Signals
20000
15506 measured
Win Rate
18.6%
2888 target hits
Loss Rate
74.4%
11535 stops
Average R
-0.11R
median -1.00R
Total R
-1747.48R
PF 0.85
Avg MFE / MAE
2.66%
MAE -2.49%
Expectancy
-0.22%
per signal, %
Signal equity curve · cumulative R
-1747.48R totalCumulative realized R across 15506 resolved signals, ordered by resolution time. Historical signal performance — not a candle-replay backtest.
Performance by Score Bucket
| Bucket | N | Win % | Avg R | Median R | Total R |
|---|---|---|---|---|---|
| <50 · low conviction | 6691 | 19.8% | -0.04R | -1.00R | -273.87R |
| 50–59 · weak | 3219 | 17.1% | -0.17R | -1.00R | -549.35R |
| 60–69 · solid | 2535 | 18.0% | -0.17R | -1.00R | -419.86R |
| 70–79 · strong | 1777 | 16.2% | -0.22R | -1.00R | -387.84R |
| 80-89 | 817 | 20.3% | -0.09R | -1.00R | -73.55R |
| 90–100 · elite | 467 | 21.6% | -0.09R | -1.00R | -43.01R |
Performance by Timeframe
| Bucket | N | Win % | Avg R | Median R | Total R |
|---|---|---|---|---|---|
| 15m | 4536 | 21.1% | -0.14R | -1.00R | -644.53R |
| 1d | 78 | 0.0% | -1.00R | -1.00R | -78.00R |
| 1h | 1057 | 42.4% | +0.56R | -1.00R | +587.56R |
| 1m | 434 | 6.2% | -0.07R | -1.00R | -29.13R |
| 2h | 643 | 14.3% | +0.04R | -1.00R | +24.79R |
| 4h | 1613 | 10.8% | -0.29R | -1.00R | -466.47R |
| 5m | 7145 | 16.7% | -0.16R | -1.00R | -1141.70R |
Performance by Signal Type
| Bucket | N | Win % | Avg R | Median R | Total R |
|---|---|---|---|---|---|
| 🔴 1H BEARISH BOS | 464 | 46.8% | +0.58R | -1.00R | +270.86R |
| 🟢 1H BULLISH BOS | 226 | 34.5% | +0.12R | -1.00R | +26.05R |
| 🔴 4H BEARISH DUMP | 455 | 6.8% | -0.53R | -1.00R | -241.88R |
| 🩸 4H EARLY BEAR BREAK | 276 | 21.0% | +0.12R | -1.00R | +33.12R |
| 🟢 4H BULLISH BREAK | 173 | 6.4% | -0.75R | -1.00R | -129.28R |
| ⚡ 4H EARLY BULL BREAK | 125 | 11.2% | -0.40R | -1.00R | -50.33R |
| 💣 4H PRE-IGN BEAR | 84 | 22.6% | +1.41R | +0.25R | +118.82R |
| 🚀 4H PRE-IGN BULL | 350 | 2.3% | -0.42R | -1.00R | -147.95R |
| 🩸 5M BEAR IGNITE | 111 | 2.7% | +0.10R | +0.01R | +11.09R |
| ⚡ 5M BULL IGNITE | 37 | 2.7% | -0.16R | -0.19R | -5.92R |
| CLIMAX_BLOWOFF_SHORT | 46 | 37.0% | +0.12R | -1.00R | +5.70R |
| CLIMAX_CAPITULATION_LONG | 29 | 10.3% | -0.64R | -1.00R | -18.69R |
| DISCOUNT_BOUNCE_BULL_CHOCH | 1072 | 14.9% | -0.46R | -1.00R | -493.30R |
| MACRO_PD_BOUNCE_BULL | 2991 | 1.8% | -0.46R | -1.00R | -1366.11R |
| MACRO_PD_REJECT_BEAR | 452 | 11.7% | +0.38R | -1.00R | +170.87R |
| PD_SQUEEZE_IGNITE_BEAR | 394 | 50.0% | +0.72R | +1.91R | +283.19R |
| PD_SQUEEZE_IGNITE_BULL | 144 | 10.4% | -0.52R | -1.00R | -75.08R |
| 🔄 PD FADE SHORT | 1 | 0.0% | +0.10R | +0.10R | +0.10R |
| 🔄 PD FADE LONG | 4 | 25.0% | +0.82R | +1.14R | +3.30R |
| PREMIUM_REJECT_BEAR_CHOCH | 204 | 35.8% | +0.28R | -1.00R | +56.15R |
| 🔮 PRE-BREAK DISTRIBUTION | 599 | 46.4% | +0.74R | -1.00R | +444.24R |
| 🔮 PRE-BREAK ACCUMULATION | 2631 | 14.0% | -0.41R | -1.00R | -1089.22R |
| 🗜️ SQUEEZE LONG | 308 | 0.0% | -0.86R | -1.00R | -264.04R |
| 🗜️ SQUEEZE SHORT | 179 | 21.8% | +0.77R | -1.00R | +138.19R |
| ZONE_RETEST_BEAR | 2603 | 32.2% | +0.37R | -1.00R | +950.15R |
| ZONE_RETEST_BULL | 765 | 15.3% | -0.48R | -1.00R | -369.80R |
| 💥 ZONE BREAK ▼ | 230 | 62.6% | +0.95R | +2.00R | +219.50R |
| 💥 ZONE BREAK ▲ | 382 | 17.0% | -0.48R | -1.00R | -182.96R |
| 🚀 ZONE SWING ▼ | 130 | 20.8% | -0.05R | -1.00R | -6.26R |
| 🚀 ZONE SWING ▲ | 41 | 2.4% | -0.93R | -1.00R | -38.00R |
Performance by Market Regime
| Bucket | N | Win % | Avg R | Median R | Total R |
|---|---|---|---|---|---|
| RANGING | 3433 | 18.1% | -0.17R | -1.00R | -594.80R |
| TRENDING_DOWN | 10640 | 18.7% | -0.10R | -1.00R | -1099.32R |
| TRENDING_UP | 1433 | 19.3% | -0.04R | -1.00R | -53.35R |
Performance by Volatility Regime
| Bucket | N | Win % | Avg R | Median R | Total R |
|---|---|---|---|---|---|
| HIGH_VOLATILITY | 1837 | 17.2% | -0.24R | -1.00R | -432.73R |
| LOW_VOLATILITY | 1094 | 14.6% | -0.12R | -1.00R | -129.93R |
| NORMAL_VOLATILITY | 12575 | 19.2% | -0.09R | -1.00R | -1184.82R |