Seeking Advice to Improve Scalping Strategy (5min BTC/USDT) – 50% Win Rate, Need Better Profitability

Hey fellow traders, I’ve been working on a scalping strategy for BTC/USDT (5m timeframe) and would love some feedback to push it to the next level. Despite tweaking parameters endlessly, I’m stuck at a **50% win rate** (46 wins / 46 losses over a month) with a **1:2 risk/reward ratio**. Here’s the breakdown of my strategy – any suggestions to improve profitability? # Strategy Overview **Core Indicators**: 1. **VWAP + Neutral Zone**: * Trades are only taken if price breaks out of a "neutral zone" (VWAP ± 1.9x ATR). * Avoids choppy markets by waiting for a clear trend. 2. **RSI (6-period)**: * Overbought/Oversold levels at 70/30. * Additional "sentiment" scoring for strength (e.g., RSI at 68 → "High" but not overbought). 3. **MACD (13,24,9)**: * Uses crossovers for entries (non-repainting). * Bullish/Bearish sentiment based on MACD line vs. signal line. 4. **EMA Trend Filter (11 vs 21)**: * Trades only in the direction of the EMA trend (e.g., EMA11 > EMA21 → bullish). **Entry Logic**: * A **combined sentiment score** (RSI + MACD + EMA + MACD crossover) must exceed a minimum threshold (2.5). * Trades align with VWAP breakout direction (e.g., VWAP bullish + sentiment bullish → long). **Risk Management**: * **Stop Loss**: 1.2x ATR from entry. * **Take Profit**: 2x risk (1:2 r/R). * Trades only during European hours (9 AM – 10 PM Paris time). # Current Results * **Total Trades**: 92 (46W/46L). * **Win Rate**: 50% (but net profit is minimal due to fees/execution). * **Biggest Issue**: Even with a 1:2 r/R, the strategy barely breaks even. Any fresh perspectives or suggestion? **TL;DR**: Scalp strat with VWAP, RSI, MACD, and EMA gives 50% win rate but low profit. How to reduce losers or let winners run?