RTY_30m

E-mini Russell 2000

524 positions from 617 log rows, 2026-07-31 14:01:18.061001 → 2026-10-16 14:00:00.720001. $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

-11.84R

Expectancy

-0.023R

Profit factor

0.83

Win rate excl. breakeven

67.8%

46.9% of all trades

Max drawdown

18.03R

Trades

524

Edge vs chance

p=0.233

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 69 0.0% -68.02R -0.986R
session_end 1 100.0% +0.05R +0.049R
trail 413 50.8% +44.40R +0.108R
target 41 85.4% +11.73R +0.286R
net -11.84R

Stop-outs went 0.062R in your favour on average before stopping, and 0 of 69 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: 0.055 points.

Scale-out

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

Reached the first target

17.7%

93 of 524 positions

Banked by the partials

+23.2R

+0.249R each, n=93

Runner legs, own R +20.9R +0.225R each
Runners that gave back 12 of 93
Runner exits trail:78 · target:9 · stop:6
Positions that scaled +0.237R n=93
Positions that never did -0.079R n=431

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 -11.84R -6.30R -5.54R
Gross profit +58.89R +31.43R +27.45R
Gross loss 70.73R 37.73R 33.00R
Profit factor 0.833 0.833 0.832
Max. drawdown 18.03R 11.19R 12.47R
Sharpe ratio? -0.052 -0.053 -0.051
Sortino ratio? -0.062 -0.064 -0.060
Ulcer index? 12.719 6.763 6.542
t statistic? -1.192 -0.849 -0.837
p value? 0.233 0.396 0.403
Total # of trades 524 255 269
Percent profitable? 46.9% 48.6% 45.4%
Win rate excl. breakeven? 67.8% 66.0% 69.7%
# of winning trades 246 124 122
# of losing trades 117 64 53
# of even trades 161 67 94
Avg. trade -0.023R -0.025R -0.021R
Avg. winning trade +0.239R +0.253R +0.225R
Avg. losing trade -0.605R -0.590R -0.623R
Ratio avg. win / avg. loss 0.396 0.430 0.361
Largest winning trade +1.17R +1.00R +1.17R
Largest losing trade -1.93R -1.93R -1.24R
Max. consec. winners 11 9 11
Max. consec. losers 6 6 4
Sessions traded? 66 64 66
Avg. trades per session 7.939 3.984 4.076
Avg. time in market 29.0 min 25.2 min 32.7 min
Profit per month? -4.68R -2.49R -2.20R
Max. time to recover? 2.69 days 7.23 days 2.46 days
Longest flat period? 73.39 days 66.02 days 73.06 days
Avg. MAE? 0.281R 0.277R 0.285R
Avg. MFE? 0.279R 0.280R 0.278R
Avg. ETD? 0.304R 0.304R 0.303R
Avg. entry efficiency? 62% 62% 61%
Avg. exit efficiency? 43% 44% 43%
Avg. total efficiency? 5% 7% 3%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
0 24 29.2% +0.66R +0.028R
1 25 52.0% +2.48R +0.099R
2 24 70.8% +2.57R +0.107R
3 24 62.5% +0.94R +0.039R
4 21 52.4% +0.16R +0.008R
5 18 33.3% -1.81R -0.101R
6 27 63.0% +2.98R +0.110R
7 33 39.4% -0.99R -0.030R
8 23 52.2% +2.24R +0.097R
9 34 32.4% -3.90R -0.115R
10 11 36.4% +0.10R +0.009R
11 22 50.0% +3.31R +0.151R
12 16 43.8% -2.48R -0.155R
13 25 60.0% -0.07R -0.003R
14 21 42.9% -1.49R -0.071R
15 28 42.9% -2.24R -0.080R
16 23 26.1% -1.56R -0.068R
17 1 100.0% +0.05R +0.049R
18 10 30.0% -2.31R -0.231R
19 34 47.1% -3.05R -0.090R
20 16 31.2% -4.31R -0.269R
21 23 60.9% +0.01R +0.001R
22 23 60.9% -0.23R -0.010R
23 18 38.9% -2.92R -0.162R

Day of week

Bucket n Win rate Total Avg
Mon 106 49.1% +0.30R +0.003R
Tue 110 41.8% -0.60R -0.005R
Wed 94 51.1% -7.55R -0.080R
Thu 104 50.0% -1.62R -0.016R
Fri 77 42.9% -0.02R -0.000R
Sun 33 45.5% -2.35R -0.071R

Session

Bucket n Win rate Total Avg
rth 125 48.0% -3.45R -0.028R
globex 399 46.6% -8.40R -0.021R

Direction

Bucket n Win rate Total Avg
long 255 48.6% -6.30R -0.025R
short 269 45.4% -5.54R -0.021R

Combo

Bucket n Win rate Total Avg
3-1-2_bull_reversal 25 32.0% -4.69R -0.188R
3-1-2_bear_reversal 22 50.0% -2.34R -0.107R
2-1-2_bull_reversal 71 53.5% -3.16R -0.045R
2-2_bear_reversal 111 44.1% -2.03R -0.018R
2-1-2_bear_continuation 58 50.0% -1.05R -0.018R
2-2_bull_reversal 112 49.1% -0.58R -0.005R
2-1-2_bear_reversal 78 42.3% -0.11R -0.001R
2-1-2_bull_continuation 47 48.9% +2.13R +0.045R

Continuity

Bucket n Win rate Total Avg
it does not 405 46.2% -10.60R -0.026R
continuity backs it 119 49.6% -1.25R -0.010R

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 2 0.4% -1.00R -1.00R +0.00R 1.00R 1.00R 1.00R 0.0% -0.500R — -1.000R — -1.00R 0.54R 0.05R 0.55R 24% 29% -48%
2026-08-03 5 1.0% +1.30R +0.30R +1.30R 0.00R 0.52R 1.00R 60.0% +0.259R +0.432R — +0.55R — 0.45R 0.40R 0.14R 52% 85% 37%
2026-08-04 10 1.9% -2.19R -1.89R +1.00R 3.19R 3.19R 3.19R 30.0% -0.219R +0.332R -0.531R +0.62R -1.02R 0.39R 0.18R 0.40R 43% 40% -18%
2026-08-05 9 1.7% -1.66R -3.55R +0.40R 2.06R 4.96R 4.96R 44.4% -0.184R +0.099R -0.686R +0.22R -1.04R 0.40R 0.14R 0.33R 50% 54% 4%
2026-08-06 11 2.1% +0.31R -3.25R +1.31R 1.00R 4.75R 4.96R 54.5% +0.028R +0.218R -1.000R +0.46R -1.00R 0.28R 0.22R 0.19R 60% 54% 14%
2026-08-07 10 1.9% -0.88R -4.13R +1.12R 2.00R 6.24R 6.24R 50.0% -0.088R +0.224R -1.000R +0.69R -1.00R 0.30R 0.18R 0.27R 56% 66% 22%
2026-08-09 4 0.8% +0.08R -4.05R +0.15R 0.07R 5.34R 6.24R 25.0% +0.021R +0.150R -0.067R +0.15R -0.07R 0.31R 0.24R 0.22R 60% 31% -9%
2026-08-10 9 1.7% +0.20R -3.85R +0.29R 0.09R 5.27R 6.24R 44.4% +0.022R +0.072R -0.046R +0.10R -0.07R 0.24R 0.11R 0.09R 48% 67% 15%
2026-08-11 13 2.5% +1.07R -2.78R +2.07R 1.00R 4.24R 6.24R 46.2% +0.082R +0.345R -1.000R +1.00R -1.00R 0.21R 0.33R 0.25R 71% 46% 17%
2026-08-12 10 1.9% -0.38R -3.16R +0.68R 1.06R 4.45R 6.24R 50.0% -0.038R +0.136R -0.355R +0.39R -1.00R 0.19R 0.23R 0.27R 55% 47% 1%
2026-08-13 10 1.9% -0.97R -4.13R +1.03R 2.00R 6.16R 6.24R 60.0% -0.097R +0.172R -1.000R +0.36R -1.00R 0.30R 0.18R 0.28R 61% 65% 26%
2026-08-14 5 1.0% -1.06R -5.19R +0.11R 1.17R 6.59R 6.59R 20.0% -0.212R +0.110R -0.389R +0.11R -1.00R 0.31R 0.17R 0.38R 53% 26% -21%
2026-08-16 3 0.6% -1.95R -7.14R +0.18R 2.13R 8.61R 8.61R 33.3% -0.651R +0.182R -1.067R +0.18R -1.13R 0.71R 0.27R 0.92R 40% 11% -48%
2026-08-17 7 1.3% -1.73R -8.87R +0.27R 2.00R 10.22R 10.22R 28.6% -0.247R +0.135R -1.000R +0.21R -1.00R 0.50R 0.12R 0.37R 35% 56% -9%
2026-08-18 7 1.3% +0.05R -8.82R +1.13R 1.08R 10.11R 10.22R 57.1% +0.007R +0.283R -0.542R +0.60R -1.00R 0.22R 0.22R 0.21R 61% 46% 6%
2026-08-19 9 1.7% -0.64R -9.46R +0.36R 1.00R 11.00R 11.00R 66.7% -0.071R +0.060R -1.000R +0.16R -1.00R 0.25R 0.30R 0.37R 67% 32% -1%
2026-08-20 9 1.7% -1.90R -11.36R +0.24R 2.14R 12.65R 12.65R 44.4% -0.211R +0.060R -0.534R +0.14R -1.00R 0.29R 0.19R 0.40R 68% 24% -8%
2026-08-21 6 1.1% -2.05R -13.41R +0.00R 2.05R 14.70R 14.70R 0.0% -0.342R — -0.683R — -1.00R 0.55R 0.16R 0.50R 36% 31% -33%
2026-08-23 6 1.1% -0.28R -13.69R +0.96R 1.24R 15.94R 15.94R 33.3% -0.047R +0.478R -1.238R +0.89R -1.24R 0.28R 0.28R 0.34R 64% 35% -2%
2026-08-24 12 2.3% +0.63R -13.06R +1.63R 1.00R 15.16R 15.94R 50.0% +0.053R +0.272R -1.000R +0.74R -1.00R 0.22R 0.29R 0.22R 67% 45% 13%
2026-08-25 10 1.9% -0.28R -13.34R +0.78R 1.06R 15.41R 15.94R 50.0% -0.028R +0.157R -1.063R +0.34R -1.06R 0.22R 0.24R 0.28R 60% 47% 7%
2026-08-26 9 1.7% -0.97R -14.30R +1.02R 1.99R 15.79R 15.94R 44.4% -0.107R +0.255R -0.662R +0.40R -1.00R 0.40R 0.29R 0.51R 59% 32% -9%
2026-08-27 8 1.5% +1.72R -12.58R +1.78R 0.06R 15.49R 15.94R 62.5% +0.215R +0.355R -0.056R +1.17R -0.06R 0.38R 0.45R 0.21R 51% 68% 20%
2026-08-28 7 1.3% +1.10R -11.48R +1.10R 0.00R 13.55R 15.94R 85.7% +0.157R +0.183R — +0.39R — 0.23R 0.33R 0.21R 67% 57% 23%
2026-08-30 3 0.6% +0.20R -11.28R +0.22R 0.02R 12.80R 15.94R 33.3% +0.068R +0.222R -0.019R +0.22R -0.02R 0.08R 0.38R 0.32R 89% 17% 6%
2026-08-31 8 1.5% +1.19R -10.09R +1.19R 0.00R 12.57R 15.94R 75.0% +0.148R +0.198R — +0.31R — 0.31R 0.38R 0.24R 62% 64% 27%
2026-09-01 11 2.1% -1.08R -11.17R +1.95R 3.03R 13.43R 15.94R 63.6% -0.098R +0.279R -0.758R +0.81R -1.00R 0.33R 0.34R 0.41R 63% 38% 1%
2026-09-02 8 1.5% -1.72R -12.90R +1.28R 3.00R 14.19R 15.94R 62.5% -0.216R +0.255R -1.000R +0.81R -1.00R 0.46R 0.35R 0.53R 53% 36% -11%
2026-09-03 11 2.1% -1.30R -14.20R +0.88R 2.18R 15.49R 15.94R 45.5% -0.118R +0.177R -1.091R +0.43R -1.18R 0.31R 0.23R 0.35R 60% 40% 0%
2026-09-04 6 1.1% +1.77R -12.43R +1.77R 0.00R 14.92R 15.94R 83.3% +0.295R +0.354R — +0.57R — 0.21R 0.61R 0.32R 83% 48% 31%
2026-09-06 1 0.2% +0.25R -12.18R +0.25R 0.00R 13.47R 15.94R 100.0% +0.250R +0.250R — +0.25R — 0.12R 0.50R 0.37R 80% 40% 20%
2026-09-07 6 1.1% +1.56R -10.62R +1.61R 0.05R 13.06R 15.94R 50.0% +0.260R +0.536R -0.045R +0.77R -0.05R 0.25R 0.50R 0.27R 64% 57% 21%
2026-09-08 11 2.1% +1.05R -9.57R +1.05R 0.00R 11.89R 15.94R 36.4% +0.095R +0.263R — +0.85R — 0.20R 0.26R 0.18R 75% 38% 13%
2026-09-09 6 1.1% -0.92R -10.49R +0.31R 1.23R 11.78R 15.94R 50.0% -0.154R +0.104R -0.617R +0.21R -1.20R 0.22R 0.19R 0.34R 74% 23% -3%
2026-09-10 11 2.1% +0.57R -9.92R +0.69R 0.12R 11.90R 15.94R 45.5% +0.052R +0.139R -0.060R +0.46R -0.08R 0.17R 0.30R 0.24R 77% 35% 12%
2026-09-11 8 1.5% +0.27R -9.65R +0.32R 0.05R 11.25R 15.94R 37.5% +0.034R +0.108R -0.027R +0.23R -0.04R 0.14R 0.15R 0.13R 71% 40% 11%
2026-09-13 4 0.8% -2.98R -12.63R +0.00R 2.98R 13.92R 15.94R 0.0% -0.745R — -0.993R — -1.93R 0.80R 0.23R 0.97R 40% 11% -49%
2026-09-14 13 2.5% +1.29R -11.34R +1.43R 0.15R 14.05R 15.94R 61.5% +0.099R +0.179R -0.073R +0.55R -0.13R 0.24R 0.32R 0.19R 61% 52% 13%
2026-09-15 11 2.1% -1.23R -12.56R +0.89R 2.12R 14.30R 15.94R 36.4% -0.112R +0.222R -0.423R +0.41R -1.00R 0.29R 0.26R 0.36R 62% 33% -5%
2026-09-16 10 1.9% -0.11R -12.68R +0.35R 0.47R 13.97R 15.94R 50.0% -0.011R +0.071R -0.233R +0.14R -0.43R 0.28R 0.13R 0.21R 48% 53% 1%
2026-09-17 9 1.7% -0.82R -13.49R +1.18R 2.00R 14.79R 15.94R 55.6% -0.091R +0.237R -1.000R +0.47R -1.00R 0.30R 0.32R 0.38R 60% 41% 1%
2026-09-18 4 0.8% +0.08R -13.42R +0.08R 0.00R 14.79R 15.94R 25.0% +0.019R +0.077R — +0.08R — 0.16R 0.21R 0.19R 65% 42% 6%
2026-09-20 3 0.6% +0.51R -12.90R +0.55R 0.03R 14.29R 15.94R 66.7% +0.172R +0.274R -0.033R +0.45R -0.03R 0.33R 0.44R 0.27R 60% 45% 5%
2026-09-21 11 2.1% -2.76R -15.66R +0.82R 3.58R 16.96R 16.96R 27.3% -0.251R +0.273R -0.895R +0.68R -1.11R 0.53R 0.22R 0.51R 46% 32% -22%
2026-09-22 11 2.1% +2.06R -13.60R +2.15R 0.09R 17.01R 17.01R 45.5% +0.188R +0.431R -0.045R +0.80R -0.06R 0.07R 0.36R 0.17R 79% 40% 19%
2026-09-23 7 1.3% -2.42R -16.02R +0.00R 2.42R 17.31R 17.31R 0.0% -0.346R — -0.806R — -1.07R 0.46R 0.22R 0.56R 48% 23% -29%
2026-09-24 8 1.5% -0.15R -16.17R +1.96R 2.11R 18.03R 18.03R 75.0% -0.019R +0.326R -1.055R +0.75R -1.07R 0.30R 0.40R 0.38R 65% 48% 14%
2026-09-25 10 1.9% +1.69R -14.48R +1.74R 0.05R 17.16R 18.03R 40.0% +0.169R +0.435R -0.048R +0.93R -0.05R 0.23R 0.38R 0.19R 61% 55% 16%
2026-09-27 3 0.6% +0.41R -14.07R +0.41R 0.00R 15.72R 18.03R 100.0% +0.137R +0.137R — +0.27R — 0.10R 0.48R 0.31R 81% 48% 29%
2026-09-28 12 2.3% -1.31R -15.38R +0.84R 2.15R 16.67R 18.03R 41.7% -0.109R +0.168R -0.716R +0.41R -1.03R 0.20R 0.24R 0.35R 72% 28% 0%
2026-09-29 8 1.5% +0.59R -14.79R +0.67R 0.08R 16.76R 18.03R 25.0% +0.074R +0.337R -0.083R +0.67R -0.08R 0.12R 0.26R 0.19R 75% 30% 5%
2026-09-30 8 1.5% -0.42R -15.21R +0.67R 1.09R 17.09R 18.03R 50.0% -0.053R +0.168R -0.545R +0.59R -1.00R 0.37R 0.28R 0.26R 50% 54% 4%
2026-10-01 6 1.1% +0.01R -15.20R +0.06R 0.05R 16.55R 18.03R 16.7% +0.002R +0.058R -0.048R +0.06R -0.05R 0.13R 0.28R 0.28R 83% 20% 3%
2026-10-02 7 1.3% +0.96R -14.24R +0.97R 0.01R 16.44R 18.03R 71.4% +0.137R +0.194R -0.009R +0.31R -0.01R 0.24R 0.31R 0.17R 72% 54% 26%
2026-10-04 3 0.6% +1.35R -12.89R +1.40R 0.05R 15.58R 18.03R 66.7% +0.452R +0.702R -0.050R +0.83R -0.05R 0.15R 0.55R 0.13R 66% 81% 46%
2026-10-05 12 2.3% +0.19R -12.70R +1.21R 1.03R 14.21R 18.03R 41.7% +0.016R +0.243R -0.514R +0.69R -1.00R 0.29R 0.32R 0.31R 59% 44% 3%
2026-10-06 9 1.7% +0.18R -12.52R +1.29R 1.11R 14.13R 18.03R 33.3% +0.020R +0.430R -0.371R +0.94R -0.50R 0.29R 0.32R 0.42R 64% 25% -11%
2026-10-07 10 1.9% -0.46R -12.98R +1.54R 2.00R 14.96R 18.03R 50.0% -0.046R +0.308R -1.000R +0.69R -1.00R 0.25R 0.29R 0.32R 67% 35% 2%
2026-10-08 8 1.5% -0.63R -13.61R +0.42R 1.05R 15.32R 18.03R 25.0% -0.079R +0.210R -0.524R +0.32R -1.00R 0.28R 0.22R 0.30R 59% 40% -1%
2026-10-09 7 1.3% +0.08R -13.52R +0.08R 0.00R 14.87R 18.03R 28.6% +0.012R +0.041R — +0.05R — 0.06R 0.16R 0.15R 73% 32% 5%
2026-10-11 3 0.6% +0.04R -13.48R +1.04R 1.00R 14.97R 18.03R 66.7% +0.014R +0.521R -1.000R +0.84R -1.00R 0.58R 0.53R 0.44R 47% 58% 5%
2026-10-12 11 2.1% -0.25R -13.73R +0.80R 1.05R 15.19R 18.03R 63.6% -0.023R +0.114R -0.349R +0.21R -1.00R 0.23R 0.22R 0.26R 67% 42% 9%
2026-10-13 9 1.7% -0.83R -14.56R +1.17R 2.00R 16.79R 18.03R 33.3% -0.092R +0.391R -1.000R +0.94R -1.00R 0.38R 0.34R 0.42R 53% 42% -5%
2026-10-14 8 1.5% +2.15R -12.41R +2.15R 0.00R 15.02R 18.03R 87.5% +0.269R +0.307R — +0.83R — 0.11R 0.39R 0.14R 76% 62% 38%
2026-10-15 13 2.5% +1.54R -10.87R +2.54R 1.00R 13.85R 18.03R 53.8% +0.118R +0.362R -1.000R +0.75R -1.00R 0.18R 0.41R 0.26R 69% 50% 20%
2026-10-16 5 1.0% -0.97R -11.84R +0.04R 1.01R 13.14R 18.03R 20.0% -0.195R +0.037R -0.505R +0.04R -1.00R 0.37R 0.17R 0.36R 39% 45% -16%