NQ_1m

E-mini Nasdaq-100 Since scale-out

13,375 positions from 18,624 log rows, 2026-08-18 09:23:22.033001 → 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

-43.76R

Expectancy

-0.003R

Profit factor

0.98

Win rate excl. breakeven

62.4%

52.2% of all trades

Max drawdown

110.31R

Trades

13,375

Edge vs chance

p=0.397

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 1,772 0.0% -1668.83R -0.942R
session_end 1 0.0% -0.22R -0.216R
trail 9,946 55.7% +960.98R +0.097R
target 1,656 87.4% +664.31R +0.401R
net -43.76R

Stop-outs went 0.056R in your favour on average before stopping, and 2 of 1,772 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: 0.641 points.

Scale-out

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

Reached the first target

39.2%

5,249 of 13,375 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 -0.131R n=8,126

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 -43.76R -81.73R +37.97R
Gross profit +1822.80R +880.45R +942.35R
Gross loss 1866.56R 962.18R 904.38R
Profit factor 0.977 0.915 1.042
Max. drawdown 110.31R 90.10R 60.63R
Sharpe ratio? -0.007 -0.028 0.013
Sortino ratio? -0.009 -0.034 0.016
Ulcer index? 64.544 54.856 28.423
t statistic? -0.848 -2.245 1.038
p value? 0.397 0.025 0.299
Total # of trades 13,375 6,641 6,734
Percent profitable? 52.2% 51.5% 53.0%
Win rate excl. breakeven? 62.4% 61.5% 63.4%
# of winning trades 6,988 3,420 3,568
# of losing trades 4,206 2,145 2,061
# of even trades 2,181 1,076 1,105
Avg. trade -0.003R -0.012R +0.006R
Avg. winning trade +0.261R +0.257R +0.264R
Avg. losing trade -0.444R -0.449R -0.439R
Ratio avg. win / avg. loss 0.588 0.574 0.602
Largest winning trade +5.77R +1.77R +5.77R
Largest losing trade -1.88R -1.62R -1.88R
Max. consec. winners 18 17 16
Max. consec. losers 8 8 9
Sessions traded? 52 52 52
Avg. trades per session 257.212 127.712 129.500
Avg. time in market 27 sec 27 sec 27 sec
Profit per month? -22.46R -41.96R +19.49R
Max. time to recover? 11.16 days 18.0 hrs 41.87 days
Longest flat period? 45.61 days 57.88 days 41.87 days
Avg. MAE? 0.281R 0.289R 0.272R
Avg. MFE? 0.315R 0.309R 0.320R
Avg. ETD? 0.320R 0.325R 0.315R
Avg. entry efficiency? 63% 62% 63%
Avg. exit efficiency? 41% 41% 41%
Avg. total efficiency? 3% 2% 4%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
0 605 57.9% +17.65R +0.029R
1 577 53.0% -9.98R -0.017R
2 593 54.0% +15.13R +0.026R
3 576 57.3% +12.19R +0.021R
4 551 52.5% -11.57R -0.021R
5 588 52.9% -1.27R -0.002R
6 575 55.0% -1.68R -0.003R
7 586 53.6% +2.09R +0.004R
8 570 51.9% +4.52R +0.008R
9 560 47.0% -9.51R -0.017R
10 566 48.9% -19.79R -0.035R
11 567 49.6% +4.60R +0.008R
12 579 49.1% -13.28R -0.023R
13 557 47.9% -8.83R -0.016R
14 531 50.8% -10.34R -0.019R
15 552 50.5% -7.41R -0.013R
16 574 51.7% +11.31R +0.020R
17 1 0.0% -0.22R -0.216R
18 567 49.7% -14.67R -0.026R
19 633 53.1% +5.66R +0.009R
20 612 52.5% +0.16R +0.000R
21 616 54.2% +4.55R +0.007R
22 644 53.0% -6.73R -0.010R
23 595 54.5% -6.34R -0.011R

Day of week

Bucket n Win rate Total Avg
Mon 2,494 52.2% -16.23R -0.007R
Tue 2,680 51.4% -38.27R -0.014R
Wed 2,712 53.1% +27.51R +0.010R
Thu 2,705 52.5% -10.22R -0.004R
Fri 2,103 52.3% -1.94R -0.001R
Sun 681 51.1% -4.62R -0.007R

Session

Bucket n Win rate Total Avg
rth 3,600 49.4% -51.59R -0.014R
globex 9,775 53.3% +7.83R +0.001R

Direction

Bucket n Win rate Total Avg
long 6,641 51.5% -81.73R -0.012R
short 6,734 53.0% +37.97R +0.006R

Combo

Bucket n Win rate Total Avg
3-1-2_bull_reversal 606 51.8% -11.46R -0.019R
2-2_bull_reversal 2,800 48.7% -36.85R -0.013R
2-1-2_bull_continuation 1,487 54.6% -17.00R -0.011R
2-1-2_bull_reversal 1,748 53.2% -16.42R -0.009R
2-2_bear_reversal 2,799 50.9% -0.26R -0.000R
2-1-2_bear_reversal 1,715 55.2% +2.68R +0.002R
3-1-2_bear_reversal 622 52.6% +3.94R +0.006R
2-1-2_bear_continuation 1,598 54.5% +31.61R +0.020R

Continuity

Bucket n Win rate Total Avg
it does not 10,923 51.8% -38.85R -0.004R
continuity backs it 2,452 54.1% -4.90R -0.002R

Analysis (R)

52 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
2026-08-18 171 1.3% -1.09R -1.09R +21.92R 23.01R 7.64R 7.64R 50.9% -0.006R +0.252R -0.411R +1.06R -1.12R 0.28R 0.31R 0.33R 60% 41% 1%
2026-08-19 267 2.0% +9.12R +8.03R +43.33R 34.22R 7.77R 7.77R 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 2.3% -6.24R +1.79R +45.37R 51.60R 18.70R 18.70R 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 1.8% +1.63R +3.42R +36.18R 34.56R 17.83R 18.70R 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 0.6% -3.51R -0.10R +11.71R 15.23R 16.33R 18.70R 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 2.3% +3.24R +3.15R +48.96R 45.72R 19.28R 19.28R 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 2.4% -3.22R -0.07R +42.85R 46.07R 15.57R 19.28R 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 2.1% +2.82R +2.75R +39.26R 36.44R 18.35R 19.28R 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 2.4% +0.93R +3.68R +48.39R 47.46R 15.29R 19.28R 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 1.7% +7.31R +10.99R +34.71R 27.40R 12.70R 19.28R 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 0.6% +4.24R +15.23R +12.32R 8.08R 5.79R 19.28R 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 2.2% +3.84R +19.07R +43.94R 40.09R 5.51R 19.28R 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 2.4% -10.91R +8.17R +44.36R 55.27R 15.22R 19.28R 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 2.4% +1.82R +9.98R +43.08R 41.26R 20.01R 20.01R 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 2.2% -6.86R +3.12R +33.00R 39.87R 21.81R 21.81R 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 1.7% -18.74R -15.62R +29.58R 48.32R 38.74R 38.74R 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 0.7% -3.29R -18.91R +14.44R 17.73R 42.72R 42.72R 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 2.0% -7.50R -26.41R +39.46R 46.96R 54.76R 54.76R 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 2.5% -7.94R -34.35R +37.74R 45.68R 58.89R 58.89R 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 2.3% -13.29R -47.65R +36.47R 49.76R 74.22R 74.22R 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 2.3% +11.11R -36.54R +46.77R 35.65R 74.48R 74.48R 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 1.8% +2.12R -34.42R +28.82R 26.70R 62.41R 74.48R 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 0.6% -9.23R -43.64R +8.02R 17.24R 68.41R 74.48R 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 2.4% +7.23R -36.41R +51.23R 44.00R 70.14R 74.48R 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 2.2% -9.10R -45.52R +40.24R 49.34R 69.38R 74.48R 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 2.3% +13.15R -32.36R +49.65R 36.50R 69.84R 74.48R 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 2.5% -16.29R -48.65R +38.67R 54.95R 72.03R 74.48R 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 1.7% +1.04R -47.60R +28.80R 27.76R 72.36R 74.48R 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 0.7% +6.36R -41.25R +16.02R 9.66R 70.72R 74.48R 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 2.4% -28.39R -69.64R +34.69R 63.08R 93.49R 93.49R 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 2.4% -15.76R -85.40R +35.59R 51.35R 110.31R 110.31R 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 2.5% +11.31R -74.09R +48.92R 37.61R 109.88R 110.31R 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 1.6% +1.12R -72.96R +32.81R 31.68R 106.62R 110.31R 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 1.8% -3.76R -76.73R +33.88R 37.64R 102.67R 110.31R 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 0.6% +1.38R -75.35R +14.56R 13.18R 105.50R 110.31R 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 2.4% +1.26R -74.08R +40.77R 39.51R 98.47R 110.31R 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 2.3% +3.16R -70.92R +40.30R 37.14R 105.18R 110.31R 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 2.3% -2.64R -73.56R +40.95R 43.59R 96.96R 110.31R 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 2.4% +8.47R -65.08R +41.38R 32.91R 100.68R 110.31R 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 1.8% +2.74R -62.35R +26.94R 24.20R 88.43R 110.31R 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 0.7% +0.43R -61.92R +14.16R 13.73R 86.65R 110.31R 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 2.5% +7.14R -54.78R +51.19R 44.04R 87.41R 110.31R 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 2.2% +2.58R -52.20R +39.22R 36.64R 82.49R 110.31R 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 2.5% +2.11R -50.09R +49.10R 46.99R 84.21R 110.31R 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 2.3% +2.29R -47.80R +39.44R 37.14R 75.31R 110.31R 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 1.7% +1.82R -45.98R +28.85R 27.03R 76.48R 110.31R 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 0.6% -0.98R -46.96R +9.89R 10.88R 70.21R 110.31R 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 2.4% -3.06R -50.02R +43.61R 46.67R 78.54R 110.31R 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 2.4% +4.00R -46.02R +45.41R 41.41R 74.14R 110.31R 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 1.9% +3.12R -42.90R +31.05R 27.93R 70.83R 110.31R 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 2.3% -4.77R -47.67R +37.22R 41.99R 72.48R 110.31R 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 1.7% +3.91R -43.76R +27.59R 23.68R 72.97R 110.31R 55.0% +0.018R +0.226R -0.408R +1.06R -1.13R 0.25R 0.31R 0.28R 64% 43% 8%