Not over here. First, you document the steps for a setup, then you run stats on a sufficient population of examples to produce a meaningful probability of P/L going forward in Your hands on Your charts. Would that resonate with the way you want to do things?
I think stats like that are dependent on the setup conditions, and these conditions change all the time. For example, perhaps a double bottom works because VWAP was also right there. Or perhaps the double bottom works because NQ hit a key level like 12000, so this made the ES bounce. But if these two conditions weren't there the next time, price would fall through the previous swing low. Most stats I've run have about a 40-60% win rate. For example. How often does the previous day low produce a nice reversal trade. (ie. I can go long at the previous day low with just a 5 point stop and get at least a 10 point profit). Any of these type of trades are a coin toss, and with a 1:2 risk to reward, the win rate is of course smaller. A 1:2 trade with a 50% win rate would be awesome! So I don't think it just comes down to pure stats. I think it comes down to watching how the market is moving, taking a trade when the market looks like it wants to turn at an area you think might be support, and then letting the chips fall where they may.
And if I may be so bold, or even rude, what you post goes in the category is being somewhat useless, at least to me. All your charts have zero trades and just a bunch of lines. Anything can happen anywhere and end up hitting some level. So none of it is helpful, and especially since no trades are discussed.
You have to be more specific about the types of stats you're collecting. I outlined what I think stats are, or rather, how I would collect. So maybe this is all wrong, but its all I know how to do. I'm not a coder or a stats guy, and hence why I'm drawn to price action. Also because I can see how pissed off I get when its moving against me, and I can see and feel these moves, and hence if my emotions are affected, I'm sure there is a way to monopolize this rather than have it be detrimental to me. (ie. to use the obvious emotions in the market to make money from it rather than it affecting me emotionally) And I gotta run for now... so will have to reply to further messages later tonight.
Optimally NA, when going into a trade with hard earned money on the line, what do you want to know about a setup?