Real win rate, profit factor, Sharpe, and drawdown per scalp signal type โ the same per-type breakdown built while investigating MOM's real numbers this session, now a live page instead of a one-off script.
Green marks types clearing a 30% win rate โ not a claim of profitability by itself, just a visual anchor since profit factor/avg win vs loss (table below) is what actually determines that.
| Type | Resolved | Win Rate | Profit Factor | Sharpe | Max DD | Avg Win | Avg Loss |
|---|---|---|---|---|---|---|---|
| EMA_PULL | 8 | 50.0% | 2.74 | 0.34 | 1.4% | +0.99% | -0.36% |
| GAP | 18 /27 logged | 22.2% | 0.23 | -0.44 | 19.8% | +1.04% | -2.22% |
| FIB_BOUNCE | 19 | 21.1% | 0.68 | -0.14 | 6.7% | +1.22% | -0.48% |
| CANDLE | 19 | 10.5% | 0.19 | -0.71 | 11.7% | +1.28% | -0.80% |
| MOM | 67 /98 logged | 6.0% | 0.06 | -1.30 | 62.6% | +1.18% | -1.66% |
| VWAP | 29 /49 logged | 3.4% | 0.03 | -1.67 | 33.4% | +1.11% | -1.48% |
| HOD_BREAK | 4 | 0.0% | โ | -1.28 | 2.0% | โ | -0.50% |
| PM_HIGH | 10 | 0.0% | 0.64 | -0.15 | 4.9% | +1.44% | -0.97% |
Sample-size warning applies below 30 resolved trades โ treat those numbers as directional, not conclusive. "Resolved" only counts entries with a real recorded exit price (fix #99, 2026-07-12) โ the "/N logged" figure shows how many were logged in total.