Scalping — CVD-Divergence Fade E5

Bybit perps, 60d 5m bars, UTC days · ATR≥0.5% universe

CVD divergence: when price prints a new session extreme (high/low) but tick-rule cumulative volume delta does NOT confirm (new high on negative CVD, new low on positive CVD), fade the divergence. Stop 1x ATR beyond entry; target 2R; time stop.

Trades
109,236
Win Rate
43.3%
Avg R / Trade
+0.05
Total R (gross)
+5147.60R
Total R (net)
-14872.62R
Profit Factor
1.09
Max Drawdown
−14890.8R
Avg Win / Loss
+1.26 / 0.88
Long / Short
45,494 / 63,742
Symbols
177
Max Win / Loss Streak
15 / 21

Exit mix

TP: 20,197 · SL: 51,088 · time: 37,951

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 $5,148 · net $-14,873.

Equity curve — cumulative R (net of costs)

Account balance — $1,000 start, gross vs net of costs (compounding 1% risk)