Signals
6377
4635 measured
Win Rate
16.5%
765 target hits
Loss Rate
17.2%
799 stops
Average R
+0.10R
median +0.00R
Total R
+477.55R
PF 1.56
Avg MFE / MAE
6.37%
MAE -4.85%
Expectancy
1.00%
per signal, %
Signal equity curve · cumulative R
+477.55R totalCumulative realized R across 4635 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 | 209 | 0.0% | +0.00R | +0.00R | +0.00R |
| 50–59 · weak | 1471 | 2.6% | +0.01R | +0.00R | +20.48R |
| 60–69 · solid | 1137 | 13.1% | -0.01R | +0.00R | -10.96R |
| 70–79 · strong | 918 | 35.7% | +0.31R | +0.00R | +283.66R |
| 80-89 | 803 | 26.9% | +0.21R | +0.00R | +171.40R |
| 90–100 · elite | 97 | 35.1% | +0.13R | -0.14R | +12.97R |
Performance by Timeframe
| Bucket | N | Win % | Avg R | Median R | Total R |
|---|---|---|---|---|---|
| 15m | 2605 | 0.0% | +0.00R | +0.00R | +0.00R |
| 1h | 376 | 38.8% | +0.39R | +0.57R | +145.01R |
| 2h | 0 | 0.0% | +0.00R | +0.00R | +0.00R |
| 4h | 145 | 35.9% | +0.20R | +0.01R | +28.56R |
| 5m | 1509 | 37.6% | +0.20R | -0.02R | +303.98R |
Performance by Signal Type
| Bucket | N | Win % | Avg R | Median R | Total R |
|---|---|---|---|---|---|
| 🔴 1H BEARISH BOS | 192 | 31.8% | +0.42R | +0.58R | +79.78R |
| 🟢 1H BULLISH BOS | 178 | 47.2% | +0.39R | +0.63R | +68.73R |
| 🔴 4H BEARISH DUMP | 59 | 25.4% | -0.06R | -1.00R | -3.26R |
| 🟢 4H BULLISH BREAK | 86 | 43.0% | +0.37R | +0.17R | +31.82R |
| 🩸 5M BEAR IGNITE | 740 | 27.7% | +0.12R | -0.07R | +90.07R |
| ⚡ 5M BULL IGNITE | 277 | 35.7% | +0.13R | -0.23R | +36.40R |
| 🔄 PD FADE SHORT | 1 | 100.0% | +1.50R | +1.50R | +1.50R |
| 🔄 PD FADE LONG | 2 | 0.0% | -0.62R | -0.62R | -1.25R |
| 🗜️ SQUEEZE COIL | 2605 | 0.0% | +0.00R | +0.00R | +0.00R |
| 💥 ZONE BREAK ▼ | 326 | 65.0% | +0.65R | +1.50R | +211.77R |
| 💥 ZONE BREAK ▲ | 169 | 30.2% | -0.22R | -1.00R | -38.01R |
| 🚀 ZONE SWING ▼ | 0 | 0.0% | +0.00R | +0.00R | +0.00R |
| 🚀 ZONE SWING ▲ | 0 | 0.0% | +0.00R | +0.00R | +0.00R |
Performance by Market Regime
| Bucket | N | Win % | Avg R | Median R | Total R |
|---|---|---|---|---|---|
| RANGING | 438 | 29.0% | +0.21R | +0.00R | +90.54R |
| TRENDING_DOWN | 347 | 33.4% | +0.21R | +0.00R | +71.54R |
| TRENDING_UP | 434 | 30.4% | +0.19R | +0.00R | +82.72R |
| pre-regime (legacy) | 3416 | 11.4% | +0.07R | +0.00R | +232.75R |
Performance by Volatility Regime
| Bucket | N | Win % | Avg R | Median R | Total R |
|---|---|---|---|---|---|
| HIGH_VOLATILITY | 147 | 49.0% | +0.37R | +0.67R | +54.56R |
| LOW_VOLATILITY | 225 | 6.7% | +0.03R | +0.00R | +6.16R |
| NORMAL_VOLATILITY | 847 | 34.0% | +0.22R | +0.00R | +184.08R |
| unclassified (legacy) | 3416 | 11.4% | +0.07R | +0.00R | +232.75R |