TradingView Strategy Lab Report

Lux Screener Guidance

Decision: start with one layer: Signals and Overlays bar color long

Long score
16.0

Short score
8.0

No-trade score
38.0

Current close: 63974.7

Why:

Signals and Overlays bar color is neutral.
Signals and Overlays has no fresh bullish or bearish signal value.
Trend strength is weak (29); avoid forcing entries.
Price is below Smart Trail.
Price Action Concepts places price under equilibrium.
MarketCipher money flow is positive (1.1).

Contradictions found:

None

One Layer At A Time Ladder

Step	Layer	Direction	Only changed variable	Expected effect	Keep rule
1	Signals and Overlays	long	baseline	Should produce the highest trade count because it uses only one screener clue.	Keep only if it still gives enough trades and wins a little more than it loses, or profit factor is above 1.05 with controlled drawdown.
2	Signals and Overlays trend strength	long	add trend strength threshold only	Should reduce weak-trend trades while keeping most of the trade count.	Keep only if it still gives enough trades and wins a little more than it loses, or profit factor is above 1.05 with controlled drawdown.
3	MarketCipher money flow	long	add MarketCipher money flow only	Should improve win probability if momentum agrees without killing trade count.	Keep only if it still gives enough trades and wins a little more than it loses, or profit factor is above 1.05 with controlled drawdown.
4	Price Action Concepts zone	long	add Price Action Concepts zone only	Should improve entry location and stop-loss behavior.	Keep only if it still gives enough trades and wins a little more than it loses, or profit factor is above 1.05 with controlled drawdown.
5	Signals and Overlays backtester ratio	long	add backtester ratio only	Should improve profit factor; reject it if it just removes trades.	Keep only if it still gives enough trades and wins a little more than it loses, or profit factor is above 1.05 with controlled drawdown.

Next Experiment

Run a one-layer baseline first: Signals and Overlays bar color only. Record trade count, win probability, loss probability, profit factor, drawdown, take profit hits, and stop loss hits. Only after that baseline is measured, add exactly one layer and compare the change.

Execution rule: orders are processed after the bar closes, signal entries and signal exits require a confirmed bar, and generated Pine scripts calculate once per bar instead of every tick.

observable outputs only; no reverse engineering of protected LuxAlgo internals

Ranked Candidates

Rank

Candidate

Net profit

Maximum drawdown

Profit factor

Trades

Take profit exits

Stop loss exits

Breakeven or better

Win chance

Loss chance

Best time frame

Date range

Pine script

Evidence

frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_new_york_london_value_bounce_none_vol1.2
frankie_lux_vp

$0.93

3.90%

0.636

3
30.00%

4
40.00%

5
50.00%

50.00%

2026-05-03 04:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\01_frankie_lux_vp_frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_new_york_london_value_bounce_none_vol1.2.pine

240: $-1.35, profit factor 0.65, 3 trades, 80: $2.55, profit factor inf, 1 trades, 30: $-1.58, profit factor 0.62, 4 trades, 24: $1.00, profit factor inf, 1 trades, 15: $0.31, profit factor inf, 1 trades

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
LONG	2026-06-14 20:00 UTC	2026-06-14 21:20 UTC	$300.00	3.0x	$100.00	$2.55	2.55%	take_profit	hit	not hit	yes

frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_new_york_london_value_bounce_none_vol1.2
frankie_lux_vp

$0.93

3.90%

0.636

3
30.00%

4
40.00%

5
50.00%

50.00%

2026-05-03 04:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\02_frankie_lux_vp_frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_new_york_london_value_bounce_none_vol1.2.pine

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
LONG	2026-06-14 20:00 UTC	2026-06-14 21:20 UTC	$300.00	3.0x	$100.00	$2.55	2.55%	take_profit	hit	not hit	yes

frankie_vp_ema50_bb20x1.8_vp36r24_z0.25_all_value_bounce_none_vol1.2
frankie_lux_vp

$-1.13

1.95%

0.582

4
26.67%

5
33.33%

6
40.00%

40.00%

60.00%

2025-08-26 00:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\03_frankie_lux_vp_frankie_vp_ema50_bb20x1.8_vp36r24_z0.25_all_value_bounce_none_vol1.2.pine

240: $-1.04, profit factor 0.71, 3 trades, D: $-1.95, profit factor 0.00, 1 trades, 60: $-1.95, profit factor 0.00, 1 trades, 80: $0.60, profit factor 1.31, 2 trades, 90: $2.55, profit factor inf, 1 trades, 30: $0.37, profit factor 1.17, 3 trades, 24: $1.00, profit factor inf, 1 trades, 15: $-0.71, profit factor 0.31, 3 trades

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
LONG	2026-06-14 21:00 UTC	2026-06-15 00:00 UTC	$300.00	3.0x	$100.00	$2.55	2.55%	take_profit	hit	not hit	yes

frankie_vp_ema50_bb20x2.0_vp36r24_z0.25_all_value_bounce_none_vol1.2
frankie_lux_vp

$-1.13

1.95%

0.582

4
26.67%

5
33.33%

6
40.00%

40.00%

60.00%

2025-08-26 00:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\04_frankie_lux_vp_frankie_vp_ema50_bb20x2.0_vp36r24_z0.25_all_value_bounce_none_vol1.2.pine

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
LONG	2026-06-14 21:00 UTC	2026-06-15 00:00 UTC	$300.00	3.0x	$100.00	$2.55	2.55%	take_profit	hit	not hit	yes

frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_new_york_london_value_bounce_none_vol1.0
frankie_lux_vp

$-1.02

3.94%

0.527

3
27.27%

5
45.45%

45.45%

54.55%

2026-05-03 04:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\05_frankie_lux_vp_frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_new_york_london_value_bounce_none_vol1.0.pine

240: $-3.30, profit factor 0.44, 4 trades, 80: $2.55, profit factor inf, 1 trades, 30: $-1.58, profit factor 0.62, 4 trades, 24: $1.00, profit factor inf, 1 trades, 15: $0.31, profit factor inf, 1 trades

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
LONG	2026-06-14 20:00 UTC	2026-06-14 21:20 UTC	$300.00	3.0x	$100.00	$2.55	2.55%	take_profit	hit	not hit	yes

frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_new_york_london_value_bounce_none_vol1.0
frankie_lux_vp

$-1.02

3.94%

0.527

3
27.27%

5
45.45%

45.45%

54.55%

2026-05-03 04:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\06_frankie_lux_vp_frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_new_york_london_value_bounce_none_vol1.0.pine

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
LONG	2026-06-14 20:00 UTC	2026-06-14 21:20 UTC	$300.00	3.0x	$100.00	$2.55	2.55%	take_profit	hit	not hit	yes

frankie_vp_ema50_bb20x1.8_vp36r24_z0.25_all_value_bounce_none_vol1.0
frankie_lux_vp

$-3.08

5.58%

0.54

4
25.00%

6
37.50%

37.50%

62.50%

2025-08-26 00:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\07_frankie_lux_vp_frankie_vp_ema50_bb20x1.8_vp36r24_z0.25_all_value_bounce_none_vol1.0.pine

240: $-2.99, profit factor 0.46, 4 trades, D: $-1.95, profit factor 0.00, 1 trades, 60: $-1.95, profit factor 0.00, 1 trades, 80: $0.60, profit factor 1.31, 2 trades, 90: $2.55, profit factor inf, 1 trades, 30: $0.37, profit factor 1.17, 3 trades, 24: $1.00, profit factor inf, 1 trades, 15: $-0.71, profit factor 0.31, 3 trades

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
LONG	2026-06-14 21:00 UTC	2026-06-15 00:00 UTC	$300.00	3.0x	$100.00	$2.55	2.55%	take_profit	hit	not hit	yes

frankie_vp_ema50_bb20x2.0_vp36r24_z0.25_all_value_bounce_none_vol1.0
frankie_lux_vp

$-3.08

5.58%

0.54

4
25.00%

6
37.50%

37.50%

62.50%

2025-08-26 00:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\08_frankie_lux_vp_frankie_vp_ema50_bb20x2.0_vp36r24_z0.25_all_value_bounce_none_vol1.0.pine

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
LONG	2026-06-14 21:00 UTC	2026-06-15 00:00 UTC	$300.00	3.0x	$100.00	$2.55	2.55%	take_profit	hit	not hit	yes

frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_new_york_london_pullback_none_vol1.0
frankie_lux_vp

$-12.24

6.21%

0.701

7
17.95%

14
35.90%

16
41.03%

41.03%

58.97%

2026-05-03 04:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\09_frankie_lux_vp_frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_new_york_london_pullback_none_vol1.0.pine

240: $-5.93, profit factor 0.49, 9 trades, 60: $-1.37, profit factor 0.74, 7 trades, 80: $-4.13, profit factor 0.56, 9 trades, 30: $1.43, profit factor 1.39, 6 trades, 24: $-2.98, profit factor 0.31, 5 trades, 15: $0.74, profit factor inf, 3 trades

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
SHORT	2026-06-20 13:15 UTC	2026-06-20 14:00 UTC	$300.00	3.0x	$100.00	$0.19	0.19%	maximum_holding_bars	not hit	not hit	yes
LONG	2026-06-20 14:45 UTC	2026-06-20 15:30 UTC	$300.00	3.0x	$100.00	$0.31	0.31%	maximum_holding_bars	not hit	not hit	yes
SHORT	2026-06-21 12:45 UTC	2026-06-21 13:30 UTC	$300.00	3.0x	$100.00	$0.24	0.24%	maximum_holding_bars	not hit	not hit	yes

frankie_vp_ema34_bb20x1.8_vp36r24_z0.5_new_york_london_pullback_none_vol1.0
frankie_lux_vp

$-12.24

6.21%

0.701

7
17.95%

14
35.90%

16
41.03%

41.03%

58.97%

2026-05-03 04:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\10_frankie_lux_vp_frankie_vp_ema34_bb20x1.8_vp36r24_z0.5_new_york_london_pullback_none_vol1.0.pine

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
SHORT	2026-06-20 13:15 UTC	2026-06-20 14:00 UTC	$300.00	3.0x	$100.00	$0.19	0.19%	maximum_holding_bars	not hit	not hit	yes
LONG	2026-06-20 14:45 UTC	2026-06-20 15:30 UTC	$300.00	3.0x	$100.00	$0.31	0.31%	maximum_holding_bars	not hit	not hit	yes
SHORT	2026-06-21 12:45 UTC	2026-06-21 13:30 UTC	$300.00	3.0x	$100.00	$0.24	0.24%	maximum_holding_bars	not hit	not hit	yes

frankie_vp_ema34_bb20x1.8_vp48r24_z0.25_new_york_london_pullback_none_vol1.0
frankie_lux_vp

$-12.24

6.21%

0.701

7
17.95%

14
35.90%

16
41.03%

41.03%

58.97%

2026-05-03 04:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\11_frankie_lux_vp_frankie_vp_ema34_bb20x1.8_vp48r24_z0.25_new_york_london_pullback_none_vol1.0.pine

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
SHORT	2026-06-20 13:15 UTC	2026-06-20 14:00 UTC	$300.00	3.0x	$100.00	$0.19	0.19%	maximum_holding_bars	not hit	not hit	yes
LONG	2026-06-20 14:45 UTC	2026-06-20 15:30 UTC	$300.00	3.0x	$100.00	$0.31	0.31%	maximum_holding_bars	not hit	not hit	yes
SHORT	2026-06-21 12:45 UTC	2026-06-21 13:30 UTC	$300.00	3.0x	$100.00	$0.24	0.24%	maximum_holding_bars	not hit	not hit	yes

frankie_vp_ema34_bb20x1.8_vp48r24_z0.5_new_york_london_pullback_none_vol1.0
frankie_lux_vp

$-12.24

6.21%

0.701

7
17.95%

14
35.90%

16
41.03%

41.03%

58.97%

2026-05-03 04:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\12_frankie_lux_vp_frankie_vp_ema34_bb20x1.8_vp48r24_z0.5_new_york_london_pullback_none_vol1.0.pine

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
SHORT	2026-06-20 13:15 UTC	2026-06-20 14:00 UTC	$300.00	3.0x	$100.00	$0.19	0.19%	maximum_holding_bars	not hit	not hit	yes
LONG	2026-06-20 14:45 UTC	2026-06-20 15:30 UTC	$300.00	3.0x	$100.00	$0.31	0.31%	maximum_holding_bars	not hit	not hit	yes
SHORT	2026-06-21 12:45 UTC	2026-06-21 13:30 UTC	$300.00	3.0x	$100.00	$0.24	0.24%	maximum_holding_bars	not hit	not hit	yes

frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_new_york_london_pullback_none_vol1.0
frankie_lux_vp

$-12.24

6.21%

0.701

7
17.95%

14
35.90%

16
41.03%

41.03%

58.97%

2026-05-03 04:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\13_frankie_lux_vp_frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_new_york_london_pullback_none_vol1.0.pine

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
SHORT	2026-06-20 13:15 UTC	2026-06-20 14:00 UTC	$300.00	3.0x	$100.00	$0.19	0.19%	maximum_holding_bars	not hit	not hit	yes
LONG	2026-06-20 14:45 UTC	2026-06-20 15:30 UTC	$300.00	3.0x	$100.00	$0.31	0.31%	maximum_holding_bars	not hit	not hit	yes
SHORT	2026-06-21 12:45 UTC	2026-06-21 13:30 UTC	$300.00	3.0x	$100.00	$0.24	0.24%	maximum_holding_bars	not hit	not hit	yes

frankie_vp_ema34_bb20x2.0_vp36r24_z0.5_new_york_london_pullback_none_vol1.0
frankie_lux_vp

$-12.24

6.21%

0.701

7
17.95%

14
35.90%

16
41.03%

41.03%

58.97%

2026-05-03 04:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\14_frankie_lux_vp_frankie_vp_ema34_bb20x2.0_vp36r24_z0.5_new_york_london_pullback_none_vol1.0.pine

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
SHORT	2026-06-20 13:15 UTC	2026-06-20 14:00 UTC	$300.00	3.0x	$100.00	$0.19	0.19%	maximum_holding_bars	not hit	not hit	yes
LONG	2026-06-20 14:45 UTC	2026-06-20 15:30 UTC	$300.00	3.0x	$100.00	$0.31	0.31%	maximum_holding_bars	not hit	not hit	yes
SHORT	2026-06-21 12:45 UTC	2026-06-21 13:30 UTC	$300.00	3.0x	$100.00	$0.24	0.24%	maximum_holding_bars	not hit	not hit	yes

frankie_vp_ema34_bb20x2.0_vp48r24_z0.25_new_york_london_pullback_none_vol1.0
frankie_lux_vp

$-12.24

6.21%

0.701

7
17.95%

14
35.90%

16
41.03%

41.03%

58.97%

2026-05-03 04:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\15_frankie_lux_vp_frankie_vp_ema34_bb20x2.0_vp48r24_z0.25_new_york_london_pullback_none_vol1.0.pine

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
SHORT	2026-06-20 13:15 UTC	2026-06-20 14:00 UTC	$300.00	3.0x	$100.00	$0.19	0.19%	maximum_holding_bars	not hit	not hit	yes
LONG	2026-06-20 14:45 UTC	2026-06-20 15:30 UTC	$300.00	3.0x	$100.00	$0.31	0.31%	maximum_holding_bars	not hit	not hit	yes
SHORT	2026-06-21 12:45 UTC	2026-06-21 13:30 UTC	$300.00	3.0x	$100.00	$0.24	0.24%	maximum_holding_bars	not hit	not hit	yes

frankie_vp_ema34_bb20x2.0_vp48r24_z0.5_new_york_london_pullback_none_vol1.0
frankie_lux_vp

$-12.24

6.21%

0.701

7
17.95%

14
35.90%

16
41.03%

41.03%

58.97%

2026-05-03 04:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\16_frankie_lux_vp_frankie_vp_ema34_bb20x2.0_vp48r24_z0.5_new_york_london_pullback_none_vol1.0.pine

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
SHORT	2026-06-20 13:15 UTC	2026-06-20 14:00 UTC	$300.00	3.0x	$100.00	$0.19	0.19%	maximum_holding_bars	not hit	not hit	yes
LONG	2026-06-20 14:45 UTC	2026-06-20 15:30 UTC	$300.00	3.0x	$100.00	$0.31	0.31%	maximum_holding_bars	not hit	not hit	yes
SHORT	2026-06-21 12:45 UTC	2026-06-21 13:30 UTC	$300.00	3.0x	$100.00	$0.24	0.24%	maximum_holding_bars	not hit	not hit	yes

frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_all_value_bounce_none_vol1.2
frankie_lux_vp

$-5.34

3.90%

0.444

4
23.53%

8
47.06%

6
35.29%

35.29%

64.71%

2025-08-26 00:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\17_frankie_lux_vp_frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_all_value_bounce_none_vol1.2.pine

240: $-3.30, profit factor 0.44, 4 trades, D: $-1.95, profit factor 0.00, 1 trades, 60: $-1.95, profit factor 0.00, 1 trades, 80: $0.60, profit factor 1.31, 2 trades, 90: $2.55, profit factor inf, 1 trades, 30: $-1.58, profit factor 0.62, 4 trades, 24: $1.00, profit factor inf, 1 trades, 15: $-0.71, profit factor 0.31, 3 trades

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
LONG	2026-06-14 21:00 UTC	2026-06-15 00:00 UTC	$300.00	3.0x	$100.00	$2.55	2.55%	take_profit	hit	not hit	yes

frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_all_value_bounce_none_vol1.2
frankie_lux_vp

$-5.34

3.90%

0.444

4
23.53%

8
47.06%

6
35.29%

35.29%

64.71%

2025-08-26 00:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\18_frankie_lux_vp_frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_all_value_bounce_none_vol1.2.pine

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
LONG	2026-06-14 21:00 UTC	2026-06-15 00:00 UTC	$300.00	3.0x	$100.00	$2.55	2.55%	take_profit	hit	not hit	yes

frankie_vp_ema34_bb20x1.8_vp48r24_z0.5_new_york_london_value_bounce_none_vol1.2
frankie_lux_vp

$-11.59

7.80%

0.642

3
13.64%

10
45.45%

8
36.36%

36.36%

63.64%

2026-05-03 04:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\19_frankie_lux_vp_frankie_vp_ema34_bb20x1.8_vp48r24_z0.5_new_york_london_value_bounce_none_vol1.2.pine

240: $-7.20, profit factor 0.26, 6 trades, 60: $-1.24, profit factor 0.37, 2 trades, 80: $2.55, profit factor inf, 1 trades, 90: $-1.95, profit factor 0.00, 1 trades, 30: $0.07, profit factor 1.03, 4 trades, 24: $-4.06, profit factor 0.27, 5 trades, 15: $0.24, profit factor 1.93, 3 trades

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
LONG	2026-06-14 20:00 UTC	2026-06-14 21:20 UTC	$300.00	3.0x	$100.00	$2.55	2.55%	take_profit	hit	not hit	yes

frankie_vp_ema34_bb20x2.0_vp48r24_z0.5_new_york_london_value_bounce_none_vol1.2
frankie_lux_vp

$-11.59

7.80%

0.642

3
13.64%

10
45.45%

8
36.36%

36.36%

63.64%

2026-05-03 04:00:00 UTC
2026-06-22 01:20:00 UTC

connector\pine\generated\20_frankie_lux_vp_frankie_vp_ema34_bb20x2.0_vp48r24_z0.5_new_york_london_value_bounce_none_vol1.2.pine

Show latest trades

Direction	Entry date	Exit date	Trade value	Leverage	Money required	Profit or loss	Return on money required	Exit reason	Take profit	Stop loss	Breakeven or better
LONG	2026-06-14 20:00 UTC	2026-06-14 21:20 UTC	$300.00	3.0x	$100.00	$2.55	2.55%	take_profit	hit	not hit	yes

Probability Matrices

Strategy Family Matrix

Strategy family	Strategies	Trades	Net profit	Average maximum drawdown	Win chance	Take profit chance	Stop loss chance	Best strategy
candle_reversal	1	123	$-89.84	27.76%	24.39%	10.57%	44.72%	candle_reversal_exit13_trend50
donchian	4	1064	$-970.13	62.53%	21.62%	13.35%	58.46%	donchian_20_ema13
donchian_trend	4	846	$-736.68	48.89%	22.46%	14.66%	58.87%	donchian_20_ema5_trend50
frankie_lux_vp	340	5230	$-3,089.58	4.83%	29.06%	14.84%	44.55%	frankie_vp_ema34_bb20x1.8_vp48r24_z0.25_new_york_london_value_bounce_none_vol1.0
mfw_regime	8	9074	$-9,244.67	371.61%	18.65%	11.47%	60.01%	mfw_14_ema13_thr10
sc_aio_switchboard	13	5578	$-4,854.76	113.57%	21.03%	11.22%	51.95%	sc_aio_switchboard_trend_squeeze

Entry Session Matrix

Session	Trades	Net profit	Average trade profit	Average money required	Win chance	Take profit chance	Stop loss chance	Breakeven or better chance
london	8	$1.92	$0.24	$100.00	100.00%	0.00%	0.00%	100.00%
new_york	22	$19.29	$0.88	$100.00	100.00%	27.27%	0.00%	100.00%
sydney	6	$15.29	$2.55	$100.00	100.00%	100.00%	0.00%	100.00%

Exit Reason Matrix

Exit reason	Trades	Net profit	Average trade profit	Win chance	Take profit chance	Stop loss chance
maximum_holding_bars	24	$5.92	$0.25	100.00%	0.00%	0.00%
take_profit	12	$30.57	$2.55	100.00%	100.00%	0.00%

Layer Model

price_volume_regime: OHLCV trend, range, volume and local volatility
marketcipher_b: numeric data-window values when exposed by TradingView
lux_signals_overlays: visible study catalog, labels, lines, tables and alertable outputs only
lux_price_action_concepts: observable PAC overlays and backtester panel output only
lux_screeners: observable screener study presence, tables or labels when exposed
volume_profile_context: Session Volume Profile study presence plus observable levels when exposed

Experiments

BYBIT:BTCUSD.P / 240

Hypothesis: Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P 240 improve risk-adjusted BTC strategy selection.

Changed variable: baseline

Guardrail: one variable at a time; multi-variable rows are queued but not considered valid comparisons

BYBIT:BTCUSD.P / D

Hypothesis: Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P D improve risk-adjusted BTC strategy selection.

Changed variable: timeframe

Guardrail: one variable at a time; multi-variable rows are queued but not considered valid comparisons

BYBIT:BTCUSD.P / W

Hypothesis: Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P W improve risk-adjusted BTC strategy selection.

Changed variable: timeframe

Guardrail: one variable at a time; multi-variable rows are queued but not considered valid comparisons

BYBIT:BTCUSD.P / M

Hypothesis: Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P M improve risk-adjusted BTC strategy selection.

Changed variable: timeframe

Guardrail: one variable at a time; multi-variable rows are queued but not considered valid comparisons

BYBIT:BTCUSD.P / 60

Hypothesis: Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P 60 improve risk-adjusted BTC strategy selection.

Changed variable: timeframe

Guardrail: one variable at a time; multi-variable rows are queued but not considered valid comparisons

BYBIT:BTCUSD.P / 80

Hypothesis: Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P 80 improve risk-adjusted BTC strategy selection.

Changed variable: timeframe

Guardrail: one variable at a time; multi-variable rows are queued but not considered valid comparisons

BYBIT:BTCUSD.P / 90

Hypothesis: Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P 90 improve risk-adjusted BTC strategy selection.

Changed variable: timeframe

Guardrail: one variable at a time; multi-variable rows are queued but not considered valid comparisons

BYBIT:BTCUSD.P / 30

Hypothesis: Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P 30 improve risk-adjusted BTC strategy selection.

Changed variable: timeframe

Guardrail: one variable at a time; multi-variable rows are queued but not considered valid comparisons

BYBIT:BTCUSD.P / 24

Hypothesis: Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P 24 improve risk-adjusted BTC strategy selection.

Changed variable: timeframe

Guardrail: one variable at a time; multi-variable rows are queued but not considered valid comparisons

BYBIT:BTCUSD.P / 15

Hypothesis: Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P 15 improve risk-adjusted BTC strategy selection.

Changed variable: timeframe

Guardrail: one variable at a time; multi-variable rows are queued but not considered valid comparisons

Timeframe Runs

BYBIT:BTCUSD.P 240: 300 bars from 2026-05-03 04:00:00 UTC to 2026-06-22 00:00:00 UTC, top sc_aio_switchboard_wave_dots_only
BYBIT:BTCUSD.P D: 300 bars from 2025-08-26 00:00:00 UTC to 2026-06-21 00:00:00 UTC, top sc_aio_switchboard_trend_donchian
BYBIT:BTCUSD.P W: 300 bars from 2020-09-21 00:00:00 UTC to 2026-06-15 00:00:00 UTC, top sc_aio_switchboard_trend_donchian
BYBIT:BTCUSD.P M: 92 bars from 2018-11-01 00:00:00 UTC to 2026-06-01 00:00:00 UTC, top donchian_20_ema5
BYBIT:BTCUSD.P 60: 300 bars from 2026-06-09 14:00:00 UTC to 2026-06-22 01:00:00 UTC, top candle_reversal_exit13_trend50
BYBIT:BTCUSD.P 80: 300 bars from 2026-06-05 10:40:00 UTC to 2026-06-22 01:20:00 UTC, top sc_aio_switchboard_wave_dots_only
BYBIT:BTCUSD.P 90: 300 bars from 2026-06-03 07:30:00 UTC to 2026-06-22 00:00:00 UTC, top frankie_vp_ema50_bb20x1.8_vp36r24_z0.25_all_pullback_none_vol1.0
BYBIT:BTCUSD.P 30: 300 bars from 2026-06-15 08:30:00 UTC to 2026-06-21 14:00:00 UTC, top candle_reversal_exit13_trend50
BYBIT:BTCUSD.P 24: 300 bars from 2026-06-16 14:24:00 UTC to 2026-06-21 14:00:00 UTC, top donchian_20_ema5_trend50
BYBIT:BTCUSD.P 15: 300 bars from 2026-06-18 11:15:00 UTC to 2026-06-21 14:00:00 UTC, top donchian_20_ema13

Files

JSON report: reports/strategy-lab/latest.json

Layout snapshot: reports/strategy-lab/latest-layout-snapshot.json

Generated Pine: connector/pine/generated/