Window: 45d | 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: $301,189 (per symbol $100,396 vs $100,000)
- Total return: +0.40% | Sharpe: 4.192 | MaxDD: -0.08%
- Trades: 32 | WR: 50.0% | PF: 1.993
- Avg win: $149 | Avg loss: $-75 | Avg R: 0.350
- Green days: 10/31
Worst days / Best days
| 2026-07-07 | -221 | | 2026-08-07 | -150 | | 2026-07-17 | -149 | | 2026-08-10 | -97 | | 2026-06-30 | -67 | | 2026-07-08 | +481 | | 2026-07-22 | +357 | | 2026-07-14 | +337 | | 2026-07-10 | +189 | | 2026-07-09 | +143 |
Verdict
BORDERLINE — PF 1.99, WR 50.0%, 32 trades, +0.40% total.