Win rate by strategy

Why the losses lost

Trade geometry at entry

What the rules committed to the moment each position opened — how far the win target sat above the fill, and how far the stop sat below it.

Money — dollar results and capital required

Two sizing models side by side. Fixed notional puts the same dollar amount into every trade. Fixed risk is the standard convention — risk a set fraction of the account per trade and let the stop distance set the position size, so capital = risk ÷ stop distance. Because every loss here resolved by hitting its stop, every loss is about −1R regardless of what its percentage says.

Strategy search — which entry filter would have won more

Every candidate filter scored against all resolved trades. Trades kept is the sample the win rate rests on; discarded and their win rate show what the filter threw away (a filter that discards winners is not a good filter); open admitted is how many currently-open positions it would still let through, i.e. whether the rule is usable going forward or just flattering in hindsight.

If the exit rule changed

Same trades, same entries, replayed against a different exit rule — computed from the milestones each trade actually recorded, not a simulation.