Akimbo — Paper-Trading Track Record
Tracking since 2026-07-03 06:43:01 UTC. Read-only.
SilverVerification tierwhat does this mean?
Verification checklist
- ✓Backtestbuilder-reportedaccepted · 16-month dataset (~Jan 2025–May 2026), 253 trades across both legs, net +$34,457 @ $800 risk/trade; component live records as of May 2026: Conservative+DORB 16 months, Hunter Partial ~2.5 months. (16-month scope accepted by founder ruling, stated verbatim.)
- ✓Walk-forwardbuilder-reportedaccepted · Out-of-sample validation: two-window regime-split analysis in the N4A certification + live forward record beyond the dataset window (cited in-report; independently verifiable on this ledger's hash chain since Jul 2026). Accepted as the walk-forward stage by founder ruling — not classical rolling-optimization WF; scope stated. Operator payout from the eval-passed funded account: $558 withdrawn 2026-07-06.
- ✓Monte Carlobuilder-reportedaccepted · N4A.ORB v27.2 Combined Portfolio (May 2026): 10,000 reshuffles per config, MNQ+NQ 5-min, 16-month dataset. Live architecture = Combo B: Hunter Partial 0.7R/50% (M/W/F) + Conservative CLASSIC (Tue+Thu) — two scripts, non-overlapping days (the report labels leg 2 'Conservative+DORB'; per James/N4A the live Akimbo leg runs Conservative Classic — the DORB confluence filter belongs to Safe Flow only): PF 2.07 · win 68.0% · worst-case DD 4.53R ($3,625) · Profit/DD 9.51 · no-recovery 6.0% · 253 trades.
- ○Live front-testTWR-verified21 days live · 7 round trips — computed from the hash-chained journal, not self-reported
- ✓Eval proofproof on fileLucid Trading · passed 2026-04-15 · view certificate
Lucid Trading funded-account evaluation passed 2026-04-15 (LucidFlex 50K, operator James — strategy attribution attested by the operator). - ✓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: −$509.00 (2026-07-08, UTC day). Max trailing drawdown observed: $1,745.00.
Window: computed over this ledger's live history since Jul 2026 — 7 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.
- ✓Payoutsproof on fileoperator payout — attribution attested by the operator
- $558.00 · 2026-07-06 · view proof
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.
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 (14 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 | 0.18080229 | insufficient sample |
| Sharpe ratio | > 1.0 | — | insufficient sample |
| Sortino ratio | > 1.5 | — | insufficient sample |
| Max drawdown (% curve) | < 25% | 2.24% | insufficient sample |
| Recovery factor | > 2 | -0.81919771 | insufficient sample |
| Expectancy (avg trade) | positive | -102.10714286 | insufficient sample |
| Net P&L | positive | -714.75 | insufficient sample |
| Monte Carlo risk of ruin | < 5% | — | insufficient sample |
7/40 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 |
|---|---|---|---|
| MNQ1! | flat | 7 | -714.75 |
Trade log
| # | Dir | Symbol | Qty | Entry (avg) | Exit (net) | P&L | Return | Equity after | Opened | Closed | ||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | short | MNQ1! | 1 | 29454.5 | 29296.75 | 157.75 | 0.54% | 157.75 | 2026-07-07 13:55:01 UTC | 2026-07-07 14:23:42 UTC | ||||||||||||||||||||||||
2 fills (real fills, incl. partial scale-outs)
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| 2 | short | MNQ1! | 2 | 29173 | 29300.25 | -254.5 | -0.44% | -96.75 | 2026-07-08 14:50:01 UTC | 2026-07-08 14:53:50 UTC | ||||||||||||||||||||||||
3 fills (real fills, incl. partial scale-outs)
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| 3 | long | MNQ1! | 1 | 29901.75 | 29803 | -98.75 | -0.33% | -195.5 | 2026-07-09 13:55:05 UTC | 2026-07-09 14:15:02 UTC | ||||||||||||||||||||||||
2 fills (real fills, incl. partial scale-outs)
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| 4 | long | MNQ1! | 2 | 29941.75 | 29845 | -193.5 | -0.32% | -389 | 2026-07-10 13:50:02 UTC | 2026-07-10 14:22:00 UTC | ||||||||||||||||||||||||
3 fills (real fills, incl. partial scale-outs)
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| 5 | long | MNQ1! | 2 | 29236.75 | 29234 | -5.5 | -0.01% | -394.5 | 2026-07-22 13:55:04 UTC | 2026-07-22 18:25:35 UTC | ||||||||||||||||||||||||
2 fills (real fills, incl. partial scale-outs)
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| 6 | short | MNQ1! | 1 | 28343.5 | 28510.5 | -167 | -0.59% | -561.5 | 2026-07-24 13:55:07 UTC | 2026-07-24 15:14:59 UTC | ||||||||||||||||||||||||
2 fills (real fills, incl. partial scale-outs)
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| 7 | short | MNQ1! | 1 | 27697.5 | 27850.75 | -153.25 | -0.55% | -714.75 | 2026-07-28 13:55:07 UTC | 2026-07-28 14:50:03 UTC | ||||||||||||||||||||||||
2 fills (real fills, incl. partial scale-outs)
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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.