Fast scan: up to 6 pairs processed concurrently. Signals appear during scanning, not only at the end. Results can still expire or become invalid as market prices change.

Progressive scanner displays qualifying results while remaining pairs are scanned. Quality intraday mode uses completed 5m entry candles and requires 15m setup agreement plus 1h and 4h trend alignment (minimum directional bias 0.25). Any failed or unavailable confirmation produces WAIT; signals expire 15 minutes after the scan. Futures can generate LONG and SHORT; Spot signals are LONG-only. Auto-scan refreshes every 5 minutes by default. Signal strength is a heuristic 0–100 setup score, not a calibrated probability of profit or a win rate. It must be validated against historical and forward paper-trading results. Futures funding/open-interest are passed into the intraday indicator analysis when the Binance endpoints return data; missing derivatives data is not treated as confirmation. News is not scored, and the event-risk gate still applies. Each pair requires candle requests for the selected timeframe(s) and their confirmation timeframe(s). Large all-pairs scans may take time; Binance rate limits are respected and a rate-limit error stops the scan safely.

Two exit models are compared: Full exit at TP1, and Managed (half off at TP1, stop to break-even, rest to TP2). Paper trades now use the managed model and candle-based checks. Use the first-half / second-half rows to spot overfitting.

P&L convention: Gross P&L = direction × (exit/current price − entry price) × quantity. Net P&L subtracts estimated opening and closing commissions plus configured slippage on both sides. The full estimated round-trip commission is reserved while a position is open; actual closing commission is incurred only when the position closes. Open and closed position tables show gross P&L, estimated fees and net P&L separately. Open a trade with “Paper trade this signal” in the signal panel or the Paper button in the scanner. Break-even stops use a fee-adjusted estimated price, not a guaranteed net-zero fill. Real market gaps, bid-ask spread, changing fees, funding, liquidation and connection delays can still cause a loss. The break-even history records activation and subsequent outcomes for new events. TP1, TP2 and TP3 are displayed with estimated net R:R. The candle-based paper manager checks completed 1-minute candles while this page is open; if the browser is closed or disconnected, simulated exits pause. Intrabar sequencing is approximated conservatively with stop-first handling. Stop gaps use the observed price when worse than the stop. Round-trip commissions use the selected Maker/Taker rates and slippage uses the configured per-side estimate; both are assumptions, not guaranteed execution costs. This paper simulator does not model historical funding payments, exchange maintenance margin, liquidation, partial fills, or tick-level execution; futures results are not an exchange-accurate simulation. Spot is long-only. A few paper trades prove nothing: validate on unseen historical data and forward paper trading before judging a strategy.