Same model — two different modes. Each trade resolves independently on its own stop/target
2-year out-of-sample trades (Dec 2024 – Jul 2026)
One concurrent trade. Must wait for the current trade to close before entering the next. Strictly one position at a time.
Opens a new trade every time a signal is generated, regardless of how many positions are already open. No position limits.
| Metric | Max 1 Global strictly 1 position |
Auto Alternate Hedge Activated no position limits |
|---|---|---|
| Volume | ||
| Total Trades | 8,068 | 25,197 |
| Trades / Day | 20 | 63 |
| Win Rate | ||
| Win Rate (overall) | 67.90% | 66.48% |
| ▶Hourly Win Rate (Chicago Time) | ||
| WR 09:00–09:59 | 66.99% (1,857 trades) | 65.09% (5,153 trades) |
| WR 10:00–10:59 | 68.41% (1,336 trades) | 66.74% (4,294 trades) |
| WR 11:00–11:59 | 66.27% (1,260 trades) | 67.05% (4,140 trades) |
| WR 12:00–12:59 | 66.07% (1,123 trades) | 66.33% (3,793 trades) |
| WR 13:00–13:59 | 68.47% (1,107 trades) | 66.35% (3,691 trades) |
| WR 14:00–14:59 | 71.11% (1,350 trades) | 67.71% (4,042 trades) |
| ▶Daily PnL Distribution | ||
| Avg PnL / Trade | $51 | $37 |
| Avg Daily PnL | $1,013 | $2,286 |
| Daily PnL ≤ p25 | <= $-913 (101 days) | <= $-262 (101 days) |
| Daily PnL p25–p50 | $-913 to $1,258 (101 days) | $-262 to $1,889 (101 days) |
| Daily PnL p50–p75 | $1,258 to $2,745 (100 days) | $1,889 to $4,216 (100 days) |
| Daily PnL p75–p90 | $2,745 to $4,710 (60 days) | $4,216 to $8,299 (60 days) |
| Daily PnL > p90 | > $4,710 (41 days) | > $8,299 (41 days) |
| Profitable Days | ||
| % Profitable Days | 68.24% | 72.46% |
| Positive Days | 275 | 292 |
| Negative Days | 128 | 111 |
| Returns & Risk Ratios | ||
| Profit Factor | 1.2 | 1.1 |
| Sharpe Ratio | 4.8 | 6.2 |
| Sortino Ratio | 8.3 | 14.1 |
| Calmar Ratio ($90K start) | 7.8 | 12.2 |
| Std Deviation Daily | $3,352 | $5,877 |
| Execution Quality | ||
| Fill Rate | 95% | 92% |
| Drawdown | ||
| Max Drawdown (unrealized) | $-33,450 | $-48,294 |
| Max Drawdown | $-32,822 | $-47,206 |
| Streaks & Concurrency | ||
| Max Consecutive Losses | 13 | 11 |
| Max Concurrent Open Positions | 1 | 23 |
Cumulative net PnL across all 8,068 closed trades (Dec 23, 2024 – Jul 17, 2026), ordered by close time — computed from 30Sec_2025_T3985_TA2.0_Offset0.75_Max1.csv. Ending equity $408,081 · peak-to-trough drawdown $-32,822 · win rate 67.90%.
Cumulative net PnL across 25,197 closed trades (Dec 23, 2024 – Jul 17, 2026), ordered by close time — computed from 30Sec_2025_T3985_TA2.0_Offset0.75_Auto_Alternate.csv. Ending equity $921,409 · peak-to-trough drawdown $-47,206 · win rate 66.48%.