Filters
Hour of Day - P&L & Trade Count
Hour x Day of Week Heatmap (P&L)
MAE vs Profit (Stop Placement)
MFE vs Profit (Profit Left on Table)
Rolling 20-Trade Average P&L
Rolling 50-Trade Win Rate
Consecutive Win/Loss Streaks
No-Trade Filter Rules — Walk-Forward Validated (ES as market proxy)
Combination Filters — Walk-Forward Validated
Per-Strategy Filter Impact
Strategy-Specific Filter Discovery
Indicator Rankings (PF spread across quintiles)