Safe Flow — 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), 155 trades (Conservative+DORB), net +$34,402 @ $800 risk/trade; report cites 16 months of live forward record validating the numbers. (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.
- ✓Monte Carlobuilder-reportedaccepted · N4A.ORB v27.2 DORB Edition (May 2026): 10,000 reshuffles per config (Conservative vs Moderate), NQ via MNQ 5-min, 16-month dataset. Live config = Conservative+DORB: PF 2.75 · win 68.4% · worst-case DD 3.78R ($3,027) · Profit/DD 11.37 · no-recovery 5.5% · 155 trades. Top-decile on all 6 benchmarked metrics. MC report on file with operator.
- ○Live front-testTWR-verified19 days live · 4 round trips — computed from the hash-chained journal, not self-reported
- ✓Eval proofproof on fileLucid Trading · passed 2026-04-22 · view certificate
Lucid Trading funded-account evaluation passed 2026-04-22 (LucidFlex 50K, operator James — strategy attribution attested by the operator). No operator payout yet. - ✓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: −$306.50 (2026-07-28, UTC day). Max trailing drawdown observed: $965.00.
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.
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 | 0 | insufficient sample |
| Sharpe ratio | > 1.0 | — | insufficient sample |
| Sortino ratio | > 1.5 | — | insufficient sample |
| Max drawdown (% curve) | < 25% | 1.35% | insufficient sample |
| Recovery factor | > 2 | -1 | insufficient sample |
| Expectancy (avg trade) | positive | -120.625 | insufficient sample |
| Net P&L | positive | -482.5 | 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 |
|---|---|---|---|
| MNQ1! | flat | 4 | -482.5 |
Trade log
| # | Dir | Symbol | Qty | Entry (avg) | Exit (net) | P&L | Return | Equity after | Opened | Closed | ||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | long | MNQ1! | 1 | 29901.75 | 29803 | -98.75 | -0.33% | -98.75 | 2026-07-09 13:55:01 UTC | 2026-07-09 14:15:02 UTC | ||||||||||||||||||||||||
2 fills (real fills, incl. partial scale-outs)
| ||||||||||||||||||||||||||||||||||
| 2 | short | MNQ1! | 1 | 29539.75 | 29631.5 | -91.75 | -0.31% | -190.5 | 2026-07-13 13:55:03 UTC | 2026-07-13 14:00:23 UTC | ||||||||||||||||||||||||
2 fills (real fills, incl. partial scale-outs)
| ||||||||||||||||||||||||||||||||||
| 3 | short | MNQ1! | 3 | 29801.75 | 29848 | -138.75 | -0.16% | -329.25 | 2026-07-15 13:55:10 UTC | 2026-07-15 14:00:52 UTC | ||||||||||||||||||||||||
3 fills (real fills, incl. partial scale-outs)
| ||||||||||||||||||||||||||||||||||
| 4 | short | MNQ1! | 1 | 27697.5 | 27850.75 | -153.25 | -0.55% | -482.5 | 2026-07-28 13:55:06 UTC | 2026-07-28 14:50:06 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.