SPY_15m

SPDR S&P 500 ETF

301 positions from 335 log rows, 2026-07-31 10:33:35.487001 → 2026-10-16 15:13:35.381000. $1/point. 2 shares per position: one to the first target, one on the trail. No commission on this instrument.

← All instances

Net profit

-19.80R

Expectancy

-0.066R

Profit factor

0.64

Win rate excl. breakeven

60.8%

44.9% of all trades

Max drawdown

27.61R

Trades

301

Edge vs chance

p=0.198

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 39 0.0% -51.52R -1.321R
trail 249 49.4% +26.33R +0.106R
target 13 92.3% +5.39R +0.415R
net -19.80R

Stop-outs went 0.075R in your favour on average before stopping, and 0 of 39 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: 0.531 points.

Scale-out

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

Reached the first target

11.3%

34 of 301 positions

Banked by the partials

+15.0R

+0.441R each, n=34

Runner legs, own R +10.0R +0.295R each
Runners that gave back 7 of 34
Runner exits trail:27 · target:7
Positions that scaled +0.368R n=34
Positions that never did -0.121R n=267

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 -19.80R -15.93R -3.87R
Gross profit +34.79R +15.94R +18.85R
Gross loss 54.60R 31.87R 22.72R
Profit factor 0.637 0.500 0.830
Max. drawdown 27.61R 20.89R 8.12R
Sharpe ratio? -0.074 -0.092 -0.055
Sortino ratio? -0.078 -0.095 -0.067
Ulcer index? 7.193 5.779 3.225
t statistic? -1.288 -1.112 -0.688
p value? 0.198 0.266 0.491
Total # of trades 301 146 155
Percent profitable? 44.9% 43.2% 46.5%
Win rate excl. breakeven? 60.8% 58.3% 63.2%
# of winning trades 135 63 72
# of losing trades 87 45 42
# of even trades 79 38 41
Avg. trade -0.066R -0.109R -0.025R
Avg. winning trade +0.258R +0.253R +0.262R
Avg. losing trade -0.628R -0.708R -0.541R
Ratio avg. win / avg. loss 0.411 0.357 0.484
Largest winning trade +1.84R +1.84R +1.02R
Largest losing trade -13.30R -13.30R -1.04R
Max. consec. winners 8 6 7
Max. consec. losers 12 10 5
Sessions traded? 55 53 54
Avg. trades per session 5.473 2.755 2.870
Avg. time in market 5.1 min 5.0 min 5.2 min
Profit per month? -7.81R -6.28R -1.53R
Max. time to recover? 5.02 days 6.03 days 9.80 days
Longest flat period? 53.05 days 57.10 days 36.93 days
Avg. MAE? 0.336R 0.389R 0.287R
Avg. MFE? 0.271R 0.273R 0.269R
Avg. ETD? 0.345R 0.404R 0.290R
Avg. entry efficiency? 58% 57% 60%
Avg. exit efficiency? 45% 45% 45%
Avg. total efficiency? 4% 2% 5%

Hour of day (exit, ET)

Bucket n Win rate Total Avg
9 5 40.0% -0.21R -0.042R
10 51 41.2% +3.05R +0.060R
11 48 35.4% -17.97R -0.374R
12 52 53.8% -2.43R -0.047R
13 52 46.2% -0.18R -0.003R
14 49 46.9% -2.83R -0.058R
15 44 45.5% +0.78R +0.018R

Day of week

Bucket n Win rate Total Avg
Mon 54 44.4% -0.37R -0.007R
Tue 64 46.9% -1.61R -0.025R
Wed 62 46.8% -17.35R -0.280R
Thu 57 43.9% -0.42R -0.007R
Fri 64 42.2% -0.06R -0.001R

Session

Bucket n Win rate Total Avg
rth 301 44.9% -19.80R -0.066R

Direction

Bucket n Win rate Total Avg
long 146 43.2% -15.93R -0.109R
short 155 46.5% -3.87R -0.025R

Combo

Bucket n Win rate Total Avg
2-2_bull_reversal 62 40.3% -16.75R -0.270R
2-2_bear_reversal 86 45.3% -5.59R -0.065R
2-1-2_bull_reversal 40 40.0% -2.58R -0.065R
2-1-2_bear_reversal 32 46.9% -1.34R -0.042R
2-1-2_bear_continuation 31 45.2% +1.57R +0.051R
3-1-2_bull_reversal 15 46.7% +0.92R +0.061R
2-1-2_bull_continuation 29 51.7% +2.48R +0.085R
3-1-2_bear_reversal 6 66.7% +1.49R +0.248R

Continuity

Bucket n Win rate Total Avg
it does not 260 44.6% -23.50R -0.090R
continuity backs it 41 46.3% +3.70R +0.090R

Analysis (R)

55 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 6 2.0% -0.44R -0.44R +0.56R 1.00R 1.00R 1.00R 50.0% -0.073R +0.187R -1.000R +0.28R -1.00R 0.19R 0.21R 0.28R 66% 41% 8%
2026-08-03 4 1.3% +0.55R +0.11R +0.59R 0.04R 0.47R 1.00R 75.0% +0.138R +0.196R -0.036R +0.32R -0.04R 0.08R 0.32R 0.18R 73% 43% 15%
2026-08-04 5 1.7% -1.12R -1.01R +0.90R 2.02R 2.02R 2.02R 60.0% -0.224R +0.301R -1.011R +0.50R -1.02R 0.42R 0.29R 0.51R 60% 43% 2%
2026-08-05 8 2.7% +0.68R -0.33R +0.68R 0.01R 1.13R 2.02R 87.5% +0.085R +0.098R -0.006R +0.22R -0.01R 0.14R 0.23R 0.15R 74% 58% 32%
2026-08-06 2 0.7% +0.21R -0.12R +0.22R 0.01R 0.23R 2.02R 50.0% +0.104R +0.217R -0.010R +0.22R -0.01R 0.12R 0.17R 0.07R 40% 76% 15%
2026-08-07 4 1.3% +0.25R +0.13R +0.25R 0.00R 0.00R 2.02R 25.0% +0.062R +0.248R — +0.25R — 0.15R 0.18R 0.11R 55% 56% 12%
2026-08-10 5 1.7% +0.95R +1.07R +0.95R 0.00R 0.00R 2.02R 60.0% +0.189R +0.315R — +0.62R — 0.13R 0.36R 0.17R 76% 59% 35%
2026-08-11 6 2.0% +0.09R +1.17R +0.13R 0.03R 0.03R 2.02R 16.7% +0.016R +0.125R -0.015R +0.13R -0.02R 0.19R 0.19R 0.17R 56% 50% 6%
2026-08-12 5 1.7% +0.39R +1.56R +0.39R 0.00R 0.00R 2.02R 40.0% +0.079R +0.197R — +0.32R — 0.06R 0.26R 0.18R 86% 29% 15%
2026-08-13 5 1.7% +0.99R +2.55R +1.02R 0.03R 0.03R 2.02R 80.0% +0.197R +0.255R -0.031R +0.82R -0.03R 0.13R 0.37R 0.17R 83% 52% 35%
2026-08-14 6 2.0% -0.77R +1.78R +0.23R 1.00R 1.00R 2.02R 33.3% -0.128R +0.117R -1.000R +0.15R -1.00R 0.22R 0.15R 0.27R 63% 49% 12%
2026-08-17 5 1.7% +0.54R +2.32R +0.54R 0.00R 0.66R 2.02R 60.0% +0.109R +0.181R — +0.19R — 0.29R 0.27R 0.16R 58% 72% 31%
2026-08-18 8 2.7% +0.01R +2.33R +0.04R 0.02R 0.33R 2.02R 25.0% +0.001R +0.018R -0.008R +0.03R -0.01R 0.08R 0.13R 0.13R 67% 31% -2%
2026-08-19 3 1.0% +0.32R +2.65R +0.35R 0.03R 0.33R 2.02R 66.7% +0.106R +0.174R -0.031R +0.29R -0.03R 0.09R 0.23R 0.12R 77% 64% 40%
2026-08-20 6 2.0% +0.79R +3.44R +1.79R 1.00R 1.00R 2.02R 50.0% +0.131R +0.595R -1.000R +1.02R -1.00R 0.38R 0.44R 0.31R 58% 55% 13%
2026-08-21 2 0.7% +0.24R +3.67R +0.24R 0.00R 0.76R 2.02R 50.0% +0.118R +0.236R — +0.24R — 0.00R 0.18R 0.08R 100% 34% 34%
2026-08-24 5 1.7% +0.11R +3.78R +1.11R 1.00R 1.00R 2.02R 60.0% +0.021R +0.369R -1.000R +0.96R -1.00R 0.38R 0.37R 0.37R 60% 45% 5%
2026-08-25 3 1.0% +0.12R +3.90R +0.12R 0.00R 0.90R 2.02R 66.7% +0.040R +0.060R — +0.10R — 0.30R 0.25R 0.21R 48% 63% 11%
2026-08-26 7 2.3% -0.25R +3.65R +0.75R 1.00R 1.55R 2.02R 57.1% -0.036R +0.188R -1.000R +0.25R -1.00R 0.21R 0.33R 0.33R 72% 46% 18%
2026-08-27 4 1.3% +0.32R +3.97R +0.33R 0.01R 1.13R 2.02R 50.0% +0.079R +0.165R -0.014R +0.24R -0.01R 0.21R 0.30R 0.25R 72% 26% -2%
2026-08-28 8 2.7% -1.22R +2.74R +0.79R 2.02R 2.28R 2.28R 50.0% -0.153R +0.199R -0.505R +0.34R -1.00R 0.38R 0.20R 0.36R 48% 48% -3%
2026-08-31 6 2.0% +0.15R +2.89R +0.15R 0.00R 1.99R 2.28R 50.0% +0.025R +0.049R — +0.07R — 0.23R 0.13R 0.10R 56% 54% 10%
2026-09-01 6 2.0% +0.94R +3.84R +0.94R 0.00R 1.07R 2.28R 50.0% +0.157R +0.315R — +0.83R — 0.06R 0.25R 0.10R 89% 41% 30%
2026-09-02 3 1.0% -1.04R +2.79R +0.00R 1.04R 1.99R 2.28R 0.0% -0.347R — -0.347R — -1.01R 0.38R 0.22R 0.57R 58% 6% -36%
2026-09-03 5 1.7% +1.28R +4.08R +1.28R 0.00R 1.16R 2.28R 80.0% +0.257R +0.321R — +0.83R — 0.23R 0.41R 0.15R 63% 72% 35%
2026-09-04 5 1.7% -1.01R +3.06R +0.99R 2.00R 2.70R 2.70R 40.0% -0.203R +0.493R -1.000R +0.83R -1.00R 0.86R 0.31R 0.52R 23% 51% -25%
2026-09-08 7 2.3% -0.00R +3.06R +1.01R 1.01R 2.29R 2.70R 57.1% -0.000R +0.253R -1.012R +0.44R -1.01R 0.41R 0.32R 0.29R 47% 57% 4%
2026-09-09 4 1.3% +0.99R +4.06R +0.99R 0.00R 1.51R 2.70R 75.0% +0.249R +0.332R — +0.67R — 0.38R 0.41R 0.16R 59% 70% 29%
2026-09-10 8 2.7% -1.79R +2.27R +1.21R 3.00R 2.72R 2.72R 37.5% -0.224R +0.403R -1.000R +0.98R -1.00R 0.40R 0.25R 0.48R 52% 34% -15%
2026-09-11 6 2.0% +0.06R +2.32R +0.07R 0.01R 2.53R 2.72R 16.7% +0.009R +0.070R -0.007R +0.07R -0.01R 0.12R 0.20R 0.19R 73% 31% 4%
2026-09-14 7 2.3% -0.54R +1.78R +0.77R 1.31R 3.00R 3.00R 28.6% -0.077R +0.384R -0.327R +0.70R -1.00R 0.31R 0.29R 0.38R 51% 35% -14%
2026-09-15 6 2.0% -0.79R +1.00R +0.21R 1.00R 3.87R 3.87R 50.0% -0.131R +0.071R -1.000R +0.08R -1.00R 0.34R 0.12R 0.25R 58% 41% -1%
2026-09-16 5 1.7% +0.58R +1.58R +0.58R 0.00R 3.72R 3.87R 80.0% +0.116R +0.146R — +0.30R — 0.09R 0.37R 0.17R 81% 60% 42%
2026-09-17 7 2.3% -0.50R +1.07R +0.50R 1.00R 3.83R 3.87R 42.9% -0.072R +0.165R -1.000R +0.37R -1.00R 0.25R 0.21R 0.28R 60% 40% 0%
2026-09-18 6 2.0% +1.00R +2.07R +1.00R 0.00R 3.71R 3.87R 66.7% +0.167R +0.250R — +0.78R — 0.11R 0.27R 0.08R 80% 45% 25%
2026-09-21 5 1.7% -2.95R -0.87R +0.09R 3.04R 5.65R 5.65R 20.0% -0.590R +0.089R -0.759R +0.09R -1.02R 0.62R 0.17R 0.76R 40% 11% -50%
2026-09-22 8 2.7% +0.41R -0.46R +0.41R 0.00R 5.65R 5.65R 75.0% +0.052R +0.069R — +0.11R — 0.21R 0.23R 0.16R 63% 53% 16%
2026-09-23 6 2.0% -1.45R -1.91R +0.56R 2.01R 6.69R 6.69R 33.3% -0.241R +0.280R -0.669R +0.48R -1.00R 0.48R 0.24R 0.48R 46% 30% -24%
2026-09-24 2 0.7% +0.83R -1.08R +0.83R 0.00R 5.86R 6.69R 50.0% +0.413R +0.826R — +0.83R — 0.12R 0.53R 0.11R 89% 46% 35%
2026-09-25 3 1.0% +0.24R -0.85R +0.24R 0.00R 5.63R 6.69R 33.3% +0.079R +0.237R — +0.24R — 0.04R 0.28R 0.20R 91% 22% 13%
2026-09-28 6 2.0% +1.00R +0.15R +1.00R 0.00R 5.33R 6.69R 50.0% +0.166R +0.332R — +0.65R — 0.16R 0.26R 0.10R 53% 74% 27%
2026-09-29 6 2.0% -2.10R -1.95R +0.00R 2.10R 6.73R 6.73R 0.0% -0.351R — -0.701R — -1.00R 0.37R 0.09R 0.45R 47% 16% -37%
2026-09-30 5 1.7% +0.46R -1.49R +0.47R 0.01R 6.73R 6.73R 40.0% +0.093R +0.236R -0.008R +0.24R -0.01R 0.25R 0.35R 0.25R 63% 49% 13%
2026-10-01 6 2.0% +1.00R -0.49R +1.02R 0.02R 6.28R 6.73R 50.0% +0.167R +0.339R -0.008R +0.49R -0.01R 0.28R 0.40R 0.15R 58% 75% 33%
2026-10-02 7 2.3% +0.42R -0.07R +0.44R 0.03R 5.27R 6.73R 42.9% +0.060R +0.148R -0.013R +0.28R -0.02R 0.25R 0.24R 0.19R 59% 60% 18%
2026-10-05 6 2.0% -0.91R -0.98R +0.17R 1.08R 5.93R 6.73R 16.7% -0.152R +0.169R -0.360R +0.17R -1.00R 0.30R 0.26R 0.41R 62% 26% -13%
2026-10-06 4 1.3% +1.25R +0.27R +1.25R 0.00R 4.82R 6.73R 50.0% +0.313R +0.625R — +0.94R — 0.32R 0.51R 0.21R 62% 76% 38%
2026-10-07 6 2.0% -0.78R -0.51R +0.26R 1.05R 5.43R 6.73R 33.3% -0.131R +0.131R -0.262R +0.18R -1.01R 0.25R 0.14R 0.27R 53% 33% -14%
2026-10-08 7 2.3% -1.94R -2.45R +0.09R 2.03R 7.30R 7.30R 14.3% -0.277R +0.091R -0.507R +0.09R -1.00R 0.60R 0.10R 0.38R 19% 52% -29%
2026-10-09 5 1.7% -1.10R -3.55R +0.90R 2.00R 9.15R 9.15R 60.0% -0.221R +0.299R -1.000R +0.82R -1.00R 0.42R 0.31R 0.54R 56% 29% -15%
2026-10-12 5 1.7% +0.74R -2.81R +1.77R 1.03R 8.65R 9.15R 40.0% +0.148R +0.885R -0.515R +1.06R -1.00R 0.50R 0.45R 0.24R 37% 72% 9%
2026-10-13 5 1.7% -0.43R -3.24R +0.57R 1.00R 8.24R 9.15R 80.0% -0.086R +0.143R -1.000R +0.22R -1.00R 0.28R 0.30R 0.40R 73% 34% 6%
2026-10-14 10 3.3% -17.25R -20.49R +0.02R 17.28R 25.27R 25.27R 10.0% -1.725R +0.023R -1.920R +0.02R -13.30R 1.82R 0.07R 1.80R 23% 18% -59%
2026-10-15 5 1.7% -1.60R -22.09R +0.00R 1.60R 26.87R 26.87R 0.0% -0.320R — -0.320R — -1.04R 0.60R 0.11R 0.43R 35% 28% -38%
2026-10-16 6 2.0% +2.29R -19.80R +3.03R 0.74R 27.61R 27.61R 33.3% +0.381R +1.513R -0.246R +1.84R -0.48R 0.56R 1.18R 1.40R 39% 43% -19%