IWM_1m

iShares Russell 2000 ETF Since scale-out

3,811 positions from 5,297 log rows, 2026-08-18 09:36:47.235001 → 2026-10-16 15:59:12.499000. $1/point. 2 shares per position: one to the first target, one on the trail. No commission on this instrument.

← All instances

Net profit

-187.86R

Expectancy

-0.049R

Profit factor

0.76

Win rate excl. breakeven

61.8%

47.7% of all trades

Max drawdown

214.50R

Trades

3,811

Edge vs chance

p=0.004

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 719 0.0% -742.91R -1.033R
trail 2,549 53.7% +296.34R +0.116R
target 543 82.7% +258.71R +0.476R
net -187.86R

Stop-outs went 0.043R in your favour on average before stopping, and 0 of 719 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: 0.020 points.

Scale-out

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

Reached the first target

39.0%

1,486 of 3,811 positions

Banked by the partials

+347.2R

+0.234R each, n=1,486

Runner legs, own R +256.6R +0.173R each
Runners that gave back 291 of 1,486
Runner exits trail:912 · stop:120 · target:454
Positions that scaled +0.203R n=1,486
Positions that never did -0.211R n=2,325

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 -187.86R -111.26R -76.60R
Gross profit +604.55R +284.14R +320.41R
Gross loss 792.41R 395.40R 397.01R
Profit factor 0.763 0.719 0.807
Max. drawdown 214.50R 134.03R 119.18R
Sharpe ratio? -0.046 -0.094 -0.030
Sortino ratio? -0.071 -0.127 -0.046
Ulcer index? 50.226 35.753 26.215
t statistic? -2.867 -4.155 -1.281
p value? 0.004 0.000 0.200
Total # of trades 3,811 1,941 1,870
Percent profitable? 47.7% 46.5% 48.9%
Win rate excl. breakeven? 61.8% 60.8% 62.8%
# of winning trades 1,817 903 914
# of losing trades 1,124 582 542
# of even trades 870 456 414
Avg. trade -0.049R -0.057R -0.041R
Avg. winning trade +0.333R +0.315R +0.351R
Avg. losing trade -0.705R -0.679R -0.732R
Ratio avg. win / avg. loss 0.472 0.463 0.479
Largest winning trade +44.33R +12.55R +44.33R
Largest losing trade -24.49R -2.40R -24.49R
Max. consec. winners 16 11 15
Max. consec. losers 24 17 22
Sessions traded? 43 43 43
Avg. trades per session 88.628 45.140 43.488
Avg. time in market 1.5 min 28 sec 2.6 min
Profit per month? -96.49R -57.15R -39.34R
Max. time to recover? 2.85 days 8.13 days 42.92 days
Longest flat period? 45.12 days 36.11 days 42.92 days
Avg. MAE? 0.365R 0.361R 0.370R
Avg. MFE? 0.348R 0.341R 0.356R
Avg. ETD? 0.409R 0.413R 0.406R
Avg. entry efficiency? 59% 59% 60%
Avg. exit efficiency? 40% 39% 41%
Avg. total efficiency? -1% -2% 1%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
9 263 50.6% -15.07R -0.057R
10 607 50.6% -18.21R -0.030R
11 569 48.3% +25.28R +0.044R
12 587 46.3% -41.25R -0.070R
13 579 46.3% -29.34R -0.051R
14 601 45.9% -74.67R -0.124R
15 605 47.3% -34.60R -0.057R

Day of week

Bucket n Win rate Total Avg
Mon 653 48.1% -7.83R -0.012R
Tue 797 51.4% +9.77R +0.012R
Wed 794 46.5% -79.00R -0.099R
Thu 731 47.7% -39.63R -0.054R
Fri 836 44.9% -71.17R -0.085R

Session

Bucket n Win rate Total Avg
rth 3,811 47.7% -187.86R -0.049R

Direction

Bucket n Win rate Total Avg
long 1,941 46.5% -111.26R -0.057R
short 1,870 48.9% -76.60R -0.041R

Combo

Bucket n Win rate Total Avg
2-2_bear_reversal 910 48.2% -86.55R -0.095R
2-2_bull_reversal 1,020 45.5% -90.63R -0.089R
2-1-2_bull_reversal 433 45.0% -22.41R -0.052R
3-1-2_bear_reversal 144 52.8% -6.54R -0.045R
2-1-2_bear_reversal 414 47.8% -9.35R -0.023R
2-1-2_bull_continuation 345 50.7% +1.17R +0.003R
3-1-2_bull_reversal 143 48.3% +0.62R +0.004R
2-1-2_bear_continuation 402 50.0% +25.84R +0.064R

Continuity

Bucket n Win rate Total Avg
it does not 3,075 47.6% -209.22R -0.068R
continuity backs it 736 48.1% +21.36R +0.029R

Analysis (R)

43 daily rows · cumulative columns run across the whole window

Graph

Cumulative net profit Net profit Cumulative max drawdown Max drawdown Avg. trade Trade count % win Avg. MAE Avg. MFE Avg. ETD Avg. entry efficiency Avg. exit efficiency Avg. total efficiency
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
2026-08-18 82 2.2% +2.25R +2.25R +13.12R 10.87R 6.33R 6.33R 53.7% +0.027R +0.298R -0.544R +1.42R -1.03R 0.28R 0.36R 0.32R 65% 41% 7%
2026-08-19 40 1.0% -3.44R -1.19R +3.22R 6.66R 3.93R 6.33R 40.0% -0.086R +0.201R -0.476R +0.64R -1.03R 0.30R 0.26R 0.35R 63% 34% -3%
2026-08-20 88 2.3% +1.52R +0.33R +14.71R 13.20R 5.02R 6.33R 52.3% +0.017R +0.320R -0.733R +1.21R -1.11R 0.28R 0.39R 0.35R 68% 43% 11%
2026-08-21 92 2.4% +2.08R +2.40R +15.58R 13.50R 3.97R 6.33R 55.4% +0.023R +0.306R -0.675R +1.04R -1.25R 0.28R 0.33R 0.32R 63% 43% 6%
2026-08-24 82 2.2% +7.98R +10.38R +18.80R 10.82R 5.30R 6.33R 56.1% +0.097R +0.409R -0.637R +1.19R -1.33R 0.33R 0.45R 0.35R 63% 50% 12%
2026-08-25 90 2.4% +1.82R +12.20R +15.76R 13.94R 6.55R 6.55R 54.4% +0.020R +0.322R -0.664R +0.86R -1.33R 0.30R 0.36R 0.35R 65% 48% 13%
2026-08-26 83 2.2% -0.67R +11.53R +12.64R 13.30R 5.26R 6.55R 50.6% -0.008R +0.301R -0.634R +1.12R -1.27R 0.30R 0.36R 0.37R 63% 42% 5%
2026-08-27 86 2.3% +4.24R +15.77R +16.15R 11.91R 6.43R 6.55R 51.2% +0.049R +0.367R -0.596R +1.07R -1.11R 0.30R 0.40R 0.33R 63% 47% 9%
2026-08-28 96 2.5% +2.87R +18.65R +14.55R 11.68R 4.11R 6.55R 52.1% +0.030R +0.291R -0.556R +1.11R -1.18R 0.30R 0.32R 0.32R 61% 46% 7%
2026-08-31 95 2.5% +3.36R +22.01R +18.09R 14.73R 6.21R 6.55R 54.7% +0.035R +0.348R -0.775R +0.87R -1.23R 0.30R 0.38R 0.33R 66% 45% 11%
2026-09-01 94 2.5% -0.38R +21.63R +13.95R 14.34R 5.58R 6.55R 52.1% -0.004R +0.285R -0.652R +1.57R -1.06R 0.29R 0.31R 0.33R 65% 44% 9%
2026-09-02 88 2.3% -5.76R +15.87R +11.97R 17.72R 11.27R 11.27R 50.0% -0.065R +0.272R -0.844R +0.87R -1.50R 0.36R 0.31R 0.36R 60% 42% 2%
2026-09-03 92 2.4% +1.69R +17.56R +15.99R 14.30R 12.19R 12.19R 48.9% +0.018R +0.355R -0.681R +1.43R -1.10R 0.34R 0.36R 0.36R 59% 45% 4%
2026-09-04 83 2.2% -2.48R +15.08R +11.12R 13.59R 13.59R 13.59R 44.6% -0.030R +0.300R -0.591R +1.14R -1.11R 0.34R 0.34R 0.41R 60% 36% -5%
2026-09-08 85 2.2% +0.95R +16.03R +13.05R 12.10R 16.24R 16.24R 52.9% +0.011R +0.290R -0.637R +1.00R -1.17R 0.28R 0.35R 0.34R 64% 42% 6%
2026-09-09 89 2.3% +7.26R +23.29R +17.53R 10.26R 11.36R 16.24R 55.1% +0.082R +0.358R -0.570R +1.29R -1.09R 0.26R 0.41R 0.31R 71% 43% 14%
2026-09-10 90 2.4% +1.13R +24.43R +14.84R 13.70R 5.17R 16.24R 53.3% +0.013R +0.309R -0.596R +0.92R -1.11R 0.32R 0.33R 0.34R 60% 46% 6%
2026-09-11 99 2.6% -10.94R +13.49R +10.66R 21.60R 14.81R 16.24R 37.4% -0.110R +0.288R -0.600R +1.04R -1.13R 0.39R 0.29R 0.42R 54% 34% -12%
2026-09-14 94 2.5% -2.80R +10.69R +12.66R 15.47R 17.63R 17.63R 52.1% -0.030R +0.258R -0.703R +1.03R -1.20R 0.33R 0.32R 0.36R 60% 37% -3%
2026-09-15 91 2.4% -1.97R +8.71R +12.31R 14.29R 22.03R 22.03R 44.0% -0.022R +0.308R -0.714R +0.98R -1.50R 0.31R 0.33R 0.33R 62% 44% 6%
2026-09-16 90 2.4% -5.28R +3.43R +11.70R 16.98R 24.82R 24.82R 53.3% -0.059R +0.244R -0.849R +0.87R -2.40R 0.27R 0.29R 0.33R 69% 41% 10%
2026-09-17 79 2.1% -1.34R +2.09R +13.20R 14.54R 28.65R 28.65R 55.7% -0.017R +0.300R -0.808R +1.52R -1.10R 0.29R 0.37R 0.36R 64% 41% 5%
2026-09-18 87 2.3% -4.40R -2.31R +13.10R 17.50R 29.03R 29.03R 56.3% -0.051R +0.267R -0.921R +1.15R -1.11R 0.35R 0.34R 0.38R 60% 45% 4%
2026-09-21 94 2.5% -4.03R -6.34R +10.58R 14.62R 36.45R 36.45R 42.6% -0.043R +0.265R -0.636R +0.88R -1.20R 0.33R 0.31R 0.36R 61% 38% -1%
2026-09-22 90 2.4% +6.50R +0.16R +16.15R 9.65R 33.59R 36.45R 58.9% +0.072R +0.305R -0.536R +1.07R -1.00R 0.28R 0.40R 0.31R 67% 46% 13%
2026-09-23 97 2.5% -2.79R -2.63R +13.92R 16.70R 30.98R 36.45R 52.6% -0.029R +0.273R -0.642R +0.95R -1.12R 0.36R 0.33R 0.39R 62% 43% 5%
2026-09-24 25 0.7% +0.04R -2.58R +3.96R 3.92R 31.79R 36.45R 52.0% +0.002R +0.305R -0.489R +1.28R -1.08R 0.32R 0.36R 0.34R 61% 44% 5%
2026-09-25 82 2.2% -6.31R -8.90R +11.88R 18.19R 35.55R 36.45R 47.6% -0.077R +0.305R -0.627R +1.07R -1.20R 0.41R 0.33R 0.39R 54% 42% -4%
2026-09-28 93 2.4% -6.92R -15.82R +13.15R 20.07R 42.47R 42.47R 49.5% -0.074R +0.286R -0.743R +0.81R -1.10R 0.36R 0.33R 0.38R 58% 41% -1%
2026-09-29 98 2.6% +1.76R -14.06R +18.86R 17.09R 42.02R 42.47R 54.1% +0.018R +0.356R -0.610R +1.69R -1.25R 0.29R 0.36R 0.32R 63% 43% 6%
2026-09-30 88 2.3% +1.81R -12.25R +16.57R 14.76R 42.31R 42.47R 55.7% +0.021R +0.338R -0.568R +1.32R -1.06R 0.32R 0.35R 0.33R 62% 46% 7%
2026-10-01 84 2.2% +6.32R -5.93R +11.55R 5.23R 39.31R 42.47R 58.3% +0.075R +0.236R -0.373R +1.07R -1.22R 0.18R 0.32R 0.24R 71% 44% 15%
2026-10-02 94 2.5% -1.38R -7.31R +11.19R 12.57R 34.40R 42.47R 52.1% -0.015R +0.228R -0.524R +0.91R -1.10R 0.26R 0.30R 0.32R 64% 38% 2%
2026-10-05 100 2.6% -2.24R -9.55R +15.73R 17.97R 40.34R 42.47R 45.0% -0.022R +0.350R -0.665R +1.25R -3.67R 0.35R 0.33R 0.35R 58% 48% 6%
2026-10-06 87 2.3% -6.55R -16.10R +11.08R 17.63R 44.29R 44.29R 41.4% -0.075R +0.308R -0.678R +1.27R -1.22R 0.31R 0.33R 0.39R 62% 35% -3%
2026-10-07 81 2.1% -0.23R -16.33R +9.62R 9.86R 43.94R 44.29R 55.6% -0.003R +0.214R -0.704R +0.95R -1.11R 0.26R 0.31R 0.31R 68% 39% 7%
2026-10-08 82 2.2% -4.04R -20.38R +11.12R 15.16R 47.36R 47.36R 46.3% -0.049R +0.293R -0.632R +1.14R -1.00R 0.35R 0.31R 0.39R 59% 39% -2%
2026-10-09 84 2.2% -2.67R -23.05R +10.21R 12.88R 50.40R 50.40R 47.6% -0.032R +0.255R -0.560R +1.07R -1.30R 0.28R 0.31R 0.35R 64% 34% -2%
2026-10-12 95 2.5% -3.18R -26.22R +13.27R 16.44R 52.87R 52.87R 37.9% -0.033R +0.369R -0.548R +1.33R -1.08R 0.33R 0.32R 0.36R 55% 41% -4%
2026-10-13 80 2.1% +5.40R -20.82R +12.64R 7.24R 53.73R 53.73R 51.2% +0.068R +0.308R -0.517R +1.00R -1.07R 0.27R 0.36R 0.29R 64% 46% 11%
2026-10-14 138 3.6% -69.91R -90.73R +51.08R 120.99R 118.30R 118.30R 18.1% -0.507R +2.043R -1.141R +44.33R -24.49R 1.10R 0.53R 1.12R 28% 21% -51%
2026-10-15 105 2.8% -49.19R -139.92R +5.03R 54.22R 166.56R 166.56R 21.0% -0.468R +0.229R -0.713R +0.94R -1.97R 0.72R 0.21R 0.77R 30% 21% -49%
2026-10-16 119 3.1% -47.94R -187.86R +22.25R 70.19R 214.50R 214.50R 19.3% -0.403R +0.968R -0.798R +12.55R -2.23R 0.79R 0.48R 1.08R 25% 19% -56%