QQQ_60m
Invesco QQQ Trust Since scale-out49 positions from 52 log rows, 2026-08-18 12:15:54.228001 → 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.
Net profit
-10.45R
Expectancy
-0.213R
Profit factor
0.31
Win rate excl. breakeven
43.6%
34.7% of all trades
Max drawdown
10.45R
Trades
49
Edge vs chance
p=0.055
Cumulative net profit
per closed position, in orderRealized 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 | 12 | 0.0% | -14.84R | -1.237R |
| session_end | 1 | 0.0% | -0.21R | -0.206R |
| target | 1 | 0.0% | +0.00R | +0.000R |
| trail | 35 | 48.6% | +4.60R | +0.131R |
| net | -10.45R | |||
Stop-outs went 0.050R in your favour on average before stopping, and 0 of 12 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: 5.353 points.
Scale-out
The one panel counted in LEGS rather than positions, because that is what it is about.
Reached the first target
6.1%
3 of 49 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 | -0.217R | n=46 |
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 | -10.45R | -9.62R | -0.83R |
| Gross profit | +4.67R | +2.43R | +2.24R |
| Gross loss | 15.12R | 12.05R | 3.07R |
| Profit factor | 0.309 | 0.202 | 0.731 |
| Max. drawdown | 10.45R | 9.62R | 1.87R |
| Sharpe ratio? | -0.274 | -0.358 | -0.090 |
| Sortino ratio? | -0.278 | -0.352 | -0.106 |
| Ulcer index? | 4.852 | 4.538 | 1.057 |
| t statistic? | -1.919 | -1.927 | -0.404 |
| p value? | 0.055 | 0.054 | 0.686 |
| Total # of trades | 49 | 29 | 20 |
| Percent profitable? | 34.7% | 27.6% | 45.0% |
| Win rate excl. breakeven? | 43.6% | 36.4% | 52.9% |
| # of winning trades | 17 | 8 | 9 |
| # of losing trades | 22 | 14 | 8 |
| # of even trades | 10 | 7 | 3 |
| Avg. trade | -0.213R | -0.332R | -0.041R |
| Avg. winning trade | +0.275R | +0.304R | +0.249R |
| Avg. losing trade | -0.687R | -0.861R | -0.383R |
| Ratio avg. win / avg. loss | 0.400 | 0.353 | 0.649 |
| Largest winning trade | +0.81R | +0.81R | +0.81R |
| Largest losing trade | -4.28R | -4.28R | -1.01R |
| Max. consec. winners | 4 | 2 | 3 |
| Max. consec. losers | 8 | 8 | 2 |
| Sessions traded? | 32 | 22 | 18 |
| Avg. trades per session | 1.531 | 1.318 | 1.111 |
| Avg. time in market | 42.8 min | 52.6 min | 28.7 min |
| Profit per month? | -5.38R | -4.95R | -0.52R |
| Max. time to recover? | 0.0 hrs | 0.0 hrs | 7.02 days |
| Longest flat period? | 59.12 days | 59.12 days | 37.13 days |
| Avg. MAE? | 0.467R | 0.577R | 0.307R |
| Avg. MFE? | 0.216R | 0.174R | 0.277R |
| Avg. ETD? | 0.440R | 0.523R | 0.318R |
| Avg. entry efficiency? | 50% | 43% | 61% |
| Avg. exit efficiency? | 41% | 39% | 43% |
| Avg. total efficiency? | -9% | -18% | 4% |
Hour of day (exit, ET)
| Bucket | n | Win rate | Total | Avg |
|---|---|---|---|---|
| 9 | 1 | 0.0% | -4.28R | -4.280R |
| 11 | 3 | 66.7% | +0.61R | +0.204R |
| 12 | 11 | 36.4% | +0.21R | +0.020R |
| 13 | 11 | 27.3% | -2.90R | -0.264R |
| 14 | 10 | 20.0% | -2.71R | -0.271R |
| 15 | 12 | 50.0% | -1.18R | -0.098R |
| 16 | 1 | 0.0% | -0.21R | -0.206R |
Day of week
| Bucket | n | Win rate | Total | Avg |
|---|---|---|---|---|
| Mon | 6 | 66.7% | +0.31R | +0.052R |
| Tue | 8 | 37.5% | -0.79R | -0.098R |
| Wed | 10 | 30.0% | -1.68R | -0.168R |
| Thu | 12 | 16.7% | -6.00R | -0.500R |
| Fri | 13 | 38.5% | -2.30R | -0.177R |
Session
| Bucket | n | Win rate | Total | Avg |
|---|---|---|---|---|
| rth | 49 | 34.7% | -10.45R | -0.213R |
Direction
| Bucket | n | Win rate | Total | Avg |
|---|---|---|---|---|
| long | 29 | 27.6% | -9.62R | -0.332R |
| short | 20 | 45.0% | -0.83R | -0.041R |
Combo
| Bucket | n | Win rate | Total | Avg |
|---|---|---|---|---|
| 2-1-2_bull_reversal | 7 | 28.6% | -3.49R | -0.499R |
| 2-2_bull_reversal | 14 | 21.4% | -5.34R | -0.381R |
| 2-2_bear_reversal | 8 | 50.0% | -1.65R | -0.206R |
| 2-1-2_bull_continuation | 6 | 16.7% | -0.87R | -0.145R |
| 3-1-2_bear_reversal | 3 | 0.0% | -0.02R | -0.007R |
| 2-1-2_bear_reversal | 3 | 33.3% | +0.07R | +0.022R |
| 3-1-2_bull_reversal | 2 | 100.0% | +0.08R | +0.038R |
| 2-1-2_bear_continuation | 6 | 66.7% | +0.78R | +0.130R |
Continuity
| Bucket | n | Win rate | Total | Avg |
|---|---|---|---|---|
| continuity backs it | 10 | 30.0% | -5.20R | -0.520R |
| it does not | 39 | 35.9% | -5.24R | -0.134R |
Analysis (R)
32 daily rows · cumulative columns run across the whole windowGraph
| 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 | 1 | 2.0% | +0.00R | +0.00R | +0.00R | 0.00R | 0.00R | 0.00R | 0.0% | +0.000R | — | — | — | — | 0.12R | 0.17R | 0.17R | 58% | 42% | 0% |
| 2026-08-20 | 3 | 6.1% | -1.02R | -1.02R | +0.00R | 1.02R | 1.02R | 1.02R | 0.0% | -0.341R | — | -0.341R | — | -1.00R | 0.44R | 0.25R | 0.59R | 46% | 24% | -30% |
| 2026-08-21 | 2 | 4.1% | +0.09R | -0.93R | +0.09R | 0.00R | 1.02R | 1.02R | 50.0% | +0.045R | +0.091R | — | +0.09R | — | 0.22R | 0.28R | 0.23R | 66% | 53% | 19% |
| 2026-08-25 | 1 | 2.0% | +0.03R | -0.90R | +0.03R | 0.00R | 0.90R | 1.02R | 100.0% | +0.030R | +0.030R | — | +0.03R | — | 0.00R | 0.06R | 0.03R | 100% | 51% | 51% |
| 2026-08-26 | 1 | 2.0% | +0.00R | -0.90R | +0.00R | 0.00R | 0.90R | 1.02R | 0.0% | +0.000R | — | — | — | — | 0.01R | 0.30R | 0.30R | 98% | 2% | 0% |
| 2026-08-27 | 1 | 2.0% | +0.25R | -0.65R | +0.25R | 0.00R | 0.65R | 1.02R | 100.0% | +0.247R | +0.247R | — | +0.25R | — | 0.00R | 0.40R | 0.16R | 100% | 61% | 61% |
| 2026-08-31 | 1 | 2.0% | +0.12R | -0.54R | +0.12R | 0.00R | 0.54R | 1.02R | 100.0% | +0.116R | +0.116R | — | +0.12R | — | 0.01R | 0.25R | 0.13R | 96% | 49% | 45% |
| 2026-09-01 | 1 | 2.0% | -0.21R | -0.74R | +0.00R | 0.21R | 0.74R | 1.02R | 0.0% | -0.206R | — | -0.206R | — | -0.21R | 0.88R | 0.03R | 0.23R | 3% | 74% | -23% |
| 2026-09-03 | 1 | 2.0% | -1.01R | -1.76R | +0.00R | 1.01R | 1.76R | 1.76R | 0.0% | -1.013R | — | -1.013R | — | -1.01R | 1.01R | 0.07R | 1.08R | 6% | 0% | -94% |
| 2026-09-04 | 1 | 2.0% | +0.47R | -1.29R | +0.47R | 0.00R | 1.29R | 1.76R | 100.0% | +0.470R | +0.470R | — | +0.47R | — | 0.21R | 0.53R | 0.06R | 72% | 92% | 64% |
| 2026-09-08 | 1 | 2.0% | +0.15R | -1.13R | +0.15R | 0.00R | 1.13R | 1.76R | 100.0% | +0.152R | +0.152R | — | +0.15R | — | 0.06R | 0.26R | 0.11R | 81% | 66% | 47% |
| 2026-09-10 | 2 | 4.1% | -4.28R | -5.41R | +0.00R | 4.28R | 5.41R | 5.41R | 0.0% | -2.140R | — | -4.280R | — | -4.28R | 2.23R | 0.18R | 2.32R | 31% | 20% | -49% |
| 2026-09-14 | 2 | 4.1% | +0.88R | -4.54R | +0.88R | 0.00R | 4.61R | 5.41R | 100.0% | +0.439R | +0.439R | — | +0.80R | — | 0.06R | 0.54R | 0.10R | 94% | 68% | 62% |
| 2026-09-15 | 1 | 2.0% | -0.01R | -4.54R | +0.00R | 0.01R | 4.54R | 5.41R | 0.0% | -0.006R | — | -0.006R | — | -0.01R | 0.99R | 0.18R | 0.19R | 15% | 84% | -0% |
| 2026-09-17 | 2 | 4.1% | +0.07R | -4.47R | +0.08R | 0.00R | 4.55R | 5.41R | 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 | 2.0% | -0.01R | -4.48R | +0.00R | 0.01R | 4.48R | 5.41R | 0.0% | -0.006R | — | -0.006R | — | -0.01R | 0.01R | 0.06R | 0.07R | 91% | 0% | -9% |
| 2026-09-22 | 1 | 2.0% | -1.00R | -5.48R | +0.00R | 1.00R | 5.48R | 5.48R | 0.0% | -1.000R | — | -1.000R | — | -1.00R | 1.00R | 0.02R | 1.02R | 2% | 0% | -98% |
| 2026-09-23 | 2 | 4.1% | +0.21R | -5.27R | +0.21R | 0.00R | 5.29R | 5.48R | 100.0% | +0.104R | +0.104R | — | +0.18R | — | 0.14R | 0.28R | 0.18R | 83% | 42% | 24% |
| 2026-09-25 | 2 | 4.1% | -0.95R | -6.22R | +0.05R | 1.00R | 6.22R | 6.22R | 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 | 2.0% | +0.81R | -5.41R | +0.81R | 0.00R | 5.41R | 6.22R | 100.0% | +0.811R | +0.811R | — | +0.81R | — | 0.17R | 0.91R | 0.10R | 84% | 91% | 75% |
| 2026-09-29 | 1 | 2.0% | +0.00R | -5.41R | +0.00R | 0.00R | 5.41R | 6.22R | 0.0% | +0.000R | — | — | — | — | 0.26R | 0.03R | 0.03R | 11% | 89% | 0% |
| 2026-09-30 | 2 | 4.1% | +0.14R | -5.26R | +0.15R | 0.01R | 5.42R | 6.22R | 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 | 4.1% | -0.00R | -5.27R | +0.00R | 0.00R | 5.27R | 6.22R | 0.0% | -0.002R | — | -0.003R | — | -0.00R | 0.20R | 0.05R | 0.05R | 42% | 58% | -0% |
| 2026-10-02 | 3 | 6.1% | +1.14R | -4.12R | +1.14R | 0.00R | 4.45R | 6.22R | 66.7% | +0.381R | +0.571R | — | +0.81R | — | 0.16R | 0.58R | 0.20R | 74% | 70% | 44% |
| 2026-10-05 | 1 | 2.0% | -1.00R | -5.12R | +0.00R | 1.00R | 5.12R | 6.22R | 0.0% | -1.000R | — | -1.000R | — | -1.00R | 1.00R | 0.14R | 1.14R | 13% | 0% | -87% |
| 2026-10-06 | 1 | 2.0% | +0.24R | -4.88R | +0.24R | 0.00R | 4.88R | 6.22R | 100.0% | +0.244R | +0.244R | — | +0.24R | — | 0.18R | 0.55R | 0.31R | 76% | 57% | 33% |
| 2026-10-07 | 2 | 4.1% | -0.03R | -4.91R | +0.00R | 0.03R | 4.91R | 6.22R | 0.0% | -0.013R | — | -0.013R | — | -0.02R | 0.29R | 0.11R | 0.13R | 29% | 67% | -3% |
| 2026-10-08 | 1 | 2.0% | +0.00R | -4.91R | +0.00R | 0.00R | 4.91R | 6.22R | 0.0% | +0.000R | — | — | — | — | 0.40R | 0.25R | 0.25R | 38% | 62% | 0% |
| 2026-10-09 | 1 | 2.0% | +0.00R | -4.91R | +0.00R | 0.00R | 4.91R | 6.22R | 0.0% | +0.000R | — | — | — | — | 0.02R | 0.25R | 0.25R | 92% | 8% | 0% |
| 2026-10-12 | 1 | 2.0% | -0.49R | -5.40R | +0.00R | 0.49R | 5.40R | 6.22R | 0.0% | -0.493R | — | -0.493R | — | -0.49R | 1.00R | 0.06R | 1.06R | 6% | 0% | -94% |
| 2026-10-14 | 3 | 6.1% | -2.00R | -7.40R | +0.00R | 2.00R | 7.40R | 7.40R | 0.0% | -0.668R | — | -1.002R | — | -1.00R | 0.99R | 0.00R | 0.67R | 0% | 33% | -67% |
| 2026-10-16 | 3 | 6.1% | -3.04R | -10.45R | +0.00R | 3.04R | 10.45R | 10.45R | 0.0% | -1.015R | — | -1.015R | — | -1.02R | 1.01R | 0.00R | 1.01R | 0% | 0% | -100% |