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MNQ_2026-03-29_2026-05-22

Summary

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

Total signals: 46
Wins: 20
Losses: 26
Timeouts: 3
Win rate: 43.5%
Avg R-multiple: +0.06
Median R: -1.00
Total R: +2.76
Max drawdown (R): -9.50
Avg risk (pts): 99.66
Total P&L ($): $+527.33 (per 1 micro contract)

=== By killzone ===
ny_am n= 46 win_rate=43.5% total_R=+2.76

AI scoring calls: 46

=== AI-filtered (score >= 65) ===
Filtered signals: 0 of 46

Run dir: backtest_results/MNQ_2026-03-29_2026-05-22
Trades: backtest_results/MNQ_2026-03-29_2026-05-22/trades.csv

Equity Curve (cumulative R)

Trades (46)

Timestamp Dir KZ Entry Stop Target Exit Reason Exit R Held AI
2026-03-30T15:10:00+00:00 SELL ny_am 23317.00 23426.46 23152.81 stop_hit 23426.46 -1.00 8 0
2026-03-31T15:05:00+00:00 BUY ny_am 23477.25 23364.81 23645.91 target_hit 23645.91 +1.50 18 0
2026-04-07T15:05:00+00:00 SELL ny_am 23966.75 24072.03 23808.83 stop_hit 24072.03 -1.00 2 0
2026-04-09T15:50:00+00:00 BUY ny_am 25177.25 25096.45 25298.46 target_hit 25298.46 +1.50 105 0
2026-04-13T13:50:00+00:00 BUY ny_am 25270.75 25166.66 25426.88 target_hit 25426.88 +1.50 36 0
2026-04-14T13:35:00+00:00 BUY ny_am 25708.00 25638.92 25811.61 target_hit 25811.61 +1.50 12 0
2026-04-14T14:10:00+00:00 BUY ny_am 25775.00 25699.14 25888.78 target_hit 25888.78 +1.50 20 0
2026-04-14T14:15:00+00:00 BUY ny_am 25767.00 25706.14 25858.29 target_hit 25858.29 +1.50 16 0
2026-04-14T15:25:00+00:00 BUY ny_am 25834.00 25769.86 25930.21 target_hit 25930.21 +1.50 12 0
2026-04-16T14:20:00+00:00 SELL ny_am 26335.75 26399.69 26239.84 stop_hit 26399.69 -1.00 5 0
2026-04-17T12:30:00+00:00 BUY ny_am 26622.25 26556.96 26720.18 target_hit 26720.18 +1.50 4 0
2026-04-17T12:50:00+00:00 BUY ny_am 26718.25 26592.95 26906.20 timeout 26697.00 -0.17 144 0
2026-04-20T15:05:00+00:00 SELL ny_am 26603.25 26685.09 26480.50 stop_hit 26685.09 -1.00 3 0
2026-04-21T12:30:00+00:00 BUY ny_am 26867.00 26814.59 26945.62 stop_hit 26814.59 -1.00 4 0
2026-04-23T14:00:00+00:00 SELL ny_am 27013.25 27095.29 26890.19 stop_hit 27095.29 -1.00 11 0
2026-04-28T13:10:00+00:00 SELL ny_am 27124.50 27179.58 27041.88 stop_hit 27179.58 -1.00 3 0
2026-04-28T14:40:00+00:00 SELL ny_am 27101.75 27194.84 26962.11 stop_hit 27194.84 -1.00 52 0
2026-04-29T15:20:00+00:00 BUY ny_am 27266.25 27208.14 27353.42 stop_hit 27208.14 -1.00 6 0
2026-04-30T12:55:00+00:00 BUY ny_am 27524.75 27466.26 27612.49 stop_hit 27466.26 -1.00 7 0
2026-05-01T13:10:00+00:00 BUY ny_am 27604.75 27561.96 27668.93 target_hit 27668.93 +1.50 4 0
2026-05-01T13:35:00+00:00 BUY ny_am 27770.00 27593.70 28034.46 timeout 27901.75 +0.75 144 0
2026-05-01T14:00:00+00:00 BUY ny_am 27887.75 27746.12 28100.19 timeout 27913.25 +0.18 144 0
2026-05-01T15:15:00+00:00 BUY ny_am 27851.50 27767.11 27978.09 stop_hit 27767.11 -1.00 68 0
2026-05-01T15:40:00+00:00 BUY ny_am 27895.00 27842.07 27974.39 stop_hit 27842.07 -1.00 2 0
2026-05-05T13:05:00+00:00 BUY ny_am 27997.50 27958.76 28055.60 target_hit 28055.60 +1.50 6 0
2026-05-08T12:40:00+00:00 BUY ny_am 28961.00 28875.56 29089.17 stop_hit 28875.56 -1.00 6 0
2026-05-08T13:45:00+00:00 BUY ny_am 29066.25 28934.53 29263.84 target_hit 29263.84 +1.50 39 0
2026-05-08T13:50:00+00:00 BUY ny_am 29060.50 28927.03 29260.71 target_hit 29260.71 +1.50 38 0
2026-05-08T15:25:00+00:00 BUY ny_am 29183.75 29110.19 29294.09 target_hit 29294.09 +1.50 20 0
2026-05-12T14:00:00+00:00 SELL ny_am 29111.25 29266.38 28878.56 target_hit 28878.56 +1.50 16 0
2026-05-12T14:30:00+00:00 SELL ny_am 29043.25 29242.86 28743.83 target_hit 28743.83 +1.50 28 0
2026-05-12T15:55:00+00:00 SELL ny_am 28839.75 28954.72 28667.29 stop_hit 28954.72 -1.00 28 0
2026-05-14T13:55:00+00:00 SELL ny_am 29541.75 29695.59 29310.99 stop_hit 29695.59 -1.00 10 0
2026-05-15T12:35:00+00:00 SELL ny_am 29162.25 29228.86 29062.34 stop_hit 29228.86 -1.00 10 0
2026-05-15T14:20:00+00:00 BUY ny_am 29340.25 29178.65 29582.64 stop_hit 29178.65 -1.00 68 0
2026-05-18T12:35:00+00:00 BUY ny_am 29268.00 29181.65 29397.52 target_hit 29397.52 +1.50 2 0
2026-05-18T12:45:00+00:00 BUY ny_am 29388.75 29228.63 29628.93 stop_hit 29228.63 -1.00 11 0
2026-05-18T13:55:00+00:00 BUY ny_am 29243.75 29120.43 29428.73 stop_hit 29120.43 -1.00 7 0
2026-05-19T13:10:00+00:00 SELL ny_am 28875.75 28940.21 28779.06 stop_hit 28940.21 -1.00 4 0
2026-05-19T14:10:00+00:00 SELL ny_am 28736.75 28958.47 28404.17 stop_hit 28958.47 -1.00 29 0
2026-05-20T15:20:00+00:00 BUY ny_am 29314.50 29229.13 29442.56 stop_hit 29229.13 -1.00 12 0
2026-05-20T15:50:00+00:00 BUY ny_am 29345.75 29284.35 29437.85 stop_hit 29284.35 -1.00 5 0
2026-05-21T14:20:00+00:00 SELL ny_am 29158.00 29338.41 28887.38 stop_hit 29338.41 -1.00 34 0
2026-05-21T15:15:00+00:00 BUY ny_am 29244.00 29127.43 29418.86 target_hit 29418.86 +1.50 24 0
2026-05-21T15:40:00+00:00 BUY ny_am 29258.00 29160.91 29403.63 target_hit 29403.63 +1.50 19 0
2026-05-21T15:50:00+00:00 BUY ny_am 29286.25 29228.88 29372.31 stop_hit 29228.88 -1.00 6 0