QQQ_1m

Invesco QQQ Trust Since scale-out

3,638 positions from 4,973 log rows, 2026-08-18 09:43:09.000003 → 2026-10-16 15:59:30.865000. $1/point. 2 shares per position: one to the first target, one on the trail. No commission on this instrument.

← All instances

Net profit

-336.26R

Expectancy

-0.092R

Profit factor

0.59

Win rate excl. breakeven

57.3%

48.5% of all trades

Max drawdown

369.09R

Trades

3,638

Edge vs chance

p=0.000

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 639 0.0% -765.87R -1.199R
trail 2,596 54.8% +270.78R +0.104R
target 403 84.6% +158.82R +0.394R
net -336.26R

Stop-outs went 0.044R in your favour on average before stopping, and 0 of 639 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: 0.106 points.

Scale-out

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

Reached the first target

36.7%

1,335 of 3,638 positions

Banked by the partials

+270.3R

+0.202R each, n=1,335

Runner legs, own R +186.9R +0.140R each
Runners that gave back 319 of 1,335
Runner exits stop:106 · target:366 · trail:863
Positions that scaled +0.171R n=1,335
Positions that never did -0.245R n=2,303

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 -336.26R -120.74R -215.52R
Gross profit +481.64R +255.08R +226.56R
Gross loss 817.90R 375.82R 442.08R
Profit factor 0.589 0.679 0.512
Max. drawdown 369.09R 141.36R 233.14R
Sharpe ratio? -0.074 -0.058 -0.088
Sortino ratio? -0.078 -0.065 -0.090
Ulcer index? 69.774 33.483 40.820
t statistic? -4.476 -2.500 -3.746
p value? 0.000 0.012 0.000
Total # of trades 3,638 1,838 1,800
Percent profitable? 48.5% 48.2% 48.8%
Win rate excl. breakeven? 57.3% 57.6% 57.1%
# of winning trades 1,764 886 878
# of losing trades 1,314 653 661
# of even trades 560 299 261
Avg. trade -0.092R -0.066R -0.120R
Avg. winning trade +0.273R +0.288R +0.258R
Avg. losing trade -0.622R -0.576R -0.669R
Ratio avg. win / avg. loss 0.439 0.500 0.386
Largest winning trade +13.73R +13.73R +1.71R
Largest losing trade -39.80R -39.80R -31.55R
Max. consec. winners 14 16 16
Max. consec. losers 22 17 23
Sessions traded? 43 43 43
Avg. trades per session 84.605 42.744 41.860
Avg. time in market 43 sec 26 sec 60 sec
Profit per month? -172.72R -62.03R -110.70R
Max. time to recover? 5.96 days 12.93 days 6.03 days
Longest flat period? 46.00 days 38.02 days 46.15 days
Avg. MAE? 0.379R 0.356R 0.403R
Avg. MFE? 0.314R 0.332R 0.295R
Avg. ETD? 0.418R 0.401R 0.434R
Avg. entry efficiency? 58% 58% 59%
Avg. exit efficiency? 40% 41% 39%
Avg. total efficiency? -1% -1% -2%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
9 255 45.5% -27.39R -0.107R
10 562 46.3% -46.50R -0.083R
11 549 51.2% -44.89R -0.082R
12 582 47.9% -57.95R -0.100R
13 560 51.6% -7.57R -0.014R
14 544 49.6% -60.09R -0.110R
15 586 45.9% -91.87R -0.157R

Day of week

Bucket n Win rate Total Avg
Mon 591 53.3% -1.53R -0.003R
Tue 792 50.0% -17.77R -0.022R
Wed 736 46.7% -71.89R -0.098R
Thu 704 47.9% -90.95R -0.129R
Fri 815 45.6% -154.14R -0.189R

Session

Bucket n Win rate Total Avg
rth 3,638 48.5% -336.26R -0.092R

Direction

Bucket n Win rate Total Avg
short 1,800 48.8% -215.52R -0.120R
long 1,838 48.2% -120.74R -0.066R

Combo

Bucket n Win rate Total Avg
2-2_bear_reversal 879 44.9% -203.74R -0.232R
2-1-2_bull_reversal 429 48.5% -46.86R -0.109R
2-2_bull_reversal 890 42.9% -86.70R -0.097R
3-1-2_bear_reversal 137 50.4% -4.11R -0.030R
2-1-2_bear_reversal 435 53.1% -12.74R -0.029R
3-1-2_bull_reversal 145 61.4% +1.23R +0.008R
2-1-2_bear_continuation 349 52.4% +5.07R +0.015R
2-1-2_bull_continuation 374 55.3% +11.58R +0.031R

Continuity

Bucket n Win rate Total Avg
it does not 2,986 48.0% -295.52R -0.099R
continuity backs it 652 50.8% -40.74R -0.062R

Analysis (R)

43 daily rows · cumulative columns run across the whole window

Graph

Cumulative net profit Net profit Cumulative max drawdown Max drawdown Avg. trade Trade count % win Avg. MAE Avg. MFE Avg. ETD Avg. entry efficiency Avg. exit efficiency Avg. total efficiency
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 78 2.1% +6.00R +6.00R +9.05R 3.05R 1.06R 1.06R 53.8% +0.077R +0.215R -0.169R +0.63R -1.06R 0.17R 0.30R 0.21R 68% 45% 14%
2026-08-19 37 1.0% +1.62R +7.62R +4.93R 3.31R 1.07R 1.07R 56.8% +0.044R +0.235R -0.368R +1.00R -1.01R 0.25R 0.29R 0.24R 67% 49% 16%
2026-08-20 83 2.3% -2.50R +5.12R +12.61R 15.11R 4.13R 4.13R 50.6% -0.030R +0.300R -0.521R +1.71R -1.32R 0.33R 0.33R 0.36R 60% 40% -0%
2026-08-21 78 2.1% +3.08R +8.21R +12.44R 9.35R 5.24R 5.24R 48.7% +0.040R +0.327R -0.445R +1.05R -1.17R 0.25R 0.34R 0.29R 64% 44% 8%
2026-08-24 81 2.2% +5.07R +13.28R +13.55R 8.48R 2.48R 5.24R 54.3% +0.063R +0.308R -0.353R +1.25R -1.08R 0.25R 0.33R 0.29R 68% 43% 11%
2026-08-25 85 2.3% +3.48R +16.76R +15.22R 11.74R 2.21R 5.24R 48.2% +0.041R +0.371R -0.452R +1.09R -1.10R 0.26R 0.36R 0.32R 68% 39% 6%
2026-08-26 82 2.3% -2.60R +14.17R +10.88R 13.48R 3.58R 5.24R 57.3% -0.032R +0.232R -0.499R +1.05R -1.12R 0.31R 0.30R 0.33R 58% 47% 5%
2026-08-27 84 2.3% -5.81R +8.36R +10.53R 16.33R 9.36R 9.36R 53.6% -0.069R +0.234R -0.495R +1.00R -1.13R 0.34R 0.27R 0.35R 57% 43% 0%
2026-08-28 83 2.3% +3.45R +11.81R +11.53R 8.08R 10.32R 10.32R 54.2% +0.042R +0.256R -0.299R +1.07R -1.04R 0.24R 0.35R 0.30R 67% 42% 9%
2026-08-31 83 2.3% +7.29R +19.10R +17.45R 10.16R 7.20R 10.32R 55.4% +0.088R +0.379R -0.406R +1.28R -1.15R 0.24R 0.40R 0.29R 68% 42% 11%
2026-09-01 84 2.3% -3.43R +15.67R +10.51R 13.94R 4.80R 10.32R 48.8% -0.041R +0.256R -0.498R +1.00R -1.01R 0.34R 0.28R 0.32R 58% 40% -2%
2026-09-02 83 2.3% -0.57R +15.11R +9.99R 10.55R 8.15R 10.32R 50.6% -0.007R +0.238R -0.422R +1.31R -1.21R 0.29R 0.28R 0.28R 59% 43% 2%
2026-09-03 74 2.0% +0.48R +15.58R +7.50R 7.02R 5.31R 10.32R 59.5% +0.006R +0.170R -0.370R +0.83R -1.00R 0.28R 0.31R 0.31R 66% 44% 10%
2026-09-04 97 2.7% -5.76R +9.82R +10.47R 16.23R 9.31R 10.32R 51.5% -0.059R +0.209R -0.541R +1.07R -1.23R 0.34R 0.30R 0.36R 58% 41% -1%
2026-09-08 93 2.6% +0.81R +10.62R +11.45R 10.65R 12.42R 12.42R 52.7% +0.009R +0.234R -0.394R +1.23R -1.10R 0.24R 0.30R 0.28R 65% 42% 7%
2026-09-09 87 2.4% -5.53R +5.09R +9.36R 14.89R 14.00R 14.00R 47.1% -0.064R +0.228R -0.465R +1.05R -1.12R 0.34R 0.30R 0.37R 58% 40% -2%
2026-09-10 84 2.3% +0.31R +5.41R +12.96R 12.65R 17.91R 17.91R 56.0% +0.004R +0.276R -0.469R +1.50R -1.43R 0.27R 0.34R 0.33R 63% 41% 4%
2026-09-11 95 2.6% -6.27R -0.86R +10.88R 17.15R 21.25R 21.25R 49.5% -0.066R +0.232R -0.504R +1.04R -1.20R 0.31R 0.28R 0.36R 61% 40% 0%
2026-09-14 81 2.2% -2.84R -3.70R +10.35R 13.19R 24.92R 24.92R 54.3% -0.035R +0.235R -0.507R +0.77R -1.18R 0.31R 0.33R 0.35R 62% 41% 3%
2026-09-15 91 2.5% -2.84R -6.54R +9.10R 11.94R 26.52R 26.52R 41.8% -0.031R +0.240R -0.341R +0.92R -1.14R 0.27R 0.29R 0.32R 63% 36% -1%
2026-09-16 74 2.0% +8.56R +2.03R +13.71R 5.14R 27.37R 27.37R 59.5% +0.116R +0.312R -0.245R +1.24R -1.16R 0.25R 0.36R 0.23R 66% 53% 19%
2026-09-17 87 2.4% +2.58R +4.61R +11.98R 9.40R 18.90R 27.37R 50.6% +0.030R +0.272R -0.392R +0.92R -1.03R 0.29R 0.34R 0.29R 62% 45% 7%
2026-09-18 83 2.3% -1.77R +2.83R +9.77R 11.55R 17.97R 27.37R 45.8% -0.021R +0.257R -0.481R +1.00R -1.03R 0.31R 0.27R 0.32R 60% 41% 1%
2026-09-21 85 2.3% -8.84R -6.01R +10.11R 18.95R 25.10R 27.37R 47.1% -0.104R +0.253R -0.729R +1.04R -1.38R 0.34R 0.27R 0.36R 59% 41% -1%
2026-09-22 86 2.4% -9.26R -15.27R +7.44R 16.70R 35.82R 35.82R 44.2% -0.108R +0.196R -0.576R +0.96R -1.19R 0.35R 0.26R 0.39R 54% 41% -5%
2026-09-23 82 2.3% +2.09R -13.17R +12.08R 9.99R 35.50R 35.82R 42.7% +0.026R +0.345R -0.277R +1.13R -1.10R 0.30R 0.36R 0.35R 61% 39% -0%
2026-09-24 29 0.8% -0.73R -13.90R +2.95R 3.68R 33.77R 35.82R 55.2% -0.025R +0.184R -0.368R +0.53R -1.01R 0.23R 0.30R 0.31R 65% 35% 0%
2026-09-25 87 2.4% -4.04R -17.94R +9.35R 13.39R 38.08R 38.08R 48.3% -0.046R +0.223R -0.432R +0.70R -1.11R 0.35R 0.29R 0.35R 54% 47% 1%
2026-09-28 87 2.4% -0.87R -18.81R +14.55R 15.42R 42.08R 42.08R 54.0% -0.010R +0.310R -0.482R +1.35R -1.14R 0.34R 0.32R 0.33R 56% 43% -1%
2026-09-29 98 2.7% -8.47R -27.28R +12.67R 21.15R 49.33R 49.33R 65.3% -0.086R +0.198R -0.813R +1.00R -9.69R 0.38R 0.34R 0.41R 63% 46% 9%
2026-09-30 85 2.3% -3.79R -31.07R +12.00R 15.79R 51.81R 51.81R 51.8% -0.045R +0.273R -0.526R +0.82R -1.08R 0.30R 0.33R 0.36R 64% 41% 4%
2026-10-01 79 2.2% -3.67R -34.74R +11.05R 14.71R 53.87R 53.87R 50.6% -0.046R +0.276R -0.490R +1.07R -1.03R 0.31R 0.31R 0.35R 58% 42% 0%
2026-10-02 76 2.1% -0.99R -35.73R +8.01R 9.00R 55.06R 55.06R 61.8% -0.013R +0.170R -0.428R +0.96R -1.08R 0.28R 0.28R 0.29R 63% 45% 9%
2026-10-05 92 2.5% -3.31R -39.04R +10.98R 14.29R 58.27R 58.27R 53.3% -0.036R +0.224R -0.529R +1.01R -1.10R 0.29R 0.29R 0.32R 62% 43% 6%
2026-10-06 84 2.3% -3.09R -42.13R +9.54R 12.62R 63.59R 63.59R 47.6% -0.037R +0.238R -0.549R +1.12R -1.12R 0.29R 0.28R 0.31R 61% 40% 1%
2026-10-07 94 2.6% -9.47R -51.59R +12.70R 22.17R 70.69R 70.69R 53.2% -0.101R +0.254R -0.672R +0.97R -1.08R 0.34R 0.29R 0.41R 59% 35% -5%
2026-10-08 82 2.3% +0.51R -51.08R +11.70R 11.19R 72.38R 72.38R 52.4% +0.006R +0.272R -0.466R +1.27R -1.05R 0.24R 0.35R 0.32R 70% 41% 11%
2026-10-09 86 2.4% -1.29R -52.37R +12.06R 13.36R 72.22R 72.38R 53.5% -0.015R +0.262R -0.495R +1.21R -1.04R 0.28R 0.33R 0.34R 63% 43% 6%
2026-10-12 82 2.3% +1.97R -50.40R +12.13R 10.16R 74.26R 74.26R 54.9% +0.024R +0.270R -0.564R +1.25R -1.10R 0.25R 0.32R 0.31R 66% 41% 7%
2026-10-13 93 2.6% -0.98R -51.38R +11.98R 12.96R 73.41R 74.26R 46.2% -0.011R +0.279R -0.432R +1.05R -1.14R 0.27R 0.30R 0.32R 62% 39% 1%
2026-10-14 112 3.1% -62.21R -113.59R +6.82R 69.03R 132.69R 132.69R 17.9% -0.555R +0.341R -0.822R +2.86R -9.62R 0.88R 0.19R 0.86R 24% 23% -53%
2026-10-15 102 2.8% -82.13R -195.72R +9.14R 91.27R 214.82R 214.82R 15.7% -0.805R +0.571R -1.100R +6.14R -39.80R 1.07R 0.25R 1.15R 26% 24% -50%
2026-10-16 130 3.6% -140.54R -336.26R +28.15R 168.69R 369.09R 369.09R 14.6% -1.081R +1.482R -1.638R +13.73R -31.55R 1.60R 0.52R 1.77R 25% 21% -54%