Window: 120d | capital $100,000 | grid 5Min | 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: $2,093,892 (per symbol $99,709 vs $100,000)
- Total return: -0.29% | Sharpe: -3.667 | MaxDD: -0.29%
- Trades: 497 | WR: 35.2% | PF: 0.787
- Avg win: $129 | Avg loss: $-89 | Avg R: -0.171
- Green days: 28/83
Worst days / Best days
| 2026-08-06 | -914 | | 2026-06-17 | -895 | | 2026-05-01 | -722 | | 2026-05-14 | -664 | | 2026-05-26 | -643 | | 2026-05-28 | +910 | | 2026-07-08 | +781 | | 2026-05-06 | +779 | | 2026-04-24 | +655 | | 2026-07-22 | +369 |
Verdict
REJECT — PF 0.79, WR 35.2%, 497 trades, -0.29% total.