Simulation JSON
{"start_time": 1753315200000, "end_time": 1760515200000, "window_size": 4, "pattern_id": "three_drop_then_rise", "pattern_name": "Three Drops Then Rise", "trades_executed": 22, "commission": 0.001, "short_term_return": 0.059126, "long_return": -0.339103, "short_return": 0.339103, "base_start_price": 3.4317, "base_end_price": 2.268, "window_candles": [{"time": 1753272000000, "open": 3.4504, "high": 3.4504, "low": 3.2204, "close": 3.3224}, {"time": 1753286400000, "open": 3.3224, "high": 3.3224, "low": 3.1597, "close": 3.1838}, {"time": 1753300800000, "open": 3.1838, "high": 3.2161, "low": 3.02, "close": 3.1838}, {"time": 1753315200000, "open": 3.1839, "high": 3.2373, "low": 3.15, "close": 3.192}], "context_before": [{"time": 1752940800000, "open": 3.4098, "high": 3.4594, "low": 3.4042, "close": 3.4317}, {"time": 1752955200000, "open": 3.4317, "high": 3.4445, "low": 3.38, "close": 3.4244}, {"time": 1752969600000, "open": 3.4243, "high": 3.4513, "low": 3.3856, "close": 3.4345}, {"time": 1752984000000, "open": 3.4345, "high": 3.4584, "low": 3.4022, "close": 3.4419}, {"time": 1752998400000, "open": 3.442, "high": 3.5352, "low": 3.4419, "close": 3.4987}, {"time": 1753012800000, "open": 3.4988, "high": 3.5466, "low": 3.4777, "close": 3.5183}, {"time": 1753027200000, "open": 3.5182, "high": 3.5579, "low": 3.483, "close": 3.5234}, {"time": 1753041600000, "open": 3.5235, "high": 3.5258, "low": 3.4038, "close": 3.454}, {"time": 1753056000000, "open": 3.4541, "high": 3.4897, "low": 3.4076, "close": 3.4785}, {"time": 1753070400000, "open": 3.4784, "high": 3.5809, "low": 3.4716, "close": 3.5663}, {"time": 1753084800000, "open": 3.5664, "high": 3.5797, "low": 3.5209, "close": 3.5329}, {"time": 1753099200000, "open": 3.5329, "high": 3.6495, "low": 3.4996, "close": 3.604}, {"time": 1753113600000, "open": 3.604, "high": 3.6239, "low": 3.527, "close": 3.5465}, {"time": 1753128000000, "open": 3.5465, "high": 3.575, "low": 3.5117, "close": 3.5495}, {"time": 1753142400000, "open": 3.5494, "high": 3.5744, "low": 3.4618, "close": 3.5007}, {"time": 1753156800000, "open": 3.5006, "high": 3.5034, "low": 3.4218, "close": 3.4762}, {"time": 1753171200000, "open": 3.4761, "high": 3.5225, "low": 3.4261, "close": 3.5198}, {"time": 1753185600000, "open": 3.5198, "high": 3.5371, "low": 3.4401, "close": 3.5076}, {"time": 1753200000000, "open": 3.5076, "high": 3.5787, "low": 3.4916, "close": 3.5177}, {"time": 1753214400000, "open": 3.5177, "high": 3.5541, "low": 3.513, "close": 3.5504}, {"time": 1753228800000, "open": 3.5504, "high": 3.5519, "low": 3.488, "close": 3.4915}, {"time": 1753243200000, "open": 3.4915, "high": 3.5107, "low": 3.4607, "close": 3.4678}, {"time": 1753257600000, "open": 3.4677, "high": 3.4755, "low": 3.4304, "close": 3.4504}, {"time": 1753272000000, "open": 3.4504, "high": 3.4504, "low": 3.2204, "close": 3.3224}, {"time": 1753286400000, "open": 3.3224, "high": 3.3224, "low": 3.1597, "close": 3.1838}, {"time": 1753300800000, "open": 3.1838, "high": 3.2161, "low": 3.02, "close": 3.1838}], "context_after": [{"time": 1760529600000, "open": 2.4928, "high": 2.5118, "low": 2.4237, "close": 2.4333}, {"time": 1760544000000, "open": 2.4333, "high": 2.4491, "low": 2.4022, "close": 2.4053}, {"time": 1760558400000, "open": 2.4054, "high": 2.4207, "low": 2.3754, "close": 2.4109}, {"time": 1760572800000, "open": 2.411, "high": 2.4354, "low": 2.3996, "close": 2.4182}, {"time": 1760587200000, "open": 2.4181, "high": 2.4333, "low": 2.3973, "close": 2.4104}, {"time": 1760601600000, "open": 2.4104, "high": 2.4573, "low": 2.3533, "close": 2.4524}, {"time": 1760616000000, "open": 2.4524, "high": 2.4665, "low": 2.3375, "close": 2.3554}, {"time": 1760630400000, "open": 2.3553, "high": 2.3989, "low": 2.3078, "close": 2.3271}, {"time": 1760644800000, "open": 2.3271, "high": 2.3361, "low": 2.2833, "close": 2.328}, {"time": 1760659200000, "open": 2.328, "high": 2.4, "low": 2.3199, "close": 2.3584}, {"time": 1760673600000, "open": 2.3584, "high": 2.36, "low": 2.2319, "close": 2.2391}, {"time": 1760688000000, "open": 2.2391, "high": 2.2967, "low": 2.1901, "close": 2.2831}, {"time": 1760702400000, "open": 2.2831, "high": 2.3049, "low": 2.254, "close": 2.268}], "trade_size": 1000.0, "comparison": [], "entry_context": {"time": 1753315200000, "price": 3.192, "trigger": "three_drop_then_rise", "orientation": "long", "summary": "Entry opened after 3 consecutive drops followed by the first bullish candle.", "notes": ["Entry price: 3.192", "Commission per side: 0.001", "Total trades: 22", "Win rate so far: 36.36%", "Mandatory post-entry hold: 5 bars", "Exit trigger: first drop after the mandatory hold period"]}, "exit_context": {"time": 1760515200000, "price": 2.4928, "trigger": "post_wait_drop", "summary": "Closed 22 trades; final exit reason: post_wait_drop. Aggregate return: 5.91%.", "notes": ["Last trade direction: long", "Bars held: 5", "Trade P&L: -0.38%", "Average trade return: 0.27%", "Average holding: 5.82 bars", "Exit mix: Post Wait Drop 22/22 (100.0%)", "Waited at least 5 bars before looking for a drop to exit."], "projections": {"trade_count": 22, "wins": 8, "losses": 14}}, "trades": [{"direction": "long", "entry_index": 26, "exit_index": 31, "entry_time": 1753315200000, "exit_time": 1753387200000, "entry_price": 3.192, "exit_price": 3.1453, "gross_return": -0.01463, "net_return": -0.01663, "bars_held": 5, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1753272000000, "open": 3.4504, "high": 3.4504, "low": 3.2204, "close": 3.3224}, {"time": 1753286400000, "open": 3.3224, "high": 3.3224, "low": 3.1597, "close": 3.1838}, {"time": 1753300800000, "open": 3.1838, "high": 3.2161, "low": 3.02, "close": 3.1838}, {"time": 1753315200000, "open": 3.1839, "high": 3.2373, "low": 3.15, "close": 3.192}], "exit_window": [{"time": 1753344000000, "open": 3.075, "high": 3.1788, "low": 3.055, "close": 3.1685}, {"time": 1753358400000, "open": 3.1684, "high": 3.2651, "low": 3.1185, "close": 3.2261}, {"time": 1753372800000, "open": 3.2261, "high": 3.2603, "low": 3.1686, "close": 3.2087}, {"time": 1753387200000, "open": 3.2087, "high": 3.2426, "low": 3.126, "close": 3.1453}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 76, "exit_index": 82, "entry_time": 1754035200000, "exit_time": 1754121600000, "entry_price": 2.9707, "exit_price": 2.9404, "gross_return": -0.0102, "net_return": -0.0122, "bars_held": 6, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1753992000000, "open": 3.0578, "high": 3.0675, "low": 3.0108, "close": 3.0224}, {"time": 1754006400000, "open": 3.0223, "high": 3.026, "low": 2.9292, "close": 2.9983}, {"time": 1754020800000, "open": 2.9982, "high": 2.9982, "low": 2.9351, "close": 2.9558}, {"time": 1754035200000, "open": 2.9558, "high": 2.9721, "low": 2.892, "close": 2.9707}], "exit_window": [{"time": 1754078400000, "open": 3.0142, "high": 3.029, "low": 2.8959, "close": 2.9613}, {"time": 1754092800000, "open": 2.9614, "high": 2.986, "low": 2.9478, "close": 2.9834}, {"time": 1754107200000, "open": 2.9834, "high": 3.0206, "low": 2.9456, "close": 2.9924}, {"time": 1754121600000, "open": 2.9924, "high": 3.0023, "low": 2.93, "close": 2.9404}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 86, "exit_index": 94, "entry_time": 1754179200000, "exit_time": 1754294400000, "entry_price": 2.8358, "exit_price": 2.9925, "gross_return": 0.055258, "net_return": 0.053258, "bars_held": 8, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1754136000000, "open": 2.9404, "high": 2.9466, "low": 2.822, "close": 2.83}, {"time": 1754150400000, "open": 2.83, "high": 2.8658, "low": 2.7418, "close": 2.7794}, {"time": 1754164800000, "open": 2.7793, "high": 2.8179, "low": 2.7387, "close": 2.7695}, {"time": 1754179200000, "open": 2.7695, "high": 2.8411, "low": 2.728, "close": 2.8358}], "exit_window": [{"time": 1754251200000, "open": 2.9163, "high": 2.9625, "low": 2.9015, "close": 2.948}, {"time": 1754265600000, "open": 2.9481, "high": 3.0312, "low": 2.9312, "close": 2.9983}, {"time": 1754280000000, "open": 2.9984, "high": 3.019, "low": 2.9661, "close": 3.0119}, {"time": 1754294400000, "open": 3.0119, "high": 3.0241, "low": 2.9767, "close": 2.9925}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 120, "exit_index": 125, "entry_time": 1754668800000, "exit_time": 1754740800000, "entry_price": 3.3389, "exit_price": 3.273, "gross_return": -0.019737, "net_return": -0.021737, "bars_held": 5, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1754625600000, "open": 3.3762, "high": 3.3825, "low": 3.3064, "close": 3.3558}, {"time": 1754640000000, "open": 3.3558, "high": 3.3606, "low": 3.3019, "close": 3.3364}, {"time": 1754654400000, "open": 3.3364, "high": 3.3726, "low": 3.2051, "close": 3.2216}, {"time": 1754668800000, "open": 3.2216, "high": 3.3404, "low": 3.22, "close": 3.3389}], "exit_window": [{"time": 1754697600000, "open": 3.2858, "high": 3.3141, "low": 3.2801, "close": 3.2911}, {"time": 1754712000000, "open": 3.2911, "high": 3.3348, "low": 3.288, "close": 3.3202}, {"time": 1754726400000, "open": 3.3201, "high": 3.3475, "low": 3.3044, "close": 3.309}, {"time": 1754740800000, "open": 3.309, "high": 3.3272, "low": 3.2461, "close": 3.273}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 140, "exit_index": 145, "entry_time": 1754956800000, "exit_time": 1755028800000, "entry_price": 3.1484, "exit_price": 3.2676, "gross_return": 0.037861, "net_return": 0.035861, "bars_held": 5, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1754913600000, "open": 3.215, "high": 3.2362, "low": 3.1774, "close": 3.209}, {"time": 1754928000000, "open": 3.209, "high": 3.229, "low": 3.1474, "close": 3.1491}, {"time": 1754942400000, "open": 3.1491, "high": 3.1707, "low": 3.1176, "close": 3.1295}, {"time": 1754956800000, "open": 3.1295, "high": 3.1765, "low": 3.1274, "close": 3.1484}], "exit_window": [{"time": 1754985600000, "open": 3.1558, "high": 3.1641, "low": 3.1041, "close": 3.1501}, {"time": 1755000000000, "open": 3.1501, "high": 3.2194, "low": 3.1422, "close": 3.2127}, {"time": 1755014400000, "open": 3.2128, "high": 3.2905, "low": 3.2052, "close": 3.2888}, {"time": 1755028800000, "open": 3.2888, "high": 3.3067, "low": 3.2573, "close": 3.2676}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 157, "exit_index": 166, "entry_time": 1755201600000, "exit_time": 1755331200000, "entry_price": 3.0792, "exit_price": 3.1044, "gross_return": 0.008184, "net_return": 0.006184, "bars_held": 9, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1755158400000, "open": 3.2554, "high": 3.2554, "low": 3.1994, "close": 3.2181}, {"time": 1755172800000, "open": 3.2181, "high": 3.2353, "low": 2.9915, "close": 3.0962}, {"time": 1755187200000, "open": 3.0962, "high": 3.0988, "low": 3.0426, "close": 3.0682}, {"time": 1755201600000, "open": 3.0681, "high": 3.0908, "low": 3.0295, "close": 3.0792}], "exit_window": [{"time": 1755288000000, "open": 3.0657, "high": 3.0988, "low": 3.0545, "close": 3.0779}, {"time": 1755302400000, "open": 3.0778, "high": 3.1146, "low": 3.0715, "close": 3.1086}, {"time": 1755316800000, "open": 3.1087, "high": 3.1259, "low": 3.0885, "close": 3.1232}, {"time": 1755331200000, "open": 3.1233, "high": 3.156, "low": 3.1029, "close": 3.1044}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 178, "exit_index": 185, "entry_time": 1755504000000, "exit_time": 1755604800000, "entry_price": 2.9644, "exit_price": 2.9296, "gross_return": -0.011739, "net_return": -0.013739, "bars_held": 7, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1755460800000, "open": 3.0887, "high": 3.1134, "low": 3.0855, "close": 3.0877}, {"time": 1755475200000, "open": 3.0877, "high": 3.0916, "low": 2.9669, "close": 2.9901}, {"time": 1755489600000, "open": 2.99, "high": 3.0052, "low": 2.9555, "close": 2.9639}, {"time": 1755504000000, "open": 2.9638, "high": 2.978, "low": 2.9404, "close": 2.9644}], "exit_window": [{"time": 1755561600000, "open": 3.0616, "high": 3.0808, "low": 2.984, "close": 2.9902}, {"time": 1755576000000, "open": 2.9902, "high": 3.0279, "low": 2.9731, "close": 3.0036}, {"time": 1755590400000, "open": 3.0036, "high": 3.0246, "low": 2.9909, "close": 3.0156}, {"time": 1755604800000, "open": 3.0156, "high": 3.038, "low": 2.9271, "close": 2.9296}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 201, "exit_index": 206, "entry_time": 1755835200000, "exit_time": 1755907200000, "entry_price": 2.8601, "exit_price": 2.9939, "gross_return": 0.046782, "net_return": 0.044782, "bars_held": 5, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1755792000000, "open": 2.8874, "high": 2.9193, "low": 2.8517, "close": 2.8682}, {"time": 1755806400000, "open": 2.8683, "high": 2.8885, "low": 2.8424, "close": 2.8519}, {"time": 1755820800000, "open": 2.8518, "high": 2.885, "low": 2.8226, "close": 2.8331}, {"time": 1755835200000, "open": 2.833, "high": 2.8747, "low": 2.8309, "close": 2.8601}], "exit_window": [{"time": 1755864000000, "open": 2.8056, "high": 3.0436, "low": 2.7826, "close": 3.0169}, {"time": 1755878400000, "open": 3.0169, "high": 3.1, "low": 3.0162, "close": 3.073}, {"time": 1755892800000, "open": 3.073, "high": 3.1056, "low": 3.0641, "close": 3.0744}, {"time": 1755907200000, "open": 3.0745, "high": 3.0749, "low": 2.9697, "close": 2.9939}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 220, "exit_index": 226, "entry_time": 1756108800000, "exit_time": 1756195200000, "entry_price": 2.9429, "exit_price": 2.9011, "gross_return": -0.014204, "net_return": -0.016204, "bars_held": 6, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1756065600000, "open": 3.0344, "high": 3.0474, "low": 2.987, "close": 3.0258}, {"time": 1756080000000, "open": 3.0259, "high": 3.0535, "low": 2.9736, "close": 3.0219}, {"time": 1756094400000, "open": 3.0219, "high": 3.0261, "low": 2.9301, "close": 2.9384}, {"time": 1756108800000, "open": 2.9385, "high": 2.9579, "low": 2.9193, "close": 2.9429}], "exit_window": [{"time": 1756152000000, "open": 2.8769, "high": 2.8944, "low": 2.8223, "close": 2.8584}, {"time": 1756166400000, "open": 2.8584, "high": 2.898, "low": 2.8459, "close": 2.885}, {"time": 1756180800000, "open": 2.885, "high": 2.935, "low": 2.885, "close": 2.9172}, {"time": 1756195200000, "open": 2.9171, "high": 2.9278, "low": 2.8904, "close": 2.9011}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 232, "exit_index": 239, "entry_time": 1756281600000, "exit_time": 1756382400000, "entry_price": 2.9984, "exit_price": 2.9817, "gross_return": -0.00557, "net_return": -0.00757, "bars_held": 7, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1756238400000, "open": 3.0606, "high": 3.0624, "low": 3.0032, "close": 3.0123}, {"time": 1756252800000, "open": 3.0123, "high": 3.014, "low": 2.9811, "close": 3.0043}, {"time": 1756267200000, "open": 3.0043, "high": 3.0279, "low": 2.9846, "close": 2.9934}, {"time": 1756281600000, "open": 2.9934, "high": 3.0235, "low": 2.9934, "close": 2.9984}], "exit_window": [{"time": 1756339200000, "open": 2.9688, "high": 2.9894, "low": 2.953, "close": 2.9819}, {"time": 1756353600000, "open": 2.982, "high": 3.0133, "low": 2.9771, "close": 3.0035}, {"time": 1756368000000, "open": 3.0035, "high": 3.0161, "low": 2.9919, "close": 3.0075}, {"time": 1756382400000, "open": 3.0076, "high": 3.0263, "low": 2.9706, "close": 2.9817}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 261, "exit_index": 267, "entry_time": 1756699200000, "exit_time": 1756785600000, "entry_price": 2.7943, "exit_price": 2.794, "gross_return": -0.000107, "net_return": -0.002107, "bars_held": 6, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1756656000000, "open": 2.8222, "high": 2.8223, "low": 2.7983, "close": 2.8002}, {"time": 1756670400000, "open": 2.8001, "high": 2.8173, "low": 2.7707, "close": 2.7757}, {"time": 1756684800000, "open": 2.7757, "high": 2.7793, "low": 2.7256, "close": 2.742}, {"time": 1756699200000, "open": 2.7421, "high": 2.7946, "low": 2.7014, "close": 2.7943}], "exit_window": [{"time": 1756742400000, "open": 2.7625, "high": 2.7746, "low": 2.7203, "close": 2.7735}, {"time": 1756756800000, "open": 2.7735, "high": 2.7758, "low": 2.6975, "close": 2.7589}, {"time": 1756771200000, "open": 2.7589, "high": 2.8014, "low": 2.7484, "close": 2.798}, {"time": 1756785600000, "open": 2.798, "high": 2.8159, "low": 2.7856, "close": 2.794}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 295, "exit_index": 300, "entry_time": 1757188800000, "exit_time": 1757260800000, "entry_price": 2.8098, "exit_price": 2.8627, "gross_return": 0.018827, "net_return": 0.016827, "bars_held": 5, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1757145600000, "open": 2.8204, "high": 2.8206, "low": 2.8011, "close": 2.8064}, {"time": 1757160000000, "open": 2.8064, "high": 2.8179, "low": 2.8005, "close": 2.8021}, {"time": 1757174400000, "open": 2.8021, "high": 2.808, "low": 2.7927, "close": 2.7944}, {"time": 1757188800000, "open": 2.7943, "high": 2.8127, "low": 2.7943, "close": 2.8098}], "exit_window": [{"time": 1757217600000, "open": 2.8223, "high": 2.8345, "low": 2.8175, "close": 2.8308}, {"time": 1757232000000, "open": 2.8308, "high": 2.8374, "low": 2.8257, "close": 2.8315}, {"time": 1757246400000, "open": 2.8316, "high": 2.9285, "low": 2.8289, "close": 2.9001}, {"time": 1757260800000, "open": 2.9002, "high": 2.9008, "low": 2.8507, "close": 2.8627}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 309, "exit_index": 316, "entry_time": 1757390400000, "exit_time": 1757491200000, "entry_price": 3.02, "exit_price": 2.971, "gross_return": -0.016225, "net_return": -0.018225, "bars_held": 7, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1757347200000, "open": 2.9856, "high": 2.9908, "low": 2.9614, "close": 2.9798}, {"time": 1757361600000, "open": 2.9799, "high": 2.9848, "low": 2.9546, "close": 2.9697}, {"time": 1757376000000, "open": 2.9698, "high": 2.9782, "low": 2.9337, "close": 2.9501}, {"time": 1757390400000, "open": 2.95, "high": 3.0277, "low": 2.9444, "close": 3.02}], "exit_window": [{"time": 1757448000000, "open": 2.9652, "high": 2.9685, "low": 2.9404, "close": 2.9474}, {"time": 1757462400000, "open": 2.9474, "high": 2.9641, "low": 2.9357, "close": 2.9625}, {"time": 1757476800000, "open": 2.9624, "high": 2.9812, "low": 2.9457, "close": 2.981}, {"time": 1757491200000, "open": 2.9811, "high": 2.9871, "low": 2.9603, "close": 2.971}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 342, "exit_index": 348, "entry_time": 1757865600000, "exit_time": 1757952000000, "entry_price": 3.038, "exit_price": 2.9883, "gross_return": -0.016359, "net_return": -0.018359, "bars_held": 6, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1757822400000, "open": 3.095, "high": 3.1085, "low": 3.0753, "close": 3.0841}, {"time": 1757836800000, "open": 3.0842, "high": 3.095, "low": 3.0542, "close": 3.059}, {"time": 1757851200000, "open": 3.0589, "high": 3.0663, "low": 3.0099, "close": 3.0314}, {"time": 1757865600000, "open": 3.0314, "high": 3.0595, "low": 3.0281, "close": 3.038}], "exit_window": [{"time": 1757908800000, "open": 3.0481, "high": 3.0669, "low": 3.0125, "close": 3.0232}, {"time": 1757923200000, "open": 3.0231, "high": 3.0241, "low": 2.9532, "close": 2.9994}, {"time": 1757937600000, "open": 2.9993, "high": 3.043, "low": 2.9843, "close": 3.0275}, {"time": 1757952000000, "open": 3.0275, "high": 3.0356, "low": 2.9838, "close": 2.9883}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 373, "exit_index": 378, "entry_time": 1758312000000, "exit_time": 1758384000000, "entry_price": 2.9901, "exit_price": 2.9744, "gross_return": -0.005251, "net_return": -0.007251, "bars_held": 5, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1758268800000, "open": 3.0381, "high": 3.0475, "low": 3.0223, "close": 3.0304}, {"time": 1758283200000, "open": 3.0305, "high": 3.0462, "low": 2.9887, "close": 3.0103}, {"time": 1758297600000, "open": 3.0103, "high": 3.017, "low": 2.9836, "close": 2.9862}, {"time": 1758312000000, "open": 2.9862, "high": 3.0007, "low": 2.9784, "close": 2.9901}], "exit_window": [{"time": 1758340800000, "open": 2.9915, "high": 3.0091, "low": 2.9873, "close": 3.0089}, {"time": 1758355200000, "open": 3.0088, "high": 3.0091, "low": 2.9745, "close": 2.9891}, {"time": 1758369600000, "open": 2.9892, "high": 2.9961, "low": 2.9652, "close": 2.9893}, {"time": 1758384000000, "open": 2.9893, "high": 2.9928, "low": 2.971, "close": 2.9744}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 388, "exit_index": 394, "entry_time": 1758528000000, "exit_time": 1758614400000, "entry_price": 2.8162, "exit_price": 2.8584, "gross_return": 0.014985, "net_return": 0.012985, "bars_held": 6, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1758484800000, "open": 2.9817, "high": 2.9927, "low": 2.9644, "close": 2.9701}, {"time": 1758499200000, "open": 2.9701, "high": 2.9755, "low": 2.8769, "close": 2.9038}, {"time": 1758513600000, "open": 2.9038, "high": 2.9066, "low": 2.6975, "close": 2.806}, {"time": 1758528000000, "open": 2.806, "high": 2.8239, "low": 2.7895, "close": 2.8162}], "exit_window": [{"time": 1758571200000, "open": 2.8344, "high": 2.8571, "low": 2.8146, "close": 2.8526}, {"time": 1758585600000, "open": 2.8525, "high": 2.8725, "low": 2.7991, "close": 2.8596}, {"time": 1758600000000, "open": 2.8597, "high": 2.8843, "low": 2.8356, "close": 2.8646}, {"time": 1758614400000, "open": 2.8646, "high": 2.8738, "low": 2.8494, "close": 2.8584}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 399, "exit_index": 404, "entry_time": 1758686400000, "exit_time": 1758758400000, "entry_price": 2.8736, "exit_price": 2.873, "gross_return": -0.000209, "net_return": -0.002209, "bars_held": 5, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1758643200000, "open": 2.8766, "high": 2.8964, "low": 2.8379, "close": 2.8532}, {"time": 1758657600000, "open": 2.8531, "high": 2.8599, "low": 2.8175, "close": 2.8247}, {"time": 1758672000000, "open": 2.8247, "high": 2.8431, "low": 2.8055, "close": 2.814}, {"time": 1758686400000, "open": 2.8139, "high": 2.8774, "low": 2.7883, "close": 2.8736}], "exit_window": [{"time": 1758715200000, "open": 2.8804, "high": 2.9511, "low": 2.8718, "close": 2.9404}, {"time": 1758729600000, "open": 2.9403, "high": 2.9955, "low": 2.9289, "close": 2.9773}, {"time": 1758744000000, "open": 2.9772, "high": 2.9796, "low": 2.9234, "close": 2.9257}, {"time": 1758758400000, "open": 2.9257, "high": 2.9446, "low": 2.87, "close": 2.873}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 438, "exit_index": 443, "entry_time": 1759248000000, "exit_time": 1759320000000, "entry_price": 2.8637, "exit_price": 2.9419, "gross_return": 0.027307, "net_return": 0.025307, "bars_held": 5, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1759204800000, "open": 2.8759, "high": 2.9077, "low": 2.872, "close": 2.874}, {"time": 1759219200000, "open": 2.874, "high": 2.8753, "low": 2.8341, "close": 2.8468}, {"time": 1759233600000, "open": 2.8468, "high": 2.8629, "low": 2.8132, "close": 2.8279}, {"time": 1759248000000, "open": 2.8279, "high": 2.8708, "low": 2.8174, "close": 2.8637}], "exit_window": [{"time": 1759276800000, "open": 2.8468, "high": 2.8597, "low": 2.8141, "close": 2.819}, {"time": 1759291200000, "open": 2.8191, "high": 2.8574, "low": 2.8163, "close": 2.854}, {"time": 1759305600000, "open": 2.8539, "high": 2.952, "low": 2.8517, "close": 2.9439}, {"time": 1759320000000, "open": 2.9439, "high": 2.9582, "low": 2.9269, "close": 2.9419}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 462, "exit_index": 467, "entry_time": 1759593600000, "exit_time": 1759665600000, "entry_price": 2.9501, "exit_price": 3.0128, "gross_return": 0.021254, "net_return": 0.019254, "bars_held": 5, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1759550400000, "open": 3.0234, "high": 3.0315, "low": 3.0145, "close": 3.018}, {"time": 1759564800000, "open": 3.0179, "high": 3.022, "low": 2.9828, "close": 2.9904}, {"time": 1759579200000, "open": 2.9904, "high": 3.0065, "low": 2.9409, "close": 2.9497}, {"time": 1759593600000, "open": 2.9497, "high": 2.9568, "low": 2.939, "close": 2.9501}], "exit_window": [{"time": 1759622400000, "open": 2.9685, "high": 3.0263, "low": 2.9555, "close": 3.0075}, {"time": 1759636800000, "open": 3.0075, "high": 3.0675, "low": 3.0049, "close": 3.0633}, {"time": 1759651200000, "open": 3.0633, "high": 3.0716, "low": 3.0011, "close": 3.022}, {"time": 1759665600000, "open": 3.022, "high": 3.0221, "low": 2.9856, "close": 3.0128}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 483, "exit_index": 488, "entry_time": 1759896000000, "exit_time": 1759968000000, "entry_price": 2.858, "exit_price": 2.8443, "gross_return": -0.004794, "net_return": -0.006794, "bars_held": 5, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1759852800000, "open": 2.8847, "high": 2.904, "low": 2.8489, "close": 2.8568}, {"time": 1759867200000, "open": 2.8569, "high": 2.8816, "low": 2.8497, "close": 2.852}, {"time": 1759881600000, "open": 2.8521, "high": 2.8792, "low": 2.8374, "close": 2.8464}, {"time": 1759896000000, "open": 2.8465, "high": 2.8641, "low": 2.8303, "close": 2.858}], "exit_window": [{"time": 1759924800000, "open": 2.8761, "high": 2.8937, "low": 2.8517, "close": 2.866}, {"time": 1759939200000, "open": 2.8661, "high": 2.9248, "low": 2.8627, "close": 2.9093}, {"time": 1759953600000, "open": 2.9093, "high": 2.9119, "low": 2.8763, "close": 2.8797}, {"time": 1759968000000, "open": 2.8797, "high": 2.8801, "low": 2.8244, "close": 2.8443}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 500, "exit_index": 505, "entry_time": 1760140800000, "exit_time": 1760212800000, "entry_price": 2.3974, "exit_price": 2.3819, "gross_return": -0.006465, "net_return": -0.008465, "bars_held": 5, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1760097600000, "open": 2.8187, "high": 2.8372, "low": 2.7131, "close": 2.7417}, {"time": 1760112000000, "open": 2.7417, "high": 2.7647, "low": 2.6356, "close": 2.6768}, {"time": 1760126400000, "open": 2.6768, "high": 2.698, "low": 1.2543, "close": 2.3704}, {"time": 1760140800000, "open": 2.3704, "high": 2.459, "low": 2.3, "close": 2.3974}], "exit_window": [{"time": 1760169600000, "open": 2.4115, "high": 2.5061, "low": 2.3993, "close": 2.4773}, {"time": 1760184000000, "open": 2.4772, "high": 2.487, "low": 2.4152, "close": 2.4783}, {"time": 1760198400000, "open": 2.4783, "high": 2.4928, "low": 2.383, "close": 2.4097}, {"time": 1760212800000, "open": 2.4096, "high": 2.4118, "low": 2.3228, "close": 2.3819}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}, {"direction": "long", "entry_index": 521, "exit_index": 526, "entry_time": 1760443200000, "exit_time": 1760515200000, "entry_price": 2.4974, "exit_price": 2.4928, "gross_return": -0.001842, "net_return": -0.003842, "bars_held": 5, "entry_pattern": "three_drop_then_rise", "exit_reason": "post_wait_drop", "entry_window": [{"time": 1760400000000, "open": 2.6052, "high": 2.6208, "low": 2.55, "close": 2.5606}, {"time": 1760414400000, "open": 2.5605, "high": 2.5655, "low": 2.4178, "close": 2.4524}, {"time": 1760428800000, "open": 2.4524, "high": 2.4753, "low": 2.412, "close": 2.4517}, {"time": 1760443200000, "open": 2.4518, "high": 2.4991, "low": 2.3888, "close": 2.4974}], "exit_window": [{"time": 1760472000000, "open": 2.4837, "high": 2.5127, "low": 2.4751, "close": 2.5033}, {"time": 1760486400000, "open": 2.5033, "high": 2.526, "low": 2.4795, "close": 2.4881}, {"time": 1760500800000, "open": 2.4881, "high": 2.5094, "low": 2.4794, "close": 2.507}, {"time": 1760515200000, "open": 2.5069, "high": 2.5475, "low": 2.4775, "close": 2.4928}], "entry_signal_strength": 3, "exit_signal_strength": null, "commission_used": 0.001}], "analysis": {"trade_count": 22, "wins": 8, "losses": 14, "win_rate": 0.3636, "total_return": 0.059126, "avg_return": 0.002688, "avg_bars": 5.82, "max_win": 0.053258, "max_loss": -0.021737, "pattern_window": 4, "bullish_streak_required": null, "exit_reason_counts": {"post_wait_drop": 22}, "exit_reason_shares": {"post_wait_drop": 1.0}, "pattern_id": "three_drop_then_rise", "pattern_name": "Three Drops Then Rise", "drop_streak_required": 3, "post_entry_wait_bars": 5, "commission_per_side": 0.001, "exit_rule": "first_drop_after_wait", "first_entry_index": 26, "last_exit_index": 526, "series_start_index": 0}, "pattern_metadata": {"pattern_id": "three_drop_then_rise", "pattern_name": "Three Drops Then Rise", "pattern_window": 4, "trade_count": 22, "win_rate": 0.3636, "total_return": 0.059126, "avg_return": 0.002688, "avg_bars": 5.82, "first_trade_time": 1753315200000, "last_trade_time": 1760515200000, "exit_reason_counts": {"post_wait_drop": 22}, "exit_reason_shares": {"post_wait_drop": 1.0}, "drop_streak_required": 3, "post_entry_wait_bars": 5, "exit_rule": "first_drop_after_wait", "commission_per_side": 0.001}}