Signal Outcomes
Sequence: 7gt5of7-1lt | Diff: diff_3min | Cap: [2.5, 9]
Direction: short | Ahead: 20m | TP: 0.5 (scaled) | SL: 0.85
Mode: tp_sl | Months: 2026-02
Generated: 2026-02-11 09:03:05
Daily PnL
2026-02 (tp_sl)
| day | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 2026-02-01 | 34 | 4.39 | 0.13 | 64.71 | 35.29 |
| 2026-02-02 | 28 | 3.23 | 0.12 | 64.29 | 35.71 |
| 2026-02-03 | 29 | -21.78 | -0.75 | 37.93 | 62.07 |
| 2026-02-04 | 20 | 3.53 | 0.18 | 75 | 25 |
| 2026-02-05 | 26 | 3.98 | 0.15 | 61.54 | 38.46 |
| 2026-02-06 | 22 | 2.18 | 0.1 | 59.09 | 40.91 |
| 2026-02-07 | 33 | -16.99 | -0.51 | 45.45 | 54.55 |
| 2026-02-08 | 22 | 0.03 | 0 | 63.64 | 36.36 |
| 2026-02-09 | 13 | 4.23 | 0.33 | 61.54 | 38.46 |
| TOTAL | 227 | -17.2 | -0.03 | 59.24 | 40.76 |
Max Consecutive Streaks
2026-02 (tp_sl)
| Metric | Count | PnL % | From | To |
|---|
| Max consecutive losses | 5 | -8.69 | 2026-02-03 19:22:00 | 2026-02-03 23:47:00 |
| Max consecutive wins | 9 | 13.59 | 2026-02-02 01:54:00 | 2026-02-02 05:35:00 |
PnL Histogram
2026-02 (tp_sl)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 6 | -5.83 | 0 |
| B [-5,-2) | 53 | -2.8 | 0 |
| C [-2,0) | 33 | -0.74 | 0 |
| D [0,2) | 104 | 1.08 | 97.12 |
| E [2,5) | 31 | 2.54 | 100 |
| TOTAL | 227 | -1.15 | 39.42 |
MFE / MAE Quantiles
2026-02 (tp_sl)
| 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 | -17.2% | -0.0758% | 58.15% |
| Martingale | 227 | -8.31% ($-0.83) | -0.0366% | 58.15% |
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 | -11.71 | -0.9756 | 50 | 50 | 0 | 1 | 0/1 |
| 2 | 8 | 1.54 | 0.1929 | 62.5 | 37.5 | 1 | 0 | 1/1 |
| 3 | 14 | 10.18 | 0.7274 | 78.57 | 21.43 | 1 | 0 | 1/1 |
| 4 | 10 | -3.39 | -0.3391 | 60 | 40 | 0 | 1 | 0/1 |
| 5 | 8 | -9.13 | -1.141 | 25 | 75 | 0 | 1 | 0/1 |
| 6 | 9 | 7.68 | 0.8537 | 88.89 | 11.11 | 1 | 0 | 1/1 |
| 7 | 11 | -13.46 | -1.2237 | 54.55 | 45.45 | 0 | 1 | 0/1 |
| 8 | 8 | 3.1 | 0.387 | 50 | 50 | 1 | 0 | 1/1 |
| 9 | 13 | -4.11 | -0.3159 | 46.15 | 53.85 | 0 | 1 | 0/1 |
| 10 | 8 | 8.69 | 1.0859 | 75 | 25 | 1 | 0 | 1/1 |
| 11 | 13 | 4.73 | 0.3639 | 69.23 | 30.77 | 1 | 0 | 1/1 |
| 12 | 4 | 3.89 | 0.9734 | 100 | 0 | 1 | 0 | 1/1 |
| 13 | 11 | -7.39 | -0.6718 | 18.18 | 81.82 | 0 | 1 | 0/1 |
| 14 | 10 | -7.01 | -0.7007 | 30 | 70 | 0 | 1 | 0/1 |
| 15 | 16 | -5.13 | -0.3209 | 56.25 | 43.75 | 0 | 1 | 0/1 |
| 16 | 13 | 15.69 | 1.207 | 92.31 | 7.69 | 1 | 0 | 1/1 |
| 17 | 11 | 2.69 | 0.2442 | 63.64 | 36.36 | 1 | 0 | 1/1 |
| 18 | 11 | -8.08 | -0.7346 | 36.36 | 63.64 | 0 | 1 | 0/1 |
| 19 | 6 | 3.44 | 0.5726 | 66.67 | 33.33 | 1 | 0 | 1/1 |
| 20 | 9 | -18.73 | -2.0809 | 33.33 | 66.67 | 0 | 1 | 0/1 |
| 21 | 6 | 1.39 | 0.2321 | 50 | 50 | 1 | 0 | 1/1 |
| 22 | 7 | 1.85 | 0.2637 | 71.43 | 28.57 | 1 | 0 | 1/1 |
| 23 | 9 | 6.07 | 0.6744 | 77.78 | 22.22 | 1 | 0 | 1/1 |
| TOTAL | 227 | -17.2 | -0.03 | 58.95 | 41.05 | 13 | 10 | - |
Per-Month Hourly PnL
2026-02 (tp_sl)
| hour | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 1 | 12 | -11.71 | -0.9756 | 50 | 50 |
| 2 | 8 | 1.54 | 0.1929 | 62.5 | 37.5 |
| 3 | 14 | 10.18 | 0.7274 | 78.57 | 21.43 |
| 4 | 10 | -3.39 | -0.3391 | 60 | 40 |
| 5 | 8 | -9.13 | -1.141 | 25 | 75 |
| 6 | 9 | 7.68 | 0.8537 | 88.89 | 11.11 |
| 7 | 11 | -13.46 | -1.2237 | 54.55 | 45.45 |
| 8 | 8 | 3.1 | 0.387 | 50 | 50 |
| 9 | 13 | -4.11 | -0.3159 | 46.15 | 53.85 |
| 10 | 8 | 8.69 | 1.0859 | 75 | 25 |
| 11 | 13 | 4.73 | 0.3639 | 69.23 | 30.77 |
| 12 | 4 | 3.89 | 0.9734 | 100 | 0 |
| 13 | 11 | -7.39 | -0.6718 | 18.18 | 81.82 |
| 14 | 10 | -7.01 | -0.7007 | 30 | 70 |
| 15 | 16 | -5.13 | -0.3209 | 56.25 | 43.75 |
| 16 | 13 | 15.69 | 1.207 | 92.31 | 7.69 |
| 17 | 11 | 2.69 | 0.2442 | 63.64 | 36.36 |
| 18 | 11 | -8.08 | -0.7346 | 36.36 | 63.64 |
| 19 | 6 | 3.44 | 0.5726 | 66.67 | 33.33 |
| 20 | 9 | -18.73 | -2.0809 | 33.33 | 66.67 |
| 21 | 6 | 1.39 | 0.2321 | 50 | 50 |
| 22 | 7 | 1.85 | 0.2637 | 71.43 | 28.57 |
| 23 | 9 | 6.07 | 0.6744 | 77.78 | 22.22 |
| TOTAL | 227 | -17.2 | -0.03 | 58.95 | 41.05 |
Martingale Analysis (1.5x, max 4 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 | 4.39 | 9.27 | 0.44 | 0.93 | 64.7 |
| 2026-02-02 | 28 | 3.23 | 3.78 | 0.32 | 0.38 | 64.3 |
| 2026-02-03 | 29 | -21.78 | -32.85 | -2.18 | -3.29 | 37.9 |
| 2026-02-04 | 20 | 3.53 | 7.65 | 0.35 | 0.77 | 75 |
| 2026-02-05 | 26 | 3.98 | 7.25 | 0.4 | 0.72 | 61.5 |
| 2026-02-06 | 22 | 2.18 | 9.7 | 0.22 | 0.97 | 59.1 |
| 2026-02-07 | 33 | -16.99 | -15.44 | -1.7 | -1.54 | 45.5 |
| 2026-02-08 | 22 | 0.03 | -4.78 | 0 | -0.48 | 63.6 |
| 2026-02-09 | 13 | 4.23 | 7.12 | 0.42 | 0.71 | 61.5 |
| TOTAL | 227 | -17.2 | -8.3 | -1.73 | -0.83 | 59.23 |
Statistics
2026-02 (tp_sl)
| Metric | Value | Dollar |
|---|
| Original total PnL | -17.19% | $-1.72 |
| Martingale total PnL | -8.31% | $-0.83 |
| PnL difference | 8.89% | |
| Sequences triggered | 53 | |
| Recovered | 17 | |
| Failed | 36 | |
| Hit max step | 1 | |
| Recovery rate | 32.1% | |
| Avg sequence length | 2.8 | |
| Max sequence length | 6 | |
| Max position size | 5.06x | $50.63 |
| Max capital (actual) | 18.25x | $182.5 |
| Max capital (uncapped) | 20.78x | $207.81 |
| Max drawdown | 41.08% | $4.11 |
| Worst sequence PnL | -22.91% | $-2.29 |
| Best recovery PnL | 3.3% | $0.33 |
Martingale Sequences
2026-02 (tp_sl)
| # | Losses | Len | Max Pos | Capital | Uncapped | Orig PnL | Mart PnL | Mart $ | Recov | Start | End |
|---|
| 1 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -7.89% | -8.6% | $-0.86 | No | 2026-02-01 01:17:00 | 2026-02-01 02:51:00 |
| 2 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -5.43% | -4.69% | $-0.47 | 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) | 1.16% | 3.02% | $0.3 | Yes | 2026-02-01 08:18:00 | 2026-02-01 08:38:00 |
| 4 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 1.92% | 3.3% | $0.33 | Yes | 2026-02-01 09:11:00 | 2026-02-01 09:39:00 |
| 5 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -0.97% | 0.72% | $0.07 | Yes | 2026-02-01 10:18:00 | 2026-02-01 11:03:00 |
| 6 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -1.58% | -1.3% | $-0.13 | No | 2026-02-01 13:19:00 | 2026-02-01 14:55:00 |
| 7 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -0.89% | -0.21% | $-0.02 | No | 2026-02-01 15:30:00 | 2026-02-01 15:57:00 |
| 8 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -4.25% | -5.31% | $-0.53 | No | 2026-02-01 18:07:00 | 2026-02-01 20:42:00 |
| 9 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -2.67% | -1.92% | $-0.19 | No | 2026-02-02 01:24:00 | 2026-02-02 01:54:00 |
| 10 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -6.29% | -6.37% | $-0.64 | No | 2026-02-02 05:59:00 | 2026-02-02 07:56:00 |
| 11 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -2% | -0.93% | $-0.09 | No | 2026-02-02 08:26:00 | 2026-02-02 09:29:00 |
| 12 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -1.3% | -1.25% | $-0.13 | No | 2026-02-02 13:28:00 | 2026-02-02 15:42:00 |
| 13 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -4.46% | -5.69% | $-0.57 | No | 2026-02-02 18:42:00 | 2026-02-02 22:41:00 |
| 14 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -4.11% | -3.42% | $-0.34 | No | 2026-02-03 01:47:00 | 2026-02-03 03:42:00 |
| 15 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -5.02% | -5.95% | $-0.6 | No | 2026-02-03 04:49:00 | 2026-02-03 06:32:00 |
| 16 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -6.17% | -6.22% | $-0.62 | No | 2026-02-03 07:48:00 | 2026-02-03 10:20:00 |
| 17 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 1.81% | 2.86% | $0.29 | Yes | 2026-02-03 11:17:00 | 2026-02-03 12:54:00 |
| 18 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -2.22% | -2.75% | $-0.28 | No | 2026-02-03 14:13:00 | 2026-02-03 15:20:00 |
| 19 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -1.96% | -1.24% | $-0.12 | No | 2026-02-03 15:43:00 | 2026-02-03 16:19:00 |
| 20 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -0.55% | 0.71% | $0.07 | Yes | 2026-02-03 16:47:00 | 2026-02-03 17:38:00 |
| 21 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.63% | 2.32% | $0.23 | Yes | 2026-02-03 18:04:00 | 2026-02-03 19:01:00 |
| 22 | 5 | 6 | 5.06x ($50.6) | 18.25x ($182.5) | 20.78x ($207.8) | -8.54% | -22.91% | $-2.29 | No | 2026-02-03 19:22:00 | 2026-02-04 01:30:00 |
| 23 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.22% | 1.64% | $0.16 | Yes | 2026-02-04 09:23:00 | 2026-02-04 09:51:00 |
| 24 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -4.06% | -3.31% | $-0.33 | No | 2026-02-04 15:18:00 | 2026-02-04 15:43:00 |
| 25 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -3.17% | -2.59% | $-0.26 | No | 2026-02-04 17:51:00 | 2026-02-04 19:09:00 |
| 26 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -2.43% | -1.68% | $-0.17 | No | 2026-02-04 22:07:00 | 2026-02-04 22:32:00 |
| 27 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -3.16% | -3.37% | $-0.34 | No | 2026-02-05 01:25:00 | 2026-02-05 03:44:00 |
| 28 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -0.69% | 1.24% | $0.12 | Yes | 2026-02-05 04:32:00 | 2026-02-05 06:53:00 |
| 29 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -4.06% | -3.53% | $-0.35 | No | 2026-02-05 07:44:00 | 2026-02-05 11:11:00 |
| 30 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -1.92% | -1.54% | $-0.15 | No | 2026-02-05 14:14:00 | 2026-02-05 15:52:00 |
| 31 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.93% | 1.56% | $0.16 | Yes | 2026-02-05 21:43:00 | 2026-02-05 22:19:00 |
| 32 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -2.7% | -2.38% | $-0.24 | No | 2026-02-06 01:02:00 | 2026-02-06 01:50:00 |
| 33 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -3.59% | -0.02% | $-0 | No | 2026-02-06 02:49:00 | 2026-02-06 06:52:00 |
| 34 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | 0.23% | 3.24% | $0.32 | Yes | 2026-02-06 13:44:00 | 2026-02-06 15:30:00 |
| 35 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -1% | -0.38% | $-0.04 | No | 2026-02-06 19:48:00 | 2026-02-06 20:36:00 |
| 36 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -1.52% | -0.86% | $-0.09 | No | 2026-02-06 21:06:00 | 2026-02-07 01:03:00 |
| 37 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 1.74% | 3.17% | $0.32 | Yes | 2026-02-07 01:59:00 | 2026-02-07 02:26:00 |
| 38 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -7.65% | -9.8% | $-0.98 | No | 2026-02-07 03:40:00 | 2026-02-07 06:25:00 |
| 39 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.14% | 0.76% | $0.08 | Yes | 2026-02-07 07:16:00 | 2026-02-07 07:44:00 |
| 40 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -1.66% | -1.44% | $-0.14 | No | 2026-02-07 08:51:00 | 2026-02-07 10:46:00 |
| 41 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 1.06% | 1.89% | $0.19 | Yes | 2026-02-07 11:28:00 | 2026-02-07 12:16:00 |
| 42 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -6.64% | -6.8% | $-0.68 | No | 2026-02-07 13:20:00 | 2026-02-07 14:38:00 |
| 43 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -0.94% | 0.55% | $0.06 | Yes | 2026-02-07 15:21:00 | 2026-02-07 16:18:00 |
| 44 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -3.23% | -2.83% | $-0.28 | No | 2026-02-07 17:36:00 | 2026-02-07 18:37:00 |
| 45 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -7.01% | -8.8% | $-0.88 | No | 2026-02-07 20:08:00 | 2026-02-07 23:18:00 |
| 46 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -3.62% | -3.29% | $-0.33 | No | 2026-02-08 05:21:00 | 2026-02-08 08:31:00 |
| 47 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -2.1% | -2.07% | $-0.21 | No | 2026-02-08 11:33:00 | 2026-02-08 12:08:00 |
| 48 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 1.37% | 2.17% | $0.22 | Yes | 2026-02-08 13:33:00 | 2026-02-08 14:24:00 |
| 49 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -7.7% | -13.68% | $-1.37 | No | 2026-02-08 17:12:00 | 2026-02-08 18:46:00 |
| 50 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -0.04% | 1.24% | $0.12 | Yes | 2026-02-08 23:34:00 | 2026-02-09 01:51:00 |
| 51 | 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 |
| 52 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -1.69% | -0.87% | $-0.09 | No | 2026-02-09 13:24:00 | 2026-02-09 15:08:00 |
| 53 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.99% | 1.67% | $0.17 | Yes | 2026-02-09 18:44:00 | 2026-02-09 23:44:00 |