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.

Equity (cumulative P&L)
-482.5
Total return (sum of per-trade %)
-1.35%
Max drawdown (equity curve)
482.5
Max drawdown (% curve)
1.35%
Win rate
0.00%
Profit factor
0
Expectancy (avg trade)
-120.625
Trades
4
Sharpe (annualized)
Sortino (annualized)
Recovery factor
-1
Avg drawdown
482.5
Time to recovery (longest)
Avg trade duration
0.4 h
MC worst drawdown (95th pct)

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

RequirementBarLive valueState
Profit factor> 1.300insufficient sample
Sharpe ratio> 1.0insufficient sample
Sortino ratio> 1.5insufficient sample
Max drawdown (% curve)< 25%1.35%insufficient sample
Recovery factor> 2-1insufficient sample
Expectancy (avg trade)positive-120.625insufficient sample
Net P&Lpositive-482.5insufficient 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

SymbolOpen positionClosed tradesNet P&L
MNQ1!flat4-482.5

Trade log

#DirSymbolQtyEntry (avg)Exit (net)P&LReturnEquity afterOpenedClosed
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)
#TypeSidePriceContractsRealized P&L
1 entry buy 29901.75 1
2 exit sell 29803 1 -98.75
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)
#TypeSidePriceContractsRealized P&L
1 entry sell 29539.75 1
2 exit buy 29631.5 1 -91.75
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)
#TypeSidePriceContractsRealized P&L
1 entry sell 29801.75 3
2 partial exit buy 29848 1 -46.25
3 exit buy 29848 2 -92.5
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)
#TypeSidePriceContractsRealized P&L
1 entry sell 27697.5 1
2 exit buy 27850.75 1 -153.25

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.