this is about an intraday system.
I try to determine if at entry bar, the day range (H - L) as a % of average H -L range over latest 4 days, has an influence on losing / winning trades of my system. I'm not interested in profit correlation, but number of winning / losing trades.
So for exemple, lets say the distribution of intraday losing trades is as such, distributed on current day range in relation to average day range over 4 latest days:
10% : 5 losing trades / 7 winning trades
20% : 10 losing trades / 21 winning trades
30% : 14 losing trades / 34 winning trades
40% : 16 losing trades / 21 winning trades
50% : 20 losing trades / 13 winning trades
60% : 13 losing trades / 19 winning trades
70% : 19 losing trades / 12 winning trades
80% : 22 losing trades / 33 winning trades
90% : 32 losing trades / 3 winning trades
100% : 12 losing trades / 45 winning trades
110% : 15 losing trades / 23 winning trades
..... etc etc (this is purely theorical data, not real data)
Is there any statistical method that would be able to determine if there is any correlation between range % and amount of loosing and winning trades?