Window: 45d | 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: $199,790 (per symbol $99,895 vs $100,000)
- Total return: -0.10% | Sharpe: -2.650 | MaxDD: -0.30%
- Trades: 16 | WR: 31.2% | PF: 0.719
- Avg win: $107 | Avg loss: $-68 | Avg R: -0.263
- Green days: 3/7
Worst days / Best days
| 2026-08-10 | -235 | | 2026-08-07 | -208 | | 2026-08-11 | -148 | | 2026-08-03 | -14 | | 2026-08-06 | +6 | | 2026-08-04 | +236 | | 2026-08-05 | +153 | | 2026-08-06 | +6 | | 2026-08-03 | -14 | | 2026-08-11 | -148 |
Verdict
REJECT — PF 0.72, WR 31.2%, 16 trades, -0.10% total.