Signal Outcomes
Sequence: 7lt5of7-1gt | 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 08:59:02
Daily PnL
2026-02 (no_tp)
| day | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 2026-02-01 | 12 | 25.35 | 2.11 | 83.33 | 16.67 |
| 2026-02-02 | 6 | -28.61 | -4.77 | 50 | 50 |
| 2026-02-03 | 9 | 13.5 | 1.5 | 66.67 | 33.33 |
| 2026-02-04 | 2 | 4.21 | 2.11 | 100 | 0 |
| 2026-02-05 | 4 | -10.75 | -2.69 | 25 | 75 |
| 2026-02-06 | 3 | 4.33 | 1.44 | 33.33 | 66.67 |
| 2026-02-07 | 9 | -1.58 | -0.18 | 44.44 | 55.56 |
| 2026-02-08 | 1 | -6.7 | -6.7 | 0 | 100 |
| 2026-02-09 | 2 | -1.39 | -0.7 | 50 | 50 |
| TOTAL | 48 | -1.64 | -0.88 | 50.31 | 49.69 |
Max Consecutive Streaks
2026-02 (no_tp)
| Metric | Count | PnL % | From | To |
|---|
| Max consecutive losses | 4 | -10.09 | 2026-02-07 16:29:00 | 2026-02-08 07:39:00 |
| Max consecutive wins | 8 | 20.63 | 2026-02-01 11:12:00 | 2026-02-01 23:33:00 |
PnL Histogram
2026-02 (no_tp)
| bucket | cnt | avg_pnl | win_pct |
|---|
| A < -5 | 5 | -10.15 | 0 |
| B [-5,-2) | 4 | -3.64 | 0 |
| C [-2,0) | 11 | -0.96 | 0 |
| D [0,2) | 17 | 1.04 | 100 |
| E [2,5) | 6 | 3.28 | 100 |
| F >= 5 | 5 | 7.4 | 100 |
| TOTAL | 48 | -0.51 | 50 |
MFE / MAE Quantiles
2026-02 (no_tp)
| q | mfe | mae |
|---|
| 0.1 | 0 | -0.11 |
| 0.25 | 0.02 | -0.05 |
| 0.5 | 0.03 | -0.02 |
| 0.75 | 0.05 | -0.01 |
| 0.9 | 0.08 | -0 |
| TOTAL | 0.18 | -0.19 |
All Months Summary
| Type | Total Trades | Total PnL % | Avg PnL % | Win % |
|---|
| Original | 48 | -1.64% | -0.0342% | 58.33% |
| Martingale | 48 | -10.82% ($-1.08) | -0.2254% | 58.33% |
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 | 2 | -14.2 | -7.0976 | 0 | 100 | 0 | 1 | 0/1 |
| 2 | 2 | 4.34 | 2.1722 | 50 | 50 | 1 | 0 | 1/1 |
| 3 | 1 | 0.26 | 0.2595 | 100 | 0 | 1 | 0 | 1/1 |
| 4 | 1 | 2.92 | 2.9203 | 100 | 0 | 1 | 0 | 1/1 |
| 5 | 2 | 0.91 | 0.4553 | 50 | 50 | 1 | 0 | 1/1 |
| 6 | 1 | 0.27 | 0.2715 | 100 | 0 | 1 | 0 | 1/1 |
| 7 | 3 | -5.04 | -1.6797 | 66.67 | 33.33 | 0 | 1 | 0/1 |
| 8 | 2 | 4.34 | 2.1724 | 100 | 0 | 1 | 0 | 1/1 |
| 9 | 3 | -0.25 | -0.0837 | 33.33 | 66.67 | 0 | 1 | 0/1 |
| 10 | 2 | -19.73 | -9.8634 | 0 | 100 | 0 | 1 | 0/1 |
| 11 | 3 | -0.98 | -0.3276 | 66.67 | 33.33 | 0 | 1 | 0/1 |
| 12 | 3 | 2.41 | 0.8026 | 66.67 | 33.33 | 1 | 0 | 1/1 |
| 13 | 1 | 12.84 | 12.8414 | 100 | 0 | 1 | 0 | 1/1 |
| 14 | 2 | 0.3 | 0.1494 | 50 | 50 | 1 | 0 | 1/1 |
| 15 | 4 | 3.58 | 0.8945 | 50 | 50 | 1 | 0 | 1/1 |
| 16 | 3 | 1.46 | 0.4854 | 66.67 | 33.33 | 1 | 0 | 1/1 |
| 17 | 1 | 1.62 | 1.6219 | 100 | 0 | 1 | 0 | 1/1 |
| 18 | 3 | -3.49 | -1.1634 | 66.67 | 33.33 | 0 | 1 | 0/1 |
| 19 | 3 | -1.15 | -0.3825 | 66.67 | 33.33 | 0 | 1 | 0/1 |
| 21 | 3 | 3.86 | 1.2881 | 66.67 | 33.33 | 1 | 0 | 1/1 |
| 23 | 3 | 4.09 | 1.3624 | 33.33 | 66.67 | 1 | 0 | 1/1 |
| TOTAL | 48 | -1.64 | 0.34 | 63.49 | 36.51 | 14 | 7 | - |
Per-Month Hourly PnL
2026-02 (no_tp)
| hour | signals | total_pnl | avg_pnl | win_pct | loss_pct |
|---|
| 1 | 2 | -14.2 | -7.0976 | 0 | 100 |
| 2 | 2 | 4.34 | 2.1722 | 50 | 50 |
| 3 | 1 | 0.26 | 0.2595 | 100 | 0 |
| 4 | 1 | 2.92 | 2.9203 | 100 | 0 |
| 5 | 2 | 0.91 | 0.4553 | 50 | 50 |
| 6 | 1 | 0.27 | 0.2715 | 100 | 0 |
| 7 | 3 | -5.04 | -1.6797 | 66.67 | 33.33 |
| 8 | 2 | 4.34 | 2.1724 | 100 | 0 |
| 9 | 3 | -0.25 | -0.0837 | 33.33 | 66.67 |
| 10 | 2 | -19.73 | -9.8634 | 0 | 100 |
| 11 | 3 | -0.98 | -0.3276 | 66.67 | 33.33 |
| 12 | 3 | 2.41 | 0.8026 | 66.67 | 33.33 |
| 13 | 1 | 12.84 | 12.8414 | 100 | 0 |
| 14 | 2 | 0.3 | 0.1494 | 50 | 50 |
| 15 | 4 | 3.58 | 0.8945 | 50 | 50 |
| 16 | 3 | 1.46 | 0.4854 | 66.67 | 33.33 |
| 17 | 1 | 1.62 | 1.6219 | 100 | 0 |
| 18 | 3 | -3.49 | -1.1634 | 66.67 | 33.33 |
| 19 | 3 | -1.15 | -0.3825 | 66.67 | 33.33 |
| 21 | 3 | 3.86 | 1.2881 | 66.67 | 33.33 |
| 23 | 3 | 4.09 | 1.3624 | 33.33 | 66.67 |
| TOTAL | 48 | -1.64 | 0.34 | 63.49 | 36.51 |
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 | 12 | 25.35 | 26.2 | 2.54 | 2.62 | 83.3 |
| 2026-02-02 | 6 | -28.61 | -32.84 | -2.86 | -3.28 | 50 |
| 2026-02-03 | 9 | 13.5 | 11.7 | 1.35 | 1.17 | 66.7 |
| 2026-02-04 | 2 | 4.21 | 4.21 | 0.42 | 0.42 | 100 |
| 2026-02-05 | 4 | -10.75 | -8.93 | -1.08 | -0.89 | 25 |
| 2026-02-06 | 3 | 4.33 | 10.8 | 0.43 | 1.08 | 33.3 |
| 2026-02-07 | 9 | -1.58 | -3.31 | -0.16 | -0.33 | 44.4 |
| 2026-02-08 | 1 | -6.7 | -22.6 | -0.67 | -2.26 | 0 |
| 2026-02-09 | 2 | -1.39 | 3.95 | -0.14 | 0.39 | 50 |
| TOTAL | 48 | -1.64 | -10.82 | -0.17 | -1.08 | 50.3 |
Statistics
2026-02 (no_tp)
| Metric | Value | Dollar |
|---|
| Original total PnL | -1.63% | $-0.16 |
| Martingale total PnL | -10.82% | $-1.08 |
| PnL difference | -9.2% | |
| Sequences triggered | 12 | |
| Recovered | 5 | |
| Failed | 7 | |
| Hit max step | 1 | |
| Recovery rate | 41.7% | |
| Avg sequence length | 2.6 | |
| 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 | 54.16% | $5.42 |
| Worst sequence PnL | -43.26% | $-4.33 |
| Best recovery PnL | 5.4% | $0.54 |
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) | -1.72% | -1.58% | $-0.16 | No | 2026-02-01 05:11:00 | 2026-02-01 06:58:00 |
| 2 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 0.14% | 0.86% | $0.09 | Yes | 2026-02-01 09:37:00 | 2026-02-01 11:12:00 |
| 3 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | -3.13% | -3% | $-0.3 | No | 2026-02-02 02:34:00 | 2026-02-02 03:49:00 |
| 4 | 3 | 4 | 3.38x ($33.8) | 8.13x ($81.3) | 8.13x ($81.3) | -33.94% | -43.26% | $-4.33 | No | 2026-02-02 10:17:00 | 2026-02-03 05:23:00 |
| 5 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 1.01% | 2.06% | $0.21 | Yes | 2026-02-03 10:58:00 | 2026-02-03 12:01:00 |
| 6 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 3.3% | 5.4% | $0.54 | Yes | 2026-02-03 14:46:00 | 2026-02-03 18:26:00 |
| 7 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -3.52% | -1.7% | $-0.17 | No | 2026-02-05 01:12:00 | 2026-02-05 17:45:00 |
| 8 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -2.86% | 3.61% | $0.36 | Yes | 2026-02-05 19:39:00 | 2026-02-06 15:26:00 |
| 9 | 1 | 2 | 1.5x ($15) | 2.5x ($25) | 2.5x ($25) | 2.88% | 4.34% | $0.43 | Yes | 2026-02-06 23:58:00 | 2026-02-07 04:30:00 |
| 10 | 2 | 3 | 2.25x ($22.5) | 4.75x ($47.5) | 4.75x ($47.5) | -2.88% | -3.5% | $-0.35 | No | 2026-02-07 09:09:00 | 2026-02-07 15:16:00 |
| 11 | 4 | 5 | 5.06x ($50.6) | 13.19x ($131.9) | 13.19x ($131.9) | -8.77% | -21.91% | $-2.19 | No | 2026-02-07 16:29:00 | 2026-02-09 11:45:00 |
| 12 | 1 | 1 | 1.5x ($15) | 1x ($10) | 1x ($10) | -2.7% | -2.7% | $-0.27 | No | 2026-02-09 15:34:00 | 2026-02-09 15:34:00 |