Performance
Realized paper results · simulated fills, no capital at risk
Realized todaySession
+$284.50
9 trades closed
Realized weekRolling
+$833.00
Month +$1,565.75
Win ratePaper
61.4%
Avg win $186.40 · avg loss -$112.80
ExpectancyPer trade
0.41R
Profit factor 1.87
Max drawdownPeak-to-trough
-$412.25
Current -$58.50
ValidationPhase 2
262/400
41/60 days · 310 tests
Daily realized P&L
Last 11 sessions
Cumulative equity curve
Weekly realized, paper ledger
Drawdown
Max -$412.25 · current -$58.50
Setup performance
Futures & options strategies
| Setup | Class | Trades | Win rate | Net R | Net P&L | Avg hold |
|---|---|---|---|---|---|---|
| ICT OTE | FUTURES | 68 | 66.2% | 21.4R | +$682.50 | 34m |
| AMD | FUTURES | 54 | 57.4% | 9.8R | +$318.25 | 47m |
| Silver Bullet | FUTURES | 41 | 63.4% | 14.2R | +$441.00 | 26m |
| Breakout | OPTIONS | 37 | 59.5% | 8.1R | +$264.75 | 19m |
| Breakdown | OPTIONS | 29 | 51.7% | 2.4R | +$74.50 | 22m |
| Trend Continuation | OPTIONS | 33 | 60.6% | 6.7R | +$198.25 | 31m |
Closed trades
Most recent paper exits
| Signal | Instrument | Setup | Direction | Closed | Outcome | R |
|---|---|---|---|---|---|---|
| SIG-4820 | MBTQ6 | Silver Bullet | SHORT | 14:30 | WIN | +1.84R |
| SIG-4819 | MESU6 | AMD | LONG | 14:20 | LOSS | -1.00R |
| SIG-4818 | NDX | Breakout | CALL | 14:15 | WIN | +1.32R |
| SIG-4816 | MNQU6 | ICT OTE | SHORT | 14:05 | WIN | +2.11R |
| SIG-4815 | QQQ | Trend Continuation | CALL | 13:55 | BREAKEVEN | +0.04R |
| SIG-4813 | MBTQ6 | AMD | SHORT | 13:40 | WIN | +1.55R |
| SIG-4812 | IWM | Breakdown | PUT | 13:30 | LOSS | -1.00R |
| SIG-4810 | SPY | Trend Continuation | PUT | 13:05 | WIN | +1.21R |
Validation progress
Phase 2 — Paper validation
Trades262 / 400
Days41 / 60
Win rate gate61.4% ≥ 55%
Profit factor gate1.87 ≥ 1.5
Test coverage91.4%