{ "protocolId": "vector-entry-volume-v1", "protocolSha256": "f168a913c8a3d126ff228ab6de973c1a70939899a62d2494824492f7d7d9ee34", "period": "Previously inspected historical data; development only", "verdicts": [ { "id": "trend-volume", "verdict": "insufficient" }, { "id": "sweep-volume", "verdict": "insufficient" } ], "results": [ { "market": "UBTC", "period": "historical", "start": 1784887200000, "end": 1789855200000, "status": "window-complete", "complete": true, "experiments": [ { "id": "trend-volume", "name": "Does vector volume improve trend retests?", "treatment": { "base": { "count": 6, "pnl": 0.9998483489923728, "returnPct": 0.09998483489923728, "winRate": 33.33333333333333, "avgR": 0.05463179362495781, "profitFactor": 1.1288664634325398, "maxDrawdown": 0.881002260636359, "endEquity": 1000.9998483489924 }, "stress": { "count": 6, "pnl": -1.6781422480524282, "returnPct": -0.1678142248052428, "avgR": -0.1279232632239986, "winRate": 33.33333333333333, "profitFactor": 0.8237660772643572 }, "trades": [ { "kind": "Trend retest", "entryTime": 1787284800000, "exitTime": 1787302800000, "exitTimePrecision": "bar close proxy", "entry": 74584.2735, "exit": 76856.72897539903, "entryReference": 74547, "exitReference": 76895.17656368087, "riskCash": 2.495381771831087, "stop": 73504.12937452765, "target": 76895.17656368087, "qty": 0.00202, "pnl": 4.345631400305848, "r": 1.7414695616362805, "reason": "Target" }, { "kind": "Trend retest", "entryTime": 1787367600000, "exitTime": 1787378400000, "exitTimePrecision": "bar close proxy", "entry": 78494.2275, "exit": 77158.50387640923, "entryReference": 78455, "exitReference": 77197.10242762305, "riskCash": 2.4970203328631357, "stop": 77197.10242762305, "target": 81554.24393094238, "qty": 0.00171, "pnl": -2.497020332863144, "r": -1.0000000000000033, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1787529600000, "exitTime": 1787533200000, "exitTimePrecision": "bar close proxy", "entry": 77767.8645, "exit": 77172.86109753822, "entryReference": 77729, "exitReference": 77211.4668309537, "riskCash": 2.3078487052367302, "stop": 77211.4668309537, "target": 79022.83292261577, "qty": 0.00321, "pnl": -2.3078487052367507, "r": -1.0000000000000089, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1787576400000, "exitTime": 1787662800000, "exitTimePrecision": "open", "entry": 79192.5765, "exit": 78944.508, "entryReference": 79153, "exitReference": 78984, "riskCash": 2.4809561750662747, "stop": 77339.40330903612, "target": 83672.99172740971, "qty": 0.00123, "pnl": -0.4607311461479924, "r": -0.18570708776654818, "reason": "Time exit" }, { "kind": "Trend retest", "entryTime": 1788458400000, "exitTime": 1788526800000, "exitTimePrecision": "bar close proxy", "entry": 81100.53, "exit": 80220.1963543355, "entryReference": 81060, "exitReference": 80260.32651759428, "riskCash": 2.493193860067454, "stop": 80260.32651759428, "target": 83020.6837060143, "qty": 0.00247, "pnl": -2.493193860067464, "r": -1.000000000000004, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1789722000000, "exitTime": 1789740000000, "exitTimePrecision": "bar close proxy", "entry": 78258.10949999999, "exit": 80143.00209963901, "entryReference": 78219, "exitReference": 80183.09364646224, "riskCash": 2.490372768417478, "stop": 77429.1625414151, "target": 80183.09364646224, "qty": 0.00251, "pnl": 4.413010993001876, "r": 1.7720282878800309, "reason": "Target" } ], "skipped": 3 }, "control": { "base": { "count": 11, "pnl": 2.9246417524332884, "returnPct": 0.29246417524332885, "winRate": 36.36363636363637, "avgR": 0.09662703684084141, "profitFactor": 1.206090784670407, "maxDrawdown": 0.956460148876125, "endEquity": 1002.9246417524333 }, "stress": { "count": 11, "pnl": -2.7465951837394176, "returnPct": -0.27465951837394176, "avgR": -0.11351428057400904, "winRate": 36.36363636363637, "profitFactor": 0.8454547882742406 }, "trades": [ { "kind": "Trend retest", "entryTime": 1787256000000, "exitTime": 1787277600000, "exitTimePrecision": "bar close proxy", "entry": 72657.31049999999, "exit": 74019.63934374145, "entryReference": 72621, "exitReference": 74056.66767758023, "riskCash": 2.492836606097291, "stop": 72046.7329289679, "target": 74056.66767758023, "qty": 0.00327, "pnl": 4.071108418243341, "r": 1.6331228481986007, "reason": "Target" }, { "kind": "Trend retest", "entryTime": 1787284800000, "exitTime": 1787302800000, "exitTimePrecision": "bar close proxy", "entry": 74584.2735, "exit": 76856.72897539903, "entryReference": 74547, "exitReference": 76895.17656368087, "riskCash": 2.507735146939162, "stop": 73504.12937452765, "target": 76895.17656368087, "qty": 0.00203, "pnl": 4.367144427040017, "r": 1.741469561636273, "reason": "Target" }, { "kind": "Trend retest", "entryTime": 1787367600000, "exitTime": 1787378400000, "exitTimePrecision": "bar close proxy", "entry": 78494.2275, "exit": 77158.50387640923, "entryReference": 78455, "exitReference": 77197.10242762305, "riskCash": 2.511622790950055, "stop": 77197.10242762305, "target": 81554.24393094238, "qty": 0.00172, "pnl": -2.5116227909500424, "r": -0.999999999999995, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1787529600000, "exitTime": 1787533200000, "exitTimePrecision": "bar close proxy", "entry": 77767.8645, "exit": 77172.86109753822, "entryReference": 77729, "exitReference": 77211.4668309537, "riskCash": 2.3222278248955255, "stop": 77211.4668309537, "target": 79022.83292261577, "qty": 0.00323, "pnl": -2.3222278248955206, "r": -0.9999999999999979, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1787576400000, "exitTime": 1787662800000, "exitTimePrecision": "open", "entry": 79192.5765, "exit": 78944.508, "entryReference": 79153, "exitReference": 78984, "riskCash": 2.5011265504733178, "stop": 77339.40330903612, "target": 83672.99172740971, "qty": 0.00124, "pnl": -0.46447692782398065, "r": -0.18570708776654352, "reason": "Time exit" }, { "kind": "Trend retest", "entryTime": 1787839200000, "exitTime": 1787882400000, "exitTimePrecision": "bar close proxy", "entry": 79576.76849999999, "exit": 81326.94164017147, "entryReference": 79537, "exitReference": 81367.62545289792, "riskCash": 2.503961338134389, "stop": 78790.74981884084, "target": 81367.62545289792, "qty": 0.00263, "pnl": 4.264413952516065, "r": 1.703067011287533, "reason": "Target" }, { "kind": "Trend retest", "entryTime": 1788109200000, "exitTime": 1788123600000, "exitTimePrecision": "bar close proxy", "entry": 79365.663, "exit": 78489.83358976965, "entryReference": 79326, "exitReference": 78529.09813883906, "riskCash": 2.515305656830419, "stop": 78529.09813883906, "target": 81325.25465290234, "qty": 0.00251, "pnl": -2.515305656830435, "r": -1.0000000000000064, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1788458400000, "exitTime": 1788526800000, "exitTimePrecision": "bar close proxy", "entry": 81100.53, "exit": 80220.1963543355, "entryReference": 81060, "exitReference": 80260.32651759428, "riskCash": 2.5032877623349337, "stop": 80260.32651759428, "target": 83020.6837060143, "qty": 0.00248, "pnl": -2.503287762334935, "r": -1.0000000000000004, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1789412400000, "exitTime": 1789426800000, "exitTimePrecision": "bar close proxy", "entry": 79254.6075, "exit": 78581.10311921577, "entryReference": 79215, "exitReference": 78620.4133258787, "riskCash": 2.5032893312451217, "stop": 78620.4133258787, "target": 80697.96668530324, "qty": 0.00313, "pnl": -2.503289331245128, "r": -1.0000000000000024, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1789722000000, "exitTime": 1789740000000, "exitTimePrecision": "bar close proxy", "entry": 78258.10949999999, "exit": 80143.00209963901, "entryReference": 78219, "exitReference": 80183.09364646224, "riskCash": 2.490372768417478, "stop": 77429.1625414151, "target": 80183.09364646224, "qty": 0.00251, "pnl": 4.413010993001876, "r": 1.7720282878800309, "reason": "Target" }, { "kind": "Trend retest", "entryTime": 1789808400000, "exitTime": 1789855200000, "exitTimePrecision": "bar close proxy", "entry": 81339.6495, "exit": 81024.4675, "entryReference": 81299, "exitReference": 81065, "riskCash": 2.2805922837786365, "stop": 80769.23687966092, "target": 82623.4078008477, "qty": 0.00308, "pnl": -1.3708257442879699, "r": -0.601083215986636, "reason": "Sample end" } ], "skipped": 4 }, "screen": "insufficient" }, { "id": "sweep-volume", "name": "Does climax volume improve sweep recovery?", "treatment": { "base": { "count": 1, "pnl": 4.435952635710066, "returnPct": 0.4435952635710066, "winRate": 100, "avgR": 1.77908709258526, "profitFactor": null, "maxDrawdown": 0.11392820362206245, "endEquity": 1004.43595263571 }, "stress": { "count": 1, "pnl": 3.9063842438400087, "returnPct": 0.39063842438400087, "avgR": 1.5666979243527768, "winRate": 100, "profitFactor": null }, "trades": [ { "kind": "Sweep & recovery", "entryTime": 1789351200000, "exitTime": 1789408800000, "exitTimePrecision": "bar close proxy", "entry": 77126.544, "exit": 78951.00475000001, "entryReference": 77088, "exitReference": 78990.5, "riskCash": 2.493387004041501, "stop": 76332.12577465308, "target": 78990.5, "qty": 0.00261, "pnl": 4.435952635710066, "r": 1.77908709258526, "reason": "Target" } ], "skipped": 1 }, "control": { "base": { "count": 2, "pnl": 7.294800032288123, "returnPct": 0.7294800032288122, "winRate": 100, "avgR": 1.4596613239477412, "profitFactor": null, "maxDrawdown": 0.11828113324919512, "endEquity": 1007.2948000322881 }, "stress": { "count": 2, "pnl": 6.153886813151958, "returnPct": 0.6153886813151958, "avgR": 1.231228896747214, "winRate": 100, "profitFactor": null }, "trades": [ { "kind": "Sweep & recovery", "entryTime": 1788350400000, "exitTime": 1788436800000, "exitTimePrecision": "open", "entry": 76813.3875, "exit": 77875.043, "entryReference": 76775, "exitReference": 77914, "riskCash": 2.4923371282654636, "stop": 76151.2508679496, "target": 78944, "qty": 0.00303, "pnl": 2.841851409468063, "r": 1.1402355553102252, "reason": "Time exit" }, { "kind": "Sweep & recovery", "entryTime": 1789351200000, "exitTime": 1789408800000, "exitTimePrecision": "bar close proxy", "entry": 77126.544, "exit": 78951.00475000001, "entryReference": 77088, "exitReference": 78990.5, "riskCash": 2.5029402109535375, "stop": 76332.12577465308, "target": 78990.5, "qty": 0.00262, "pnl": 4.45294862282006, "r": 1.7790870925852573, "reason": "Target" } ], "skipped": 2 }, "screen": "insufficient" } ], "health": { "chart": { "count": 4800, "gaps": 0, "missing": 0, "irregular": 0, "start": 1772575200000, "end": 1789855199999 }, "context": { "count": 1460, "gaps": 0, "missing": 0, "irregular": 0, "start": 1768824000000, "end": 1789847999999 } }, "observedThrough": 1789855199999, "settings": { "equity": 1000, "risk": 0.25, "allocation": 25, "fee": 0.08, "slippage": 0.05, "decimals": 5 } }, { "market": "UETH", "period": "historical", "start": 1784887200000, "end": 1789855200000, "status": "window-complete", "complete": true, "experiments": [ { "id": "trend-volume", "name": "Does vector volume improve trend retests?", "treatment": { "base": { "count": 8, "pnl": -4.496153388362316, "returnPct": -0.4496153388362316, "winRate": 25, "avgR": -0.24656309085194336, "profitFactor": 0.6448254252122531, "maxDrawdown": 1.0102238256905804, "endEquity": 995.5038466116376 }, "stress": { "count": 8, "pnl": -7.87230886591223, "returnPct": -0.7872308865912231, "avgR": -0.422583840042306, "winRate": 25, "profitFactor": 0.4848686030200185 }, "trades": [ { "kind": "Trend retest", "entryTime": 1785117600000, "exitTime": 1785164400000, "exitTimePrecision": "bar close proxy", "entry": 1946.67285, "exit": 1921.4599338702717, "entryReference": 1945.7, "exitReference": 1922.4211444424927, "riskCash": 2.4995453941075962, "stop": 1922.4211444424927, "target": 2004.247138893768, "qty": 0.0883, "pnl": -2.4995453941075993, "r": -1.0000000000000013, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1787184000000, "exitTime": 1787270400000, "exitTimePrecision": "open", "entry": 2252.42565, "exit": 2324.9369500000003, "entryReference": 2251.3, "exitReference": 2326.1, "riskCash": 2.4911594105815253, "stop": 2209.466902605641, "target": 2358.332743485898, "qty": 0.0523, "pnl": 3.600824138816023, "r": 1.4454410759588694, "reason": "Time exit" }, { "kind": "Trend retest", "entryTime": 1787504400000, "exitTime": 1787583600000, "exitTimePrecision": "bar close proxy", "entry": 2452.52565, "exit": 2523.3001334358005, "entryReference": 2451.3, "exitReference": 2524.562414643122, "riskCash": 2.5010768473168854, "stop": 2421.015034142751, "target": 2524.562414643122, "qty": 0.0683, "pnl": 4.5620180978582425, "r": 1.8240215620532818, "reason": "Target" }, { "kind": "Trend retest", "entryTime": 1787583600000, "exitTime": 1787590800000, "exitTimePrecision": "bar close proxy", "entry": 2516.15745, "exit": 2467.5516783618614, "entryReference": 2514.9, "exitReference": 2468.78607139756, "riskCash": 2.5139329213715778, "stop": 2468.78607139756, "target": 2630.5348215060994, "qty": 0.0478, "pnl": -2.513932921371591, "r": -1.0000000000000053, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1787810400000, "exitTime": 1787896800000, "exitTimePrecision": "open", "entry": 2497.14795, "exit": 2492.5531000000005, "entryReference": 2495.9, "exitReference": 2493.8, "riskCash": 2.5053573887356806, "stop": 2466.864957493097, "target": 2569.8876062672584, "qty": 0.0706, "pnl": -0.6062147253039996, "r": -0.24196736482770773, "reason": "Time exit" }, { "kind": "Trend retest", "entryTime": 1788116400000, "exitTime": 1788127200000, "exitTimePrecision": "bar close proxy", "entry": 2511.8552999999997, "exit": 2475.1405076262445, "entryReference": 2510.6, "exitReference": 2476.3786969747316, "riskCash": 2.503319924721149, "stop": 2476.3786969747316, "target": 2596.5032575631703, "qty": 0.0615, "pnl": -2.5033199247211257, "r": -0.9999999999999908, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1788462000000, "exitTime": 1788526800000, "exitTimePrecision": "bar close proxy", "entry": 2513.8563, "exit": 2473.7941242782017, "entryReference": 2512.6, "exitReference": 2475.0316400982506, "riskCash": 2.497765186671211, "stop": 2475.0316400982506, "target": 2605.820899754374, "qty": 0.0567, "pnl": -2.497765186671188, "r": -0.9999999999999908, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1788937200000, "exitTime": 1788951600000, "exitTimePrecision": "bar close proxy", "entry": 2501.9503499999996, "exit": 2485.4556771044863, "entryReference": 2500.7, "exitReference": 2486.699026617795, "riskCash": 2.038217472861074, "stop": 2486.699026617795, "target": 2538.152433455513, "qty": 0.0995, "pnl": -2.038217472861078, "r": -1.000000000000002, "reason": "Stop" } ], "skipped": 2 }, "control": { "base": { "count": 13, "pnl": 8.346730761312102, "returnPct": 0.8346730761312102, "winRate": 46.15384615384615, "avgR": 0.24407430819746415, "profitFactor": 1.5450613745074326, "maxDrawdown": 0.880766086427949, "endEquity": 1008.3467307613121 }, "stress": { "count": 13, "pnl": 2.2401223974384066, "returnPct": 0.22401223974384066, "avgR": 0.05318460584046192, "winRate": 46.15384615384615, "profitFactor": 1.1213015198491254 }, "trades": [ { "kind": "Trend retest", "entryTime": 1785103200000, "exitTime": 1785135600000, "exitTimePrecision": "bar close proxy", "entry": 1925.3622, "exit": 1968.0434800418107, "entryReference": 1924.4, "exitReference": 1969.02799403883, "riskCash": 2.498942124481529, "stop": 1905.8488023844682, "target": 1969.02799403883, "qty": 0.1062, "pnl": 4.201968193863962, "r": 1.6814988041132686, "reason": "Target" }, { "kind": "Trend retest", "entryTime": 1787184000000, "exitTime": 1787270400000, "exitTimePrecision": "open", "entry": 2252.42565, "exit": 2324.9369500000003, "entryReference": 2251.3, "exitReference": 2326.1, "riskCash": 2.5102122550219192, "stop": 2209.466902605641, "target": 2358.332743485898, "qty": 0.0527, "pnl": 3.6283639027840167, "r": 1.445441075958867, "reason": "Time exit" }, { "kind": "Trend retest", "entryTime": 1787288400000, "exitTime": 1787302800000, "exitTimePrecision": "bar close proxy", "entry": 2353.8763499999995, "exit": 2403.330837235944, "entryReference": 2352.7, "exitReference": 2404.5331037878377, "riskCash": 2.5183754167140733, "stop": 2332.6667584848647, "target": 2404.5331037878377, "qty": 0.0964, "pnl": 4.400536751265378, "r": 1.7473712306988414, "reason": "Target" }, { "kind": "Trend retest", "entryTime": 1787360400000, "exitTime": 1787378400000, "exitTimePrecision": "bar close proxy", "entry": 2523.4610999999995, "exit": 2483.0302414395915, "entryReference": 2522.2, "exitReference": 2484.2723776284056, "riskCash": 2.5284113379495414, "stop": 2484.2723776284056, "target": 2615.9690559289866, "qty": 0.0569, "pnl": -2.528411337949535, "r": -0.9999999999999976, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1787504400000, "exitTime": 1787583600000, "exitTimePrecision": "bar close proxy", "entry": 2452.52565, "exit": 2523.3001334358005, "entryReference": 2451.3, "exitReference": 2524.562414643122, "riskCash": 2.5230482398262577, "stop": 2421.015034142751, "target": 2524.562414643122, "qty": 0.0689, "pnl": 4.602094391543659, "r": 1.824021562053276, "reason": "Target" }, { "kind": "Trend retest", "entryTime": 1787583600000, "exitTime": 1787590800000, "exitTimePrecision": "bar close proxy", "entry": 2516.15745, "exit": 2467.5516783618614, "entryReference": 2514.9, "exitReference": 2468.78607139756, "riskCash": 2.534970016947909, "stop": 2468.78607139756, "target": 2630.5348215060994, "qty": 0.0482, "pnl": -2.5349700169479235, "r": -1.0000000000000058, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1787637600000, "exitTime": 1787644800000, "exitTimePrecision": "bar close proxy", "entry": 2509.75425, "exit": 2485.6522725690797, "entryReference": 2508.5, "exitReference": 2486.895720429294, "riskCash": 2.5288472384077747, "stop": 2486.895720429294, "target": 2564.610698926764, "qty": 0.09, "pnl": -2.528847238407792, "r": -1.0000000000000069, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1787810400000, "exitTime": 1787896800000, "exitTimePrecision": "open", "entry": 2497.14795, "exit": 2492.5531000000005, "entryReference": 2495.9, "exitReference": 2493.8, "riskCash": 2.5231007130185112, "stop": 2466.864957493097, "target": 2569.8876062672584, "qty": 0.0711, "pnl": -0.6105080307239632, "r": -0.2419673648276933, "reason": "Time exit" }, { "kind": "Trend retest", "entryTime": 1788102000000, "exitTime": 1788109200000, "exitTimePrecision": "bar close proxy", "entry": 2478.8388, "exit": 2520.7451204124673, "entryReference": 2477.6, "exitReference": 2522.0061234742043, "riskCash": 2.513624389500586, "stop": 2459.277550610318, "target": 2522.0061234742043, "qty": 0.1016, "pnl": 3.8513159728555593, "r": 1.5321764019089381, "reason": "Target" }, { "kind": "Trend retest", "entryTime": 1788116400000, "exitTime": 1788127200000, "exitTimePrecision": "bar close proxy", "entry": 2511.8552999999997, "exit": 2475.1405076262445, "entryReference": 2510.6, "exitReference": 2476.3786969747316, "riskCash": 2.527742558133063, "stop": 2476.3786969747316, "target": 2596.5032575631703, "qty": 0.0621, "pnl": -2.527742558133099, "r": -1.0000000000000142, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1788462000000, "exitTime": 1788526800000, "exitTimePrecision": "bar close proxy", "entry": 2513.8563, "exit": 2473.7941242782017, "entryReference": 2512.6, "exitReference": 2475.0316400982506, "riskCash": 2.524196564307944, "stop": 2475.0316400982506, "target": 2605.820899754374, "qty": 0.0573, "pnl": -2.524196564307914, "r": -0.9999999999999882, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1788937200000, "exitTime": 1788951600000, "exitTimePrecision": "bar close proxy", "entry": 2501.9503499999996, "exit": 2485.4556771044863, "entryReference": 2500.7, "exitReference": 2486.699026617795, "riskCash": 2.0587020705782706, "stop": 2486.699026617795, "target": 2538.152433455513, "qty": 0.1005, "pnl": -2.058702070578306, "r": -1.0000000000000173, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1789747200000, "exitTime": 1789833600000, "exitTimePrecision": "open", "entry": 2584.39155, "exit": 2639.1797500000002, "entryReference": 2583.1, "exitReference": 2640.5, "riskCash": 2.5124690319472283, "stop": 2547.0401314256296, "target": 2672.1996714359266, "qty": 0.0588, "pnl": 2.9758293660480604, "r": 1.1844242966615657, "reason": "Time exit" } ], "skipped": 7 }, "screen": "insufficient" }, { "id": "sweep-volume", "name": "Does climax volume improve sweep recovery?", "treatment": { "base": { "count": 0, "pnl": 0, "returnPct": 0, "winRate": 0, "avgR": 0, "profitFactor": null, "maxDrawdown": 0, "endEquity": 1000 }, "stress": { "count": 0, "pnl": 0, "returnPct": 0, "avgR": null, "winRate": null, "profitFactor": null }, "trades": [], "skipped": 3 }, "control": { "base": { "count": 1, "pnl": 0.094472192000012, "returnPct": 0.0094472192000012, "winRate": 100, "avgR": 0.037809765687158194, "profitFactor": null, "maxDrawdown": 0.17634364270545735, "endEquity": 1000.094472192 }, "stress": { "count": 1, "pnl": -0.2910552319999988, "returnPct": -0.02910552319999988, "avgR": -0.11648644845607078, "winRate": 0, "profitFactor": 0 }, "trades": [ { "kind": "Sweep & recovery", "entryTime": 1785751200000, "exitTime": 1785837600000, "exitTimePrecision": "open", "entry": 1851.42525, "exit": 1855.57175, "entryReference": 1850.5, "exitReference": 1856.5, "riskCash": 2.498618816675153, "stop": 1824.0441828115422, "target": 1912.75, "qty": 0.08, "pnl": 0.094472192000012, "r": 0.037809765687158194, "reason": "Time exit" } ], "skipped": 8 }, "screen": "insufficient" } ], "health": { "chart": { "count": 4800, "gaps": 0, "missing": 0, "irregular": 0, "start": 1772575200000, "end": 1789855199999 }, "context": { "count": 1460, "gaps": 0, "missing": 0, "irregular": 0, "start": 1768824000000, "end": 1789847999999 } }, "observedThrough": 1789855199999, "settings": { "equity": 1000, "risk": 0.25, "allocation": 25, "fee": 0.08, "slippage": 0.05, "decimals": 4 } }, { "market": "HYPE", "period": "historical", "start": 1784887200000, "end": 1789855200000, "status": "window-complete", "complete": true, "experiments": [ { "id": "trend-volume", "name": "Does vector volume improve trend retests?", "treatment": { "base": { "count": 7, "pnl": -0.8561945272379319, "returnPct": -0.08561945272379319, "winRate": 28.57142857142857, "avgR": -0.05435675516058453, "profitFactor": 0.882146439783239, "maxDrawdown": 1.0444487243900462, "endEquity": 999.1438054727621 }, "stress": { "count": 7, "pnl": -3.2868333771604186, "returnPct": -0.32868333771604186, "avgR": -0.19556736469486916, "winRate": 28.57142857142857, "profitFactor": 0.6437679101781729 }, "trades": [ { "kind": "Trend retest", "entryTime": 1787310000000, "exitTime": 1787367600000, "exitTimePrecision": "bar close proxy", "entry": 75.0685155, "exit": 79.51527921518978, "entryReference": 75.031, "exitReference": 79.55505674356155, "riskCash": 2.482915874591119, "stop": 73.22137730257539, "target": 79.55505674356155, "qty": 1.24, "pnl": 5.360639882477855, "r": 2.1590098711502392, "reason": "Target" }, { "kind": "Trend retest", "entryTime": 1788026400000, "exitTime": 1788112800000, "exitTimePrecision": "open", "entry": 83.28562199999999, "exit": 83.25835000000001, "entryReference": 83.244, "exitReference": 83.3, "riskCash": 2.5051159290597043, "stop": 82.36535542658675, "target": 85.43711143353312, "qty": 2.29, "pnl": -0.36756143670393726, "r": -0.1467243221921077, "reason": "Time exit" }, { "kind": "Trend retest", "entryTime": 1788195600000, "exitTime": 1788282000000, "exitTimePrecision": "open", "entry": 83.8388985, "exit": 82.26384750000001, "entryReference": 83.797, "exitReference": 82.305, "riskCash": 2.4906852544239757, "stop": 81.14857369088823, "target": 90.41806577277941, "qty": 0.87, "pnl": -1.4859018812159661, "r": -0.5965835621247988, "reason": "Time exit" }, { "kind": "Trend retest", "entryTime": 1788447600000, "exitTime": 1788534000000, "exitTimePrecision": "open", "entry": 84.00197999999999, "exit": 83.7331125, "entryReference": 83.96, "exitReference": 83.775, "riskCash": 2.499485467300132, "stop": 82.33833151839117, "target": 88.00017120402208, "qty": 1.36, "pnl": -0.5481555806399712, "r": -0.21930736858097125, "reason": "Time exit" }, { "kind": "Trend retest", "entryTime": 1788634800000, "exitTime": 1788642000000, "exitTimePrecision": "bar close proxy", "entry": 85.88692199999998, "exit": 85.21079786488781, "entryReference": 85.844, "exitReference": 85.25342457717639, "riskCash": 2.365836725021843, "stop": 85.25342457717639, "target": 87.320438557059, "qty": 2.91, "pnl": -2.365836725021836, "r": -0.9999999999999972, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1788703200000, "exitTime": 1788714000000, "exitTimePrecision": "bar close proxy", "entry": 89.45770649999999, "exit": 87.87719783502793, "entryReference": 89.413, "exitReference": 87.92115841423504, "riskCash": 2.497446053238123, "stop": 87.92115841423504, "target": 93.13910396441243, "qty": 1.45, "pnl": -2.4974460532381073, "r": -0.9999999999999938, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1789736400000, "exitTime": 1789822800000, "exitTimePrecision": "open", "entry": 91.201578, "exit": 92.487733, "entryReference": 91.156, "exitReference": 92.534, "riskCash": 2.4770673923397433, "stop": 88.69734577607954, "target": 97.28863555980115, "qty": 0.92, "pnl": 1.048067267104031, "r": 0.4231080956235376, "reason": "Time exit" } ], "skipped": 0 }, "control": { "base": { "count": 10, "pnl": -1.4512352819636334, "returnPct": -0.14512352819636334, "winRate": 30, "avgR": -0.06147912551899872, "profitFactor": 0.8814434303448855, "maxDrawdown": 1.2211818759146604, "endEquity": 998.5487647180364 }, "stress": { "count": 10, "pnl": -5.292836319491029, "returnPct": -0.5292836319491029, "avgR": -0.2171614354145483, "winRate": 30, "profitFactor": 0.6499234418854578 }, "trades": [ { "kind": "Trend retest", "entryTime": 1787310000000, "exitTime": 1787367600000, "exitTimePrecision": "bar close proxy", "entry": 75.0685155, "exit": 79.51527921518978, "entryReference": 75.031, "exitReference": 79.55505674356155, "riskCash": 2.482915874591119, "stop": 73.22137730257539, "target": 79.55505674356155, "qty": 1.24, "pnl": 5.360639882477855, "r": 2.1590098711502392, "reason": "Target" }, { "kind": "Trend retest", "entryTime": 1787857200000, "exitTime": 1787868000000, "exitTimePrecision": "bar close proxy", "entry": 86.355156, "exit": 84.21637078969202, "entryReference": 86.312, "exitReference": 84.25850003971188, "riskCash": 2.5027666749136843, "stop": 84.25850003971188, "target": 91.4457499007203, "qty": 1.1, "pnl": -2.502766674913687, "r": -1.000000000000001, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1788026400000, "exitTime": 1788112800000, "exitTimePrecision": "open", "entry": 83.28562199999999, "exit": 83.25835000000001, "entryReference": 83.244, "exitReference": 83.3, "riskCash": 2.5051159290597043, "stop": 82.36535542658675, "target": 85.43711143353312, "qty": 2.29, "pnl": -0.36756143670393726, "r": -0.1467243221921077, "reason": "Time exit" }, { "kind": "Trend retest", "entryTime": 1788195600000, "exitTime": 1788282000000, "exitTimePrecision": "open", "entry": 83.8388985, "exit": 82.26384750000001, "entryReference": 83.797, "exitReference": 82.305, "riskCash": 2.4906852544239757, "stop": 81.14857369088823, "target": 90.41806577277941, "qty": 0.87, "pnl": -1.4859018812159661, "r": -0.5965835621247988, "reason": "Time exit" }, { "kind": "Trend retest", "entryTime": 1788447600000, "exitTime": 1788534000000, "exitTimePrecision": "open", "entry": 84.00197999999999, "exit": 83.7331125, "entryReference": 83.96, "exitReference": 83.775, "riskCash": 2.499485467300132, "stop": 82.33833151839117, "target": 88.00017120402208, "qty": 1.36, "pnl": -0.5481555806399712, "r": -0.21930736858097125, "reason": "Time exit" }, { "kind": "Trend retest", "entryTime": 1788634800000, "exitTime": 1788642000000, "exitTimePrecision": "bar close proxy", "entry": 85.88692199999998, "exit": 85.21079786488781, "entryReference": 85.844, "exitReference": 85.25342457717639, "riskCash": 2.357706701911802, "stop": 85.25342457717639, "target": 87.320438557059, "qty": 2.9, "pnl": -2.3577067019118374, "r": -1.000000000000015, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1788696000000, "exitTime": 1788724800000, "exitTimePrecision": "bar close proxy", "entry": 88.54324949999999, "exit": 87.33644631754719, "entryReference": 88.499, "exitReference": 87.38013638574004, "riskCash": 2.4928878373476464, "stop": 87.38013638574004, "target": 91.29615903564988, "qty": 1.85, "pnl": -2.492887837347638, "r": -0.9999999999999967, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1788922800000, "exitTime": 1788969600000, "exitTimePrecision": "bar close proxy", "entry": 85.7818695, "exit": 84.97685239830336, "entryReference": 85.739, "exitReference": 85.01936207934303, "riskCash": 2.485887569128322, "stop": 85.01936207934303, "target": 87.40159480164245, "qty": 2.64, "pnl": -2.4858875691282947, "r": -0.9999999999999889, "reason": "Stop" }, { "kind": "Trend retest", "entryTime": 1789704000000, "exitTime": 1789729200000, "exitTimePrecision": "bar close proxy", "entry": 86.96946299999999, "exit": 89.13855554924484, "entryReference": 86.926, "exitReference": 89.18314712280625, "riskCash": 2.4811181326702276, "stop": 86.0021411508775, "target": 89.18314712280625, "qty": 2.16, "pnl": 4.380925250315812, "r": 1.7657060309341155, "reason": "Target" }, { "kind": "Trend retest", "entryTime": 1789736400000, "exitTime": 1789822800000, "exitTimePrecision": "open", "entry": 91.201578, "exit": 92.487733, "entryReference": 91.156, "exitReference": 92.534, "riskCash": 2.4770673923397433, "stop": 88.69734577607954, "target": 97.28863555980115, "qty": 0.92, "pnl": 1.048067267104031, "r": 0.4231080956235376, "reason": "Time exit" } ], "skipped": 1 }, "screen": "insufficient" }, { "id": "sweep-volume", "name": "Does climax volume improve sweep recovery?", "treatment": { "base": { "count": 0, "pnl": 0, "returnPct": 0, "winRate": 0, "avgR": 0, "profitFactor": null, "maxDrawdown": 0, "endEquity": 1000 }, "stress": { "count": 0, "pnl": 0, "returnPct": 0, "avgR": null, "winRate": null, "profitFactor": null }, "trades": [], "skipped": 2 }, "control": { "base": { "count": 0, "pnl": 0, "returnPct": 0, "winRate": 0, "avgR": 0, "profitFactor": null, "maxDrawdown": 0, "endEquity": 1000 }, "stress": { "count": 0, "pnl": 0, "returnPct": 0, "avgR": null, "winRate": null, "profitFactor": null }, "trades": [], "skipped": 5 }, "screen": "insufficient" } ], "health": { "chart": { "count": 4800, "gaps": 0, "missing": 0, "irregular": 0, "start": 1772575200000, "end": 1789855199999 }, "context": { "count": 1460, "gaps": 0, "missing": 0, "irregular": 0, "start": 1768824000000, "end": 1789847999999 } }, "observedThrough": 1789855199999, "settings": { "equity": 1000, "risk": 0.25, "allocation": 25, "fee": 0.08, "slippage": 0.05, "decimals": 2 } } ] }