ES_15m

E-mini S&P 500

1,158 positions from 1,346 log rows, 2026-07-31 09:41:08.639001 → 2026-10-16 14:56:55.563002. $50/point. 2 contracts per position: one to the first target, one on the trail. Every dollar is net of $2.50 commission per contract per side.

← All instances

Net profit

-46.85R

Expectancy

-0.040R

Profit factor

0.74

Win rate excl. breakeven

71.8%

43.1% of all trades

Max drawdown

52.07R

Trades

1,158

Edge vs chance

p=0.002

Cumulative net profit

per closed position, in order

Realized only — there is no open-position mark on this page, because the bot owns the tape.

Drawdown from peak

P&L per trade

Chronological. The shape of the ride, not the destination.

P&L distribution

Every trade, sorted. How steep the left tail is against how wide the right one is.

R distribution

Trade count per R bucket — always in R, whatever the display toggle says.

Winning vs losing

Scratches are their own slice — a flat trade is not evidence either way.

P&L per hour of day

Exit hour, Eastern. Hover for the trade count behind each bar.

P&L per day of week

Thin samples early on — read the trade count before the bar.

MAE vs MFE

Heat taken (x) against best unrealized (y), both in R, one point per position. Losers clustered against the left edge means they were rejected immediately rather than given back; losers high up the y axis means winners were handed back and the exit is the problem.

Where the P&L comes from

The engine has exactly three ways out. On the fast instances the stops erase everything the targets and the trail make, and that ratio is the most actionable number here.

Exit n Win rate Total Avg
stop 182 0.0% -176.10R -0.968R
session_end 4 0.0% -1.01R -0.252R
trail 892 47.9% +96.59R +0.108R
target 80 90.0% +33.67R +0.421R
net -46.85R

Stop-outs went 0.064R in your favour on average before stopping, and 0 of 182 had been up more than +0.25R first. So these are immediate rejections, not winners handed back — the trail is not what to change. Average slippage on a stop: 0.036 points.

Scale-out

The one panel counted in LEGS rather than positions, because that is what it is about.

Reached the first target

16.2%

188 of 1,158 positions

Banked by the partials

+43.6R

+0.232R each, n=188

Runner legs, own R +40.1R +0.213R each
Runners that gave back 11 of 188
Runner exits trail:156 · target:21 · stop:11
Positions that scaled +0.223R n=188
Positions that never did -0.091R n=970

The last two rows are partly definitional — reaching the first target IS the trade going your way — so it is the SIZE of the gap that carries information, not its sign.

Summary (R)

Dollar rows are net of commission.
Performance All trades Long trades Short trades
Total net profit -46.85R -29.83R -17.02R
Gross profit +130.77R +62.43R +68.34R
Gross loss 177.62R 92.26R 85.36R
Profit factor 0.736 0.677 0.801
Max. drawdown 52.07R 30.01R 25.77R
Sharpe ratio? -0.089 -0.114 -0.065
Sortino ratio? -0.104 -0.131 -0.077
Ulcer index? 30.348 17.944 13.940
t statistic? -3.045 -2.742 -1.563
p value? 0.002 0.006 0.118
Total # of trades 1,158 577 581
Percent profitable? 43.1% 42.8% 43.4%
Win rate excl. breakeven? 71.8% 70.4% 73.3%
# of winning trades 499 247 252
# of losing trades 196 104 92
# of even trades 463 226 237
Avg. trade -0.040R -0.052R -0.029R
Avg. winning trade +0.262R +0.253R +0.271R
Avg. losing trade -0.906R -0.887R -0.928R
Ratio avg. win / avg. loss 0.289 0.285 0.292
Largest winning trade +1.21R +1.06R +1.21R
Largest losing trade -1.00R -1.00R -1.00R
Max. consec. winners 17 17 13
Max. consec. losers 5 4 3
Sessions traded? 66 66 66
Avg. trades per session 17.545 8.742 8.803
Avg. time in market 10.8 min 10.7 min 10.9 min
Profit per month? -18.47R -11.77R -6.71R
Max. time to recover? 0.0 hrs 6.37 days 10.10 days
Longest flat period? 77.22 days 70.76 days 63.54 days
Avg. MAE? 0.307R 0.317R 0.297R
Avg. MFE? 0.283R 0.272R 0.295R
Avg. ETD? 0.325R 0.328R 0.322R
Avg. entry efficiency? 60% 58% 61%
Avg. exit efficiency? 42% 42% 42%
Avg. total efficiency? 2% 1% 2%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
0 47 38.3% -9.78R -0.208R
1 48 33.3% -1.81R -0.038R
2 53 56.6% +2.35R +0.044R
3 65 52.3% -0.73R -0.011R
4 53 43.4% -2.06R -0.039R
5 53 41.5% +1.23R +0.023R
6 44 47.7% -0.12R -0.003R
7 54 44.4% -1.91R -0.035R
8 38 44.7% -3.59R -0.094R
9 47 36.2% -3.00R -0.064R
10 51 43.1% +2.85R +0.056R
11 46 34.8% -2.36R -0.051R
12 56 35.7% -8.21R -0.147R
13 57 45.6% -0.35R -0.006R
14 52 38.5% -2.86R -0.055R
15 44 40.9% +0.96R +0.022R
16 48 43.8% -1.72R -0.036R
17 4 0.0% -1.01R -0.252R
18 43 48.8% +1.90R +0.044R
19 58 41.4% -2.38R -0.041R
20 42 50.0% -2.01R -0.048R
21 59 39.0% -5.53R -0.094R
22 43 51.2% -2.49R -0.058R
23 53 43.4% -4.23R -0.080R

Day of week

Bucket n Win rate Total Avg
Mon 237 38.4% -8.65R -0.036R
Tue 233 44.2% -10.06R -0.043R
Wed 228 46.1% -9.95R -0.044R
Thu 242 47.1% +6.26R +0.026R
Fri 165 38.8% -14.00R -0.085R
Sun 53 41.5% -10.44R -0.197R

Session

Bucket n Win rate Total Avg
globex 849 44.3% -35.28R -0.042R
rth 309 39.8% -11.56R -0.037R

Direction

Bucket n Win rate Total Avg
long 577 42.8% -29.83R -0.052R
short 581 43.4% -17.02R -0.029R

Combo

Bucket n Win rate Total Avg
2-1-2_bull_reversal 132 37.9% -9.38R -0.071R
2-2_bull_reversal 234 43.2% -16.07R -0.069R
2-1-2_bear_reversal 155 38.7% -9.22R -0.059R
3-1-2_bear_reversal 48 45.8% -2.61R -0.054R
2-1-2_bull_continuation 150 46.0% -3.81R -0.025R
2-1-2_bear_continuation 116 46.6% -2.28R -0.020R
2-2_bear_reversal 262 44.3% -2.92R -0.011R
3-1-2_bull_reversal 61 44.3% -0.58R -0.009R

Continuity

Bucket n Win rate Total Avg
it does not 938 42.8% -44.26R -0.047R
continuity backs it 220 44.5% -2.59R -0.012R

Analysis (R)

66 daily rows · cumulative columns run across the whole window
Period # % trade Net Cum. net Gross profit Gross loss Max DD Cum. max DD % win Avg Avg win Avg loss Lrg win Lrg loss MAE MFE ETD Entry eff Exit eff Total eff
2026-07-31 7 0.6% -0.80R -0.80R +0.20R 1.00R 1.00R 1.00R 28.6% -0.114R +0.100R -1.000R +0.11R -1.00R 0.22R 0.18R 0.29R 60% 34% -6%
2026-08-03 18 1.6% -0.84R -1.64R +2.16R 3.00R 2.80R 2.80R 44.4% -0.047R +0.270R -1.000R +1.00R -1.00R 0.33R 0.24R 0.28R 60% 47% 7%
2026-08-04 22 1.9% -2.91R -4.55R +2.09R 5.00R 5.67R 5.67R 45.5% -0.132R +0.209R -1.000R +0.49R -1.00R 0.37R 0.23R 0.36R 57% 48% 5%
2026-08-05 23 2.0% +1.52R -3.03R +3.52R 2.00R 4.55R 5.67R 56.5% +0.066R +0.270R -1.000R +0.57R -1.00R 0.20R 0.29R 0.22R 71% 54% 25%
2026-08-06 25 2.2% -0.77R -3.80R +3.29R 4.06R 4.87R 5.67R 44.0% -0.031R +0.299R -0.812R +1.00R -1.00R 0.27R 0.22R 0.26R 57% 57% 14%
2026-08-07 16 1.4% -2.94R -6.75R +1.06R 4.00R 6.75R 6.75R 37.5% -0.184R +0.176R -1.000R +0.33R -1.00R 0.38R 0.19R 0.37R 46% 45% -10%
2026-08-09 5 0.4% -1.88R -8.62R +0.12R 2.00R 8.75R 8.75R 20.0% -0.375R +0.125R -1.000R +0.12R -1.00R 0.46R 0.16R 0.54R 50% 32% -18%
2026-08-10 21 1.8% -1.31R -9.94R +1.69R 3.00R 10.05R 10.05R 38.1% -0.063R +0.211R -1.000R +0.38R -1.00R 0.36R 0.25R 0.32R 49% 51% 1%
2026-08-11 21 1.8% +1.35R -8.58R +2.35R 1.00R 9.74R 10.05R 42.9% +0.064R +0.261R -1.000R +0.50R -1.00R 0.21R 0.31R 0.24R 65% 48% 13%
2026-08-12 29 2.5% +2.29R -6.29R +3.43R 1.14R 9.44R 10.05R 51.7% +0.079R +0.229R -0.380R +1.00R -1.00R 0.17R 0.26R 0.18R 61% 56% 17%
2026-08-13 20 1.7% +1.30R -4.99R +2.30R 1.00R 6.29R 10.05R 35.0% +0.065R +0.329R -1.000R +0.90R -1.00R 0.23R 0.23R 0.17R 70% 47% 17%
2026-08-14 19 1.6% -1.27R -6.27R +1.73R 3.00R 6.52R 10.05R 42.1% -0.067R +0.216R -1.000R +0.50R -1.00R 0.22R 0.22R 0.28R 62% 47% 9%
2026-08-16 5 0.4% -1.63R -7.90R +0.37R 2.00R 7.90R 10.05R 40.0% -0.327R +0.183R -1.000R +0.20R -1.00R 0.42R 0.26R 0.59R 56% 27% -17%
2026-08-17 17 1.5% -0.60R -8.50R +0.40R 1.00R 8.50R 10.05R 17.6% -0.035R +0.134R -1.000R +0.17R -1.00R 0.27R 0.19R 0.22R 55% 43% -2%
2026-08-18 21 1.8% -1.30R -9.79R +1.77R 3.07R 9.79R 10.05R 23.8% -0.062R +0.354R -0.767R +1.00R -1.00R 0.26R 0.20R 0.26R 56% 41% -2%
2026-08-19 16 1.4% -1.48R -11.28R +0.52R 2.00R 11.40R 11.40R 31.2% -0.093R +0.104R -1.000R +0.23R -1.00R 0.22R 0.20R 0.30R 62% 31% -7%
2026-08-20 23 2.0% +1.67R -9.60R +3.72R 2.05R 10.28R 11.40R 34.8% +0.073R +0.465R -0.682R +1.02R -1.00R 0.24R 0.35R 0.28R 66% 41% 8%
2026-08-21 13 1.1% -2.11R -11.71R +1.89R 4.00R 11.71R 11.71R 38.5% -0.162R +0.378R -1.000R +1.00R -1.00R 0.49R 0.30R 0.47R 48% 38% -14%
2026-08-23 7 0.6% -0.50R -12.21R +0.50R 1.00R 12.39R 12.39R 28.6% -0.071R +0.251R -1.000R +0.32R -1.00R 0.17R 0.28R 0.36R 82% 20% 2%
2026-08-24 25 2.2% -0.25R -12.46R +3.75R 4.00R 13.48R 13.48R 48.0% -0.010R +0.313R -1.000R +0.91R -1.00R 0.28R 0.32R 0.32R 65% 37% 2%
2026-08-25 23 2.0% -0.17R -12.63R +1.83R 2.00R 13.44R 13.48R 52.2% -0.007R +0.152R -1.000R +0.44R -1.00R 0.29R 0.28R 0.29R 60% 45% 4%
2026-08-26 22 1.9% -1.07R -13.70R +2.93R 4.00R 15.78R 15.78R 45.5% -0.049R +0.293R -1.000R +0.84R -1.00R 0.31R 0.30R 0.35R 62% 41% 3%
2026-08-27 22 1.9% -0.01R -13.71R +2.44R 2.45R 13.81R 15.78R 50.0% -0.000R +0.222R -0.817R +1.00R -1.00R 0.25R 0.27R 0.29R 62% 44% 5%
2026-08-28 15 1.3% -1.03R -14.74R +1.97R 3.00R 15.34R 15.78R 40.0% -0.069R +0.328R -1.000R +0.95R -1.00R 0.36R 0.22R 0.29R 49% 48% -3%
2026-08-30 5 0.4% -1.40R -16.15R +0.60R 2.00R 16.15R 16.15R 40.0% -0.281R +0.298R -1.000R +0.50R -1.00R 0.46R 0.26R 0.54R 48% 31% -21%
2026-08-31 24 2.1% -0.67R -16.82R +1.27R 1.95R 17.15R 17.15R 29.2% -0.028R +0.182R -0.649R +0.47R -1.00R 0.31R 0.24R 0.30R 58% 38% -5%
2026-09-01 19 1.6% +1.16R -15.67R +4.16R 3.00R 17.02R 17.15R 68.4% +0.061R +0.320R -1.000R +0.94R -1.00R 0.33R 0.40R 0.34R 64% 45% 9%
2026-09-02 21 1.8% -4.84R -20.51R +2.19R 7.03R 20.51R 20.51R 42.9% -0.230R +0.243R -0.879R +0.71R -1.00R 0.45R 0.26R 0.48R 45% 36% -19%
2026-09-03 22 1.9% +3.17R -17.34R +3.17R 0.00R 20.51R 20.51R 63.6% +0.144R +0.226R — +0.87R — 0.24R 0.40R 0.23R 65% 55% 20%
2026-09-04 14 1.2% -0.99R -18.33R +2.01R 3.00R 19.34R 20.51R 42.9% -0.071R +0.334R -1.000R +0.85R -1.00R 0.48R 0.30R 0.36R 51% 42% -7%
2026-09-06 5 0.4% -2.19R -20.52R +0.81R 3.00R 20.60R 20.60R 40.0% -0.438R +0.405R -1.000R +0.73R -1.00R 0.88R 0.31R 0.76R 23% 31% -46%
2026-09-07 18 1.6% -2.50R -23.02R +0.95R 3.45R 23.72R 23.72R 38.9% -0.139R +0.136R -0.863R +0.53R -1.00R 0.30R 0.22R 0.35R 62% 29% -9%
2026-09-08 21 1.8% -1.06R -24.08R +1.94R 3.00R 25.02R 25.02R 47.6% -0.050R +0.194R -1.000R +0.81R -1.00R 0.29R 0.25R 0.29R 65% 37% 2%
2026-09-09 20 1.7% +0.27R -23.81R +3.27R 3.00R 24.60R 25.02R 55.0% +0.013R +0.297R -1.000R +0.66R -1.00R 0.26R 0.32R 0.33R 64% 39% 3%
2026-09-10 23 2.0% +1.52R -22.29R +5.52R 4.00R 24.74R 25.02R 60.9% +0.066R +0.394R -1.000R +0.91R -1.00R 0.31R 0.46R 0.37R 63% 48% 12%
2026-09-11 14 1.2% -0.84R -23.13R +1.16R 2.00R 23.27R 25.02R 28.6% -0.060R +0.289R -1.000R +0.96R -1.00R 0.26R 0.21R 0.28R 62% 34% -5%
2026-09-13 5 0.4% +1.11R -22.02R +1.11R 0.00R 23.13R 25.02R 60.0% +0.223R +0.372R — +0.59R — 0.25R 0.52R 0.22R 72% 52% 24%
2026-09-14 25 2.2% -2.57R -24.59R +2.43R 5.00R 24.59R 25.02R 40.0% -0.103R +0.243R -1.000R +0.73R -1.00R 0.29R 0.28R 0.38R 68% 25% -7%
2026-09-15 22 1.9% -2.93R -27.51R +1.52R 4.45R 28.60R 28.60R 45.5% -0.133R +0.152R -0.890R +0.46R -1.00R 0.30R 0.23R 0.39R 63% 30% -7%
2026-09-16 23 2.0% -0.50R -28.02R +1.97R 2.47R 28.02R 28.60R 43.5% -0.022R +0.197R -0.824R +0.80R -1.00R 0.23R 0.25R 0.28R 65% 39% 4%
2026-09-17 20 1.7% -0.16R -28.18R +3.84R 4.00R 29.60R 29.60R 50.0% -0.008R +0.384R -1.000R +1.06R -1.00R 0.34R 0.36R 0.37R 56% 48% 4%
2026-09-18 15 1.3% -2.03R -30.21R +0.99R 3.02R 31.01R 31.01R 26.7% -0.135R +0.249R -0.755R +0.47R -1.00R 0.39R 0.22R 0.34R 48% 46% -7%
2026-09-20 4 0.3% -1.90R -32.11R +0.10R 2.00R 32.11R 32.11R 25.0% -0.475R +0.100R -1.000R +0.10R -1.00R 0.50R 0.12R 0.62R 54% 0% -46%
2026-09-21 23 2.0% -6.45R -38.56R +1.00R 7.45R 38.56R 38.56R 21.7% -0.281R +0.199R -0.931R +0.33R -1.00R 0.48R 0.23R 0.52R 43% 30% -26%
2026-09-22 22 1.9% -1.99R -40.55R +2.01R 4.00R 40.55R 40.55R 27.3% -0.091R +0.335R -1.000R +0.81R -1.00R 0.26R 0.24R 0.34R 62% 34% -4%
2026-09-23 16 1.4% -2.46R -43.01R +1.54R 4.00R 43.01R 43.01R 43.8% -0.154R +0.221R -1.000R +0.57R -1.00R 0.47R 0.32R 0.44R 48% 43% -9%
2026-09-24 17 1.5% -1.02R -44.03R +1.98R 3.00R 45.31R 45.31R 52.9% -0.060R +0.220R -1.000R +0.47R -1.00R 0.27R 0.29R 0.35R 70% 32% 1%
2026-09-25 8 0.7% -0.94R -44.97R +0.06R 1.00R 45.03R 45.31R 12.5% -0.118R +0.058R -1.000R +0.06R -1.00R 0.17R 0.13R 0.25R 63% 34% -3%
2026-09-27 6 0.5% -0.86R -45.83R +1.14R 2.00R 46.11R 46.11R 66.7% -0.144R +0.285R -1.000R +0.47R -1.00R 0.56R 0.46R 0.58R 46% 44% -10%
2026-09-28 18 1.6% +1.10R -44.73R +2.32R 1.22R 46.74R 46.74R 50.0% +0.061R +0.258R -0.611R +0.89R -1.00R 0.27R 0.33R 0.27R 67% 43% 10%
2026-09-29 20 1.7% -4.25R -48.99R +1.19R 5.44R 49.42R 49.42R 30.0% -0.213R +0.198R -0.778R +0.43R -1.00R 0.47R 0.26R 0.55R 50% 28% -22%
2026-09-30 19 1.6% +0.90R -48.09R +2.04R 1.15R 48.99R 49.42R 52.6% +0.047R +0.204R -0.382R +0.48R -1.00R 0.30R 0.33R 0.30R 63% 43% 6%
2026-10-01 20 1.7% +0.06R -48.03R +2.06R 2.00R 49.70R 49.70R 30.0% +0.003R +0.344R -1.000R +0.88R -1.00R 0.30R 0.31R 0.27R 59% 49% 7%
2026-10-02 16 1.4% +1.08R -46.95R +2.08R 1.00R 48.19R 49.70R 62.5% +0.067R +0.208R -1.000R +0.54R -1.00R 0.27R 0.28R 0.22R 55% 62% 17%
2026-10-04 7 0.6% -0.40R -47.35R +1.60R 2.00R 47.35R 49.70R 57.1% -0.057R +0.401R -1.000R +0.71R -1.00R 0.35R 0.43R 0.53R 57% 39% -4%
2026-10-05 24 2.1% +0.80R -46.55R +1.80R 1.00R 47.29R 49.70R 45.8% +0.033R +0.164R -1.000R +0.47R -1.00R 0.17R 0.29R 0.26R 73% 34% 6%
2026-10-06 20 1.7% -0.67R -47.22R +3.33R 4.00R 47.85R 49.70R 40.0% -0.034R +0.416R -1.000R +0.98R -1.00R 0.36R 0.33R 0.38R 54% 47% 1%
2026-10-07 20 1.7% -1.86R -49.08R +2.14R 4.00R 49.90R 49.90R 45.0% -0.093R +0.238R -1.000R +0.88R -1.00R 0.41R 0.28R 0.38R 45% 48% -6%
2026-10-08 24 2.1% -0.15R -49.23R +1.85R 2.00R 49.98R 49.98R 45.8% -0.006R +0.168R -1.000R +0.27R -1.00R 0.31R 0.27R 0.26R 58% 49% 7%
2026-10-09 14 1.2% -2.04R -51.27R +0.96R 3.00R 51.47R 51.47R 42.9% -0.146R +0.160R -1.000R +0.35R -1.00R 0.42R 0.29R 0.43R 52% 41% -8%
2026-10-11 4 0.3% -0.80R -52.07R +0.20R 1.00R 52.07R 52.07R 25.0% -0.200R +0.200R -1.000R +0.20R -1.00R 0.39R 0.29R 0.49R 59% 24% -17%
2026-10-12 24 2.1% +4.65R -47.42R +6.13R 1.48R 52.07R 52.07R 45.8% +0.194R +0.557R -0.740R +1.06R -1.00R 0.30R 0.44R 0.26R 65% 52% 17%
2026-10-13 22 1.9% +2.71R -44.71R +3.71R 1.00R 47.24R 52.07R 63.6% +0.123R +0.265R -1.000R +1.21R -1.00R 0.26R 0.41R 0.27R 65% 54% 19%
2026-10-14 19 1.6% -2.71R -47.43R +2.00R 4.72R 48.27R 52.07R 31.6% -0.143R +0.334R -0.674R +0.56R -1.00R 0.43R 0.26R 0.39R 45% 41% -13%
2026-10-15 26 2.2% +0.65R -46.78R +3.67R 3.02R 48.43R 52.07R 50.0% +0.025R +0.282R -0.756R +0.75R -1.00R 0.19R 0.30R 0.29R 74% 35% 8%
2026-10-16 14 1.2% -0.07R -46.85R +0.93R 1.00R 47.08R 52.07R 42.9% -0.005R +0.154R -1.000R +0.29R -1.00R 0.21R 0.24R 0.25R 70% 35% 5%