Failed expansion: after the opening window, when a 5m close breaks beyond the 30m IVA (VAH/VAL) and then closes back inside within 12 bars, fade it back toward the IVA POC. Stop 1x ATR beyond the re-entry; target IVA POC; 60-min time stop.
Trades
556,401
Win Rate
96.8%
Avg R / Trade
+0.35
Total R (gross)
+194655.72R
Total R (net)
+93839.68R
Profit Factor
14.44
Max Drawdown
−8.5R
Avg Win / Loss
+0.39 / 0.81
Long / Short
278,559 / 277,842
Symbols
174
Max Win / Loss Streak
469 / 6
Exit mix
TP: 538,925 · SL: 13,670 · time: 3,806
Account balance: $1,000 start, 1% risk/trade compounding. Cumulative-R equity (flat) and $1,000 account (compounding) are shown; the account curve is the realistic one. Final $1,000-account: gross $194,656 · net $93,840.