Trades
1,240
299 wins · 733 losses · 208 timeouts
Win rate
24.1%
break-even at 2.0R TP ≈ 33.3%
Profit factor
0.92
gross win R ÷ gross loss R
Expectancy
-0.046 R
total -57.0 R
Return @ 1.0% risk
-48.9%
compounded, max DD -67.1%
Max drawdown
-105.7 R
longest losing streak 12
Equity curve
Drawdown (R)
Best filter combinations
Searched 3,418 filter combinations (1–3 filters, at least 25 trades). Found on trades up to 2025-12-03 (868 in-sample trades), then checked on the 372 trades after that date. Rank = lower bound of the 95% confidence interval of the in-sample win rate, so small lucky samples sink. Trust only rows marked “Held up out-of-sample”.
No combination reached 60% win rate with at least 25 in-sample trades. Showing the strongest combinations by expectancy instead.
| # | Filters | In-sample trades | In-sample win rate | 95% low | Avg R | Out-of-sample trades | OOS win rate | OOS avg R | Verdict |
|---|---|---|---|---|---|---|---|---|---|
| 1 | RSI(14) range = 50-70 + Hour block (UTC) = 00-04 + Stop size = >3 ATR | 29 | 58.6% | 40.7% | +0.89 | 14 | 21.4% | -0.22 | Failed out-of-sample |
| 2 | Price vs EMA50 = Above EMA50 + Hour block (UTC) = 00-04 + Stop size = >3 ATR | 29 | 55.2% | 37.5% | +0.83 | 12 | 16.7% | -0.34 | Failed out-of-sample |
| 3 | Direction = BUY + Hour block (UTC) = 00-04 + Stop size = >3 ATR | 34 | 50.0% | 34.1% | +0.82 | 15 | 20.0% | -0.27 | Failed out-of-sample |
| 4 | Session (UTC) = Asian + Price vs EMA50 = Above EMA50 + Stop size = >3 ATR | 45 | 46.7% | 32.9% | +0.69 | 21 | 9.5% | -0.48 | Failed out-of-sample |
| 5 | Direction = BUY + Session (UTC) = Asian + Stop size = >3 ATR | 51 | 43.1% | 30.5% | +0.68 | 25 | 20.0% | -0.20 | Failed out-of-sample |
| 6 | Session (UTC) = Asian + RSI(14) range = 50-70 + Stop size = >3 ATR | 46 | 47.8% | 34.1% | +0.66 | 23 | 17.4% | -0.26 | Failed out-of-sample |
| 7 | Direction = BUY + EMA 20/50/200 stack = Bearish stack + Day of week = Fri | 26 | 42.3% | 25.5% | +0.63 | 11 | 18.2% | -0.07 | Failed out-of-sample |
| 8 | Hour block (UTC) = 00-04 + Volatility (ATR14 vs its median) = Low + Entry confirmation = Same candle | 26 | 50.0% | 32.1% | +0.61 | 7 | 42.9% | +0.29 | Too few out-of-sample trades |
| 9 | Direction = BUY + Day of week = Fri + Stop size = >3 ATR | 48 | 37.5% | 25.2% | +0.59 | 13 | 15.4% | +0.12 | Failed out-of-sample |
| 10 | Price vs EMA50 = Above EMA50 + Day of week = Thu + Stop size = >3 ATR | 31 | 41.9% | 26.4% | +0.59 | 7 | 28.6% | -0.03 | Too few out-of-sample trades |
| 11 | RSI(14) range = 50-70 + Day of week = Wed + Volatility (ATR14 vs its median) = Medium | 39 | 46.2% | 31.6% | +0.54 | 10 | 40.0% | +0.27 | Failed out-of-sample |
| 12 | Direction = BUY + Day of week = Thu + Stop size = >3 ATR | 35 | 37.1% | 23.2% | +0.53 | 11 | 9.1% | -0.54 | Failed out-of-sample |
| 13 | Session (UTC) = London + Price vs EMA200 = Below EMA200 + Hour block (UTC) = 04-08 | 30 | 43.3% | 27.4% | +0.53 | 16 | 31.2% | +0.05 | Failed out-of-sample |
| 14 | Session (UTC) = London + Price vs EMA200 = Below EMA200 + Entry confirmation = Same candle | 34 | 41.2% | 26.4% | +0.53 | 19 | 15.8% | -0.20 | Failed out-of-sample |
| 15 | RSI(14) range = 50-70 + Day of week = Fri + Stop size = >3 ATR | 45 | 35.6% | 23.2% | +0.53 | 14 | 7.1% | -0.37 | Failed out-of-sample |
| 16 | Direction = BUY + EMA 20/50/200 stack = Bullish stack + Stop size = >3 ATR | 73 | 35.6% | 25.6% | +0.52 | 32 | 6.2% | -0.39 | Failed out-of-sample |
| 17 | Session (UTC) = London + EMA 20/50/200 stack = Bearish stack + Entry confirmation = Same candle | 27 | 40.7% | 24.5% | +0.52 | 18 | 16.7% | -0.29 | Failed out-of-sample |
| 18 | EMA 20/50/200 stack = Bullish stack + Day of week = Wed + Volatility (ATR14 vs its median) = Medium | 25 | 44.0% | 26.7% | +0.52 | 12 | 16.7% | -0.03 | Failed out-of-sample |
| 19 | Trade vs EMA200 trend = With trend + EMA 20/50/200 stack = Bullish stack + Hour block (UTC) = 00-04 | 42 | 42.9% | 29.1% | +0.51 | 12 | 8.3% | -0.51 | Failed out-of-sample |
| 20 | Price vs EMA50 = Above EMA50 + Hour block (UTC) = 00-04 + Entry confirmation = Same candle | 33 | 45.5% | 29.8% | +0.51 | 13 | 23.1% | -0.16 | Failed out-of-sample |
| 21 | EMA 20/50/200 stack = Bullish stack + Hour block (UTC) = 00-04 + Entry confirmation = Same candle | 32 | 43.8% | 28.2% | +0.51 | 9 | 22.2% | -0.33 | Too few out-of-sample trades |
| 22 | RSI(14) range = 50-70 + EMA 20/50/200 stack = Bullish stack + Stop size = >3 ATR | 58 | 36.2% | 25.1% | +0.50 | 24 | 4.2% | -0.53 | Failed out-of-sample |
| 23 | EMA 20/50/200 stack = Bullish stack + Day of week = Tue + Volatility (ATR14 vs its median) = High | 26 | 26.9% | 13.7% | +0.49 | 8 | 25.0% | -0.10 | Too few out-of-sample trades |
| 24 | Day of week = Fri + Entry confirmation = Next candle + Stop size = >3 ATR | 45 | 28.9% | 17.7% | +0.49 | 15 | 20.0% | +0.08 | Failed out-of-sample |
| 25 | RSI(14) range = 50-70 + Day of week = Thu + Stop size = >3 ATR | 30 | 40.0% | 24.6% | +0.49 | 11 | 18.2% | -0.38 | Failed out-of-sample |
Failure patterns
Overall loss rate: 59.1%. Conditions below lose noticeably more often.
Loss anatomy
| What happened | Losses | % |
|---|---|---|
| Stopped out within 3 candles (45 min) Entry too early / zone not respected — consider waiting for a 2nd confirmation candle. | 132 | 18.0% |
| Never moved +0.2R in profit before stop Setup was wrong from the start — check which filters these share (table above). | 280 | 38.2% |
| Reached +0.5R before losing Partial profit at +0.5R–1R would have reduced these losses. | 273 | 37.2% |
| Reached +1R before losing A move-to-breakeven at +1R would have turned these into 0R trades (upper bound: on M15 we can't see if a winner also dipped back to entry). | 108 | 14.7% |
- Winners that dipped to −0.7R or worse before hitting TP: 56 (18.7% of winners)
- Timeouts (no TP/SL in 100 bars): 208, average +0.37R
- Average candles held — winners 35.7, losers 23.6
Single conditions with high loss rate
| Condition | Trades | Loss rate | vs avg | Avg R |
|---|---|---|---|---|
| Stop size = <1 ATR | 28 | 71.4% | +12.3 pts | -0.143 |
| Stop size = 1-2 ATR | 223 | 68.2% | +9.0 pts | -0.059 |
| Stop size = 2-3 ATR | 413 | 67.8% | +8.7 pts | -0.146 |
| Session (UTC) = Sydney | 115 | 67.8% | +8.7 pts | -0.241 |
| Pair = USD_CHF | 113 | 67.3% | +8.1 pts | -0.211 |
Two-condition loss clusters
| Condition | Trades | Loss rate | vs avg | Avg R |
|---|---|---|---|---|
| Session (UTC) = Sydney + Stop size = 2-3 ATR | 38 | 76.3% | +17.2 pts | -0.342 |
| Session (UTC) = Asian + Day of week = Thu | 62 | 74.2% | +15.1 pts | -0.341 |
| Session (UTC) = Sydney + Direction = SELL | 63 | 73.0% | +13.9 pts | -0.298 |
| Stop size = 1-2 ATR + Direction = BUY | 119 | 72.3% | +13.2 pts | -0.183 |
| Day of week = Thu + Stop size = 1-2 ATR | 43 | 72.1% | +13.0 pts | -0.163 |
| Session (UTC) = Asian + Stop size = 2-3 ATR | 124 | 71.8% | +12.7 pts | -0.237 |
| Day of week = Fri + Stop size = 2-3 ATR | 81 | 71.6% | +12.5 pts | -0.208 |
| Volatility (ATR14 vs its median) = Low + Stop size = 1-2 ATR | 49 | 71.4% | +12.3 pts | -0.143 |
Win rate by condition
Bar colour: green = 10+ points above break-even (33.3%), amber = above break-even, red = below.
Session (UTC)
| Trades | Win rate | Avg R | Total R | PF | |
|---|---|---|---|---|---|
| Asian | 370 | 27.3% | -0.008 | -2.9 | 0.99 |
| London | 316 | 27.8% | +0.042 | +13.4 | 1.07 |
| New York | 439 | 19.6% | -0.091 | -39.8 | 0.85 |
| Sydney | 115 | 20.9% | -0.241 | -27.7 | 0.65 |
RSI(14) range
| Trades | Win rate | Avg R | Total R | PF | |
|---|---|---|---|---|---|
| <30 | 21 | 19.0% | +0.118 | +2.5 | 1.26 |
| 30-50 | 612 | 23.0% | -0.092 | -56.0 | 0.86 |
| 50-70 | 586 | 25.8% | -0.009 | -5.4 | 0.98 |
| >70 | 21 | 14.3% | +0.095 | +2.0 | 1.21 |
Price vs EMA50
| Trades | Win rate | Avg R | Total R | PF | |
|---|---|---|---|---|---|
| Above EMA50 | 603 | 24.9% | -0.024 | -14.4 | 0.96 |
| Below EMA50 | 637 | 23.4% | -0.067 | -42.6 | 0.89 |
Price vs EMA200
| Trades | Win rate | Avg R | Total R | PF | |
|---|---|---|---|---|---|
| Above EMA200 | 642 | 25.1% | -0.016 | -10.2 | 0.97 |
| Below EMA200 | 598 | 23.1% | -0.078 | -46.8 | 0.87 |
Trade vs EMA200 trend
| Trades | Win rate | Avg R | Total R | PF | |
|---|---|---|---|---|---|
| With trend | 666 | 23.7% | -0.024 | -15.9 | 0.96 |
| Against trend | 574 | 24.6% | -0.072 | -41.2 | 0.89 |
EMA 20/50/200 stack
| Trades | Win rate | Avg R | Total R | PF | |
|---|---|---|---|---|---|
| Bullish stack | 472 | 25.8% | +0.018 | +8.4 | 1.03 |
| Bearish stack | 401 | 22.4% | -0.106 | -42.4 | 0.83 |
| Mixed | 367 | 23.7% | -0.063 | -23.1 | 0.90 |
Day of week
| Trades | Win rate | Avg R | Total R | PF | |
|---|---|---|---|---|---|
| Mon | 228 | 20.2% | -0.162 | -36.9 | 0.75 |
| Tue | 275 | 27.3% | +0.056 | +15.5 | 1.10 |
| Wed | 259 | 23.2% | -0.075 | -19.4 | 0.88 |
| Thu | 193 | 24.9% | -0.080 | -15.4 | 0.87 |
| Fri | 227 | 25.6% | +0.035 | +7.9 | 1.06 |
| Sun | 58 | 20.7% | -0.148 | -8.6 | 0.76 |
Hour of day (UTC)
| Trades | Win rate | Avg R | Total R | PF | |
|---|---|---|---|---|---|
| 00:00 | 56 | 33.9% | +0.034 | +1.9 | 1.05 |
| 01:00 | 86 | 26.7% | +0.069 | +5.9 | 1.12 |
| 02:00 | 60 | 31.7% | +0.100 | +6.0 | 1.17 |
| 03:00 | 37 | 32.4% | +0.036 | +1.3 | 1.06 |
| 04:00 | 27 | 25.9% | +0.001 | +0.0 | 1.00 |
| 05:00 | 32 | 28.1% | -0.043 | -1.4 | 0.93 |
| 06:00 | 72 | 16.7% | -0.233 | -16.7 | 0.65 |
| 07:00 | 93 | 28.0% | +0.002 | +0.2 | 1.00 |
| 08:00 | 80 | 33.8% | +0.168 | +13.5 | 1.30 |
| 09:00 | 59 | 22.0% | -0.105 | -6.2 | 0.82 |
| 10:00 | 40 | 25.0% | +0.096 | +3.8 | 1.18 |
| 11:00 | 44 | 27.3% | +0.046 | +2.0 | 1.08 |
| 12:00 | 63 | 22.2% | +0.035 | +2.2 | 1.07 |
| 13:00 | 85 | 18.8% | -0.207 | -17.6 | 0.68 |
| 14:00 | 89 | 15.7% | -0.143 | -12.7 | 0.76 |
| 15:00 | 68 | 29.4% | +0.041 | +2.8 | 1.07 |
| 16:00 | 43 | 14.0% | -0.274 | -11.8 | 0.58 |
| 17:00 | 23 | 8.7% | -0.132 | -3.0 | 0.77 |
| 18:00 | 33 | 18.2% | +0.078 | +2.6 | 1.16 |
| 19:00 | 17 | 23.5% | -0.021 | -0.4 | 0.96 |
| 20:00 | 18 | 22.2% | -0.102 | -1.8 | 0.82 |
| 21:00 | 41 | 24.4% | -0.133 | -5.5 | 0.79 |
| 22:00 | 47 | 25.5% | -0.052 | -2.4 | 0.91 |
| 23:00 | 27 | 7.4% | -0.736 | -19.9 | 0.17 |
Volatility (ATR14 vs its median)
| Trades | Win rate | Avg R | Total R | PF | |
|---|---|---|---|---|---|
| Low | 208 | 29.8% | -0.021 | -4.5 | 0.97 |
| Medium | 624 | 26.0% | -0.016 | -9.7 | 0.97 |
| High | 408 | 18.4% | -0.105 | -42.9 | 0.82 |
Entry confirmation
| Trades | Win rate | Avg R | Total R | PF | |
|---|---|---|---|---|---|
| Same candle | 430 | 24.0% | -0.025 | -10.9 | 0.96 |
| Next candle | 810 | 24.2% | -0.057 | -46.1 | 0.91 |
Stop size
| Trades | Win rate | Avg R | Total R | PF | |
|---|---|---|---|---|---|
| <1 ATR | 28 | 28.6% | -0.143 | -4.0 | 0.80 |
| 1-2 ATR | 223 | 30.9% | -0.059 | -13.0 | 0.91 |
| 2-3 ATR | 413 | 25.4% | -0.146 | -60.3 | 0.79 |
| >3 ATR | 576 | 20.3% | +0.035 | +20.3 | 1.07 |
Direction
| Trades | Win rate | Avg R | Total R | PF | |
|---|---|---|---|---|---|
| BUY | 618 | 24.3% | -0.025 | -15.4 | 0.96 |
| SELL | 622 | 24.0% | -0.067 | -41.7 | 0.89 |
Pair
| Trades | Win rate | Avg R | Total R | PF | |
|---|---|---|---|---|---|
| USD_JPY | 107 | 30.8% | +0.242 | +25.8 | 1.50 |
| EUR_USD | 118 | 31.4% | +0.132 | +15.6 | 1.24 |
| XAU_USD | 113 | 27.4% | +0.088 | +9.9 | 1.16 |
| GBP_JPY | 101 | 25.7% | +0.033 | +3.3 | 1.06 |
| AUD_USD | 128 | 25.8% | -0.034 | -4.3 | 0.95 |
| USD_CAD | 127 | 22.8% | -0.105 | -13.3 | 0.84 |
| GBP_USD | 111 | 25.2% | -0.122 | -13.6 | 0.81 |
| EUR_JPY | 95 | 22.1% | -0.146 | -13.9 | 0.78 |
| NZD_USD | 144 | 20.1% | -0.102 | -14.6 | 0.84 |
| USD_CHF | 113 | 20.4% | -0.211 | -23.8 | 0.69 |
| EUR_GBP | 83 | 10.8% | -0.340 | -28.3 | 0.48 |
Monthly results
| Month | Trades | Win rate | Total R |
|---|---|---|---|
| 2023-10 | 6 | 33.3% | +0.9 |
| 2023-11 | 31 | 29.0% | -0.5 |
| 2023-12 | 46 | 28.3% | +1.4 |
| 2024-01 | 49 | 24.5% | -6.1 |
| 2024-02 | 24 | 25.0% | -1.3 |
| 2024-03 | 29 | 31.0% | +8.3 |
| 2024-04 | 32 | 28.1% | +0.8 |
| 2024-05 | 33 | 42.4% | +17.8 |
| 2024-06 | 33 | 33.3% | +7.5 |
| 2024-07 | 20 | 20.0% | -1.9 |
| 2024-08 | 34 | 29.4% | +4.0 |
| 2024-09 | 42 | 35.7% | +12.6 |
| 2024-10 | 27 | 18.5% | +0.7 |
| 2024-11 | 42 | 19.0% | -1.8 |
| 2024-12 | 33 | 18.2% | -10.2 |
| 2025-01 | 41 | 17.1% | -6.1 |
| 2025-02 | 36 | 30.6% | +4.7 |
| 2025-03 | 28 | 14.3% | -16.0 |
| 2025-04 | 44 | 22.7% | -3.1 |
| 2025-05 | 38 | 34.2% | +8.3 |
| 2025-06 | 31 | 25.8% | +4.4 |
| 2025-07 | 29 | 27.6% | +2.9 |
| 2025-08 | 29 | 13.8% | -7.2 |
| 2025-09 | 30 | 26.7% | +0.9 |
| 2025-10 | 43 | 11.6% | -19.7 |
| 2025-11 | 31 | 16.1% | -12.6 |
| 2025-12 | 34 | 17.6% | -14.9 |
| 2026-01 | 33 | 21.2% | -7.5 |
| 2026-02 | 27 | 18.5% | -5.7 |
| 2026-03 | 47 | 25.5% | -1.9 |
| 2026-04 | 36 | 16.7% | -6.2 |
| 2026-05 | 28 | 10.7% | -4.5 |
| 2026-06 | 40 | 30.0% | +8.4 |
| 2026-07 | 44 | 15.9% | -14.3 |
| 2026-08 | 27 | 33.3% | +5.9 |
| 2026-09 | 34 | 26.5% | +1.1 |
| 2026-10 | 29 | 24.1% | -6.2 |
Settings used
Pairs: EUR_USD, GBP_USD, USD_JPY, USD_CAD, AUD_USD, NZD_USD, USD_CHF, EUR_GBP, EUR_JPY, GBP_JPY, XAU_USD · M15 · 2023-10-26 → 2026-10-22
Indicator: {"leftS": 5, "rightS": 5, "leftM": 2, "rightM": 2, "maxBeyond": 10, "maxWait": 300, "useIDM": false, "idmLeft": 3, "idmRight": 3, "idmVol": 0.0, "idmMaxWait": 500, "obLookback": 50, "fvgExtend": 3}
Rules: TP 2.0R · SL beyond sweep extreme + 0.1×ATR · max 100 bars · overlap off (1 trade per pair) · same-candle TP+SL = loss · spread modelled per pair