200 EMA — Paper-Trading Track Record
Tracking since 2026-07-03 04:03:12 UTC. Read-only.
Unrated — building live recordVerification tierwhat does this mean?
Verification checklist
- ○Backtestbuilder-reportednot provided
- ○Walk-forwardbuilder-reportednot provided
- ○Monte Carlobuilder-reportednot provided
- ○Live front-testTWR-verified21 days live · 4 round trips — computed from the hash-chained journal, not self-reported
- ○Eval proofproof on fileno eval proof on file
- ✓Eval simulationTWR-verifiedprop-safe (simulated) ✓
what was simulated?
Rule set (generic eval-style limits — deliberately not any firm's rules): account size $50,000.00 · daily loss limit $2,000.00 · trailing drawdown limit $2,500.00.
Worst day observed: $0.00 (2026-07-16, UTC day). Max trailing drawdown observed: $0.00.
Window: computed over this ledger's live history since Jul 2026 — 4 completed round trips, days split at UTC midnight, dollars at $2/point per MNQ contract from the recorded fills.
This is a simulation against generic eval-style limits — not a firm's certification. The certificate above it is the real-world proof; this badge shows the live record is still trading inside eval-style limits. Recomputed as trades close and nightly, never edited by hand.
Tier ladder
- UnratedNo accepted validation artifacts yet — building a live record.
- BronzeAccepted backtest artifact (builder-reported).
- SilverBronze + accepted walk-forward artifact (builder-reported).
- GoldSilver + accepted Monte Carlo artifact + 30 days live on our chain.
- PlatinumGold + 90 days live + prop-firm eval proof on file + all quality thresholds passing (judged at 40+ trades).
Backtest, walk-forward, and Monte Carlo results are supplied by the bot's builder and reviewed by us — they are labeled builder-reported because we cannot re-run them. The live front-test is computed directly from this bot's append-only, sha256 hash-chained journal on our servers — that part is TWR-verified. Tiers are recomputed automatically on every page load.
Record since the June 22 logic change
Imported: 3W–3L · +$498.11 (operator-account P&L, dollars)
Live chain: 4W–0L · +21.654445 per unit (TWR-verified)
6 imported (builder-reported, broker records on file) + 4 TWR-verified live
| Source | Ticker | Qty | Entry date | Entry fill | Exit date | Exit fill | P&L | Exit reason |
|---|---|---|---|---|---|---|---|---|
| IMPORTED · builder-reported | TSLA | 19 | 2026-06-23 | 390.991053 | 2026-06-24 | 381.67 | −$177.10 | STOP |
| IMPORTED · builder-reported | AMZN | 32 | 2026-06-30 | 238.8125 | 2026-07-16 | 255.63375 | +$538.28 | TIME stop |
| IMPORTED · builder-reported | TSLA | 19 | 2026-06-30 | 409.228947 | 2026-07-06 | 399.04 | −$193.59 | STOP |
| IMPORTED · builder-reported | EMR | 56 | 2026-07-02 | 140.675 | 2026-07-08 | 136.010715 | −$261.20 | STOP |
| IMPORTED · builder-reported | NEE | 91 | 2026-07-02 | 86.522418 | 2026-07-16 | 89.293626 | +$252.18 | TARGET |
| IMPORTED · builder-reported | XLE | 149 | 2026-07-02 | 53.149396 | 2026-07-08 | 55.428188 | +$339.54 | TARGET |
| TWR-VERIFIED · on-chain | AVGO | 1 | 2026-07-07 | 369.64 | 2026-07-22 | 381.116 | +$11.476 | — |
| TWR-VERIFIED · on-chain | SLB | 1 | 2026-07-07 | 46.2 | 2026-07-28 | 51.49 | +$5.29 | — |
| TWR-VERIFIED · on-chain | FCX | 1 | 2026-07-09 | 59.437883 | 2026-07-16 | 59.649489 | +$0.211606 | — |
| TWR-VERIFIED · on-chain | FCX | 1 | 2026-07-20 | 59.3 | 2026-07-23 | 63.976839 | +$4.676839 | — |
dates shown are broker fill dates; cohort selected by signal date under the June 22 logic change.
Imported trades occurred before this listing went live and are reported from the operator's broker records; they are not part of the tamper-evident journal below and do not count toward verification-tier statistics. 12 earlier closed trades under the prior logic (before June 22) are excluded from this section.
Methodology: Sharpe and Sortino are computed from per-trade fractional returns and annualized by √(trades per year) over this bot's live window (first journal entry → now); Sharpe uses the sample standard deviation (n−1), Sortino uses downside deviation vs 0. They appear only after 10 completed trades with non-zero variance. Recovery factor = net P&L ÷ max drawdown (currency units). Expectancy = average trade P&L. Average drawdown = mean depth of equity-curve drawdown episodes (an ongoing one counts at its depth so far). Time to recovery = the longest completed peak-to-peak span. The max-drawdown % threshold uses the summed (non-compounded) per-trade-return curve — there is no account size in the 1-unit paper model. Monte Carlo risk of ruin bootstrap-resamples the live per-trade return series into 10,000 alternative orderings (deterministic seed) and reports the share whose max drawdown breaches the published 25% bar, plus the 95th-percentile max drawdown across those paths; it is recomputed as trades close, never on page load. A "—" means the sample is still too small for an honest number.
Open positions: flat (no open positions)
Journal integrity: ✔ hash chain verified (8 entries)
Equity curve
Cumulative realized P&L after each closed trade, starting at 0.
Quality thresholds
| Requirement | Bar | Live value | State |
|---|---|---|---|
| Profit factor | > 1.30 | ∞ | insufficient sample |
| Sharpe ratio | > 1.0 | — | insufficient sample |
| Sortino ratio | > 1.5 | — | insufficient sample |
| Max drawdown (% curve) | < 25% | 0.00% | insufficient sample |
| Recovery factor | > 2 | — | insufficient sample |
| Expectancy (avg trade) | positive | 5.41361125 | insufficient sample |
| Net P&L | positive | 21.654445 | insufficient sample |
| Monte Carlo risk of ruin | < 5% | — | insufficient sample |
4/40 trades — thresholds are judged once 40 completed round trips are on the chain. Until then every row reads insufficient sample, never a verdict from thin data.
Per-symbol breakdown
| Symbol | Open position | Closed trades | Net P&L |
|---|---|---|---|
| AVGO | flat | 1 | 11.476 |
| FCX | flat | 2 | 4.888445 |
| SLB | flat | 1 | 5.29 |
Trade log
| # | Dir | Symbol | Qty | Entry (avg) | Exit (net) | P&L | Return | Equity after | Opened | Closed |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | long | FCX | 1 | 59.437883 | 59.649489 | 0.211606 | 0.36% | 0.211606 | 2026-07-09 22:19:09 UTC | 2026-07-16 22:15:58 UTC |
⚠ Broker incident noteBroker incident: exit order submitted 7/14 was never executed by the paper broker's matching engine (expired unfilled); exit re-submitted and filled 7/16. Decision-price P&L +$344.16; actual fill P&L +$28.99. Full incident timeline in the operator's log. | ||||||||||
| 2 | long | AVGO | 1 | 369.64 | 381.116 | 11.476 | 3.10% | 11.687606 | 2026-07-07 22:22:05 UTC | 2026-07-22 22:16:27 UTC |
| 3 | long | FCX | 1 | 59.3 | 63.976839 | 4.676839 | 7.89% | 16.364445 | 2026-07-20 22:17:34 UTC | 2026-07-23 22:16:17 UTC |
| 4 | long | SLB | 1 | 46.2 | 51.49 | 5.29 | 11.45% | 21.654445 | 2026-07-07 22:22:05 UTC | 2026-07-28 22:17:12 UTC |
Model: paper trading. Portfolio mode: one independent position per symbol; the equity curve pools realized P&L across all symbols. Trades with a reported quantity record real fills — including partial scale-outs — at the strategy's default configuration: the position is a signed contract count with a weighted-average entry, each partial exit realizes P&L on the contracts it closes, and one trade is logged per round trip (open → flat) with its full fill list. Signals without a quantity use the legacy fixed 1-unit position with P&L = exit − entry (direction-aware). P&L is stated in index points × contracts (for MNQ micro futures, one point = $2 per contract). Per-trade return = P&L ⁄ (avg entry × contracts). Equity curve = cumulative realized P&L starting at 0. No fees or slippage. Every state change is recorded in an append-only, sha256 hash-chained journal; the integrity check above re-verifies the full chain on every page load.