trading_agent · MNQ

Strategy

proorder_block_v7 v22

Equity

+$50,629.60

from +$50,000.00 (+$629.60)

Closed trades

607

188W / 349L · 35% win rate

Loop daemon

healthy (28s ago)

last bar: 06-12 13:59:00

Live execution — 50KTC-V2-456765-14541130 · broker unavailable

Status

LIVE

projectx · max $150/trade

Position

—

Balance

—

broker unavailable

Drawdown from peak

—

Time	Decision	Setup	Detail
06-12 12:31:21	error	edge long	ProjectXError: account '50KTC-V2-456765-14541130' not found. Available: 50KTC-V2
06-12 12:01:36	error	edge long	ProjectXError: account '50KTC-V2-456765-14541130' not found. Available: 50KTC-V2
06-12 12:01:36	error	edge long	ProjectXError: account '50KTC-V2-456765-14541130' not found. Available: 50KTC-V2
06-12 12:01:36	error	edge long	ProjectXError: account '50KTC-V2-456765-14541130' not found. Available: 50KTC-V2
06-12 12:01:36	error	edge long	ProjectXError: account '50KTC-V2-456765-14541130' not found. Available: 50KTC-V2
06-12 12:01:05	error	edge long	ProjectXError: account '50KTC-V2-456765-14541130' not found. Available: 50KTC-V2
06-12 12:01:03	error	edge long	ProjectXError: account '50KTC-V2-456765-14541130' not found. Available: 50KTC-V2
06-12 12:00:29	error	edge long	ProjectXError: account '50KTC-V2-456765-14541130' not found. Available: 50KTC-V2
06-12 11:59:36	error	edge long	ProjectXError: account '50KTC-V2-456765-14541130' not found. Available: 50KTC-V2
06-12 11:59:36	error	edge long	ProjectXError: account '50KTC-V2-456765-14541130' not found. Available: 50KTC-V2
06-12 11:58:26	error	edge long	ProjectXError: account '50KTC-V2-456765-14541130' not found. Available: 50KTC-V2
06-12 11:58:16	error	edge long	ProjectXError: account '50KTC-V2-456765-14541130' not found. Available: 50KTC-V2

P&L by bot — broker ground truth, REALIZED, fee-inclusive · last 7d · refreshed 06-12 10:37:50 · stale 1115min

Bot	Fills	Lots	Gross	Fees+Comm	NET	Last fill
MNQ1! 1m ORB/1	124	153	+$359.00	−$94.86	+$264.14	06-11 09:36:16
MNQ1! 1m PRED/1	527	1012	+$132.00	−$627.44	$-495.44	06-10 06:44:03
untagged	70	73	$-1,844.00	−$45.26	$-1,889.26	06-11 10:29:22

Live performance by symbol — reconstructed from captured alerts (assumes 33/33/34 trim split)

Symbol	Lifecycles	Closed	TP1 / TP2 / TP3 hits	SL	W/L	~Realized $	~Realized R
MNQ1! (+$2.00/pt)	370	172 (198 open)	417 / 157 / 60	123	108W / 43L (72%)	+$4,752.00	+66.03R
={"settlement-as-close":true,"symbol":"CME_MINI:MNQ1!"} (+$2.00/pt)	149	86 (63 open)	120 / 59 / 0	86	55W / 27L (67%)	+$327.48	-352.17R
={"backadjustment":"default","settlement-as-close":true,"symbol":"CME_MINI:MES1!"} (+$2.00/pt)	66	50 (16 open)	50 / 15 / 0	50	43W / 15L (74%)	$-187.88	-20.24R
MES1! (+$5.00/pt)	9	5 (4 open)	10 / 1 / 1	5	5W / 4L (56%)	$-351.25	-0.76R
? (+$2.00/pt)	2	0 (2 open)	0 / 0 / 0	0	0W / 0L (0%)	+$0.00	+0.00R

Performance by session — at-a-glance; deeper cut: `uv run python -m trading_agent.time_analysis`

Pro Order Block v7

Session	n	W/L	WR	P&L	Avg
overnight	227	83W / 116L	42%	+$1,448.33	+$6.38
ny_am	38	6W / 25L	19%	+$69.62	+$1.83
ny_pm bleeds	20	1W / 15L	6%	$-85.06	$-4.25
asian bleeds	111	35W / 64L	35%	$-134.59	$-1.21
london bleeds	211	63W / 129L	33%	$-668.70	$-3.17

UnoMas MMR

Session	n	W/L	WR	P&L	Avg
off_hours	232	171W / 61L	74%	+$7,241.98	+$31.22
ny_pm	16	13W / 3L	81%	+$1,029.62	+$64.35
ny_am	9	9W / 0L	100%	+$642.88	+$71.43
london	8	6W / 2L	75%	+$231.82	+$28.98

UnoMas fill quality — how realistic is Level (Limit) entry vs market fills on captured alerts (257 alerts skipped — no bar in Polygon cache yet)

Symbol	Analyzed	Filled	Missed	Fill rate	Avg slip (pts)	Avg slip ($)	Worst slip (pts)
MNQ	14	11	3	78.6%	+2.43	+$4.86	+18.00

For each entry alert: did the NEXT 1m bar retouch the intended-entry level (limit fills)? What would the bar-open market-order fill have cost in slip? Positive slip = worse than the level. Updated each dashboard refresh; reads from state/events.jsonl + bars cache.

UnoMas MMR — alert-driven ledger · Pine is the brain · 6 open / 265 closed

Tier	Closed	W/L	P&L
sb	32	27W / 5L (84%)	+$1,570.87
2022	229	168W / 61L (73%)	+$6,284.38
ote	4	4W / 0L (100%)	+$1,291.05
Total	265	199W / 66L (75%)	+$9,146.30

Entered	Side	Tier	Qty	Entry	TP1 / TP2	SL	Close	P&L	Session
06-03 21:47:00	short	2022	8.0	7545.75	7544.625 / 7541.25	7548.0	tp2_hit	+$112.50	off_hours
06-03 21:35:00	long	2022	3.0	30499.25	30511.4375 / 30531.75	30483.0	sl_hit	$-97.50	off_hours
06-03 16:03:00	short	2022	3.0	7540.75	7538.0 / 7529.75	7546.25	open	+$0.00	off_hours
06-03 16:02:00	short	2022	2.0	30451.0	30436.0 / 30411.0	30471.0	open	+$0.00	off_hours
06-03 15:38:00	short	2022	2.0	30443.75	30426.875 / 30398.75	30466.25	be_stop	+$33.75	off_hours
06-03 12:22:00	short	2022	3.0	7576.0	7573.125 / 7564.5	7581.75	sl_hit	$-86.25	off_hours
06-03 12:22:00	short	2022	1.0	30623.5	30596.125 / 30550.5	30660.0	sl_hit	$-73.00	off_hours
06-03 12:14:00	long	2022	8.0	7576.5	7577.625 / 7581.0	7574.25	be_stop	+$22.50	off_hours
06-03 12:14:00	long	2022	4.0	30627.0	30635.0625 / 30648.5	30616.25	be_stop	+$32.25	off_hours
06-03 11:25:00	long	sb	2.0	7584.0	7587.375 / 7597.5	7577.25	sl_hit	$-67.50	ny_pm
06-03 11:25:00	long	sb	1.0	30655.5	30674.625 / 30706.5	30630.0	sl_hit	$-51.00	ny_pm
06-03 11:07:00	short	sb	8.0	7581.25	7580.0 / 7576.25	7583.75	be_stop	+$25.00	ny_pm
06-03 10:09:00	long	2022	1.0	30574.75	30594.8125 / 30628.25	30548.0	sl_hit	$-53.50	off_hours
06-03 10:02:00	short	2022	6.0	7575.75	7574.25 / 7569.75	7578.75	be_stop	+$22.50	off_hours
06-03 10:02:00	short	2022	2.0	30588.25	30573.8125 / 30549.75	30607.5	tp2_hit	+$105.88	off_hours

Reflections — last 10

When	Version	Variable	Change	Applied	Conf	Source	Rationale
05-27 19:49:22	v20→v21	`filtering.alert_min_score`	`"Strong"` → `"Elite"`	✓	medium	claude	Of the 25 trades, those with score < 8.0 net deeply negative: the score=7.4 asian cluster (10 trades) lost -$377.50 and the score=7.7 cluster won +$192, totaling -$185 on sub-8 setups. Sub-8 trades: 1
05-27 15:51:06	v19→v20	`tp.tp1_trim_perc`	`50` → `70`	✓	medium	claude	The dominant leak in these 25 trades is the 'TP1 hit → SL trails to BE → stopped at BE' pattern: 9 of 25 trades (36%) closed at exactly $0.00 after hitting TP1 (12:24 edge, 12:33 half, 22:20 edge, 22:
05-27 13:32:01	v18→v19	`behavior.retest_filters`	`null` → `{"edge": {"max_gap": 6}, "ce": {`	✓	high	manual_backtest_override	Empirical analysis on 384 closed v7 trades showed Edge entries with gap_bars in [7,15] net -$0.78/trade and CE retests with gap_bars > 6 net -$2.17/trade. Adding max_gap=6 to Edge and CE blocks both b
05-27 11:30:11	v17→v18	`tp.tp1_trim_perc`	`33` → `50`	✓	medium	claude	Of 25 trades, 10 closed at exactly $0.00 with tp1=1, tp2=0 — TP1 was tagged but the 'trim' netted zero because 33% of small contract counts (often 1–2 per tier from a 3-way ladder split) rounds down t
05-27 11:29:18	v16→v17	`risk.risk_amount, tp.{method,tp1_value,tp2_value,tp3_value}`	`{"risk_amount": 150.0, "method":` → `{"risk_amount": 300.0, "method":`	✓	high	manual_backtest_override	Manual override based on 9-month Polygon backtest (1707 trades full sample, 581 in held-out test slice). Two findings: (1) Ticks method materially outperforms R:R because fixed-point TPs match how MNQ
05-27 10:17:36	v15→v16	`tp.tp1_value`	`3.0` → `3.5`	✓	—	fallback_after_claude_error	realised return 0.45% < target 10%; widen TP1 R-multiple 3.0 -> 3.5
05-27 10:15:56	v14→v15	`risk.{risk_amount,max_contracts}`	`{"risk_amount": 100.0, "max_cont` → `{"risk_amount": 150.0, "max_cont`	✓	high	manual_backtest_override	Manual override based on 44-day / 484-trade Polygon backtest. The max_contracts=10 cap was binding on smaller-SL setups, clipping real edge. Sweep confirmed: maxc=20 lifts P&L from $2,550 to $2,882 wi
05-27 10:08:47	v13→v14	`filtering.session_blocks`	`{"asia": false, "london": false,` → `{"asia": false, "london": false,`	✓	high	manual_backtest_override	Manual override based on 44-day / 484-trade Polygon backtest. The v13 overnight-block was applied by an auto-reflection on a 25-trade sample that included an 11-trade losing cluster on 2026-05-21 23:0
05-27 08:49:23	v12→v13	`filtering.session_blocks.overnight`	`false` → `true`	✓	medium	claude	Overnight session is the single largest source of bleed: 11 of 25 trades (44%) came from the 2026-05-21 23:06–23:13 cluster, all shorts, all stopped out, ZERO winners, total ~$80 lost. None of them ev
05-27 08:45:39	v11→v12	`tp.tp1_value`	`2.5` → `3.0`	✓	—	?	realised return -0.07% < target 10%; widen TP1 R-multiple 2.5 -> 3.0

Recent paper trades — last 20 of 607

Entered	Side	Tier	Qty	Entry	P&L	Close reason	Context	Event timeline
06-12 05:30:00	short	edge	6	29545.125	+$186.00	tp3_hit	trending_down · normal	entry tp1_hit tp2_hit tp1_retest tp3_hit
06-12 05:31:00	short	ce	6	29548.3125	+$186.00	tp3_hit	trending_down · high	entry tp1_hit tp2_hit tp3_hit
06-12 05:31:00	short	half	6	29546.7188	+$186.00	tp3_hit	trending_down · high	entry tp1_hit tp2_hit tp3_hit
06-08 16:18:00	short	edge	1	29449.0	+$12.00	sl_hit	trending_up · normal	entry tp1_hit tp2_hit sl_hit
06-08 16:17:00	short	edge	1	29449.0	+$12.00	sl_hit	trending_up · normal	entry tp1_hit be_retest tp2_hit sl_hit
06-08 15:21:00	short	ce	2	29352.125	+$12.00	sl_hit	trending_down · normal	entry tp1_hit be_retest sl_hit
06-08 15:21:00	short	half	2	29346.8125	$-63.75	sl_hit	trending_down · normal	entry sl_hit
06-08 15:21:00	short	edge	2	29341.5	$-85.00	sl_hit	trending_down · normal	entry sl_hit
06-12 00:27:00	long	ce	1	29297.75	$-13.50	sl_hit	trending_down · normal	entry sl_hit
06-12 00:27:00	long	half	1	29301.125	$-20.25	sl_hit	trending_down · normal	entry sl_hit
06-12 00:27:00	long	edge	1	29304.5	$-27.00	sl_hit	trending_down · normal	entry sl_hit
06-12 00:19:00	short	ce	5	29286.0	$-50.00	sl_hit	trending_down · normal	entry sl_hit
06-12 00:19:00	short	half	4	29283.5	$-60.00	sl_hit	trending_down · normal	entry sl_hit
06-12 00:19:00	short	edge	4	29281.0	$-80.00	sl_hit	trending_down · normal	entry sl_hit
06-11 23:57:00	short	edge	3	29364.0	+$12.00	sl_hit	trending_down · normal	entry tp1_hit sl_hit
06-11 23:46:00	short	ce	4	29388.5625	$-41.50	sl_hit	trending_down · normal	entry sl_hit
06-11 23:46:00	short	half	4	29385.9688	$-62.25	sl_hit	trending_down · normal	entry sl_hit
06-11 23:46:00	short	edge	4	29383.375	$-83.00	sl_hit	trending_down · normal	entry sl_hit
06-11 22:13:00	short	edge	3	29518.25	$-45.00	sl_hit	trending_down · normal	entry sl_hit
06-11 18:31:00	short	ce	4	29499.75	$-50.00	sl_hit	trending_down · normal	entry sl_hit

Live alerts from TradingView — last 20

Received	Event	Side	Tier	Price	parent_ob_id
06-12 11:58:15	entry	long	edge	29649.5	`long_29649.50_1781288820000_v1`
06-12 11:58:25	tp1_retest	long	edge	29649.5	`long_29649.50_1781288820000_v1`
06-12 11:58:25	tp2_hit	long	edge	29649.5	`long_29649.50_1781288820000_v1`
06-12 11:59:35	tp1_hit	long	edge	29649.5	`long_29649.50_1781288820000_v1`
06-12 11:59:35	entry	long	edge	29649.5	`long_29649.50_1781288820000_v1`
06-12 11:59:35	be_retest	long	edge	29649.5	`long_29649.50_1781288820000_v1`
06-12 11:59:35	tp1_retest	long	edge	29649.5	`long_29649.50_1781288820000_v1`
06-12 11:59:35	tp2_hit	long	edge	29649.5	`long_29649.50_1781288820000_v1`
06-12 12:00:02	entry	long	edge	29649.5	`long_29649.50_1781288820000_v1`
06-12 12:00:28	tp1_hit	long	edge	29649.5	`long_29649.50_1781288820000_v1`
06-12 12:00:29	be_retest	long	edge	29649.5	`long_29649.50_1781288820000_v1`
06-12 12:01:02	tp1_hit	long	edge	29649.5	`long_29649.50_1781288820000_v1`
06-12 12:01:05	tp2_hit	long	edge	29649.5	`long_29649.50_1781288820000_v1`
06-12 12:01:35	tp1_hit	long	edge	29649.5	`long_29649.50_1781288820000_v2`
06-12 12:01:35	sl_hit	long	edge	29649.5	`long_29649.50_1781288820000_v1`
06-12 12:01:35	entry	long	edge	29649.5	`long_29649.50_1781288820000_v2`
06-12 12:01:35	be_retest	long	edge	29649.5	`long_29649.50_1781288820000_v2`
06-12 12:01:35	tp1_retest	long	edge	29649.5	`long_29649.50_1781288820000_v2`
06-12 12:01:35	tp2_hit	long	edge	29649.5	`long_29649.50_1781288820000_v2`
06-12 12:31:20	entry	long	edge	29649.5	`long_29649.50_1781288820000_v3`

Current strategy — v22

version: '22'
name: proorder_block_v7
notes: "v22: REVERT to validated v19 config + auto-reflection DISABLED. Auto-reflection\
  \ had degraded the strategy v19\u2192v20\u2192v21 with two unvalidated changes (tp1_trim\
  \ 50\u219270, alert_min_score Strong\u2192Elite). The Elite floor strangled trade\
  \ flow to ~5 trades/18h (only 20 entries vs ~130 normal). This restores the backtest-validated\
  \ v19 settings: Ticks 24/60/120, $300 risk, max_contracts 20, NY blocked, Strong\
  \ floor, 50% TP1 trim, retest filters Edge/CE max_gap=6. auto_reflect set to false\
  \ in goal.yaml so manual backtest-validated configs no longer get overwritten. Re-enable\
  \ reflection only with guardrails (propose-only bucket for alert_min_score + tp\
  \ params, or much higher reflection_every)."
detection:
  volume_pivot_length: 5
  use_adx: true
  adx_length: 14
  adx_thresh: 20
score_floors:
  medium: 3.0
  strong: 5.0
  elite: 8.0
risk:
  risk_amount: 300.0
  max_contracts: 20
  sl_buffer_ticks: 0
  counter_trend_size_mult: 0.5
tp:
  method: Ticks
  tp1_value: 24
  tp1_trim_perc: 50
  tp2_value: 60
  tp2_trim_perc: 33
  tp3_value: 120
tiering:
  ladder_split_1: 33
  ladder_split_2: 33
  ladder_split_3: 34
filtering:
  alert_min_score: Strong
  skip_high_vol_entry: true
  dyn_vol_mult: 1.15
  vol_lookback: 20
  session_blocks:
    asia: false
    london: false
    ny: true
    overnight: false
  skip_regimes:
  - chop
  - ranging
  min_htf_vote: 0
  skip_volatility_buckets:
  - low
  - extreme
  require_wick_ok: false
  require_trend_aligned: false
behavior:
  block_be_reentry: true
  max_retests: 3
  max_entry_slip_ticks: 0
  retest_filters:
    edge:
      max_gap: 6
    ce:
      max_gap: 6
lifecycle:
  proximity_filter_atr: 10.0
  max_active_obs_per_side: 5
  use_pre_market_filter: false
  allow_child_overlap_obs: false
  suppress_overlapping_opposite: true