8% | $-2.88 | No | 2026-02-08 23:34:00 | 2026-02-09 03:46:00 |
| 56 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -1.44% | -1.34% | $-0.13 | No | 2026-02-09 09:57:00 | 2026-02-09 11:31:00 |
| 57 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -3.17% | -2.82% | $-0.28 | No | 2026-02-09 13:24:00 | 2026-02-09 15:08:00 |
| 58 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 99.62% | 149.62% | $14.96 | Yes | 2026-02-09 18:44:00 | 2026-02-09 23:44:00 |