Making a large number of trades when the odds of winning seem very low is not about making money from trading, but rather burning money for self-entertainment.

Review | The core reasons for the recent decline in contract win rates

Recently, the win rate of contract trading has noticeably decreased. After reviewing, I believe the key issue is not the failure of the system, but rather that the market environment has changed while my trading approach has not been adjusted accordingly.

The current market is gradually turning bearish, liquidity is decreasing, and the direct result is:
Significantly more false breakouts
Support/resistance levels frequently failing

But I still continue to use the breakout entry method, frequently entering in a low liquidity environment, which results in being repeatedly 'slapped in the face' by the market, with stop losses triggered and losses incurred back and forth.

In a phase where direction is unclear and liquidity is insufficient, the market is very likely to experience both long and short liquidations, and price chasing strategies are inherently at a disadvantage.

Based on this, the adjustments I made are:
From chasing breakouts → Waiting for pullback confirmation before entering
Using higher confirmation costs to exchange for lower false breakout risks
Strictly limiting the number of openings and the maximum loss ratio per day/period

The purpose of doing this is very simple:
To trade less and make fewer mistakes in a poor market, surviving is more important than making money.
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