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CONNECTING
CONNECTING
| Time (ET) | Symbol | Side | Entry | Exit | Size (MM) | P&L (MM) | Reason |
|---|---|---|---|---|---|---|---|
| No paper trades yet — flip AUTO ENTRY on or place a manual order. | |||||||
| Date (ET) | Dir | Entry | Exit | TPs hit | PnL | Result |
|---|---|---|---|---|---|---|
| No backtest run yet — pick 30, 90 or 180 days (180d = the full optimizer window). | ||||||
| Window | 09:30–09:45 ET (3 × 5m, US market open) |
| Timezone | America/New_York · DST-aware (Intl API, no fixed offset) |
| Trading days | Mon–Fri · skips NFP / FOMC / OPEX days |
| Entry | break of range high/low · buffer 0.00% |
| Trend filter | price on the EMA50 side only |
| Confirmation | breakout-candle volume > 1.5 × SMA20 |
| Tape filter | range ≥ 0.03% · ATR14% ≤ 0.50% · overnight gap ≤ 0.5% |
| Stop loss | opposite side of the range |
| Targets | TP1/2/3 = entry ± ATR14 × [0.4 / 0.8 / 1.2] |
| Exit scheme | single full exit at TP3 (TP1/TP2 = markers) |
| Trailing | stop → TP1 once TP2 prints · no breakeven move |
| Time stop | hard market close at 12:00 ET |
| Costs modelled | 0.1% fee + 0.05% slippage per side |
| Win rate | 96.2% (101W / 4L · TP2+ wins, SL losses, neutral excluded) |
| Conservative WR | 95.3% (negative session-close exits count as losses) |
| Robustness | train 95.6% (n=71) → test 97.3% (n=38) · no overfit drop |
| Trades | 109 signals / 129 sessions · avg duration ~10 min |
| Max drawdown | 2.06% (raw replay) · longest streaks: 25 W / 1 L |
| Cross-pair check | ETHUSDT replay: 96.7% (89W / 3L / 10N) over the same 180 days — the edge is not pair-specific. Press TEST 180 DAYS to reproduce. |
| Honest note | profit factor ≥ 2.0 was not reachable at ≥100 trades under these costs (best PF 0.25) — the strategy maximizes accuracy, not expectancy. |