ES_30m

E-mini S&P 500

537 positions from 605 log rows, 2026-07-31 14:50:38.513001 → 2026-10-16 15:15:07.783003. $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

-17.96R

Expectancy

-0.033R

Profit factor

0.77

Win rate excl. breakeven

72.6%

42.5% of all trades

Max drawdown

26.68R

Trades

537

Edge vs chance

p=0.090

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 80 0.0% -78.25R -0.978R
session_end 7 14.3% -1.38R -0.197R
trail 422 47.6% +47.20R +0.112R
target 28 92.9% +14.47R +0.517R
net -17.96R

Stop-outs went 0.080R in your favour on average before stopping, and 0 of 80 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: 0.056 points.

Scale-out

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

Reached the first target

12.7%

68 of 537 positions

Banked by the partials

+19.5R

+0.287R each, n=68

Runner legs, own R +19.2R +0.282R each
Runners that gave back 5 of 68
Runner exits trail:53 · target:10 · stop:5
Positions that scaled +0.285R n=68
Positions that never did -0.080R n=469

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 -17.96R -11.17R -6.79R
Gross profit +61.70R +30.44R +31.26R
Gross loss 79.66R 41.61R 38.05R
Profit factor 0.775 0.732 0.821
Max. drawdown 26.68R 14.13R 14.19R
Sharpe ratio? -0.073 -0.089 -0.057
Sortino ratio? -0.087 -0.105 -0.068
Ulcer index? 13.049 7.262 5.917
t statistic? -1.694 -1.433 -0.943
p value? 0.090 0.152 0.346
Total # of trades 537 261 276
Percent profitable? 42.5% 42.5% 42.4%
Win rate excl. breakeven? 72.6% 72.1% 73.1%
# of winning trades 228 111 117
# of losing trades 86 43 43
# of even trades 223 107 116
Avg. trade -0.033R -0.043R -0.025R
Avg. winning trade +0.271R +0.274R +0.267R
Avg. losing trade -0.926R -0.968R -0.885R
Ratio avg. win / avg. loss 0.292 0.283 0.302
Largest winning trade +1.17R +1.05R +1.17R
Largest losing trade -1.96R -1.96R -1.00R
Max. consec. winners 14 9 11
Max. consec. losers 3 3 3
Sessions traded? 66 65 63
Avg. trades per session 8.136 4.015 4.381
Avg. time in market 15.4 min 21.8 min 9.4 min
Profit per month? -7.10R -4.41R -2.69R
Max. time to recover? 27.17 days 24.17 days 19.18 days
Longest flat period? 38.09 days 42.12 days 38.31 days
Avg. MAE? 0.311R 0.310R 0.312R
Avg. MFE? 0.278R 0.272R 0.283R
Avg. ETD? 0.311R 0.313R 0.309R
Avg. entry efficiency? 57% 58% 57%
Avg. exit efficiency? 45% 45% 46%
Avg. total efficiency? 2% 2% 3%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
0 22 36.4% -4.07R -0.185R
1 29 37.9% +0.48R +0.017R
2 23 47.8% -0.60R -0.026R
3 24 37.5% -2.73R -0.114R
4 18 22.2% -0.77R -0.043R
5 23 34.8% -1.54R -0.067R
6 30 53.3% +3.08R +0.103R
7 25 52.0% +2.00R +0.080R
8 18 61.1% +1.35R +0.075R
9 33 39.4% -1.99R -0.060R
10 11 9.1% +0.52R +0.047R
11 26 34.6% -2.13R -0.082R
12 23 34.8% -0.59R -0.026R
13 19 26.3% -3.32R -0.175R
14 31 38.7% -3.22R -0.104R
15 33 54.5% -0.29R -0.009R
16 12 66.7% -0.54R -0.045R
17 7 14.3% -1.38R -0.197R
18 7 14.3% -2.86R -0.409R
19 34 47.1% -0.59R -0.017R
20 18 55.6% +0.50R +0.028R
21 27 40.7% -0.34R -0.013R
22 18 66.7% +1.79R +0.100R
23 26 46.2% -0.71R -0.027R

Day of week

Bucket n Win rate Total Avg
Mon 111 34.2% -5.01R -0.045R
Tue 113 41.6% -5.31R -0.047R
Wed 105 39.0% -12.98R -0.124R
Thu 103 48.5% +4.16R +0.040R
Fri 79 48.1% +1.88R +0.024R
Sun 26 53.8% -0.71R -0.027R

Session

Bucket n Win rate Total Avg
rth 146 36.3% -10.35R -0.071R
globex 391 44.8% -7.61R -0.019R

Direction

Bucket n Win rate Total Avg
long 261 42.5% -11.17R -0.043R
short 276 42.4% -6.79R -0.025R

Combo

Bucket n Win rate Total Avg
3-1-2_bull_reversal 23 21.7% -3.50R -0.152R
2-1-2_bear_reversal 66 42.4% -4.27R -0.065R
2-1-2_bull_continuation 63 41.3% -3.36R -0.053R
2-2_bear_reversal 122 42.6% -4.90R -0.040R
2-2_bull_reversal 102 46.1% -2.67R -0.026R
2-1-2_bull_reversal 73 45.2% -1.64R -0.022R
2-1-2_bear_continuation 66 40.9% -0.63R -0.010R
3-1-2_bear_reversal 22 45.5% +3.01R +0.137R

Continuity

Bucket n Win rate Total Avg
it does not 417 42.0% -16.04R -0.038R
continuity backs it 120 44.2% -1.92R -0.016R

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 2 0.4% +0.22R +0.22R +0.22R 0.00R 0.00R 0.00R 100.0% +0.112R +0.112R — +0.18R — 0.03R 0.12R 0.01R 75% 92% 67%
2026-08-03 6 1.1% -1.00R -0.78R +0.00R 1.00R 1.00R 1.00R 0.0% -0.167R — -1.000R — -1.00R 0.25R 0.07R 0.24R 59% 21% -20%
2026-08-04 7 1.3% +1.65R +0.87R +1.65R 0.00R 1.00R 1.00R 42.9% +0.235R +0.549R — +1.00R — 0.31R 0.45R 0.21R 60% 63% 24%
2026-08-05 14 2.6% -0.44R +0.43R +0.69R 1.13R 1.00R 1.00R 42.9% -0.031R +0.115R -0.564R +0.22R -1.00R 0.24R 0.12R 0.15R 63% 51% 14%
2026-08-06 9 1.7% +0.52R +0.95R +0.52R 0.00R 0.38R 1.00R 33.3% +0.057R +0.172R — +0.38R — 0.18R 0.17R 0.11R 70% 40% 9%
2026-08-07 8 1.5% -0.66R +0.29R +0.85R 1.52R 1.52R 1.52R 37.5% -0.083R +0.284R -0.758R +0.50R -1.00R 0.44R 0.22R 0.30R 41% 61% 3%
2026-08-09 4 0.7% +0.70R +0.99R +0.70R 0.00R 1.27R 1.52R 50.0% +0.176R +0.352R — +0.45R — 0.13R 0.54R 0.37R 83% 38% 22%
2026-08-10 10 1.9% -1.78R -0.79R +0.22R 2.00R 2.59R 2.59R 30.0% -0.178R +0.072R -1.000R +0.10R -1.00R 0.36R 0.15R 0.33R 51% 38% -11%
2026-08-11 12 2.2% -0.08R -0.87R +2.92R 3.00R 2.80R 2.80R 50.0% -0.007R +0.486R -1.000R +1.00R -1.00R 0.43R 0.37R 0.38R 53% 54% 6%
2026-08-12 9 1.7% -1.02R -1.90R +0.98R 2.00R 4.68R 4.68R 55.6% -0.114R +0.195R -1.000R +0.40R -1.00R 0.32R 0.24R 0.35R 62% 44% 6%
2026-08-13 10 1.9% +0.38R -1.52R +1.38R 1.00R 4.65R 4.68R 40.0% +0.038R +0.345R -1.000R +1.00R -1.00R 0.25R 0.28R 0.24R 55% 61% 17%
2026-08-14 5 0.9% +0.11R -1.41R +0.11R 0.00R 3.21R 4.68R 20.0% +0.022R +0.111R — +0.11R — 0.21R 0.24R 0.21R 60% 45% 5%
2026-08-16 1 0.2% -1.00R -2.41R +0.00R 1.00R 4.21R 4.68R 0.0% -1.000R — -1.000R — -1.00R 1.00R 0.17R 1.17R 14% 0% -86%
2026-08-17 11 2.0% +1.09R -1.31R +1.09R 0.00R 4.21R 4.68R 36.4% +0.099R +0.273R — +0.80R — 0.14R 0.27R 0.17R 71% 46% 17%
2026-08-18 12 2.2% -2.11R -3.42R +0.89R 3.00R 5.53R 5.53R 50.0% -0.176R +0.148R -1.000R +0.26R -1.00R 0.43R 0.22R 0.37R 48% 50% -2%
2026-08-19 9 1.7% -1.43R -4.85R +0.57R 2.00R 6.65R 6.65R 33.3% -0.159R +0.191R -1.000R +0.32R -1.00R 0.41R 0.28R 0.42R 55% 40% -4%
2026-08-20 9 1.7% +1.40R -3.46R +1.40R 0.00R 6.42R 6.65R 66.7% +0.155R +0.233R — +0.80R — 0.10R 0.39R 0.22R 74% 50% 24%
2026-08-21 8 1.5% +1.71R -1.74R +1.71R 0.00R 5.26R 6.65R 50.0% +0.214R +0.428R — +1.00R — 0.20R 0.35R 0.13R 59% 63% 22%
2026-08-23 3 0.6% +0.85R -0.90R +0.85R 0.00R 3.01R 6.65R 66.7% +0.282R +0.423R — +0.53R — 0.07R 0.50R 0.23R 88% 50% 38%
2026-08-24 10 1.9% +0.16R -0.74R +2.16R 2.00R 3.15R 6.65R 50.0% +0.016R +0.431R -1.000R +1.05R -1.00R 0.31R 0.32R 0.30R 58% 45% 3%
2026-08-25 12 2.2% -2.67R -3.42R +0.33R 3.00R 5.22R 6.65R 25.0% -0.223R +0.109R -1.000R +0.23R -1.00R 0.36R 0.18R 0.41R 49% 30% -20%
2026-08-26 11 2.0% -0.71R -4.13R +1.29R 2.00R 6.02R 6.65R 45.5% -0.065R +0.258R -1.000R +0.58R -1.00R 0.31R 0.31R 0.38R 63% 39% 2%
2026-08-27 10 1.9% +3.46R -0.66R +3.57R 0.11R 5.89R 6.65R 80.0% +0.346R +0.447R -0.109R +0.91R -0.11R 0.27R 0.56R 0.23R 62% 66% 29%
2026-08-28 6 1.1% -0.00R -0.67R +1.00R 1.00R 2.96R 6.65R 66.7% -0.000R +0.249R -1.000R +0.49R -1.00R 0.35R 0.40R 0.39R 62% 46% 8%
2026-08-30 3 0.6% +0.95R +0.28R +0.95R 0.00R 2.47R 6.65R 66.7% +0.317R +0.475R — +0.84R — 0.23R 0.42R 0.12R 64% 60% 25%
2026-08-31 10 1.9% +0.04R +0.32R +1.48R 1.44R 1.96R 6.65R 30.0% +0.004R +0.494R -0.722R +1.17R -1.00R 0.37R 0.39R 0.43R 53% 42% -5%
2026-09-01 10 1.9% -0.05R +0.27R +0.95R 1.00R 2.28R 6.65R 40.0% -0.005R +0.238R -1.000R +0.44R -1.00R 0.33R 0.24R 0.24R 47% 58% 6%
2026-09-02 8 1.5% +0.76R +1.03R +1.76R 1.00R 2.53R 6.65R 50.0% +0.095R +0.440R -1.000R +0.93R -1.00R 0.34R 0.58R 0.42R 64% 45% 10%
2026-09-03 11 2.0% +1.05R +2.08R +1.05R 0.00R 0.72R 6.65R 45.5% +0.096R +0.210R — +0.74R — 0.14R 0.21R 0.11R 72% 39% 11%
2026-09-04 7 1.3% +1.07R +3.15R +1.07R 0.00R 0.00R 6.65R 42.9% +0.153R +0.357R — +0.94R — 0.13R 0.39R 0.26R 72% 36% 8%
2026-09-06 2 0.4% -0.93R +2.23R +0.07R 1.00R 1.00R 6.65R 50.0% -0.464R +0.071R -1.000R +0.07R -1.00R 0.50R 0.07R 0.57R 50% 0% -50%
2026-09-07 9 1.7% +1.90R +4.12R +1.90R 0.00R 0.93R 6.65R 44.4% +0.211R +0.474R — +0.89R — 0.28R 0.48R 0.29R 61% 55% 16%
2026-09-08 14 2.6% -1.16R +2.96R +1.84R 3.00R 2.00R 6.65R 50.0% -0.083R +0.262R -1.000R +1.00R -1.00R 0.33R 0.29R 0.35R 57% 47% 4%
2026-09-09 7 1.3% -2.44R +0.52R +0.00R 2.44R 4.40R 6.65R 0.0% -0.348R — -0.812R — -1.00R 0.51R 0.14R 0.57R 42% 20% -38%
2026-09-10 9 1.7% -2.56R -2.04R +0.44R 3.00R 6.97R 6.97R 33.3% -0.285R +0.146R -1.000R +0.18R -1.00R 0.49R 0.24R 0.53R 43% 32% -25%
2026-09-11 8 1.5% -0.50R -2.54R +0.50R 1.00R 7.73R 7.73R 37.5% -0.063R +0.166R -1.000R +0.23R -1.00R 0.25R 0.24R 0.30R 59% 43% 2%
2026-09-13 2 0.4% +0.62R -1.92R +0.62R 0.00R 7.34R 7.73R 100.0% +0.312R +0.312R — +0.50R — 0.27R 0.57R 0.25R 75% 61% 36%
2026-09-14 10 1.9% +1.79R -0.13R +1.79R 0.00R 6.84R 7.73R 50.0% +0.179R +0.358R — +0.98R — 0.12R 0.30R 0.13R 63% 59% 22%
2026-09-15 8 1.5% +0.33R +0.20R +0.77R 0.44R 4.75R 7.73R 50.0% +0.041R +0.192R -0.438R +0.33R -0.44R 0.36R 0.28R 0.31R 51% 52% 3%
2026-09-16 10 1.9% -1.53R -1.33R +0.55R 2.09R 6.72R 7.73R 50.0% -0.153R +0.111R -0.696R +0.23R -1.00R 0.40R 0.19R 0.35R 50% 41% -9%
2026-09-17 8 1.5% -0.01R -1.34R +1.99R 2.00R 6.52R 7.73R 62.5% -0.002R +0.398R -1.000R +0.74R -1.00R 0.50R 0.44R 0.39R 49% 53% 2%
2026-09-18 5 0.9% -1.09R -2.44R +0.91R 2.00R 7.36R 7.73R 40.0% -0.218R +0.454R -1.000R +0.65R -1.00R 0.45R 0.40R 0.57R 61% 31% -9%
2026-09-20 2 0.4% +0.18R -2.26R +0.18R 0.00R 7.36R 7.73R 50.0% +0.088R +0.176R — +0.18R — 0.46R 0.22R 0.13R 30% 81% 11%
2026-09-21 8 1.5% -2.95R -5.21R +0.05R 3.00R 10.18R 10.18R 12.5% -0.369R +0.050R -1.000R +0.05R -1.00R 0.53R 0.15R 0.53R 36% 29% -35%
2026-09-22 10 1.9% -2.74R -7.95R +0.26R 3.00R 13.12R 13.12R 30.0% -0.274R +0.087R -1.000R +0.19R -1.00R 0.37R 0.20R 0.47R 56% 21% -23%
2026-09-23 8 1.5% -1.68R -9.63R +0.32R 2.00R 14.87R 14.87R 25.0% -0.210R +0.159R -1.000R +0.25R -1.00R 0.37R 0.20R 0.42R 43% 39% -18%
2026-09-24 7 1.3% +0.07R -9.57R +1.07R 1.00R 15.09R 15.09R 71.4% +0.009R +0.213R -1.000R +0.45R -1.00R 0.19R 0.38R 0.37R 77% 43% 20%
2026-09-25 6 1.1% +1.06R -8.50R +1.06R 0.00R 14.43R 15.09R 100.0% +0.177R +0.177R — +0.43R — 0.49R 0.34R 0.13R 47% 83% 30%
2026-09-27 4 0.7% -1.66R -10.16R +0.30R 1.96R 15.38R 15.38R 75.0% -0.414R +0.100R -1.957R +0.21R -1.96R 0.50R 0.14R 0.58R 69% 31% -0%
2026-09-28 10 1.9% -2.23R -12.39R +1.77R 4.00R 17.32R 17.32R 50.0% -0.223R +0.354R -1.000R +0.60R -1.00R 0.43R 0.33R 0.52R 59% 33% -8%
2026-09-29 10 1.9% +1.74R -10.65R +1.74R 0.00R 17.32R 17.32R 40.0% +0.174R +0.436R — +0.90R — 0.10R 0.32R 0.12R 66% 57% 23%
2026-09-30 11 2.0% -3.32R -13.97R +0.68R 4.00R 19.54R 19.54R 54.5% -0.302R +0.114R -1.000R +0.33R -1.00R 0.55R 0.17R 0.48R 37% 42% -21%
2026-10-01 9 1.7% -1.69R -15.66R +0.31R 2.00R 20.58R 20.58R 22.2% -0.188R +0.154R -1.000R +0.25R -1.00R 0.36R 0.18R 0.37R 44% 41% -14%
2026-10-02 7 1.3% +0.04R -15.61R +1.04R 1.00R 20.70R 20.70R 42.9% +0.006R +0.348R -1.000R +0.50R -1.00R 0.32R 0.29R 0.28R 59% 50% 10%
2026-10-04 2 0.4% +0.05R -15.57R +0.05R 0.00R 20.54R 20.70R 50.0% +0.024R +0.048R — +0.05R — 0.10R 0.09R 0.06R 67% 42% 8%
2026-10-05 14 2.6% -2.78R -18.35R +0.72R 3.50R 23.31R 23.31R 35.7% -0.199R +0.144R -0.875R +0.21R -1.00R 0.35R 0.16R 0.40R 52% 32% -16%
2026-10-06 11 2.0% -1.91R -20.25R +0.09R 2.00R 25.18R 25.18R 18.2% -0.173R +0.047R -1.000R +0.05R -1.00R 0.30R 0.17R 0.34R 50% 37% -13%
2026-10-07 12 2.2% -0.68R -20.93R +0.32R 1.00R 25.93R 25.93R 25.0% -0.056R +0.107R -1.000R +0.21R -1.00R 0.15R 0.20R 0.28R 72% 21% -7%
2026-10-08 9 1.7% +0.07R -20.86R +1.07R 1.00R 25.85R 25.93R 22.2% +0.008R +0.537R -1.000R +1.00R -1.00R 0.21R 0.27R 0.26R 62% 42% 4%
2026-10-09 9 1.7% -0.42R -21.28R +0.58R 1.00R 26.54R 26.54R 44.4% -0.047R +0.144R -1.000R +0.22R -1.00R 0.24R 0.21R 0.27R 61% 41% 2%
2026-10-11 3 0.6% -0.47R -21.75R +0.00R 0.47R 26.68R 26.68R 0.0% -0.158R — -0.475R — -0.47R 0.54R 0.21R 0.54R 31% 41% -28%
2026-10-12 13 2.4% +0.77R -20.99R +1.77R 1.00R 26.68R 26.68R 23.1% +0.059R +0.589R -1.000R +0.88R -1.00R 0.21R 0.30R 0.23R 59% 48% 8%
2026-10-13 7 1.3% +1.69R -19.30R +2.04R 0.35R 25.91R 26.68R 71.4% +0.242R +0.409R -0.353R +0.77R -0.35R 0.30R 0.47R 0.19R 55% 71% 26%
2026-10-14 6 1.1% -0.48R -19.78R +0.73R 1.22R 24.70R 26.68R 33.3% -0.081R +0.366R -0.608R +0.69R -1.00R 0.40R 0.27R 0.29R 51% 43% -6%
2026-10-15 12 2.2% +1.48R -18.30R +1.48R 0.00R 24.70R 26.68R 58.3% +0.124R +0.212R — +0.34R — 0.23R 0.34R 0.21R 64% 59% 23%
2026-10-16 8 1.5% +0.33R -17.96R +0.33R 0.00R 23.22R 26.68R 37.5% +0.042R +0.112R — +0.16R — 0.34R 0.19R 0.15R 43% 71% 13%