Research
Strategy comparison
| Strategy | Trades | Win rate (Wilson 95% CI) | Expectancy (R) | Expectancy 95% CI | Max drawdown | Current balance |
|---|---|---|---|---|---|---|
| paper-donchiandonchian-breakout | n=0 | 0.0% (0.0%–100.0%) | 0.00R | — | 0.0% | £10,000.00 |
| paper-rsi-mrrsi-mean-reversion | n=0 | 0.0% (0.0%–100.0%) | 0.00R | — | 0.0% | £10,000.00 |
Welch's t-test on R-multiples (paper-donchian vs paper-rsi-mr): Difference is NOT statistically significant at p<0.05 (p=1.000) n_paper-donchian=0, n_paper-rsi-mr=0, t=—, df=0.0 · sample sizes still small for stable t-test
Regime breakdown
Closed trades grouped by entry regime. Win rate shown with Wilson 95% CI; expectancy is mean R-multiple per trade.
paper-donchian
No trades yet.
paper-rsi-mr
No trades yet.
Drawdown forensics
| Strategy | Start (UTC) | Trough (UTC) | Depth | Duration | Dominant entry regime during the period |
|---|---|---|---|---|---|
| paper-donchian | No drawdowns >5% | ||||
| paper-rsi-mr | No drawdowns >5% | ||||
Pre-registered hypotheses
No hypotheses recorded yet. Add one via /notes with category = "hypothesis".