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MES_2026-03-29_2026-05-22

Summary

=== Backtest Summary ===
Instrument: MES
Period: 2026-03-29 to 2026-05-22

Total signals: 71
Wins: 30
Losses: 41
Timeouts: 2
Win rate: 42.2%
Avg R-multiple: +0.03
Median R: -1.00
Total R: +2.20
Max drawdown (R): -15.94
Avg risk (pts): 17.26
Total P&L ($): $-1.46 (per 1 micro contract)

=== By killzone ===
ny_am n= 71 win_rate=42.3% total_R=+2.20

AI scoring calls: 71

=== AI-filtered (score >= 65) ===
Filtered signals: 0 of 71

Run dir: backtest_results/MES_2026-03-29_2026-05-22
Trades: backtest_results/MES_2026-03-29_2026-05-22/trades.csv

Equity Curve (cumulative R)

Trades (71)

Timestamp Dir KZ Entry Stop Target Exit Reason Exit R Held AI
2026-03-31T13:50:00+00:00 BUY ny_am 6491.00 6455.02 6544.97 stop_hit 6455.02 -1.00 12 0
2026-03-31T15:05:00+00:00 BUY ny_am 6473.25 6443.78 6517.46 target_hit 6517.46 +1.50 18 0
2026-04-06T13:05:00+00:00 SELL ny_am 6627.00 6634.57 6615.65 stop_hit 6634.57 -1.00 5 0
2026-04-06T14:05:00+00:00 SELL ny_am 6635.25 6652.57 6609.26 stop_hit 6652.57 -1.00 3 0
2026-04-07T15:00:00+00:00 SELL ny_am 6581.00 6607.55 6541.17 stop_hit 6607.55 -1.00 12 0
2026-04-09T13:30:00+00:00 BUY ny_am 6810.75 6801.85 6824.10 stop_hit 6801.85 -1.00 12 0
2026-04-09T15:55:00+00:00 BUY ny_am 6852.25 6831.58 6883.25 timeout 6865.50 +0.64 144 0
2026-04-13T13:20:00+00:00 BUY ny_am 6831.75 6818.59 6851.49 target_hit 6851.49 +1.50 6 0
2026-04-13T13:25:00+00:00 BUY ny_am 6834.75 6821.09 6855.24 target_hit 6855.24 +1.50 5 0
2026-04-13T13:50:00+00:00 BUY ny_am 6847.75 6825.84 6880.62 target_hit 6880.62 +1.50 32 0
2026-04-13T14:25:00+00:00 BUY ny_am 6857.00 6843.33 6877.51 target_hit 6877.51 +1.50 24 0
2026-04-14T13:15:00+00:00 BUY ny_am 6942.00 6933.78 6954.33 target_hit 6954.33 +1.50 4 0
2026-04-14T13:35:00+00:00 BUY ny_am 6951.50 6934.28 6977.33 target_hit 6977.33 +1.50 15 0
2026-04-14T13:40:00+00:00 BUY ny_am 6960.00 6934.03 6998.95 target_hit 6998.95 +1.50 33 0
2026-04-14T13:45:00+00:00 BUY ny_am 6959.25 6941.78 6985.46 target_hit 6985.46 +1.50 20 0
2026-04-14T14:10:00+00:00 BUY ny_am 6970.50 6952.52 6997.47 target_hit 6997.47 +1.50 26 0
2026-04-14T14:15:00+00:00 BUY ny_am 6968.25 6954.02 6989.59 target_hit 6989.59 +1.50 16 0
2026-04-14T14:50:00+00:00 BUY ny_am 6978.75 6964.27 7000.48 target_hit 7000.48 +1.50 30 0
2026-04-14T15:20:00+00:00 BUY ny_am 6981.25 6967.51 7001.85 target_hit 7001.85 +1.50 24 0
2026-04-14T15:25:00+00:00 BUY ny_am 6984.75 6967.76 7010.23 target_hit 7010.23 +1.50 85 0
2026-04-15T13:30:00+00:00 BUY ny_am 7019.00 7005.50 7039.26 stop_hit 7005.50 -1.00 2 0
2026-04-15T13:35:00+00:00 BUY ny_am 7024.00 7006.00 7051.01 stop_hit 7006.00 -1.00 1 0
2026-04-15T14:25:00+00:00 BUY ny_am 7031.00 7015.99 7053.51 target_hit 7053.51 +1.50 50 0
2026-04-15T15:15:00+00:00 BUY ny_am 7035.75 7022.49 7055.64 stop_hit 7022.49 -1.00 18 0
2026-04-16T13:05:00+00:00 BUY ny_am 7072.75 7064.72 7084.80 stop_hit 7064.72 -1.00 7 0
2026-04-16T15:10:00+00:00 BUY ny_am 7075.75 7056.72 7104.30 stop_hit 7056.72 -1.00 39 0
2026-04-17T12:50:00+00:00 BUY ny_am 7132.25 7106.20 7171.33 target_hit 7171.33 +1.50 23 0
2026-04-17T13:10:00+00:00 BUY ny_am 7145.50 7123.94 7177.85 stop_hit 7123.94 -1.00 3 0
2026-04-17T13:55:00+00:00 BUY ny_am 7143.50 7113.44 7188.59 stop_hit 7113.44 -1.00 85 0
2026-04-17T14:00:00+00:00 BUY ny_am 7149.00 7125.69 7183.97 target_hit 7183.97 +1.50 31 0
2026-04-17T14:05:00+00:00 BUY ny_am 7152.00 7131.43 7182.85 target_hit 7182.85 +1.50 30 0
2026-04-17T14:35:00+00:00 BUY ny_am 7164.25 7146.92 7190.24 stop_hit 7146.92 -1.00 77 0
2026-04-17T14:45:00+00:00 BUY ny_am 7173.50 7153.67 7203.24 stop_hit 7153.67 -1.00 31 0
2026-04-17T15:35:00+00:00 BUY ny_am 7174.00 7160.17 7194.75 stop_hit 7160.17 -1.00 21 0
2026-04-20T13:55:00+00:00 BUY ny_am 7156.75 7140.93 7180.48 stop_hit 7140.93 -1.00 9 0
2026-04-23T14:55:00+00:00 BUY ny_am 7175.00 7162.67 7193.50 stop_hit 7162.67 -1.00 13 0
2026-04-27T13:55:00+00:00 BUY ny_am 7195.50 7176.66 7223.76 timeout 7206.00 +0.56 144 0
2026-04-29T12:35:00+00:00 SELL ny_am 7168.00 7178.34 7152.49 target_hit 7152.49 +1.50 14 0
2026-04-29T13:20:00+00:00 SELL ny_am 7165.75 7175.59 7151.00 target_hit 7151.00 +1.50 5 0
2026-04-29T13:35:00+00:00 SELL ny_am 7158.50 7169.83 7141.50 stop_hit 7169.83 -1.00 11 0
2026-04-29T15:55:00+00:00 SELL ny_am 7153.50 7166.33 7134.25 stop_hit 7166.33 -1.00 40 0
2026-04-30T13:05:00+00:00 BUY ny_am 7208.50 7199.15 7222.53 stop_hit 7199.15 -1.00 5 0
2026-04-30T14:50:00+00:00 BUY ny_am 7190.50 7162.92 7231.87 target_hit 7231.87 +1.50 38 0
2026-05-01T13:55:00+00:00 BUY ny_am 7293.25 7267.11 7332.45 stop_hit 7267.11 -1.00 34 0
2026-05-01T15:15:00+00:00 BUY ny_am 7281.50 7269.11 7300.08 stop_hit 7269.11 -1.00 15 0
2026-05-01T15:40:00+00:00 BUY ny_am 7291.75 7279.36 7310.34 stop_hit 7279.36 -1.00 2 0
2026-05-05T13:35:00+00:00 BUY ny_am 7269.50 7259.37 7284.70 target_hit 7284.70 +1.50 10 0
2026-05-05T14:25:00+00:00 BUY ny_am 7282.50 7263.12 7311.58 target_hit 7311.58 +1.50 89 0
2026-05-05T15:05:00+00:00 BUY ny_am 7282.50 7274.36 7294.71 target_hit 7294.71 +1.50 37 0
2026-05-06T14:35:00+00:00 BUY ny_am 7362.00 7345.83 7386.26 target_hit 7386.26 +1.50 54 0
2026-05-06T14:45:00+00:00 BUY ny_am 7367.25 7354.82 7385.89 stop_hit 7354.82 -1.00 26 0
2026-05-07T13:50:00+00:00 SELL ny_am 7388.75 7398.20 7374.58 stop_hit 7398.20 -1.00 6 0
2026-05-08T12:30:00+00:00 BUY ny_am 7407.50 7393.05 7429.17 stop_hit 7393.05 -1.00 7 0
2026-05-08T12:35:00+00:00 BUY ny_am 7407.00 7392.80 7428.30 stop_hit 7392.80 -1.00 6 0
2026-05-11T14:55:00+00:00 BUY ny_am 7443.00 7428.78 7464.32 stop_hit 7428.78 -1.00 49 0
2026-05-11T15:25:00+00:00 BUY ny_am 7447.00 7432.03 7469.45 stop_hit 7432.03 -1.00 42 0
2026-05-11T15:30:00+00:00 BUY ny_am 7445.25 7436.28 7458.70 stop_hit 7436.28 -1.00 14 0
2026-05-12T15:25:00+00:00 SELL ny_am 7368.25 7381.19 7348.84 stop_hit 7381.19 -1.00 4 0
2026-05-13T15:35:00+00:00 BUY ny_am 7442.25 7430.03 7460.58 target_hit 7460.58 +1.50 9 0
2026-05-13T15:45:00+00:00 BUY ny_am 7443.25 7436.03 7454.08 target_hit 7454.08 +1.50 7 0
2026-05-14T13:10:00+00:00 SELL ny_am 7485.00 7493.24 7472.63 stop_hit 7493.24 -1.00 5 0
2026-05-18T12:45:00+00:00 BUY ny_am 7449.50 7423.04 7489.20 stop_hit 7423.04 -1.00 10 0
2026-05-18T12:50:00+00:00 BUY ny_am 7448.50 7425.79 7482.57 stop_hit 7425.79 -1.00 8 0
2026-05-18T13:55:00+00:00 BUY ny_am 7445.75 7411.54 7497.06 stop_hit 7411.54 -1.00 7 0
2026-05-19T14:10:00+00:00 SELL ny_am 7368.00 7396.70 7324.96 stop_hit 7396.70 -1.00 32 0
2026-05-19T14:50:00+00:00 SELL ny_am 7358.00 7377.69 7328.47 stop_hit 7377.69 -1.00 5 0
2026-05-19T15:25:00+00:00 SELL ny_am 7361.25 7382.44 7329.47 stop_hit 7382.44 -1.00 12 0
2026-05-20T14:05:00+00:00 SELL ny_am 7385.50 7404.95 7356.32 stop_hit 7404.95 -1.00 2 0
2026-05-21T14:15:00+00:00 SELL ny_am 7419.75 7445.47 7381.17 stop_hit 7445.47 -1.00 35 0
2026-05-21T14:20:00+00:00 SELL ny_am 7416.00 7445.97 7371.04 stop_hit 7445.97 -1.00 34 0
2026-05-21T15:15:00+00:00 BUY ny_am 7427.00 7406.30 7458.06 target_hit 7458.06 +1.50 24 0