Initial Balance Test w/ 10% Volatilty Filter

Running a test of Initial Balance based on NY Open, for BFX :BTC/USD with 10% daily atr vola filter. Protected candles noted in both directions. Watching for break above or below 10% levels to gauge intraday market move and direction.

Daily ATR at time of post 1627; cme and 1602; bfx

Appreciate the risk.