RTY_60m

E-mini Russell 2000 Since scale-out

198 positions from 235 log rows, 2026-08-18 13:30:39.312001 → 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

-7.38R

Expectancy

-0.037R

Profit factor

0.72

Win rate excl. breakeven

70.9%

50.5% of all trades

Max drawdown

10.03R

Trades

198

Edge vs chance

p=0.202

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 26 0.0% -25.60R -0.985R
session_end 3 0.0% -0.56R -0.186R
trail 167 58.7% +16.88R +0.101R
target 2 100.0% +1.90R +0.951R
net -7.38R

Stop-outs went 0.081R in your favour on average before stopping, and 0 of 26 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: 0.062 points.

Scale-out

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

Reached the first target

18.7%

37 of 198 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 -0.101R n=161

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 -7.38R -4.53R -2.86R
Gross profit +19.37R +8.39R +10.98R
Gross loss 26.75R 12.92R 13.84R
Profit factor 0.724 0.650 0.794
Max. drawdown 10.03R 5.73R 6.69R
Sharpe ratio? -0.091 -0.117 -0.066
Sortino ratio? -0.104 -0.131 -0.078
Ulcer index? 4.948 3.105 3.271
t statistic? -1.276 -1.150 -0.670
p value? 0.202 0.250 0.503
Total # of trades 198 96 102
Percent profitable? 50.5% 45.8% 54.9%
Win rate excl. breakeven? 70.9% 68.8% 72.7%
# of winning trades 100 44 56
# of losing trades 41 20 21
# of even trades 57 32 25
Avg. trade -0.037R -0.047R -0.028R
Avg. winning trade +0.194R +0.191R +0.196R
Avg. losing trade -0.653R -0.646R -0.659R
Ratio avg. win / avg. loss 0.297 0.295 0.298
Largest winning trade +1.03R +0.93R +1.03R
Largest losing trade -1.04R -1.04R -1.00R
Max. consec. winners 19 15 10
Max. consec. losers 4 4 4
Sessions traded? 48 46 45
Avg. trades per session 4.125 2.087 2.267
Avg. time in market 20.9 min 20.1 min 21.7 min
Profit per month? -3.80R -2.34R -1.48R
Max. time to recover? 13.56 days 1.41 days 4.27 days
Longest flat period? 37.60 days 56.03 days 42.83 days
Avg. MAE? 0.284R 0.257R 0.310R
Avg. MFE? 0.269R 0.269R 0.269R
Avg. ETD? 0.308R 0.320R 0.297R
Avg. entry efficiency? 62% 65% 59%
Avg. exit efficiency? 41% 37% 45%
Avg. total efficiency? 3% 2% 4%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
0 6 33.3% +1.38R +0.230R
1 12 58.3% -0.43R -0.036R
2 8 50.0% -0.20R -0.025R
3 6 50.0% -0.40R -0.066R
4 8 37.5% -2.27R -0.284R
5 8 50.0% -0.27R -0.034R
6 15 66.7% +1.20R +0.080R
7 6 16.7% -2.55R -0.425R
8 9 44.4% -0.79R -0.088R
9 12 50.0% +0.04R +0.003R
10 10 70.0% -0.38R -0.038R
11 6 50.0% +0.50R +0.083R
12 13 30.8% +1.15R +0.088R
13 9 55.6% -1.44R -0.160R
14 11 63.6% -0.29R -0.026R
15 15 40.0% +0.36R +0.024R
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 13 53.8% -2.07R -0.159R
21 4 75.0% -0.37R -0.092R
22 8 75.0% -0.20R -0.025R
23 11 45.5% +1.06R +0.096R

Day of week

Bucket n Win rate Total Avg
Mon 33 63.6% +1.18R +0.036R
Tue 41 51.2% -1.65R -0.040R
Wed 39 43.6% -2.76R -0.071R
Thu 47 53.2% -0.34R -0.007R
Fri 32 37.5% -4.57R -0.143R
Sun 6 66.7% +0.75R +0.126R

Session

Bucket n Win rate Total Avg
rth 57 40.4% -2.55R -0.045R
globex 141 54.6% -4.83R -0.034R

Direction

Bucket n Win rate Total Avg
long 96 45.8% -4.53R -0.047R
short 102 54.9% -2.86R -0.028R

Combo

Bucket n Win rate Total Avg
2-1-2_bull_reversal 14 42.9% -2.27R -0.162R
2-2_bear_reversal 39 41.0% -5.68R -0.146R
2-2_bull_reversal 50 48.0% -2.04R -0.041R
2-1-2_bull_continuation 26 42.3% -0.52R -0.020R
2-1-2_bear_reversal 28 71.4% +0.26R +0.009R
3-1-2_bull_reversal 6 50.0% +0.31R +0.051R
3-1-2_bear_reversal 12 58.3% +0.73R +0.060R
2-1-2_bear_continuation 23 56.5% +1.85R +0.080R

Continuity

Bucket n Win rate Total Avg
it does not 148 49.3% -5.77R -0.039R
continuity backs it 50 54.0% -1.61R -0.032R

Analysis (R)

48 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
2026-08-18 3 1.5% -0.52R -0.52R +0.48R 1.00R 1.00R 1.00R 66.7% -0.172R +0.242R -1.000R +0.36R -1.00R 0.58R 0.29R 0.48R 47% 40% -14%
2026-08-19 5 2.5% -0.89R -1.41R +0.17R 1.07R 1.57R 1.57R 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 3.5% +1.49R +0.09R +1.52R 0.02R 0.53R 1.57R 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 2.5% -0.12R -0.03R +0.07R 0.19R 0.16R 1.57R 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 3.5% +0.16R +0.12R +1.19R 1.04R 1.19R 1.57R 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 3.0% -0.14R -0.02R +0.86R 1.00R 1.00R 1.57R 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 1.5% -1.04R -1.05R +0.00R 1.04R 1.18R 1.57R 0.0% -0.346R — -1.037R — -1.04R 0.38R 0.08R 0.43R 42% 28% -30%
2026-08-27 4 2.0% +0.37R -0.69R +0.37R 0.00R 1.18R 1.57R 50.0% +0.092R +0.183R — +0.24R — 0.10R 0.40R 0.34R 81% 29% 10%
2026-08-28 3 1.5% +0.19R -0.50R +0.19R 0.00R 0.67R 1.57R 66.7% +0.064R +0.095R — +0.14R — 0.13R 0.33R 0.23R 67% 48% 16%
2026-08-31 3 1.5% +0.61R +0.11R +0.61R 0.00R 0.44R 1.57R 100.0% +0.203R +0.203R — +0.30R — 0.30R 0.39R 0.17R 57% 76% 33%
2026-09-01 5 2.5% +0.30R +0.42R +0.39R 0.08R 0.10R 1.57R 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 2.0% +0.48R +0.90R +0.48R 0.00R 0.00R 1.57R 50.0% +0.121R +0.242R — +0.43R — 0.25R 0.39R 0.30R 66% 49% 15%
2026-09-03 5 2.5% -0.02R +0.88R +0.98R 1.00R 1.00R 1.57R 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 2.0% +0.05R +0.94R +0.05R 0.00R 1.00R 1.57R 25.0% +0.014R +0.055R — +0.05R — 0.08R 0.07R 0.05R 63% 41% 3%
2026-09-07 3 1.5% +0.17R +1.11R +0.17R 0.00R 0.80R 1.57R 66.7% +0.057R +0.085R — +0.15R — 0.33R 0.25R 0.19R 54% 59% 12%
2026-09-08 5 2.5% +0.17R +1.28R +0.17R 0.00R 0.78R 1.57R 20.0% +0.034R +0.171R — +0.17R — 0.07R 0.26R 0.22R 81% 27% 8%
2026-09-09 4 2.0% -0.29R +0.99R +0.72R 1.02R 1.02R 1.57R 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 2.0% +0.37R +1.36R +0.37R 0.00R 0.89R 1.57R 50.0% +0.093R +0.187R — +0.24R — 0.06R 0.34R 0.25R 83% 35% 18%
2026-09-11 3 1.5% -1.77R -0.41R +0.23R 2.00R 2.41R 2.41R 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 1.0% +0.20R -0.21R +0.20R 0.00R 2.41R 2.41R 50.0% +0.100R +0.200R — +0.20R — 0.09R 0.26R 0.16R 75% 42% 17%
2026-09-14 3 1.5% +0.52R +0.31R +0.52R 0.00R 2.02R 2.41R 100.0% +0.172R +0.172R — +0.25R — 0.09R 0.33R 0.17R 80% 63% 43%
2026-09-15 6 3.0% -0.75R -0.44R +0.75R 1.50R 2.44R 2.44R 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 2.0% +0.18R -0.26R +0.18R 0.00R 2.40R 2.44R 50.0% +0.045R +0.089R — +0.13R — 0.25R 0.14R 0.12R 69% 44% 13%
2026-09-17 4 2.0% -0.61R -0.87R +0.39R 1.00R 2.87R 2.87R 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 1.5% -2.03R -2.90R +0.00R 2.03R 4.90R 4.90R 0.0% -0.677R — -1.015R — -1.03R 0.69R 0.09R 0.77R 23% 17% -60%
2026-09-21 4 2.0% -0.77R -3.66R +0.23R 1.00R 5.67R 5.67R 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 3.0% -0.77R -4.43R +0.30R 1.07R 6.74R 6.74R 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 2.0% +0.33R -4.10R +0.33R 0.00R 6.36R 6.74R 75.0% +0.082R +0.110R — +0.19R — 0.21R 0.26R 0.17R 59% 59% 18%
2026-09-24 5 2.5% -0.90R -5.00R +0.18R 1.08R 7.15R 7.15R 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 2.0% -0.24R -5.24R +0.76R 1.00R 8.01R 8.01R 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 1.0% +0.30R -4.93R +0.30R 0.00R 7.04R 8.01R 100.0% +0.152R +0.152R — +0.20R — 0.09R 0.38R 0.26R 78% 45% 23%
2026-09-28 4 2.0% +0.91R -4.02R +0.91R 0.00R 6.87R 8.01R 75.0% +0.228R +0.304R — +0.81R — 0.19R 0.39R 0.15R 82% 47% 29%
2026-09-29 5 2.5% +0.82R -3.20R +0.82R 0.00R 5.53R 8.01R 80.0% +0.164R +0.205R — +0.50R — 0.45R 0.47R 0.30R 63% 60% 24%
2026-09-30 5 2.5% +0.32R -2.88R +0.32R 0.00R 5.17R 8.01R 100.0% +0.064R +0.064R — +0.10R — 0.26R 0.17R 0.10R 58% 64% 22%
2026-10-01 6 3.0% +0.40R -2.48R +0.80R 0.40R 4.88R 8.01R 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 2.0% -0.84R -3.32R +0.18R 1.02R 5.33R 8.01R 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 0.5% +0.25R -3.07R +0.25R 0.00R 5.08R 8.01R 100.0% +0.250R +0.250R — +0.25R — 0.75R 0.67R 0.42R 47% 71% 18%
2026-10-05 5 2.5% +0.11R -2.96R +0.18R 0.07R 4.97R 8.01R 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 1.0% +0.19R -2.77R +0.19R 0.00R 4.96R 8.01R 50.0% +0.094R +0.189R — +0.19R — 0.08R 0.25R 0.16R 77% 40% 17%
2026-10-07 5 2.5% -1.76R -4.53R +0.24R 2.00R 6.77R 8.01R 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 3.0% -1.89R -6.41R +0.14R 2.03R 8.56R 8.56R 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 1.5% +0.04R -6.37R +0.04R 0.00R 8.38R 8.56R 33.3% +0.014R +0.041R — +0.04R — 0.02R 0.16R 0.17R 88% 8% -5%
2026-10-11 1 0.5% +0.00R -6.37R +0.00R 0.00R 8.38R 8.56R 0.0% +0.000R — — — — 0.00R 0.44R 0.44R 100% 0% 0%
2026-10-12 4 2.0% -0.53R -6.91R +0.47R 1.00R 8.91R 8.91R 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 1.5% -0.96R -7.87R +0.04R 1.00R 9.91R 9.91R 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 2.5% -0.09R -7.96R +0.01R 0.10R 9.98R 9.98R 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 3.0% +0.44R -7.52R +1.44R 1.00R 10.03R 10.03R 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 1.5% +0.14R -7.38R +0.14R 0.00R 9.45R 10.03R 66.7% +0.046R +0.068R — +0.07R — 0.18R 0.21R 0.17R 66% 54% 20%