NQ_5m

E-mini Nasdaq-100

3,221 positions from 3,809 log rows, 2026-07-31 09:22:49.493001 → 2026-10-16 16:39:23.990001. $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

-39.79R

Expectancy

-0.012R

Profit factor

0.90

Win rate excl. breakeven

62.9%

49.3% of all trades

Max drawdown

46.95R

Trades

3,221

Edge vs chance

p=0.088

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 386 0.0% -374.11R -0.969R
session_end 1 0.0% -0.57R -0.571R
trail 2,617 53.4% +269.64R +0.103R
target 217 88.0% +65.25R +0.301R
net -39.79R

Stop-outs went 0.072R in your favour on average before stopping, and 0 of 386 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: 0.399 points.

Scale-out

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

Reached the first target

18.3%

588 of 3,221 positions

Banked by the partials

+116.4R

+0.198R each, n=588

Runner legs, own R +107.8R +0.183R each
Runners that gave back 109 of 588
Runner exits trail:490 · target:62 · stop:36
Positions that scaled +0.191R n=588
Positions that never did -0.058R n=2,633

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 -39.79R -3.37R -36.42R
Gross profit +355.41R +180.44R +174.97R
Gross loss 395.20R 183.81R 211.39R
Profit factor 0.899 0.982 0.828
Max. drawdown 46.95R 18.38R 38.72R
Sharpe ratio? -0.030 -0.005 -0.054
Sortino ratio? -0.036 -0.006 -0.063
Ulcer index? 25.893 8.105 22.056
t statistic? -1.706 -0.207 -2.180
p value? 0.088 0.836 0.029
Total # of trades 3,221 1,603 1,618
Percent profitable? 49.3% 48.6% 50.1%
Win rate excl. breakeven? 62.9% 63.1% 62.6%
# of winning trades 1,589 779 810
# of losing trades 939 456 483
# of even trades 693 368 325
Avg. trade -0.012R -0.002R -0.023R
Avg. winning trade +0.224R +0.232R +0.216R
Avg. losing trade -0.421R -0.403R -0.438R
Ratio avg. win / avg. loss 0.531 0.575 0.494
Largest winning trade +1.33R +1.33R +1.27R
Largest losing trade -2.66R -2.65R -2.66R
Max. consec. winners 13 12 12
Max. consec. losers 7 6 8
Sessions traded? 66 66 66
Avg. trades per session 48.803 24.288 24.515
Avg. time in market 3.6 min 3.6 min 3.6 min
Profit per month? -15.67R -1.33R -14.34R
Max. time to recover? 2.83 days 44.53 days 2.35 days
Longest flat period? 70.24 days 44.53 days 74.34 days
Avg. MAE? 0.259R 0.244R 0.274R
Avg. MFE? 0.265R 0.264R 0.267R
Avg. ETD? 0.279R 0.268R 0.290R
Avg. entry efficiency? 62% 63% 62%
Avg. exit efficiency? 42% 42% 43%
Avg. total efficiency? 5% 5% 4%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
0 141 51.8% +2.87R +0.020R
1 134 61.2% +4.30R +0.032R
2 145 51.0% -0.42R -0.003R
3 138 42.0% -6.57R -0.048R
4 140 44.3% -5.68R -0.041R
5 132 51.5% -3.69R -0.028R
6 128 51.6% +4.88R +0.038R
7 138 60.1% +13.04R +0.094R
8 149 49.7% -1.95R -0.013R
9 154 46.8% -4.68R -0.030R
10 142 47.9% -7.45R -0.052R
11 150 54.0% +9.02R +0.060R
12 150 51.3% +2.35R +0.016R
13 129 48.8% -6.67R -0.052R
14 114 45.6% +1.08R +0.009R
15 143 44.8% -11.30R -0.079R
16 140 52.1% -1.53R -0.011R
17 1 0.0% -0.57R -0.571R
18 124 49.2% -14.70R -0.119R
19 158 49.4% -2.39R -0.015R
20 145 44.1% -2.52R -0.017R
21 138 41.3% -4.83R -0.035R
22 149 47.7% -3.50R -0.023R
23 139 48.9% +1.13R +0.008R

Day of week

Bucket n Win rate Total Avg
Mon 624 49.2% -4.43R -0.007R
Tue 689 47.9% -5.29R -0.008R
Wed 641 50.4% -14.17R -0.022R
Thu 613 49.6% -2.46R -0.004R
Fri 500 51.0% -6.22R -0.012R
Sun 154 45.5% -7.24R -0.047R

Session

Bucket n Win rate Total Avg
rth 878 48.7% -17.77R -0.020R
globex 2,343 49.6% -22.02R -0.009R

Direction

Bucket n Win rate Total Avg
short 1,618 50.1% -36.42R -0.023R
long 1,603 48.6% -3.37R -0.002R

Combo

Bucket n Win rate Total Avg
2-1-2_bear_continuation 350 52.6% -11.72R -0.033R
2-2_bear_reversal 724 47.2% -17.71R -0.024R
2-1-2_bear_reversal 401 51.9% -7.32R -0.018R
2-2_bull_reversal 756 45.6% -10.22R -0.014R
2-1-2_bull_continuation 360 51.9% +0.50R +0.001R
3-1-2_bear_reversal 143 53.1% +0.32R +0.002R
2-1-2_bull_reversal 352 50.3% +2.15R +0.006R
3-1-2_bull_reversal 135 51.9% +4.19R +0.031R

Continuity

Bucket n Win rate Total Avg
it does not 2,704 48.7% -38.76R -0.014R
continuity backs it 517 52.4% -1.03R -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
2026-07-31 19 0.6% -2.76R -2.76R +2.25R 5.01R 3.28R 3.28R 63.2% -0.145R +0.187R -0.835R +0.97R -1.00R 0.35R 0.21R 0.36R 53% 48% 2%
2026-08-03 61 1.9% +0.36R -2.40R +7.62R 7.25R 4.12R 4.12R 62.3% +0.006R +0.200R -0.483R +1.03R -1.01R 0.22R 0.24R 0.23R 68% 57% 25%
2026-08-04 58 1.8% +3.55R +1.15R +6.10R 2.55R 2.63R 4.12R 48.3% +0.061R +0.218R -0.122R +0.95R -1.00R 0.16R 0.21R 0.15R 68% 48% 16%
2026-08-05 60 1.9% -2.71R -1.56R +5.08R 7.80R 4.95R 4.95R 46.7% -0.045R +0.182R -0.325R +0.75R -1.02R 0.23R 0.21R 0.25R 56% 45% 1%
2026-08-06 56 1.7% +3.56R +2.00R +7.97R 4.41R 4.03R 4.95R 48.2% +0.064R +0.295R -0.259R +1.01R -1.02R 0.20R 0.28R 0.22R 67% 44% 12%
2026-08-07 48 1.5% +0.09R +2.09R +4.46R 4.37R 3.17R 4.95R 45.8% +0.002R +0.203R -0.364R +0.86R -1.00R 0.21R 0.23R 0.23R 66% 49% 15%
2026-08-09 17 0.5% -2.58R -0.49R +0.56R 3.14R 5.43R 5.43R 35.3% -0.152R +0.093R -0.448R +0.13R -1.03R 0.31R 0.18R 0.33R 53% 40% -7%
2026-08-10 55 1.7% -0.74R -1.23R +6.82R 7.56R 6.46R 6.46R 49.1% -0.013R +0.253R -0.420R +0.91R -1.05R 0.25R 0.22R 0.24R 60% 45% 5%
2026-08-11 64 2.0% +2.87R +1.64R +8.39R 5.52R 5.93R 6.46R 56.2% +0.045R +0.233R -0.395R +1.02R -1.02R 0.24R 0.24R 0.20R 60% 57% 18%
2026-08-12 60 1.9% -1.48R +0.16R +5.86R 7.35R 6.40R 6.46R 48.3% -0.025R +0.202R -0.408R +1.00R -1.04R 0.25R 0.20R 0.22R 59% 50% 9%
2026-08-13 53 1.6% -4.49R -4.34R +4.86R 9.36R 10.76R 10.76R 49.1% -0.085R +0.187R -0.551R +0.76R -1.06R 0.27R 0.21R 0.29R 63% 46% 9%
2026-08-14 40 1.2% -2.25R -6.59R +3.33R 5.58R 12.05R 12.05R 42.5% -0.056R +0.196R -0.430R +0.56R -1.05R 0.27R 0.19R 0.24R 55% 51% 6%
2026-08-16 15 0.5% -1.72R -8.31R +0.44R 2.16R 13.25R 13.25R 20.0% -0.115R +0.146R -0.431R +0.25R -1.00R 0.33R 0.20R 0.32R 49% 36% -15%
2026-08-17 58 1.8% -0.75R -9.06R +5.74R 6.49R 14.27R 14.27R 39.7% -0.013R +0.250R -0.342R +1.04R -1.04R 0.29R 0.24R 0.25R 57% 52% 9%
2026-08-18 61 1.9% +2.34R -6.72R +6.67R 4.33R 14.00R 14.27R 54.1% +0.038R +0.202R -0.333R +0.74R -1.05R 0.19R 0.29R 0.24R 69% 45% 13%
2026-08-19 56 1.7% -4.82R -11.55R +7.21R 12.03R 17.33R 17.33R 50.0% -0.086R +0.258R -0.708R +1.19R -2.65R 0.28R 0.29R 0.35R 66% 37% 3%
2026-08-20 60 1.9% +0.92R -10.63R +6.72R 5.80R 16.56R 17.33R 55.0% +0.015R +0.204R -0.341R +0.78R -1.01R 0.23R 0.27R 0.25R 66% 46% 11%
2026-08-21 39 1.2% -0.58R -11.21R +3.54R 4.13R 16.68R 17.33R 53.8% -0.015R +0.169R -0.413R +0.81R -1.03R 0.20R 0.27R 0.28R 71% 33% 4%
2026-08-23 12 0.4% -0.80R -12.01R +2.25R 3.05R 17.36R 17.36R 41.7% -0.067R +0.450R -0.508R +1.00R -1.00R 0.38R 0.30R 0.36R 55% 37% -8%
2026-08-24 60 1.9% +0.85R -11.16R +8.32R 7.47R 18.18R 18.18R 48.3% +0.014R +0.287R -0.340R +0.83R -1.02R 0.24R 0.31R 0.29R 67% 37% 4%
2026-08-25 62 1.9% -4.72R -15.88R +3.10R 7.82R 20.93R 20.93R 41.9% -0.076R +0.119R -0.355R +0.59R -1.01R 0.27R 0.21R 0.29R 57% 36% -6%
2026-08-26 50 1.6% -5.47R -21.35R +6.86R 12.33R 29.49R 29.49R 58.0% -0.109R +0.237R -0.726R +1.08R -1.09R 0.31R 0.30R 0.41R 64% 35% -1%
2026-08-27 53 1.6% -1.11R -22.46R +7.67R 8.78R 28.70R 29.49R 54.7% -0.021R +0.265R -0.549R +1.05R -1.06R 0.30R 0.32R 0.33R 61% 42% 3%
2026-08-28 41 1.3% -1.13R -23.59R +4.18R 5.31R 29.39R 29.49R 48.8% -0.028R +0.209R -0.483R +0.63R -1.03R 0.27R 0.28R 0.29R 61% 44% 5%
2026-08-30 15 0.5% -1.72R -25.32R +2.95R 4.68R 32.01R 32.01R 66.7% -0.115R +0.295R -1.169R +0.81R -2.66R 0.40R 0.31R 0.45R 60% 46% 6%
2026-08-31 56 1.7% +3.21R -22.11R +7.42R 4.21R 31.25R 32.01R 51.8% +0.057R +0.256R -0.421R +0.93R -1.00R 0.23R 0.31R 0.26R 66% 45% 11%
2026-09-01 58 1.8% -3.99R -26.10R +5.32R 9.31R 32.33R 32.33R 46.6% -0.069R +0.197R -0.548R +0.71R -1.03R 0.28R 0.25R 0.31R 61% 35% -4%
2026-09-02 57 1.8% -0.40R -26.50R +5.81R 6.21R 32.78R 32.78R 49.1% -0.007R +0.207R -0.564R +0.83R -1.08R 0.30R 0.27R 0.29R 62% 43% 5%
2026-09-03 54 1.7% +0.65R -25.85R +3.86R 3.21R 31.93R 32.78R 40.7% +0.012R +0.176R -0.268R +0.79R -1.00R 0.25R 0.27R 0.27R 63% 39% 2%
2026-09-04 47 1.5% +4.90R -20.95R +6.14R 1.24R 30.30R 32.78R 61.7% +0.104R +0.212R -0.177R +0.85R -1.00R 0.17R 0.28R 0.18R 70% 50% 20%
2026-09-06 16 0.5% +0.93R -20.01R +2.03R 1.10R 26.83R 32.78R 43.8% +0.058R +0.290R -0.366R +0.79R -1.00R 0.18R 0.31R 0.25R 68% 39% 8%
2026-09-07 46 1.4% -6.22R -26.24R +5.64R 11.86R 31.91R 32.78R 32.6% -0.135R +0.376R -0.516R +1.33R -1.07R 0.39R 0.29R 0.41R 53% 31% -16%
2026-09-08 63 2.0% +0.79R -25.45R +6.75R 5.97R 32.52R 32.78R 50.8% +0.012R +0.211R -0.271R +0.95R -1.02R 0.24R 0.26R 0.25R 62% 45% 8%
2026-09-09 64 2.0% -1.49R -26.95R +10.16R 11.65R 32.06R 32.78R 48.4% -0.023R +0.328R -0.555R +1.01R -1.08R 0.28R 0.34R 0.35R 60% 42% 1%
2026-09-10 58 1.8% -2.92R -29.87R +6.83R 9.75R 34.96R 34.96R 51.7% -0.050R +0.228R -0.574R +0.86R -1.02R 0.31R 0.29R 0.35R 62% 36% -2%
2026-09-11 47 1.5% +1.21R -28.66R +5.16R 3.95R 35.69R 35.69R 51.1% +0.026R +0.215R -0.359R +0.96R -1.02R 0.27R 0.29R 0.28R 58% 44% 3%
2026-09-13 15 0.5% +0.05R -28.62R +1.72R 1.68R 33.90R 35.69R 46.7% +0.003R +0.246R -0.279R +0.60R -1.00R 0.28R 0.32R 0.34R 66% 35% 1%
2026-09-14 57 1.8% -0.63R -29.25R +8.80R 9.43R 36.24R 36.24R 57.9% -0.011R +0.267R -0.555R +0.90R -1.02R 0.29R 0.32R 0.36R 62% 39% 1%
2026-09-15 72 2.2% +4.51R -24.74R +10.18R 5.67R 34.94R 36.24R 51.4% +0.063R +0.275R -0.315R +0.85R -1.02R 0.25R 0.34R 0.29R 67% 42% 9%
2026-09-16 56 1.7% +1.06R -23.68R +8.42R 7.37R 30.32R 36.24R 51.8% +0.019R +0.291R -0.409R +1.18R -1.07R 0.29R 0.32R 0.29R 62% 46% 8%
2026-09-17 57 1.8% +4.49R -19.19R +8.20R 3.71R 30.09R 36.24R 50.9% +0.079R +0.283R -0.247R +0.88R -1.00R 0.24R 0.34R 0.26R 65% 45% 10%
2026-09-18 38 1.2% -0.24R -19.43R +3.94R 4.18R 25.54R 36.24R 60.5% -0.006R +0.171R -0.597R +0.73R -1.00R 0.32R 0.26R 0.26R 55% 52% 7%
2026-09-20 16 0.5% +1.85R -17.58R +1.94R 0.09R 23.77R 36.24R 43.8% +0.116R +0.277R -0.030R +0.62R -0.04R 0.22R 0.31R 0.17R 66% 52% 18%
2026-09-21 61 1.9% -0.53R -18.11R +6.32R 6.85R 24.00R 36.24R 54.1% -0.009R +0.192R -0.457R +0.53R -1.00R 0.27R 0.28R 0.28R 65% 41% 5%
2026-09-22 57 1.8% -3.94R -22.05R +5.34R 9.28R 28.54R 36.24R 50.9% -0.069R +0.184R -0.663R +0.94R -1.02R 0.29R 0.26R 0.32R 62% 38% -0%
2026-09-23 74 2.3% +4.88R -17.18R +7.83R 2.95R 26.94R 36.24R 51.4% +0.066R +0.206R -0.185R +1.07R -1.00R 0.18R 0.26R 0.20R 66% 44% 10%
2026-09-24 44 1.4% -0.91R -18.08R +4.53R 5.43R 24.43R 36.24R 52.3% -0.021R +0.197R -0.362R +0.94R -1.06R 0.23R 0.26R 0.29R 63% 39% 2%
2026-09-25 39 1.2% -1.27R -19.35R +3.53R 4.80R 24.29R 36.24R 48.7% -0.033R +0.186R -0.400R +1.06R -1.00R 0.19R 0.22R 0.27R 69% 33% 1%
2026-09-27 14 0.4% +0.87R -18.48R +1.54R 0.67R 23.81R 36.24R 64.3% +0.062R +0.171R -0.168R +0.48R -0.48R 0.20R 0.32R 0.27R 73% 43% 16%
2026-09-28 58 1.8% +3.55R -14.93R +6.91R 3.36R 24.50R 36.24R 51.7% +0.061R +0.230R -0.210R +0.86R -1.03R 0.21R 0.29R 0.23R 68% 41% 8%
2026-09-29 61 1.9% -2.18R -17.11R +5.66R 7.84R 22.49R 36.24R 42.6% -0.036R +0.218R -0.392R +0.75R -1.05R 0.26R 0.27R 0.33R 63% 37% 0%
2026-09-30 55 1.7% +1.44R -15.67R +6.56R 5.11R 22.27R 36.24R 58.2% +0.026R +0.205R -0.301R +0.94R -1.00R 0.27R 0.28R 0.26R 60% 47% 7%
2026-10-01 56 1.7% -1.23R -16.90R +4.28R 5.51R 22.13R 36.24R 48.2% -0.022R +0.158R -0.324R +0.79R -1.00R 0.25R 0.20R 0.22R 54% 45% -0%
2026-10-02 47 1.5% -2.52R -19.43R +3.25R 5.77R 24.36R 36.24R 53.2% -0.054R +0.130R -0.444R +0.50R -1.06R 0.25R 0.21R 0.27R 61% 40% 1%
2026-10-04 15 0.5% -1.95R -21.38R +3.09R 5.05R 27.07R 36.24R 46.7% -0.130R +0.442R -0.721R +1.29R -1.01R 0.51R 0.38R 0.48R 51% 35% -15%
2026-10-05 53 1.6% -1.02R -22.40R +4.37R 5.38R 28.40R 36.24R 41.5% -0.019R +0.199R -0.337R +0.86R -1.00R 0.26R 0.22R 0.26R 58% 40% -2%
2026-10-06 69 2.1% -2.01R -24.41R +5.99R 8.01R 29.85R 36.24R 37.7% -0.029R +0.231R -0.422R +0.98R -1.03R 0.27R 0.25R 0.28R 63% 38% 0%
2026-10-07 59 1.8% -3.97R -28.38R +6.22R 10.19R 33.32R 36.24R 50.8% -0.067R +0.207R -0.679R +1.00R -1.02R 0.31R 0.26R 0.32R 60% 40% 1%
2026-10-08 65 2.0% -0.33R -28.71R +6.61R 6.94R 35.02R 36.24R 47.7% -0.005R +0.213R -0.386R +0.82R -1.04R 0.21R 0.27R 0.29R 70% 35% 4%
2026-10-09 48 1.5% -2.77R -31.48R +5.47R 8.24R 37.51R 37.51R 50.0% -0.058R +0.228R -0.634R +0.60R -1.05R 0.31R 0.24R 0.31R 58% 39% -3%
2026-10-11 19 0.6% -2.16R -33.64R +1.16R 3.32R 38.57R 38.57R 47.4% -0.114R +0.129R -0.474R +0.25R -1.00R 0.32R 0.23R 0.34R 53% 34% -13%
2026-10-12 59 1.8% -2.51R -36.15R +6.33R 8.85R 42.12R 42.12R 47.5% -0.043R +0.226R -0.491R +0.85R -1.06R 0.30R 0.27R 0.32R 59% 40% -2%
2026-10-13 64 2.0% -2.49R -38.64R +6.62R 9.11R 44.90R 44.90R 46.9% -0.039R +0.221R -0.479R +1.11R -1.74R 0.27R 0.25R 0.30R 60% 40% -0%
2026-10-14 50 1.6% -1.18R -39.82R +5.01R 6.19R 44.98R 44.98R 42.0% -0.024R +0.238R -0.413R +0.92R -1.01R 0.30R 0.26R 0.28R 59% 45% 3%
2026-10-15 57 1.8% -1.08R -40.90R +6.15R 7.23R 46.42R 46.42R 47.4% -0.019R +0.228R -0.425R +1.27R -1.00R 0.27R 0.26R 0.27R 61% 41% 1%
2026-10-16 47 1.5% +1.11R -39.79R +5.31R 4.21R 46.95R 46.95R 40.4% +0.024R +0.280R -0.247R +0.96R -1.02R 0.21R 0.28R 0.25R 67% 39% 6%