CONFIDENTIAL — KALAYA CAPITAL PROPRIETARY RESEARCH | Generated: 2026-03-13 22:41 | File: XAUUSD_strategy_sim_09_20220515_20260301_195w_20260313_2241
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 17:00 — PF 1.73, WR 15.9%, Exp 51.7p, N = 195, MaxDD = 2748.8p
| Hour | Buffer | Exit | N | WR% | AvgWin | AvgLoss | Total | Exp | AvgR | PF | MaxDD | Stop% | Hold |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mon 03:00 | 20p | Fri 17:00 | 195 | 15.9% | 773.9 | -84.8 | 10088.3 | 51.7 | 0.34R | 1.73 | 2748.8 | 83.6% | 27.7h |
| Mon 03:00 | 20p | Fri Close | 195 | 16.4% | 738.5 | -84.2 | 9905.2 | 50.8 | 0.33R | 1.72 | 2748.8 | 83.6% | 28.7h |
| Mon 03:00 | 20p | Fri 15:00 | 195 | 16.4% | 723.9 | -84.2 | 9439.3 | 48.4 | 0.28R | 1.69 | 2748.8 | 83.6% | 27.4h |
| Mon 03:00 | 5p | Fri Close | 195 | 13.3% | 781.4 | -72.4 | 8076.4 | 41.4 | 0.44R | 1.66 | 2658.8 | 86.7% | 24.0h |
| Mon 03:00 | 20p | Fri 19:00 | 195 | 15.9% | 733.3 | -84.2 | 8932.8 | 45.8 | 0.34R | 1.65 | 2748.8 | 83.6% | 28.0h |
| Mon 03:00 | 10p | Fri 17:00 | 195 | 13.3% | 817.3 | -77.1 | 8215.6 | 42.1 | 0.34R | 1.63 | 2688.8 | 86.2% | 24.2h |
| Mon 03:00 | 5p | Fri 17:00 | 195 | 12.8% | 803.8 | -73.0 | 7677.3 | 39.4 | 0.42R | 1.62 | 2658.8 | 86.7% | 23.2h |
| Mon 03:00 | 15p | Fri 17:00 | 195 | 14.4% | 793.9 | -82.0 | 8541.8 | 43.8 | 0.39R | 1.62 | 2718.8 | 85.1% | 25.7h |
| Mon 03:00 | 10p | Fri Close | 195 | 13.8% | 764.7 | -76.5 | 7790.1 | 39.9 | 0.31R | 1.61 | 2688.8 | 86.2% | 25.0h |
| Mon 03:00 | 15p | Fri Close | 195 | 14.9% | 749.7 | -81.4 | 8229.3 | 42.2 | 0.37R | 1.61 | 2718.8 | 85.1% | 26.6h |
| Mon 03:00 | 5p | Fri 15:00 | 195 | 13.3% | 754.5 | -72.4 | 7376.6 | 37.8 | 0.35R | 1.60 | 2658.8 | 86.7% | 23.0h |
| Mon 03:00 | 10p | Fri 15:00 | 195 | 13.8% | 757.9 | -76.5 | 7606.4 | 39.0 | 0.26R | 1.59 | 2688.8 | 86.2% | 23.9h |
| Mon 03:00 | 15p | Fri 15:00 | 195 | 14.9% | 740.2 | -81.4 | 7956.1 | 40.8 | 0.33R | 1.59 | 2718.8 | 85.1% | 25.4h |
| Mon 03:00 | 5p | Fri 19:00 | 195 | 12.8% | 774.3 | -72.4 | 7041.2 | 36.1 | 0.48R | 1.57 | 2658.8 | 86.7% | 23.5h |
| Mon 03:00 | 10p | Fri 19:00 | 195 | 13.3% | 766.8 | -76.5 | 7005.4 | 35.9 | 0.35R | 1.54 | 2688.8 | 86.2% | 24.5h |
| Mon 03:00 | 15p | Fri 19:00 | 195 | 14.4% | 748.6 | -81.3 | 7375.4 | 37.8 | 0.39R | 1.54 | 2718.8 | 85.1% | 26.0h |
Profit Factor heatmap: T04 Reference — Long / No Filter
All buckets. downside_failed == True required.
Best variant: Mon 03:00 | 20p buf | Fri Close — PF 1.90, WR 22.5%, Exp 70.8p, N = 89, MaxDD = 1410.0p
| Hour | Buffer | Exit | N | WR% | AvgWin | AvgLoss | Total | Exp | AvgR | PF | MaxDD | Stop% | Hold |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mon 03:00 | 20p | Fri Close | 89 | 22.5% | 666.4 | -101.9 | 6299.9 | 70.8 | 0.61R | 1.90 | 1410.0 | 77.5% | 35.9h |
| Mon 03:00 | 20p | Fri 17:00 | 89 | 21.3% | 704.7 | -102.9 | 6184.9 | 69.5 | 0.61R | 1.86 | 1586.4 | 77.5% | 34.5h |
| Mon 03:00 | 20p | Fri 19:00 | 89 | 21.3% | 679.6 | -101.5 | 5809.0 | 65.3 | 0.61R | 1.82 | 1484.3 | 77.5% | 35.0h |
| Mon 03:00 | 20p | Fri 15:00 | 89 | 22.5% | 625.5 | -101.9 | 5482.1 | 61.6 | 0.52R | 1.78 | 1410.0 | 77.5% | 34.1h |
| Mon 03:00 | 15p | Fri Close | 89 | 20.2% | 653.2 | -100.1 | 4649.9 | 52.2 | 0.63R | 1.65 | 1395.0 | 79.8% | 32.8h |
| Mon 03:00 | 5p | Fri Close | 89 | 18.0% | 666.6 | -89.0 | 4168.9 | 46.8 | 0.45R | 1.64 | 1840.0 | 82.0% | 29.5h |
| Mon 03:00 | 5p | Fri 17:00 | 89 | 16.9% | 723.3 | -90.2 | 4177.1 | 46.9 | 0.49R | 1.63 | 1827.4 | 82.0% | 28.5h |
| Mon 03:00 | 15p | Fri 17:00 | 89 | 19.1% | 695.9 | -101.2 | 4545.1 | 51.1 | 0.63R | 1.62 | 1571.4 | 79.8% | 31.6h |
| Mon 03:00 | 15p | Fri 19:00 | 89 | 19.1% | 668.7 | -99.8 | 4184.9 | 47.0 | 0.64R | 1.58 | 1469.3 | 79.8% | 32.0h |
| Mon 03:00 | 5p | Fri 19:00 | 89 | 16.9% | 689.6 | -88.8 | 3773.1 | 42.4 | 0.49R | 1.57 | 1789.6 | 82.0% | 28.8h |
| Mon 03:00 | 10p | Fri Close | 89 | 18.0% | 666.6 | -93.5 | 3836.5 | 43.1 | 0.34R | 1.56 | 2023.3 | 82.0% | 30.2h |
| Mon 03:00 | 10p | Fri 17:00 | 89 | 16.9% | 723.3 | -94.7 | 3844.7 | 43.2 | 0.37R | 1.55 | 2049.8 | 82.0% | 29.1h |
| Mon 03:00 | 15p | Fri 15:00 | 89 | 20.2% | 609.5 | -100.1 | 3862.0 | 43.4 | 0.53R | 1.54 | 1395.0 | 79.8% | 31.2h |
| Mon 03:00 | 5p | Fri 15:00 | 89 | 18.0% | 622.9 | -89.0 | 3470.5 | 39.0 | 0.32R | 1.53 | 1947.9 | 82.0% | 28.1h |
| Mon 03:00 | 10p | Fri 19:00 | 89 | 16.9% | 689.6 | -93.3 | 3440.7 | 38.7 | 0.37R | 1.50 | 1993.5 | 82.0% | 29.5h |
| Mon 03:00 | 10p | Fri 15:00 | 89 | 18.0% | 622.9 | -93.5 | 3138.1 | 35.3 | 0.23R | 1.46 | 2170.3 | 82.0% | 28.8h |
| Mon 09:00 | 20p | Fri 17:00 | 94 | 33.0% | 561.2 | -203.3 | 4588.1 | 48.8 | 0.39R | 1.36 | 2834.4 | 66.0% | 51.6h |
| Mon 09:00 | 20p | Fri Close | 94 | 30.9% | 599.4 | -199.4 | 4422.7 | 47.0 | 0.43R | 1.34 | 2762.2 | 66.0% | 53.6h |
| Mon 09:00 | 20p | Fri 19:00 | 94 | 30.9% | 582.5 | -197.0 | 4087.6 | 43.5 | 0.41R | 1.32 | 2762.2 | 66.0% | 52.3h |
| Mon 09:00 | 20p | Fri 15:00 | 94 | 33.0% | 532.6 | -205.2 | 3582.1 | 38.1 | 0.36R | 1.28 | 2762.2 | 66.0% | 50.9h |
Profit Factor heatmap: 09A Baseline — Long / DownsideFailed / All Buckets
Q3 only. downside_failed == True required. XAUUSD sweep: PF 10.53, N=17.
Best variant: Mon 03:00 | 20p buf | Fri 17:00 — PF 10.53, WR 47.1%, Exp 357.2p, N = 17, MaxDD = 295.4p
| Hour | Buffer | Exit | N | WR% | AvgWin | AvgLoss | Total | Exp | AvgR | PF | MaxDD | Stop% | Hold |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mon 03:00 | 20p | Fri 17:00 | 17 | 47.1% | 838.7 | -70.8 | 6072.0 | 357.2 | 2.76R | 10.53 | 295.4 | 52.9% | 54.6h |
| Mon 03:00 | 20p | Fri 19:00 | 17 | 47.1% | 795.1 | -70.8 | 5723.8 | 336.7 | 2.61R | 9.98 | 295.4 | 52.9% | 55.6h |
| Mon 03:00 | 20p | Fri Close | 17 | 47.1% | 767.6 | -70.8 | 5503.8 | 323.8 | 2.37R | 9.64 | 295.4 | 52.9% | 57.5h |
| Mon 03:00 | 20p | Fri 15:00 | 17 | 47.1% | 746.5 | -70.8 | 5335.0 | 313.8 | 2.32R | 9.37 | 295.4 | 52.9% | 53.7h |
| Mon 03:00 | 5p | Fri 17:00 | 17 | 41.2% | 781.0 | -79.3 | 4673.4 | 274.9 | 3.45R | 6.89 | 290.2 | 58.8% | 49.6h |
| Mon 03:00 | 10p | Fri 17:00 | 17 | 41.2% | 781.0 | -84.2 | 4624.3 | 272.0 | 3.04R | 6.49 | 295.2 | 58.8% | 49.6h |
| Mon 03:00 | 5p | Fri 19:00 | 17 | 41.2% | 731.5 | -79.3 | 4326.9 | 254.5 | 3.25R | 6.45 | 290.2 | 58.8% | 50.4h |
| Mon 03:00 | 5p | Fri Close | 17 | 41.2% | 701.6 | -79.3 | 4118.1 | 242.2 | 2.90R | 6.19 | 313.0 | 58.8% | 52.1h |
| Mon 03:00 | 15p | Fri 17:00 | 17 | 41.2% | 781.0 | -89.2 | 4574.3 | 269.1 | 2.71R | 6.13 | 300.2 | 58.8% | 49.7h |
| Mon 03:00 | 10p | Fri 19:00 | 17 | 41.2% | 731.5 | -84.2 | 4277.8 | 251.6 | 2.86R | 6.08 | 295.2 | 58.8% | 50.4h |
| Mon 03:00 | 5p | Fri 15:00 | 17 | 41.2% | 678.7 | -79.3 | 3957.6 | 232.8 | 2.81R | 5.99 | 290.2 | 58.8% | 48.8h |
| Mon 03:00 | 10p | Fri Close | 17 | 41.2% | 701.6 | -84.2 | 4069.0 | 239.4 | 2.55R | 5.83 | 333.0 | 58.8% | 52.1h |
| Mon 03:00 | 15p | Fri 19:00 | 17 | 41.2% | 731.5 | -89.2 | 4227.8 | 248.7 | 2.55R | 5.74 | 308.1 | 58.8% | 50.5h |
| Mon 03:00 | 10p | Fri 15:00 | 17 | 41.2% | 678.7 | -84.2 | 3908.5 | 229.9 | 2.49R | 5.64 | 295.2 | 58.8% | 48.8h |
| Mon 03:00 | 15p | Fri Close | 17 | 41.2% | 701.6 | -89.2 | 4019.0 | 236.4 | 2.29R | 5.50 | 353.0 | 58.8% | 52.2h |
| Mon 03:00 | 15p | Fri 15:00 | 17 | 41.2% | 678.7 | -89.2 | 3858.5 | 227.0 | 2.23R | 5.32 | 300.2 | 58.8% | 48.9h |
| Mon 09:00 | 20p | Fri 17:00 | 18 | 61.1% | 556.5 | -191.3 | 4782.4 | 265.7 | 1.15R | 4.57 | 455.2 | 38.9% | 75.2h |
| Mon 09:00 | 20p | Fri 19:00 | 18 | 55.6% | 585.0 | -168.9 | 4499.1 | 250.0 | 1.13R | 4.33 | 455.2 | 38.9% | 76.4h |
| Mon 09:00 | 20p | Fri Close | 18 | 55.6% | 581.7 | -174.5 | 4420.9 | 245.6 | 1.12R | 4.17 | 455.2 | 38.9% | 78.8h |
| Mon 09:00 | 20p | Fri 15:00 | 18 | 55.6% | 565.3 | -191.1 | 4123.8 | 229.1 | 1.06R | 3.70 | 644.7 | 38.9% | 73.9h |
Profit Factor heatmap: 09A Filtered — Long / DownsideFailed / Q3 only (XAUUSD)
All buckets. upside_failed == True required.
Best variant: Mon 12:00 | 10p buf | Fri Close — PF 0.89, WR 25.6%, Exp -12.4p, N = 82, MaxDD = 2687.8p
| Hour | Buffer | Exit | N | WR% | AvgWin | AvgLoss | Total | Exp | AvgR | PF | MaxDD | Stop% | Hold |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mon 12:00 | 10p | Fri 19:00 | 82 | 25.6% | 411.9 | -159.1 | -1053.9 | -12.9 | 0.05R | 0.89 | 2843.7 | 73.2% | 47.8h |
| Mon 12:00 | 10p | Fri Close | 82 | 25.6% | 412.1 | -158.5 | -1016.6 | -12.4 | 0.05R | 0.89 | 2687.8 | 73.2% | 48.8h |
| Mon 12:00 | 5p | Fri Close | 82 | 24.4% | 417.3 | -152.3 | -1093.5 | -13.3 | 0.04R | 0.88 | 2547.8 | 74.4% | 48.1h |
| Mon 12:00 | 5p | Fri 19:00 | 82 | 24.4% | 415.8 | -152.8 | -1157.5 | -14.1 | 0.04R | 0.88 | 2703.7 | 74.4% | 47.1h |
| Mon 12:00 | 15p | Fri 19:00 | 82 | 26.8% | 394.8 | -164.8 | -1202.7 | -14.7 | 0.02R | 0.88 | 2983.7 | 72.0% | 48.9h |
| Mon 12:00 | 15p | Fri Close | 82 | 26.8% | 395.2 | -164.2 | -1159.4 | -14.1 | 0.02R | 0.88 | 2827.8 | 72.0% | 49.9h |
| Mon 12:00 | 20p | Fri Close | 82 | 26.8% | 395.2 | -169.2 | -1454.4 | -17.7 | -0.02R | 0.86 | 2967.8 | 72.0% | 50.0h |
| Mon 12:00 | 10p | Fri 17:00 | 82 | 24.4% | 412.6 | -156.0 | -1419.9 | -17.3 | -0.02R | 0.85 | 3074.8 | 73.2% | 47.3h |
| Mon 12:00 | 20p | Fri 19:00 | 82 | 26.8% | 394.8 | -169.7 | -1497.7 | -18.3 | -0.03R | 0.85 | 3123.7 | 72.0% | 48.9h |
| Mon 12:00 | 15p | Fri 17:00 | 82 | 25.6% | 395.3 | -161.6 | -1554.8 | -19.0 | -0.04R | 0.84 | 3179.7 | 72.0% | 48.3h |
| Mon 12:00 | 5p | Fri 17:00 | 82 | 23.2% | 416.5 | -149.9 | -1526.9 | -18.6 | -0.04R | 0.84 | 2804.8 | 74.4% | 46.6h |
| Mon 12:00 | 10p | Fri 15:00 | 82 | 25.6% | 377.2 | -157.8 | -1702.9 | -20.8 | -0.03R | 0.82 | 3191.4 | 72.0% | 46.7h |
| Mon 12:00 | 20p | Fri 17:00 | 82 | 25.6% | 395.3 | -166.4 | -1849.8 | -22.6 | -0.08R | 0.82 | 3444.7 | 72.0% | 48.4h |
| Mon 12:00 | 5p | Fri 15:00 | 82 | 24.4% | 380.8 | -151.6 | -1782.6 | -21.7 | -0.05R | 0.81 | 2926.4 | 73.2% | 46.1h |
| Mon 12:00 | 15p | Fri 15:00 | 82 | 26.8% | 360.7 | -163.4 | -1867.9 | -22.8 | -0.06R | 0.81 | 3326.4 | 70.7% | 47.8h |
| Mon 12:00 | 20p | Fri 15:00 | 82 | 26.8% | 360.7 | -168.2 | -2157.9 | -26.3 | -0.09R | 0.79 | 3586.4 | 70.7% | 47.8h |
| Mon 09:00 | 15p | Fri Close | 95 | 22.1% | 428.5 | -178.3 | -4197.5 | -44.2 | -0.01R | 0.68 | 5001.2 | 77.9% | 43.3h |
| Mon 09:00 | 10p | Fri Close | 95 | 20.0% | 459.6 | -170.8 | -4250.9 | -44.7 | -0.07R | 0.67 | 5035.7 | 80.0% | 41.1h |
| Mon 09:00 | 10p | Fri 19:00 | 95 | 20.0% | 454.5 | -170.8 | -4348.3 | -45.8 | -0.07R | 0.67 | 5143.9 | 80.0% | 40.3h |
| Mon 09:00 | 15p | Fri 19:00 | 95 | 22.1% | 423.5 | -178.3 | -4303.0 | -45.3 | -0.02R | 0.67 | 5082.1 | 77.9% | 42.5h |
Profit Factor heatmap: 09B Baseline — Short / UpsideFailed / All Buckets
Q2 only. upside_failed == True required. XAUUSD sweep: PF 1.71, N=22 (marginal — high MaxDD).
Best variant: Mon 03:00 | 10p buf | Fri 17:00 — PF 1.71, WR 13.6%, Exp 52.6p, N = 22, MaxDD = 986.8p
| Hour | Buffer | Exit | N | WR% | AvgWin | AvgLoss | Total | Exp | AvgR | PF | MaxDD | Stop% | Hold |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mon 03:00 | 10p | Fri 17:00 | 22 | 13.6% | 930.3 | -86.0 | 1156.5 | 52.6 | 0.81R | 1.71 | 986.8 | 86.4% | 24.4h |
| Mon 03:00 | 10p | Fri 15:00 | 22 | 13.6% | 881.1 | -86.0 | 1008.9 | 45.9 | 0.57R | 1.62 | 986.8 | 86.4% | 24.1h |
| Mon 03:00 | 10p | Fri 19:00 | 22 | 13.6% | 883.1 | -86.0 | 1014.9 | 46.1 | 0.87R | 1.62 | 986.8 | 86.4% | 24.6h |
| Mon 03:00 | 15p | Fri 17:00 | 22 | 13.6% | 930.3 | -90.8 | 1066.5 | 48.5 | 0.61R | 1.62 | 1026.8 | 86.4% | 25.9h |
| Mon 03:00 | 10p | Fri Close | 22 | 13.6% | 869.7 | -86.0 | 974.8 | 44.3 | 0.92R | 1.60 | 986.8 | 86.4% | 25.2h |
| Mon 03:00 | 15p | Fri 19:00 | 22 | 13.6% | 883.1 | -90.8 | 924.9 | 42.0 | 0.65R | 1.54 | 1026.8 | 86.4% | 26.2h |
| Mon 03:00 | 20p | Fri 17:00 | 22 | 13.6% | 930.3 | -95.5 | 976.5 | 44.4 | 0.47R | 1.54 | 1066.8 | 86.4% | 26.0h |
| Mon 03:00 | 15p | Fri 15:00 | 22 | 13.6% | 881.1 | -90.8 | 918.9 | 41.8 | 0.41R | 1.53 | 1026.8 | 86.4% | 25.6h |
| Mon 03:00 | 15p | Fri Close | 22 | 13.6% | 869.7 | -90.8 | 884.8 | 40.2 | 0.69R | 1.51 | 1026.8 | 86.4% | 26.7h |
| Mon 03:00 | 20p | Fri 15:00 | 22 | 13.6% | 881.1 | -95.5 | 828.9 | 37.7 | 0.30R | 1.46 | 1066.8 | 86.4% | 25.7h |
| Mon 03:00 | 20p | Fri 19:00 | 22 | 13.6% | 883.1 | -95.5 | 834.9 | 37.9 | 0.50R | 1.46 | 1066.8 | 86.4% | 26.3h |
| Mon 03:00 | 20p | Fri Close | 22 | 13.6% | 869.7 | -95.5 | 794.8 | 36.1 | 0.53R | 1.44 | 1066.8 | 86.4% | 26.8h |
| Mon 12:00 | 5p | Fri 15:00 | 23 | 26.1% | 639.1 | -158.1 | 1147.3 | 49.9 | 0.46R | 1.43 | 1096.9 | 73.9% | 45.7h |
| Mon 12:00 | 5p | Fri 19:00 | 23 | 26.1% | 640.8 | -158.1 | 1157.5 | 50.3 | 0.58R | 1.43 | 1022.0 | 73.9% | 46.8h |
| Mon 12:00 | 5p | Fri Close | 23 | 26.1% | 637.0 | -158.1 | 1134.8 | 49.3 | 0.62R | 1.42 | 1022.0 | 73.9% | 47.8h |
| Mon 12:00 | 5p | Fri 17:00 | 23 | 26.1% | 634.8 | -158.1 | 1121.6 | 48.8 | 0.48R | 1.42 | 1022.0 | 73.9% | 46.3h |
| Mon 09:00 | 10p | Fri 17:00 | 23 | 21.7% | 737.7 | -144.9 | 1080.2 | 47.0 | 0.35R | 1.41 | 809.2 | 78.3% | 45.1h |
| Mon 09:00 | 10p | Fri 19:00 | 23 | 21.7% | 733.7 | -144.9 | 1059.9 | 46.1 | 0.41R | 1.41 | 809.2 | 78.3% | 45.6h |
| Mon 09:00 | 10p | Fri Close | 23 | 21.7% | 729.4 | -144.9 | 1038.3 | 45.1 | 0.44R | 1.40 | 809.2 | 78.3% | 46.4h |
| Mon 09:00 | 10p | Fri 15:00 | 23 | 21.7% | 724.2 | -144.9 | 1012.6 | 44.0 | 0.27R | 1.39 | 809.2 | 78.3% | 44.7h |
Profit Factor heatmap: 09B Filtered — Short / UpsideFailed / Q2 only (XAUUSD — 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 17:00 | 195 | 15.9% | 773.9 | -84.8 | 10088.3 | 51.7 | 0.34R | 1.73 | 2748.8 | 83.6% | 27.7h |
| 09A_base | Mon 03:00 | 20p | Fri Close | 89 | 22.5% | 666.4 | -101.9 | 6299.9 | 70.8 | 0.61R | 1.90 | 1410.0 | 77.5% | 35.9h |
| 09A_filt | Mon 03:00 | 20p | Fri 17:00 | 17 | 47.1% | 838.7 | -70.8 | 6072.0 | 357.2 | 2.76R | 10.53 | 295.4 | 52.9% | 54.6h |
| 09B_base | Mon 12:00 | 10p | Fri Close | 82 | 25.6% | 412.1 | -158.5 | -1016.6 | -12.4 | 0.05R | 0.89 | 2687.8 | 73.2% | 48.8h |
| 09B_filt | Mon 03:00 | 10p | Fri 17:00 | 22 | 13.6% | 930.3 | -86.0 | 1156.5 | 52.6 | 0.81R | 1.71 | 986.8 | 86.4% | 24.4h |
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).