Avg win
—
per winning trade
Avg loss
—
per losing trade
Equity curve
Simulated portfolio starting at $10,000. Each trade allocates a fixed dollar amount.
Return by rule
P&L breakdown by alert rule. Dollar amounts should sum to the total — percentages won't because each is relative to $10K.
| Rule | Trades | Wins | Win % | Avg ret/trade | Total P&L |
|---|
Trade outcomes
How trades exited under this strategy.
Return distribution
Per-trade P&L distribution across all simulated exits.
Trade log
Every simulated trade with entry, exit, and P&L. Sorted chronologically.
| # | Date | Ticker | Contract | Type | Rule |
Entry | Exit reason | Exit day | Return | P&L |
Simulation methodology:
· Uses actual contract high/low/close prices from Polygon for days 1–5 after each signal.
· Profit target checked on daily high; stop-loss checked on daily low (intraday execution assumed).
· B/E trigger activates when daily high reaches threshold — once active, stop moves to 0% (entry price).
· If no exit triggers in 5 days: B/E-triggered trades exit at 0%; others exit at day-5 close return (or -100% if expired/dead).
· Fixed dollar allocation per trade — no compounding, no position sizing.
· Day 0 (intraday on alert day) not included. Signals with no contract price data excluded.