Cumulative net P&L per trade, $ · holdout period shaded
Average R by half-year
Blue above zero, red below · bar label = trades
Trades
Opened (ET)
Side
Pool
Entry
Stop
Exit
Exit by
R
$
Rules
Exit mix
Every figure is after MNQ commissions and slippage. Dev = the period rules were chosen on; holdout = run once afterwards. Nothing here is validated for live money.