IWM_30m

iShares Russell 2000 ETF Since scale-out

111 positions from 136 log rows, 2026-08-18 13:55:20.144001 → 2026-10-16 13:53:28.511000. $1/point. 2 shares per position: one to the first target, one on the trail. No commission on this instrument.

← All instances

Net profit

-10.59R

Expectancy

-0.095R

Profit factor

0.55

Win rate excl. breakeven

58.4%

40.5% of all trades

Max drawdown

12.00R

Trades

111

Edge vs chance

p=0.063

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 22 0.0% -22.86R -1.039R
trail 86 51.2% +10.80R +0.126R
target 3 33.3% +1.47R +0.492R
net -10.59R

Stop-outs went 0.031R in your favour on average before stopping, and 0 of 22 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: 0.819 points.

Scale-out

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

Reached the first target

22.5%

25 of 111 positions

Banked by the partials

+8.1R

+0.322R each, n=25

Runner legs, own R -0.2R -0.006R each
Runners that gave back 4 of 25
Runner exits trail:20 · target:3 · stop:2
Positions that scaled +0.158R n=25
Positions that never did -0.169R n=86

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 -10.59R -3.10R -7.48R
Gross profit +12.97R +9.80R +3.17R
Gross loss 23.55R 12.90R 10.65R
Profit factor 0.551 0.759 0.297
Max. drawdown 12.00R 4.86R 7.94R
Sharpe ratio? -0.176 -0.091 -0.297
Sortino ratio? -0.202 -0.114 -0.300
Ulcer index? 3.351 1.706 2.295
t statistic? -1.857 -0.673 -2.220
p value? 0.063 0.501 0.026
Total # of trades 111 55 56
Percent profitable? 40.5% 41.8% 39.3%
Win rate excl. breakeven? 58.4% 57.5% 59.5%
# of winning trades 45 23 22
# of losing trades 32 17 15
# of even trades 34 15 19
Avg. trade -0.095R -0.056R -0.134R
Avg. winning trade +0.288R +0.426R +0.144R
Avg. losing trade -0.736R -0.759R -0.710R
Ratio avg. win / avg. loss 0.391 0.561 0.203
Largest winning trade +1.47R +1.47R +0.67R
Largest losing trade -1.62R -1.62R -1.31R
Max. consec. winners 7 8 9
Max. consec. losers 10 8 6
Sessions traded? 42 32 36
Avg. trades per session 2.643 1.719 1.556
Avg. time in market 26.3 min 39.9 min 13.0 min
Profit per month? -5.45R -1.60R -4.01R
Max. time to recover? 38.99 days 20.80 days 33.03 days
Longest flat period? 38.99 days 20.80 days 33.03 days
Avg. MAE? 0.394R 0.444R 0.345R
Avg. MFE? 0.265R 0.353R 0.179R
Avg. ETD? 0.398R 0.479R 0.317R
Avg. entry efficiency? 53% 54% 52%
Avg. exit efficiency? 42% 44% 40%
Avg. total efficiency? -5% -1% -9%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
9 1 100.0% +1.47R +1.475R
10 12 50.0% -3.42R -0.285R
11 19 31.6% -0.49R -0.026R
12 16 43.8% -1.65R -0.103R
13 21 33.3% -1.29R -0.061R
14 20 40.0% -1.10R -0.055R
15 22 45.5% -4.12R -0.187R

Day of week

Bucket n Win rate Total Avg
Mon 20 45.0% +0.52R +0.026R
Tue 19 31.6% -0.18R -0.010R
Wed 22 31.8% -4.18R -0.190R
Thu 27 33.3% -5.02R -0.186R
Fri 23 60.9% -1.73R -0.075R

Session

Bucket n Win rate Total Avg
rth 111 40.5% -10.59R -0.095R

Direction

Bucket n Win rate Total Avg
short 56 39.3% -7.48R -0.134R
long 55 41.8% -3.10R -0.056R

Combo

Bucket n Win rate Total Avg
3-1-2_bull_reversal 1 0.0% -1.02R -1.023R
2-2_bear_reversal 24 33.3% -7.36R -0.307R
2-2_bull_reversal 27 33.3% -3.59R -0.133R
2-1-2_bull_reversal 16 43.8% -0.85R -0.053R
2-1-2_bear_continuation 21 42.9% -0.22R -0.011R
3-1-2_bear_reversal 1 0.0% +0.00R +0.000R
2-1-2_bear_reversal 10 50.0% +0.10R +0.010R
2-1-2_bull_continuation 11 63.6% +2.35R +0.214R

Continuity

Bucket n Win rate Total Avg
it does not 88 37.5% -8.72R -0.099R
continuity backs it 23 52.2% -1.87R -0.081R

Analysis (R)

42 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 2 1.8% -0.86R -0.86R +0.15R 1.01R 1.01R 1.01R 50.0% -0.429R +0.147R -1.006R +0.15R -1.01R 0.51R 0.12R 0.55R 47% 33% -21%
2026-08-20 4 3.6% +0.07R -0.79R +0.07R 0.00R 0.86R 1.01R 25.0% +0.018R +0.071R — +0.07R — 0.05R 0.13R 0.12R 80% 26% 6%
2026-08-21 1 0.9% -1.00R -1.79R +0.00R 1.00R 1.79R 1.79R 0.0% -1.000R — -1.000R — -1.00R 1.00R 0.03R 1.03R 3% 0% -97%
2026-08-24 2 1.8% -1.00R -2.79R +0.00R 1.00R 2.79R 2.79R 0.0% -0.500R — -1.000R — -1.00R 0.60R 0.06R 0.56R 15% 38% -47%
2026-08-25 1 0.9% +0.00R -2.79R +0.00R 0.00R 2.79R 2.79R 0.0% +0.000R — — — — 0.00R 0.10R 0.10R 100% 0% 0%
2026-08-26 2 1.8% +0.01R -2.77R +0.01R 0.00R 2.77R 2.79R 50.0% +0.007R +0.013R — +0.01R — 0.07R 0.17R 0.17R 82% 18% 0%
2026-08-27 1 0.9% -1.00R -3.77R +0.00R 1.00R 3.77R 3.77R 0.0% -1.000R — -1.000R — -1.00R 1.00R 0.00R 1.00R 0% 0% -100%
2026-08-28 2 1.8% +0.47R -3.30R +0.47R 0.00R 3.35R 3.77R 100.0% +0.235R +0.235R — +0.43R — 0.38R 0.26R 0.05R 48% 91% 40%
2026-08-31 2 1.8% +0.42R -2.88R +0.42R 0.00R 3.30R 3.77R 50.0% +0.211R +0.421R — +0.42R — 0.47R 0.70R 0.29R 59% 74% 33%
2026-09-01 2 1.8% -0.91R -3.80R +0.09R 1.00R 3.80R 3.80R 50.0% -0.456R +0.087R -1.000R +0.09R -1.00R 0.54R 0.14R 0.59R 40% 24% -36%
2026-09-02 3 2.7% +0.32R -3.48R +0.32R 0.00R 3.57R 3.80R 66.7% +0.106R +0.159R — +0.22R — 0.28R 0.41R 0.30R 63% 56% 19%
2026-09-03 2 1.8% +0.00R -3.48R +0.02R 0.02R 3.49R 3.80R 50.0% +0.001R +0.017R -0.015R +0.02R -0.02R 0.21R 0.22R 0.23R 66% 29% -5%
2026-09-04 3 2.7% +1.71R -1.76R +1.71R 0.00R 2.84R 3.80R 100.0% +0.571R +0.571R — +0.67R — 0.15R 0.70R 0.13R 83% 83% 66%
2026-09-08 3 2.7% +0.01R -1.75R +0.01R 0.00R 1.76R 3.80R 33.3% +0.003R +0.010R — +0.01R — 0.07R 0.13R 0.13R 67% 34% 2%
2026-09-09 1 0.9% -0.01R -1.77R +0.00R 0.01R 1.77R 3.80R 0.0% -0.012R — -0.012R — -0.01R 0.02R 0.01R 0.02R 33% 33% -33%
2026-09-10 4 3.6% +0.50R -1.26R +0.50R 0.00R 1.28R 3.80R 50.0% +0.126R +0.251R — +0.49R — 0.11R 0.35R 0.23R 77% 39% 16%
2026-09-11 1 0.9% -1.00R -2.26R +0.00R 1.00R 2.26R 3.80R 0.0% -1.000R — -1.000R — -1.00R 1.00R 0.15R 1.15R 13% 0% -87%
2026-09-14 3 2.7% -0.94R -3.20R +0.06R 1.00R 3.26R 3.80R 33.3% -0.313R +0.060R -1.000R +0.06R -1.00R 0.60R 0.09R 0.42R 16% 53% -31%
2026-09-15 2 1.8% -0.02R -3.22R +0.00R 0.02R 3.22R 3.80R 0.0% -0.010R — -0.019R — -0.02R 0.17R 0.20R 0.21R 69% 29% -2%
2026-09-16 2 1.8% +0.16R -3.06R +0.16R 0.00R 3.13R 3.80R 100.0% +0.082R +0.082R — +0.09R — 0.05R 0.12R 0.07R 70% 62% 32%
2026-09-17 3 2.7% +1.51R -1.55R +1.51R 0.00R 1.59R 3.80R 66.7% +0.504R +0.756R — +1.47R — 0.01R 0.55R 0.05R 95% 55% 49%
2026-09-18 2 1.8% -0.92R -2.47R +0.08R 1.00R 2.55R 3.80R 50.0% -0.460R +0.080R -1.000R +0.08R -1.00R 0.52R 0.11R 0.57R 41% 26% -33%
2026-09-21 3 2.7% +0.72R -1.75R +0.72R 0.00R 2.47R 3.80R 33.3% +0.239R +0.716R — +0.72R — 0.52R 0.36R 0.08R 37% 90% 27%
2026-09-22 3 2.7% +0.67R -1.08R +0.67R 0.00R 1.75R 3.80R 66.7% +0.223R +0.335R — +0.43R — 0.20R 0.45R 0.24R 75% 49% 23%
2026-09-23 2 1.8% +0.00R -1.08R +0.00R 0.00R 1.08R 3.80R 0.0% +0.000R — — — — 0.02R 0.18R 0.18R 85% 15% 0%
2026-09-24 1 0.9% -1.00R -2.08R +0.00R 1.00R 2.08R 3.80R 0.0% -1.000R — -1.000R — -1.00R 1.00R 0.03R 1.03R 3% 0% -97%
2026-09-25 4 3.6% +0.87R -1.22R +0.87R 0.00R 1.25R 3.80R 50.0% +0.216R +0.433R — +0.83R — 0.14R 0.39R 0.17R 68% 56% 24%
2026-09-28 4 3.6% +0.50R -0.72R +0.50R 0.00R 1.11R 3.80R 75.0% +0.125R +0.167R — +0.20R — 0.06R 0.28R 0.16R 78% 61% 39%
2026-09-29 2 1.8% +0.94R +0.23R +0.94R 0.00R 0.72R 3.80R 50.0% +0.471R +0.942R — +0.94R — 0.41R 0.71R 0.27R 61% 70% 31%
2026-09-30 3 2.7% -2.00R -1.77R +0.00R 2.00R 2.00R 3.80R 0.0% -0.667R — -1.000R — -1.00R 0.67R 0.05R 0.71R 36% 0% -64%
2026-10-01 2 1.8% -0.00R -1.78R +0.00R 0.00R 2.00R 3.80R 0.0% -0.001R — -0.003R — -0.00R 0.31R 0.18R 0.18R 61% 37% -2%
2026-10-02 3 2.7% +0.57R -1.21R +0.57R 0.00R 1.93R 3.80R 100.0% +0.189R +0.189R — +0.32R — 0.23R 0.33R 0.14R 64% 75% 39%
2026-10-05 3 2.7% +0.27R -0.94R +0.27R 0.00R 1.17R 3.80R 33.3% +0.091R +0.272R — +0.27R — 0.22R 0.30R 0.21R 57% 59% 16%
2026-10-06 2 1.8% +0.00R -0.94R +0.00R 0.00R 1.17R 3.80R 0.0% +0.000R — — — — 0.05R 0.10R 0.10R 65% 35% 0%
2026-10-07 3 2.7% -1.98R -2.92R +0.04R 2.02R 3.14R 3.80R 33.3% -0.659R +0.044R -1.011R +0.04R -1.02R 0.68R 0.07R 0.74R 31% 13% -56%
2026-10-08 4 3.6% +0.71R -2.21R +0.71R 0.00R 3.05R 3.80R 75.0% +0.178R +0.237R — +0.52R — 0.24R 0.31R 0.14R 73% 68% 41%
2026-10-09 2 1.8% +0.26R -1.95R +0.26R 0.00R 2.19R 3.80R 100.0% +0.128R +0.128R — +0.24R — 0.05R 0.35R 0.22R 82% 47% 29%
2026-10-12 3 2.7% +0.56R -1.40R +0.58R 0.02R 1.69R 3.80R 66.7% +0.185R +0.290R -0.024R +0.49R -0.02R 0.11R 0.42R 0.14R 69% 61% 30%
2026-10-13 2 1.8% -0.01R -1.41R +0.00R 0.01R 1.64R 3.80R 0.0% -0.007R — -0.015R — -0.01R 0.11R 0.17R 0.17R 61% 36% -3%
2026-10-14 6 5.4% -0.69R -2.10R +0.07R 0.76R 2.39R 3.80R 16.7% -0.114R +0.071R -0.252R +0.07R -0.50R 0.71R 0.07R 0.27R 11% 64% -25%
2026-10-15 6 5.4% -5.81R -7.91R +0.00R 5.81R 8.13R 8.13R 0.0% -0.969R — -0.969R — -1.62R 1.27R 0.06R 1.30R 11% 7% -83%
2026-10-16 5 4.5% -2.68R -10.59R +1.19R 3.86R 12.00R 12.00R 20.0% -0.535R +1.187R -0.966R +1.19R -1.31R 1.05R 0.66R 1.69R 20% 1% -79%