Signals

Every signal, tracked on our own bars to TP1 / TP2 / catastrophic SL / 16-bar timeout, with no execution. The headline number is expectancy in ATR (mean signed P&L per closed signal, in units of the ATR at the decision bar — dimensionless, so nothing here sums dollars across instruments). Win rate is meaningless on its own: with TP1 at 1×ATR and the catastrophic stop at 10×ATR a zero-skill coin flip reaches TP1 about 91% of the time by arithmetic alone, so every rate is printed beside its breakeven (SL/(TP+SL)) and is only interesting as a distance from it. Rates and expectancy are shown once a cell has 30 closed signals; until then the cell says so instead of wearing a number it hasn't earned, and even 30 is thin — the three arms need hundreds of closed signals before differences between them mean anything. So far 440 donchian20 signals over 56.3 days (7.8/day, 438 closed). At that rate the 300 closed signals the arm-vs-arm comparisons need are about 0.0 more weeks away. The two random arms exist to be beaten; a strategy that doesn't clear both is noise.
-0.18 ATR
expectancy · n=438 · Σ -77.41 ATR
438
closed · donchian20
2
open (still tracking)
440
expired — 400 drift, 40 time · terminal state, no live EA has ever entered this arm
69%
TP1 win rate · breakeven 91% · n=438

drives the tiles and the recent-signals list; the tables always show every arm

non-overlapping = no earlier same-arm signal still inside its timeout window at the decision bar

The decomposition

Three arms share one machinery and one barrier geometry; two are deliberately random. Read them as two questions, in order:
donchian20 vs random
does the direction call add anything? — random fires at exactly donchian20's decision bars with the same barriers; only the side is a coin flip. Δ expectancy -0.05 ATR (-0.18 ATR vs -0.13 ATR, n=438 vs n=438; needs 300 each before it is believable)
random vs random_bar
are breakout bars special at all? — random_bar is a coin flip at randomly chosen bars, fired at a rate matched to donchian20's. Δ expectancy -0.15 ATR (-0.13 ATR vs +0.01 ATR, n=438 vs n=457; needs 300 each before it is believable)
Caveat: breakout bars cluster in volatile and trending periods while random_bar samples bars uniformly, so this comparison partly measures “is it better to trade during volatile periods” rather than purely “is the breakout pattern meaningful”. Read it together with the per-session and per-year breakdowns below.
strategyclosedopenexpectancy (ATR)sum ATRTP1 rate (breakeven 91%)TP2 rateSL ratetimeoutMFE / MAE (ATR)bars
donchian204382-0.18 ATR n=438-77.41 ATR n=43869% n=43844% n=4381% n=43856% n=4381.71 / 2.21 n=43811.9
random
random control		4382-0.13 ATR n=438-57.64 ATR n=43868% n=43845% n=4381% n=43854% n=4381.65 / 2.22 n=43811.8
random_bar
random control		4572+0.01 ATR n=457+6.17 ATR n=45769% n=45741% n=4571% n=45758% n=4571.65 / 2.07 n=45712.1

By side

Long and short separately: on a trending instrument random entries also profit in one direction, and an aggregate hides that even after a random control passes.
strategysideclosedopenexpectancy (ATR)sum ATRTP1 rate (breakeven 91%)TP2 rateSL ratetimeoutMFE / MAE (ATR)bars
donchian20long1822-0.42 ATR n=182-75.90 ATR n=18262% n=18236% n=1821% n=18263% n=1821.49 / 2.30 n=18212.3
donchian20short2560-0.01 ATR n=256-1.51 ATR n=25674% n=25649% n=2561% n=25650% n=2561.86 / 2.15 n=25611.6
random
random control		long2211-0.27 ATR n=221-59.65 ATR n=22166% n=22141% n=2210% n=22158% n=2211.55 / 2.36 n=22112.0
random
random control		short2171+0.01 ATR n=217+2.01 ATR n=21771% n=21748% n=2171% n=21750% n=2171.75 / 2.08 n=21711.6
random_bar
random control		long2230+0.05 ATR n=223+11.61 ATR n=22370% n=22342% n=2231% n=22357% n=2231.65 / 2.19 n=22312.1
random_bar
random control		short2342-0.02 ATR n=234-5.44 ATR n=23467% n=23440% n=2341% n=23459% n=2341.66 / 1.96 n=23412.2

By session

Market session at the decision bar (highest-priority open session from the market_sessions table; “none” = outside all of them).
strategysessionclosedopenexpectancy (ATR)sum ATRTP1 rate (breakeven 91%)TP2 rateSL ratetimeoutMFE / MAE (ATR)bars
donchian20london1850-0.10 ATR n=185-18.29 ATR n=18569% n=18542% n=1850% n=18558% n=1851.76 / 2.26 n=18512.3
donchian20new_york512-1.42 ATR n=51-72.61 ATR n=5145% n=5110% n=510% n=5190% n=510.99 / 2.72 n=5115.0
donchian20
not yet meaningful 12 of 30 closed		sydney120n=12n=12n=12n=12n=12n=12n=128.2
donchian20tokyo1900+0.00 ATR n=190+0.47 ATR n=19075% n=19052% n=1902% n=19046% n=1901.80 / 2.07 n=19010.9
random
random control		london1850-0.12 ATR n=185-21.97 ATR n=18568% n=18543% n=1851% n=18556% n=1851.66 / 2.22 n=18512.0
random
random control		new_york512-0.31 ATR n=51-15.67 ATR n=5167% n=5131% n=510% n=5169% n=511.42 / 1.95 n=5113.1
random
random control
not yet meaningful 12 of 30 closed		sydney120n=12n=12n=12n=12n=12n=12n=1210.6
random
random control		tokyo1900-0.06 ATR n=190-11.58 ATR n=19068% n=19049% n=1902% n=19049% n=1901.66 / 2.20 n=19011.4
random_bar
random control		london1860+0.12 ATR n=186+21.71 ATR n=18673% n=18646% n=1861% n=18653% n=1861.82 / 2.09 n=18611.5
random_bar
random control		new_york962+0.00 ATR n=96+0.02 ATR n=9656% n=9627% n=960% n=9673% n=961.31 / 1.67 n=9613.9
random_bar
random control
not yet meaningful 18 of 30 closed		sydney180n=18n=18n=18n=18n=18n=18n=1811.2
random_bar
random control		tokyo1570-0.05 ATR n=157-8.51 ATR n=15770% n=15741% n=1571% n=15759% n=1571.62 / 2.23 n=15711.8

By year

strategyyearclosedopenexpectancy (ATR)sum ATRTP1 rate (breakeven 91%)TP2 rateSL ratetimeoutMFE / MAE (ATR)bars
donchian2020264382-0.18 ATR n=438-77.41 ATR n=43869% n=43844% n=4381% n=43856% n=4381.71 / 2.21 n=43811.9
random
random control		20264382-0.13 ATR n=438-57.64 ATR n=43868% n=43845% n=4381% n=43854% n=4381.65 / 2.22 n=43811.8
random_bar
random control		20264572+0.01 ATR n=457+6.17 ATR n=45769% n=45741% n=4571% n=45758% n=4571.65 / 2.07 n=45712.1

Entry validity and delivery

Expired is not a trading outcome. A signal expires when nobody acted on it within one bar of the decision close or price drifted more than 0.25×ATR from it. For a strategy a live EA is entering, that is our plumbing (the EA offline, the bridge down, a late poll) and healthy = zero; a rising count is an alarm. For a strategy nothing has ever entered — every arm today, since S001–S005 all closed — expiry is the only reachable terminal state and is informational, not a fault: the red/neutral colouring below follows this, per strategy, and flips the moment an arm is actually being executed. The paper follower ignores expiry and scores every signal regardless, so the gap between a live EA's results and the paper arm's is the measured cost of staleness. Telegram is off for every baseline and control arm by design: two of them are coin flips and a control arm in the channel would invite acting on noise.
strategygenerationtelegramsignalspendingentered (live EA)expired
donchian20enablednotify off44000440
random
random control		enablednotify off44000440
random_bar
random control		enablednotify off45900459

Equity, cumulative ATR per strategy

One line per arm, in ATR by exit bar. Never dollars: one ATR move is worth ~19× more per lot on silver than on EURUSD, so a pooled dollar curve would only show which instrument fired.
-113.9-24.9+64.2donchian20randomrandom_bar2026-09-11 12:15:00Z2026-11-06 17:30:00Z
donchian20random (control)random_bar (control)

Recent signals

signaldecision bar (UTC)instrumentstrategysideentryentry stateoutcomeATR / progressoverlap
#2588782026-11-06 20:00:00ZXAUUSD M15random_bar
random control		short4064.43expired drifttracking6/16 bars1
#2585972026-11-06 18:45:00ZXAUUSD M15random
random control		long4077.68expired drifttracking11/16 bars1
#2585962026-11-06 18:45:00ZXAUUSD M15donchian20long4077.68expired drifttracking11/16 bars1
#2585472026-11-06 18:30:00ZXAUUSD M15random
random control		short4070.04expired drifttracking tp1 ✓12/16 bars0
#2585462026-11-06 18:30:00ZXAUUSD M15donchian20long4070.22expired drifttracking tp1 ✓12/16 bars0
#2584252026-11-06 17:45:00ZXAUUSD M15random_bar
random control		short4060.09expired drifttracking15/16 bars1
#2578222026-11-06 14:00:00ZXAUUSD M15random_bar
random control		long4037.83expired drifttp2 tp1 ✓+2.00 ATR1
#2576292026-11-06 13:30:00ZXAUUSD M15random
random control		short4047.80expired drifttimeout tp1 ✓-0.86 ATR0
#2576282026-11-06 13:30:00ZXAUUSD M15donchian20short4047.80expired drifttimeout tp1 ✓-0.86 ATR0
#2572382026-11-06 12:30:00ZXAUUSD M15random_bar
random control		short4066.53expired drifttp2 tp1 ✓+2.00 ATR0
#2557412026-11-06 09:00:00ZXAUUSD M15random
random control		long4078.36expired timetimeout-2.41 ATR3
#2557402026-11-06 09:00:00ZXAUUSD M15donchian20long4078.36expired timetimeout-2.41 ATR3
#2556042026-11-06 08:45:00ZXAUUSD M15random
random control		long4076.18expired drifttimeout-1.59 ATR2
#2556032026-11-06 08:45:00ZXAUUSD M15donchian20long4076.18expired drifttimeout-1.59 ATR2
#2554842026-11-06 08:30:00ZXAUUSD M15random
random control		short4072.06expired drifttimeout tp1 ✓+0.58 ATR1
#2554832026-11-06 08:30:00ZXAUUSD M15donchian20long4072.24expired drifttimeout-0.62 ATR1
#2553652026-11-06 08:15:00ZXAUUSD M15random
random control		long4064.80expired drifttimeout tp1 ✓+0.59 ATR0
#2553642026-11-06 08:15:00ZXAUUSD M15donchian20long4064.80expired drifttimeout tp1 ✓+0.59 ATR0
#2552752026-11-06 08:00:00ZXAUUSD M15random_bar
random control		long4056.83expired drifttp2 tp1 ✓+2.00 ATR3
#2551842026-11-06 07:45:00ZXAUUSD M15random_bar
random control		short4055.73expired drifttimeout-0.85 ATR3
#2550302026-11-06 07:15:00ZXAUUSD M15random_bar
random control		short4044.71expired timetimeout-3.21 ATR2
#2547972026-11-06 06:30:00ZXAUUSD M15random_bar
random control		short4048.48expired timetimeout-2.39 ATR1
#2540312026-11-06 04:00:00ZXAUUSD M15random
random control		long4039.85expired drifttimeout tp1 ✓+1.27 ATR3
#2540302026-11-06 04:00:00ZXAUUSD M15donchian20short4039.67expired drifttimeout-1.30 ATR3
#2539732026-11-06 03:45:00ZXAUUSD M15random_bar
random control		long4044.87expired drifttimeout+0.81 ATR0
#2539182026-11-06 03:30:00ZXAUUSD M15random
random control		short4042.07expired timetimeout-0.31 ATR2
#2539172026-11-06 03:30:00ZXAUUSD M15donchian20short4042.07expired timetimeout-0.31 ATR2
#2538482026-11-06 03:00:00ZXAUUSD M15random
random control		long4052.26expired timetimeout-0.43 ATR1
#2538472026-11-06 03:00:00ZXAUUSD M15donchian20short4052.08expired timetimeout tp1 ✓+0.41 ATR1
#2537282026-11-06 01:15:00ZXAUUSD M15random
random control		long4063.94expired drifttimeout tp1 ✓-1.98 ATR0
#2537272026-11-06 01:15:00ZXAUUSD M15donchian20short4063.76expired drifttp2 tp1 ✓+2.00 ATR0
#2532972026-11-05 19:30:00ZXAUUSD M15random_bar
random control		long4113.83expired drifttimeout-1.30 ATR0
#2521502026-11-05 15:45:00ZXAUUSD M15random
random control		long4084.28expired drifttp2 tp1 ✓+2.00 ATR2
#2521492026-11-05 15:45:00ZXAUUSD M15donchian20short4084.10expired drifttimeout-2.06 ATR2
#2518762026-11-05 14:45:00ZXAUUSD M15random_bar
random control		short4112.39expired drifttp2 tp1 ✓+2.00 ATR3
#2518122026-11-05 14:30:00ZXAUUSD M15random_bar
random control		long4096.86expired drifttp2 tp1 ✓+2.00 ATR2
#2518112026-11-05 14:30:00ZXAUUSD M15random
random control		short4096.68expired drifttp2 tp1 ✓+2.00 ATR1
#2518102026-11-05 14:30:00ZXAUUSD M15donchian20short4096.68expired drifttp2 tp1 ✓+2.00 ATR1
#2516412026-11-05 13:15:00ZXAUUSD M15random
random control		short4115.57expired drifttp2 tp1 ✓+2.00 ATR0
#2516402026-11-05 13:15:00ZXAUUSD M15donchian20short4115.57expired drifttp2 tp1 ✓+2.00 ATR0
#2516212026-11-05 13:00:00ZXAUUSD M15random_bar
random control		long4120.97expired drifttp2 tp1 ✓+2.00 ATR1
#2515862026-11-05 12:00:00ZXAUUSD M15random_bar
random control		short4130.27expired drifttp2 tp1 ✓+2.00 ATR0
#2499682026-11-05 02:00:00ZXAUUSD M15random_bar
random control		long4130.06expired drifttimeout tp1 ✓-0.23 ATR2
#2497972026-11-05 01:30:00ZXAUUSD M15random
random control		short4124.32expired drifttimeout tp1 ✓+0.29 ATR3
#2497962026-11-05 01:30:00ZXAUUSD M15donchian20long4124.50expired drifttp2 tp1 ✓+2.00 ATR3
#2496592026-11-05 01:00:00ZXAUUSD M15random
random control		short4113.91expired drifttimeout tp1 ✓-2.22 ATR2
#2496582026-11-05 01:00:00ZXAUUSD M15donchian20long4114.09expired drifttp2 tp1 ✓+2.00 ATR2
#2495482026-11-05 00:30:00ZXAUUSD M15random
random control		short4091.47expired drifttimeout tp1 ✓-7.50 ATR1
#2495472026-11-05 00:30:00ZXAUUSD M15donchian20long4091.65expired drifttp2 tp1 ✓+2.00 ATR1
#2494992026-11-05 00:15:00ZXAUUSD M15random
random control		short4080.24expired driftsl-10.00 ATR0

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