Signal Outcomes
Sequence: 7gt5of7-1lt | Diff: diff_3min | Cap: [2.5, 9]
Direction: short | Ahead: 20m | TP: 2 (scaled) | SL: 0.85
Mode: tp_sl | Months: 2026-02
Generated: 2026-02-11 11:59:21
Daily PnL
2026-02 (tp_sl)
| day | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 2026-02-01 | 34 | 15.56 | 0.46 | 58.82 | 41.18 |
| 2026-02-02 | 28 | -16.91 | -0.6 | 46.43 | 53.57 |
| 2026-02-03 | 29 | -26.86 | -0.93 | 31.03 | 68.97 |
| 2026-02-04 | 20 | -9.18 | -0.46 | 55 | 45 |
| 2026-02-05 | 26 | 5.4 | 0.21 | 57.69 | 42.31 |
| 2026-02-06 | 22 | -2.88 | -0.13 | 45.45 | 54.55 |
| 2026-02-07 | 33 | -12.6 | -0.38 | 39.39 | 60.61 |
| 2026-02-08 | 22 | -1.22 | -0.06 | 54.55 | 45.45 |
| 2026-02-09 | 13 | 5.6 | 0.43 | 53.85 | 46.15 |
| TOTAL | 227 | -43.09 | -0.16 | 49.13 | 50.87 |
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 | 7 | 10.68 | 2026-02-01 02:51:00 | 2026-02-01 06:49:00 |
PnL Histogram
2026-02 (tp_sl)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 6 | -5.83 | 0 |
| B [-5,-2) | 65 | -2.86 | 0 |
| C [-2,0) | 43 | -0.78 | 0 |
| D [0,2) | 80 | 0.78 | 96.25 |
| E [2,5) | 20 | 3.21 | 100 |
| F >= 5 | 13 | 6.54 | 100 |
| TOTAL | 227 | 0.18 | 49.38 |
MFE / MAE Quantiles
2026-02 (tp_sl)
| q | mfe | mae |
|---|
| 0.1 | 0 | -0.07 |
| 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 | -0.14 |
All Months Summary
| Type | Total Trades | Total PnL % | Avg PnL % | Win % |
|---|
| Original | 227 | -43.09% | -0.1898% | 48.46% |
| Martingale | 227 | -321.99% ($-32.2) | -1.4185% | 48.46% |
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 | -14.96 | -1.2471 | 41.67 | 58.33 | 0 | 1 | 0/1 |
| 2 | 8 | -10.98 | -1.3726 | 37.5 | 62.5 | 0 | 1 | 0/1 |
| 3 | 14 | 3.02 | 0.216 | 57.14 | 42.86 | 1 | 0 | 1/1 |
| 4 | 10 | 1.21 | 0.1209 | 60 | 40 | 1 | 0 | 1/1 |
| 5 | 8 | -11.85 | -1.4811 | 12.5 | 87.5 | 0 | 1 | 0/1 |
| 6 | 9 | 6.31 | 0.7013 | 77.78 | 22.22 | 1 | 0 | 1/1 |
| 7 | 11 | -13.2 | -1.1998 | 54.55 | 45.45 | 0 | 1 | 0/1 |
| 8 | 8 | 20.24 | 2.5295 | 50 | 50 | 1 | 0 | 1/1 |
| 9 | 13 | -3.88 | -0.2981 | 38.46 | 61.54 | 0 | 1 | 0/1 |
| 10 | 8 | -5.67 | -0.7083 | 37.5 | 62.5 | 0 | 1 | 0/1 |
| 11 | 13 | 5.32 | 0.4089 | 61.54 | 38.46 | 1 | 0 | 1/1 |
| 12 | 4 | 9.95 | 2.4867 | 100 | 0 | 1 | 0 | 1/1 |
| 13 | 11 | -11.15 | -1.0132 | 9.09 | 90.91 | 0 | 1 | 0/1 |
| 14 | 10 | -4.16 | -0.4163 | 30 | 70 | 0 | 1 | 0/1 |
| 15 | 16 | -7.55 | -0.4718 | 43.75 | 56.25 | 0 | 1 | 0/1 |
| 16 | 13 | 19.84 | 1.5265 | 76.92 | 23.08 | 1 | 0 | 1/1 |
| 17 | 11 | 6.83 | 0.6209 | 63.64 | 36.36 | 1 | 0 | 1/1 |
| 18 | 11 | -16.4 | -1.4909 | 18.18 | 81.82 | 0 | 1 | 0/1 |
| 19 | 6 | 0.11 | 0.0178 | 66.67 | 33.33 | 1 | 0 | 1/1 |
| 20 | 9 | -15.7 | -1.7442 | 33.33 | 66.67 | 0 | 1 | 0/1 |
| 21 | 6 | -6.97 | -1.162 | 33.33 | 66.67 | 0 | 1 | 0/1 |
| 22 | 7 | 1.44 | 0.2052 | 71.43 | 28.57 | 1 | 0 | 1/1 |
| 23 | 9 | 5.12 | 0.5685 | 66.67 | 33.33 | 1 | 0 | 1/1 |
| TOTAL | 227 | -43.08 | -0.14 | 49.64 | 50.36 | 11 | 12 | - |
Per-Month Hourly PnL
2026-02 (tp_sl)
| hour | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 1 | 12 | -14.96 | -1.2471 | 41.67 | 58.33 |
| 2 | 8 | -10.98 | -1.3726 | 37.5 | 62.5 |
| 3 | 14 | 3.02 | 0.216 | 57.14 | 42.86 |
| 4 | 10 | 1.21 | 0.1209 | 60 | 40 |
| 5 | 8 | -11.85 | -1.4811 | 12.5 | 87.5 |
| 6 | 9 | 6.31 | 0.7013 | 77.78 | 22.22 |
| 7 | 11 | -13.2 | -1.1998 | 54.55 | 45.45 |
| 8 | 8 | 20.24 | 2.5295 | 50 | 50 |
| 9 | 13 | -3.88 | -0.2981 | 38.46 | 61.54 |
| 10 | 8 | -5.67 | -0.7083 | 37.5 | 62.5 |
| 11 | 13 | 5.32 | 0.4089 | 61.54 | 38.46 |
| 12 | 4 | 9.95 | 2.4867 | 100 | 0 |
| 13 | 11 | -11.15 | -1.0132 | 9.09 | 90.91 |
| 14 | 10 | -4.16 | -0.4163 | 30 | 70 |
| 15 | 16 | -7.55 | -0.4718 | 43.75 | 56.25 |
| 16 | 13 | 19.84 | 1.5265 | 76.92 | 23.08 |
| 17 | 11 | 6.83 | 0.6209 | 63.64 | 36.36 |
| 18 | 11 | -16.4 | -1.4909 | 18.18 | 81.82 |
| 19 | 6 | 0.11 | 0.0178 | 66.67 | 33.33 |
| 20 | 9 | -15.7 | -1.7442 | 33.33 | 66.67 |
| 21 | 6 | -6.97 | -1.162 | 33.33 | 66.67 |
| 22 | 7 | 1.44 | 0.2052 | 71.43 | 28.57 |
| 23 | 9 | 5.12 | 0.5685 | 66.67 | 33.33 |
| TOTAL | 227 | -43.08 | -0.14 | 49.64 | 50.36 |
Martingale Analysis (1.5x, max 6 steps, base=$10, reset=recovery)
Daily PnL (Original vs Martingale)
2026-02 (tp_sl)
| day | signals | orig_pnl | mart_pnl | orig_$ | mart_$ | win_pct |
|---|
| 2026-02-01 | 34 | 15.56 | 55.07 | 1.56 | 5.51 | 58.8 |
| 2026-02-02 | 28 | -16.91 | 19.17 | -1.69 | 1.92 | 46.4 |
| 2026-02-03 | 29 | -26.86 | -226.89 | -2.69 | -22.69 | 31 |
| 2026-02-04 | 20 | -9.18 | -104.56 | -0.92 | -10.46 | 55 |
| 2026-02-05 | 26 | 5.4 | 61.56 | 0.54 | 6.16 | 57.7 |
| 2026-02-06 | 22 | -2.88 | -32.77 | -0.29 | -3.28 | 45.5 |
| 2026-02-07 | 33 | -12.6 | -143.51 | -1.26 | -14.35 | 39.4 |
| 2026-02-08 | 22 | -1.22 | -13.88 | -0.12 | -1.39 | 54.5 |
| 2026-02-09 | 13 | 5.6 | 63.83 | 0.56 | 6.38 | 53.8 |
| TOTAL | 227 | -43.09 | -321.98 | -4.31 | -32.2 | 49.12 |
Statistics
2026-02 (tp_sl)
| Metric | Value | Dollar |
|---|
| Original total PnL | -43.08% | $-4.31 |
| Martingale total PnL | -321.99% | $-32.2 |
| PnL difference | -278.9% | |
| Sequences triggered | 10 | |
| Recovered | 9 | |
| Failed | 1 | |
| Hit max step | 1 | |
| Recovery rate | 90% | |
| Avg sequence length | 21.7 | |
| Max sequence length | 168 | |
| Max position size | 11.39x | $113.91 |
| Max capital (actual) | 1853.13x | $18531.25 |
| Max capital (uncapped) | 3.6798353374329E+16x | $3.6798353374329E+17 |
| Max drawdown | 496.17% | $49.62 |
| Worst sequence PnL | -402.38% | $-40.24 |
| Best recovery PnL | 24.14% | $2.41 |
Martingale Sequences
2026-02 (tp_sl)
| # | Losses | Len | Max Pos | Capital | Uncapped | Orig PnL | Mart PnL | Mart $ | Recov | Start | End |
|---|
| 1 | 2 | 5 | 2.25x ($22.5) | 9.25x ($92.5) | 9.25x ($92.5) | 1.38% | 12.26% | $1.23 | Yes | 2026-02-01 01:17:00 | 2026-02-01 03:54:00 |
| 2 | 2 | 4 | 2.25x ($22.5) | 6.25x ($62.5) | 6.25x ($62.5) | 6.35% | 24.14% | $2.41 | Yes | 2026-02-01 07:22:00 | 2026-02-01 08:38:00 |
| 3 | 4 | 5 | 5.06x ($50.6) | 13.19x ($131.9) | 13.19x ($131.9) | -1.57% | 2.75% | $0.28 | Yes | 2026-02-01 09:11:00 | 2026-02-01 11:03:00 |
| 4 | 3 | 5 | 3.38x ($33.8) | 10.38x ($103.8) | 10.38x ($103.8) | -1.93% | 0% | $0 | Yes | 2026-02-01 13:19:00 | 2026-02-01 15:57:00 |
| 5 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -0.47% | 3.2% | $0.32 | Yes | 2026-02-01 18:07:00 | 2026-02-01 20:42:00 |
| 6 | 1 | 3 | 1.5x ($15) | 4x ($40) | 4x ($40) | 0.01% | 0.93% | $0.09 | Yes | 2026-02-01 21:44:00 | 2026-02-01 23:39:00 |
| 7 | 3 | 8 | 3.38x ($33.8) | 18.63x ($186.3) | 18.63x ($186.3) | -5.77% | 1.58% | $0.16 | Yes | 2026-02-02 01:24:00 | 2026-02-02 04:39:00 |
| 8 | 5 | 7 | 7.59x ($75.9) | 24.16x ($241.6) | 24.16x ($241.6) | -6.98% | 15.11% | $1.51 | Yes | 2026-02-02 05:35:00 | 2026-02-02 09:29:00 |
| 9 | 5 | 9 | 7.59x ($75.9) | 37.47x ($374.7) | 37.47x ($374.7) | -2.41% | 5.73% | $0.57 | Yes | 2026-02-02 10:10:00 | 2026-02-02 18:10:00 |
| 10 | 90 | 168 | 11.39x ($113.9) | 1853.13x ($18531.3) | 3.6798353374329E+16x ($3.6798353374329E+17) | -46.39% | -402.38% | $-40.24 | No | 2026-02-02 18:42:00 | 2026-02-09 23:44:00 |