RTY_60m

E-mini Russell 2000

247 positions from 284 log rows, 2026-07-31 15:19:05.519001 → 2026-10-16 15:22:10.053001. $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

-11.65R

Expectancy

-0.047R

Profit factor

0.69

Win rate excl. breakeven

68.5%

50.2% of all trades

Max drawdown

13.13R

Trades

247

Edge vs chance

p=0.090

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 36 0.0% -35.67R -0.991R
session_end 3 0.0% -0.56R -0.186R
trail 192 57.3% +18.98R +0.099R
target 16 87.5% +5.60R +0.350R
net -11.65R

Stop-outs went 0.073R in your favour on average before stopping, and 0 of 36 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: 0.044 points.

Scale-out

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

Reached the first target

15.0%

37 of 247 positions

Banked by the partials

+9.3R

+0.253R each, n=37

Runner legs, own R +8.5R +0.231R each
Runners that gave back 4 of 37
Runner exits trail:34 · target:2 · stop:1
Positions that scaled +0.242R n=37
Positions that never did -0.098R n=210

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 -11.65R -4.85R -6.80R
Gross profit +25.44R +11.26R +14.17R
Gross loss 37.09R 16.11R 20.98R
Profit factor 0.686 0.699 0.676
Max. drawdown 13.13R 6.69R 7.77R
Sharpe ratio? -0.108 -0.098 -0.116
Sortino ratio? -0.124 -0.112 -0.134
Ulcer index? 7.245 3.576 4.244
t statistic? -1.694 -1.074 -1.306
p value? 0.090 0.283 0.191
Total # of trades 247 120 127
Percent profitable? 50.2% 45.8% 54.3%
Win rate excl. breakeven? 68.5% 67.1% 69.7%
# of winning trades 124 55 69
# of losing trades 57 27 30
# of even trades 66 38 28
Avg. trade -0.047R -0.040R -0.054R
Avg. winning trade +0.205R +0.205R +0.205R
Avg. losing trade -0.651R -0.597R -0.699R
Ratio avg. win / avg. loss 0.315 0.343 0.294
Largest winning trade +1.05R +1.00R +1.05R
Largest losing trade -1.07R -1.04R -1.07R
Max. consec. winners 19 15 10
Max. consec. losers 5 4 4
Sessions traded? 62 57 57
Avg. trades per session 3.984 2.105 2.228
Avg. time in market 20.6 min 19.9 min 21.3 min
Profit per month? -4.61R -1.92R -2.79R
Max. time to recover? 2.47 days 12.27 days 12.9 hrs
Longest flat period? 73.44 days 60.37 days 73.05 days
Avg. MAE? 0.298R 0.259R 0.334R
Avg. MFE? 0.258R 0.256R 0.260R
Avg. ETD? 0.307R 0.300R 0.314R
Avg. entry efficiency? 60% 63% 57%
Avg. exit efficiency? 44% 41% 47%
Avg. total efficiency? 4% 4% 4%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
0 10 40.0% +1.48R +0.148R
1 15 53.3% -2.19R -0.146R
2 13 69.2% +1.52R +0.117R
3 7 42.9% -0.44R -0.062R
4 12 41.7% -3.11R -0.259R
5 8 50.0% -0.27R -0.034R
6 20 60.0% +1.23R +0.061R
7 7 28.6% -2.30R -0.329R
8 10 50.0% -0.75R -0.075R
9 16 56.2% -0.79R -0.050R
10 11 63.6% -1.38R -0.125R
11 9 44.4% -0.47R -0.052R
12 14 28.6% +1.15R +0.082R
13 10 50.0% -1.44R -0.144R
14 13 61.5% -0.29R -0.023R
15 18 33.3% -1.64R -0.091R
16 2 0.0% -2.00R -1.000R
17 3 0.0% -0.56R -0.186R
19 3 100.0% +1.15R +0.383R
20 17 52.9% -2.06R -0.121R
21 5 80.0% -0.30R -0.059R
22 10 60.0% -0.29R -0.029R
23 14 50.0% +2.11R +0.150R

Day of week

Bucket n Win rate Total Avg
Mon 45 64.4% +1.51R +0.034R
Tue 55 45.5% -5.33R -0.097R
Wed 44 45.5% -3.31R -0.075R
Thu 55 50.9% -2.06R -0.037R
Fri 38 39.5% -5.33R -0.140R
Sun 10 70.0% +2.87R +0.287R

Session

Bucket n Win rate Total Avg
rth 65 38.5% -4.52R -0.070R
globex 182 54.4% -7.13R -0.039R

Direction

Bucket n Win rate Total Avg
short 127 54.3% -6.80R -0.054R
long 120 45.8% -4.85R -0.040R

Combo

Bucket n Win rate Total Avg
2-2_bear_reversal 54 44.4% -7.97R -0.148R
2-2_bull_reversal 60 50.0% -3.38R -0.056R
2-1-2_bear_reversal 35 62.9% -1.51R -0.043R
2-1-2_bull_continuation 32 40.6% -1.35R -0.042R
2-1-2_bull_reversal 19 42.1% -0.55R -0.029R
3-1-2_bull_reversal 9 44.4% +0.44R +0.049R
3-1-2_bear_reversal 14 64.3% +0.79R +0.057R
2-1-2_bear_continuation 24 58.3% +1.88R +0.078R

Continuity

Bucket n Win rate Total Avg
it does not 190 48.9% -9.26R -0.049R
continuity backs it 57 54.4% -2.39R -0.042R

Analysis (R)

62 daily rows · cumulative columns run across the whole window

Graph

Cumulative net profit Net profit Cumulative max drawdown Max drawdown Avg. trade Trade count % win Avg. MAE Avg. MFE Avg. ETD Avg. entry efficiency Avg. exit efficiency Avg. total efficiency
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 1 0.4% +0.00R +0.00R +0.00R 0.00R 0.00R 0.00R 0.0% +0.000R — — — — 0.02R 0.04R 0.04R 67% 33% 0%
2026-08-03 7 2.8% +0.44R +0.44R +0.44R 0.00R 0.00R 0.00R 71.4% +0.063R +0.089R — +0.25R — 0.16R 0.19R 0.12R 77% 70% 48%
2026-08-04 6 2.4% -2.68R -2.23R +0.39R 3.07R 3.07R 3.07R 33.3% -0.446R +0.197R -1.023R +0.24R -1.07R 0.55R 0.15R 0.60R 31% 30% -38%
2026-08-05 4 1.6% +0.45R -1.78R +0.45R 0.00R 2.96R 3.07R 75.0% +0.112R +0.150R — +0.29R — 0.15R 0.19R 0.08R 76% 88% 64%
2026-08-06 4 1.6% -0.72R -2.50R +0.33R 1.05R 3.34R 3.34R 50.0% -0.180R +0.165R -0.526R +0.30R -1.00R 0.48R 0.15R 0.33R 38% 60% -1%
2026-08-07 2 0.8% -0.98R -3.48R +0.02R 1.00R 4.32R 4.32R 50.0% -0.489R +0.021R -1.000R +0.02R -1.00R 0.87R 0.09R 0.58R 10% 43% -47%
2026-08-09 2 0.8% +0.07R -3.41R +0.07R 0.00R 4.25R 4.32R 50.0% +0.036R +0.071R — +0.07R — 0.11R 0.04R 0.00R 25% 100% 25%
2026-08-10 2 0.8% +1.09R -2.32R +1.09R 0.00R 3.41R 4.32R 100.0% +0.546R +0.546R — +0.84R — 0.03R 0.74R 0.19R 97% 68% 66%
2026-08-11 6 2.4% -1.06R -3.38R +0.08R 1.14R 4.21R 4.32R 16.7% -0.176R +0.083R -0.285R +0.08R -1.00R 0.26R 0.13R 0.31R 49% 32% -19%
2026-08-12 1 0.4% -1.00R -4.38R +0.00R 1.00R 5.21R 5.21R 0.0% -1.000R — -1.000R — -1.00R 1.00R 0.00R 1.00R 0% 0% -100%
2026-08-13 4 1.6% -1.01R -5.38R +0.03R 1.04R 6.25R 6.25R 25.0% -0.251R +0.035R -0.520R +0.03R -1.00R 0.48R 0.09R 0.34R 36% 36% -28%
2026-08-14 3 1.2% +0.22R -5.16R +0.25R 0.03R 6.25R 6.25R 66.7% +0.073R +0.126R -0.033R +0.22R -0.03R 0.21R 0.27R 0.20R 75% 70% 45%
2026-08-16 2 0.8% +2.05R -3.11R +2.05R 0.00R 4.95R 6.25R 100.0% +1.024R +1.024R — +1.05R — 0.17R 1.02R 0.00R 88% 100% 88%
2026-08-17 3 1.2% -1.20R -4.31R +0.80R 2.00R 5.15R 6.25R 33.3% -0.400R +0.800R -1.000R +0.80R -1.00R 0.89R 0.38R 0.78R 27% 33% -39%
2026-08-18 5 2.0% -0.47R -4.78R +0.53R 1.00R 5.98R 6.25R 60.0% -0.094R +0.177R -1.000R +0.36R -1.00R 0.37R 0.21R 0.31R 51% 50% 2%
2026-08-19 5 2.0% -0.89R -5.68R +0.17R 1.07R 6.55R 6.55R 40.0% -0.178R +0.087R -0.533R +0.10R -1.00R 0.25R 0.19R 0.37R 61% 23% -17%
2026-08-20 7 2.8% +1.49R -4.18R +1.52R 0.02R 5.51R 6.55R 71.4% +0.213R +0.303R -0.022R +1.03R -0.02R 0.18R 0.49R 0.25R 81% 46% 27%
2026-08-21 5 2.0% -0.12R -4.30R +0.07R 0.19R 5.14R 6.55R 20.0% -0.024R +0.068R -0.094R +0.07R -0.14R 0.22R 0.12R 0.14R 53% 34% -13%
2026-08-24 7 2.8% +0.16R -4.15R +1.19R 1.04R 6.18R 6.55R 57.1% +0.022R +0.298R -1.037R +0.84R -1.04R 0.22R 0.32R 0.27R 65% 41% 7%
2026-08-25 6 2.4% -0.14R -4.29R +0.86R 1.00R 5.98R 6.55R 50.0% -0.023R +0.286R -1.000R +0.48R -1.00R 0.32R 0.33R 0.33R 64% 46% 9%
2026-08-26 3 1.2% -1.04R -5.32R +0.00R 1.04R 6.16R 6.55R 0.0% -0.346R — -1.037R — -1.04R 0.38R 0.08R 0.43R 42% 28% -30%
2026-08-27 4 1.6% +0.37R -4.96R +0.37R 0.00R 6.16R 6.55R 50.0% +0.092R +0.183R — +0.24R — 0.10R 0.40R 0.34R 81% 29% 10%
2026-08-28 3 1.2% +0.19R -4.77R +0.19R 0.00R 5.65R 6.55R 66.7% +0.064R +0.095R — +0.14R — 0.13R 0.33R 0.23R 67% 48% 16%
2026-08-31 3 1.2% +0.61R -4.16R +0.61R 0.00R 5.42R 6.55R 100.0% +0.203R +0.203R — +0.30R — 0.30R 0.39R 0.17R 57% 76% 33%
2026-09-01 5 2.0% +0.30R -3.85R +0.39R 0.08R 5.08R 6.55R 80.0% +0.061R +0.097R -0.083R +0.25R -0.08R 0.20R 0.35R 0.31R 79% 35% 14%
2026-09-02 4 1.6% +0.48R -3.37R +0.48R 0.00R 4.63R 6.55R 50.0% +0.121R +0.242R — +0.43R — 0.25R 0.39R 0.30R 66% 49% 15%
2026-09-03 5 2.0% -0.02R -3.39R +0.98R 1.00R 4.22R 6.55R 40.0% -0.003R +0.492R -1.000R +0.88R -1.00R 0.45R 0.32R 0.30R 42% 61% 3%
2026-09-04 4 1.6% +0.05R -3.33R +0.05R 0.00R 4.22R 6.55R 25.0% +0.014R +0.055R — +0.05R — 0.08R 0.07R 0.05R 63% 41% 3%
2026-09-07 3 1.2% +0.17R -3.16R +0.17R 0.00R 4.02R 6.55R 66.7% +0.057R +0.085R — +0.15R — 0.33R 0.25R 0.19R 54% 59% 12%
2026-09-08 5 2.0% +0.17R -2.99R +0.17R 0.00R 4.00R 6.55R 20.0% +0.034R +0.171R — +0.17R — 0.07R 0.26R 0.22R 81% 27% 8%
2026-09-09 4 1.6% -0.29R -3.28R +0.72R 1.02R 4.12R 6.55R 25.0% -0.073R +0.725R -0.509R +0.72R -1.00R 0.45R 0.24R 0.33R 36% 51% -12%
2026-09-10 4 1.6% +0.37R -2.91R +0.37R 0.00R 3.99R 6.55R 50.0% +0.093R +0.187R — +0.24R — 0.06R 0.34R 0.25R 83% 35% 18%
2026-09-11 3 1.2% -1.77R -4.67R +0.23R 2.00R 5.51R 6.55R 33.3% -0.589R +0.234R -1.000R +0.23R -1.00R 0.70R 0.27R 0.86R 37% 18% -45%
2026-09-13 2 0.8% +0.20R -4.47R +0.20R 0.00R 5.51R 6.55R 50.0% +0.100R +0.200R — +0.20R — 0.09R 0.26R 0.16R 75% 42% 17%
2026-09-14 3 1.2% +0.52R -3.96R +0.52R 0.00R 5.12R 6.55R 100.0% +0.172R +0.172R — +0.25R — 0.09R 0.33R 0.17R 80% 63% 43%
2026-09-15 6 2.4% -0.75R -4.71R +0.75R 1.50R 5.54R 6.55R 50.0% -0.125R +0.251R -0.750R +0.39R -1.00R 0.38R 0.34R 0.51R 61% 39% 0%
2026-09-16 4 1.6% +0.18R -4.53R +0.18R 0.00R 5.50R 6.55R 50.0% +0.045R +0.089R — +0.13R — 0.25R 0.14R 0.12R 69% 44% 13%
2026-09-17 4 1.6% -0.61R -5.14R +0.39R 1.00R 5.97R 6.55R 50.0% -0.152R +0.196R -1.000R +0.38R -1.00R 0.31R 0.22R 0.38R 45% 46% -10%
2026-09-18 3 1.2% -2.03R -7.17R +0.00R 2.03R 8.00R 8.00R 0.0% -0.677R — -1.015R — -1.03R 0.69R 0.09R 0.77R 23% 17% -60%
2026-09-21 4 1.6% -0.77R -7.93R +0.23R 1.00R 8.77R 8.77R 50.0% -0.192R +0.117R -1.000R +0.16R -1.00R 0.46R 0.14R 0.34R 33% 58% -10%
2026-09-22 6 2.4% -0.77R -8.70R +0.30R 1.07R 9.84R 9.84R 33.3% -0.128R +0.151R -0.356R +0.24R -1.00R 0.33R 0.20R 0.33R 59% 31% -10%
2026-09-23 4 1.6% +0.33R -8.37R +0.33R 0.00R 9.46R 9.84R 75.0% +0.082R +0.110R — +0.19R — 0.21R 0.26R 0.17R 59% 59% 18%
2026-09-24 5 2.0% -0.90R -9.27R +0.18R 1.08R 10.25R 10.25R 40.0% -0.180R +0.091R -0.540R +0.15R -1.00R 0.33R 0.18R 0.37R 59% 30% -10%
2026-09-25 4 1.6% -0.24R -9.51R +0.76R 1.00R 11.11R 11.11R 75.0% -0.059R +0.254R -1.000R +0.47R -1.00R 0.59R 0.37R 0.43R 43% 56% -0%
2026-09-27 2 0.8% +0.30R -9.20R +0.30R 0.00R 10.14R 11.11R 100.0% +0.152R +0.152R — +0.20R — 0.09R 0.38R 0.26R 78% 45% 23%
2026-09-28 4 1.6% +0.91R -8.29R +0.91R 0.00R 9.97R 11.11R 75.0% +0.228R +0.304R — +0.81R — 0.19R 0.39R 0.15R 82% 47% 29%
2026-09-29 5 2.0% +0.82R -7.47R +0.82R 0.00R 8.63R 11.11R 80.0% +0.164R +0.205R — +0.50R — 0.45R 0.47R 0.30R 63% 60% 24%
2026-09-30 5 2.0% +0.32R -7.15R +0.32R 0.00R 8.27R 11.11R 100.0% +0.064R +0.064R — +0.10R — 0.26R 0.17R 0.10R 58% 64% 22%
2026-10-01 6 2.4% +0.40R -6.75R +0.80R 0.40R 7.98R 11.11R 66.7% +0.066R +0.200R -0.403R +0.27R -0.40R 0.19R 0.28R 0.23R 71% 50% 21%
2026-10-02 4 1.6% -0.84R -7.59R +0.18R 1.02R 8.43R 11.11R 25.0% -0.210R +0.181R -0.511R +0.18R -1.00R 0.74R 0.21R 0.42R 22% 57% -21%
2026-10-04 1 0.4% +0.25R -7.34R +0.25R 0.00R 8.18R 11.11R 100.0% +0.250R +0.250R — +0.25R — 0.75R 0.67R 0.42R 47% 71% 18%
2026-10-05 5 2.0% +0.11R -7.23R +0.18R 0.07R 8.07R 11.11R 40.0% +0.023R +0.090R -0.067R +0.11R -0.07R 0.04R 0.19R 0.17R 75% 35% 10%
2026-10-06 2 0.8% +0.19R -7.04R +0.19R 0.00R 8.06R 11.11R 50.0% +0.094R +0.189R — +0.19R — 0.08R 0.25R 0.16R 77% 40% 17%
2026-10-07 5 2.0% -1.76R -8.80R +0.24R 2.00R 9.88R 11.11R 20.0% -0.352R +0.242R -1.000R +0.24R -1.00R 0.56R 0.21R 0.57R 36% 33% -32%
2026-10-08 6 2.4% -1.89R -10.68R +0.14R 2.03R 11.66R 11.66R 16.7% -0.315R +0.140R -0.676R +0.14R -1.00R 0.37R 0.18R 0.50R 57% 13% -30%
2026-10-09 3 1.2% +0.04R -10.64R +0.04R 0.00R 11.48R 11.66R 33.3% +0.014R +0.041R — +0.04R — 0.02R 0.16R 0.17R 88% 8% -5%
2026-10-11 1 0.4% +0.00R -10.64R +0.00R 0.00R 11.48R 11.66R 0.0% +0.000R — — — — 0.00R 0.44R 0.44R 100% 0% 0%
2026-10-12 4 1.6% -0.53R -11.18R +0.47R 1.00R 12.01R 12.01R 50.0% -0.134R +0.233R -1.000R +0.37R -1.00R 0.27R 0.25R 0.39R 73% 30% 3%
2026-10-13 3 1.2% -0.96R -12.14R +0.04R 1.00R 13.01R 13.01R 33.3% -0.321R +0.037R -1.000R +0.04R -1.00R 0.35R 0.05R 0.37R 54% 29% -17%
2026-10-14 5 2.0% -0.09R -12.23R +0.01R 0.10R 13.08R 13.08R 20.0% -0.018R +0.013R -0.051R +0.01R -0.08R 0.06R 0.21R 0.23R 69% 23% -8%
2026-10-15 6 2.4% +0.44R -11.79R +1.44R 1.00R 13.13R 13.13R 83.3% +0.074R +0.288R -1.000R +0.93R -1.00R 0.20R 0.38R 0.32R 78% 49% 27%
2026-10-16 3 1.2% +0.14R -11.65R +0.14R 0.00R 12.55R 13.13R 66.7% +0.046R +0.068R — +0.07R — 0.18R 0.21R 0.17R 66% 54% 20%