Price Breakout (SMA 200) — EUR/JPY (M5)

Price Breakout tracks the candle close relative to SMA 200. The signal is formed on the first clean breakout.

Below is the historical statistics of the "Price Breakout (SMA 200)" signal on EUR/JPY (M5) for the period from 2026-08-14 to 2026-10-16. All data is obtained using a single calculation methodology and includes both successful and unsuccessful signals.

LAST SIGNAL
🔴 SHORT / SELL
❌ Worked: LOSS
Formed:
Worked off: (12 bars)
MTF: Counter-trend (Trend H1 Up)
Score:
Entry price 177.45800
Stop Loss 177.56454 (1.5 × ATR) ❌ achieved
Take Profit 177.24492 (3.0 × ATR)

AEMMtrader technical signal, not an investment recommendation.

Historical statistics

Observations i
30
2026-10-02 — 2026-10-16
TP reached before SL i
8 / 30
Hit rate: 26.7%
95% CI i
14.2% — 44.4%
Wilson interval
Score ≥ 8 i
0.0%
0 / 3 · -26.7 п.п. to baseline
SL reached before TP i
22
из 30
Timeout i
0
not touched within 100 bars
Risk / Reward i
1 : 2
SL 1.5 × ATR, TP 3.0 × ATR
Average outcome i
-0.2R
median: -1.0R
Profit Factor i
0.73
gross profit / gross loss

Outcome streaks (last 30)

  • Max. winning streak: 3
  • Max. losing streak: 10
  • Current streak: 1 win
Observations i
131
2026-08-14 — 2026-10-16
17-я by size in EUR/JPY / 36
TP reached before SL i
40 / 128
Hit rate: 31.2%
95% CI i
23.9% — 39.7%
Wilson interval
Score ≥ 8 i
38.9%
7 / 18 · +7.7 п.п. to baseline
95% CI: 20.3% — 61.4%
SL reached before TP i
88
из 131
Timeout i
3
not touched within 100 bars
Risk / Reward i
1 : 2
SL 1.5 × ATR, TP 3.0 × ATR
Average outcome i
-0.061R
median: -1.0R
Profit Factor i
0.91
gross profit / gross loss

Outcome streaks (over the entire history)

  • Max. winning streak: 6
  • Max. losing streak: 10
  • Current streak: 10 loss

With a risk of 1.5 × ATR, a streak of 10 losing signals in a row gives a drawdown of approximately 10R. This is the expected behavior of the strategy at the stated hit rate.

Comparison of MTF groups

Historical results of signals depending on alignment with the higher trend. Two cuts are shown: over the last 30 signals and over the entire history.

Last 30 WIN / Total
Over the entire history WIN / Total
🟩
Confirmed by the higher trend
3 WIN / 15 20.0%
18 WIN / 61 29.5%
🟥
Counter-trend
5 WIN / 15 33.3%
22 WIN / 67 32.8%

Over the last 30 signals, counter-trend ones showed a higher hit rate (33.3%) than confirmed ones (20.0%). An observation for the current period — the market may be in a regime where accounting for the higher trend does not provide an advantage.

Outcome distribution

+3 ATR (full TP) 40
−1.5 ATR (full SL) 88
Timeout 3

Timeout is not counted in winrate, since in this situation the trade did not end with reaching either TP or SL.

Last 30 signals

Date Direction Outcome Bars to outcome Score MTF
2026-10-16 18:50 SELL ✗ LOSS 12 0 Counter-trend (Trend H1 Up)
2026-10-16 08:00 SELL ✗ LOSS 15 1 Counter-trend (Trend H1 Up)
2026-10-16 06:00 SELL ✗ LOSS 1 9 Confirmed (Trend H1 Down)
2026-10-15 16:05 SELL ✗ LOSS 12 6 Confirmed (Trend H1 Down)
2026-10-15 13:10 SELL ✗ LOSS 8 7 Confirmed (Trend H1 Down)
2026-10-15 04:15 BUY ✗ LOSS 3 3 Counter-trend (Trend H1 Down)
2026-10-14 14:20 BUY ✗ LOSS 14 3 Counter-trend (Trend H1 Down)
2026-10-14 12:30 SELL ✗ LOSS 33 2 Counter-trend (Trend H1 Up)
2026-10-14 10:00 SELL ✗ LOSS 1 7 Confirmed (Trend H1 Down)
2026-10-14 07:55 SELL ✗ LOSS 6 7 Confirmed (Trend H1 Down)
2026-10-13 13:30 BUY ✓ WIN 30 1 Counter-trend (Trend H1 Down)
2026-10-13 10:15 BUY ✗ LOSS 14 3 Counter-trend (Trend H1 Down)
2026-10-12 11:30 SELL ✗ LOSS 14 5 Confirmed (Trend H1 Down)
2026-10-12 03:25 BUY ✓ WIN 76 4 Counter-trend (Trend H1 Down)
2026-10-09 15:05 SELL ✓ WIN 9 6 Confirmed (Trend H1 Down)
2026-10-09 01:25 BUY ✓ WIN 12 4 Counter-trend (Trend H1 Down)
2026-10-08 23:00 BUY ✗ LOSS 11 2 Counter-trend (Trend H1 Down)
2026-10-08 19:05 SELL ✓ WIN 11 4 Confirmed (Trend H1 Down)
2026-10-08 15:05 BUY ✗ LOSS 10 3 Counter-trend (Trend H1 Down)
2026-10-08 12:05 SELL ✗ LOSS 40 6 Confirmed (Trend H1 Down)
2026-10-08 10:00 SELL ✗ LOSS 3 7 Confirmed (Trend H1 Down)
2026-10-08 05:20 BUY ✓ WIN 26 1 Counter-trend (Trend H1 Down)
2026-10-08 02:50 BUY ✗ LOSS 2 5 Counter-trend (Trend H1 Down)
2026-10-07 04:40 SELL ✓ WIN 52 7 Confirmed (Trend H1 Down)
2026-10-06 09:00 SELL ✗ LOSS 5 6 Confirmed (Trend H1 Down)
2026-10-06 03:15 SELL ✗ LOSS 2 9 Confirmed (Trend H1 Down)
2026-10-05 16:45 SELL ✗ LOSS 16 6 Confirmed (Trend H1 Down)
2026-10-05 14:15 BUY ✗ LOSS 28 1 Counter-trend (Trend H1 Down)
2026-10-05 02:15 SELL ✗ LOSS 5 9 Confirmed (Trend H1 Down)
2026-10-02 16:45 BUY ✓ WIN 89 -1 Counter-trend (Trend H1 Down)

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Calculation methodology

All historical results are calculated using a single methodology.

Entry point close of the signal candle
Stop Loss entry ∓ 1.5 × ATR(14)
Take Profit entry ± 3.0 × ATR(14)
Observation horizon 100 bars
Same-bar TP & SL rule LOSS (conservative)
Timeout not counted in winrate
Signal deduplication minimum 20 bars between signals
Confidence interval Wilson, 95%

We publish statistics for all signals without exception - including unsuccessful ones. The absence of filtering by results is part of the methodology.

FAQ

What does winrate mean and why can it be below 50%?

Winrate is the share of signals where the price reached Take Profit before Stop Loss. With a Risk/Reward of 1:2, the breakeven point is at 33.3%, so a winrate below 50% is normal.

Why is the 95% confidence interval shown?

The 95% Wilson confidence interval shows the statistical uncertainty of the hit rate estimate for a given sample size. The more observations, the narrower the interval.

What is timeout?

Timeout is a situation where, within 100 bars, the price reached neither Take Profit nor Stop Loss. Such signals are not counted in winrate to avoid distorting the statistics.

Is this an investment recommendation?

No. All data is provided for informational purposes. AEMMtrader does not give investment recommendations.