Daily expected PnL
—
trades/day · expectancy
Monthly expected PnL
—
21 trade-days
12-month projection
—
at degradation factor
Implied MaxDD
—
scaled from −$2,927 / $15K BP
Per-trade sizing & liquidity check
| Item | Value | Cap? |
|---|
Balance trajectory (12 mo)
Cum PnL — backtest vs forward
BP per week & liquidity ratio
Milestone targets
| Equity | Week | Date | BP / trade | Liq cap | Used % |
|---|
52-week schedule (snapshots)
| Week | Date | Equity | BP/trade | $ risk/trade | Daily PnL | Cum PnL | Trades/day |
|---|
Backtest reference (anchor)
| Period | 2024-05-03 → 2026-04-24 (1.98y) |
| Total trades | 3,200 |
| Trade days / business | 494 / 516 (95.7%) |
| Mean trades/day | 6.5 (med 6, p90 12, max 41) |
| WR / PF | 24.9% / 1.96 |
| Expectancy / trade | +$108.29 |
| Total PnL / yr | $346,516 / $175,541 (BP=$15K) |
| Sharpe (daily) | 8.16 |
| MaxDD | −$2,927 (2024 yr) |
| Pos / Neg / Flat days | 62.8% / 36.4% / 0.8% |
| Streaks W / L | 24 / 5 |
| Exit mix TP / SL / 11:00 / TP+SL | 18.2% / 74.9% / 5.0% / 1.9% |