IWM_5m

iShares Russell 2000 ETF Since scale-out

666 positions from 849 log rows, 2026-08-18 09:42:55.521006 → 2026-10-16 15:51:02.358000. $1/point. 2 shares per position: one to the first target, one on the trail. No commission on this instrument.

← All instances

Net profit

-84.23R

Expectancy

-0.126R

Profit factor

0.45

Win rate excl. breakeven

62.9%

45.0% of all trades

Max drawdown

84.73R

Trades

666

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 108 0.0% -144.14R -1.335R
trail 533 52.0% +44.96R +0.084R
target 25 92.0% +14.95R +0.598R
net -84.23R

Stop-outs went 0.063R in your favour on average before stopping, and 0 of 108 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: 0.287 points.

Scale-out

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

Reached the first target

27.5%

183 of 666 positions

Banked by the partials

+33.3R

+0.182R each, n=183

Runner legs, own R +22.9R +0.125R each
Runners that gave back 39 of 183
Runner exits trail:142 · stop:21 · target:20
Positions that scaled +0.154R n=183
Positions that never did -0.233R n=483

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 -84.23R -48.25R -35.98R
Gross profit +69.92R +38.43R +31.48R
Gross loss 154.15R 86.69R 67.46R
Profit factor 0.454 0.443 0.467
Max. drawdown 84.73R 48.48R 38.12R
Sharpe ratio? -0.111 -0.107 -0.121
Sortino ratio? -0.112 -0.109 -0.123
Ulcer index? 29.005 22.790 8.716
t statistic? -2.855 -1.966 -2.194
p value? 0.004 0.049 0.028
Total # of trades 666 336 330
Percent profitable? 45.0% 46.7% 43.3%
Win rate excl. breakeven? 62.9% 63.1% 62.7%
# of winning trades 300 157 143
# of losing trades 177 92 85
# of even trades 189 87 102
Avg. trade -0.126R -0.144R -0.109R
Avg. winning trade +0.233R +0.245R +0.220R
Avg. losing trade -0.871R -0.942R -0.794R
Ratio avg. win / avg. loss 0.268 0.260 0.277
Largest winning trade +1.13R +1.13R +1.00R
Largest losing trade -21.34R -21.34R -13.61R
Max. consec. winners 24 15 18
Max. consec. losers 12 13 6
Sessions traded? 43 43 43
Avg. trades per session 15.488 7.814 7.674
Avg. time in market 3.9 min 5.6 min 2.3 min
Profit per month? -43.27R -24.79R -18.49R
Max. time to recover? 0.5 hrs 0.0 hrs 7.97 days
Longest flat period? 59.22 days 59.26 days 46.06 days
Avg. MAE? 0.389R 0.420R 0.358R
Avg. MFE? 0.283R 0.281R 0.285R
Avg. ETD? 0.417R 0.430R 0.404R
Avg. entry efficiency? 59% 58% 61%
Avg. exit efficiency? 39% 41% 37%
Avg. total efficiency? -2% -1% -3%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
9 41 36.6% -28.09R -0.685R
10 107 43.0% -4.12R -0.039R
11 111 46.8% -7.69R -0.069R
12 103 53.4% -26.51R -0.257R
13 111 42.3% -9.88R -0.089R
14 96 49.0% -2.85R -0.030R
15 97 39.2% -5.08R -0.052R

Day of week

Bucket n Win rate Total Avg
Mon 102 49.0% -6.94R -0.068R
Tue 149 44.3% -7.09R -0.048R
Wed 132 43.9% -19.79R -0.150R
Thu 142 47.9% -38.83R -0.273R
Fri 141 41.1% -11.58R -0.082R

Session

Bucket n Win rate Total Avg
rth 666 45.0% -84.23R -0.126R

Direction

Bucket n Win rate Total Avg
long 336 46.7% -48.25R -0.144R
short 330 43.3% -35.98R -0.109R

Combo

Bucket n Win rate Total Avg
2-2_bear_reversal 148 34.5% -34.61R -0.234R
2-2_bull_reversal 192 39.1% -42.10R -0.219R
2-1-2_bull_continuation 55 65.5% -6.11R -0.111R
3-1-2_bull_reversal 20 50.0% -1.00R -0.050R
3-1-2_bear_reversal 31 38.7% -1.24R -0.040R
2-1-2_bear_reversal 86 45.3% -0.20R -0.002R
2-1-2_bear_continuation 65 63.1% +0.07R +0.001R
2-1-2_bull_reversal 69 52.2% +0.96R +0.014R

Continuity

Bucket n Win rate Total Avg
it does not 565 43.2% -85.95R -0.152R
continuity backs it 101 55.4% +1.72R +0.017R

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 17 2.6% -0.43R -0.43R +1.03R 1.46R 1.10R 1.10R 47.1% -0.025R +0.128R -0.729R +0.23R -1.00R 0.29R 0.24R 0.31R 65% 36% 1%
2026-08-19 5 0.8% -0.65R -1.08R +0.89R 1.54R 1.58R 1.58R 40.0% -0.130R +0.444R -0.513R +0.46R -1.00R 0.44R 0.45R 0.60R 56% 33% -10%
2026-08-20 21 3.2% -20.73R -21.81R +3.18R 23.92R 24.44R 24.44R 66.7% -0.987R +0.227R -4.783R +0.63R -21.34R 1.35R 0.36R 1.33R 59% 44% 3%
2026-08-21 17 2.6% +0.67R -21.14R +1.80R 1.13R 22.55R 24.44R 47.1% +0.040R +0.225R -0.282R +0.48R -1.00R 0.24R 0.35R 0.29R 63% 43% 6%
2026-08-24 13 2.0% -1.23R -22.37R +0.87R 2.10R 23.51R 24.44R 53.8% -0.095R +0.124R -0.525R +0.20R -1.01R 0.28R 0.33R 0.42R 63% 31% -6%
2026-08-25 21 3.2% +1.90R -20.47R +3.15R 1.25R 23.42R 24.44R 42.9% +0.091R +0.350R -0.209R +0.81R -0.50R 0.32R 0.34R 0.30R 64% 43% 6%
2026-08-26 16 2.4% -0.44R -20.91R +1.03R 1.47R 22.42R 24.44R 50.0% -0.027R +0.129R -0.734R +0.61R -1.00R 0.28R 0.25R 0.28R 59% 45% 4%
2026-08-27 15 2.3% +2.42R -18.49R +3.42R 1.00R 22.39R 24.44R 66.7% +0.161R +0.342R -1.000R +1.00R -1.00R 0.15R 0.42R 0.26R 83% 40% 23%
2026-08-28 15 2.3% +1.91R -16.58R +1.91R 0.00R 19.00R 24.44R 66.7% +0.127R +0.191R — +0.70R — 0.12R 0.33R 0.21R 82% 44% 26%
2026-08-31 13 2.0% +1.27R -15.31R +3.27R 2.00R 17.29R 24.44R 76.9% +0.098R +0.327R -1.000R +0.96R -1.00R 0.45R 0.44R 0.29R 55% 64% 19%
2026-09-01 20 3.0% -3.69R -19.00R +1.88R 5.57R 19.67R 24.44R 45.0% -0.185R +0.209R -0.929R +0.45R -1.07R 0.41R 0.29R 0.44R 56% 35% -9%
2026-09-02 16 2.4% -1.96R -20.96R +0.31R 2.27R 21.46R 24.44R 12.5% -0.122R +0.155R -0.324R +0.24R -1.00R 0.26R 0.20R 0.34R 57% 29% -14%
2026-09-03 15 2.3% -1.34R -22.30R +0.74R 2.08R 22.80R 24.44R 40.0% -0.089R +0.124R -0.417R +0.25R -1.00R 0.31R 0.21R 0.37R 56% 37% -7%
2026-09-04 15 2.3% +1.46R -20.84R +1.46R 0.00R 22.80R 24.44R 33.3% +0.097R +0.292R — +0.90R — 0.21R 0.26R 0.16R 63% 46% 8%
2026-09-08 14 2.1% +1.29R -19.55R +1.78R 0.49R 21.84R 24.44R 71.4% +0.092R +0.178R -0.493R +0.50R -0.49R 0.19R 0.35R 0.31R 70% 42% 12%
2026-09-09 18 2.7% +1.35R -18.20R +3.39R 2.04R 19.85R 24.44R 72.2% +0.075R +0.261R -1.022R +0.92R -1.04R 0.27R 0.41R 0.32R 70% 49% 18%
2026-09-10 15 2.3% +0.38R -17.82R +1.38R 1.00R 19.23R 24.44R 53.3% +0.025R +0.172R -0.500R +0.44R -1.00R 0.23R 0.29R 0.25R 66% 42% 8%
2026-09-11 15 2.3% +0.44R -17.38R +1.52R 1.08R 18.16R 24.44R 53.3% +0.030R +0.191R -0.541R +0.53R -1.03R 0.27R 0.35R 0.29R 63% 42% 5%
2026-09-14 16 2.4% -2.46R -19.84R +1.63R 4.09R 20.61R 24.44R 31.2% -0.154R +0.326R -0.681R +0.80R -1.00R 0.32R 0.26R 0.42R 57% 28% -15%
2026-09-15 18 2.7% +0.27R -19.57R +2.79R 2.52R 21.34R 24.44R 38.9% +0.015R +0.398R -0.840R +1.13R -1.00R 0.34R 0.34R 0.36R 60% 41% 1%
2026-09-16 13 2.0% +1.47R -18.10R +1.49R 0.03R 20.03R 24.44R 69.2% +0.113R +0.166R -0.027R +0.47R -0.03R 0.10R 0.27R 0.15R 75% 53% 27%
2026-09-17 23 3.5% +0.23R -17.88R +4.37R 4.14R 18.38R 24.44R 47.8% +0.010R +0.397R -0.828R +0.88R -1.09R 0.31R 0.35R 0.33R 65% 43% 8%
2026-09-18 17 2.6% -2.08R -19.95R +1.95R 4.03R 21.83R 24.44R 47.1% -0.122R +0.243R -1.006R +0.64R -1.03R 0.39R 0.29R 0.39R 56% 39% -5%
2026-09-21 16 2.4% +0.33R -19.63R +1.40R 1.07R 20.89R 24.44R 56.2% +0.020R +0.155R -0.536R +0.48R -1.00R 0.18R 0.28R 0.24R 60% 45% 5%
2026-09-22 17 2.6% -1.61R -21.24R +1.46R 3.07R 21.74R 24.44R 41.2% -0.095R +0.209R -0.769R +0.78R -1.04R 0.40R 0.20R 0.29R 43% 55% -2%
2026-09-23 12 1.8% +1.35R -19.88R +2.87R 1.51R 21.97R 24.44R 66.7% +0.113R +0.358R -0.756R +1.04R -1.00R 0.26R 0.40R 0.28R 73% 47% 20%
2026-09-24 6 0.9% -3.00R -22.88R +0.01R 3.01R 23.38R 24.44R 16.7% -0.499R +0.012R -1.003R +0.01R -1.01R 0.54R 0.10R 0.59R 37% 18% -45%
2026-09-25 13 2.0% -3.12R -26.00R +0.46R 3.59R 26.51R 26.51R 38.5% -0.240R +0.093R -0.598R +0.21R -1.00R 0.37R 0.19R 0.43R 55% 23% -22%
2026-09-28 17 2.6% -1.03R -27.03R +2.02R 3.05R 27.77R 27.77R 52.9% -0.061R +0.225R -0.764R +0.58R -1.03R 0.26R 0.32R 0.40R 67% 36% 3%
2026-09-29 15 2.3% -1.78R -28.81R +1.22R 3.00R 29.31R 29.31R 40.0% -0.118R +0.204R -1.000R +0.46R -1.00R 0.26R 0.29R 0.37R 67% 30% -3%
2026-09-30 17 2.6% -0.94R -29.75R +1.29R 2.23R 30.31R 30.31R 41.2% -0.055R +0.184R -0.445R +0.38R -1.02R 0.32R 0.24R 0.32R 56% 39% -5%
2026-10-01 20 3.0% +1.71R -28.04R +1.75R 0.03R 30.18R 30.31R 55.0% +0.086R +0.159R -0.017R +0.44R -0.02R 0.13R 0.25R 0.16R 74% 44% 18%
2026-10-02 16 2.4% +1.75R -26.29R +2.08R 0.33R 28.48R 30.31R 43.8% +0.109R +0.297R -0.084R +0.98R -0.18R 0.17R 0.32R 0.21R 68% 43% 10%
2026-10-05 13 2.0% -1.07R -27.36R +1.98R 3.05R 29.36R 30.31R 46.2% -0.083R +0.330R -1.018R +0.50R -1.04R 0.41R 0.36R 0.42R 59% 40% -1%
2026-10-06 14 2.1% -1.48R -28.84R +1.08R 2.55R 29.85R 30.31R 35.7% -0.106R +0.215R -0.852R +0.45R -1.08R 0.29R 0.24R 0.37R 65% 33% -3%
2026-10-07 18 2.7% -0.47R -29.31R +1.11R 1.58R 30.32R 30.32R 38.9% -0.026R +0.159R -0.316R +0.65R -1.00R 0.24R 0.21R 0.27R 63% 37% 0%
2026-10-08 9 1.4% +0.64R -28.67R +0.68R 0.04R 29.67R 30.32R 55.6% +0.071R +0.137R -0.043R +0.19R -0.04R 0.14R 0.20R 0.14R 74% 40% 14%
2026-10-09 12 1.8% -0.51R -29.18R +0.69R 1.19R 30.22R 30.32R 33.3% -0.042R +0.172R -0.398R +0.49R -1.05R 0.18R 0.17R 0.21R 60% 37% -3%
2026-10-12 14 2.1% -2.75R -31.92R +1.39R 4.14R 32.65R 32.65R 28.6% -0.196R +0.348R -0.828R +0.86R -1.14R 0.46R 0.23R 0.51R 56% 22% -22%
2026-10-13 13 2.0% -1.56R -33.49R +2.16R 3.73R 34.54R 34.54R 38.5% -0.120R +0.433R -0.621R +1.00R -1.03R 0.49R 0.36R 0.47R 51% 41% -8%
2026-10-14 17 2.6% -19.50R -52.99R +0.76R 20.26R 53.49R 53.49R 11.8% -1.147R +0.379R -1.559R +0.66R -13.61R 1.39R 0.22R 1.50R 31% 13% -56%
2026-10-15 18 2.7% -19.13R -72.12R +0.06R 19.19R 72.62R 72.62R 11.1% -1.063R +0.030R -1.279R +0.05R -9.03R 1.13R 0.09R 1.18R 22% 18% -60%
2026-10-16 21 3.2% -12.11R -84.23R +0.19R 12.29R 84.73R 84.73R 14.3% -0.577R +0.062R -0.820R +0.13R -5.50R 0.92R 0.14R 0.75R 20% 40% -40%