QQQ_60m

Invesco QQQ Trust

61 positions from 64 log rows, 2026-07-31 12:30:39.029001 → 2026-10-16 15:04:19.547000. $1/point. 2 shares per position: one to the first target, one on the trail. No commission on this instrument.

← All instances

Net profit

-16.12R

Expectancy

-0.264R

Profit factor

0.25

Win rate excl. breakeven

42.9%

34.4% of all trades

Max drawdown

16.66R

Trades

61

Edge vs chance

p=0.021

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 15 0.0% -21.17R -1.412R
session_end 1 0.0% -0.21R -0.206R
target 1 0.0% +0.00R +0.000R
trail 44 47.7% +5.26R +0.119R
net -16.12R

Stop-outs went 0.062R in your favour on average before stopping, and 0 of 15 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: 4.289 points.

Scale-out

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

Reached the first target

4.9%

3 of 61 positions

Banked by the partials

+0.0R

+0.016R each, n=3

Runner legs, own R -1.0R -0.330R each
Runners that gave back 1 of 3
Runner exits trail:1 · stop:1 · target:1
Positions that scaled -0.157R n=3
Positions that never did -0.270R n=58

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 -16.12R -9.89R -6.23R
Gross profit +5.40R +3.16R +2.24R
Gross loss 21.52R 13.06R 8.47R
Profit factor 0.251 0.242 0.265
Max. drawdown 16.66R 10.45R 6.92R
Sharpe ratio? -0.296 -0.325 -0.254
Sortino ratio? -0.293 -0.324 -0.256
Ulcer index? 9.824 4.799 5.733
t statistic? -2.308 -1.923 -1.295
p value? 0.021 0.054 0.195
Total # of trades 61 35 26
Percent profitable? 34.4% 34.3% 34.6%
Win rate excl. breakeven? 42.9% 44.4% 40.9%
# of winning trades 21 12 9
# of losing trades 28 15 13
# of even trades 12 8 4
Avg. trade -0.264R -0.283R -0.239R
Avg. winning trade +0.257R +0.264R +0.249R
Avg. losing trade -0.769R -0.870R -0.651R
Ratio avg. win / avg. loss 0.335 0.303 0.382
Largest winning trade +0.81R +0.81R +0.81R
Largest losing trade -4.33R -4.28R -4.33R
Max. consec. winners 4 3 3
Max. consec. losers 8 8 6
Sessions traded? 42 27 24
Avg. trades per session 1.452 1.296 1.083
Avg. time in market 56.3 min 45.7 min 1.2 hrs
Profit per month? -6.36R -3.91R -2.92R
Max. time to recover? 2.9 hrs 3.98 days 0.0 hrs
Longest flat period? 76.99 days 73.00 days 64.23 days
Avg. MAE? 0.494R 0.511R 0.471R
Avg. MFE? 0.206R 0.174R 0.250R
Avg. ETD? 0.479R 0.472R 0.489R
Avg. entry efficiency? 51% 48% 55%
Avg. exit efficiency? 41% 42% 40%
Avg. total efficiency? -8% -11% -5%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
9 2 0.0% -8.61R -4.303R
11 3 66.7% +0.61R +0.204R
12 15 33.3% -0.70R -0.047R
13 12 33.3% -2.73R -0.228R
14 12 16.7% -2.76R -0.230R
15 16 50.0% -1.73R -0.108R
16 1 0.0% -0.21R -0.206R

Day of week

Bucket n Win rate Total Avg
Mon 8 50.0% +0.28R +0.035R
Tue 11 36.4% -5.09R -0.463R
Wed 11 27.3% -1.70R -0.154R
Thu 14 21.4% -6.83R -0.488R
Fri 17 41.2% -2.78R -0.163R

Session

Bucket n Win rate Total Avg
rth 61 34.4% -16.12R -0.264R

Direction

Bucket n Win rate Total Avg
long 35 34.3% -9.89R -0.283R
short 26 34.6% -6.23R -0.239R

Combo

Bucket n Win rate Total Avg
2-2_bear_reversal 11 36.4% -5.99R -0.545R
2-1-2_bull_reversal 8 37.5% -3.32R -0.415R
2-2_bull_reversal 16 18.8% -6.34R -0.396R
2-1-2_bull_continuation 8 37.5% -0.41R -0.052R
2-1-2_bear_continuation 8 50.0% -0.24R -0.030R
3-1-2_bear_reversal 4 0.0% -0.06R -0.014R
2-1-2_bear_reversal 3 33.3% +0.07R +0.022R
3-1-2_bull_reversal 3 100.0% +0.18R +0.060R

Continuity

Bucket n Win rate Total Avg
continuity backs it 13 38.5% -6.02R -0.463R
it does not 48 33.3% -10.11R -0.211R

Analysis (R)

42 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
2026-07-31 2 3.3% +0.54R +0.54R +0.54R 0.00R 0.00R 0.00R 100.0% +0.269R +0.269R — +0.43R — 0.06R 0.33R 0.06R 89% 76% 65%
2026-08-04 2 3.3% -4.31R -3.77R +0.02R 4.33R 4.33R 4.33R 50.0% -2.154R +0.019R -4.327R +0.02R -4.33R 2.17R 0.10R 2.25R 39% 38% -23%
2026-08-05 1 1.6% -0.02R -3.79R +0.00R 0.02R 4.33R 4.33R 0.0% -0.019R — -0.019R — -0.02R 0.34R 0.13R 0.15R 28% 68% -4%
2026-08-06 1 1.6% -1.00R -4.79R +0.00R 1.00R 5.33R 5.33R 0.0% -1.002R — -1.002R — -1.00R 1.00R 0.08R 1.08R 7% 0% -93%
2026-08-07 1 1.6% -0.01R -4.81R +0.00R 0.01R 5.34R 5.34R 0.0% -0.014R — -0.014R — -0.01R 0.09R 0.28R 0.29R 75% 21% -4%
2026-08-10 1 1.6% -0.04R -4.84R +0.00R 0.04R 5.38R 5.38R 0.0% -0.037R — -0.037R — -0.04R 0.17R 0.10R 0.13R 37% 49% -14%
2026-08-11 1 1.6% +0.00R -4.84R +0.00R 0.00R 5.38R 5.38R 0.0% +0.000R — — — — 0.00R 0.01R 0.01R 75% 25% 0%
2026-08-13 1 1.6% +0.17R -4.67R +0.17R 0.00R 5.21R 5.38R 100.0% +0.172R +0.172R — +0.17R — 0.01R 0.28R 0.10R 97% 63% 60%
2026-08-14 1 1.6% -1.00R -5.67R +0.00R 1.00R 6.21R 6.21R 0.0% -1.004R — -1.004R — -1.00R 1.00R 0.08R 1.08R 7% 0% -93%
2026-08-17 1 1.6% +0.00R -5.67R +0.00R 0.00R 6.21R 6.21R 0.0% +0.000R — — — — 0.16R 0.19R 0.19R 55% 45% 0%
2026-08-18 1 1.6% +0.00R -5.67R +0.00R 0.00R 6.21R 6.21R 0.0% +0.000R — — — — 0.12R 0.17R 0.17R 58% 42% 0%
2026-08-20 3 4.9% -1.02R -6.70R +0.00R 1.02R 7.23R 7.23R 0.0% -0.341R — -0.341R — -1.00R 0.44R 0.25R 0.59R 46% 24% -30%
2026-08-21 2 3.3% +0.09R -6.60R +0.09R 0.00R 7.23R 7.23R 50.0% +0.045R +0.091R — +0.09R — 0.22R 0.28R 0.23R 66% 53% 19%
2026-08-25 1 1.6% +0.03R -6.58R +0.03R 0.00R 7.11R 7.23R 100.0% +0.030R +0.030R — +0.03R — 0.00R 0.06R 0.03R 100% 51% 51%
2026-08-26 1 1.6% +0.00R -6.58R +0.00R 0.00R 7.11R 7.23R 0.0% +0.000R — — — — 0.01R 0.30R 0.30R 98% 2% 0%
2026-08-27 1 1.6% +0.25R -6.33R +0.25R 0.00R 6.87R 7.23R 100.0% +0.247R +0.247R — +0.25R — 0.00R 0.40R 0.16R 100% 61% 61%
2026-08-31 1 1.6% +0.12R -6.21R +0.12R 0.00R 6.75R 7.23R 100.0% +0.116R +0.116R — +0.12R — 0.01R 0.25R 0.13R 96% 49% 45%
2026-09-01 1 1.6% -0.21R -6.42R +0.00R 0.21R 6.96R 7.23R 0.0% -0.206R — -0.206R — -0.21R 0.88R 0.03R 0.23R 3% 74% -23%
2026-09-03 1 1.6% -1.01R -7.43R +0.00R 1.01R 7.97R 7.97R 0.0% -1.013R — -1.013R — -1.01R 1.01R 0.07R 1.08R 6% 0% -94%
2026-09-04 1 1.6% +0.47R -6.96R +0.47R 0.00R 7.50R 7.97R 100.0% +0.470R +0.470R — +0.47R — 0.21R 0.53R 0.06R 72% 92% 64%
2026-09-08 1 1.6% +0.15R -6.81R +0.15R 0.00R 7.35R 7.97R 100.0% +0.152R +0.152R — +0.15R — 0.06R 0.26R 0.11R 81% 66% 47%
2026-09-10 2 3.3% -4.28R -11.09R +0.00R 4.28R 11.63R 11.63R 0.0% -2.140R — -4.280R — -4.28R 2.23R 0.18R 2.32R 31% 20% -49%
2026-09-14 2 3.3% +0.88R -10.21R +0.88R 0.00R 10.82R 11.63R 100.0% +0.439R +0.439R — +0.80R — 0.06R 0.54R 0.10R 94% 68% 62%
2026-09-15 1 1.6% -0.01R -10.22R +0.00R 0.01R 10.75R 11.63R 0.0% -0.006R — -0.006R — -0.01R 0.99R 0.18R 0.19R 15% 84% -0%
2026-09-17 2 3.3% +0.07R -10.14R +0.08R 0.00R 10.76R 11.63R 50.0% +0.036R +0.076R -0.005R +0.08R -0.00R 0.01R 0.09R 0.05R 78% 25% 3%
2026-09-18 1 1.6% -0.01R -10.15R +0.00R 0.01R 10.69R 11.63R 0.0% -0.006R — -0.006R — -0.01R 0.01R 0.06R 0.07R 91% 0% -9%
2026-09-22 1 1.6% -1.00R -11.15R +0.00R 1.00R 11.69R 11.69R 0.0% -1.000R — -1.000R — -1.00R 1.00R 0.02R 1.02R 2% 0% -98%
2026-09-23 2 3.3% +0.21R -10.94R +0.21R 0.00R 11.50R 11.69R 100.0% +0.104R +0.104R — +0.18R — 0.14R 0.28R 0.18R 83% 42% 24%
2026-09-25 2 3.3% -0.95R -11.89R +0.05R 1.00R 12.43R 12.43R 50.0% -0.474R +0.054R -1.002R +0.05R -1.00R 0.50R 0.10R 0.57R 51% 19% -30%
2026-09-28 1 1.6% +0.81R -11.08R +0.81R 0.00R 11.62R 12.43R 100.0% +0.811R +0.811R — +0.81R — 0.17R 0.91R 0.10R 84% 91% 75%
2026-09-29 1 1.6% +0.00R -11.08R +0.00R 0.00R 11.62R 12.43R 0.0% +0.000R — — — — 0.26R 0.03R 0.03R 11% 89% 0%
2026-09-30 2 3.3% +0.14R -10.94R +0.15R 0.01R 11.63R 12.43R 50.0% +0.071R +0.153R -0.011R +0.15R -0.01R 0.20R 0.16R 0.09R 58% 45% 2%
2026-10-01 2 3.3% -0.00R -10.94R +0.00R 0.00R 11.48R 12.43R 0.0% -0.002R — -0.003R — -0.00R 0.20R 0.05R 0.05R 42% 58% -0%
2026-10-02 3 4.9% +1.14R -9.80R +1.14R 0.00R 10.67R 12.43R 66.7% +0.381R +0.571R — +0.81R — 0.16R 0.58R 0.20R 74% 70% 44%
2026-10-05 1 1.6% -1.00R -10.80R +0.00R 1.00R 11.34R 12.43R 0.0% -1.000R — -1.000R — -1.00R 1.00R 0.14R 1.14R 13% 0% -87%
2026-10-06 1 1.6% +0.24R -10.55R +0.24R 0.00R 11.09R 12.43R 100.0% +0.244R +0.244R — +0.24R — 0.18R 0.55R 0.31R 76% 57% 33%
2026-10-07 2 3.3% -0.03R -10.58R +0.00R 0.03R 11.12R 12.43R 0.0% -0.013R — -0.013R — -0.02R 0.29R 0.11R 0.13R 29% 67% -3%
2026-10-08 1 1.6% +0.00R -10.58R +0.00R 0.00R 11.12R 12.43R 0.0% +0.000R — — — — 0.40R 0.25R 0.25R 38% 62% 0%
2026-10-09 1 1.6% +0.00R -10.58R +0.00R 0.00R 11.12R 12.43R 0.0% +0.000R — — — — 0.02R 0.25R 0.25R 92% 8% 0%
2026-10-12 1 1.6% -0.49R -11.07R +0.00R 0.49R 11.61R 12.43R 0.0% -0.493R — -0.493R — -0.49R 1.00R 0.06R 1.06R 6% 0% -94%
2026-10-14 3 4.9% -2.00R -13.08R +0.00R 2.00R 13.61R 13.61R 0.0% -0.668R — -1.002R — -1.00R 0.99R 0.00R 0.67R 0% 33% -67%
2026-10-16 3 4.9% -3.04R -16.12R +0.00R 3.04R 16.66R 16.66R 0.0% -1.015R — -1.015R — -1.02R 1.01R 0.00R 1.01R 0% 0% -100%