RTY_5m

E-mini Russell 2000

3,407 positions from 4,351 log rows, 2026-07-31 09:26:49.669001 → 2026-10-16 16:55:18.831001. $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

-114.97R

Expectancy

-0.034R

Profit factor

0.83

Win rate excl. breakeven

65.1%

49.0% of all trades

Max drawdown

136.10R

Trades

3,407

Edge vs chance

p=0.000

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
session_end 1 0.0% -4.85R -4.854R
stop 637 0.0% -639.17R -1.003R
trail 2,122 51.1% +209.96R +0.099R
target 647 90.7% +319.10R +0.493R
net -114.97R

Stop-outs went 0.048R in your favour on average before stopping, and 1 of 637 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: 0.058 points.

Scale-out

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

Reached the first target

27.7%

944 of 3,407 positions

Banked by the partials

+263.0R

+0.279R each, n=944

Runner legs, own R +251.0R +0.266R each
Runners that gave back 134 of 944
Runner exits trail:607 · target:281 · stop:56
Positions that scaled +0.272R n=944
Positions that never did -0.151R n=2,463

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 -114.97R -95.55R -19.43R
Gross profit +564.84R +283.50R +281.33R
Gross loss 679.81R 379.05R 300.76R
Profit factor 0.831 0.748 0.935
Max. drawdown 136.10R 113.41R 35.80R
Sharpe ratio? -0.060 -0.095 -0.021
Sortino ratio? -0.074 -0.115 -0.027
Ulcer index? 71.832 64.734 17.200
t statistic? -3.502 -3.981 -0.868
p value? 0.000 0.000 0.385
Total # of trades 3,407 1,757 1,650
Percent profitable? 49.0% 47.3% 50.9%
Win rate excl. breakeven? 65.1% 62.5% 68.0%
# of winning trades 1,671 831 840
# of losing trades 894 499 395
# of even trades 842 427 415
Avg. trade -0.034R -0.054R -0.012R
Avg. winning trade +0.338R +0.341R +0.335R
Avg. losing trade -0.760R -0.760R -0.761R
Ratio avg. win / avg. loss 0.445 0.449 0.440
Largest winning trade +2.50R +2.50R +2.50R
Largest losing trade -4.85R -4.19R -4.85R
Max. consec. winners 20 13 13
Max. consec. losers 8 7 5
Sessions traded? 67 66 67
Avg. trades per session 50.851 26.621 24.627
Avg. time in market 3.7 min 4.4 min 2.9 min
Profit per month? -45.27R -37.65R -7.65R
Max. time to recover? 2.43 days 2.33 days 12.45 days
Longest flat period? 70.02 days 70.01 days 43.47 days
Avg. MAE? 0.343R 0.360R 0.325R
Avg. MFE? 0.342R 0.336R 0.347R
Avg. ETD? 0.377R 0.396R 0.357R
Avg. entry efficiency? 60% 59% 62%
Avg. exit efficiency? 42% 41% 44%
Avg. total efficiency? 2% -0% 5%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
0 173 48.0% -8.66R -0.050R
1 158 51.3% +0.92R +0.006R
2 146 45.2% -4.57R -0.031R
3 145 51.7% -5.80R -0.040R
4 150 59.3% +3.79R +0.025R
5 150 46.0% -1.43R -0.010R
6 148 50.0% -1.87R -0.013R
7 142 52.8% -4.94R -0.035R
8 131 46.6% -9.94R -0.076R
9 148 45.9% -12.93R -0.087R
10 141 41.8% -0.54R -0.004R
11 143 44.1% -7.52R -0.053R
12 147 49.0% -8.63R -0.059R
13 146 46.6% -10.95R -0.075R
14 124 49.2% -2.21R -0.018R
15 139 61.9% +0.54R +0.004R
16 144 43.1% -15.79R -0.110R
17 1 0.0% -4.85R -4.854R
18 147 44.2% -11.78R -0.080R
19 157 47.1% -12.56R -0.080R
20 159 53.5% -0.17R -0.001R
21 139 54.0% +8.22R +0.059R
22 157 51.6% +6.43R +0.041R
23 172 45.9% -9.72R -0.056R

Day of week

Bucket n Win rate Total Avg
Mon 672 48.4% -26.88R -0.040R
Tue 703 50.2% -12.58R -0.018R
Wed 670 49.6% -38.52R -0.057R
Thu 661 46.3% -28.99R -0.044R
Fri 518 49.8% -11.34R -0.022R
Sun 183 53.0% +3.34R +0.018R

Session

Bucket n Win rate Total Avg
rth 881 47.7% -50.56R -0.057R
globex 2,526 49.5% -64.41R -0.025R

Direction

Bucket n Win rate Total Avg
long 1,757 47.3% -95.55R -0.054R
short 1,650 50.9% -19.43R -0.012R

Combo

Bucket n Win rate Total Avg
2-1-2_bull_reversal 442 48.6% -35.73R -0.081R
3-1-2_bull_reversal 147 41.5% -7.34R -0.050R
2-2_bull_reversal 790 47.6% -36.30R -0.046R
2-1-2_bull_continuation 378 47.4% -16.18R -0.043R
2-1-2_bear_continuation 387 54.8% -15.19R -0.039R
3-1-2_bear_reversal 146 49.3% -4.69R -0.032R
2-1-2_bear_reversal 407 51.6% -1.94R -0.005R
2-2_bear_reversal 710 48.7% +2.39R +0.003R

Continuity

Bucket n Win rate Total Avg
it does not 2,823 48.7% -98.86R -0.035R
continuity backs it 584 50.7% -16.11R -0.028R

Analysis (R)

67 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 19 0.6% +1.04R +1.04R +4.10R 3.06R 2.00R 2.00R 63.2% +0.055R +0.342R -0.766R +1.00R -1.00R 0.34R 0.34R 0.29R 61% 57% 17%
2026-08-02 1 0.0% -1.17R -0.13R +0.00R 1.17R 1.78R 2.00R 0.0% -1.167R — -1.167R — -1.17R 1.17R 0.00R 1.17R 0% 0% -100%
2026-08-03 67 2.0% +2.73R +2.61R +12.42R 9.69R 5.03R 5.03R 47.8% +0.041R +0.388R -0.807R +2.13R -1.20R 0.29R 0.30R 0.25R 60% 55% 15%
2026-08-04 60 1.8% -0.82R +1.79R +11.67R 12.49R 6.33R 6.33R 58.3% -0.014R +0.333R -1.040R +1.00R -1.20R 0.30R 0.30R 0.31R 65% 55% 20%
2026-08-05 60 1.8% +4.35R +6.13R +12.20R 7.85R 5.73R 6.33R 58.3% +0.072R +0.349R -0.604R +1.06R -1.00R 0.23R 0.31R 0.24R 68% 58% 25%
2026-08-06 60 1.8% +6.76R +12.89R +12.37R 5.61R 3.00R 6.33R 58.3% +0.113R +0.353R -0.510R +1.29R -1.00R 0.25R 0.31R 0.19R 64% 62% 26%
2026-08-07 41 1.2% +4.30R +17.20R +9.53R 5.23R 2.91R 6.33R 65.9% +0.105R +0.353R -0.746R +1.00R -1.00R 0.23R 0.33R 0.22R 68% 64% 32%
2026-08-09 18 0.5% -3.12R +14.08R +2.42R 5.53R 3.92R 6.33R 33.3% -0.173R +0.403R -0.922R +1.33R -1.17R 0.39R 0.22R 0.40R 55% 50% 4%
2026-08-10 60 1.8% -6.41R +7.67R +6.69R 13.09R 11.90R 11.90R 50.0% -0.107R +0.223R -0.873R +1.00R -1.33R 0.33R 0.20R 0.31R 58% 55% 13%
2026-08-11 63 1.8% -4.58R +3.09R +9.31R 13.90R 17.65R 17.65R 44.4% -0.073R +0.333R -0.731R +1.25R -1.14R 0.34R 0.25R 0.32R 57% 45% 3%
2026-08-12 61 1.8% -4.92R -1.83R +11.93R 16.85R 23.57R 23.57R 47.5% -0.081R +0.411R -0.887R +1.17R -2.73R 0.38R 0.28R 0.36R 57% 48% 6%
2026-08-13 62 1.8% -0.83R -2.66R +10.45R 11.27R 21.62R 23.57R 46.8% -0.013R +0.360R -0.705R +1.14R -2.00R 0.28R 0.25R 0.26R 61% 53% 14%
2026-08-14 40 1.2% -4.00R -6.65R +3.96R 7.96R 25.57R 25.57R 42.5% -0.100R +0.233R -0.884R +0.87R -1.50R 0.34R 0.24R 0.34R 64% 46% 10%
2026-08-16 17 0.5% +2.03R -4.62R +6.67R 4.64R 25.09R 25.57R 58.8% +0.120R +0.667R -0.929R +2.50R -1.33R 0.46R 0.47R 0.35R 57% 66% 23%
2026-08-17 67 2.0% -1.42R -6.04R +12.50R 13.92R 26.94R 26.94R 52.2% -0.021R +0.357R -0.819R +1.37R -1.20R 0.35R 0.29R 0.31R 58% 55% 12%
2026-08-18 71 2.1% +0.10R -5.93R +14.75R 14.64R 29.66R 29.66R 45.1% +0.001R +0.461R -0.771R +1.25R -1.20R 0.33R 0.37R 0.37R 63% 43% 6%
2026-08-19 50 1.5% -2.64R -8.57R +12.44R 15.08R 29.74R 29.74R 58.0% -0.053R +0.429R -1.160R +0.95R -4.19R 0.42R 0.46R 0.47R 66% 47% 13%
2026-08-20 63 1.8% -3.80R -12.37R +11.06R 14.85R 30.38R 30.38R 47.6% -0.060R +0.369R -0.825R +1.28R -1.20R 0.36R 0.34R 0.38R 60% 40% 0%
2026-08-21 42 1.2% -3.36R -15.73R +4.61R 7.97R 34.14R 34.14R 33.3% -0.080R +0.330R -0.664R +1.07R -1.00R 0.38R 0.32R 0.43R 56% 33% -11%
2026-08-23 16 0.5% -0.39R -16.11R +2.84R 3.23R 34.11R 34.14R 56.2% -0.024R +0.316R -0.807R +0.86R -1.17R 0.38R 0.38R 0.44R 61% 43% 4%
2026-08-24 61 1.8% -0.11R -16.22R +9.22R 9.33R 36.36R 36.36R 52.5% -0.002R +0.288R -0.777R +1.50R -1.15R 0.35R 0.38R 0.43R 60% 41% 1%
2026-08-25 73 2.1% +2.36R -13.87R +16.08R 13.72R 37.56R 37.56R 52.1% +0.032R +0.423R -0.807R +2.50R -2.00R 0.36R 0.42R 0.40R 60% 46% 7%
2026-08-26 64 1.9% -7.29R -21.16R +8.32R 15.61R 39.15R 39.15R 53.1% -0.114R +0.245R -0.743R +0.87R -1.17R 0.39R 0.33R 0.44R 56% 37% -7%
2026-08-27 58 1.7% -5.21R -26.37R +9.88R 15.09R 47.48R 47.48R 44.8% -0.090R +0.380R -0.838R +1.12R -1.67R 0.39R 0.37R 0.48R 61% 34% -5%
2026-08-28 47 1.4% +0.64R -25.73R +7.83R 7.19R 44.89R 47.48R 53.2% +0.014R +0.313R -0.719R +1.12R -1.00R 0.24R 0.38R 0.33R 70% 41% 11%
2026-08-30 22 0.6% +1.06R -24.67R +4.28R 3.22R 43.94R 47.48R 59.1% +0.048R +0.329R -0.806R +1.07R -1.11R 0.22R 0.34R 0.32R 72% 38% 10%
2026-08-31 54 1.6% -5.43R -30.10R +8.34R 13.77R 50.63R 50.63R 37.0% -0.101R +0.417R -0.860R +1.33R -1.00R 0.38R 0.35R 0.41R 56% 40% -4%
2026-09-01 67 2.0% -5.36R -35.46R +11.75R 17.11R 54.94R 54.94R 41.8% -0.080R +0.420R -0.856R +1.40R -1.25R 0.41R 0.33R 0.42R 56% 36% -7%
2026-09-02 71 2.1% +0.31R -35.15R +13.35R 13.04R 58.11R 58.11R 50.7% +0.004R +0.371R -0.724R +1.17R -1.11R 0.32R 0.35R 0.37R 62% 38% -0%
2026-09-03 61 1.8% -5.61R -40.77R +7.11R 12.72R 58.76R 58.76R 36.1% -0.092R +0.323R -0.670R +1.50R -1.00R 0.35R 0.30R 0.42R 56% 32% -12%
2026-09-04 48 1.4% -6.37R -47.13R +4.65R 11.01R 66.23R 66.23R 39.6% -0.133R +0.245R -0.918R +1.00R -1.50R 0.35R 0.24R 0.38R 58% 33% -9%
2026-09-06 16 0.5% -2.24R -49.37R +1.30R 3.54R 67.37R 67.37R 43.8% -0.140R +0.186R -0.707R +0.33R -1.33R 0.39R 0.26R 0.41R 57% 32% -11%
2026-09-07 53 1.6% -2.00R -51.37R +10.63R 12.63R 69.70R 69.70R 43.4% -0.038R +0.462R -0.702R +1.17R -1.40R 0.42R 0.40R 0.44R 57% 41% -3%
2026-09-08 68 2.0% +5.19R -46.19R +12.48R 7.29R 69.62R 69.70R 58.8% +0.076R +0.312R -0.663R +1.25R -1.20R 0.24R 0.41R 0.33R 71% 42% 14%
2026-09-09 59 1.7% -7.76R -53.94R +10.08R 17.83R 71.94R 71.94R 49.2% -0.131R +0.347R -0.849R +1.14R -1.50R 0.42R 0.33R 0.46R 56% 36% -8%
2026-09-10 57 1.7% -1.77R -55.71R +6.48R 8.25R 75.07R 75.07R 45.6% -0.031R +0.249R -0.687R +0.83R -1.33R 0.34R 0.35R 0.41R 61% 38% -2%
2026-09-11 52 1.5% +1.61R -54.10R +8.40R 6.79R 75.76R 75.76R 51.9% +0.031R +0.311R -0.679R +1.02R -1.00R 0.31R 0.36R 0.32R 60% 49% 9%
2026-09-13 15 0.4% +5.02R -49.07R +6.09R 1.07R 73.09R 75.76R 53.3% +0.335R +0.761R -0.533R +2.00R -1.00R 0.30R 0.72R 0.26R 64% 56% 21%
2026-09-14 65 1.9% -0.68R -49.75R +11.01R 11.69R 68.13R 75.76R 55.4% -0.010R +0.306R -0.731R +1.33R -2.00R 0.33R 0.36R 0.38R 63% 42% 5%
2026-09-15 63 1.8% -0.16R -49.91R +13.54R 13.70R 71.14R 75.76R 49.2% -0.003R +0.437R -0.527R +1.33R -1.67R 0.37R 0.40R 0.42R 59% 40% -0%
2026-09-16 63 1.8% -3.92R -53.84R +10.37R 14.29R 73.46R 75.76R 46.0% -0.062R +0.358R -0.715R +1.10R -1.08R 0.36R 0.36R 0.42R 58% 40% -2%
2026-09-17 68 2.0% -5.35R -59.19R +8.77R 14.12R 78.25R 78.25R 41.2% -0.079R +0.313R -0.706R +1.21R -1.20R 0.36R 0.31R 0.42R 56% 35% -8%
2026-09-18 46 1.4% +3.31R -55.88R +8.69R 5.38R 77.18R 78.25R 52.2% +0.072R +0.362R -0.598R +1.00R -1.08R 0.27R 0.41R 0.34R 67% 41% 8%
2026-09-20 19 0.6% +1.80R -54.07R +3.29R 1.49R 73.27R 78.25R 57.9% +0.095R +0.299R -0.298R +0.85R -0.56R 0.25R 0.38R 0.33R 62% 40% 3%
2026-09-21 69 2.0% -2.03R -56.11R +11.04R 13.08R 75.59R 78.25R 46.4% -0.029R +0.345R -0.726R +1.25R -1.17R 0.34R 0.37R 0.38R 57% 41% -1%
2026-09-22 60 1.8% -2.91R -59.02R +10.52R 13.44R 77.02R 78.25R 55.0% -0.049R +0.319R -0.896R +1.02R -1.00R 0.41R 0.35R 0.36R 51% 51% 2%
2026-09-23 58 1.7% -9.56R -68.58R +5.97R 15.53R 87.01R 87.01R 43.1% -0.165R +0.239R -0.647R +0.69R -1.50R 0.43R 0.26R 0.42R 52% 38% -10%
2026-09-24 48 1.4% -3.20R -71.78R +8.21R 11.41R 91.92R 91.92R 47.9% -0.067R +0.357R -0.815R +1.17R -4.85R 0.31R 0.39R 0.47R 64% 26% -10%
2026-09-25 41 1.2% -4.93R -76.72R +4.45R 9.39R 94.78R 94.78R 36.6% -0.120R +0.297R -0.782R +0.77R -1.09R 0.43R 0.30R 0.46R 54% 32% -14%
2026-09-27 22 0.6% -1.40R -78.12R +4.09R 5.50R 96.55R 96.55R 54.5% -0.064R +0.341R -0.687R +1.00R -1.25R 0.42R 0.39R 0.42R 55% 41% -4%
2026-09-28 59 1.7% -2.61R -80.73R +9.79R 12.40R 101.41R 101.41R 55.9% -0.044R +0.297R -0.827R +1.33R -1.20R 0.37R 0.37R 0.42R 61% 41% 2%
2026-09-29 58 1.7% +2.85R -77.87R +13.04R 10.19R 100.62R 101.41R 51.7% +0.049R +0.435R -0.784R +2.17R -1.04R 0.34R 0.44R 0.38R 62% 42% 4%
2026-09-30 61 1.8% +0.13R -77.74R +9.73R 9.60R 96.20R 101.41R 44.3% +0.002R +0.360R -0.640R +1.20R -1.11R 0.28R 0.37R 0.36R 66% 35% 1%
2026-10-01 58 1.7% +1.16R -76.58R +5.67R 4.50R 98.32R 101.41R 43.1% +0.020R +0.227R -0.500R +0.67R -1.17R 0.22R 0.30R 0.29R 66% 38% 5%
2026-10-02 47 1.4% +1.51R -75.07R +7.67R 6.17R 96.26R 101.41R 59.6% +0.032R +0.274R -0.617R +1.14R -1.00R 0.29R 0.34R 0.34R 63% 41% 4%
2026-10-04 20 0.6% -3.06R -78.13R +2.76R 5.82R 97.33R 101.41R 45.0% -0.153R +0.307R -1.164R +0.75R -1.50R 0.39R 0.36R 0.48R 62% 34% -4%
2026-10-05 55 1.6% +0.00R -78.13R +7.89R 7.89R 96.12R 101.41R 49.1% +0.000R +0.292R -0.789R +1.00R -1.00R 0.29R 0.33R 0.34R 64% 43% 8%
2026-10-06 60 1.8% -4.16R -82.29R +8.46R 12.63R 101.60R 101.60R 46.7% -0.069R +0.302R -0.665R +1.00R -1.00R 0.35R 0.33R 0.43R 59% 36% -5%
2026-10-07 61 1.8% -4.74R -87.03R +6.37R 11.11R 105.03R 105.03R 45.9% -0.078R +0.227R -0.741R +0.82R -1.06R 0.34R 0.31R 0.41R 59% 33% -8%
2026-10-08 57 1.7% -4.39R -91.42R +7.40R 11.79R 110.65R 110.65R 49.1% -0.077R +0.264R -0.842R +1.20R -1.20R 0.34R 0.30R 0.38R 63% 36% -2%
2026-10-09 41 1.2% -6.40R -97.82R +4.02R 10.42R 115.83R 115.83R 46.3% -0.156R +0.212R -0.695R +0.72R -1.00R 0.40R 0.29R 0.45R 54% 32% -14%
2026-10-11 17 0.5% +4.79R -93.03R +5.87R 1.08R 115.51R 115.83R 70.6% +0.282R +0.489R -0.538R +1.20R -1.00R 0.26R 0.57R 0.27R 73% 59% 31%
2026-10-12 62 1.8% -8.94R -101.97R +8.40R 17.34R 120.02R 120.02R 40.3% -0.144R +0.336R -0.788R +1.00R -1.25R 0.40R 0.31R 0.48R 58% 26% -16%
2026-10-13 60 1.8% -5.08R -107.04R +8.31R 13.38R 125.04R 125.04R 50.0% -0.085R +0.277R -0.892R +1.05R -1.75R 0.42R 0.38R 0.45R 58% 41% -1%
2026-10-14 62 1.8% -2.47R -109.52R +7.24R 9.71R 131.81R 131.81R 50.0% -0.040R +0.234R -0.607R +0.94R -1.00R 0.33R 0.32R 0.34R 60% 48% 8%
2026-10-15 69 2.0% -6.75R -116.27R +12.14R 18.89R 136.10R 136.10R 49.3% -0.098R +0.357R -0.900R +1.00R -2.00R 0.43R 0.37R 0.46R 58% 39% -3%
2026-10-16 54 1.6% +1.30R -114.97R +11.95R 10.65R 134.41R 136.10R 57.4% +0.024R +0.385R -0.819R +2.06R -1.05R 0.34R 0.41R 0.38R 58% 42% 1%