CONFIDENTIAL — KALAYA CAPITAL PROPRIETARY RESEARCH | Generated: 2026-03-13 17:45 | File: EURUSD_strategy_sim_05_20220515_20260301_195w_20260313_1745
Equity curves: cumulative pips for each strategy's best variant. Each line uses its own optimal (entry hour / buffer / exit) configuration.
low_so_far − buffer. If bar opening gaps through stop, exit at Open.high_so_far + buffer. Same gap treatment.Mon 03:00 only (T04 best hour). All buckets. No downside_failed filter.
Best variant: Mon 03:00 | 5p buf | Fri Close — PF 1.41, WR 14.4%, Exp 6.0p, N = 195, MaxDD = 630.5p
| Hour | Buffer | Exit | N | WR% | AvgWin | AvgLoss | Total | Exp | AvgR | PF | MaxDD | Stop% | Hold |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mon 03:00 | 5p | Fri Close | 195 | 14.4% | 143.6 | -17.1 | 1169.3 | 6.0 | 0.07R | 1.41 | 630.5 | 85.6% | 31.5h |
| Mon 03:00 | 5p | Fri 17:00 | 195 | 14.4% | 141.6 | -17.1 | 1114.4 | 5.7 | 0.05R | 1.39 | 656.9 | 85.6% | 30.6h |
| Mon 03:00 | 15p | Fri Close | 195 | 22.1% | 130.4 | -26.6 | 1567.4 | 8.0 | 0.14R | 1.39 | 472.7 | 76.9% | 48.1h |
| Mon 03:00 | 5p | Fri 19:00 | 195 | 14.4% | 140.3 | -17.1 | 1078.3 | 5.5 | 0.04R | 1.38 | 672.6 | 85.6% | 30.9h |
| Mon 03:00 | 15p | Fri 17:00 | 195 | 23.6% | 119.7 | -26.9 | 1497.0 | 7.7 | 0.14R | 1.37 | 503.0 | 76.4% | 46.7h |
| Mon 03:00 | 15p | Fri 19:00 | 195 | 22.6% | 125.5 | -26.6 | 1501.2 | 7.7 | 0.14R | 1.37 | 495.1 | 76.4% | 47.2h |
| Mon 03:00 | 20p | Fri Close | 195 | 26.2% | 120.3 | -31.6 | 1586.0 | 8.1 | 0.13R | 1.35 | 460.5 | 72.8% | 53.2h |
| Mon 03:00 | 20p | Fri 17:00 | 195 | 27.7% | 112.4 | -32.0 | 1556.9 | 8.0 | 0.14R | 1.35 | 445.1 | 72.3% | 51.6h |
| Mon 03:00 | 5p | Fri 15:00 | 195 | 14.4% | 136.0 | -17.1 | 957.1 | 4.9 | -0.01R | 1.34 | 755.1 | 85.6% | 30.3h |
| Mon 03:00 | 15p | Fri 15:00 | 195 | 23.6% | 117.0 | -26.9 | 1376.5 | 7.1 | 0.11R | 1.34 | 573.4 | 76.4% | 46.3h |
| Mon 03:00 | 20p | Fri 19:00 | 195 | 26.7% | 116.8 | -31.6 | 1547.2 | 7.9 | 0.13R | 1.34 | 457.6 | 72.3% | 52.1h |
| Mon 03:00 | 20p | Fri 15:00 | 195 | 27.2% | 112.1 | -31.7 | 1437.8 | 7.4 | 0.12R | 1.32 | 425.6 | 71.8% | 51.0h |
| Mon 03:00 | 10p | Fri Close | 195 | 17.9% | 128.8 | -21.8 | 1020.6 | 5.2 | 0.02R | 1.29 | 846.9 | 81.5% | 39.9h |
| Mon 03:00 | 10p | Fri 17:00 | 195 | 18.5% | 123.2 | -21.9 | 959.1 | 4.9 | 0.01R | 1.28 | 925.6 | 81.5% | 38.8h |
| Mon 03:00 | 10p | Fri 19:00 | 195 | 18.5% | 123.1 | -21.9 | 956.4 | 4.9 | 0.01R | 1.28 | 879.9 | 81.5% | 39.2h |
| Mon 03:00 | 10p | Fri 15:00 | 195 | 18.5% | 120.3 | -21.9 | 854.3 | 4.4 | -0.02R | 1.25 | 957.0 | 81.5% | 38.4h |
Profit Factor heatmap: T04 Reference — Long / No Filter
All buckets. downside_failed == True required.
Best variant: Mon 03:00 | 15p buf | Fri Close — PF 1.76, WR 27.7%, Exp 16.9p, N = 112, MaxDD = 413.2p
| Hour | Buffer | Exit | N | WR% | AvgWin | AvgLoss | Total | Exp | AvgR | PF | MaxDD | Stop% | Hold |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mon 03:00 | 15p | Fri Close | 112 | 27.7% | 142.2 | -31.0 | 1897.8 | 16.9 | 0.41R | 1.76 | 413.2 | 72.3% | 54.0h |
| Mon 03:00 | 15p | Fri 19:00 | 112 | 27.7% | 139.3 | -30.9 | 1814.5 | 16.2 | 0.40R | 1.72 | 394.8 | 71.4% | 52.9h |
| Mon 03:00 | 5p | Fri Close | 112 | 18.8% | 153.4 | -20.8 | 1325.0 | 11.8 | 0.26R | 1.70 | 463.1 | 81.2% | 38.8h |
| Mon 03:00 | 15p | Fri 17:00 | 112 | 28.6% | 132.3 | -31.1 | 1741.7 | 15.6 | 0.38R | 1.70 | 395.5 | 71.4% | 52.3h |
| Mon 03:00 | 15p | Fri 15:00 | 112 | 28.6% | 131.0 | -31.1 | 1701.4 | 15.2 | 0.39R | 1.68 | 417.0 | 71.4% | 51.8h |
| Mon 03:00 | 5p | Fri 17:00 | 112 | 18.8% | 149.8 | -20.8 | 1249.9 | 11.2 | 0.25R | 1.66 | 435.3 | 81.2% | 37.6h |
| Mon 03:00 | 5p | Fri 19:00 | 112 | 18.8% | 149.9 | -20.8 | 1251.8 | 11.2 | 0.25R | 1.66 | 463.4 | 81.2% | 38.0h |
| Mon 03:00 | 10p | Fri Close | 112 | 23.2% | 141.3 | -26.0 | 1441.1 | 12.9 | 0.30R | 1.65 | 476.8 | 76.8% | 46.8h |
| Mon 03:00 | 20p | Fri Close | 112 | 30.4% | 136.5 | -36.1 | 1826.9 | 16.3 | 0.34R | 1.65 | 510.1 | 69.6% | 57.4h |
| Mon 03:00 | 20p | Fri 19:00 | 112 | 30.4% | 134.9 | -35.9 | 1784.4 | 15.9 | 0.34R | 1.64 | 487.4 | 68.8% | 56.1h |
| Mon 03:00 | 20p | Fri 17:00 | 112 | 31.2% | 128.3 | -36.2 | 1701.6 | 15.2 | 0.32R | 1.61 | 485.1 | 68.8% | 55.5h |
| Mon 03:00 | 10p | Fri 19:00 | 112 | 23.2% | 138.1 | -26.0 | 1357.4 | 12.1 | 0.28R | 1.61 | 468.0 | 76.8% | 45.9h |
| Mon 03:00 | 5p | Fri 15:00 | 112 | 18.8% | 143.8 | -20.8 | 1124.0 | 10.0 | 0.22R | 1.59 | 476.7 | 81.2% | 37.3h |
| Mon 03:00 | 20p | Fri 15:00 | 112 | 31.2% | 126.6 | -36.1 | 1651.5 | 14.7 | 0.32R | 1.59 | 500.1 | 67.9% | 54.9h |
| Mon 03:00 | 10p | Fri 17:00 | 112 | 23.2% | 136.0 | -26.0 | 1301.7 | 11.6 | 0.26R | 1.58 | 501.3 | 76.8% | 45.4h |
| Mon 03:00 | 10p | Fri 15:00 | 112 | 23.2% | 133.5 | -26.0 | 1237.6 | 11.0 | 0.25R | 1.55 | 475.9 | 76.8% | 44.9h |
| Mon 09:00 | 5p | Fri Close | 119 | 22.7% | 137.7 | -28.3 | 1115.2 | 9.4 | 0.26R | 1.43 | 463.6 | 77.3% | 41.8h |
| Mon 09:00 | 5p | Fri 17:00 | 119 | 21.8% | 138.3 | -28.0 | 990.3 | 8.3 | 0.25R | 1.38 | 479.2 | 77.3% | 40.4h |
| Mon 09:00 | 5p | Fri 19:00 | 119 | 22.7% | 133.3 | -28.3 | 995.3 | 8.4 | 0.24R | 1.38 | 486.3 | 77.3% | 40.9h |
| Mon 09:00 | 5p | Fri 15:00 | 119 | 21.8% | 129.2 | -28.1 | 749.9 | 6.3 | 0.16R | 1.29 | 551.7 | 77.3% | 40.0h |
Profit Factor heatmap: 05A Baseline — Long / DownsideFailed / All Buckets
Q2 + Q3 buckets only. downside_failed == True required.
Best variant: Mon 03:00 | 5p buf | Fri 17:00 — PF 3.42, WR 28.8%, Exp 33.0p, N = 59, MaxDD = 135.7p
| Hour | Buffer | Exit | N | WR% | AvgWin | AvgLoss | Total | Exp | AvgR | PF | MaxDD | Stop% | Hold |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mon 03:00 | 5p | Fri 17:00 | 59 | 28.8% | 161.8 | -19.2 | 1946.7 | 33.0 | 1.09R | 3.42 | 135.7 | 71.2% | 47.1h |
| Mon 03:00 | 5p | Fri Close | 59 | 28.8% | 160.9 | -19.2 | 1930.1 | 32.7 | 1.07R | 3.40 | 135.7 | 71.2% | 48.8h |
| Mon 03:00 | 5p | Fri 19:00 | 59 | 28.8% | 160.2 | -19.2 | 1918.9 | 32.5 | 1.09R | 3.39 | 135.7 | 71.2% | 47.7h |
| Mon 03:00 | 5p | Fri 15:00 | 59 | 28.8% | 155.0 | -19.2 | 1829.9 | 31.0 | 1.01R | 3.27 | 135.7 | 71.2% | 46.5h |
| Mon 03:00 | 15p | Fri Close | 59 | 39.0% | 143.6 | -29.2 | 2253.1 | 38.2 | 0.97R | 3.15 | 173.3 | 61.0% | 63.3h |
| Mon 03:00 | 10p | Fri Close | 59 | 33.9% | 147.7 | -24.1 | 2012.4 | 34.1 | 0.94R | 3.14 | 156.5 | 66.1% | 57.1h |
| Mon 03:00 | 10p | Fri 19:00 | 59 | 33.9% | 147.4 | -24.1 | 2006.4 | 34.0 | 0.96R | 3.13 | 156.5 | 66.1% | 55.7h |
| Mon 03:00 | 10p | Fri 17:00 | 59 | 33.9% | 147.1 | -24.1 | 2000.8 | 33.9 | 0.94R | 3.13 | 156.5 | 66.1% | 55.1h |
| Mon 03:00 | 15p | Fri 19:00 | 59 | 39.0% | 142.0 | -29.2 | 2215.9 | 37.6 | 0.97R | 3.11 | 173.3 | 61.0% | 61.8h |
| Mon 03:00 | 15p | Fri 17:00 | 59 | 39.0% | 139.6 | -29.2 | 2160.9 | 36.6 | 0.92R | 3.06 | 173.3 | 61.0% | 61.0h |
| Mon 03:00 | 10p | Fri 15:00 | 59 | 33.9% | 142.8 | -24.1 | 1914.5 | 32.4 | 0.89R | 3.04 | 156.5 | 66.1% | 54.4h |
| Mon 03:00 | 20p | Fri Close | 59 | 42.4% | 140.4 | -34.0 | 2354.1 | 39.9 | 0.88R | 3.03 | 208.3 | 57.6% | 67.5h |
| Mon 03:00 | 20p | Fri 19:00 | 59 | 42.4% | 140.2 | -34.0 | 2348.4 | 39.8 | 0.90R | 3.03 | 208.3 | 57.6% | 65.8h |
| Mon 03:00 | 20p | Fri 17:00 | 59 | 42.4% | 137.5 | -34.0 | 2280.9 | 38.7 | 0.86R | 2.97 | 208.3 | 57.6% | 64.9h |
| Mon 03:00 | 15p | Fri 15:00 | 59 | 39.0% | 135.1 | -29.2 | 2058.5 | 34.9 | 0.88R | 2.96 | 173.3 | 61.0% | 60.2h |
| Mon 03:00 | 20p | Fri 15:00 | 59 | 42.4% | 133.1 | -33.7 | 2182.2 | 37.0 | 0.82R | 2.91 | 208.3 | 55.9% | 64.1h |
| Mon 09:00 | 5p | Fri Close | 64 | 31.2% | 144.4 | -26.1 | 1737.2 | 27.1 | 0.80R | 2.51 | 208.2 | 68.8% | 47.7h |
| Mon 09:00 | 5p | Fri 17:00 | 64 | 29.7% | 150.9 | -25.6 | 1713.5 | 26.8 | 0.81R | 2.48 | 213.3 | 68.8% | 45.8h |
| Mon 09:00 | 5p | Fri 19:00 | 64 | 31.2% | 142.6 | -26.1 | 1701.3 | 26.6 | 0.80R | 2.48 | 190.8 | 68.8% | 46.5h |
| Mon 09:00 | 5p | Fri 15:00 | 64 | 29.7% | 143.4 | -25.7 | 1568.2 | 24.5 | 0.68R | 2.36 | 208.6 | 68.8% | 45.2h |
Profit Factor heatmap: 05A Filtered — Long / DownsideFailed / Q2+Q3
All buckets. upside_failed == True required.
Best variant: Mon 12:00 | 5p buf | Fri 15:00 — PF 1.01, WR 33.8%, Exp 0.4p, N = 65, MaxDD = 586.2p
| Hour | Buffer | Exit | N | WR% | AvgWin | AvgLoss | Total | Exp | AvgR | PF | MaxDD | Stop% | Hold |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mon 12:00 | 5p | Fri 15:00 | 65 | 33.8% | 82.5 | -41.6 | 25.3 | 0.4 | 0.14R | 1.01 | 586.2 | 60.0% | 58.6h |
| Mon 09:00 | 5p | Fri 15:00 | 64 | 23.4% | 97.4 | -30.4 | -28.1 | -0.4 | 0.14R | 0.98 | 727.8 | 75.0% | 41.4h |
| Mon 03:00 | 10p | Fri 15:00 | 64 | 18.8% | 97.1 | -23.6 | -60.4 | -0.9 | 0.06R | 0.95 | 608.1 | 78.1% | 39.1h |
| Mon 12:00 | 15p | Fri 15:00 | 65 | 36.9% | 79.5 | -49.9 | -135.4 | -2.1 | 0.03R | 0.93 | 696.9 | 53.8% | 63.3h |
| Mon 09:00 | 10p | Fri 15:00 | 64 | 25.0% | 96.4 | -35.0 | -135.9 | -2.1 | 0.06R | 0.92 | 800.6 | 70.3% | 43.9h |
| Mon 03:00 | 15p | Fri 15:00 | 64 | 21.9% | 93.9 | -28.5 | -110.4 | -1.7 | 0.01R | 0.92 | 643.8 | 75.0% | 45.2h |
| Mon 12:00 | 10p | Fri 15:00 | 65 | 33.8% | 82.5 | -45.6 | -147.3 | -2.3 | 0.04R | 0.92 | 733.8 | 56.9% | 60.0h |
| Mon 12:00 | 20p | Fri 15:00 | 65 | 38.5% | 78.3 | -54.0 | -201.9 | -3.1 | 0.01R | 0.91 | 738.4 | 50.8% | 66.5h |
| Mon 12:00 | 5p | Fri 17:00 | 65 | 30.8% | 80.6 | -40.3 | -200.7 | -3.1 | 0.04R | 0.89 | 646.0 | 61.5% | 59.4h |
| Mon 09:00 | 15p | Fri 15:00 | 64 | 26.6% | 95.8 | -39.8 | -241.7 | -3.8 | 0.01R | 0.87 | 871.4 | 68.8% | 45.9h |
| Mon 03:00 | 5p | Fri 15:00 | 64 | 15.6% | 88.9 | -19.0 | -135.3 | -2.1 | 0.00R | 0.87 | 579.1 | 84.4% | 31.1h |
| Mon 12:00 | 5p | Fri 19:00 | 65 | 30.8% | 77.9 | -41.4 | -306.4 | -4.7 | -0.00R | 0.84 | 725.7 | 64.6% | 60.1h |
| Mon 09:00 | 5p | Fri 19:00 | 64 | 20.3% | 98.2 | -29.9 | -246.9 | -3.9 | -0.05R | 0.84 | 788.6 | 78.1% | 42.3h |
| Mon 09:00 | 5p | Fri 17:00 | 64 | 20.3% | 97.2 | -29.9 | -260.2 | -4.1 | -0.05R | 0.83 | 800.6 | 76.6% | 41.9h |
| Mon 03:00 | 15p | Fri 17:00 | 64 | 21.9% | 84.6 | -28.7 | -251.0 | -3.9 | -0.06R | 0.83 | 642.4 | 75.0% | 45.7h |
| Mon 03:00 | 10p | Fri 17:00 | 64 | 18.8% | 84.6 | -23.8 | -220.9 | -3.5 | -0.04R | 0.82 | 618.4 | 78.1% | 39.6h |
| Mon 09:00 | 20p | Fri 15:00 | 64 | 28.1% | 91.8 | -43.6 | -352.8 | -5.5 | -0.03R | 0.82 | 947.5 | 64.1% | 52.1h |
| Mon 09:00 | 5p | Fri Close | 64 | 21.9% | 88.1 | -30.5 | -289.2 | -4.5 | -0.06R | 0.81 | 785.9 | 78.1% | 43.2h |
| Mon 03:00 | 15p | Fri 19:00 | 64 | 21.9% | 83.5 | -29.0 | -279.7 | -4.4 | -0.08R | 0.81 | 642.3 | 76.6% | 46.2h |
| Mon 03:00 | 10p | Fri 19:00 | 64 | 18.8% | 83.7 | -23.9 | -239.4 | -3.7 | -0.05R | 0.81 | 613.3 | 79.7% | 40.0h |
Profit Factor heatmap: 05B Baseline — Short / UpsideFailed / All Buckets
Q1 + Q2 + Q3 buckets only. upside_failed == True required.
Best variant: Mon 03:00 | 15p buf | Fri 17:00 — PF 1.32, WR 28.3%, Exp 6.2p, N = 46, MaxDD = 238.5p
| Hour | Buffer | Exit | N | WR% | AvgWin | AvgLoss | Total | Exp | AvgR | PF | MaxDD | Stop% | Hold |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mon 03:00 | 15p | Fri 17:00 | 46 | 28.3% | 90.9 | -27.2 | 283.3 | 6.2 | 0.27R | 1.32 | 238.5 | 69.6% | 51.8h |
| Mon 03:00 | 10p | Fri 15:00 | 46 | 21.7% | 101.7 | -21.6 | 238.5 | 5.2 | 0.29R | 1.31 | 346.6 | 73.9% | 43.9h |
| Mon 03:00 | 15p | Fri 15:00 | 46 | 26.1% | 97.2 | -26.4 | 268.5 | 5.8 | 0.25R | 1.30 | 257.3 | 69.6% | 51.2h |
| Mon 03:00 | 10p | Fri 17:00 | 46 | 23.9% | 92.0 | -22.2 | 233.4 | 5.1 | 0.30R | 1.30 | 330.5 | 73.9% | 44.4h |
| Mon 03:00 | 15p | Fri 19:00 | 46 | 28.3% | 89.4 | -27.2 | 264.9 | 5.8 | 0.26R | 1.30 | 241.6 | 69.6% | 52.5h |
| Mon 03:00 | 10p | Fri 19:00 | 46 | 23.9% | 90.7 | -22.2 | 220.2 | 4.8 | 0.30R | 1.28 | 337.6 | 73.9% | 45.0h |
| Mon 03:00 | 15p | Fri Close | 46 | 26.1% | 94.7 | -26.5 | 235.6 | 5.1 | 0.24R | 1.26 | 249.2 | 69.6% | 53.7h |
| Mon 03:00 | 10p | Fri Close | 46 | 21.7% | 96.9 | -21.7 | 187.7 | 4.1 | 0.28R | 1.24 | 347.8 | 73.9% | 46.0h |
| Mon 03:00 | 5p | Fri 15:00 | 46 | 17.4% | 92.7 | -17.3 | 83.6 | 1.8 | 0.17R | 1.13 | 344.6 | 82.6% | 33.3h |
| Mon 03:00 | 20p | Fri 17:00 | 46 | 28.3% | 90.9 | -32.1 | 123.3 | 2.7 | 0.11R | 1.12 | 353.5 | 69.6% | 55.2h |
| Mon 03:00 | 20p | Fri 19:00 | 46 | 28.3% | 89.4 | -32.0 | 104.9 | 2.3 | 0.10R | 1.10 | 344.1 | 69.6% | 55.8h |
| Mon 03:00 | 20p | Fri 15:00 | 46 | 26.1% | 97.2 | -31.1 | 108.5 | 2.4 | 0.09R | 1.10 | 352.8 | 69.6% | 54.5h |
| Mon 03:00 | 5p | Fri 17:00 | 46 | 17.4% | 89.5 | -17.3 | 58.2 | 1.3 | 0.16R | 1.09 | 344.6 | 82.6% | 33.7h |
| Mon 03:00 | 5p | Fri 19:00 | 46 | 17.4% | 88.1 | -17.3 | 47.0 | 1.0 | 0.16R | 1.07 | 344.6 | 82.6% | 34.0h |
| Mon 03:00 | 20p | Fri Close | 46 | 26.1% | 94.7 | -31.2 | 75.6 | 1.6 | 0.08R | 1.07 | 344.0 | 69.6% | 57.0h |
| Mon 03:00 | 5p | Fri Close | 46 | 17.4% | 85.1 | -17.3 | 23.3 | 0.5 | 0.15R | 1.04 | 344.6 | 82.6% | 34.7h |
| Mon 12:00 | 5p | Fri 15:00 | 48 | 31.2% | 81.4 | -36.9 | 2.6 | 0.1 | 0.03R | 1.00 | 430.3 | 62.5% | 56.5h |
| Mon 12:00 | 5p | Fri 17:00 | 48 | 31.2% | 79.4 | -36.5 | -12.5 | -0.3 | 0.03R | 0.99 | 494.0 | 64.6% | 57.2h |
| Mon 12:00 | 10p | Fri 15:00 | 48 | 31.2% | 81.4 | -40.8 | -125.0 | -2.6 | -0.06R | 0.91 | 522.3 | 58.3% | 58.1h |
| Mon 12:00 | 5p | Fri 19:00 | 48 | 29.2% | 81.0 | -36.6 | -111.3 | -2.3 | -0.02R | 0.91 | 553.9 | 66.7% | 57.9h |
Profit Factor heatmap: 05B Filtered — Short / UpsideFailed / Q1+Q2+Q3
All 5 strategies shown at their individually optimal (entrance hour / buffer / exit). The key question: does bucket filtering materially improve tradeability versus taking all confirmed trap trades?
| Strategy | Hour | Buffer | Exit | N | WR% | AvgWin | AvgLoss | Total | Exp | AvgR | PF | MaxDD | Stop% | Hold |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| T04_ref | Mon 03:00 | 5p | Fri Close | 195 | 14.4% | 143.6 | -17.1 | 1169.3 | 6.0 | 0.07R | 1.41 | 630.5 | 85.6% | 31.5h |
| 05A_base | Mon 03:00 | 15p | Fri Close | 112 | 27.7% | 142.2 | -31.0 | 1897.8 | 16.9 | 0.41R | 1.76 | 413.2 | 72.3% | 54.0h |
| 05A_filt | Mon 03:00 | 5p | Fri 17:00 | 59 | 28.8% | 161.8 | -19.2 | 1946.7 | 33.0 | 1.09R | 3.42 | 135.7 | 71.2% | 47.1h |
| 05B_base | Mon 12:00 | 5p | Fri 15:00 | 65 | 33.8% | 82.5 | -41.6 | 25.3 | 0.4 | 0.14R | 1.01 | 586.2 | 60.0% | 58.6h |
| 05B_filt | Mon 03:00 | 15p | Fri 17:00 | 46 | 28.3% | 90.9 | -27.2 | 283.3 | 6.2 | 0.27R | 1.32 | 238.5 | 69.6% | 51.8h |
Profit Factor, Win Rate, Expectancy: best variant per strategy.
Stop-hit percentage and average R multiple: best variant per strategy.
Trade pip distributions: best variant per strategy.
Weekly candle-type attribution for traded weeks (best variant per strategy).