NQ_30m

E-mini Nasdaq-100

507 positions from 569 log rows, 2026-07-31 11:31:19.385001 → 2026-10-16 15:44:09.694003. $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

+6.25R

Expectancy

+0.012R

Profit factor

1.12

Win rate excl. breakeven

62.8%

45.6% of all trades

Max drawdown

6.65R

Trades

507

Edge vs chance

p=0.610

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 50 0.0% -49.59R -0.992R
trail 427 48.2% +40.43R +0.095R
target 27 88.9% +7.22R +0.267R
session_end 3 33.3% +8.19R +2.731R
net +6.25R

Stop-outs went 0.066R in your favour on average before stopping, and 0 of 50 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: 0.360 points.

Scale-out

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

Reached the first target

12.2%

62 of 507 positions

Banked by the partials

+11.3R

+0.183R each, n=62

Runner legs, own R +13.1R +0.211R each
Runners that gave back 6 of 62
Runner exits trail:56 · target:5 · stop:1
Positions that scaled +0.197R n=62
Positions that never did -0.013R n=445

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 +6.25R +6.46R -0.21R
Gross profit +58.04R +31.61R +26.43R
Gross loss 51.79R 25.15R 26.63R
Profit factor 1.121 1.257 0.992
Max. drawdown 6.65R 5.30R 4.90R
Sharpe ratio? 0.023 0.039 -0.002
Sortino ratio? 0.039 0.084 -0.003
Ulcer index? 2.353 2.036 2.321
t statistic? 0.510 0.608 -0.033
p value? 0.610 0.543 0.973
Total # of trades 507 246 261
Percent profitable? 45.6% 48.0% 43.3%
Win rate excl. breakeven? 62.8% 65.9% 59.8%
# of winning trades 231 118 113
# of losing trades 137 61 76
# of even trades 139 67 72
Avg. trade +0.012R +0.026R -0.001R
Avg. winning trade +0.251R +0.268R +0.234R
Avg. losing trade -0.378R -0.412R -0.350R
Ratio avg. win / avg. loss 0.665 0.650 0.667
Largest winning trade +8.95R +8.95R +1.00R
Largest losing trade -1.03R -1.01R -1.03R
Max. consec. winners 19 15 8
Max. consec. losers 4 6 4
Sessions traded? 66 63 64
Avg. trades per session 7.682 3.905 4.078
Avg. time in market 14.6 min 8.8 min 20.0 min
Profit per month? +2.47R +2.55R -0.08R
Max. time to recover? 20.38 days 20.38 days 20.49 days
Longest flat period? 25.74 days 23.26 days 38.62 days
Avg. MAE? 0.245R 0.240R 0.250R
Avg. MFE? 0.241R 0.230R 0.252R
Avg. ETD? 0.244R 0.237R 0.251R
Avg. entry efficiency? 62% 62% 62%
Avg. exit efficiency? 47% 50% 45%
Avg. total efficiency? 9% 12% 7%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
0 25 40.0% -1.01R -0.040R
1 22 63.6% +0.95R +0.043R
2 22 36.4% +0.61R +0.028R
3 24 45.8% +0.30R +0.013R
4 20 45.0% -2.65R -0.133R
5 19 47.4% -0.49R -0.026R
6 19 47.4% -0.52R -0.027R
7 29 62.1% -0.27R -0.009R
8 21 38.1% -3.39R -0.161R
9 33 48.5% +0.42R +0.013R
10 7 42.9% +0.56R +0.080R
11 30 40.0% +1.09R +0.036R
12 18 72.2% +2.23R +0.124R
13 16 43.8% -1.98R -0.124R
14 24 37.5% -1.79R -0.075R
15 31 45.2% +1.30R +0.042R
16 21 47.6% +1.40R +0.067R
17 3 33.3% +8.19R +2.731R
18 5 20.0% -0.08R -0.016R
19 31 45.2% -1.00R -0.032R
20 19 57.9% +0.96R +0.051R
21 22 27.3% -0.87R -0.040R
22 20 35.0% +1.38R +0.069R
23 26 42.3% +0.93R +0.036R

Day of week

Bucket n Win rate Total Avg
Mon 96 47.9% +8.60R +0.090R
Tue 106 44.3% -1.20R -0.011R
Wed 89 43.8% -7.18R -0.081R
Thu 105 49.5% +5.28R +0.050R
Fri 87 44.8% +0.90R +0.010R
Sun 24 33.3% -0.14R -0.006R

Session

Bucket n Win rate Total Avg
globex 377 45.6% +4.36R +0.012R
rth 130 45.4% +1.89R +0.015R

Direction

Bucket n Win rate Total Avg
short 261 43.3% -0.21R -0.001R
long 246 48.0% +6.46R +0.026R

Combo

Bucket n Win rate Total Avg
2-1-2_bull_continuation 58 37.9% -3.78R -0.065R
3-1-2_bear_reversal 15 33.3% -0.72R -0.048R
2-2_bear_reversal 126 42.9% -2.06R -0.016R
3-1-2_bull_reversal 19 57.9% -0.14R -0.007R
2-2_bull_reversal 98 51.0% -0.26R -0.003R
2-1-2_bear_reversal 55 41.8% -0.05R -0.001R
2-1-2_bear_continuation 65 47.7% +2.63R +0.040R
2-1-2_bull_reversal 71 49.3% +10.64R +0.150R

Continuity

Bucket n Win rate Total Avg
continuity backs it 120 45.0% -2.51R -0.021R
it does not 387 45.7% +8.77R +0.023R

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 3 0.6% +0.25R +0.25R +0.25R 0.00R 0.00R 0.00R 33.3% +0.082R +0.247R — +0.25R — 0.22R 0.33R 0.24R 59% 51% 10%
2026-08-03 10 2.0% -0.74R -0.49R +0.29R 1.03R 1.00R 1.00R 40.0% -0.074R +0.074R -0.258R +0.16R -1.00R 0.21R 0.10R 0.18R 46% 66% 12%
2026-08-04 7 1.4% +0.70R +0.22R +0.71R 0.00R 0.73R 1.00R 71.4% +0.101R +0.142R -0.003R +0.24R -0.00R 0.19R 0.29R 0.19R 75% 62% 37%
2026-08-05 6 1.2% -0.02R +0.19R +0.02R 0.04R 0.27R 1.00R 16.7% -0.004R +0.020R -0.014R +0.02R -0.03R 0.17R 0.06R 0.06R 62% 24% -14%
2026-08-06 10 2.0% -0.80R -0.61R +0.22R 1.02R 1.24R 1.24R 30.0% -0.080R +0.073R -0.341R +0.17R -1.00R 0.22R 0.10R 0.19R 58% 55% 13%
2026-08-07 10 2.0% +0.79R +0.18R +1.80R 1.01R 2.04R 2.04R 60.0% +0.079R +0.300R -0.504R +1.00R -1.00R 0.21R 0.27R 0.19R 55% 55% 9%
2026-08-09 4 0.8% -0.62R -0.43R +0.39R 1.01R 1.29R 2.04R 50.0% -0.154R +0.196R -1.011R +0.25R -1.01R 0.32R 0.25R 0.40R 63% 30% -8%
2026-08-10 8 1.6% +0.48R +0.05R +0.50R 0.02R 0.85R 2.04R 62.5% +0.060R +0.100R -0.011R +0.24R -0.01R 0.21R 0.23R 0.17R 64% 60% 24%
2026-08-11 9 1.8% -1.34R -1.29R +0.83R 2.17R 2.33R 2.33R 22.2% -0.149R +0.416R -0.362R +0.61R -1.00R 0.27R 0.21R 0.35R 57% 31% -13%
2026-08-12 8 1.6% -0.96R -2.25R +0.10R 1.05R 2.72R 2.72R 12.5% -0.120R +0.096R -0.264R +0.10R -1.00R 0.22R 0.13R 0.25R 51% 35% -14%
2026-08-13 10 2.0% -0.21R -2.46R +0.91R 1.13R 2.93R 2.93R 50.0% -0.021R +0.183R -0.375R +0.51R -1.00R 0.29R 0.17R 0.19R 52% 57% 9%
2026-08-14 8 1.6% +0.59R -1.87R +0.69R 0.09R 2.58R 2.93R 25.0% +0.074R +0.344R -0.023R +0.44R -0.05R 0.24R 0.25R 0.18R 57% 45% 2%
2026-08-16 1 0.2% -0.03R -1.90R +0.00R 0.03R 2.37R 2.93R 0.0% -0.032R — -0.032R — -0.03R 0.03R 0.11R 0.14R 78% 0% -22%
2026-08-17 10 2.0% +1.00R -0.90R +1.06R 0.05R 2.38R 2.93R 40.0% +0.100R +0.265R -0.027R +0.83R -0.04R 0.17R 0.25R 0.15R 66% 50% 17%
2026-08-18 11 2.2% +0.77R -0.12R +0.79R 0.01R 1.27R 2.93R 27.3% +0.070R +0.262R -0.007R +0.64R -0.01R 0.22R 0.21R 0.14R 66% 49% 16%
2026-08-19 7 1.4% -0.37R -0.50R +0.63R 1.00R 1.46R 2.93R 42.9% -0.053R +0.210R -0.501R +0.50R -1.00R 0.36R 0.19R 0.25R 47% 55% 2%
2026-08-20 10 2.0% +2.57R +2.07R +2.59R 0.02R 0.47R 2.93R 70.0% +0.257R +0.370R -0.010R +0.80R -0.01R 0.18R 0.46R 0.18R 76% 60% 36%
2026-08-21 7 1.4% +0.12R +2.19R +0.12R 0.00R 0.00R 2.93R 42.9% +0.017R +0.039R — +0.08R — 0.04R 0.11R 0.09R 67% 40% 7%
2026-08-23 3 0.6% +0.59R +2.78R +0.59R 0.00R 0.00R 2.93R 66.7% +0.196R +0.294R — +0.51R — 0.14R 0.29R 0.10R 71% 74% 44%
2026-08-24 11 2.2% +1.55R +4.32R +1.55R 0.00R 0.00R 2.93R 90.9% +0.141R +0.155R — +0.50R — 0.12R 0.33R 0.19R 83% 51% 34%
2026-08-25 10 2.0% -1.08R +3.24R +0.93R 2.02R 1.79R 2.93R 50.0% -0.108R +0.187R -0.672R +0.37R -1.01R 0.34R 0.26R 0.37R 55% 43% -2%
2026-08-26 8 1.6% -0.73R +2.51R +0.29R 1.02R 2.79R 2.93R 37.5% -0.091R +0.096R -0.509R +0.21R -1.00R 0.24R 0.20R 0.29R 64% 38% 3%
2026-08-27 11 2.2% +0.63R +3.14R +1.64R 1.01R 1.98R 2.93R 54.5% +0.058R +0.274R -0.336R +0.55R -1.00R 0.15R 0.38R 0.28R 81% 35% 17%
2026-08-28 10 2.0% +1.22R +4.37R +1.30R 0.08R 1.96R 2.93R 50.0% +0.122R +0.260R -0.025R +0.84R -0.06R 0.06R 0.24R 0.10R 76% 41% 17%
2026-08-30 2 0.4% +0.12R +4.49R +0.12R 0.00R 0.67R 2.93R 50.0% +0.060R +0.123R -0.003R +0.12R -0.00R 0.22R 0.27R 0.21R 55% 57% 13%
2026-08-31 7 1.4% -2.98R +1.51R +0.03R 3.01R 3.55R 3.55R 14.3% -0.426R +0.026R -1.003R +0.03R -1.01R 0.44R 0.09R 0.51R 52% 14% -34%
2026-09-01 9 1.8% +1.03R +2.54R +1.05R 0.01R 3.54R 3.55R 55.6% +0.115R +0.210R -0.013R +0.40R -0.01R 0.39R 0.27R 0.16R 48% 69% 17%
2026-09-02 7 1.4% +1.39R +3.93R +1.71R 0.32R 2.40R 3.55R 57.1% +0.198R +0.427R -0.106R +0.93R -0.30R 0.31R 0.45R 0.27R 62% 55% 16%
2026-09-03 11 2.2% +0.48R +4.41R +0.57R 0.08R 1.07R 3.55R 36.4% +0.044R +0.142R -0.017R +0.26R -0.04R 0.10R 0.18R 0.14R 67% 35% 2%
2026-09-04 8 1.6% -0.35R +4.06R +0.68R 1.02R 1.30R 3.55R 50.0% -0.043R +0.169R -0.512R +0.35R -1.02R 0.22R 0.19R 0.23R 71% 40% 11%
2026-09-06 2 0.4% +0.34R +4.40R +0.35R 0.02R 0.63R 3.55R 50.0% +0.168R +0.351R -0.016R +0.35R -0.02R 0.24R 0.34R 0.17R 61% 37% -3%
2026-09-07 8 1.6% -0.07R +4.33R +0.93R 1.00R 1.63R 3.55R 50.0% -0.009R +0.232R -1.000R +0.50R -1.00R 0.29R 0.34R 0.36R 68% 34% 2%
2026-09-08 11 2.2% -0.41R +3.91R +1.06R 1.48R 1.70R 3.55R 72.7% -0.038R +0.133R -0.492R +0.25R -1.01R 0.26R 0.26R 0.30R 56% 45% 1%
2026-09-09 8 1.6% -2.93R +0.98R +0.09R 3.03R 4.11R 4.11R 25.0% -0.366R +0.047R -0.756R +0.09R -1.00R 0.46R 0.13R 0.50R 44% 21% -35%
2026-09-10 9 1.8% -0.60R +0.38R +0.41R 1.01R 4.80R 4.80R 22.2% -0.067R +0.206R -0.338R +0.24R -1.00R 0.27R 0.25R 0.32R 63% 31% -5%
2026-09-11 8 1.6% -1.56R -1.18R +0.47R 2.03R 6.65R 6.65R 25.0% -0.195R +0.235R -0.677R +0.43R -1.00R 0.41R 0.17R 0.37R 41% 43% -16%
2026-09-13 2 0.4% +0.00R -1.18R +0.00R 0.00R 6.21R 6.65R 0.0% +0.000R — — — — 0.14R 0.14R 0.14R 73% 27% 0%
2026-09-14 11 2.2% +9.37R +8.19R +9.38R 0.01R 6.21R 6.65R 45.5% +0.852R +1.877R -0.005R +8.95R -0.01R 0.22R 0.23R 0.15R 68% 161% 129%
2026-09-15 10 2.0% -0.37R +7.82R +0.70R 1.07R 1.06R 6.65R 30.0% -0.037R +0.232R -0.267R +0.44R -1.00R 0.29R 0.29R 0.28R 58% 40% -2%
2026-09-16 11 2.2% -1.17R +6.65R +0.85R 2.02R 1.91R 6.65R 45.5% -0.106R +0.171R -0.506R +0.26R -1.00R 0.23R 0.31R 0.38R 62% 34% -4%
2026-09-17 7 1.4% +1.54R +8.19R +1.54R 0.00R 1.69R 6.65R 71.4% +0.220R +0.308R — +0.95R — 0.17R 0.34R 0.13R 75% 56% 31%
2026-09-18 5 1.0% +0.13R +8.32R +0.15R 0.02R 0.16R 6.65R 20.0% +0.026R +0.151R -0.019R +0.15R -0.02R 0.14R 0.17R 0.14R 65% 33% -2%
2026-09-20 2 0.4% +0.48R +8.80R +0.48R 0.00R 0.03R 6.65R 50.0% +0.240R +0.479R — +0.48R — 0.13R 0.28R 0.06R 84% 45% 28%
2026-09-21 5 1.0% -1.39R +7.42R +0.11R 1.50R 1.39R 6.65R 20.0% -0.277R +0.114R -0.500R +0.11R -1.00R 0.65R 0.11R 0.49R 17% 48% -34%
2026-09-22 13 2.6% -0.31R +7.10R +0.75R 1.07R 1.95R 6.65R 30.8% -0.024R +0.189R -0.267R +0.35R -1.03R 0.29R 0.22R 0.24R 55% 51% 7%
2026-09-23 10 2.0% +0.65R +7.76R +1.67R 1.01R 2.11R 6.65R 60.0% +0.065R +0.278R -0.506R +0.71R -1.00R 0.22R 0.30R 0.24R 76% 41% 18%
2026-09-24 9 1.8% -0.33R +7.43R +0.72R 1.05R 1.60R 6.65R 55.6% -0.037R +0.143R -0.523R +0.22R -1.00R 0.25R 0.24R 0.28R 56% 46% 2%
2026-09-25 9 1.8% +0.97R +8.40R +1.01R 0.04R 1.39R 6.65R 66.7% +0.108R +0.169R -0.021R +0.33R -0.04R 0.16R 0.31R 0.21R 75% 44% 19%
2026-09-27 1 0.2% -0.00R +8.39R +0.00R 0.00R 0.41R 6.65R 0.0% -0.004R — -0.004R — -0.00R 0.00R 0.20R 0.21R 98% 0% -2%
2026-09-28 10 2.0% -0.74R +7.65R +0.26R 1.00R 1.39R 6.65R 30.0% -0.074R +0.087R -1.000R +0.13R -1.00R 0.15R 0.20R 0.27R 75% 25% 1%
2026-09-29 11 2.2% -0.85R +6.81R +1.16R 2.00R 2.37R 6.65R 36.4% -0.077R +0.289R -0.668R +0.48R -1.00R 0.41R 0.23R 0.31R 46% 48% -5%
2026-09-30 9 1.8% -2.42R +4.39R +0.62R 3.04R 4.42R 6.65R 44.4% -0.269R +0.155R -0.608R +0.33R -1.00R 0.37R 0.14R 0.41R 52% 34% -14%
2026-10-01 10 2.0% +0.52R +4.90R +1.52R 1.00R 4.55R 6.65R 50.0% +0.052R +0.304R -0.502R +0.86R -1.00R 0.30R 0.31R 0.26R 59% 48% 7%
2026-10-02 6 1.2% +1.21R +6.11R +1.21R 0.00R 3.90R 6.65R 66.7% +0.202R +0.303R -0.002R +0.60R -0.00R 0.12R 0.39R 0.19R 78% 58% 36%
2026-10-04 4 0.8% -0.98R +5.13R +0.05R 1.04R 3.67R 6.65R 25.0% -0.246R +0.052R -0.518R +0.05R -1.00R 0.27R 0.08R 0.33R 59% 17% -24%
2026-10-05 9 1.8% +1.66R +6.79R +1.67R 0.00R 3.61R 6.65R 44.4% +0.185R +0.417R -0.005R +0.93R -0.00R 0.09R 0.30R 0.10R 72% 55% 27%
2026-10-06 5 1.0% +0.37R +7.16R +0.37R 0.00R 1.79R 6.65R 60.0% +0.075R +0.124R — +0.22R — 0.13R 0.17R 0.10R 68% 43% 11%
2026-10-07 10 2.0% -1.21R +5.95R +1.81R 3.02R 3.67R 6.65R 60.0% -0.121R +0.301R -0.754R +0.78R -1.01R 0.35R 0.29R 0.41R 60% 41% 1%
2026-10-08 10 2.0% +0.02R +5.97R +1.02R 1.00R 3.75R 6.65R 50.0% +0.002R +0.204R -1.000R +0.31R -1.00R 0.23R 0.25R 0.24R 71% 44% 15%
2026-10-09 7 1.4% -1.66R +4.31R +0.34R 2.00R 4.49R 6.65R 28.6% -0.237R +0.170R -1.000R +0.33R -1.00R 0.42R 0.16R 0.40R 57% 27% -16%
2026-10-11 3 0.6% -0.02R +4.29R +0.00R 0.02R 4.51R 6.65R 0.0% -0.008R — -0.012R — -0.02R 0.14R 0.25R 0.26R 71% 23% -6%
2026-10-12 7 1.4% +0.44R +4.73R +1.44R 1.00R 4.51R 6.65R 71.4% +0.063R +0.289R -1.000R +0.68R -1.00R 0.58R 0.36R 0.25R 41% 69% 10%
2026-10-13 10 2.0% +0.28R +5.01R +1.31R 1.03R 4.31R 6.65R 50.0% +0.028R +0.262R -0.343R +0.60R -1.01R 0.21R 0.22R 0.19R 61% 54% 15%
2026-10-14 5 1.0% +0.59R +5.60R +0.59R 0.00R 3.71R 6.65R 80.0% +0.118R +0.148R — +0.23R — 0.18R 0.26R 0.15R 71% 59% 30%
2026-10-15 8 1.6% +1.47R +7.07R +1.47R 0.00R 2.95R 6.65R 62.5% +0.183R +0.294R — +0.81R — 0.14R 0.38R 0.20R 77% 51% 28%
2026-10-16 6 1.2% -0.82R +6.25R +0.18R 1.00R 2.55R 6.65R 50.0% -0.136R +0.061R -1.000R +0.10R -1.00R 0.24R 0.13R 0.27R 50% 53% 3%