Prop Scalp simulators

Regime Report

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Settled auto trades
5323
Simulators
57
With regime data
4456
Backfilled from trend log
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Every extra split you try is another chance to find a pattern that is just noise. The 95% range shows how wide that noise is: if two groups' ranges overlap heavily, the difference is not evidence yet. Pick ONE filter before looking and check it on trades that settle after you chose it. Backfilled trades carry the Simulator Trend reading only (BTC and breadth cannot be recovered), so BTC and breadth splits ignore them.

Test a filter

If
and
and
Numbers for the numeric fields; true/false for sim_trend_on and btc_regime_trending; bullish/bearish for btc_trend_4h (those three only support = and !=). All filled-in conditions must be true to keep a trade. Leave all empty for the overview.
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LONG simulators — 1320 trades with regime data

OverallTradesWin rate95% rangeNet P&LAvg P&L
All trades132024.8%23–27%-$7,006.14-$5.31

Simulator Trend on/off

State at entryTradesWin rate95% rangeNet P&LAvg P&L
ON (bullish)49016.5%14–20%-$3,741.53-$7.64
OFF (bearish)67727.0%24–30%-$3,253.23-$4.81
153 trades without this reading.

Simulator Trend score

State at entryTradesWin rate95% rangeNet P&LAvg P&L
<4051730.0%26–34%-$2,080.71-$4.02
40-5016017.5%12–24%-$1,172.52-$7.33
50-6020720.8%16–27%-$1,337.51-$6.46
60+28313.4%10–18%-$2,404.02-$8.49
153 trades without this reading.

BTC 4h trend

State at entryTradesWin rate95% rangeNet P&LAvg P&L
bullish45015.8%13–19%-$3,560.05-$7.91
bearish87029.4%26–33%-$3,446.09-$3.96

BTC regime

State at entryTradesWin rate95% rangeNet P&LAvg P&L
trending112124.6%22–27%-$6,041.96-$5.39
chop19925.6%20–32%-$964.18-$4.85

BTC 4h ADX

State at entryTradesWin rate95% rangeNet P&LAvg P&L
<150————
15-2019925.6%20–32%-$964.18-$4.85
20-2558326.8%23–30%-$2,812.54-$4.82
25+53822.3%19–26%-$3,229.42-$6.00

24h breadth (% up)

State at entryTradesWin rate95% rangeNet P&LAvg P&L
<3059629.0%26–33%-$2,565.65-$4.30
30-5011030.0%22–39%-$378.10-$3.44
50-7023616.9%13–22%-$1,760.07-$7.46
70+37821.4%18–26%-$2,302.33-$6.09

SHORT simulators — 3136 trades with regime data

OverallTradesWin rate95% rangeNet P&LAvg P&L
All trades313649.2%47–51%+$7,657.45+$2.44

Simulator Trend on/off

State at entryTradesWin rate95% rangeNet P&LAvg P&L
ON (bullish)102264.7%62–68%+$7,294.25+$7.14
OFF (bearish)211441.7%40–44%+$363.20+$0.17

Simulator Trend score

State at entryTradesWin rate95% rangeNet P&LAvg P&L
<40159038.5%36–41%-$1,356.10-$0.85
40-5052451.5%47–56%+$1,719.30+$3.28
50-6048758.5%54–63%+$2,602.88+$5.34
60+53570.3%66–74%+$4,691.36+$8.77

BTC 4h trend

State at entryTradesWin rate95% rangeNet P&LAvg P&L
bullish64461.0%57–65%+$3,838.81+$5.96
bearish249246.1%44–48%+$3,818.64+$1.53

BTC regime

State at entryTradesWin rate95% rangeNet P&LAvg P&L
trending283450.0%48–52%+$7,621.76+$2.69
chop30241.7%36–47%+$35.69+$0.12

BTC 4h ADX

State at entryTradesWin rate95% rangeNet P&LAvg P&L
<150————
15-2030241.7%36–47%+$35.69+$0.12
20-25119241.5%39–44%+$58.12+$0.05
25+164256.2%54–59%+$7,563.64+$4.61

24h breadth (% up)

State at entryTradesWin rate95% rangeNet P&LAvg P&L
<30146244.2%42–47%+$1,354.37+$0.93
30-5046941.8%37–46%+$90.91+$0.19
50-7043355.4%51–60%+$1,857.41+$4.29
70+77259.7%56–63%+$4,354.76+$5.64

Single-reading filters (starting points, not tuned)

LONG: Simulator Trend ON [sim_trend_on = true]

GroupTradesWin rate95% rangeNet P&LAvg P&L
All (with readings)116722.6%20–25%-$6,994.76-$5.99
KEPT by the filter49016.5%14–20%-$3,741.53-$7.64
BLOCKED by the filter67727.0%24–30%-$3,253.23-$4.81
153 trades lack a reading this filter needs and are left out.
Win rate kept vs blocked: -10.5 points. The blocked trades made -$3,253.23 in total.

LONG: BTC 4h bullish [btc_trend_4h = bullish]

GroupTradesWin rate95% rangeNet P&LAvg P&L
All (with readings)132024.8%23–27%-$7,006.14-$5.31
KEPT by the filter45015.8%13–19%-$3,560.05-$7.91
BLOCKED by the filter87029.4%26–33%-$3,446.09-$3.96
Win rate kept vs blocked: -13.6 points. The blocked trades made -$3,446.09 in total.

LONG: BTC trending (not chop) [btc_regime_trending = true]

GroupTradesWin rate95% rangeNet P&LAvg P&L
All (with readings)132024.8%23–27%-$7,006.14-$5.31
KEPT by the filter112124.6%22–27%-$6,041.96-$5.39
BLOCKED by the filter19925.6%20–32%-$964.18-$4.85
Win rate kept vs blocked: -1.0 points. The blocked trades made -$964.18 in total.

LONG: Breadth 50%+ up [breadth_24h_pct >= 50]

GroupTradesWin rate95% rangeNet P&LAvg P&L
All (with readings)132024.8%23–27%-$7,006.14-$5.31
KEPT by the filter61419.7%17–23%-$4,062.40-$6.62
BLOCKED by the filter70629.2%26–33%-$2,943.74-$4.17
Win rate kept vs blocked: -9.5 points. The blocked trades made -$2,943.74 in total.

SHORT: Simulator Trend OFF [sim_trend_on = false]

GroupTradesWin rate95% rangeNet P&LAvg P&L
All (with readings)313649.2%47–51%+$7,657.45+$2.44
KEPT by the filter211441.7%40–44%+$363.20+$0.17
BLOCKED by the filter102264.7%62–68%+$7,294.25+$7.14
Win rate kept vs blocked: -23.0 points. The blocked trades made +$7,294.25 in total.

SHORT: BTC 4h bearish [btc_trend_4h = bearish]

GroupTradesWin rate95% rangeNet P&LAvg P&L
All (with readings)313649.2%47–51%+$7,657.45+$2.44
KEPT by the filter249246.1%44–48%+$3,818.64+$1.53
BLOCKED by the filter64461.0%57–65%+$3,838.81+$5.96
Win rate kept vs blocked: -14.9 points. The blocked trades made +$3,838.81 in total.

SHORT: BTC trending (not chop) [btc_regime_trending = true]

GroupTradesWin rate95% rangeNet P&LAvg P&L
All (with readings)313649.2%47–51%+$7,657.45+$2.44
KEPT by the filter283450.0%48–52%+$7,621.76+$2.69
BLOCKED by the filter30241.7%36–47%+$35.69+$0.12
Win rate kept vs blocked: +8.3 points. The blocked trades made +$35.69 in total.

SHORT: Breadth under 50% up [breadth_24h_pct < 50]

GroupTradesWin rate95% rangeNet P&LAvg P&L
All (with readings)313649.2%47–51%+$7,657.45+$2.44
KEPT by the filter193143.6%41–46%+$1,445.28+$0.75
BLOCKED by the filter120558.2%55–61%+$6,212.17+$5.16
Win rate kept vs blocked: -14.6 points. The blocked trades made +$6,212.17 in total.