Window: 120d | capital $100,000 | grid 1Min | 30m regime / 15m zone / 5m trigger / grid verify Exits: stop 1.5xATR5 | take 3R | BE@1.5R+ratchet | time-exit 15:30 | no overnight
- Final equity: $2,095,272 (per symbol $99,775 vs $100,000)
- Total return: -0.23% | Sharpe: -1.830 | MaxDD: -0.26%
- Trades: 837 | WR: 34.9% | PF: 0.903
- Avg win: $151 | Avg loss: $-90 | Avg R: -0.109
- Green days: 35/83
Worst days / Best days
| 2026-06-17 | -918 | | 2026-08-06 | -859 | | 2026-05-14 | -805 | | 2026-04-21 | -778 | | 2026-06-15 | -778 | | 2026-05-28 | +1,618 | | 2026-05-06 | +1,215 | | 2026-07-09 | +842 | | 2026-06-12 | +818 | | 2026-05-13 | +774 |
Verdict
REJECT — PF 0.90, WR 34.9%, 837 trades, -0.23% total.