NQ_1m

E-mini Nasdaq-100

16,844 positions from 22,093 log rows, 2026-08-02 23:38:00 → 2026-10-16 16:56:29.316002. $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

-44.44R

Expectancy

-0.003R

Profit factor

0.98

Win rate excl. breakeven

62.6%

52.5% of all trades

Max drawdown

116.22R

Trades

16,844

Edge vs chance

p=0.440

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 2,139 0.0% -2051.35R -0.959R
session_end 1 0.0% -0.22R -0.216R
trail 11,595 53.8% +1049.31R +0.090R
target 3,109 83.7% +957.82R +0.308R
net -44.44R

Stop-outs went 0.055R in your favour on average before stopping, and 4 of 2,139 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: 0.602 points.

Scale-out

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

Reached the first target

31.2%

5,249 of 16,844 positions

Banked by the partials

+1046.0R

+0.199R each, n=5,249

Runner legs, own R +987.9R +0.188R each
Runners that gave back 1,096 of 5,249
Runner exits target:1434 · trail:3524 · stop:291
Positions that scaled +0.194R n=5,249
Positions that never did -0.092R n=11,595

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 -44.44R -100.81R +56.38R
Gross profit +2266.44R +1098.70R +1167.74R
Gross loss 2310.88R 1199.51R 1111.37R
Profit factor 0.981 0.916 1.051
Max. drawdown 116.22R 123.79R 60.63R
Sharpe ratio? -0.006 -0.027 0.015
Sortino ratio? -0.007 -0.033 0.019
Ulcer index? 63.151 76.821 25.637
t statistic? -0.773 -2.473 1.391
p value? 0.440 0.013 0.164
Total # of trades 16,844 8,439 8,405
Percent profitable? 52.5% 51.8% 53.1%
Win rate excl. breakeven? 62.6% 61.8% 63.5%
# of winning trades 8,836 4,372 4,464
# of losing trades 5,273 2,707 2,566
# of even trades 2,735 1,360 1,375
Avg. trade -0.003R -0.012R +0.007R
Avg. winning trade +0.257R +0.251R +0.262R
Avg. losing trade -0.438R -0.443R -0.433R
Ratio avg. win / avg. loss 0.585 0.567 0.604
Largest winning trade +5.77R +1.77R +5.77R
Largest losing trade -3.00R -3.00R -1.88R
Max. consec. winners 18 17 16
Max. consec. losers 8 9 9
Sessions traded? 66 66 66
Avg. trades per session 255.212 127.864 127.348
Avg. time in market 26 sec 26 sec 26 sec
Profit per month? -18.10R -41.07R +22.97R
Max. time to recover? 1.17 days 1.17 days 41.87 days
Longest flat period? 70.10 days 71.67 days 41.87 days
Avg. MAE? 0.274R 0.280R 0.267R
Avg. MFE? 0.297R 0.291R 0.303R
Avg. ETD? 0.302R 0.306R 0.297R
Avg. entry efficiency? 62% 61% 63%
Avg. exit efficiency? 44% 43% 44%
Avg. total efficiency? 6% 5% 7%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
0 782 57.3% +21.29R +0.027R
1 746 52.7% -14.07R -0.019R
2 755 53.6% +3.61R +0.005R
3 748 56.6% +12.41R +0.017R
4 699 53.8% -0.90R -0.001R
5 736 52.9% -0.33R -0.000R
6 730 55.6% -1.70R -0.002R
7 737 52.9% -1.64R -0.002R
8 735 53.5% +12.93R +0.018R
9 711 47.4% -5.43R -0.008R
10 709 49.9% -15.99R -0.023R
11 708 50.1% +7.70R +0.011R
12 717 50.5% -9.48R -0.013R
13 688 48.3% -8.60R -0.013R
14 676 49.7% -8.35R -0.012R
15 689 50.7% -9.06R -0.013R
16 724 51.2% +4.08R +0.006R
17 1 0.0% -0.22R -0.216R
18 720 49.6% -17.63R -0.024R
19 769 53.3% +1.44R +0.002R
20 750 52.8% +1.76R +0.002R
21 758 53.7% +1.11R +0.001R
22 794 53.8% -1.74R -0.002R
23 762 55.1% -15.65R -0.021R

Day of week

Bucket n Win rate Total Avg
Mon 3,401 52.4% -17.06R -0.005R
Tue 3,416 52.3% -18.24R -0.005R
Wed 3,287 52.8% +18.16R +0.006R
Thu 3,300 52.6% -20.72R -0.006R
Fri 2,582 52.5% +9.61R +0.004R
Sun 858 51.4% -16.20R -0.019R

Session

Bucket n Win rate Total Avg
rth 4,500 49.8% -36.76R -0.008R
globex 12,344 53.4% -7.68R -0.001R

Direction

Bucket n Win rate Total Avg
long 8,439 51.8% -100.81R -0.012R
short 8,405 53.1% +56.38R +0.007R

Combo

Bucket n Win rate Total Avg
3-1-2_bull_reversal 769 53.1% -16.51R -0.021R
2-1-2_bull_continuation 1,970 55.4% -27.35R -0.014R
2-1-2_bull_reversal 2,192 52.6% -30.37R -0.014R
2-2_bull_reversal 3,508 49.0% -26.59R -0.008R
2-2_bear_reversal 3,497 51.1% +8.84R +0.003R
2-1-2_bear_reversal 2,106 55.8% +13.73R +0.007R
3-1-2_bear_reversal 806 51.7% +5.37R +0.007R
2-1-2_bear_continuation 1,996 54.4% +28.44R +0.014R

Continuity

Bucket n Win rate Total Avg
it does not 13,730 51.9% -38.71R -0.003R
continuity backs it 3,114 54.8% -5.73R -0.002R

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
2026-08-02 7 0.0% -1.73R -1.73R +1.27R 3.00R 2.02R 2.02R 57.1% -0.246R +0.319R -1.000R +0.73R -1.00R 0.87R 1.23R 1.48R 49% 32% -19%
2026-08-03 279 1.7% -3.09R -4.82R +32.63R 35.72R 9.13R 9.13R 52.0% -0.011R +0.225R -0.388R +1.11R -1.26R 0.25R 0.22R 0.23R 61% 54% 15%
2026-08-04 295 1.8% +20.26R +15.44R +43.86R 23.60R 4.70R 9.13R 60.3% +0.069R +0.246R -0.347R +1.64R -1.12R 0.21R 0.24R 0.18R 62% 60% 22%
2026-08-05 275 1.6% +1.55R +17.00R +33.25R 31.70R 6.75R 9.13R 52.0% +0.006R +0.233R -0.341R +1.08R -1.12R 0.23R 0.22R 0.22R 60% 52% 13%
2026-08-06 307 1.8% +4.14R +21.14R +39.97R 35.83R 6.49R 9.13R 56.7% +0.013R +0.230R -0.335R +1.07R -1.25R 0.25R 0.22R 0.21R 60% 58% 17%
2026-08-07 214 1.3% +1.54R +22.67R +23.38R 21.85R 5.84R 9.13R 51.9% +0.007R +0.211R -0.321R +1.54R -1.08R 0.20R 0.22R 0.21R 61% 54% 15%
2026-08-09 82 0.5% -4.98R +17.69R +11.03R 16.01R 10.98R 10.98R 54.9% -0.061R +0.245R -0.593R +1.00R -3.00R 0.34R 0.24R 0.30R 57% 53% 10%
2026-08-10 325 1.9% -1.85R +15.85R +42.77R 44.62R 15.11R 15.11R 54.8% -0.006R +0.240R -0.451R +1.06R -2.33R 0.22R 0.22R 0.23R 64% 55% 19%
2026-08-11 307 1.8% +0.52R +16.36R +40.78R 40.27R 17.05R 17.05R 54.1% +0.002R +0.246R -0.442R +1.11R -1.38R 0.24R 0.24R 0.24R 63% 54% 16%
2026-08-12 300 1.8% -10.90R +5.46R +42.62R 53.52R 23.24R 23.24R 50.7% -0.036R +0.280R -0.530R +1.08R -1.50R 0.31R 0.25R 0.29R 57% 53% 10%
2026-08-13 288 1.7% -14.64R -9.18R +32.04R 46.68R 38.67R 38.67R 49.7% -0.051R +0.224R -0.491R +1.00R -1.50R 0.28R 0.22R 0.27R 57% 54% 10%
2026-08-14 265 1.6% +10.01R +0.83R +34.68R 24.67R 37.83R 38.67R 54.7% +0.038R +0.239R -0.352R +1.00R -1.19R 0.21R 0.23R 0.19R 62% 57% 19%
2026-08-16 88 0.5% -4.88R -4.05R +11.07R 15.95R 32.40R 38.67R 50.0% -0.055R +0.252R -0.514R +1.20R -1.12R 0.29R 0.21R 0.26R 56% 55% 11%
2026-08-17 303 1.8% +4.11R +0.06R +39.08R 34.97R 33.93R 38.67R 51.2% +0.014R +0.252R -0.421R +1.10R -1.25R 0.24R 0.23R 0.22R 62% 54% 16%
2026-08-18 305 1.8% -1.83R -1.77R +37.11R 38.95R 32.09R 38.67R 49.8% -0.006R +0.244R -0.410R +1.10R -1.31R 0.26R 0.27R 0.28R 59% 46% 5%
2026-08-19 267 1.6% +9.12R +7.35R +43.33R 34.22R 31.40R 38.67R 53.6% +0.034R +0.303R -0.368R +5.77R -1.17R 0.28R 0.35R 0.32R 63% 41% 4%
2026-08-20 307 1.8% -6.24R +1.11R +45.37R 51.60R 32.50R 38.67R 53.7% -0.020R +0.275R -0.506R +1.13R -1.35R 0.33R 0.33R 0.35R 59% 43% 2%
2026-08-21 239 1.4% +1.63R +2.74R +36.18R 34.56R 31.64R 38.67R 54.4% +0.007R +0.278R -0.461R +1.31R -1.20R 0.32R 0.33R 0.33R 59% 45% 4%
2026-08-23 82 0.5% -3.51R -0.78R +11.71R 15.23R 30.13R 38.67R 57.3% -0.043R +0.249R -0.508R +1.33R -1.10R 0.31R 0.33R 0.38R 62% 38% -1%
2026-08-24 314 1.9% +3.24R +2.47R +48.96R 45.72R 33.08R 38.67R 50.3% +0.010R +0.310R -0.453R +1.46R -1.15R 0.30R 0.35R 0.34R 63% 42% 6%
2026-08-25 323 1.9% -3.22R -0.75R +42.85R 46.07R 29.37R 38.67R 52.9% -0.010R +0.251R -0.452R +1.17R -1.20R 0.29R 0.31R 0.33R 62% 41% 4%
2026-08-26 278 1.7% +2.82R +2.07R +39.26R 36.44R 32.15R 38.67R 51.4% +0.010R +0.275R -0.414R +1.12R -1.12R 0.25R 0.32R 0.30R 65% 40% 5%
2026-08-27 320 1.9% +0.93R +3.00R +48.39R 47.46R 29.09R 38.67R 52.2% +0.003R +0.290R -0.470R +1.22R -1.22R 0.31R 0.32R 0.32R 60% 45% 5%
2026-08-28 234 1.4% +7.31R +10.31R +34.71R 27.40R 26.50R 38.67R 53.8% +0.031R +0.276R -0.370R +1.21R -1.10R 0.26R 0.32R 0.29R 64% 44% 7%
2026-08-30 85 0.5% +4.24R +14.55R +12.32R 8.08R 19.60R 38.67R 49.4% +0.050R +0.293R -0.269R +1.07R -1.03R 0.25R 0.35R 0.31R 66% 36% 2%
2026-08-31 295 1.8% +3.84R +18.39R +43.94R 40.09R 16.39R 38.67R 59.0% +0.013R +0.253R -0.427R +1.12R -1.33R 0.27R 0.34R 0.33R 64% 40% 5%
2026-09-01 315 1.9% -10.91R +7.49R +44.36R 55.27R 21.13R 38.67R 49.5% -0.035R +0.284R -0.542R +1.14R -1.40R 0.32R 0.31R 0.35R 61% 39% -0%
2026-09-02 327 1.9% +1.82R +9.30R +43.08R 41.26R 25.92R 38.67R 50.5% +0.006R +0.261R -0.401R +1.23R -1.19R 0.27R 0.31R 0.30R 63% 41% 4%
2026-09-03 289 1.7% -6.86R +2.44R +33.00R 39.87R 27.73R 38.67R 52.2% -0.024R +0.219R -0.453R +1.29R -1.43R 0.28R 0.30R 0.33R 63% 39% 2%
2026-09-04 229 1.4% -18.74R -16.30R +29.58R 48.32R 44.65R 44.65R 45.9% -0.082R +0.282R -0.562R +1.77R -1.07R 0.35R 0.30R 0.38R 55% 39% -6%
2026-09-06 89 0.5% -3.29R -19.59R +14.44R 17.73R 48.63R 48.63R 38.2% -0.037R +0.425R -0.443R +1.21R -1.33R 0.34R 0.33R 0.37R 55% 34% -11%
2026-09-07 273 1.6% -7.50R -27.09R +39.46R 46.96R 60.67R 60.67R 48.7% -0.027R +0.297R -0.470R +1.50R -1.58R 0.33R 0.33R 0.37R 59% 39% -2%
2026-09-08 333 2.0% -7.94R -35.03R +37.74R 45.68R 64.80R 64.80R 49.5% -0.024R +0.229R -0.401R +1.24R -1.20R 0.28R 0.28R 0.31R 61% 39% 0%
2026-09-09 313 1.9% -13.29R -48.33R +36.47R 49.76R 80.13R 80.13R 48.2% -0.042R +0.242R -0.425R +1.25R -1.33R 0.30R 0.28R 0.33R 58% 40% -2%
2026-09-10 311 1.8% +11.11R -37.21R +46.77R 35.65R 80.39R 80.39R 53.4% +0.036R +0.282R -0.415R +1.29R -1.25R 0.25R 0.34R 0.31R 66% 40% 6%
2026-09-11 240 1.4% +2.12R -35.09R +28.82R 26.70R 68.32R 80.39R 51.7% +0.009R +0.232R -0.393R +0.93R -1.04R 0.27R 0.29R 0.29R 62% 40% 2%
2026-09-13 85 0.5% -9.23R -44.32R +8.02R 17.24R 74.32R 80.39R 43.5% -0.109R +0.217R -0.507R +0.75R -1.16R 0.35R 0.28R 0.40R 57% 31% -12%
2026-09-14 323 1.9% +7.23R -37.09R +51.23R 44.00R 76.05R 80.39R 53.3% +0.022R +0.298R -0.396R +1.55R -1.88R 0.28R 0.34R 0.32R 63% 42% 5%
2026-09-15 300 1.8% -9.10R -46.19R +40.24R 49.34R 75.29R 80.39R 52.7% -0.030R +0.255R -0.474R +1.00R -1.22R 0.29R 0.32R 0.35R 62% 40% 2%
2026-09-16 313 1.9% +13.15R -33.04R +49.65R 36.50R 75.75R 80.39R 56.2% +0.042R +0.282R -0.388R +1.50R -1.11R 0.27R 0.35R 0.30R 65% 44% 9%
2026-09-17 329 2.0% -16.29R -49.33R +38.67R 54.95R 77.94R 80.39R 49.5% -0.049R +0.237R -0.550R +1.04R -1.23R 0.32R 0.30R 0.35R 60% 39% -1%
2026-09-18 234 1.4% +1.04R -48.28R +28.80R 27.76R 78.27R 80.39R 48.7% +0.004R +0.253R -0.375R +1.00R -1.17R 0.25R 0.30R 0.30R 65% 37% 2%
2026-09-20 95 0.6% +6.36R -41.92R +16.02R 9.66R 76.63R 80.39R 58.9% +0.067R +0.286R -0.460R +1.55R -1.03R 0.21R 0.38R 0.30R 72% 41% 14%
2026-09-21 322 1.9% -28.39R -70.32R +34.69R 63.08R 99.41R 99.41R 49.7% -0.088R +0.217R -0.607R +1.21R -1.33R 0.32R 0.28R 0.37R 61% 36% -3%
2026-09-22 316 1.9% -15.76R -86.08R +35.59R 51.35R 116.22R 116.22R 50.6% -0.050R +0.222R -0.524R +0.88R -1.33R 0.29R 0.29R 0.34R 60% 38% -2%
2026-09-23 330 2.0% +11.31R -74.77R +48.92R 37.61R 115.80R 116.22R 54.8% +0.034R +0.270R -0.376R +1.23R -1.44R 0.26R 0.33R 0.30R 64% 43% 7%
2026-09-24 211 1.3% +1.12R -73.64R +32.81R 31.68R 112.53R 116.22R 54.5% +0.005R +0.285R -0.453R +1.11R -1.08R 0.29R 0.34R 0.34R 62% 41% 4%
2026-09-25 242 1.4% -3.76R -77.41R +33.88R 37.64R 108.58R 116.22R 54.1% -0.016R +0.259R -0.546R +1.17R -1.60R 0.30R 0.31R 0.33R 63% 41% 4%
2026-09-27 75 0.4% +1.38R -76.03R +14.56R 13.18R 111.41R 116.22R 58.7% +0.018R +0.331R -0.599R +1.00R -1.31R 0.30R 0.37R 0.36R 63% 41% 4%
2026-09-28 318 1.9% +1.26R -74.76R +40.77R 39.51R 104.38R 116.22R 52.2% +0.004R +0.246R -0.399R +1.17R -1.62R 0.25R 0.29R 0.28R 65% 41% 6%
2026-09-29 302 1.8% +3.16R -71.60R +40.30R 37.14R 111.09R 116.22R 56.6% +0.010R +0.236R -0.447R +1.00R -1.18R 0.25R 0.31R 0.30R 66% 40% 7%
2026-09-30 307 1.8% -2.64R -74.24R +40.95R 43.59R 102.87R 116.22R 54.4% -0.009R +0.245R -0.484R +1.09R -1.14R 0.30R 0.31R 0.32R 61% 43% 4%
2026-10-01 318 1.9% +8.47R -65.76R +41.38R 32.91R 106.59R 116.22R 53.5% +0.027R +0.243R -0.323R +1.03R -1.22R 0.23R 0.31R 0.26R 66% 42% 8%
2026-10-02 239 1.4% +2.74R -63.02R +26.94R 24.20R 94.34R 116.22R 56.1% +0.011R +0.201R -0.367R +0.85R -1.25R 0.24R 0.29R 0.28R 63% 43% 6%
2026-10-04 94 0.6% +0.43R -62.60R +14.16R 13.73R 92.56R 116.22R 51.1% +0.005R +0.295R -0.361R +0.92R -1.62R 0.27R 0.34R 0.32R 62% 44% 6%
2026-10-05 334 2.0% +7.14R -55.46R +51.19R 44.04R 93.32R 116.22R 51.8% +0.021R +0.296R -0.432R +1.21R -1.45R 0.26R 0.32R 0.30R 64% 42% 6%
2026-10-06 300 1.8% +2.58R -52.87R +39.22R 36.64R 88.40R 116.22R 47.3% +0.009R +0.276R -0.412R +1.08R -1.25R 0.29R 0.31R 0.31R 61% 39% 0%
2026-10-07 329 2.0% +2.11R -50.77R +49.10R 46.99R 90.12R 116.22R 54.4% +0.006R +0.274R -0.484R +1.75R -1.21R 0.26R 0.33R 0.32R 65% 41% 6%
2026-10-08 314 1.9% +2.29R -48.48R +39.44R 37.14R 81.22R 116.22R 52.2% +0.007R +0.240R -0.417R +1.23R -1.25R 0.25R 0.31R 0.30R 65% 39% 4%
2026-10-09 224 1.3% +1.82R -46.66R +28.85R 27.03R 82.39R 116.22R 50.4% +0.008R +0.255R -0.436R +1.13R -1.07R 0.25R 0.30R 0.29R 64% 41% 5%
2026-10-11 76 0.5% -0.98R -47.64R +9.89R 10.88R 76.12R 116.22R 52.6% -0.013R +0.247R -0.518R +1.11R -1.06R 0.29R 0.30R 0.30R 61% 42% 3%
2026-10-12 315 1.9% -3.06R -50.70R +43.61R 46.67R 84.45R 116.22R 53.0% -0.010R +0.261R -0.491R +1.15R -1.45R 0.29R 0.32R 0.33R 62% 42% 4%
2026-10-13 320 1.9% +4.00R -46.70R +45.41R 41.41R 80.05R 116.22R 52.5% +0.013R +0.270R -0.450R +1.09R -1.10R 0.26R 0.32R 0.31R 63% 41% 4%
2026-10-14 248 1.5% +3.12R -43.58R +31.05R 27.93R 76.74R 116.22R 54.8% +0.013R +0.228R -0.383R +1.03R -1.20R 0.26R 0.30R 0.29R 65% 43% 8%
2026-10-15 306 1.8% -4.77R -48.35R +37.22R 41.99R 78.40R 116.22R 51.6% -0.016R +0.236R -0.424R +1.36R -1.17R 0.27R 0.30R 0.31R 62% 42% 4%
2026-10-16 222 1.3% +3.91R -44.44R +27.59R 23.68R 78.88R 116.22R 55.0% +0.018R +0.226R -0.408R +1.06R -1.13R 0.25R 0.31R 0.28R 64% 43% 8%