NQ_15m

E-mini Nasdaq-100

1,085 positions from 1,205 log rows, 2026-07-31 09:42:05.732002 → 2026-10-16 15:15:49.406006. $20/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

-22.35R

Expectancy

-0.021R

Profit factor

0.82

Win rate excl. breakeven

63.0%

48.1% of all trades

Max drawdown

25.70R

Trades

1,085

Edge vs chance

p=0.079

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 123 0.0% -120.47R -0.979R
session_end 2 0.0% -0.35R -0.174R
trail 907 52.1% +84.72R +0.093R
target 53 92.5% +13.75R +0.259R
net -22.35R

Stop-outs went 0.082R in your favour on average before stopping, and 0 of 123 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: 0.457 points.

Scale-out

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

Reached the first target

11.1%

120 of 1,085 positions

Banked by the partials

+22.1R

+0.184R each, n=120

Runner legs, own R +23.4R +0.195R each
Runners that gave back 15 of 120
Runner exits target:12 · trail:102 · stop:6
Positions that scaled +0.190R n=120
Positions that never did -0.047R n=965

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 -22.35R -8.43R -13.92R
Gross profit +102.79R +52.99R +49.80R
Gross loss 125.13R 61.41R 63.72R
Profit factor 0.821 0.863 0.782
Max. drawdown 25.70R 14.73R 14.69R
Sharpe ratio? -0.053 -0.040 -0.067
Sortino ratio? -0.062 -0.047 -0.077
Ulcer index? 13.174 7.773 7.801
t statistic? -1.757 -0.938 -1.546
p value? 0.079 0.348 0.122
Total # of trades 1,085 546 539
Percent profitable? 48.1% 49.3% 46.9%
Win rate excl. breakeven? 63.0% 65.1% 60.8%
# of winning trades 522 269 253
# of losing trades 307 144 163
# of even trades 256 133 123
Avg. trade -0.021R -0.015R -0.026R
Avg. winning trade +0.197R +0.197R +0.197R
Avg. losing trade -0.408R -0.426R -0.391R
Ratio avg. win / avg. loss 0.483 0.462 0.504
Largest winning trade +1.07R +1.03R +1.07R
Largest losing trade -1.11R -1.06R -1.11R
Max. consec. winners 11 10 10
Max. consec. losers 6 5 5
Sessions traded? 66 66 66
Avg. trades per session 16.439 8.273 8.167
Avg. time in market 7.2 min 4.2 min 10.2 min
Profit per month? -8.81R -3.32R -5.50R
Max. time to recover? 0.0 hrs 11.12 days 0.0 hrs
Longest flat period? 77.23 days 53.83 days 77.06 days
Avg. MAE? 0.247R 0.244R 0.249R
Avg. MFE? 0.242R 0.234R 0.251R
Avg. ETD? 0.262R 0.249R 0.275R
Avg. entry efficiency? 62% 62% 63%
Avg. exit efficiency? 43% 45% 41%
Avg. total efficiency? 5% 6% 4%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
0 44 54.5% -1.75R -0.040R
1 42 50.0% +1.04R +0.025R
2 49 51.0% +2.44R +0.050R
3 52 46.2% -2.94R -0.057R
4 47 53.2% -1.61R -0.034R
5 43 44.2% -1.93R -0.045R
6 47 53.2% +1.47R +0.031R
7 44 50.0% -3.81R -0.087R
8 39 41.0% -3.94R -0.101R
9 46 45.7% -2.27R -0.049R
10 55 34.5% +0.66R +0.012R
11 37 64.9% +2.06R +0.056R
12 49 44.9% -0.18R -0.004R
13 47 44.7% -2.20R -0.047R
14 48 56.2% +4.08R +0.085R
15 52 42.3% -1.02R -0.020R
16 52 42.3% -4.41R -0.085R
17 2 0.0% -0.35R -0.174R
18 36 50.0% +2.45R +0.068R
19 55 54.5% -1.15R -0.021R
20 45 46.7% -3.92R -0.087R
21 50 50.0% -0.22R -0.004R
22 45 55.6% -1.64R -0.037R
23 59 40.7% -3.20R -0.054R

Day of week

Bucket n Win rate Total Avg
Mon 226 47.8% -6.51R -0.029R
Tue 222 47.7% -5.99R -0.027R
Wed 213 46.5% -2.24R -0.011R
Thu 215 46.5% -7.51R -0.035R
Fri 158 52.5% +1.90R +0.012R
Sun 51 51.0% -1.99R -0.039R

Session

Bucket n Win rate Total Avg
globex 793 48.8% -24.72R -0.031R
rth 292 46.2% +2.37R +0.008R

Direction

Bucket n Win rate Total Avg
short 539 46.9% -13.92R -0.026R
long 546 49.3% -8.43R -0.015R

Combo

Bucket n Win rate Total Avg
2-1-2_bull_continuation 114 45.6% -6.47R -0.057R
2-1-2_bear_reversal 128 46.9% -6.94R -0.054R
3-1-2_bull_reversal 55 47.3% -1.74R -0.032R
2-1-2_bear_continuation 92 46.7% -2.21R -0.024R
2-2_bear_reversal 257 44.7% -3.90R -0.015R
3-1-2_bear_reversal 62 56.5% -0.86R -0.014R
2-2_bull_reversal 246 49.6% -1.94R -0.008R
2-1-2_bull_reversal 131 52.7% +1.72R +0.013R

Continuity

Bucket n Win rate Total Avg
continuity backs it 191 41.9% -12.09R -0.063R
it does not 894 49.4% -10.25R -0.011R

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 9 0.8% -0.66R -0.66R +0.36R 1.02R 1.00R 1.00R 44.4% -0.073R +0.089R -0.339R +0.20R -1.00R 0.34R 0.19R 0.27R 59% 51% 10%
2026-08-03 22 2.0% -2.91R -3.57R +1.11R 4.03R 3.66R 3.66R 45.5% -0.132R +0.111R -0.504R +0.35R -1.00R 0.28R 0.13R 0.26R 57% 43% -0%
2026-08-04 18 1.7% +0.47R -3.11R +1.50R 1.03R 3.60R 3.66R 72.2% +0.026R +0.115R -0.345R +0.49R -1.00R 0.15R 0.17R 0.15R 65% 59% 24%
2026-08-05 15 1.4% -0.18R -3.28R +0.90R 1.07R 3.28R 3.66R 46.7% -0.012R +0.128R -0.153R +0.27R -1.00R 0.19R 0.16R 0.17R 60% 45% 5%
2026-08-06 19 1.8% -2.35R -5.63R +0.83R 3.18R 5.65R 5.65R 36.8% -0.124R +0.118R -0.397R +0.36R -1.02R 0.32R 0.20R 0.32R 59% 35% -6%
2026-08-07 11 1.0% +0.48R -5.15R +0.57R 0.10R 5.72R 5.72R 36.4% +0.044R +0.144R -0.032R +0.43R -0.06R 0.07R 0.17R 0.13R 76% 35% 11%
2026-08-09 6 0.6% +0.04R -5.12R +1.06R 1.02R 6.16R 6.16R 66.7% +0.006R +0.265R -0.512R +0.68R -1.01R 0.35R 0.32R 0.32R 52% 44% -4%
2026-08-10 23 2.1% +0.41R -4.71R +2.46R 2.05R 6.20R 6.20R 65.2% +0.018R +0.164R -0.513R +0.50R -1.01R 0.23R 0.27R 0.26R 60% 62% 22%
2026-08-11 23 2.1% +2.30R -2.41R +2.38R 0.09R 4.73R 6.20R 52.2% +0.100R +0.199R -0.015R +0.59R -0.02R 0.11R 0.22R 0.12R 73% 50% 23%
2026-08-12 20 1.8% -2.47R -4.88R +1.72R 4.19R 4.88R 6.20R 40.0% -0.123R +0.215R -0.419R +0.38R -1.00R 0.33R 0.24R 0.37R 57% 39% -4%
2026-08-13 20 1.8% +0.73R -4.16R +0.87R 0.15R 4.84R 6.20R 45.0% +0.036R +0.097R -0.049R +0.29R -0.10R 0.08R 0.21R 0.17R 73% 40% 14%
2026-08-14 14 1.3% -1.13R -5.28R +1.92R 3.05R 5.28R 6.20R 64.3% -0.081R +0.213R -0.609R +1.03R -1.02R 0.33R 0.24R 0.32R 59% 59% 18%
2026-08-16 7 0.6% -0.24R -5.52R +0.85R 1.09R 5.52R 6.20R 42.9% -0.034R +0.282R -0.362R +0.76R -1.00R 0.31R 0.27R 0.30R 53% 43% -5%
2026-08-17 22 2.0% +1.11R -4.42R +2.18R 1.07R 5.52R 6.20R 54.5% +0.050R +0.182R -0.358R +0.47R -1.00R 0.16R 0.21R 0.16R 73% 58% 31%
2026-08-18 19 1.8% +0.26R -4.16R +2.27R 2.01R 5.08R 6.20R 47.4% +0.013R +0.252R -0.670R +1.02R -1.00R 0.25R 0.25R 0.24R 57% 47% 5%
2026-08-19 14 1.3% +1.38R -2.78R +1.41R 0.03R 3.91R 6.20R 57.1% +0.098R +0.176R -0.017R +0.37R -0.03R 0.07R 0.25R 0.15R 81% 43% 24%
2026-08-20 23 2.1% +0.05R -2.73R +3.08R 3.03R 3.68R 6.20R 56.5% +0.002R +0.237R -0.505R +1.07R -1.00R 0.26R 0.32R 0.30R 65% 43% 8%
2026-08-21 9 0.8% +0.27R -2.46R +1.30R 1.03R 3.76R 6.20R 55.6% +0.030R +0.259R -0.342R +0.82R -1.00R 0.22R 0.27R 0.24R 60% 46% 5%
2026-08-23 8 0.7% -1.62R -4.08R +0.42R 2.03R 4.08R 6.20R 37.5% -0.202R +0.138R -0.508R +0.25R -1.01R 0.32R 0.20R 0.40R 57% 33% -10%
2026-08-24 22 2.0% -1.43R -5.51R +2.63R 4.07R 5.95R 6.20R 45.5% -0.065R +0.263R -0.581R +0.91R -1.00R 0.26R 0.27R 0.34R 65% 35% -0%
2026-08-25 20 1.8% -0.79R -6.30R +1.79R 2.58R 7.29R 7.29R 55.0% -0.040R +0.163R -0.369R +0.89R -1.00R 0.25R 0.20R 0.27R 57% 41% -3%
2026-08-26 18 1.7% +1.05R -5.25R +1.18R 0.13R 6.34R 7.29R 33.3% +0.059R +0.197R -0.026R +0.60R -0.07R 0.11R 0.21R 0.16R 69% 36% 4%
2026-08-27 21 1.9% -0.72R -5.97R +2.32R 3.03R 7.28R 7.29R 66.7% -0.034R +0.165R -0.758R +0.82R -1.00R 0.23R 0.24R 0.27R 69% 35% 4%
2026-08-28 13 1.2% +1.09R -4.87R +1.12R 0.03R 5.98R 7.29R 38.5% +0.084R +0.225R -0.010R +0.53R -0.02R 0.13R 0.26R 0.14R 70% 43% 13%
2026-08-30 4 0.4% +0.41R -4.46R +0.41R 0.00R 4.56R 7.29R 75.0% +0.103R +0.137R — +0.32R — 0.07R 0.24R 0.14R 75% 49% 24%
2026-08-31 19 1.8% +0.09R -4.37R +1.29R 1.20R 5.24R 7.29R 42.1% +0.005R +0.161R -0.149R +0.30R -1.00R 0.28R 0.27R 0.27R 62% 43% 5%
2026-09-01 16 1.5% -0.38R -4.75R +1.83R 2.21R 4.90R 7.29R 62.5% -0.024R +0.183R -0.553R +0.48R -1.00R 0.31R 0.29R 0.32R 55% 51% 6%
2026-09-02 22 2.0% +1.45R -3.30R +3.07R 1.62R 5.00R 7.29R 72.7% +0.066R +0.192R -0.271R +0.70R -1.03R 0.15R 0.27R 0.23R 77% 48% 24%
2026-09-03 18 1.7% -2.56R -5.86R +0.69R 3.25R 5.86R 7.29R 22.2% -0.142R +0.172R -0.295R +0.40R -1.00R 0.34R 0.21R 0.35R 51% 33% -15%
2026-09-04 17 1.6% +1.09R -4.77R +2.19R 1.09R 6.86R 7.29R 64.7% +0.064R +0.199R -0.364R +0.57R -1.00R 0.15R 0.27R 0.18R 66% 50% 16%
2026-09-06 4 0.4% -0.78R -5.55R +0.22R 1.00R 5.77R 7.29R 75.0% -0.194R +0.075R -1.000R +0.10R -1.00R 0.55R 0.18R 0.38R 44% 46% -10%
2026-09-07 9 0.8% -2.31R -7.86R +0.70R 3.01R 8.41R 8.41R 33.3% -0.257R +0.232R -0.752R +0.55R -1.00R 0.55R 0.17R 0.43R 41% 41% -17%
2026-09-08 20 1.8% -2.74R -10.60R +1.34R 4.08R 10.60R 10.60R 35.0% -0.137R +0.191R -0.510R +0.32R -1.00R 0.31R 0.22R 0.35R 52% 38% -10%
2026-09-09 17 1.6% -0.11R -10.71R +2.92R 3.02R 11.38R 11.38R 58.8% -0.006R +0.292R -0.605R +0.84R -1.00R 0.31R 0.30R 0.31R 63% 45% 8%
2026-09-10 16 1.5% +2.38R -8.33R +2.47R 0.09R 9.90R 11.38R 50.0% +0.149R +0.308R -0.029R +0.81R -0.05R 0.14R 0.27R 0.12R 68% 45% 13%
2026-09-11 17 1.6% +0.07R -8.26R +1.10R 1.03R 8.51R 11.38R 35.3% +0.004R +0.183R -0.171R +0.25R -1.00R 0.25R 0.22R 0.22R 56% 45% 1%
2026-09-13 4 0.4% -0.81R -9.07R +0.20R 1.01R 9.20R 11.38R 50.0% -0.203R +0.098R -1.007R +0.13R -1.01R 0.42R 0.18R 0.38R 50% 37% -13%
2026-09-14 23 2.1% -3.18R -12.26R +1.22R 4.40R 12.58R 12.58R 39.1% -0.138R +0.135R -0.440R +0.25R -1.04R 0.25R 0.20R 0.34R 63% 28% -9%
2026-09-15 23 2.1% -0.69R -12.94R +2.59R 3.27R 13.86R 13.86R 56.5% -0.030R +0.199R -0.655R +0.53R -1.00R 0.34R 0.29R 0.31R 60% 49% 9%
2026-09-16 17 1.6% +1.25R -11.69R +2.29R 1.04R 13.33R 13.86R 47.1% +0.074R +0.287R -0.261R +0.88R -1.01R 0.16R 0.30R 0.21R 69% 45% 15%
2026-09-17 19 1.8% +2.37R -9.33R +3.43R 1.06R 11.81R 13.86R 57.9% +0.125R +0.312R -0.532R +0.78R -1.00R 0.27R 0.35R 0.22R 61% 55% 16%
2026-09-18 12 1.1% -0.03R -9.36R +0.98R 1.02R 10.20R 13.86R 41.7% -0.003R +0.196R -0.508R +0.35R -1.00R 0.27R 0.30R 0.30R 61% 40% 1%
2026-09-20 3 0.3% -0.49R -9.85R +0.54R 1.03R 10.39R 13.86R 66.7% -0.164R +0.270R -1.032R +0.49R -1.03R 0.63R 0.36R 0.52R 41% 48% -11%
2026-09-21 17 1.6% -1.26R -11.11R +0.87R 2.12R 11.20R 13.86R 35.3% -0.074R +0.144R -0.354R +0.17R -1.01R 0.23R 0.19R 0.25R 63% 28% -9%
2026-09-22 21 1.9% -0.11R -11.22R +0.94R 1.04R 11.82R 13.86R 28.6% -0.005R +0.156R -0.348R +0.42R -1.00R 0.19R 0.19R 0.19R 63% 39% 1%
2026-09-23 21 1.9% -1.53R -12.75R +1.67R 3.21R 13.23R 13.86R 52.4% -0.073R +0.152R -0.535R +0.32R -1.11R 0.27R 0.24R 0.31R 62% 41% 3%
2026-09-24 17 1.6% -4.47R -17.22R +1.63R 6.10R 17.60R 17.60R 35.3% -0.263R +0.272R -0.678R +0.72R -1.06R 0.42R 0.21R 0.47R 46% 32% -23%
2026-09-25 13 1.2% +0.80R -16.42R +1.82R 1.01R 17.22R 17.60R 69.2% +0.062R +0.202R -0.507R +0.49R -1.01R 0.37R 0.34R 0.25R 58% 59% 16%
2026-09-27 5 0.5% +0.09R -16.33R +0.09R 0.01R 16.39R 17.60R 40.0% +0.017R +0.047R -0.008R +0.06R -0.01R 0.11R 0.19R 0.17R 72% 41% 13%
2026-09-28 21 1.9% -1.94R -18.27R +1.63R 3.56R 18.45R 18.45R 42.9% -0.092R +0.181R -0.594R +0.50R -1.01R 0.30R 0.22R 0.33R 57% 42% -1%
2026-09-29 21 1.9% -1.15R -19.42R +2.07R 3.22R 19.42R 19.42R 47.6% -0.055R +0.207R -0.536R +0.48R -1.02R 0.33R 0.26R 0.31R 60% 46% 6%
2026-09-30 24 2.2% -1.10R -20.51R +0.99R 2.08R 20.51R 20.51R 33.3% -0.046R +0.123R -0.417R +0.49R -1.00R 0.22R 0.20R 0.24R 61% 39% 0%
2026-10-01 21 1.9% -0.66R -21.17R +2.01R 2.67R 22.87R 22.87R 28.6% -0.031R +0.334R -0.296R +0.84R -1.00R 0.26R 0.25R 0.30R 61% 39% -0%
2026-10-02 17 1.6% +1.15R -20.02R +2.18R 1.03R 21.84R 22.87R 58.8% +0.068R +0.218R -0.206R +0.98R -1.00R 0.21R 0.23R 0.16R 66% 45% 12%
2026-10-04 5 0.5% +0.37R -19.65R +0.37R 0.00R 20.02R 22.87R 40.0% +0.074R +0.186R — +0.24R — 0.09R 0.26R 0.18R 71% 42% 13%
2026-10-05 23 2.1% +2.08R -17.57R +4.12R 2.04R 20.50R 22.87R 52.2% +0.090R +0.343R -0.408R +0.94R -1.01R 0.25R 0.37R 0.26R 69% 43% 11%
2026-10-06 19 1.8% -1.71R -19.28R +1.29R 3.00R 20.08R 22.87R 31.6% -0.090R +0.215R -1.000R +0.44R -1.00R 0.31R 0.22R 0.31R 59% 38% -3%
2026-10-07 22 2.0% -1.90R -21.18R +1.18R 3.07R 21.18R 22.87R 27.3% -0.086R +0.196R -0.439R +0.39R -1.02R 0.22R 0.21R 0.30R 65% 30% -4%
2026-10-08 18 1.7% -1.68R -22.86R +1.40R 3.08R 23.00R 23.00R 50.0% -0.094R +0.155R -0.514R +0.74R -1.00R 0.26R 0.23R 0.30R 64% 33% -3%
2026-10-09 15 1.4% -2.84R -25.70R +0.66R 3.49R 25.70R 25.70R 46.7% -0.189R +0.094R -0.874R +0.24R -1.00R 0.36R 0.20R 0.42R 57% 34% -9%
2026-10-11 5 0.5% +1.04R -24.66R +1.05R 0.01R 24.83R 25.70R 40.0% +0.208R +0.523R -0.008R +0.88R -0.01R 0.22R 0.40R 0.19R 56% 64% 20%
2026-10-12 25 2.3% +2.84R -21.82R +2.96R 0.11R 24.20R 25.70R 56.0% +0.114R +0.211R -0.028R +0.70R -0.09R 0.17R 0.27R 0.15R 71% 47% 18%
2026-10-13 22 2.0% -1.44R -23.26R +2.60R 4.04R 24.56R 25.70R 40.9% -0.065R +0.289R -0.577R +0.89R -1.00R 0.30R 0.28R 0.35R 63% 38% 0%
2026-10-14 23 2.1% -0.10R -23.35R +1.02R 1.12R 23.99R 25.70R 47.8% -0.004R +0.093R -0.140R +0.26R -1.00R 0.18R 0.18R 0.18R 56% 40% -5%
2026-10-15 23 2.1% -0.60R -23.95R +2.94R 3.54R 23.95R 25.70R 56.5% -0.026R +0.226R -0.506R +0.72R -1.00R 0.31R 0.27R 0.31R 61% 45% 5%
2026-10-16 11 1.0% +1.60R -22.35R +1.64R 0.03R 23.97R 25.70R 72.7% +0.146R +0.205R -0.033R +0.34R -0.03R 0.16R 0.32R 0.17R 74% 45% 19%