RTY_15m

E-mini Russell 2000

1,110 positions from 1,372 log rows, 2026-07-31 09:31:05.166001 → 2026-10-16 13:38:00.065001. $50/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

-1.24R

Expectancy

-0.001R

Profit factor

0.99

Win rate excl. breakeven

69.9%

51.2% of all trades

Max drawdown

24.68R

Trades

1,110

Edge vs chance

p=0.938

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 158 0.0% -155.95R -0.987R
session_end 2 0.0% -0.89R -0.443R
trail 827 54.9% +92.87R +0.112R
target 123 92.7% +62.72R +0.510R
net -1.24R

Stop-outs went 0.060R in your favour on average before stopping, and 0 of 158 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: 0.040 points.

Scale-out

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

Reached the first target

23.6%

262 of 1,110 positions

Banked by the partials

+80.8R

+0.308R each, n=262

Runner legs, own R +81.3R +0.310R each
Runners that gave back 30 of 262
Runner exits trail:196 · target:56 · stop:10
Positions that scaled +0.309R n=262
Positions that never did -0.097R n=848

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 -1.24R -1.31R +0.07R
Gross profit +162.54R +82.05R +80.49R
Gross loss 163.78R 83.36R 80.42R
Profit factor 0.992 0.984 1.001
Max. drawdown 24.68R 10.28R 20.87R
Sharpe ratio? -0.002 -0.005 0.000
Sortino ratio? -0.003 -0.006 0.000
Ulcer index? 12.026 5.113 10.500
t statistic? -0.078 -0.116 0.006
p value? 0.938 0.908 0.995
Total # of trades 1,110 553 557
Percent profitable? 51.2% 51.4% 51.0%
Win rate excl. breakeven? 69.9% 71.2% 68.6%
# of winning trades 568 284 284
# of losing trades 245 115 130
# of even trades 297 154 143
Avg. trade -0.001R -0.002R +0.000R
Avg. winning trade +0.286R +0.289R +0.283R
Avg. losing trade -0.668R -0.725R -0.619R
Ratio avg. win / avg. loss 0.428 0.399 0.458
Largest winning trade +1.50R +1.50R +1.30R
Largest losing trade -1.38R -1.38R -1.38R
Max. consec. winners 20 11 14
Max. consec. losers 5 4 5
Sessions traded? 66 66 65
Avg. trades per session 16.818 8.379 8.569
Avg. time in market 6.2 min 6.0 min 6.3 min
Profit per month? -0.49R -0.52R +0.03R
Max. time to recover? 2.61 days 23.02 days 71.08 days
Longest flat period? 72.40 days 45.75 days 71.08 days
Avg. MAE? 0.299R 0.291R 0.306R
Avg. MFE? 0.323R 0.327R 0.319R
Avg. ETD? 0.324R 0.333R 0.315R
Avg. entry efficiency? 62% 63% 61%
Avg. exit efficiency? 44% 41% 46%
Avg. total efficiency? 6% 4% 7%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
0 45 40.0% -6.04R -0.134R
1 50 60.0% +5.23R +0.105R
2 50 64.0% +0.74R +0.015R
3 54 46.3% +1.13R +0.021R
4 42 64.3% +3.20R +0.076R
5 49 36.7% -7.34R -0.150R
6 51 56.9% +2.67R +0.052R
7 37 67.6% +6.35R +0.172R
8 48 58.3% +1.15R +0.024R
9 49 53.1% -1.19R -0.024R
10 49 51.0% +2.93R +0.060R
11 49 53.1% -3.58R -0.073R
12 55 41.8% -4.34R -0.079R
13 49 57.1% +2.66R +0.054R
14 50 38.0% -1.91R -0.038R
15 41 36.6% -1.50R -0.037R
16 42 40.5% -2.17R -0.052R
17 2 0.0% -0.89R -0.443R
18 30 63.3% +3.75R +0.125R
19 56 57.1% +0.74R +0.013R
20 45 53.3% +0.88R +0.019R
21 50 60.0% +3.00R +0.060R
22 62 43.5% -3.20R -0.052R
23 55 45.5% -3.50R -0.064R

Day of week

Bucket n Win rate Total Avg
Mon 223 52.0% +0.82R +0.004R
Tue 228 55.7% +14.22R +0.062R
Wed 239 48.1% -11.12R -0.047R
Thu 208 53.4% -4.80R -0.023R
Fri 165 47.9% +1.11R +0.007R
Sun 47 42.6% -1.48R -0.031R

Session

Bucket n Win rate Total Avg
rth 294 46.3% -5.47R -0.019R
globex 816 52.9% +4.23R +0.005R

Direction

Bucket n Win rate Total Avg
long 553 51.4% -1.31R -0.002R
short 557 51.0% +0.07R +0.000R

Combo

Bucket n Win rate Total Avg
2-1-2_bear_reversal 145 47.6% -6.57R -0.045R
3-1-2_bull_reversal 52 50.0% -1.94R -0.037R
2-2_bull_reversal 244 50.4% -4.97R -0.020R
2-1-2_bear_continuation 104 55.8% -0.20R -0.002R
2-2_bear_reversal 239 51.0% +1.24R +0.005R
2-1-2_bull_continuation 118 49.2% +0.68R +0.006R
2-1-2_bull_reversal 139 55.4% +4.92R +0.035R
3-1-2_bear_reversal 69 50.7% +5.60R +0.081R

Continuity

Bucket n Win rate Total Avg
it does not 912 50.9% -8.44R -0.009R
continuity backs it 198 52.5% +7.20R +0.036R

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 5 0.5% +0.27R +0.27R +0.27R 0.00R 0.00R 0.00R 60.0% +0.054R +0.090R — +0.14R — 0.20R 0.20R 0.14R 70% 42% 13%
2026-08-03 24 2.2% +3.50R +3.77R +3.59R 0.09R 0.06R 0.06R 66.7% +0.146R +0.225R -0.045R +0.77R -0.06R 0.19R 0.32R 0.18R 61% 58% 19%
2026-08-04 19 1.7% +0.12R +3.89R +2.22R 2.10R 1.96R 1.96R 63.2% +0.006R +0.185R -0.701R +0.55R -1.07R 0.29R 0.27R 0.27R 63% 56% 19%
2026-08-05 19 1.7% -2.83R +1.06R +1.30R 4.14R 3.37R 3.37R 42.1% -0.149R +0.163R -0.690R +0.30R -1.00R 0.31R 0.18R 0.33R 56% 42% -1%
2026-08-06 22 2.0% -1.65R -0.60R +1.82R 3.47R 5.77R 5.77R 45.5% -0.075R +0.182R -0.579R +0.50R -1.38R 0.29R 0.27R 0.35R 64% 40% 5%
2026-08-07 16 1.4% +0.59R -0.01R +1.61R 1.02R 4.95R 5.77R 37.5% +0.037R +0.268R -0.510R +0.55R -1.00R 0.29R 0.24R 0.21R 62% 50% 12%
2026-08-09 4 0.4% -1.65R -1.66R +0.44R 2.10R 6.46R 6.46R 50.0% -0.413R +0.222R -1.048R +0.33R -1.10R 0.52R 0.12R 0.53R 51% 50% 1%
2026-08-10 18 1.6% -1.60R -3.26R +2.40R 4.00R 7.62R 7.62R 50.0% -0.089R +0.267R -1.000R +0.71R -1.00R 0.35R 0.28R 0.37R 56% 42% -3%
2026-08-11 20 1.8% -3.15R -6.41R +2.13R 5.28R 10.77R 10.77R 40.0% -0.158R +0.267R -0.755R +0.44R -1.00R 0.35R 0.21R 0.37R 55% 40% -5%
2026-08-12 23 2.1% -5.02R -11.43R +2.56R 7.58R 15.79R 15.79R 47.8% -0.218R +0.233R -0.689R +0.85R -1.25R 0.41R 0.22R 0.43R 51% 42% -8%
2026-08-13 25 2.3% -1.26R -12.69R +2.43R 3.69R 18.07R 18.07R 32.0% -0.050R +0.304R -0.615R +0.70R -1.11R 0.25R 0.21R 0.26R 58% 44% 2%
2026-08-14 15 1.4% +3.18R -9.51R +3.18R 0.00R 17.05R 18.07R 66.7% +0.212R +0.318R — +1.00R — 0.23R 0.30R 0.09R 67% 78% 45%
2026-08-16 4 0.4% -0.30R -9.81R +0.00R 0.30R 14.17R 18.07R 0.0% -0.075R — -0.300R — -0.30R 0.54R 0.22R 0.30R 41% 52% -8%
2026-08-17 24 2.2% -1.70R -11.51R +2.30R 4.00R 15.99R 18.07R 45.8% -0.071R +0.209R -1.000R +0.80R -1.00R 0.24R 0.18R 0.25R 70% 55% 24%
2026-08-18 19 1.7% +0.40R -11.11R +2.81R 2.41R 16.87R 18.07R 47.4% +0.021R +0.312R -0.802R +1.11R -1.33R 0.24R 0.26R 0.26R 60% 46% 5%
2026-08-19 19 1.7% -2.88R -13.99R +1.19R 4.07R 18.35R 18.35R 52.6% -0.151R +0.119R -1.017R +0.21R -1.07R 0.30R 0.25R 0.40R 65% 28% -8%
2026-08-20 16 1.4% -0.90R -14.89R +2.44R 3.34R 19.99R 19.99R 62.5% -0.056R +0.244R -0.668R +0.97R -1.06R 0.37R 0.33R 0.41R 56% 43% -1%
2026-08-21 14 1.3% -4.08R -18.98R +0.40R 4.49R 23.33R 23.33R 21.4% -0.292R +0.135R -0.748R +0.20R -1.00R 0.49R 0.20R 0.53R 43% 29% -28%
2026-08-23 5 0.5% +0.08R -18.90R +1.14R 1.06R 24.37R 24.37R 40.0% +0.016R +0.568R -0.528R +1.11R -1.00R 0.29R 0.35R 0.33R 59% 38% -2%
2026-08-24 24 2.2% -0.52R -19.42R +3.63R 4.15R 24.68R 24.68R 45.8% -0.022R +0.330R -0.692R +1.17R -1.00R 0.36R 0.35R 0.36R 59% 43% 1%
2026-08-25 22 2.0% +3.51R -15.91R +5.05R 1.54R 23.86R 24.68R 54.5% +0.159R +0.421R -0.515R +1.17R -1.38R 0.22R 0.40R 0.23R 70% 42% 12%
2026-08-26 22 2.0% -0.62R -16.52R +2.91R 3.53R 21.12R 24.68R 40.9% -0.028R +0.324R -0.504R +0.75R -1.00R 0.35R 0.35R 0.37R 61% 41% 2%
2026-08-27 22 2.0% +4.29R -12.23R +6.29R 2.00R 21.08R 24.68R 72.7% +0.195R +0.393R -1.000R +1.12R -1.00R 0.24R 0.46R 0.24R 70% 55% 25%
2026-08-28 20 1.8% +2.36R -9.87R +3.42R 1.06R 16.24R 24.68R 55.0% +0.118R +0.311R -0.532R +0.80R -1.05R 0.25R 0.38R 0.27R 65% 50% 15%
2026-08-30 6 0.5% +1.01R -8.86R +1.10R 0.09R 14.15R 24.68R 50.0% +0.169R +0.367R -0.087R +0.81R -0.09R 0.11R 0.49R 0.37R 76% 36% 13%
2026-08-31 16 1.4% +1.75R -7.11R +2.82R 1.07R 13.29R 24.68R 56.2% +0.109R +0.313R -0.536R +0.81R -1.00R 0.16R 0.31R 0.21R 69% 49% 18%
2026-09-01 18 1.6% -0.99R -8.10R +3.01R 4.00R 12.46R 24.68R 61.1% -0.055R +0.274R -1.000R +0.89R -1.00R 0.31R 0.34R 0.42R 66% 34% -0%
2026-09-02 26 2.3% -0.35R -8.45R +5.28R 5.63R 16.19R 24.68R 50.0% -0.014R +0.406R -0.703R +1.08R -1.33R 0.37R 0.37R 0.38R 57% 45% 2%
2026-09-03 20 1.8% -0.52R -8.97R +2.59R 3.11R 14.53R 24.68R 50.0% -0.026R +0.259R -0.519R +0.64R -1.00R 0.27R 0.36R 0.39R 62% 40% 2%
2026-09-04 13 1.2% +0.71R -8.26R +1.71R 1.00R 13.33R 24.68R 53.8% +0.054R +0.244R -1.000R +1.00R -1.00R 0.28R 0.40R 0.33R 63% 45% 8%
2026-09-06 6 0.5% +0.18R -8.09R +1.18R 1.00R 12.94R 24.68R 50.0% +0.030R +0.393R -1.000R +0.54R -1.00R 0.18R 0.45R 0.34R 80% 32% 12%
2026-09-07 20 1.8% +1.27R -6.81R +2.45R 1.18R 12.59R 24.68R 60.0% +0.064R +0.204R -0.393R +0.59R -1.00R 0.21R 0.35R 0.25R 69% 44% 13%
2026-09-08 22 2.0% -0.56R -7.37R +2.51R 3.07R 12.39R 24.68R 54.5% -0.025R +0.210R -0.768R +0.92R -1.05R 0.37R 0.30R 0.34R 59% 38% -3%
2026-09-09 18 1.6% +4.14R -3.23R +5.28R 1.14R 11.73R 24.68R 66.7% +0.230R +0.440R -0.571R +1.30R -1.00R 0.19R 0.50R 0.24R 75% 53% 28%
2026-09-10 17 1.5% -5.59R -8.82R +1.41R 7.00R 13.18R 24.68R 35.3% -0.329R +0.235R -1.000R +0.84R -1.00R 0.45R 0.24R 0.56R 53% 22% -25%
2026-09-11 16 1.4% +1.36R -7.46R +2.36R 1.00R 13.18R 24.68R 56.2% +0.085R +0.262R -1.000R +0.85R -1.00R 0.21R 0.32R 0.25R 67% 49% 16%
2026-09-13 3 0.3% +0.09R -7.37R +0.27R 0.18R 11.89R 24.68R 66.7% +0.031R +0.137R -0.182R +0.17R -0.18R 0.40R 0.33R 0.30R 45% 56% 1%
2026-09-14 19 1.7% +0.25R -7.12R +5.05R 4.80R 11.47R 24.68R 52.6% +0.013R +0.505R -0.686R +1.50R -1.00R 0.39R 0.44R 0.40R 54% 47% 1%
2026-09-15 19 1.7% +2.81R -4.30R +4.00R 1.19R 12.56R 24.68R 63.2% +0.148R +0.333R -0.238R +0.93R -1.09R 0.25R 0.41R 0.25R 67% 45% 12%
2026-09-16 25 2.3% +0.50R -3.80R +4.24R 3.74R 9.99R 24.68R 52.0% +0.020R +0.326R -0.748R +1.02R -1.25R 0.28R 0.34R 0.34R 64% 43% 7%
2026-09-17 20 1.8% -2.97R -6.78R +1.24R 4.22R 11.13R 24.68R 45.0% -0.149R +0.138R -0.703R +0.28R -1.06R 0.31R 0.21R 0.36R 62% 33% -5%
2026-09-18 11 1.0% -1.26R -8.04R +0.74R 2.00R 12.45R 24.68R 45.5% -0.115R +0.148R -1.000R +0.48R -1.00R 0.30R 0.22R 0.31R 64% 31% -5%
2026-09-20 4 0.4% +0.02R -8.02R +0.07R 0.05R 12.40R 24.68R 25.0% +0.005R +0.071R -0.053R +0.07R -0.05R 0.27R 0.22R 0.21R 61% 41% 2%
2026-09-21 20 1.8% -0.46R -8.48R +2.81R 3.27R 14.32R 24.68R 35.0% -0.023R +0.401R -0.468R +1.07R -1.00R 0.27R 0.29R 0.32R 62% 34% -3%
2026-09-22 24 2.2% +3.52R -4.96R +4.59R 1.07R 12.34R 24.68R 58.3% +0.147R +0.328R -0.356R +0.82R -1.00R 0.20R 0.44R 0.30R 72% 42% 14%
2026-09-23 26 2.3% -0.55R -5.52R +3.59R 4.15R 10.15R 24.68R 46.2% -0.021R +0.299R -0.829R +1.00R -1.06R 0.38R 0.36R 0.38R 56% 43% -2%
2026-09-24 13 1.2% +1.32R -4.20R +1.87R 0.54R 10.38R 24.68R 53.8% +0.102R +0.267R -0.181R +0.70R -0.50R 0.15R 0.39R 0.30R 82% 35% 17%
2026-09-25 14 1.3% +1.60R -2.60R +1.61R 0.02R 8.52R 24.68R 57.1% +0.114R +0.202R -0.019R +0.76R -0.02R 0.11R 0.28R 0.17R 64% 49% 13%
2026-09-27 3 0.3% -0.34R -2.94R +0.66R 1.00R 7.74R 24.68R 66.7% -0.112R +0.332R -1.000R +0.44R -1.00R 0.47R 0.50R 0.68R 57% 33% -10%
2026-09-28 21 1.9% +0.39R -2.54R +3.45R 3.05R 8.90R 24.68R 47.6% +0.019R +0.345R -0.611R +0.75R -1.00R 0.28R 0.34R 0.26R 68% 43% 12%
2026-09-29 22 2.0% -0.86R -3.41R +3.97R 4.83R 9.11R 24.68R 50.0% -0.039R +0.361R -0.690R +1.21R -1.10R 0.41R 0.37R 0.38R 53% 46% -1%
2026-09-30 19 1.7% -2.94R -6.34R +3.03R 5.97R 12.04R 24.68R 31.6% -0.154R +0.506R -0.746R +0.87R -1.00R 0.51R 0.36R 0.55R 49% 34% -17%
2026-10-01 17 1.5% -0.19R -6.53R +2.94R 3.12R 10.89R 24.68R 52.9% -0.011R +0.326R -0.781R +1.06R -1.09R 0.42R 0.34R 0.37R 56% 46% 1%
2026-10-02 16 1.4% -0.96R -7.49R +1.04R 2.00R 12.58R 24.68R 50.0% -0.060R +0.130R -1.000R +0.47R -1.00R 0.22R 0.18R 0.24R 62% 43% 4%
2026-10-04 7 0.6% +0.71R -6.78R +1.09R 0.38R 11.85R 24.68R 42.9% +0.101R +0.362R -0.189R +0.88R -0.33R 0.09R 0.39R 0.32R 77% 26% 3%
2026-10-05 21 1.9% +0.26R -6.52R +3.24R 2.98R 11.59R 24.68R 61.9% +0.013R +0.249R -0.744R +0.69R -1.00R 0.34R 0.35R 0.40R 59% 45% 4%
2026-10-06 22 2.0% +5.32R -1.20R +5.32R 0.00R 10.56R 24.68R 54.5% +0.242R +0.443R — +1.12R — 0.23R 0.49R 0.25R 71% 52% 23%
2026-10-07 21 1.9% +0.67R -0.53R +3.72R 3.05R 5.96R 24.68R 57.1% +0.032R +0.310R -0.762R +0.89R -1.00R 0.36R 0.34R 0.31R 54% 53% 7%
2026-10-08 16 1.4% +3.24R +2.72R +3.24R 0.00R 4.62R 24.68R 87.5% +0.203R +0.232R — +0.87R — 0.19R 0.44R 0.19R 75% 57% 32%
2026-10-09 17 1.5% -1.69R +1.03R +1.36R 3.04R 3.43R 24.68R 47.1% -0.099R +0.170R -0.761R +0.43R -1.00R 0.33R 0.23R 0.34R 55% 40% -5%
2026-10-11 5 0.5% -1.28R -0.25R +0.29R 1.57R 4.61R 24.68R 40.0% -0.256R +0.147R -0.786R +0.25R -1.00R 0.47R 0.34R 0.60R 55% 24% -21%
2026-10-12 16 1.4% -2.33R -2.58R +1.79R 4.12R 7.25R 24.68R 50.0% -0.146R +0.224R -0.825R +1.12R -1.00R 0.35R 0.30R 0.45R 58% 29% -13%
2026-10-13 21 1.9% +4.10R +1.52R +5.17R 1.07R 6.94R 24.68R 66.7% +0.195R +0.370R -0.358R +1.28R -1.00R 0.25R 0.45R 0.23R 67% 56% 23%
2026-10-14 21 1.9% -1.24R +0.28R +1.19R 2.43R 4.07R 24.68R 42.9% -0.059R +0.132R -0.347R +0.42R -1.12R 0.31R 0.22R 0.30R 57% 46% 4%
2026-10-15 20 1.8% -0.57R -0.29R +3.48R 4.05R 6.02R 24.68R 60.0% -0.029R +0.290R -0.810R +0.83R -1.00R 0.36R 0.37R 0.39R 60% 42% 2%
2026-10-16 8 0.7% -0.95R -1.24R +0.20R 1.15R 5.60R 24.68R 12.5% -0.119R +0.200R -0.575R +0.20R -1.00R 0.35R 0.23R 0.35R 58% 27% -14%