ES_5m

E-mini S&P 500

3,614 positions from 4,314 log rows, 2026-07-31 09:39:53.862001 → 2026-10-16 16:54:16.852001. $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

-181.49R

Expectancy

-0.050R

Profit factor

0.70

Win rate excl. breakeven

69.8%

41.6% of all trades

Max drawdown

187.80R

Trades

3,614

Edge vs chance

p=0.000

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 626 0.0% -601.07R -0.960R
session_end 2 0.0% -0.85R -0.426R
trail 2,569 43.9% +235.13R +0.092R
target 417 90.4% +185.30R +0.444R
net -181.49R

Stop-outs went 0.050R in your favour on average before stopping, and 1 of 626 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: 0.044 points.

Scale-out

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

Reached the first target

19.4%

700 of 3,614 positions

Banked by the partials

+165.0R

+0.236R each, n=700

Runner legs, own R +121.2R +0.173R each
Runners that gave back 60 of 700
Runner exits trail:530 · target:115 · stop:55
Positions that scaled +0.204R n=700
Positions that never did -0.111R n=2,914

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 -181.49R -90.64R -90.85R
Gross profit +423.97R +212.27R +211.70R
Gross loss 605.45R 302.91R 302.54R
Profit factor 0.700 0.701 0.700
Max. drawdown 187.80R 97.59R 97.04R
Sharpe ratio? -0.106 -0.106 -0.106
Sortino ratio? -0.123 -0.123 -0.123
Ulcer index? 95.054 49.526 50.043
t statistic? -6.362 -4.503 -4.494
p value? 0.000 0.000 0.000
Total # of trades 3,614 1,806 1,808
Percent profitable? 41.6% 40.9% 42.3%
Win rate excl. breakeven? 69.8% 69.4% 70.1%
# of winning trades 1,504 739 765
# of losing trades 652 326 326
# of even trades 1,458 741 717
Avg. trade -0.050R -0.050R -0.050R
Avg. winning trade +0.282R +0.287R +0.277R
Avg. losing trade -0.929R -0.929R -0.928R
Ratio avg. win / avg. loss 0.304 0.309 0.298
Largest winning trade +1.50R +1.21R +1.50R
Largest losing trade -3.56R -2.60R -3.56R
Max. consec. winners 20 16 14
Max. consec. losers 6 5 6
Sessions traded? 67 67 66
Avg. trades per session 53.940 26.955 27.394
Avg. time in market 3.0 min 2.1 min 3.9 min
Profit per month? -71.47R -35.71R -35.77R
Max. time to recover? 3.76 days 4.43 days 6.14 days
Longest flat period? 67.49 days 71.47 days 66.91 days
Avg. MAE? 0.332R 0.330R 0.334R
Avg. MFE? 0.298R 0.299R 0.297R
Avg. ETD? 0.354R 0.357R 0.351R
Avg. entry efficiency? 59% 59% 59%
Avg. exit efficiency? 41% 40% 41%
Avg. total efficiency? -1% -1% -0%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
0 173 41.0% -13.15R -0.076R
1 144 47.2% -6.75R -0.047R
2 167 49.1% -3.30R -0.020R
3 152 54.6% -2.46R -0.016R
4 160 41.9% -3.93R -0.025R
5 164 43.3% -6.70R -0.041R
6 159 44.7% -8.04R -0.051R
7 161 46.6% +2.02R +0.013R
8 155 49.0% -2.53R -0.016R
9 167 41.3% -7.14R -0.043R
10 143 36.4% -2.99R -0.021R
11 148 42.6% -8.89R -0.060R
12 151 29.8% -13.22R -0.088R
13 145 35.9% -8.85R -0.061R
14 141 36.9% -14.08R -0.100R
15 175 38.9% -8.72R -0.050R
16 138 34.1% -14.83R -0.107R
17 2 0.0% -0.85R -0.426R
18 144 38.2% -12.39R -0.086R
19 181 40.3% -10.27R -0.057R
20 169 45.6% -11.98R -0.071R
21 146 40.4% -8.04R -0.055R
22 171 39.2% -8.41R -0.049R
23 158 38.6% -6.00R -0.038R

Day of week

Bucket n Win rate Total Avg
Mon 737 41.1% -49.97R -0.068R
Tue 776 41.6% -37.48R -0.048R
Wed 689 41.4% -25.31R -0.037R
Thu 682 41.1% -44.53R -0.065R
Fri 556 42.1% -19.81R -0.036R
Sun 174 45.4% -4.38R -0.025R

Session

Bucket n Win rate Total Avg
rth 944 37.4% -57.76R -0.061R
globex 2,670 43.1% -123.72R -0.046R

Direction

Bucket n Win rate Total Avg
short 1,808 42.3% -90.85R -0.050R
long 1,806 40.9% -90.64R -0.050R

Combo

Bucket n Win rate Total Avg
2-1-2_bull_reversal 468 41.7% -28.80R -0.062R
3-1-2_bull_reversal 159 39.0% -9.76R -0.061R
2-2_bull_reversal 740 38.5% -44.27R -0.060R
2-1-2_bear_continuation 447 41.8% -25.48R -0.057R
2-2_bear_reversal 745 41.2% -39.24R -0.053R
2-1-2_bear_reversal 465 43.2% -21.83R -0.047R
3-1-2_bear_reversal 151 46.4% -4.29R -0.028R
2-1-2_bull_continuation 439 44.9% -7.81R -0.018R

Continuity

Bucket n Win rate Total Avg
it does not 2,959 41.1% -160.62R -0.054R
continuity backs it 655 44.1% -20.87R -0.032R

Analysis (R)

67 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 19 0.5% +0.03R +0.03R +1.03R 1.00R 1.00R 1.00R 21.1% +0.002R +0.258R -1.000R +0.50R -1.00R 0.26R 0.24R 0.24R 58% 47% 5%
2026-08-02 1 0.0% -1.00R -0.97R +0.00R 1.00R 1.19R 1.19R 0.0% -1.000R — -1.000R — -1.00R 1.33R 0.67R 1.67R 33% 17% -50%
2026-08-03 71 2.0% +0.64R -0.33R +9.64R 9.00R 3.65R 3.65R 50.7% +0.009R +0.268R -1.000R +1.00R -1.00R 0.27R 0.28R 0.27R 63% 53% 17%
2026-08-04 71 2.0% +0.38R +0.05R +10.38R 10.00R 4.55R 4.55R 50.7% +0.005R +0.288R -1.000R +1.00R -1.00R 0.29R 0.24R 0.23R 58% 59% 17%
2026-08-05 63 1.7% +1.97R +2.02R +8.97R 7.00R 1.88R 4.55R 50.8% +0.031R +0.280R -1.000R +1.00R -1.00R 0.28R 0.28R 0.24R 59% 58% 17%
2026-08-06 69 1.9% -4.17R -2.15R +10.57R 14.74R 7.93R 7.93R 37.7% -0.060R +0.407R -1.053R +1.00R -2.60R 0.36R 0.28R 0.34R 56% 47% 4%
2026-08-07 41 1.1% +5.39R +3.25R +7.39R 2.00R 7.03R 7.93R 61.0% +0.132R +0.296R -1.000R +1.00R -1.00R 0.23R 0.33R 0.20R 66% 59% 24%
2026-08-09 20 0.6% +1.87R +5.12R +5.07R 3.20R 3.45R 7.93R 70.0% +0.094R +0.362R -0.800R +1.00R -1.00R 0.34R 0.32R 0.23R 58% 68% 26%
2026-08-10 67 1.9% -2.60R +2.52R +9.48R 12.08R 4.96R 7.93R 41.8% -0.039R +0.339R -0.929R +1.00R -1.00R 0.34R 0.27R 0.31R 53% 54% 7%
2026-08-11 68 1.9% -2.78R -0.25R +7.22R 10.00R 8.93R 8.93R 44.1% -0.041R +0.241R -1.000R +1.00R -1.00R 0.29R 0.25R 0.29R 60% 51% 12%
2026-08-12 71 2.0% -5.30R -5.55R +5.92R 11.22R 12.37R 12.37R 28.2% -0.075R +0.296R -0.863R +1.00R -1.00R 0.29R 0.21R 0.28R 56% 44% 0%
2026-08-13 66 1.8% -4.77R -10.33R +7.23R 12.00R 18.72R 18.72R 34.8% -0.072R +0.314R -1.000R +1.00R -1.00R 0.38R 0.23R 0.30R 49% 53% 2%
2026-08-14 45 1.2% -2.25R -12.58R +4.75R 7.00R 20.06R 20.06R 35.6% -0.050R +0.297R -1.000R +1.00R -1.00R 0.34R 0.24R 0.29R 55% 52% 6%
2026-08-16 21 0.6% +0.69R -11.88R +3.69R 3.00R 18.77R 20.06R 52.4% +0.033R +0.336R -1.000R +1.00R -1.00R 0.40R 0.31R 0.27R 49% 62% 12%
2026-08-17 72 2.0% -4.71R -16.60R +9.66R 14.38R 24.00R 24.00R 37.5% -0.065R +0.358R -0.958R +1.00R -1.25R 0.35R 0.28R 0.35R 57% 43% 1%
2026-08-18 68 1.9% -6.02R -22.62R +6.98R 13.00R 29.00R 29.00R 39.7% -0.089R +0.258R -1.000R +1.06R -1.00R 0.32R 0.25R 0.34R 58% 43% 1%
2026-08-19 60 1.7% +0.76R -21.86R +6.76R 6.00R 29.56R 29.56R 36.7% +0.013R +0.307R -1.000R +1.00R -1.00R 0.27R 0.33R 0.30R 67% 39% 6%
2026-08-20 64 1.8% -7.76R -29.62R +3.21R 10.97R 36.35R 36.35R 34.4% -0.121R +0.146R -0.844R +0.50R -1.00R 0.33R 0.22R 0.37R 58% 33% -9%
2026-08-21 56 1.5% -0.98R -30.60R +5.02R 6.00R 37.97R 37.97R 41.1% -0.017R +0.218R -1.000R +1.00R -1.00R 0.31R 0.31R 0.33R 61% 39% -0%
2026-08-23 14 0.4% -1.55R -32.15R +1.45R 3.00R 38.46R 38.46R 50.0% -0.110R +0.208R -1.000R +0.67R -1.00R 0.37R 0.27R 0.41R 54% 38% -8%
2026-08-24 64 1.8% -4.31R -36.45R +7.22R 11.53R 43.54R 43.54R 35.9% -0.067R +0.314R -0.823R +0.80R -1.00R 0.36R 0.34R 0.42R 59% 36% -4%
2026-08-25 65 1.8% -1.60R -38.06R +8.84R 10.44R 46.54R 46.54R 52.3% -0.025R +0.260R -0.949R +0.92R -1.00R 0.33R 0.33R 0.36R 60% 41% 1%
2026-08-26 67 1.9% +0.38R -37.68R +11.33R 10.95R 46.93R 46.93R 49.3% +0.006R +0.343R -0.912R +1.00R -1.00R 0.37R 0.39R 0.38R 59% 42% 1%
2026-08-27 63 1.7% -5.45R -43.13R +8.55R 14.00R 52.05R 52.05R 44.4% -0.086R +0.305R -1.000R +1.00R -1.00R 0.42R 0.33R 0.42R 53% 39% -8%
2026-08-28 51 1.4% -2.70R -45.83R +9.73R 12.43R 53.20R 53.20R 47.1% -0.053R +0.405R -0.956R +1.00R -1.00R 0.38R 0.36R 0.41R 53% 44% -2%
2026-08-30 17 0.5% +0.55R -45.28R +1.67R 1.12R 52.27R 53.20R 23.5% +0.032R +0.418R -0.562R +1.00R -1.00R 0.24R 0.29R 0.24R 62% 42% 3%
2026-08-31 63 1.7% -9.07R -54.35R +5.85R 14.92R 60.66R 60.66R 25.4% -0.144R +0.366R -0.933R +1.00R -1.00R 0.39R 0.25R 0.42R 54% 32% -14%
2026-09-01 69 1.9% -2.16R -56.51R +7.84R 10.00R 62.82R 62.82R 37.7% -0.031R +0.302R -1.000R +1.00R -1.00R 0.29R 0.30R 0.33R 64% 37% 1%
2026-09-02 67 1.9% -11.00R -67.51R +6.43R 17.43R 73.82R 73.82R 35.8% -0.164R +0.268R -0.968R +1.17R -1.00R 0.41R 0.29R 0.46R 52% 33% -15%
2026-09-03 68 1.9% -3.40R -70.91R +4.85R 8.25R 78.51R 78.51R 33.8% -0.050R +0.211R -0.917R +0.83R -1.00R 0.31R 0.31R 0.36R 60% 36% -4%
2026-09-04 50 1.4% -7.89R -78.79R +3.11R 11.00R 85.11R 85.11R 30.0% -0.158R +0.208R -1.000R +0.80R -1.00R 0.39R 0.25R 0.41R 51% 36% -13%
2026-09-06 15 0.4% +1.17R -77.62R +3.59R 2.42R 86.02R 86.02R 60.0% +0.078R +0.399R -0.806R +1.00R -1.00R 0.36R 0.43R 0.40R 64% 40% 4%
2026-09-07 57 1.6% -3.87R -81.49R +10.13R 14.00R 91.38R 91.38R 42.1% -0.068R +0.422R -1.000R +1.00R -1.00R 0.36R 0.37R 0.40R 61% 36% -3%
2026-09-08 66 1.8% -3.11R -84.60R +6.32R 9.43R 91.64R 91.64R 37.9% -0.047R +0.253R -0.943R +1.18R -1.00R 0.34R 0.28R 0.32R 58% 42% 0%
2026-09-09 66 1.8% -0.75R -85.34R +8.67R 9.42R 92.48R 92.48R 48.5% -0.011R +0.271R -0.942R +1.10R -1.00R 0.30R 0.36R 0.37R 64% 37% 2%
2026-09-10 63 1.7% -5.12R -90.46R +9.06R 14.18R 97.33R 97.33R 49.2% -0.081R +0.292R -0.834R +1.00R -1.00R 0.37R 0.35R 0.42R 57% 39% -5%
2026-09-11 51 1.4% +3.02R -87.44R +7.42R 4.40R 96.65R 97.33R 47.1% +0.059R +0.309R -0.733R +1.00R -1.00R 0.34R 0.33R 0.31R 55% 50% 5%
2026-09-13 17 0.5% -1.40R -88.84R +1.60R 3.00R 96.45R 97.33R 41.2% -0.082R +0.229R -1.000R +1.00R -1.00R 0.32R 0.25R 0.35R 59% 37% -4%
2026-09-14 65 1.8% -3.15R -91.99R +9.64R 12.79R 98.30R 98.30R 43.1% -0.048R +0.344R -0.914R +1.00R -1.38R 0.37R 0.34R 0.41R 58% 38% -4%
2026-09-15 76 2.1% -2.70R -94.69R +8.67R 11.37R 101.96R 101.96R 43.4% -0.036R +0.263R -0.812R +1.08R -1.00R 0.31R 0.34R 0.39R 62% 36% -3%
2026-09-16 60 1.7% +2.80R -91.88R +9.08R 6.28R 102.44R 102.44R 45.0% +0.047R +0.336R -0.697R +1.00R -1.00R 0.26R 0.35R 0.32R 63% 43% 6%
2026-09-17 64 1.8% +3.31R -88.57R +9.31R 6.00R 98.20R 102.44R 43.8% +0.052R +0.333R -1.000R +1.04R -1.00R 0.26R 0.36R 0.32R 66% 39% 6%
2026-09-18 50 1.4% +0.22R -88.35R +7.12R 6.89R 96.19R 102.44R 46.0% +0.004R +0.309R -0.862R +1.00R -1.00R 0.32R 0.34R 0.34R 61% 43% 4%
2026-09-20 17 0.5% +1.90R -86.45R +1.90R 0.00R 94.28R 102.44R 41.2% +0.112R +0.271R — +0.41R — 0.17R 0.32R 0.24R 78% 38% 17%
2026-09-21 72 2.0% -1.37R -87.82R +11.44R 12.82R 95.59R 102.44R 51.4% -0.019R +0.309R -0.855R +1.00R -1.00R 0.35R 0.35R 0.39R 57% 44% 1%
2026-09-22 70 1.9% -7.02R -94.84R +8.89R 15.91R 101.77R 102.44R 35.7% -0.100R +0.356R -0.936R +1.17R -1.00R 0.39R 0.31R 0.42R 57% 32% -10%
2026-09-23 55 1.5% -2.47R -97.31R +6.97R 9.44R 104.37R 104.37R 45.5% -0.045R +0.279R -0.944R +0.90R -1.00R 0.29R 0.34R 0.38R 66% 35% 1%
2026-09-24 43 1.2% -2.24R -99.55R +3.24R 5.48R 105.86R 105.86R 46.5% -0.052R +0.162R -0.913R +0.50R -1.00R 0.25R 0.27R 0.32R 68% 32% 1%
2026-09-25 41 1.1% -5.72R -105.26R +3.67R 9.39R 111.58R 111.58R 34.1% -0.139R +0.262R -0.854R +0.54R -1.00R 0.45R 0.32R 0.48R 52% 36% -12%
2026-09-27 16 0.4% -0.36R -105.62R +1.64R 2.00R 112.87R 112.87R 37.5% -0.022R +0.274R -1.000R +0.46R -1.00R 0.30R 0.34R 0.36R 66% 37% 3%
2026-09-28 64 1.8% -3.03R -108.65R +7.38R 10.42R 116.03R 116.03R 45.3% -0.047R +0.255R -0.947R +1.00R -1.00R 0.34R 0.30R 0.35R 63% 37% -0%
2026-09-29 70 1.9% +0.38R -108.27R +9.38R 9.00R 115.10R 116.03R 42.9% +0.005R +0.313R -1.000R +1.17R -1.00R 0.32R 0.32R 0.32R 60% 43% 3%
2026-09-30 56 1.5% -5.94R -114.21R +2.32R 8.26R 120.89R 120.89R 28.6% -0.106R +0.145R -0.826R +0.48R -1.00R 0.29R 0.23R 0.34R 60% 30% -10%
2026-10-01 56 1.5% -2.88R -117.09R +4.66R 7.53R 123.40R 123.40R 42.9% -0.051R +0.194R -0.837R +0.59R -1.00R 0.29R 0.27R 0.31R 62% 41% 2%
2026-10-02 50 1.4% -2.96R -120.04R +5.05R 8.01R 126.73R 126.73R 38.0% -0.059R +0.266R -0.801R +1.21R -1.00R 0.32R 0.27R 0.33R 59% 39% -2%
2026-10-04 15 0.4% -2.36R -122.41R +1.64R 4.00R 129.00R 129.00R 40.0% -0.158R +0.273R -1.000R +0.56R -1.00R 0.43R 0.31R 0.46R 49% 40% -11%
2026-10-05 69 1.9% -6.06R -128.46R +5.94R 12.00R 134.78R 134.78R 46.4% -0.088R +0.186R -1.000R +0.67R -1.00R 0.32R 0.28R 0.38R 61% 34% -6%
2026-10-06 77 2.1% -6.35R -134.81R +6.69R 13.05R 141.13R 141.13R 36.4% -0.082R +0.239R -0.870R +0.96R -1.00R 0.36R 0.29R 0.40R 57% 35% -9%
2026-10-07 70 1.9% -3.13R -137.94R +7.25R 10.38R 145.58R 145.58R 47.1% -0.045R +0.220R -0.865R +0.75R -1.00R 0.33R 0.29R 0.38R 61% 35% -4%
2026-10-08 64 1.8% -5.43R -143.38R +7.67R 13.10R 149.89R 149.89R 48.4% -0.085R +0.247R -0.936R +1.06R -1.00R 0.35R 0.30R 0.37R 58% 37% -5%
2026-10-09 51 1.4% -4.15R -147.53R +7.29R 11.44R 153.84R 153.84R 52.9% -0.081R +0.270R -0.954R +1.00R -1.00R 0.40R 0.32R 0.41R 56% 38% -6%
2026-10-11 21 0.6% -3.91R -151.43R +2.15R 6.06R 158.95R 158.95R 38.1% -0.186R +0.268R -1.514R +1.00R -3.56R 0.41R 0.30R 0.53R 67% 25% -8%
2026-10-12 73 2.0% -12.44R -163.87R +6.44R 18.88R 170.18R 170.18R 31.5% -0.170R +0.280R -0.944R +1.00R -1.00R 0.42R 0.27R 0.45R 52% 31% -16%
2026-10-13 76 2.1% -6.51R -170.38R +5.49R 12.00R 176.69R 176.69R 38.2% -0.086R +0.189R -1.000R +1.00R -1.00R 0.30R 0.27R 0.36R 62% 33% -5%
2026-10-14 54 1.5% -2.63R -173.02R +3.92R 6.55R 179.33R 179.33R 38.9% -0.049R +0.186R -0.728R +1.00R -1.00R 0.27R 0.24R 0.32R 62% 34% -3%
2026-10-15 62 1.7% -6.63R -179.65R +5.37R 12.00R 185.96R 185.96R 38.7% -0.107R +0.224R -1.000R +0.92R -1.00R 0.32R 0.27R 0.37R 59% 37% -3%
2026-10-16 51 1.4% -1.84R -181.49R +7.10R 8.93R 187.80R 187.80R 39.2% -0.036R +0.355R -0.893R +1.50R -1.00R 0.34R 0.32R 0.38R 58% 40% -2%