CONFIDENTIAL — KALAYA CAPITAL PROPRIETARY RESEARCH | Generated: 2026-03-14 07:47 | File: USDJPY_strategy_sim_08_20220515_20260301_195w_20260314_0747
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 | 20p buf | Fri Close — PF 1.24, WR 26.2%, Exp 8.6p, N = 195, MaxDD = 1229.1p
| Hour | Buffer | Exit | N | WR% | AvgWin | AvgLoss | Total | Exp | AvgR | PF | MaxDD | Stop% | Hold |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mon 03:00 | 20p | Fri Close | 195 | 26.2% | 169.7 | -48.5 | 1668.8 | 8.6 | 0.25R | 1.24 | 1229.1 | 73.3% | 47.0h |
| Mon 03:00 | 20p | Fri 17:00 | 195 | 26.2% | 169.3 | -48.3 | 1685.1 | 8.6 | 0.26R | 1.24 | 1188.1 | 72.3% | 45.4h |
| Mon 03:00 | 20p | Fri 15:00 | 195 | 26.2% | 167.6 | -48.2 | 1601.1 | 8.2 | 0.25R | 1.23 | 1053.5 | 72.3% | 44.9h |
| Mon 03:00 | 20p | Fri 19:00 | 195 | 26.7% | 164.9 | -48.6 | 1619.3 | 8.3 | 0.24R | 1.23 | 1252.1 | 72.8% | 46.0h |
| Mon 03:00 | 10p | Fri 19:00 | 195 | 20.0% | 184.6 | -39.2 | 1083.7 | 5.6 | 0.25R | 1.18 | 2003.8 | 80.0% | 35.8h |
| Mon 03:00 | 10p | Fri Close | 195 | 20.0% | 184.3 | -39.2 | 1069.6 | 5.5 | 0.25R | 1.17 | 2030.8 | 80.0% | 36.6h |
| Mon 03:00 | 10p | Fri 17:00 | 195 | 19.5% | 187.5 | -39.0 | 1001.0 | 5.1 | 0.23R | 1.16 | 1953.7 | 80.0% | 35.4h |
| Mon 03:00 | 15p | Fri 15:00 | 195 | 23.1% | 168.8 | -43.8 | 1031.6 | 5.3 | 0.21R | 1.16 | 1665.0 | 75.9% | 40.0h |
| Mon 03:00 | 15p | Fri 19:00 | 195 | 22.6% | 172.2 | -43.8 | 963.5 | 4.9 | 0.18R | 1.15 | 1867.9 | 76.9% | 40.9h |
| Mon 03:00 | 10p | Fri 15:00 | 195 | 19.5% | 183.7 | -39.0 | 856.3 | 4.4 | 0.21R | 1.14 | 1908.0 | 80.0% | 35.0h |
| Mon 03:00 | 15p | Fri 17:00 | 195 | 22.6% | 171.8 | -43.8 | 948.0 | 4.9 | 0.19R | 1.14 | 1845.4 | 76.4% | 40.4h |
| Mon 03:00 | 15p | Fri Close | 195 | 22.1% | 176.4 | -43.7 | 946.0 | 4.9 | 0.18R | 1.14 | 1924.2 | 77.4% | 41.8h |
| Mon 03:00 | 5p | Fri 19:00 | 195 | 17.4% | 178.2 | -34.8 | 460.8 | 2.4 | 0.30R | 1.08 | 1844.2 | 82.6% | 32.4h |
| Mon 03:00 | 5p | Fri 15:00 | 195 | 17.4% | 176.2 | -34.8 | 394.4 | 2.0 | 0.30R | 1.07 | 1748.4 | 82.6% | 31.7h |
| Mon 03:00 | 5p | Fri 17:00 | 195 | 17.4% | 176.9 | -34.8 | 416.2 | 2.1 | 0.28R | 1.07 | 1794.1 | 82.6% | 32.0h |
| Mon 03:00 | 5p | Fri Close | 195 | 17.4% | 176.8 | -34.8 | 413.5 | 2.1 | 0.28R | 1.07 | 1871.2 | 82.6% | 33.1h |
Profit Factor heatmap: T04 Reference — Long / No Filter
All buckets. downside_failed == True required.
Best variant: Mon 09:00 | 5p buf | Fri 15:00 — PF 1.56, WR 34.6%, Exp 20.2p, N = 104, MaxDD = 745.7p
| Hour | Buffer | Exit | N | WR% | AvgWin | AvgLoss | Total | Exp | AvgR | PF | MaxDD | Stop% | Hold |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mon 09:00 | 5p | Fri 17:00 | 104 | 34.6% | 161.8 | -55.0 | 2086.4 | 20.1 | 0.61R | 1.56 | 724.7 | 64.4% | 54.2h |
| Mon 09:00 | 5p | Fri 19:00 | 104 | 33.7% | 166.7 | -54.3 | 2087.2 | 20.1 | 0.62R | 1.56 | 727.4 | 64.4% | 54.9h |
| Mon 09:00 | 5p | Fri 15:00 | 104 | 34.6% | 162.8 | -55.3 | 2099.8 | 20.2 | 0.58R | 1.56 | 745.7 | 64.4% | 53.5h |
| Mon 09:00 | 5p | Fri Close | 104 | 32.7% | 173.1 | -54.3 | 2086.2 | 20.1 | 0.64R | 1.55 | 719.5 | 65.4% | 56.3h |
| Mon 09:00 | 20p | Fri 17:00 | 104 | 39.4% | 159.1 | -71.1 | 2045.6 | 19.7 | 0.44R | 1.46 | 859.7 | 58.7% | 60.2h |
| Mon 09:00 | 20p | Fri Close | 104 | 37.5% | 167.7 | -69.9 | 2000.8 | 19.2 | 0.45R | 1.44 | 854.5 | 59.6% | 62.7h |
| Mon 09:00 | 20p | Fri 19:00 | 104 | 38.5% | 160.8 | -70.0 | 1953.1 | 18.8 | 0.43R | 1.44 | 862.4 | 58.7% | 61.0h |
| Mon 09:00 | 10p | Fri 15:00 | 104 | 34.6% | 162.8 | -60.2 | 1770.2 | 17.0 | 0.44R | 1.43 | 790.7 | 63.5% | 54.7h |
| Mon 09:00 | 10p | Fri 19:00 | 104 | 33.7% | 166.7 | -59.1 | 1754.7 | 16.9 | 0.47R | 1.43 | 800.0 | 64.4% | 56.1h |
| Mon 09:00 | 10p | Fri 17:00 | 104 | 34.6% | 161.8 | -59.9 | 1753.9 | 16.9 | 0.46R | 1.43 | 777.7 | 64.4% | 55.4h |
| Mon 09:00 | 20p | Fri 15:00 | 104 | 38.5% | 160.6 | -70.5 | 1913.5 | 18.4 | 0.39R | 1.42 | 880.7 | 58.7% | 59.4h |
| Mon 09:00 | 10p | Fri Close | 104 | 32.7% | 173.1 | -59.1 | 1748.7 | 16.8 | 0.49R | 1.42 | 811.5 | 65.4% | 57.5h |
| Mon 09:00 | 15p | Fri 15:00 | 104 | 36.5% | 157.5 | -65.3 | 1672.9 | 16.1 | 0.38R | 1.39 | 835.7 | 61.5% | 57.3h |
| Mon 09:00 | 15p | Fri 17:00 | 104 | 35.6% | 162.1 | -64.8 | 1656.3 | 15.9 | 0.39R | 1.38 | 814.7 | 62.5% | 58.1h |
| Mon 09:00 | 15p | Fri Close | 104 | 33.7% | 172.5 | -63.8 | 1636.1 | 15.7 | 0.41R | 1.37 | 809.5 | 63.5% | 60.3h |
| Mon 09:00 | 15p | Fri 19:00 | 104 | 34.6% | 165.9 | -63.9 | 1629.1 | 15.7 | 0.40R | 1.37 | 817.4 | 62.5% | 58.8h |
| Mon 12:00 | 5p | Fri 15:00 | 114 | 31.6% | 171.3 | -63.6 | 1208.2 | 10.6 | 0.22R | 1.24 | 1126.3 | 64.9% | 55.1h |
| Mon 12:00 | 5p | Fri Close | 114 | 32.5% | 167.3 | -66.9 | 1038.1 | 9.1 | 0.24R | 1.20 | 1145.2 | 66.7% | 57.9h |
| Mon 12:00 | 5p | Fri 17:00 | 114 | 31.6% | 169.2 | -65.2 | 1005.5 | 8.8 | 0.21R | 1.20 | 1051.4 | 65.8% | 55.8h |
| Mon 12:00 | 5p | Fri 19:00 | 114 | 32.5% | 165.6 | -66.3 | 1023.7 | 9.0 | 0.22R | 1.20 | 1149.3 | 65.8% | 56.5h |
Profit Factor heatmap: 08A Baseline — Long / DownsideFailed / All Buckets
Q3 only. downside_failed == True required. USDJPY sweep: PF 3.01, N=25.
Best variant: Mon 09:00 | 5p buf | Fri 19:00 — PF 3.01, WR 40.0%, Exp 37.4p, N = 25, MaxDD = 112.0p
| Hour | Buffer | Exit | N | WR% | AvgWin | AvgLoss | Total | Exp | AvgR | PF | MaxDD | Stop% | Hold |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mon 09:00 | 5p | Fri 19:00 | 25 | 40.0% | 140.0 | -31.0 | 935.4 | 37.4 | 1.03R | 3.01 | 112.0 | 52.0% | 59.7h |
| Mon 09:00 | 5p | Fri 17:00 | 25 | 44.0% | 121.9 | -32.5 | 886.5 | 35.5 | 0.98R | 2.95 | 112.0 | 52.0% | 58.7h |
| Mon 09:00 | 5p | Fri Close | 25 | 40.0% | 143.4 | -33.9 | 925.3 | 37.0 | 1.04R | 2.82 | 125.4 | 56.0% | 61.6h |
| Mon 09:00 | 5p | Fri 15:00 | 25 | 44.0% | 119.1 | -34.2 | 830.9 | 33.2 | 0.95R | 2.73 | 126.2 | 52.0% | 57.8h |
| Mon 09:00 | 10p | Fri 19:00 | 25 | 40.0% | 140.0 | -35.1 | 872.9 | 34.9 | 0.81R | 2.66 | 127.0 | 52.0% | 63.0h |
| Mon 09:00 | 10p | Fri 17:00 | 25 | 44.0% | 121.9 | -36.9 | 824.0 | 33.0 | 0.77R | 2.59 | 127.0 | 52.0% | 62.0h |
| Mon 09:00 | 10p | Fri Close | 25 | 40.0% | 143.4 | -38.4 | 857.8 | 34.3 | 0.81R | 2.49 | 147.9 | 56.0% | 64.9h |
| Mon 09:00 | 10p | Fri 15:00 | 25 | 44.0% | 119.1 | -38.7 | 768.4 | 30.7 | 0.74R | 2.42 | 141.2 | 52.0% | 61.1h |
| Mon 09:00 | 15p | Fri 19:00 | 25 | 40.0% | 140.0 | -39.5 | 807.9 | 32.3 | 0.65R | 2.36 | 142.0 | 52.0% | 64.3h |
| Mon 09:00 | 15p | Fri 17:00 | 25 | 44.0% | 121.9 | -41.6 | 759.0 | 30.4 | 0.62R | 2.30 | 142.0 | 52.0% | 63.4h |
| Mon 09:00 | 15p | Fri Close | 25 | 40.0% | 143.4 | -43.1 | 787.8 | 31.5 | 0.65R | 2.22 | 172.9 | 56.0% | 66.2h |
| Mon 09:00 | 15p | Fri 15:00 | 25 | 44.0% | 119.1 | -43.3 | 703.4 | 28.1 | 0.59R | 2.16 | 161.1 | 52.0% | 62.4h |
| Mon 09:00 | 20p | Fri 19:00 | 25 | 40.0% | 140.0 | -43.8 | 742.9 | 29.7 | 0.53R | 2.13 | 157.0 | 52.0% | 64.5h |
| Mon 09:00 | 20p | Fri 17:00 | 25 | 44.0% | 121.9 | -46.2 | 694.0 | 27.8 | 0.50R | 2.07 | 157.5 | 52.0% | 63.5h |
| Mon 09:00 | 20p | Fri Close | 25 | 40.0% | 143.4 | -47.7 | 717.8 | 28.7 | 0.52R | 2.00 | 197.9 | 56.0% | 66.4h |
| Mon 12:00 | 5p | Fri 19:00 | 23 | 47.8% | 116.1 | -53.9 | 630.7 | 27.4 | 0.62R | 1.98 | 272.6 | 47.8% | 64.7h |
| Mon 09:00 | 20p | Fri 15:00 | 25 | 44.0% | 119.1 | -48.0 | 638.4 | 25.5 | 0.47R | 1.95 | 191.1 | 52.0% | 62.6h |
| Mon 12:00 | 5p | Fri 17:00 | 23 | 47.8% | 109.3 | -51.7 | 581.8 | 25.3 | 0.59R | 1.94 | 278.2 | 47.8% | 63.7h |
| Mon 12:00 | 5p | Fri Close | 23 | 47.8% | 118.5 | -56.9 | 620.6 | 27.0 | 0.63R | 1.91 | 278.5 | 52.2% | 66.8h |
| Mon 12:00 | 5p | Fri 15:00 | 23 | 43.5% | 114.5 | -47.6 | 526.2 | 22.9 | 0.57R | 1.85 | 311.8 | 47.8% | 62.7h |
Profit Factor heatmap: 08A Filtered — Long / DownsideFailed / Q3 only (USDJPY)
All buckets. upside_failed == True required.
Best variant: Mon 12:00 | 10p buf | Fri Close — PF 0.73, WR 22.5%, Exp -15.9p, N = 71, MaxDD = 2042.8p
| Hour | Buffer | Exit | N | WR% | AvgWin | AvgLoss | Total | Exp | AvgR | PF | MaxDD | Stop% | Hold |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mon 12:00 | 10p | Fri Close | 71 | 22.5% | 188.5 | -75.4 | -1129.2 | -15.9 | -0.28R | 0.73 | 2042.8 | 71.8% | 51.5h |
| Mon 12:00 | 10p | Fri 19:00 | 71 | 22.5% | 183.1 | -74.1 | -1147.4 | -16.2 | -0.28R | 0.72 | 2043.0 | 71.8% | 50.4h |
| Mon 12:00 | 10p | Fri 17:00 | 71 | 23.9% | 168.6 | -74.9 | -1177.8 | -16.6 | -0.28R | 0.71 | 2015.3 | 70.4% | 49.9h |
| Mon 12:00 | 10p | Fri 15:00 | 71 | 22.5% | 175.2 | -73.6 | -1245.4 | -17.5 | -0.28R | 0.69 | 2076.6 | 70.4% | 49.3h |
| Mon 12:00 | 15p | Fri Close | 71 | 22.5% | 188.5 | -80.0 | -1384.2 | -19.5 | -0.31R | 0.69 | 2272.8 | 71.8% | 52.8h |
| Mon 12:00 | 15p | Fri 19:00 | 71 | 22.5% | 183.1 | -78.8 | -1402.4 | -19.8 | -0.31R | 0.68 | 2273.0 | 71.8% | 51.6h |
| Mon 12:00 | 15p | Fri 17:00 | 71 | 23.9% | 168.6 | -79.5 | -1427.8 | -20.1 | -0.31R | 0.67 | 2240.3 | 70.4% | 51.1h |
| Mon 12:00 | 15p | Fri 15:00 | 71 | 22.5% | 175.2 | -78.2 | -1495.4 | -21.1 | -0.31R | 0.65 | 2301.6 | 70.4% | 50.5h |
| Mon 12:00 | 20p | Fri Close | 71 | 22.5% | 188.5 | -84.6 | -1639.2 | -23.1 | -0.33R | 0.65 | 2502.8 | 71.8% | 53.6h |
| Mon 12:00 | 5p | Fri Close | 71 | 19.7% | 188.7 | -72.6 | -1497.0 | -21.1 | -0.34R | 0.64 | 2435.6 | 74.6% | 49.0h |
| Mon 12:00 | 5p | Fri 19:00 | 71 | 19.7% | 185.0 | -71.4 | -1481.3 | -20.9 | -0.33R | 0.64 | 2401.9 | 74.6% | 48.0h |
| Mon 12:00 | 20p | Fri 19:00 | 71 | 22.5% | 183.1 | -83.4 | -1657.4 | -23.3 | -0.33R | 0.64 | 2503.0 | 71.8% | 52.5h |
| Mon 12:00 | 20p | Fri 17:00 | 71 | 23.9% | 168.6 | -84.1 | -1677.8 | -23.6 | -0.33R | 0.63 | 2465.3 | 70.4% | 51.9h |
| Mon 12:00 | 5p | Fri 15:00 | 71 | 19.7% | 178.0 | -71.0 | -1555.8 | -21.9 | -0.33R | 0.62 | 2412.0 | 73.2% | 47.0h |
| Mon 12:00 | 20p | Fri 15:00 | 71 | 22.5% | 175.2 | -82.7 | -1745.4 | -24.6 | -0.33R | 0.62 | 2526.6 | 70.4% | 51.3h |
| Mon 12:00 | 5p | Fri 17:00 | 71 | 21.1% | 168.1 | -72.2 | -1521.0 | -21.4 | -0.33R | 0.62 | 2383.5 | 73.2% | 47.5h |
| Mon 09:00 | 15p | Fri Close | 76 | 18.4% | 160.8 | -68.5 | -1996.3 | -26.3 | -0.46R | 0.53 | 2496.3 | 78.9% | 48.6h |
| Mon 09:00 | 15p | Fri 15:00 | 76 | 17.1% | 171.3 | -67.1 | -2002.8 | -26.4 | -0.42R | 0.53 | 2482.5 | 77.6% | 46.8h |
| Mon 09:00 | 10p | Fri Close | 76 | 17.1% | 164.7 | -63.8 | -1877.6 | -24.7 | -0.46R | 0.53 | 2201.4 | 80.3% | 45.8h |
| Mon 09:00 | 10p | Fri 15:00 | 76 | 15.8% | 175.4 | -62.6 | -1901.6 | -25.0 | -0.42R | 0.53 | 2192.6 | 78.9% | 44.2h |
Profit Factor heatmap: 08B Baseline — Short / UpsideFailed / All Buckets
Q2 only. upside_failed == True required. USDJPY sweep: PF 1.57, N=14 (MARGINAL — run Long only).
Best variant: Mon 12:00 | 5p buf | Fri 19:00 — PF 1.57, WR 28.6%, Exp 26.5p, N = 14, MaxDD = 462.6p
| Hour | Buffer | Exit | N | WR% | AvgWin | AvgLoss | Total | Exp | AvgR | PF | MaxDD | Stop% | Hold |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mon 12:00 | 5p | Fri 19:00 | 14 | 28.6% | 257.0 | -65.7 | 371.2 | 26.5 | 0.18R | 1.57 | 462.6 | 57.1% | 61.4h |
| Mon 12:00 | 5p | Fri Close | 14 | 28.6% | 274.1 | -70.3 | 393.5 | 28.1 | 0.19R | 1.56 | 444.9 | 57.1% | 63.1h |
| Mon 12:00 | 10p | Fri 19:00 | 14 | 28.6% | 257.0 | -69.7 | 331.2 | 23.7 | 0.14R | 1.48 | 502.6 | 57.1% | 62.2h |
| Mon 12:00 | 10p | Fri Close | 14 | 28.6% | 274.1 | -74.3 | 353.5 | 25.2 | 0.15R | 1.48 | 484.9 | 57.1% | 63.9h |
| Mon 12:00 | 5p | Fri 17:00 | 14 | 35.7% | 192.3 | -73.7 | 298.0 | 21.3 | 0.14R | 1.45 | 510.6 | 57.1% | 60.6h |
| Mon 12:00 | 15p | Fri Close | 14 | 28.6% | 274.1 | -78.3 | 313.5 | 22.4 | 0.12R | 1.40 | 524.9 | 57.1% | 66.0h |
| Mon 12:00 | 15p | Fri 19:00 | 14 | 28.6% | 257.0 | -73.7 | 291.2 | 20.8 | 0.11R | 1.40 | 542.6 | 57.1% | 64.3h |
| Mon 12:00 | 10p | Fri 17:00 | 14 | 35.7% | 192.3 | -78.2 | 258.0 | 18.4 | 0.11R | 1.37 | 550.6 | 57.1% | 61.4h |
| Mon 12:00 | 20p | Fri Close | 14 | 28.6% | 274.1 | -82.3 | 273.5 | 19.5 | 0.08R | 1.33 | 564.9 | 57.1% | 66.2h |
| Mon 12:00 | 5p | Fri 15:00 | 14 | 35.7% | 174.8 | -73.3 | 214.0 | 15.3 | 0.12R | 1.32 | 582.5 | 57.1% | 59.7h |
| Mon 12:00 | 20p | Fri 19:00 | 14 | 28.6% | 257.0 | -77.7 | 251.2 | 17.9 | 0.07R | 1.32 | 582.6 | 57.1% | 64.5h |
| Mon 12:00 | 15p | Fri 17:00 | 14 | 35.7% | 192.3 | -82.6 | 218.0 | 15.6 | 0.07R | 1.29 | 590.6 | 57.1% | 63.4h |
| Mon 12:00 | 10p | Fri 15:00 | 14 | 35.7% | 174.8 | -77.8 | 174.0 | 12.4 | 0.08R | 1.25 | 622.5 | 57.1% | 60.5h |
| Mon 12:00 | 20p | Fri 17:00 | 14 | 35.7% | 192.3 | -87.1 | 178.0 | 12.7 | 0.04R | 1.23 | 630.6 | 57.1% | 63.6h |
| Mon 12:00 | 15p | Fri 15:00 | 14 | 35.7% | 174.8 | -82.2 | 134.0 | 9.6 | 0.04R | 1.18 | 662.5 | 57.1% | 62.6h |
| Mon 12:00 | 20p | Fri 15:00 | 14 | 35.7% | 174.8 | -86.6 | 94.0 | 6.7 | 0.01R | 1.12 | 702.5 | 57.1% | 62.8h |
| Mon 03:00 | 5p | Fri Close | 17 | 11.8% | 104.5 | -35.2 | -319.7 | -18.8 | -0.78R | 0.40 | 421.3 | 88.2% | 29.3h |
| Mon 09:00 | 20p | Fri Close | 20 | 30.0% | 66.8 | -75.3 | -653.8 | -32.7 | -0.48R | 0.38 | 830.6 | 70.0% | 56.6h |
| Mon 03:00 | 5p | Fri 19:00 | 17 | 11.8% | 100.2 | -35.2 | -328.2 | -19.3 | -0.79R | 0.38 | 421.3 | 88.2% | 28.8h |
| Mon 03:00 | 5p | Fri 15:00 | 17 | 11.8% | 98.9 | -35.2 | -330.9 | -19.5 | -0.79R | 0.37 | 421.3 | 88.2% | 28.4h |
Profit Factor heatmap: 08B Filtered — Short / UpsideFailed / Q2 only (USDJPY — marginal)
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 | 20p | Fri Close | 195 | 26.2% | 169.7 | -48.5 | 1668.8 | 8.6 | 0.25R | 1.24 | 1229.1 | 73.3% | 47.0h |
| 08A_base | Mon 09:00 | 5p | Fri 15:00 | 104 | 34.6% | 162.8 | -55.3 | 2099.8 | 20.2 | 0.58R | 1.56 | 745.7 | 64.4% | 53.5h |
| 08A_filt | Mon 09:00 | 5p | Fri 19:00 | 25 | 40.0% | 140.0 | -31.0 | 935.4 | 37.4 | 1.03R | 3.01 | 112.0 | 52.0% | 59.7h |
| 08B_base | Mon 12:00 | 10p | Fri Close | 71 | 22.5% | 188.5 | -75.4 | -1129.2 | -15.9 | -0.28R | 0.73 | 2042.8 | 71.8% | 51.5h |
| 08B_filt | Mon 12:00 | 5p | Fri 19:00 | 14 | 28.6% | 257.0 | -65.7 | 371.2 | 26.5 | 0.18R | 1.57 | 462.6 | 57.1% | 61.4h |
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).