ORB NQ · NAS100 CFD (NAS100 CFD)
Performance
The full backtest: return, drawdown and the curve behind them. Hypothetical, not an account result.
Hypothetical: the rules replayed on real past prices. Data through Oct 2026. The curve then continues with 14 trades closed from the strategy's live signals, on the same 0.5% risk basis. Past performance does not predict future results.
Full period (backtest)
Data through Oct 2026Backtest on historical prices, not a funded-account result · Feb 2021 to Oct 2026 · 1,742 trades · sized so an average losing trade costs about 0.5% of a $100K account, no compounding · commission as charged by the backtest · 1 ticks slippage per trade in the backtest. Past performance does not predict future results.
How to read these numbers
- Sizing. "0.5% risk" means the average losing trade costs about 0.5% of the account. It is not a stop-loss limit: the worst single trade shown above is several times larger.
- Max drawdown. The deepest fall from a high point of the account. Open trades are counted at their worst moment, so it is a cautious figure.
- Calmar. Average yearly return divided by max drawdown. Higher means more return for each unit of pain.
- Backtest. The strategy's rules run over past prices. Real trading has slippage, delays and gaps that a backtest can miss.
Results split
Backtest, forward test and live signals side by side, each with its own sample size and assumptions.
Three kinds of result, kept apart
Three columns, never averaged into one number.
- BacktestSimulated+75%total return
- Sample
- 1,742 trades · Feb 2021 to Oct 2026
- Assumes
- Rules run over past prices. sized so an average losing trade costs about 0.5% of a $100K account, no compounding · commission as charged by the backtest · 1 ticks slippage per trade in the backtest
- Forward testLater period+20%total return
- Sample
- 570 trades · since December 2024
- Assumes
- Trades closed from December 2024 on, at the backtest's prices. 0.5% risk, $100K, no compounding. Also counts 14 trades closed from live signals since the backtest data ends.
- Live signalsReal alerts9 of 14closed trades won
- Sample
- 14 closed trades
- Assumes
- From the strategy's real alerts, before fees and slippage. Not an account result.
Winning trades
Counted from the prices in the strategy's own signals, before fees and slippage. Not an account result. Past results don't predict future ones.
Backtest vs forward test since December 2024
Forward test column includes 14 live trades closed since the backtest data ends, on the same 0.5% risk basis. It updates as each trade closes.
Live signals, ongoing: 9 of 14 closed trades won since our cloud service launched, counted from this strategy's own alerts at signal prices. Updates as each trade closes.
Both columns use the same basis (0.5% risk, $100K, no compounding) and the strategy's own trades at the backtest's prices, split at the date the forward test began. They are not member account results. Past performance does not predict future results.
Recent trades
latest 69, newest firstPosition size about 1.1x the account, so an average losing trade costs 0.5% of the account.
| Closed | Side | Entry | Exit | Result | P&L |
|---|---|---|---|---|---|
| Short | 29,288.9 | 29,415.2 Exit signal | -0.43% | -$234 | |
| Short | 29,229.5 | 29,155.0 Exit signal | +0.25% | +$138 | |
| Short | 29,120.5 | 29,046.2 Exit signal | +0.26% | +$139 | |
| Short | 29,034.7 | 28,959.0 Exit signal | +0.26% | +$142 | |
| Short | 28,934.4 | 28,977.4 Exit signal | -0.15% | -$81 | |
| Long | 29,771.0 | 29,559.4 Exit signal | -0.71% | -$386 | |
| Long | 29,723.9 | 29,790.3 Exit signal | +0.22% | +$121 | |
| Long | 29,649.1 | 29,715.0 Exit signal | +0.22% | +$121 | |
| Short | 29,513.8 | 29,647.7 Exit signal | -0.45% | -$246 | |
| Short | 29,632.0 | 29,486.7 Exit signal | +0.49% | +$266 | |
| Short | 29,461.9 | 29,313.3 Exit signal | +0.50% | +$274 | |
| Short | 29,317.9 | 29,168.6 Exit signal | +0.51% | +$277 | |
| Short | 29,188.7 | 29,174.8 Exit signal | +0.05% | +$26 | |
| Long | 30,568.7 | 30,567.1 Exit signal | -0.01% | -$3 | |
| Short | 30,787.6 | 30,891.1 End of day | -0.34% | -$186 | |
| Long | 31,091.7 | 30,951.1 Stop loss | -0.46% | -$249 | |
| Short | 31,007.5 | 30,944.6 Take profit | +0.20% | +$107 | |
| Short | 30,968.0 | 31,072.9 Stop loss | -0.35% | -$187 | |
| Short | 30,774.1 | 30,713.3 Take profit | +0.19% | +$104 | |
| Short | 30,755.7 | 30,694.9 Take profit | +0.19% | +$104 | |
| Short | 30,746.2 | 30,686.0 Take profit | +0.19% | +$103 | |
| Short | 30,679.0 | 30,716.1 End of day | -0.13% | -$69 | |
| Long | 31,105.6 | 31,170.7 End of day | +0.20% | +$110 | |
| Short | 30,977.1 | 31,085.6 Stop loss | -0.36% | -$194 | |
| Long | 31,367.9 | 31,245.2 End of day | -0.40% | -$216 |
Hypothetical, not a member account result. Each trade is re-sized for the account and risk above: one unit of risk is the strategy's average losing trade, and futures trade whole contracts with a one-contract minimum. A futures trade's dollars are its contracts times the contract's dollars per point times the points the trade made. The profit and loss total adds up the trades shown, each sized on its own, so it is not one account running several strategies at once. Backtest and forward-test rows include the backtest's fees and slippage; live-signal rows use the signal prices before costs. The forward test is the period since December 2024, trades the strategies were not tuned on. Prices are the fills in each strategy's own backtest or signal alert. Open a trade to see it on candles, checked against the trade's own prices before they are drawn, and live signals get theirs automatically as the bars arrive. Strategies tested on CFD prices are drawn on NQ bars moved to each trade's price level. Dates are calendar days (exports in central European time, live signals in UTC). Backtest and forward-test rows run through Oct 9, 2026; live-signal rows start Oct 13, 2026. Past performance does not predict future results.
When Paimon is connected, every signal on this system goes straight to your broker or prop-firm account, so there is nothing to watch or place. Setup call included. Try risk free for 30 days, terms apply.
See AutomationRisk
Backtest max drawdown 9.1%, worst single trade -4.1% of the account. Size it to the fall you can sit through, not to the return.
Equity curve at your risk (backtest)
Choose your own account size and risk. The headline above uses an exact 0.5% for every strategy so they compare fairly. Real futures trade in whole contracts, so the futures numbers here can differ from it, and the sizing line shows by how much.
Simulate it on a prop firm
Which prop firm?
Selected: FTMO-style 2-step (phase 1)Which firm each strategy runs on
A strategy is only ever simulated on a firm that offers its market. The firm you pick above is used for every strategy it can trade; the rest use the best-fitting firm for their market. Change any of them here.
Fine-tune the firm rules and your protectionsRules as the firm publishes them · protections onShowHide
Rules
$50K account10% target, 10% static max loss, 5% daily. Phase 2 is not modelled: passing phase 1 is treated as getting funded. Funded-account and payout numbers below are assumptions, not the firm's published terms. Edit them to match your firm's current rules.
Edit rules, fees and payout assumptions
Evaluation 0.5% per trade, funded 0.25%. Many traders take more risk in the evaluation to pass faster, then cut it once funded to protect payouts. Contracts are still whole numbers, so a small size may round to the same contracts.
Where the firm's price for this size is listed it is used; otherwise the 50K price is scaled by size. Prices come from public listings and change: check the firm's page and type the real price in.
Your automation protections
In the program the automation can stop new entries when a limit is close, so some trades are never taken. That changes every result here, so it is part of the simulation: pass rate, blow-ups, time to pass and payouts all move. Limits you leave blank follow the firm's rules above; the safety buffer stops you earlier than the firm would.
Estimated from each day's closed result, assuming a stop holds the day at its limit. A single trade that runs past the limit before it closes is not saved by a stop, so this leans a little optimistic. The pause after a losing streak and the trading window are not modelled here: they depend on the time of each trade, so real results with them on can differ a little more.
What to expect, in plain English
About 63 of every 100 trades win. A typical winner makes about +0.6R and a typical loser costs about 0.8R (1R = this strategy's average losing trade, so you always know what "normal" looks like). The best trades run to about +1.3R. In any 100 trades, a run of up to 7 losers in a row is normal; the longest in the backtest was 7. It makes about 26 trades a month; the typical hold is 1-4 h.
How its trades look on a chart
Representative trades. Candles are generated for illustration, scaled in R with the entry at 0: they show the shape of a typical winner and loser, not real prices or dates.
Dips 0.3R before it works, peaks near +0.7R. Held about 58 bars; drawn compressed.
Runs +0.2R in your favour at best, then fails to about -0.8R. Held about 128 bars; drawn compressed.
The top 10% of winners reach about +1.3R. Held about 58 bars; drawn compressed.
ILLUSTRATIVE: synthetic candles built from this strategy's median results. Not a real trade, price or date.
Shape of its results
Most trades land between -0.4R and +0.7R; 1 in 10 is worse than -1.4R, 1 in 10 better than +1.1R. Smoothed, in R.
How long it holds a trade
Most trades are closed within 1-4 h of entry. You do not need to watch the screen.
Month by month (backtest)
| Year | J | F | M | A | M | J | J | A | S | O | N | D | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 1.6 | -1.7 | 2.1 | 5.8 | 0.4 | 0.3 | -1.3 | 1.5 | 1.2 | 1.4 | 0.2 | 11.5% | |
| 2022 | -3.8 | 9.1 | 7.4 | 0.9 | 4.7 | -2.8 | 3.2 | 2.3 | 1.3 | 9.7 | 4.7 | 2.2 | 38.9% |
| 2023 | 2.9 | -1.8 | -0.4 | -3.1 | -2.4 | 0.3 | -1.4 | 0.0 | -3.7 | 4.0 | 1.5 | 0.7 | -3.4% |
| 2024 | -1.8 | -1.3 | 2.4 | 2.1 | -1.6 | 3.0 | 4.0 | -0.2 | 3.0 | 0.3 | -1.2 | -0.3 | 8.4% |
| 2025 | -1.2 | 3.7 | 1.1 | 5.4 | -1.5 | -0.5 | -0.1 | 1.3 | 0.8 | 2.7 | -1.2 | 0.4 | 10.9% |
| 2026 | 0.6 | 1.1 | 6.1 | 0.0 | -0.8 | 2.0 | 0.9 | -1.5 | 1.6 | -1.5 | 8.5% |
Percent of the account per calendar month, sized so an average loser costs about 0.5% of the account, no compounding. Backtest; losing months happen.
Method
Where the numbers come from, what they assume, and how to trade the strategy.
How these numbers were producedBERITH, 1-minute fills
- This strategy came out of BERITH, our strategy-discovery engine, which tests many candidates. The numbers above are the full backtest period of a candidate that was kept, so they are not an out-of-sample result.
- Backtest fills use 1-minute bars to settle which of stop or target was hit first. Costs and slippage are as listed under the results. Real fills differ.
What the backtest assumessizing, costs, slippage
- Sizing
- sized so an average losing trade costs about 0.5% of a $100K account, no compounding
- Costs
- commission as charged by the backtest
- Slippage
- 1 ticks slippage per trade in the backtest
- Period
- Feb 2021 to Oct 2026, 1,742 trades
Trade it on your own account
LetAlgo sends this strategy's signals to the connector you choose: TradersPost, AlgoWay or any platform that accepts a webhook.
Try risk free for 30 daysRaw backtest data
Every trade of the full backtest exactly as the strategy tester wrote it: exact entry and exit times, prices, exit signal, size, result, excursions and the settings it ran with. Open it in Excel or Google Sheets.
Downloads are for paying members.