Tail-dependent Positive overall at +$53, but remove the best 5% of trades and it becomes −$1,678. A $1,731 swing concentrated in a handful of outliers is the signature of a recovery system, not an edge.
| P/L | +$53 |
| P/L after removing the best 5% of trades | −$1,678 |
| Positions opened | 1,310 |
| Positions closed | 27 |
| Closed / opened ratio | 2.1% |
| Win rate (closed trades) | 14.8% |
| Lot range | 0.01→0.26 |
| Peak position size | 0.26 lots |
| Stop-out | no |
EURUSD H1 · Feb 2024 - Oct 2026 · spread 17 points (1.7 pip), measured on the live feed · Open prices only · MT4 build 1492, local machine · $10,000 start · 0.01 lot step.
4_tTSO-RSI同款.ex4
Positive overall at +$53, but remove the best 5% of trades and it becomes −$1,678. A $1,731 swing concentrated in a handful of outliers is the signature of a recovery system, not an edge.
Note the close/open ratio: 2.1% of positions were closed. A ratio well below 100% on a system that still reports profit means positions are being closed in baskets rather than one by one — which is how a grid hides its open exposure.