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MGC_2026-03-29_2026-05-22

Summary

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

Total signals: 140
Wins: 55
Losses: 85
Timeouts: 4
Win rate: 39.3%
Avg R-multiple: -0.01
Median R: -1.00
Total R: -1.53
Max drawdown (R): -19.19
Avg risk (pts): 17.63
Total P&L ($): $-83.78 (per 1 micro contract)

=== By killzone ===
ny_am n= 68 win_rate=44.1% total_R=+6.09
asia n= 72 win_rate=34.7% total_R=-7.62

AI scoring calls: 100

=== AI-filtered (score >= 65) ===
Filtered signals: 0 of 140

Run dir: backtest_results/MGC_2026-03-29_2026-05-22
Trades: backtest_results/MGC_2026-03-29_2026-05-22/trades.csv

Equity Curve (cumulative R)

Trades (140)

Timestamp Dir KZ Entry Stop Target Exit Reason Exit R Held AI
2026-03-31T13:30:00+00:00 SELL ny_am 4608.80 4620.11 4591.84 stop_hit 4620.11 -1.00 4 0
2026-03-31T15:40:00+00:00 BUY ny_am 4651.50 4634.98 4676.28 target_hit 4676.28 +1.50 12 0
2026-04-01T00:00:00+00:00 BUY asia 4726.80 4714.84 4744.74 target_hit 4744.74 +1.50 5 0
2026-04-01T00:25:00+00:00 BUY asia 4749.60 4729.03 4780.45 stop_hit 4729.03 -1.00 2 0
2026-04-01T15:35:00+00:00 BUY ny_am 4808.90 4793.10 4832.60 stop_hit 4793.10 -1.00 29 0
2026-04-02T01:20:00+00:00 SELL asia 4742.70 4795.60 4663.36 target_hit 4663.36 +1.50 50 0
2026-04-02T01:25:00+00:00 SELL asia 4724.40 4782.99 4636.51 target_hit 4636.51 +1.50 52 0
2026-04-02T01:30:00+00:00 SELL asia 4709.00 4765.38 4624.43 target_hit 4624.43 +1.50 51 0
2026-04-02T02:35:00+00:00 SELL asia 4689.00 4730.66 4626.50 target_hit 4626.50 +1.50 38 0
2026-04-02T03:50:00+00:00 SELL asia 4704.90 4719.46 4683.06 target_hit 4683.06 +1.50 20 0
2026-04-02T13:00:00+00:00 SELL ny_am 4620.50 4654.93 4568.86 stop_hit 4654.93 -1.00 9 0
2026-04-06T00:30:00+00:00 SELL asia 4635.20 4649.92 4613.11 stop_hit 4649.92 -1.00 5 0
2026-04-06T02:35:00+00:00 SELL asia 4677.00 4695.35 4649.48 stop_hit 4695.35 -1.00 30 0
2026-04-06T03:05:00+00:00 SELL asia 4656.50 4679.84 4621.49 stop_hit 4679.84 -1.00 21 0
2026-04-07T15:20:00+00:00 BUY ny_am 4671.50 4654.27 4697.34 target_hit 4697.34 +1.50 21 0
2026-04-08T00:00:00+00:00 BUY asia 4875.00 4835.48 4934.28 stop_hit 4835.48 -1.00 12 0
2026-04-08T00:05:00+00:00 BUY asia 4867.30 4840.18 4907.98 stop_hit 4840.18 -1.00 8 0
2026-04-08T13:35:00+00:00 SELL ny_am 4804.40 4829.31 4767.03 target_hit 4767.03 +1.50 16 0
2026-04-09T00:05:00+00:00 SELL asia 4723.60 4742.37 4695.45 stop_hit 4742.37 -1.00 8 0
2026-04-09T03:15:00+00:00 SELL asia 4731.20 4745.37 4709.94 stop_hit 4745.37 -1.00 12 0
2026-04-09T03:20:00+00:00 SELL asia 4731.80 4743.87 4713.69 stop_hit 4743.87 -1.00 9 0
2026-04-09T13:10:00+00:00 BUY ny_am 4779.30 4761.52 4805.97 target_hit 4805.97 +1.50 25 0
2026-04-09T13:15:00+00:00 BUY ny_am 4778.60 4765.62 4798.08 target_hit 4798.08 +1.50 5 0
2026-04-09T13:35:00+00:00 BUY ny_am 4795.70 4774.21 4827.93 stop_hit 4774.21 -1.00 12 0
2026-04-09T13:40:00+00:00 BUY ny_am 4801.10 4773.01 4843.23 stop_hit 4773.01 -1.00 11 0
2026-04-10T00:05:00+00:00 SELL asia 4777.20 4789.39 4758.91 stop_hit 4789.39 -1.00 11 0
2026-04-10T00:45:00+00:00 SELL asia 4779.10 4787.09 4767.11 stop_hit 4787.09 -1.00 3 0
2026-04-10T02:15:00+00:00 SELL asia 4770.40 4785.39 4747.91 stop_hit 4785.39 -1.00 15 0
2026-04-10T14:20:00+00:00 BUY ny_am 4815.40 4789.30 4854.54 stop_hit 4789.30 -1.00 15 0
2026-04-13T15:05:00+00:00 SELL ny_am 4727.90 4745.97 4700.79 stop_hit 4745.97 -1.00 14 0
2026-04-14T00:40:00+00:00 BUY asia 4793.90 4782.41 4811.14 stop_hit 4782.41 -1.00 58 0
2026-04-14T02:10:00+00:00 BUY asia 4790.10 4782.61 4801.34 stop_hit 4782.61 -1.00 40 0
2026-04-16T01:40:00+00:00 SELL asia 4838.20 4849.92 4820.61 stop_hit 4849.92 -1.00 31 0
2026-04-16T03:50:00+00:00 BUY asia 4848.60 4839.08 4862.88 stop_hit 4839.08 -1.00 31 0
2026-04-16T14:40:00+00:00 SELL ny_am 4809.20 4825.41 4784.88 stop_hit 4825.41 -1.00 5 0
2026-04-17T03:05:00+00:00 BUY asia 4816.20 4801.90 4837.65 stop_hit 4801.90 -1.00 42 0
2026-04-17T12:30:00+00:00 BUY ny_am 4840.20 4824.49 4863.77 target_hit 4863.77 +1.50 3 0
2026-04-17T12:50:00+00:00 BUY ny_am 4865.40 4841.58 4901.13 target_hit 4901.13 +1.50 4 0
2026-04-17T13:10:00+00:00 BUY ny_am 4906.30 4854.47 4984.04 stop_hit 4854.47 -1.00 91 0
2026-04-17T13:40:00+00:00 BUY ny_am 4887.00 4868.26 4915.10 stop_hit 4868.26 -1.00 77 0
2026-04-17T13:55:00+00:00 BUY ny_am 4903.10 4871.96 4949.81 stop_hit 4871.96 -1.00 73 0
2026-04-20T02:40:00+00:00 SELL asia 4815.40 4823.81 4802.78 stop_hit 4823.81 -1.00 2 0
2026-04-20T13:10:00+00:00 BUY ny_am 4835.90 4817.29 4863.81 stop_hit 4817.29 -1.00 20 0
2026-04-21T14:35:00+00:00 SELL ny_am 4779.50 4796.20 4754.45 target_hit 4754.45 +1.50 2 0
2026-04-21T14:45:00+00:00 SELL ny_am 4745.90 4790.09 4679.61 timeout 4776.30 -0.69 144 0
2026-04-21T14:50:00+00:00 SELL ny_am 4757.20 4784.09 4716.86 target_hit 4716.86 +1.50 31 0
2026-04-21T15:30:00+00:00 SELL ny_am 4762.50 4778.99 4737.77 target_hit 4737.77 +1.50 11 0
2026-04-21T15:55:00+00:00 SELL ny_am 4759.80 4770.98 4743.02 target_hit 4743.02 +1.50 6 0
2026-04-22T03:30:00+00:00 BUY asia 4778.50 4771.61 4788.83 stop_hit 4771.61 -1.00 13 0
2026-04-22T14:05:00+00:00 SELL ny_am 4765.20 4776.29 4748.57 target_hit 4748.57 +1.50 6 0
2026-04-22T14:35:00+00:00 SELL ny_am 4755.80 4770.08 4734.37 stop_hit 4770.08 -1.00 50 0
2026-04-22T15:20:00+00:00 SELL ny_am 4752.30 4760.78 4739.58 stop_hit 4760.78 -1.00 41 0
2026-04-22T15:40:00+00:00 SELL ny_am 4745.60 4756.08 4729.88 stop_hit 4756.08 -1.00 18 0
2026-04-23T00:10:00+00:00 SELL asia 4716.20 4747.77 4668.84 stop_hit 4747.77 -1.00 2 0
2026-04-23T02:10:00+00:00 SELL asia 4723.60 4743.27 4694.09 stop_hit 4743.27 -1.00 118 0
2026-04-23T02:15:00+00:00 SELL asia 4726.40 4740.77 4704.85 stop_hit 4740.77 -1.00 69 0
2026-04-23T02:45:00+00:00 SELL asia 4722.50 4734.07 4705.15 stop_hit 4734.07 -1.00 39 0
2026-04-23T14:00:00+00:00 SELL ny_am 4740.60 4761.48 4709.28 target_hit 4709.28 +1.50 44 0
2026-04-23T15:20:00+00:00 BUY ny_am 4754.20 4743.23 4770.66 stop_hit 4743.23 -1.00 5 0
2026-04-24T01:35:00+00:00 SELL asia 4711.30 4721.86 4695.46 target_hit 4695.46 +1.50 13 0
2026-04-24T02:25:00+00:00 SELL asia 4698.90 4713.96 4676.32 target_hit 4676.32 +1.50 24 0
2026-04-24T02:50:00+00:00 SELL asia 4693.60 4701.05 4682.43 target_hit 4682.43 +1.50 14 0
2026-04-27T12:30:00+00:00 SELL ny_am 4719.40 4730.36 4702.95 target_hit 4702.95 +1.50 20 0
2026-04-27T12:40:00+00:00 SELL ny_am 4714.10 4725.46 4697.06 target_hit 4697.06 +1.50 26 0
2026-04-27T13:35:00+00:00 SELL ny_am 4707.60 4717.86 4692.21 target_hit 4692.21 +1.50 16 0
2026-04-27T14:30:00+00:00 SELL ny_am 4701.00 4713.96 4681.57 target_hit 4681.57 +1.50 17 0
2026-04-27T15:50:00+00:00 SELL ny_am 4686.10 4698.35 4667.73 stop_hit 4698.35 -1.00 20 0
2026-04-28T00:05:00+00:00 BUY asia 4715.30 4704.35 4731.73 stop_hit 4704.35 -1.00 11 0
2026-04-28T00:10:00+00:00 BUY asia 4712.70 4704.55 4724.93 stop_hit 4704.55 -1.00 10 0
2026-04-28T14:40:00+00:00 SELL ny_am 4577.40 4594.30 4552.06 stop_hit 4594.30 -1.00 4 0
2026-04-29T00:20:00+00:00 SELL asia 4616.10 4626.61 4600.33 target_hit 4600.33 +1.50 8 0
2026-04-29T03:05:00+00:00 BUY asia 4613.30 4603.20 4628.45 stop_hit 4603.20 -1.00 37 0
2026-04-29T03:10:00+00:00 BUY asia 4615.50 4603.80 4633.05 stop_hit 4603.80 -1.00 36 0
2026-04-29T12:55:00+00:00 SELL ny_am 4557.40 4575.09 4530.87 target_hit 4530.87 +1.50 9 0
2026-04-29T13:20:00+00:00 SELL ny_am 4551.00 4566.28 4528.08 target_hit 4528.08 +1.50 4 0
2026-04-29T13:35:00+00:00 SELL ny_am 4538.10 4554.98 4512.79 stop_hit 4554.98 -1.00 12 0
2026-04-29T13:40:00+00:00 SELL ny_am 4527.20 4554.98 4485.54 stop_hit 4554.98 -1.00 11 0
2026-04-29T13:45:00+00:00 SELL ny_am 4527.10 4549.27 4493.84 stop_hit 4549.27 -1.00 7 0
2026-04-30T00:50:00+00:00 BUY asia 4585.10 4573.31 4602.78 stop_hit 4573.31 -1.00 21 0
2026-04-30T14:05:00+00:00 BUY ny_am 4633.40 4620.09 4653.37 stop_hit 4620.09 -1.00 26 0
2026-05-01T01:00:00+00:00 SELL asia 4629.90 4638.92 4616.37 stop_hit 4638.92 -1.00 14 0
2026-05-01T13:35:00+00:00 BUY ny_am 4613.80 4594.60 4642.60 target_hit 4642.60 +1.50 5 0
2026-05-01T13:40:00+00:00 BUY ny_am 4619.10 4595.00 4655.25 target_hit 4655.25 +1.50 6 0
2026-05-01T13:55:00+00:00 BUY ny_am 4637.50 4607.49 4682.51 stop_hit 4607.49 -1.00 121 0
2026-05-01T14:00:00+00:00 BUY ny_am 4646.60 4607.90 4704.66 stop_hit 4607.90 -1.00 120 0
2026-05-01T14:05:00+00:00 BUY ny_am 4646.30 4625.49 4677.52 stop_hit 4625.49 -1.00 50 0
2026-05-01T15:15:00+00:00 BUY ny_am 4650.50 4628.08 4684.12 stop_hit 4628.08 -1.00 35 0
2026-05-04T00:20:00+00:00 SELL asia 4615.60 4629.71 4594.43 stop_hit 4629.71 -1.00 20 0
2026-05-04T01:05:00+00:00 SELL asia 4609.80 4627.31 4583.53 stop_hit 4627.31 -1.00 11 0
2026-05-04T02:10:00+00:00 SELL asia 4619.20 4632.21 4599.68 target_hit 4599.68 +1.50 47 0
2026-05-04T02:25:00+00:00 SELL asia 4603.80 4621.21 4577.69 stop_hit 4621.21 -1.00 5 0
2026-05-04T12:30:00+00:00 SELL ny_am 4576.90 4592.70 4553.21 stop_hit 4592.70 -1.00 22 0
2026-05-06T00:35:00+00:00 BUY asia 4618.70 4608.19 4634.46 target_hit 4634.46 +1.50 9 0
2026-05-06T01:00:00+00:00 BUY asia 4626.60 4618.39 4638.92 target_hit 4638.92 +1.50 9 0
2026-05-06T01:20:00+00:00 BUY asia 4634.60 4618.09 4659.37 target_hit 4659.37 +1.50 22 0
2026-05-06T02:10:00+00:00 BUY asia 4643.80 4633.48 4659.28 target_hit 4659.28 +1.50 12 0
2026-05-06T03:15:00+00:00 BUY asia 4659.20 4648.07 4675.89 target_hit 4675.89 +1.50 33 0
2026-05-07T01:30:00+00:00 SELL asia 4714.30 4724.86 4698.46 stop_hit 4724.86 -1.00 2 0
2026-05-08T02:05:00+00:00 BUY asia 4737.90 4727.73 4753.15 stop_hit 4727.73 -1.00 2 0
2026-05-11T00:55:00+00:00 SELL asia 4692.50 4704.15 4675.02 stop_hit 4704.15 -1.00 2 0
2026-05-11T02:55:00+00:00 SELL asia 4690.00 4704.35 4668.47 target_hit 4668.47 +1.50 34 —
2026-05-11T15:55:00+00:00 BUY ny_am 4741.80 4732.23 4756.15 stop_hit 4732.23 -1.00 6 —
2026-05-12T13:15:00+00:00 SELL ny_am 4693.50 4707.85 4671.97 stop_hit 4707.85 -1.00 5 —
2026-05-12T13:50:00+00:00 SELL ny_am 4698.90 4711.85 4679.47 target_hit 4679.47 +1.50 8 —
2026-05-12T14:50:00+00:00 SELL ny_am 4684.70 4696.95 4666.33 target_hit 4666.33 +1.50 5 —
2026-05-12T15:25:00+00:00 SELL ny_am 4663.30 4675.64 4644.79 stop_hit 4675.64 -1.00 4 —
2026-05-13T00:05:00+00:00 BUY asia 4729.10 4721.24 4740.89 stop_hit 4721.24 -1.00 10 —
2026-05-13T13:35:00+00:00 SELL ny_am 4681.50 4704.15 4647.52 stop_hit 4704.15 -1.00 24 —
2026-05-14T01:05:00+00:00 SELL asia 4695.10 4716.06 4663.66 stop_hit 4716.06 -1.00 41 —
2026-05-14T01:10:00+00:00 SELL asia 4696.60 4716.36 4666.96 stop_hit 4716.36 -1.00 40 —
2026-05-14T02:35:00+00:00 BUY asia 4701.80 4694.25 4713.12 stop_hit 4694.25 -1.00 2 —
2026-05-14T15:00:00+00:00 SELL ny_am 4684.20 4698.95 4662.08 target_hit 4662.08 +1.50 56 —
2026-05-14T15:45:00+00:00 SELL ny_am 4689.40 4697.55 4677.18 target_hit 4677.18 +1.50 10 —
2026-05-15T00:30:00+00:00 SELL asia 4629.30 4662.03 4580.20 target_hit 4580.20 +1.50 60 —
2026-05-15T01:10:00+00:00 SELL asia 4619.20 4639.02 4589.47 target_hit 4589.47 +1.50 49 —
2026-05-15T03:20:00+00:00 SELL asia 4618.20 4626.31 4606.03 target_hit 4606.03 +1.50 20 —
2026-05-15T13:35:00+00:00 SELL ny_am 4532.60 4564.18 4485.23 stop_hit 4564.18 -1.00 9 —
2026-05-15T13:40:00+00:00 SELL ny_am 4523.90 4557.58 4473.38 stop_hit 4557.58 -1.00 7 —
2026-05-18T00:25:00+00:00 SELL asia 4519.00 4535.07 4494.90 target_hit 4494.90 +1.50 1 —
2026-05-18T00:35:00+00:00 SELL asia 4494.00 4526.46 4445.31 stop_hit 4526.46 -1.00 14 —
2026-05-18T12:35:00+00:00 BUY ny_am 4565.50 4551.12 4587.07 target_hit 4587.07 +1.50 15 —
2026-05-18T12:45:00+00:00 BUY ny_am 4576.50 4559.72 4601.67 stop_hit 4559.72 -1.00 19 —
2026-05-18T13:25:00+00:00 BUY ny_am 4575.60 4565.42 4590.88 stop_hit 4565.42 -1.00 8 —
2026-05-19T01:20:00+00:00 SELL asia 4559.10 4573.69 4537.22 stop_hit 4573.69 -1.00 4 —
2026-05-19T02:10:00+00:00 SELL asia 4557.60 4568.98 4540.52 target_hit 4540.52 +1.50 38 —
2026-05-19T02:35:00+00:00 SELL asia 4556.50 4567.58 4539.88 target_hit 4539.88 +1.50 33 —
2026-05-19T03:45:00+00:00 SELL asia 4550.30 4560.38 4535.18 target_hit 4535.18 +1.50 19 —
2026-05-19T12:45:00+00:00 SELL ny_am 4543.20 4553.18 4528.24 target_hit 4528.24 +1.50 3 —
2026-05-19T13:05:00+00:00 SELL ny_am 4525.30 4547.47 4492.04 target_hit 4492.04 +1.50 5 —
2026-05-19T13:30:00+00:00 SELL ny_am 4484.20 4525.06 4422.91 timeout 4472.70 +0.28 144 —
2026-05-20T01:05:00+00:00 SELL asia 4498.00 4508.05 4482.92 target_hit 4482.92 +1.50 4 —
2026-05-20T02:35:00+00:00 SELL asia 4470.70 4488.44 4444.09 stop_hit 4488.44 -1.00 59 —
2026-05-20T12:30:00+00:00 BUY ny_am 4506.30 4493.05 4526.17 stop_hit 4493.05 -1.00 11 —
2026-05-20T15:20:00+00:00 BUY ny_am 4539.80 4524.24 4563.14 target_hit 4563.14 +1.50 107 —
2026-05-21T00:55:00+00:00 BUY asia 4547.00 4541.63 4555.06 stop_hit 4541.63 -1.00 1 —
2026-05-21T03:55:00+00:00 SELL asia 4529.90 4538.27 4517.35 stop_hit 4538.27 -1.00 5 —
2026-05-21T14:05:00+00:00 SELL ny_am 4506.80 4524.36 4480.46 stop_hit 4524.36 -1.00 37 —
2026-05-22T00:50:00+00:00 SELL asia 4529.80 4543.87 4508.69 timeout 4529.90 -0.01 37 —
2026-05-22T00:55:00+00:00 SELL asia 4528.40 4541.67 4508.50 timeout 4529.90 -0.11 36 —
2026-05-22T02:35:00+00:00 SELL asia 4523.00 4528.06 4515.41 stop_hit 4528.06 -1.00 3 —