The Lab

$100 over 300 trades — sizing is everything

The exact same 300 trades, with the exact same positive edge. The only thing that changes is how much you bet per trade. At 10× full notional, a winning system still wipes the account out — variance ruins you before the edge can pay. Note the log scale.

Long AND short — the system trades both sides

The engine takes longs and shorts (whichever way confluence points). Here's every trade split by direction, each as its own $100 equity curve at 1% risk. Over this window shorts carried it — crypto was weak — but that's the point: a two‑sided system adapts to the regime instead of betting the market only goes up.

First target vs full target — TP1 / TP2 hit rates

How often price reaches each reward multiple before the stop. This is just counting, so it's rock-solid. The first target (1.5R) prints about twice as often as the full 3R target — which is why "take something off the table" is a real option (it raises your win rate, at the cost of some expectancy).

The edge is fee-sensitive — this is the whole game

Mean expectancy per trade at different round-trip costs. The edge is real at maker fees (0–0.04%) and nearly dies at taker fees (0.20%). This is why the entry is a limit/maker order and why low-fee venues matter more than any indicator setting.

Pick your exchange — watch the edge move

Because the edge lives and dies on fees, the venue matters more than any setting. Choose a venue and see the per‑trade expectancy it leaves you (round‑trip maker cost, interpolated from the measured curve). These are approximate published fees — always confirm and forward‑test.

Double-top / double-bottom — the neckline break

Trading the classic M/W pattern honestly: fading the equal highs/lows barely beats random, but waiting for the neckline break (a confirmed close through structure) is a genuine, if secondary, edge — tested with the same maker execution.

Position‑size calculator — find your "right amount"

This is the lesson from the $100 test, made usable. Put in your account size, the risk you'll take per trade, and your stop distance — it tells you the exact position, the real dollars at risk, and whether you'd need leverage. Remember: to survive, risk stays small and leverage stays at or below 1×.

Your forward track record — live, no cherry‑picking

This is the honest scoreboard: the actual resolved paper trades from the live journal, plotted as a running equity curve in R. It's empty or thin until enough trades resolve — that's the point. A backtest is a promise; this is the receipt.

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Live book exposure — your two‑sided risk guard

You can hold a 1h long and a 5m short on the same coin at once — but two trades mean two risks. This reads your live journal and shows the combined long+short risk per coin, so running both sides can't quietly over‑expose you. Gross = worst case if everything loses; net = your true directional bet.

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