Storm Algo — NQ Futures Market-Replay Results

Contracts

NQ · 1 contract · $20/pt total

Showing results scaled for 1 NQ contract · $20/point total. Base data: 1 NQ contract.

⚠ Simulated results — read before proceeding. These are hypothetical, backtested outcomes from NinjaTrader 8 Market Replay on historical tick data — not live trading and not an offer or recommendation. Commissions and fees are assumed $0; real-world costs, slippage, and fills would reduce results. The 25k/50k/100k figures are illustrative: the replay traded a fixed contract size so dollar profit is identical across account sizes and only percentages differ. Past / simulated performance does not guarantee future results.

Test window

Nov 13, 2025 → Mar 18, 2026

Duration

4.1 mo

Parameter sets

Net range

$33,510 – $93,010

Performance Comparison

NQ 12-25 → 03-26 · Nov 13, 2025 – Mar 18, 2026

Total-gain columns show the same dollar profit as a % of each hypothetical starting balance.

Set	Trades	Win %	Profit Factor	Net P&L	Max DD $	Gain @25k	Gain @50k	Gain @100k
S-01	130	80.0%	1.74	$33,510	-$16,290	+134.0%	+67.0%	+33.5%
S-02	150	78.7%	2.44	$74,990	-$15,925	+300.0%	+150.0%	+75.0%
S-03	161	79.5%	3.10	$93,010	-$11,540	+372.0%	+186.0%	+93.0%
S-04	158	75.3%	2.62	$82,965	-$14,240	+331.9%	+165.9%	+83.0%
S-05	154	80.5%	2.36	$73,740	-$15,715	+295.0%	+147.5%	+73.7%
S-06	151	74.8%	2.55	$80,470	-$15,420	+321.9%	+160.9%	+80.5%
S-07	135	80.7%	1.98	$46,745	-$17,030	+187.0%	+93.5%	+46.7%
S-08	138	80.4%	1.92	$42,605	-$14,700	+170.4%	+85.2%	+42.6%
S-09	145	76.6%	2.83	$83,780	-$21,125	+335.1%	+167.6%	+83.8%
S-10	150	74.7%	2.65	$84,010	-$13,935	+336.0%	+168.0%	+84.0%
S-11	161	78.9%	2.62	$83,930	-$14,805	+335.7%	+167.9%	+83.9%

Long-Horizon Validation

NQ continuous (back-adjusted) · Apr 1, 2024 – Dec 18, 2025

A separate, longer out-of-sample test on a fixed $100,000 account — different window and methodology, so these are not directly comparable to the set above and are unaffected by the NQ/MNQ contract toggle.

Set	Risk	Trades	Win %	Profit Factor	Total Gain	Max DD %	Avg Monthly	Ending Balance
V-01	Aggressive	1,053	60.0%	1.23	+144.5%	28.6%	+7.03%	$244,530
V-02	Aggressive	1,001	59.5%	1.24	+140.2%	30.8%	+6.82%	$240,240
V-03	Conservative	951	59.1%	1.24	+131.1%	27.5%	+6.37%	$231,080
V-04	Balanced	963	59.2%	1.23	+130.5%	28.2%	+6.34%	$230,470
V-05	Conservative	950	58.6%	1.24	+130.1%	27.1%	+6.32%	$230,050
V-06	Aggressive	1,050	60.3%	1.19	+120.9%	28.0%	+5.88%	$220,920

Per-Set Detail & Settings

Each set shows hypothetical account outcomes, monthly P&L, and its full NinjaTrader settings.

Filter:

Storm — NQ Parameter Sets (OOS Market Replay · Nov 2025 – Mar 2026)

S-01

AggressiveAggressive — profit factor 1.74, max drawdown 51.7% of a $25k account.

Net P&L$33,510

Trades130

Win Rate80.0%

Profit Factor1.74

Max Drawdown-$16,290

Avg Win / Loss$758 / -$1,743

Account	Ending Balance	Total Gain	Max DD %	Monthly Avg
$25,000	$58,510	+134.0%	51.7%	+26.8%
$50,000	$83,510	+67.0%	28.8%	+13.4%
$100,000	$133,510	+33.5%	15.3%	+6.7%

Monthly P&L: 2025-11: $4,245 · 2025-12: -$7,980 · 2026-01: $17,015 · 2026-02: $18,605 · 2026-03: $1,625

NinjaTrader Label	Setting
Market Order — Qty	0
Position 1 — Qty	1
Position 1 — Entry % of SL Distance	0
Position 2 — Qty	1
Position 2 — Entry % of SL Distance	15
Position 3 — Qty	1
Position 3 — Entry % of SL Distance	20
Max SL Distance (pts, 0=off)	0

NinjaTrader Label	Setting
TP1 — Qty	1
TP1 — Points (from DCA)	30
TP2 — Qty	1
TP2 — Points (from DCA)	100
TP3 — Qty	1
TP3 — Points (from DCA)	100
Solo TP Extension (points)	105
Runaway Threshold (points)	70

NinjaTrader Label	Setting
Enable BE	true
BE uses DCA	false
BE1 — Trigger (points)	20
BE1 — Offset (points)	-110
BE2 — Trigger (points)	60
BE2 — Offset (points)	10
BE3 — Trigger (points)	70
BE3 — Offset (points)	20
BE4 — Trigger (points)	80
BE4 — Offset (points)	40
Solo BE1 — Trigger P1 (pts, 0=off)	65
Solo BE1 — Offset (pts)	10
Solo BE2 — Trigger P1 (pts, 0=off)	70
Solo BE2 — Offset (pts)	50

NinjaTrader Label	Setting
Enable Trail	true
Trail — Start (points)	81
Trail — Distance (points)	31

NinjaTrader Label	Setting
Reversal After 1st Trade Loss	true
Reversal After 1st Trade Win	true

NinjaTrader Label	Setting
SL Modification Throttle (ms)	500

S-02

BalancedBalanced — profit factor 2.44, max drawdown 40.0% of a $25k account.

Net P&L$74,990

Trades150

Win Rate78.7%

Profit Factor2.44

Max Drawdown-$15,925

Avg Win / Loss$1,076 / -$1,623

Account	Ending Balance	Total Gain	Max DD %	Monthly Avg
$25,000	$99,990	+300.0%	40.0%	+60.0%
$50,000	$124,990	+150.0%	24.6%	+30.0%
$100,000	$174,990	+75.0%	13.9%	+15.0%

Monthly P&L: 2025-11: $12,750 · 2025-12: -$3,615 · 2026-01: $26,465 · 2026-02: $28,700 · 2026-03: $10,690

NinjaTrader Label	Setting
Market Order — Qty	0
Position 1 — Qty	1
Position 1 — Entry % of SL Distance	0
Position 2 — Qty	1
Position 2 — Entry % of SL Distance	15
Position 3 — Qty	1
Position 3 — Entry % of SL Distance	20
Max SL Distance (pts, 0=off)	0

NinjaTrader Label	Setting
TP1 — Qty	1
TP1 — Points (from DCA)	50
TP2 — Qty	1
TP2 — Points (from DCA)	80
TP3 — Qty	1
TP3 — Points (from DCA)	90
Solo TP Extension (points)	105
Runaway Threshold (points)	70

NinjaTrader Label	Setting
Enable BE	true
BE uses DCA	false
BE1 — Trigger (points)	20
BE1 — Offset (points)	-110
BE2 — Trigger (points)	60
BE2 — Offset (points)	10
BE3 — Trigger (points)	70
BE3 — Offset (points)	20
BE4 — Trigger (points)	80
BE4 — Offset (points)	40
Solo BE1 — Trigger P1 (pts, 0=off)	65
Solo BE1 — Offset (pts)	10
Solo BE2 — Trigger P1 (pts, 0=off)	70
Solo BE2 — Offset (pts)	50

NinjaTrader Label	Setting
Enable Trail	true
Trail — Start (points)	81
Trail — Distance (points)	31

NinjaTrader Label	Setting
Reversal After 1st Trade Loss	true
Reversal After 1st Trade Win	true

NinjaTrader Label	Setting
SL Modification Throttle (ms)	500

S-03

⭐ RecommendedTop pick
Highest profit factor (3.10) and lowest drawdown of all 11 sets — best risk-adjusted result.ConservativeConservative — profit factor 3.10, max drawdown 31.9% of a $25k account.

Net P&L$93,010

Trades161

Win Rate79.5%

Profit Factor3.10

Max Drawdown-$11,540

Avg Win / Loss$1,073 / -$1,342

Account	Ending Balance	Total Gain	Max DD %	Monthly Avg
$25,000	$118,010	+372.0%	31.9%	+74.4%
$50,000	$143,010	+186.0%	18.9%	+37.2%
$100,000	$193,010	+93.0%	10.4%	+18.6%

Monthly P&L: 2025-11: $11,145 · 2025-12: $2,040 · 2026-01: $36,250 · 2026-02: $34,920 · 2026-03: $8,655

NinjaTrader Label	Setting
Market Order — Qty	0
Position 1 — Qty	1
Position 1 — Entry % of SL Distance	0
Position 2 — Qty	1
Position 2 — Entry % of SL Distance	15
Position 3 — Qty	1
Position 3 — Entry % of SL Distance	20
Max SL Distance (pts, 0=off)	0

NinjaTrader Label	Setting
TP1 — Qty	1
TP1 — Points (from DCA)	50
TP2 — Qty	1
TP2 — Points (from DCA)	100
TP3 — Qty	1
TP3 — Points (from DCA)	110
Solo TP Extension (points)	105
Runaway Threshold (points)	70

NinjaTrader Label	Setting
Enable BE	true
BE uses DCA	false
BE1 — Trigger (points)	20
BE1 — Offset (points)	-110
BE2 — Trigger (points)	60
BE2 — Offset (points)	10
BE3 — Trigger (points)	70
BE3 — Offset (points)	20
BE4 — Trigger (points)	80
BE4 — Offset (points)	40
Solo BE1 — Trigger P1 (pts, 0=off)	65
Solo BE1 — Offset (pts)	10
Solo BE2 — Trigger P1 (pts, 0=off)	70
Solo BE2 — Offset (pts)	50

NinjaTrader Label	Setting
Enable Trail	true
Trail — Start (points)	81
Trail — Distance (points)	31

NinjaTrader Label	Setting
Reversal After 1st Trade Loss	true
Reversal After 1st Trade Win	true

NinjaTrader Label	Setting
SL Modification Throttle (ms)	500

S-04

BalancedBalanced — profit factor 2.62, max drawdown 37.9% of a $25k account.

Net P&L$82,965

Trades158

Win Rate75.3%

Profit Factor2.62

Max Drawdown-$14,240

Avg Win / Loss$1,129 / -$1,317

Account	Ending Balance	Total Gain	Max DD %	Monthly Avg
$25,000	$107,965	+331.9%	37.9%	+66.4%
$50,000	$132,965	+165.9%	22.8%	+33.2%
$100,000	$182,965	+83.0%	12.6%	+16.6%

Monthly P&L: 2025-11: $12,185 · 2025-12: -$1,005 · 2026-01: $26,885 · 2026-02: $33,890 · 2026-03: $11,010

NinjaTrader Label	Setting
Market Order — Qty	0
Position 1 — Qty	1
Position 1 — Entry % of SL Distance	0
Position 2 — Qty	1
Position 2 — Entry % of SL Distance	15
Position 3 — Qty	1
Position 3 — Entry % of SL Distance	20
Max SL Distance (pts, 0=off)	0

NinjaTrader Label	Setting
TP1 — Qty	1
TP1 — Points (from DCA)	60
TP2 — Qty	1
TP2 — Points (from DCA)	100
TP3 — Qty	1
TP3 — Points (from DCA)	120
Solo TP Extension (points)	105
Runaway Threshold (points)	70

NinjaTrader Label	Setting
Enable BE	true
BE uses DCA	false
BE1 — Trigger (points)	20
BE1 — Offset (points)	-110
BE2 — Trigger (points)	60
BE2 — Offset (points)	10
BE3 — Trigger (points)	70
BE3 — Offset (points)	20
BE4 — Trigger (points)	80
BE4 — Offset (points)	40
Solo BE1 — Trigger P1 (pts, 0=off)	65
Solo BE1 — Offset (pts)	10
Solo BE2 — Trigger P1 (pts, 0=off)	70
Solo BE2 — Offset (pts)	50

NinjaTrader Label	Setting
Enable Trail	true
Trail — Start (points)	81
Trail — Distance (points)	31

NinjaTrader Label	Setting
Reversal After 1st Trade Loss	true
Reversal After 1st Trade Win	true

NinjaTrader Label	Setting
SL Modification Throttle (ms)	500

S-05

BalancedBalanced — profit factor 2.36, max drawdown 41.2% of a $25k account.

Net P&L$73,740

Trades154

Win Rate80.5%

Profit Factor2.36

Max Drawdown-$15,715

Avg Win / Loss$1,032 / -$1,806

Account	Ending Balance	Total Gain	Max DD %	Monthly Avg
$25,000	$98,740	+295.0%	41.2%	+59.0%
$50,000	$123,740	+147.5%	24.9%	+29.5%
$100,000	$173,740	+73.7%	13.9%	+14.7%

Monthly P&L: 2025-11: $10,995 · 2025-12: -$4,450 · 2026-01: $26,660 · 2026-02: $30,955 · 2026-03: $9,580

NinjaTrader Label	Setting
Market Order — Qty	0
Position 1 — Qty	1
Position 1 — Entry % of SL Distance	0
Position 2 — Qty	1
Position 2 — Entry % of SL Distance	15
Position 3 — Qty	1
Position 3 — Entry % of SL Distance	20
Max SL Distance (pts, 0=off)	0

NinjaTrader Label	Setting
TP1 — Qty	1
TP1 — Points (from DCA)	50
TP2 — Qty	1
TP2 — Points (from DCA)	60
TP3 — Qty	1
TP3 — Points (from DCA)	90
Solo TP Extension (points)	105
Runaway Threshold (points)	70

NinjaTrader Label	Setting
Enable BE	true
BE uses DCA	false
BE1 — Trigger (points)	20
BE1 — Offset (points)	-110
BE2 — Trigger (points)	60
BE2 — Offset (points)	10
BE3 — Trigger (points)	70
BE3 — Offset (points)	20
BE4 — Trigger (points)	80
BE4 — Offset (points)	40
Solo BE1 — Trigger P1 (pts, 0=off)	65
Solo BE1 — Offset (pts)	10
Solo BE2 — Trigger P1 (pts, 0=off)	70
Solo BE2 — Offset (pts)	50

NinjaTrader Label	Setting
Enable Trail	true
Trail — Start (points)	81
Trail — Distance (points)	31

NinjaTrader Label	Setting
Reversal After 1st Trade Loss	true
Reversal After 1st Trade Win	true

NinjaTrader Label	Setting
SL Modification Throttle (ms)	500

S-06

BalancedBalanced — profit factor 2.55, max drawdown 38.5% of a $25k account.

Net P&L$80,470

Trades151

Win Rate74.8%

Profit Factor2.55

Max Drawdown-$15,420

Avg Win / Loss$1,173 / -$1,370

Account	Ending Balance	Total Gain	Max DD %	Monthly Avg
$25,000	$105,470	+321.9%	38.5%	+64.4%
$50,000	$130,470	+160.9%	23.7%	+32.2%
$100,000	$180,470	+80.5%	13.4%	+16.1%

Monthly P&L: 2025-11: $13,515 · 2025-12: -$5,230 · 2026-01: $27,230 · 2026-02: $32,640 · 2026-03: $12,315

NinjaTrader Label	Setting
Market Order — Qty	0
Position 1 — Qty	1
Position 1 — Entry % of SL Distance	0
Position 2 — Qty	1
Position 2 — Entry % of SL Distance	15
Position 3 — Qty	1
Position 3 — Entry % of SL Distance	20
Max SL Distance (pts, 0=off)	0

NinjaTrader Label	Setting
TP1 — Qty	1
TP1 — Points (from DCA)	60
TP2 — Qty	1
TP2 — Points (from DCA)	90
TP3 — Qty	1
TP3 — Points (from DCA)	120
Solo TP Extension (points)	105
Runaway Threshold (points)	70

NinjaTrader Label	Setting
Enable BE	true
BE uses DCA	false
BE1 — Trigger (points)	20
BE1 — Offset (points)	-110
BE2 — Trigger (points)	60
BE2 — Offset (points)	10
BE3 — Trigger (points)	70
BE3 — Offset (points)	20
BE4 — Trigger (points)	80
BE4 — Offset (points)	40
Solo BE1 — Trigger P1 (pts, 0=off)	65
Solo BE1 — Offset (pts)	10
Solo BE2 — Trigger P1 (pts, 0=off)	70
Solo BE2 — Offset (pts)	50

NinjaTrader Label	Setting
Enable Trail	true
Trail — Start (points)	81
Trail — Distance (points)	31

NinjaTrader Label	Setting
Reversal After 1st Trade Loss	true
Reversal After 1st Trade Win	true

NinjaTrader Label	Setting
SL Modification Throttle (ms)	500

S-07

AggressiveAggressive — profit factor 1.98, max drawdown 50.6% of a $25k account.

Net P&L$46,745

Trades135

Win Rate80.7%

Profit Factor1.98

Max Drawdown-$17,030

Avg Win / Loss$869 / -$1,844

Account	Ending Balance	Total Gain	Max DD %	Monthly Avg
$25,000	$71,745	+187.0%	50.6%	+37.4%
$50,000	$96,745	+93.5%	29.0%	+18.7%
$100,000	$146,745	+46.7%	15.7%	+9.3%

Monthly P&L: 2025-11: $3,615 · 2025-12: -$5,960 · 2026-01: $18,575 · 2026-02: $27,695 · 2026-03: $2,820

NinjaTrader Label	Setting
Market Order — Qty	0
Position 1 — Qty	1
Position 1 — Entry % of SL Distance	0
Position 2 — Qty	1
Position 2 — Entry % of SL Distance	15
Position 3 — Qty	1
Position 3 — Entry % of SL Distance	20
Max SL Distance (pts, 0=off)	0

NinjaTrader Label	Setting
TP1 — Qty	1
TP1 — Points (from DCA)	30
TP2 — Qty	1
TP2 — Points (from DCA)	70
TP3 — Qty	1
TP3 — Points (from DCA)	110
Solo TP Extension (points)	105
Runaway Threshold (points)	70

NinjaTrader Label	Setting
Enable BE	true
BE uses DCA	false
BE1 — Trigger (points)	20
BE1 — Offset (points)	-110
BE2 — Trigger (points)	60
BE2 — Offset (points)	10
BE3 — Trigger (points)	70
BE3 — Offset (points)	20
BE4 — Trigger (points)	80
BE4 — Offset (points)	40
Solo BE1 — Trigger P1 (pts, 0=off)	65
Solo BE1 — Offset (pts)	10
Solo BE2 — Trigger P1 (pts, 0=off)	70
Solo BE2 — Offset (pts)	50

NinjaTrader Label	Setting
Enable Trail	true
Trail — Start (points)	81
Trail — Distance (points)	31

NinjaTrader Label	Setting
Reversal After 1st Trade Loss	true
Reversal After 1st Trade Win	true

S-08

AggressiveAggressive — profit factor 1.92, max drawdown 48.0% of a $25k account.

Net P&L$42,605

Trades138

Win Rate80.4%

Profit Factor1.92

Max Drawdown-$14,700

Avg Win / Loss$803 / -$1,723

Account	Ending Balance	Total Gain	Max DD %	Monthly Avg
$25,000	$67,605	+170.4%	48.0%	+34.1%
$50,000	$92,605	+85.2%	26.4%	+17.0%
$100,000	$142,605	+42.6%	13.9%	+8.5%

Monthly P&L: 2025-11: $3,350 · 2025-12: -$3,500 · 2026-01: $15,215 · 2026-02: $25,675 · 2026-03: $1,865

S-09

AggressiveAggressive — profit factor 2.83, max drawdown 53.3% of a $25k account.

Net P&L$83,780

Trades145

Win Rate76.6%

Profit Factor2.83

Max Drawdown-$21,125

Avg Win / Loss$1,168 / -$1,350

Account	Ending Balance	Total Gain	Max DD %	Monthly Avg
$25,000	$108,780	+335.1%	53.3%	+67.0%
$50,000	$133,780	+167.6%	32.7%	+33.5%
$100,000	$183,780	+83.8%	18.4%	+16.8%

Monthly P&L: 2025-11: $7,435 · 2025-12: -$3,030 · 2026-01: $34,175 · 2026-02: $32,290 · 2026-03: $12,910

S-10

ConservativeConservative — profit factor 2.65, max drawdown 36.5% of a $25k account.

Net P&L$84,010

Trades150

Win Rate74.7%

Profit Factor2.65

Max Drawdown-$13,935

Avg Win / Loss$1,204 / -$1,336

Account	Ending Balance	Total Gain	Max DD %	Monthly Avg
$25,000	$109,010	+336.0%	36.5%	+67.2%
$50,000	$134,010	+168.0%	22.1%	+33.6%
$100,000	$184,010	+84.0%	12.3%	+16.8%

Monthly P&L: 2025-11: $13,170 · 2025-12: -$5,430 · 2026-01: $29,335 · 2026-02: $33,270 · 2026-03: $13,665

S-11

ConservativeConservative — profit factor 2.62, max drawdown 35.9% of a $25k account.

Net P&L$83,930

Trades161

Win Rate78.9%

Profit Factor2.62

Max Drawdown-$14,805

Avg Win / Loss$1,069 / -$1,525

Account	Ending Balance	Total Gain	Max DD %	Monthly Avg
$25,000	$108,930	+335.7%	35.9%	+67.1%
$50,000	$133,930	+167.9%	22.4%	+33.6%
$100,000	$183,930	+83.9%	12.7%	+16.8%

Monthly P&L: 2025-11: $14,260 · 2025-12: -$25 · 2026-01: $25,510 · 2026-02: $34,640 · 2026-03: $9,545

Storm — Long-Horizon Validation (Apr 2024 – Dec 2025 · fixed $100k · separate study)

A longer out-of-sample validation on a different contract window with a fixed $100,000 account. Different methodology, so these are shown as fixed $100k results and are not affected by the NQ/MNQ contract toggle above.

V-01

AggressiveAggressive — profit factor 1.23, max drawdown 28.6% / $28,605 (fixed $100k · Apr 2024 – Dec 2025).

Ending Balance$244,530

Total Gain+144.5%

Avg Monthly+7.03%

Max Drawdown28.6% / $28,605

Profit Factor1.23

Trades1,053

Trade Win Rate60.0%

Day Win Rate64.8%

Long-horizon validation · 04/01/24 – 12/18/25 · Fixed $100k base

V-02

AggressiveAggressive — profit factor 1.24, max drawdown 30.8% / $30,805 (fixed $100k · Apr 2024 – Dec 2025).

Ending Balance$240,240

Total Gain+140.2%

Avg Monthly+6.82%

Max Drawdown30.8% / $30,805

Profit Factor1.24

Trades1,001

Trade Win Rate59.5%

Day Win Rate65.0%

Long-horizon validation · 04/01/24 – 12/18/25 · Fixed $100k base

V-03

ConservativeConservative — profit factor 1.24, max drawdown 27.5% / $27,465 (fixed $100k · Apr 2024 – Dec 2025).

Ending Balance$231,080

Total Gain+131.1%

Avg Monthly+6.37%

Max Drawdown27.5% / $27,465

Profit Factor1.24

Trades951

Trade Win Rate59.1%

Day Win Rate64.8%

Long-horizon validation · 04/01/24 – 12/18/25 · Fixed $100k base

V-04

BalancedBalanced — profit factor 1.23, max drawdown 28.2% / $28,155 (fixed $100k · Apr 2024 – Dec 2025).

Ending Balance$230,470

Total Gain+130.5%

Avg Monthly+6.34%

Max Drawdown28.2% / $28,155

Profit Factor1.23

Trades963

Trade Win Rate59.2%

Day Win Rate64.8%

Long-horizon validation · 04/01/24 – 12/18/25 · Fixed $100k base

V-05

ConservativeConservative — profit factor 1.24, max drawdown 27.1% / $27,100 (fixed $100k · Apr 2024 – Dec 2025).

Ending Balance$230,050

Total Gain+130.1%

Avg Monthly+6.32%

Max Drawdown27.1% / $27,100

Profit Factor1.24

Trades950

Trade Win Rate58.6%

Day Win Rate63.8%

Long-horizon validation · 04/01/24 – 12/18/25 · Fixed $100k base

V-06

AggressiveAggressive — profit factor 1.19, max drawdown 28.0% / $27,985 (fixed $100k · Apr 2024 – Dec 2025).

Ending Balance$220,920

Total Gain+120.9%

Avg Monthly+5.88%

Max Drawdown28.0% / $27,985

Profit Factor1.19

Trades1,050

Trade Win Rate60.3%

Day Win Rate66.1%

Long-horizon validation · 04/01/24 – 12/18/25 · Fixed $100k base

Methodology & Notes

Source: NinjaTrader 8 Market Replay trade-by-trade exports (one per parameter set). Figures reconcile to NinjaTrader's own performance summary (e.g. S-03 net $93,010, verified to the dollar).
Test window: Nov 13, 2025 → Mar 18, 2026 (first entry to last exit), ≈ 4.1 months across 5 calendar months. NinjaTrader's template "start date" field is corrupt metadata and was ignored; dates come from actual trades.
Starting / ending balance: ending = starting + net P&L. Net P&L is the actual replay dollar result (fixed contract size), so it is identical for every account size; only % returns and drawdown impact differ.
Total gain %: net P&L ÷ starting balance.
Max drawdown %: largest peak-to-trough decline of the closed-trade equity curve ÷ the peak equity (starting balance + peak profit) at that point.
Monthly average %: mean of each calendar month's P&L ÷ starting balance (first/last months are partial; not compounded).
NQ / MNQ: base data is 1 NQ contract ($20/pt). MNQ ($2/pt) and contract count rescale every dollar figure and the dependent percentages.

NinjaTrader Label	Setting
BE1 — Trigger DCA (points)	35
BE1 — Offset (points)	-85
BE2 — Trigger DCA (points)	75
BE2 — Offset (points)	-30
BE3 — Trigger DCA (points)	100
BE3 — Offset (points)	0
BE4 — Trigger DCA (points)	0
BE4 — Offset (points)	0
Solo BE1 — Trigger P1 (pts, 0=off)	0.0
Solo BE1 — Offset from P1 entry (pts)	0.0
Solo BE2 — Trigger P1 (pts, 0=off)	0.0
Solo BE2 — Offset from P1 entry (pts)	0.0