Nice script.
One note. To calculate the Win Rate, you should use the close value of the candle, not the open, because the signal is given at the closing of the candle.
If you change line 119 to "float bidask = ubase ? (open+high+low)/3 : close" and use the option "Use Base Price?" as false, then the info box should give you result more close to reality.
capissimo
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@CoinDigger, thx for your comment, but i did it intentionally to rely on the data that is not mutable by the time i check it.