RTY_1m

E-mini Russell 2000 Since scale-out

13,010 positions from 18,543 log rows, 2026-08-18 09:22:17.291001 → 2026-10-16 16:58:27.925001. $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

-50.60R

Expectancy

-0.004R

Profit factor

0.98

Win rate excl. breakeven

61.8%

48.9% of all trades

Max drawdown

175.56R

Trades

13,010

Edge vs chance

p=0.549

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 2,904 0.1% -2978.74R -1.026R
trail 5,906 50.2% +664.66R +0.113R
target 4,200 80.8% +2263.48R +0.539R
net -50.60R

Stop-outs went 0.036R in your favour on average before stopping, and 40 of 2,904 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: 0.074 points.

Scale-out

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

Reached the first target

42.5%

5,533 of 13,010 positions

Banked by the partials

+1824.4R

+0.330R each, n=5,533

Runner legs, own R +1736.6R +0.314R each
Runners that gave back 924 of 5,533
Runner exits trail:2381 · target:2713 · stop:439
Positions that scaled +0.322R n=5,533
Positions that never did -0.245R n=7,477

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 -50.60R -53.41R +2.80R
Gross profit +3151.68R +1594.92R +1556.76R
Gross loss 3202.28R 1648.33R 1553.95R
Profit factor 0.984 0.968 1.002
Max. drawdown 175.56R 124.88R 97.52R
Sharpe ratio? -0.005 -0.011 0.001
Sortino ratio? -0.007 -0.015 0.001
Ulcer index? 121.777 78.673 49.041
t statistic? -0.599 -0.855 0.049
p value? 0.549 0.392 0.961
Total # of trades 13,010 6,578 6,432
Percent profitable? 48.9% 48.7% 49.0%
Win rate excl. breakeven? 61.8% 61.7% 62.0%
# of winning trades 6,358 3,206 3,152
# of losing trades 3,928 1,993 1,935
# of even trades 2,724 1,379 1,345
Avg. trade -0.004R -0.008R +0.000R
Avg. winning trade +0.496R +0.497R +0.494R
Avg. losing trade -0.815R -0.827R -0.803R
Ratio avg. win / avg. loss 0.608 0.602 0.615
Largest winning trade +15.50R +15.50R +4.00R
Largest losing trade -13.00R -13.00R -5.00R
Max. consec. winners 18 24 16
Max. consec. losers 10 10 8
Sessions traded? 52 52 52
Avg. trades per session 250.192 126.500 123.692
Avg. time in market 40 sec 39 sec 41 sec
Profit per month? -25.97R -27.41R +1.44R
Max. time to recover? 15.7 hrs 1.08 days 14.3 hrs
Longest flat period? 56.52 days 56.51 days 56.71 days
Avg. MAE? 0.378R 0.383R 0.374R
Avg. MFE? 0.423R 0.424R 0.422R
Avg. ETD? 0.430R 0.439R 0.421R
Avg. entry efficiency? 59% 60% 59%
Avg. exit efficiency? 43% 43% 44%
Avg. total efficiency? 3% 3% 3%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
0 436 44.3% -26.57R -0.061R
1 518 51.2% +36.92R +0.071R
2 587 50.4% +9.69R +0.017R
3 596 52.3% +9.84R +0.017R
4 608 51.5% +21.43R +0.035R
5 595 52.4% +7.03R +0.012R
6 563 52.2% -0.32R -0.001R
7 616 46.6% -8.75R -0.014R
8 634 50.3% -12.41R -0.020R
9 611 49.9% +2.54R +0.004R
10 613 48.6% -9.80R -0.016R
11 599 49.7% -14.81R -0.025R
12 600 51.0% -1.24R -0.002R
13 627 47.2% -20.32R -0.032R
14 637 47.3% -2.90R -0.005R
15 619 49.8% +4.21R +0.007R
16 639 39.7% -71.42R -0.112R
18 413 44.6% -7.47R -0.018R
19 406 45.8% -21.25R -0.052R
20 566 52.5% +37.32R +0.066R
21 570 47.2% -25.00R -0.044R
22 486 48.6% +21.37R +0.044R
23 471 48.6% +21.35R +0.045R

Day of week

Bucket n Win rate Total Avg
Mon 2,322 48.8% +25.47R +0.011R
Tue 2,578 48.4% -32.53R -0.013R
Wed 2,680 49.6% +35.40R +0.013R
Thu 2,676 49.7% +15.50R +0.006R
Fri 2,198 48.0% -71.26R -0.032R
Sun 556 46.8% -23.18R -0.042R

Session

Bucket n Win rate Total Avg
rth 3,977 49.1% -38.97R -0.010R
globex 9,033 48.8% -11.64R -0.001R

Direction

Bucket n Win rate Total Avg
long 6,578 48.7% -53.41R -0.008R
short 6,432 49.0% +2.80R +0.000R

Combo

Bucket n Win rate Total Avg
2-1-2_bull_continuation 1,626 47.9% -25.59R -0.016R
2-2_bull_reversal 2,699 48.0% -39.93R -0.015R
3-1-2_bull_reversal 523 50.7% -6.56R -0.013R
2-1-2_bear_reversal 1,615 49.0% -9.60R -0.006R
2-2_bear_reversal 2,663 48.5% -3.53R -0.001R
2-1-2_bear_continuation 1,574 49.6% +7.83R +0.005R
2-1-2_bull_reversal 1,730 50.1% +18.68R +0.011R
3-1-2_bear_reversal 580 49.7% +8.11R +0.014R

Continuity

Bucket n Win rate Total Avg
it does not 10,528 49.1% -51.38R -0.005R
continuity backs it 2,482 47.9% +0.78R +0.000R

Analysis (R)

52 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
2026-08-18 171 1.3% +4.14R +4.14R +42.32R 38.18R 8.50R 8.50R 47.4% +0.024R +0.522R -0.931R +2.00R -2.33R 0.37R 0.47R 0.43R 63% 45% 7%
2026-08-19 250 1.9% +21.33R +25.47R +73.41R 52.08R 10.60R 10.60R 52.8% +0.085R +0.556R -0.766R +2.50R -2.00R 0.34R 0.47R 0.40R 64% 47% 11%
2026-08-20 290 2.2% +20.84R +46.31R +74.27R 53.44R 7.07R 10.60R 54.1% +0.072R +0.473R -0.685R +2.50R -1.50R 0.34R 0.45R 0.39R 64% 45% 9%
2026-08-21 268 2.1% -8.41R +37.90R +58.33R 66.74R 12.86R 12.86R 50.0% -0.031R +0.435R -0.814R +2.00R -3.00R 0.39R 0.40R 0.43R 59% 42% 1%
2026-08-23 73 0.6% -18.47R +19.43R +12.16R 30.62R 29.66R 29.66R 38.4% -0.253R +0.434R -0.928R +1.50R -2.50R 0.55R 0.34R 0.64R 45% 32% -23%
2026-08-24 278 2.1% -15.86R +3.57R +69.85R 85.72R 50.24R 50.24R 43.2% -0.057R +0.582R -0.857R +3.00R -4.00R 0.44R 0.44R 0.50R 56% 40% -3%
2026-08-25 305 2.3% -22.01R -18.44R +65.91R 87.92R 68.24R 68.24R 44.6% -0.072R +0.485R -0.888R +2.50R -3.00R 0.42R 0.39R 0.47R 57% 42% -1%
2026-08-26 294 2.3% +4.34R -14.10R +73.67R 69.33R 70.70R 70.70R 51.4% +0.015R +0.488R -0.816R +4.00R -2.00R 0.37R 0.45R 0.43R 61% 44% 5%
2026-08-27 298 2.3% +1.36R -12.74R +72.75R 71.39R 67.05R 70.70R 50.0% +0.005R +0.488R -0.850R +4.00R -2.50R 0.37R 0.43R 0.42R 62% 44% 6%
2026-08-28 235 1.8% -1.70R -14.45R +52.67R 54.38R 63.92R 70.70R 49.4% -0.007R +0.454R -0.788R +2.33R -2.00R 0.38R 0.40R 0.40R 59% 44% 3%
2026-08-30 76 0.6% +0.05R -14.40R +20.98R 20.93R 67.96R 70.70R 47.4% +0.001R +0.583R -0.598R +2.00R -1.67R 0.41R 0.43R 0.47R 55% 42% -3%
2026-08-31 311 2.4% -34.98R -49.39R +68.41R 103.40R 100.73R 100.73R 43.7% -0.112R +0.503R -0.985R +2.75R -4.00R 0.46R 0.41R 0.54R 54% 39% -7%
2026-09-01 318 2.4% +19.61R -29.78R +85.38R 65.77R 112.51R 112.51R 52.2% +0.062R +0.514R -0.747R +2.00R -2.50R 0.35R 0.47R 0.41R 60% 45% 5%
2026-09-02 290 2.2% -17.72R -47.49R +63.74R 81.45R 98.39R 112.51R 43.1% -0.061R +0.510R -0.867R +7.50R -4.00R 0.41R 0.42R 0.49R 56% 40% -5%
2026-09-03 283 2.2% -22.75R -70.25R +63.20R 85.95R 120.76R 120.76R 42.4% -0.080R +0.527R -0.860R +2.37R -2.00R 0.41R 0.39R 0.46R 53% 39% -8%
2026-09-04 222 1.7% -17.86R -88.11R +46.75R 64.60R 137.95R 137.95R 47.7% -0.080R +0.441R -0.979R +2.00R -3.00R 0.43R 0.37R 0.45R 55% 44% -0%
2026-09-06 44 0.3% -5.97R -94.08R +14.52R 20.50R 146.86R 146.86R 40.9% -0.136R +0.807R -1.079R +2.50R -3.00R 0.54R 0.42R 0.53R 49% 46% -5%
2026-09-07 216 1.7% +2.32R -91.76R +67.91R 65.59R 147.58R 147.58R 49.1% +0.011R +0.641R -0.820R +4.00R -3.00R 0.41R 0.46R 0.45R 57% 47% 5%
2026-09-08 309 2.4% -14.37R -106.13R +65.09R 79.46R 158.63R 158.63R 48.5% -0.047R +0.434R -0.854R +2.00R -4.00R 0.39R 0.39R 0.44R 59% 42% 1%
2026-09-09 292 2.2% -6.10R -112.22R +66.68R 72.78R 161.55R 161.55R 50.7% -0.021R +0.451R -0.910R +3.25R -3.00R 0.38R 0.42R 0.43R 59% 46% 5%
2026-09-10 332 2.6% +4.03R -108.19R +83.82R 79.79R 166.57R 166.57R 51.2% +0.012R +0.493R -0.775R +3.50R -2.50R 0.36R 0.45R 0.44R 60% 44% 4%
2026-09-11 270 2.1% -5.43R -113.62R +53.66R 59.08R 162.71R 166.57R 44.8% -0.020R +0.443R -0.748R +2.75R -2.00R 0.36R 0.39R 0.42R 59% 40% -1%
2026-09-13 61 0.5% -0.51R -114.13R +22.30R 22.80R 164.77R 166.57R 52.5% -0.008R +0.697R -1.036R +3.00R -3.00R 0.52R 0.50R 0.56R 54% 54% 9%
2026-09-14 229 1.8% +8.79R -105.34R +69.36R 60.57R 164.95R 166.57R 52.8% +0.038R +0.573R -0.748R +7.50R -2.33R 0.42R 0.49R 0.47R 58% 44% 2%
2026-09-15 233 1.8% +1.23R -104.10R +81.16R 79.93R 175.56R 175.56R 52.8% +0.005R +0.660R -0.999R +15.50R -13.00R 0.49R 0.50R 0.54R 58% 48% 6%
2026-09-16 302 2.3% -7.86R -111.96R +65.01R 72.87R 162.79R 175.56R 47.4% -0.026R +0.455R -0.784R +3.00R -2.00R 0.35R 0.37R 0.39R 61% 44% 5%
2026-09-17 302 2.3% +8.73R -103.23R +83.71R 74.98R 166.61R 175.56R 49.0% +0.029R +0.566R -0.798R +4.00R -1.67R 0.35R 0.46R 0.42R 61% 44% 4%
2026-09-18 240 1.8% -12.75R -115.98R +51.01R 63.76R 165.24R 175.56R 47.1% -0.053R +0.451R -0.898R +3.00R -3.00R 0.41R 0.39R 0.45R 59% 41% 0%
2026-09-20 74 0.6% +4.81R -111.17R +24.01R 19.21R 166.15R 175.56R 51.4% +0.065R +0.632R -0.711R +2.00R -2.00R 0.39R 0.49R 0.42R 58% 47% 5%
2026-09-21 320 2.5% -4.30R -115.47R +72.30R 76.59R 168.06R 175.56R 48.1% -0.013R +0.469R -0.833R +3.00R -2.50R 0.38R 0.41R 0.43R 58% 43% 2%
2026-09-22 309 2.4% +8.74R -106.72R +72.98R 64.24R 166.56R 175.56R 50.2% +0.028R +0.471R -0.783R +3.00R -2.00R 0.34R 0.41R 0.39R 61% 44% 5%
2026-09-23 331 2.5% +22.03R -84.69R +93.11R 71.08R 159.22R 175.56R 49.2% +0.067R +0.571R -0.740R +3.50R -2.00R 0.35R 0.46R 0.39R 61% 46% 7%
2026-09-24 205 1.6% -4.69R -89.38R +54.77R 59.46R 138.47R 175.56R 47.8% -0.023R +0.559R -0.837R +3.00R -3.00R 0.38R 0.44R 0.45R 58% 41% -1%
2026-09-25 226 1.7% -16.05R -105.42R +42.31R 58.36R 155.93R 175.56R 50.4% -0.071R +0.371R -0.884R +1.67R -5.00R 0.38R 0.37R 0.46R 61% 40% 1%
2026-09-27 83 0.6% -6.38R -111.80R +17.99R 24.37R 161.63R 175.56R 47.0% -0.077R +0.461R -0.738R +1.75R -3.00R 0.42R 0.40R 0.50R 54% 39% -6%
2026-09-28 327 2.5% +17.02R -94.78R +83.82R 66.81R 161.89R 175.56R 52.9% +0.052R +0.485R -0.768R +2.00R -2.00R 0.35R 0.46R 0.39R 63% 47% 10%
2026-09-29 344 2.6% -23.56R -118.34R +75.73R 99.29R 172.46R 175.56R 46.8% -0.068R +0.470R -0.911R +2.50R -5.00R 0.42R 0.40R 0.46R 58% 43% 1%
2026-09-30 315 2.4% +8.75R -109.59R +80.99R 72.23R 173.40R 175.56R 48.9% +0.028R +0.526R -0.794R +4.00R -2.50R 0.37R 0.43R 0.42R 62% 43% 5%
2026-10-01 318 2.4% +18.62R -90.97R +75.90R 57.28R 161.74R 175.56R 50.9% +0.059R +0.469R -0.690R +3.00R -2.33R 0.31R 0.42R 0.36R 64% 45% 10%
2026-10-02 256 2.0% -1.88R -92.85R +49.47R 51.35R 146.23R 175.56R 49.6% -0.007R +0.390R -0.676R +2.00R -2.00R 0.34R 0.37R 0.36R 59% 45% 5%
2026-10-04 83 0.6% +2.30R -90.55R +19.78R 17.48R 143.37R 175.56R 51.8% +0.028R +0.460R -0.699R +1.50R -2.00R 0.31R 0.43R 0.38R 65% 45% 10%
2026-10-05 318 2.4% +16.84R -73.71R +90.19R 73.35R 142.98R 175.56R 49.7% +0.053R +0.571R -0.815R +4.00R -2.75R 0.36R 0.47R 0.40R 61% 42% 2%
2026-10-06 301 2.3% +16.06R -57.66R +79.96R 63.90R 125.46R 175.56R 48.8% +0.053R +0.544R -0.761R +3.00R -2.00R 0.37R 0.45R 0.42R 60% 42% 2%
2026-10-07 330 2.5% +1.85R -55.80R +80.16R 78.31R 113.63R 175.56R 51.5% +0.006R +0.472R -0.816R +2.00R -3.00R 0.37R 0.41R 0.42R 59% 45% 4%
2026-10-08 314 2.4% -1.37R -57.18R +63.33R 64.70R 116.35R 175.56R 50.6% -0.004R +0.398R -0.703R +2.00R -2.00R 0.35R 0.38R 0.39R 59% 42% 2%
2026-10-09 256 2.0% -4.62R -61.80R +52.61R 57.23R 112.04R 175.56R 46.5% -0.018R +0.442R -0.743R +2.00R -2.50R 0.35R 0.38R 0.40R 60% 43% 3%
2026-10-11 62 0.5% +0.99R -60.81R +21.18R 20.20R 118.53R 175.56R 41.9% +0.016R +0.815R -0.918R +2.50R -2.50R 0.43R 0.47R 0.48R 54% 45% -1%
2026-10-12 323 2.5% +35.65R -25.16R +99.92R 64.27R 110.57R 175.56R 51.4% +0.110R +0.602R -0.793R +4.00R -3.00R 0.31R 0.51R 0.39R 65% 49% 14%
2026-10-13 288 2.2% -22.38R -47.54R +57.42R 79.80R 96.63R 175.56R 45.1% -0.078R +0.442R -0.877R +2.50R -3.00R 0.40R 0.36R 0.44R 56% 42% -2%
2026-10-14 276 2.1% +8.77R -38.77R +64.66R 55.89R 100.46R 175.56R 52.2% +0.032R +0.449R -0.735R +2.00R -2.00R 0.36R 0.44R 0.42R 62% 45% 7%
2026-10-15 334 2.6% -9.27R -48.04R +65.53R 74.80R 97.35R 175.56R 49.7% -0.028R +0.395R -0.787R +1.67R -2.33R 0.38R 0.37R 0.40R 59% 43% 2%
2026-10-16 225 1.7% -2.56R -50.60R +45.54R 48.10R 104.12R 175.56R 47.1% -0.011R +0.430R -0.752R +2.00R -1.67R 0.35R 0.37R 0.39R 60% 39% -1%