No open positions
| Model | C/P | Ticker | Strike | Entered | Exited | Entry$ | P&L% | P&L$ | Duration | Exit | Peak | Trough |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| v2:bigwin | CALL | SPY | 693 | 3:59:50 PM | 3:59:51 PM | $1.08 | -0.92% | $-1.0 | 0m01s | market_close | +0.0% | -0.9% |
| v2:bigwin | PUT | SPY | 693 | 3:53:06 PM | 3:55:36 PM | $1.00 | +3.98% | +$4.0 | 2m30s | mom_trail | +8.0% | -3.0% |
| v2:bigwin | PUT | SPY | 694 | 3:51:06 PM | 3:53:36 PM | $1.46 | +3.44% | +$5.0 | 2m29s | mom_trail | +6.2% | -2.7% |
| v2:bigwin | CALL | SPY | 694 | 3:50:21 PM | 3:50:41 PM | $1.00 | -11.50% | $-11.5 | 0m20s | stop_hit | +0.0% | -11.5% |
| v2:profit | CALL | SPY | 689 | 3:49:24 PM | 3:49:56 PM | $4.38 | -14.06% | $-61.5 | 0m32s | stop_hit | +0.2% | -14.1% |
| v2:profit | CALL | SPY | 689 | 3:07:13 PM | 3:49:11 PM | $4.27 | +2.46% | +$10.5 | 41m58s | mom_trail | +4.8% | -8.6% |
| v2:profit | PUT | SPY | 695 | 3:30:01 PM | 3:41:44 PM | $2.46 | -10.16% | $-25.0 | 11m42s | stop_hit | +4.9% | -10.2% |
| v2:profit | CALL | SPY | 693 | 3:30:00 PM | 3:40:06 PM | $1.13 | +4.41% | +$5.0 | 10m06s | mom_trail | +7.9% | -7.9% |
| v2:profit | CALL | SPY | 691 | 3:32:18 PM | 3:40:06 PM | $2.34 | +6.18% | +$14.5 | 7m48s | mom_trail | +8.7% | -1.7% |
| v2:profit | CALL | SPY | 690 | 3:33:47 PM | 3:40:06 PM | $3.17 | +4.09% | +$13.0 | 6m19s | mom_trail | +6.5% | -2.7% |
| v2:profit | PUT | SPY | 696 | 3:31:20 PM | 3:39:43 PM | $3.34 | -10.01% | $-33.5 | 8m23s | stop_hit | +1.9% | -10.0% |
| v2:profit | PUT | SPY | 694 | 3:30:01 PM | 3:38:42 PM | $1.78 | -10.39% | $-18.5 | 8m41s | stop_hit | +4.8% | -10.4% |
| v2:profit | CALL | SPY | 692 | 3:32:03 PM | 3:33:47 PM | $1.63 | +3.06% | +$5.0 | 1m43s | mom_trail | +6.1% | +0.0% |
| v2:profit | PUT | SPY | 693 | 3:30:00 PM | 3:32:03 PM | $1.23 | +3.27% | +$4.0 | 2m03s | mom_trail | +5.7% | +0.0% |
| v2:profit | CALL | SPY | 690 | 3:07:03 PM | 3:31:45 PM | $3.38 | -10.04% | $-34.0 | 24m42s | stop_hit | +2.2% | -10.0% |
| v2:profit | CALL | SPY | 691 | 3:07:03 PM | 3:30:16 PM | $2.58 | -10.08% | $-26.0 | 23m13s | stop_hit | +2.9% | -10.1% |
| v2:profit | CALL | SPY | 692 | 3:07:07 PM | 3:30:02 PM | $1.88 | -10.67% | $-20.0 | 22m55s | stop_hit | +2.9% | -10.7% |
| v2:profit | CALL | SPY | 693 | 3:06:06 PM | 3:23:18 PM | $1.27 | -10.28% | $-13.0 | 17m12s | stop_hit | +3.2% | -10.3% |
| v2:profit | PUT | SPY | 698 | 3:03:04 PM | 3:17:45 PM | $4.83 | +2.90% | +$14.0 | 14m41s | mom_trail | +5.2% | +0.0% |
| v2:profit | PUT | SPY | 697 | 3:06:01 PM | 3:13:49 PM | $3.96 | +2.15% | +$8.5 | 7m47s | mom_trail | +4.3% | -0.5% |
| v2:profit | PUT | SPY | 696 | 3:01:26 PM | 3:13:39 PM | $3.02 | +4.80% | +$14.5 | 12m13s | mom_trail | +7.0% | -2.8% |
| v2:profit | PUT | SPY | 695 | 3:01:02 PM | 3:13:08 PM | $2.28 | +4.39% | +$10.0 | 12m06s | mom_trail | +6.6% | -4.4% |
| v2:profit | PUT | SPY | 693 | 3:00:51 PM | 3:13:05 PM | $1.12 | +7.11% | +$8.0 | 12m14s | mom_trail | +9.8% | -5.3% |
| v2:profit | PUT | SPY | 694 | 3:02:26 PM | 3:03:58 PM | $1.60 | +3.76% | +$6.0 | 1m32s | mom_trail | +6.3% | -2.5% |
| v1:20/5 | PUT | SPY | 695 | 11:06:11 AM | 11:18:09 AM | $4.12 | +2.55% | +$10.5 | 11m58s | mom_trail | +5.2% | -7.4% |
| v1:20/5 | PUT | SPY | 693 | 11:07:20 AM | 11:17:52 AM | $2.53 | +4.35% | +$11.0 | 10m32s | mom_trail | +6.5% | -9.3% |
| v1:20/5 | PUT | SPY | 691 | 11:08:38 AM | 11:15:42 AM | $1.40 | +3.56% | +$5.0 | 7m04s | mom_trail | +5.7% | -7.8% |
| v1:20/5 | PUT | SPY | 694 | 11:05:02 AM | 11:10:52 AM | $3.39 | -10.32% | $-35.0 | 5m49s | stop_hit | +2.8% | -10.3% |
| v1:20/5 | PUT | SPY | 692 | 11:06:26 AM | 11:10:52 AM | $1.97 | -10.41% | $-20.5 | 4m26s | stop_hit | +0.8% | -10.4% |
| v1:20/5 | PUT | SPY | 690 | 11:02:34 AM | 11:03:32 AM | $1.07 | +2.34% | +$2.5 | 0m58s | mom_trail | +5.1% | -0.5% |
| v1:20/5 | PUT | SPY | 691 | 10:32:10 AM | 10:34:21 AM | $1.41 | +20.92% | +$29.5 | 2m11s | target_hit | +20.9% | -2.5% |
| v1:20/5 | PUT | SPY | 694 | 10:02:11 AM | 10:03:14 AM | $3.19 | +5.02% | +$16.0 | 1m03s | mom_trail | +8.9% | -1.1% |
| v1:20/5 | PUT | SPY | 695 | 10:02:10 AM | 10:03:10 AM | $3.98 | +4.91% | +$19.5 | 1m00s | mom_trail | +7.7% | -1.3% |
| v1:20/5 | PUT | SPY | 691 | 9:54:49 AM | 9:56:39 AM | $1.51 | +4.97% | +$7.5 | 1m50s | trail_stop | +10.9% | -3.0% |
| v1:20/5 | PUT | SPY | 695 | 9:48:57 AM | 9:53:44 AM | $3.67 | +5.44% | +$20.0 | 4m47s | mom_trail | +8.6% | -6.8% |
| v1:30/5 | PUT | SPY | 694 | 9:35:37 AM | 9:45:54 AM | $3.56 | -10.96% | $-39.0 | 10m17s | stop_hit | +6.3% | -11.0% |
| v1:20/5 | PUT | SPY | 690 | 9:42:17 AM | 9:43:09 AM | $1.38 | +5.43% | +$7.5 | 0m52s | trail_stop | +12.0% | +0.0% |
| v1:30/5 | PUT | SPY | 693 | 9:37:58 AM | 9:39:16 AM | $2.77 | +2.52% | +$7.0 | 1m18s | mom_trail | +4.7% | -0.7% |
| v1:30/5 | PUT | SPY | 692 | 9:35:07 AM | 9:37:03 AM | $2.46 | -10.18% | $-25.0 | 1m55s | stop_hit | +0.2% | -10.2% |
| v1:30/5 | PUT | SPY | 688 | 9:31:41 AM | 9:36:58 AM | $1.00 | -10.95% | $-11.0 | 5m17s | stop_hit | +6.0% | -10.9% |
| v1:30/5 | PUT | SPY | 691 | 9:30:57 AM | 9:32:03 AM | $1.81 | +8.59% | +$15.5 | 1m06s | trail_stop | +14.4% | -1.9% |
| v1:30/5 | PUT | SPY | 690 | 9:31:04 AM | 9:32:03 AM | $1.43 | +9.79% | +$14.0 | 0m59s | trail_stop | +16.4% | -1.4% |
| v1:30/5 | PUT | SPY | 689 | 9:31:01 AM | 9:32:02 AM | $1.17 | +7.66% | +$9.0 | 1m00s | trail_stop | +13.6% | -4.7% |
| Model | Days | Trades | Trades/Day | Win Rate | Total P&L | Avg $/Day | Avg Win | Avg Loss | Win/Loss Days | Best Day | Worst Day | Avg Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| V1 | 3 | 130 | 43.3 | 40.0% | $+188 | $+63 | +22.4% | -7.9% | 3W/0L | $+127 | $+17 | 2m51s |
| V2 | 1 | 24 | 24.0 | 58.3% | $-122 | $-122 | +4.0% | -9.8% | 0W/1L | $-122 | $-122 | 10m33s |