2-3 Contract Session Trading System (NQ Futures)

Master Summary: All Configs with OOS Sharpe > 1.0

#	Signal	Session	Dir	Ctrs	SL	TPs	Robust	OOS Sh	Full Sh	OOS PnL	Full PnL	WR	PF	MaxDD	Trades	MinFold	+Folds
1	BIGTRADE	EU	LONG	3C	10	7,9,10	6.75	11.22	6.81	$1,693	$2,686	76.5%	2.39	$506	51	0.54	5/5
2	BIGTRADE	EU	LONG	3C	10	5,9,10	6.66	11.62	6.32	$1,583	$2,366	76.5%	2.27	$506	51	-0.13	4/5
3	BIGTRADE	EU	LONG	3C	10	7,9,13	6.62	11.56	6.7	$1,843	$2,746	76.5%	2.42	$506	51	-0.6	4/5
4	BIGTRADE	EU	LONG	3C	10	5,7,9	6.61	11.58	6.21	$1,403	$2,186	78.4%	2.23	$506	51	-0.27	4/5
5	BIGTRADE	EU	LONG	3C	10	5,7,10	6.59	12.06	5.79	$1,493	$2,066	78.4%	2.17	$506	51	-0.86	4/5
6	BIGTRADE	EU	LONG	2C	10	7,9	6.54	10.71	6.73	$1,013	$1,712	76.5%	2.35	$340	51	0.56	5/5
7	BIGTRADE	EU	LONG	3C	10	7,10,13	6.53	11.93	6.12	$1,933	$2,626	70.6%	2.21	$506	51	-1.13	4/5
8	BIGTRADE	EU	LONG	3C	10	5,9,13	6.52	11.95	6.22	$1,733	$2,426	76.5%	2.3	$506	51	-1.34	4/5
9	BIGTRADE	EU	LONG	3C	10	9,10,13	6.52	11.38	6.52	$2,023	$2,926	70.6%	2.31	$506	51	-0.45	4/5
10	BIGTRADE	EU	LONG	2C	10	9,10	6.5	10.64	6.7	$1,193	$1,892	70.6%	2.35	$340	51	0.72	5/5
11	BIGTRADE	EU	LONG	2C	10	7,10	6.46	11.34	6.07	$1,103	$1,592	70.6%	2.19	$340	51	-0.26	4/5
12	BIGTRADE	EU	LONG	3C	10	5,10,13	6.46	12.35	5.62	$1,823	$2,306	70.6%	2.08	$520	51	-1.86	4/5
13	BIGTRADE	EU	LONG	3C	10	7,8,9	6.46	10.4	6.8	$1,513	$2,612	76.5%	2.35	$506	51	0.76	5/5
14	BIGTRADE	EU	LONG	3C	10	5,7,13	6.43	12.37	5.69	$1,643	$2,126	78.4%	2.2	$520	51	-2.12	4/5
15	BIGTRADE	EU	LONG	3C	10	8,9,10	6.43	10.31	6.82	$1,693	$2,792	76.5%	2.38	$506	51	0.86	5/5
16	BIGTRADE	EU	LONG	3C	10	7,8,10	6.41	10.81	6.42	$1,603	$2,492	76.5%	2.29	$506	51	0.21	5/5
17	BIGTRADE	EU	LONG	3C	10	7,9,11	6.37	10.88	6.38	$1,673	$2,536	76.5%	2.31	$506	51	-0.09	4/5
18	BIGTRADE	EU	LONG	3C	10	7,9,12	6.36	11.23	6.42	$1,758	$2,586	76.5%	2.34	$506	51	-0.83	4/5
19	BIGTRADE	EU	LONG	2C	10	5,9	6.35	11.24	5.94	$903	$1,392	76.5%	2.16	$340	51	-0.48	4/5
20	BIGTRADE	EU	LONG	3C	10	5,8,9	6.33	10.72	6.31	$1,403	$2,292	76.5%	2.23	$506	51	0.08	5/5
21	BIGTRADE	EU	LONG	3C	10	8,9,13	6.32	10.69	6.72	$1,843	$2,852	76.5%	2.41	$506	51	-0.26	4/5
22	BIGTRADE	EU	LONG	2C	10	5,10	6.31	11.97	5.23	$993	$1,272	70.6%	1.98	$340	51	-1.34	4/5
23	BIGTRADE	EU	LONG	3C	10	5,8,10	6.3	11.18	5.91	$1,493	$2,172	76.5%	2.17	$506	51	-0.49	4/5
24	BIGTRADE	EU	LONG	3C	10	7,8,13	6.29	11.18	6.32	$1,753	$2,552	76.5%	2.32	$506	51	-0.96	4/5
25	BIGTRADE	EU	LONG	3C	10	9,10,11	6.29	10.77	6.23	$1,853	$2,716	70.6%	2.22	$506	51	0.04	5/5
26	BIGTRADE	EU	LONG	3C	10	7,10,11	6.28	11.27	5.81	$1,763	$2,416	70.6%	2.11	$506	51	-0.63	4/5
27	BIGTRADE	EU	LONG	3C	10	7,10,12	6.28	11.61	5.85	$1,848	$2,466	70.6%	2.14	$506	51	-1.36	4/5
28	BIGTRADE	EU	LONG	3C	10	9,10,12	6.28	11.08	6.27	$1,938	$2,766	70.6%	2.24	$506	51	-0.66	4/5
29	BIGTRADE	EU	LONG	2C	10	9,13	6.25	11.01	6.45	$1,343	$1,952	62.7%	2.34	$354	51	-0.92	4/5
30	BIGTRADE	EU	LONG	3C	10	5,9,12	6.24	11.59	5.91	$1,648	$2,266	76.5%	2.22	$506	51	-1.58	4/5
31	BIGTRADE	EU	LONG	3C	10	5,9,11	6.23	11.21	5.87	$1,563	$2,216	76.5%	2.19	$506	51	-0.8	4/5
32	BIGTRADE	EU	LONG	3C	10	4,9,10	6.22	11.02	5.87	$1,483	$2,162	76.5%	2.15	$506	51	-0.49	4/5
33	BIGTRADE	EU	LONG	3C	10	8,10,13	6.22	11.04	6.17	$1,933	$2,732	70.6%	2.22	$506	51	-0.79	4/5
34	BIGTRADE	EU	LONG	3C	8	5,9,10	6.21	10.43	6.61	$1,428	$2,296	72.5%	2.33	$416	51	-0.4	4/5
35	BIGTRADE	EU	LONG	3C	8	7,9,10	6.21	10.28	6.8	$1,538	$2,536	72.5%	2.36	$420	51	-0.37	4/5
36	BIGTRADE	EU	LONG	3C	10	5,7,8	6.21	11.07	5.77	$1,313	$1,992	78.4%	2.12	$506	51	-0.64	4/5
37	BIGTRADE	EU	LONG	3C	10	5,10,11	6.18	11.64	5.27	$1,653	$2,096	70.6%	1.99	$514	51	-1.33	4/5
38	BIGTRADE	EU	LONG	3C	10	5,10,12	6.18	12.0	5.32	$1,738	$2,146	70.6%	2.01	$540	51	-2.11	4/5
39	BIGTRADE	EU	LONG	2C	10	7,13	6.17	11.64	5.82	$1,253	$1,652	62.7%	2.15	$366	51	-1.98	4/5
40	BIGTRADE	EU	LONG	3C	10	5,8,13	6.17	11.53	5.81	$1,643	$2,232	76.5%	2.2	$506	51	-1.72	4/5
41	BIGTRADE	EU	LONG	2C	10	10,13	6.15	11.51	5.56	$1,433	$1,832	62.7%	2.05	$454	51	-1.6	4/5
42	BIGTRADE	EU	LONG	2C	10	8,9	6.13	9.5	6.77	$1,013	$1,816	76.5%	2.33	$340	51	1.04	5/5
43	BIGTRADE	EU	LONG	3C	10	4,7,9	6.13	10.91	5.73	$1,303	$1,982	76.5%	2.11	$506	51	-0.64	4/5
44	BIGTRADE	EU	LONG	3C	10	5,7,12	6.13	11.98	5.37	$1,558	$1,966	78.4%	2.11	$540	51	-2.39	4/5
45	BIGTRADE	EU	LONG	3C	10	7,9,14	6.13	10.36	6.43	$1,678	$2,656	76.5%	2.38	$506	51	-0.38	4/5
46	BIGTRADE	EU	LONG	3C	12	7,9,10	6.13	9.52	6.24	$1,583	$2,632	78.4%	2.26	$596	51	1.83	5/5
47	BIGTRADE	EU	LONG	3C	10	4,7,10	6.12	11.42	5.31	$1,393	$1,862	70.6%	2.04	$506	51	-1.24	4/5
48	BIGTRADE	EU	LONG	3C	5	9,10,13	6.11	8.46	7.6	$1,443	$2,826	60.8%	2.72	$374	51	1.81	5/5
49	BIGTRADE	EU	LONG	3C	10	5,7,11	6.11	11.57	5.31	$1,473	$1,916	78.4%	2.08	$506	51	-1.56	4/5
50	BIGTRADE	EU	LONG	3C	10	9,10,14	6.11	10.36	6.28	$1,858	$2,836	70.6%	2.27	$506	51	-0.24	4/5

SWEEP | EU (09:00-15:30) | LONG | 2 Contracts

Best: SL5 | TPs: [8,20] | 766 trades

ROBUST

3.14

OOS SHARPE

3.4

FULL SHARPE

3.04

TOTAL PnL

$12,789

OOS PnL

$5,666

WIN RATE

54.4%

PROFIT FACTOR

1.58

MAX DRAWDOWN

$856

AVG WIN

$83.81

AVG LOSS

$-63.50

CONSEC LOSSES

POS FOLDS

5/5

Top 10 Configurations

#	SL	TPs	Robust	OOS Sh	Full Sh	OOS PnL	Full PnL	WR	PF	MaxDD	Trades	MinFold	+Folds
1	5	8,20	3.14	3.4	3.04	$5,666	$12,789	54.4%	1.58	$856	766	1.99	5/5
2	5	7,20	3.11	3.13	2.9	$5,071	$11,809	56.7%	1.56	$921	766	2.04	5/5
3	5	9,20	3.07	3.05	2.98	$5,321	$12,999	51.2%	1.55	$791	766	2.22	5/5
4	5	8,16	3.0	3.35	2.97	$5,206	$11,679	54.4%	1.53	$662	766	1.84	5/5
5	5	8,19	2.97	3.31	2.9	$5,416	$11,924	54.4%	1.54	$876	766	1.76	5/5
6	5	5,20	2.96	3.03	2.81	$4,531	$10,549	32.4%	1.54	$886	766	1.93	5/5
7	5	7,16	2.95	3.07	2.83	$4,611	$10,699	56.7%	1.51	$706	766	1.89	5/5
8	5	13,20	2.93	3.32	2.86	$6,521	$14,189	42.0%	1.5	$1,016	766	1.78	5/5
9	5	8,13	2.92	3.69	2.99	$5,491	$11,139	54.4%	1.5	$756	766	1.36	5/5
10	5	8,15	2.92	3.5	2.96	$5,371	$11,419	54.4%	1.52	$644	766	1.55	5/5

Top 3 Equity Curves

SL5 [8,20]

SL5 [7,20]

SL5 [9,20]

Fold CV Heatmap

Config	F1	F2	F3	F4	F5	Avg	Min
SL5 [8,20]	3.58	2.96	1.99	3.51	3.25	3.06	1.99
SL5 [7,20]	3.26	3.02	2.04	3.26	2.98	2.91	2.04
SL5 [9,20]	3.86	2.84	2.22	3.02	3.07	3.0	2.22
SL5 [8,16]	3.73	2.77	1.84	3.27	3.43	3.01	1.84
SL5 [8,19]	3.36	2.87	1.76	3.29	3.33	2.92	1.76
SL5 [5,20]	3.34	2.81	1.93	3.14	2.89	2.82	1.93
SL5 [7,16]	3.4	2.82	1.89	2.99	3.15	2.85	1.89

Trading Rules

SIGNAL:     SWEEP
SESSION:    EU (09:00-15:30) (German CET)
DIRECTION:  LONG
CONTRACTS:  2
TP1:        +8 ticks ($40)  - exit 1 contract
TP2:        +20 ticks ($100)  - exit 1 contract
SL:         -5 ticks ($25) on all remaining
SLIPPAGE:   1 tick ($5) added to SL
COMMISSION: $3.50 per trade

PER TRADE MATH:
  Full Win:  +$136.50
  Full Stop: -$63.50
  Robust:    3.14 | OOS Sharpe: 3.4 | Full PnL: $12,789

SWEEP | EU (09:00-15:30) | LONG | 3 Contracts

Best: SL5 | TPs: [7,9,20] | 766 trades

ROBUST

3.38

OOS SHARPE

3.36

FULL SHARPE

3.22

TOTAL PnL

$18,229

OOS PnL

$7,576

WIN RATE

51.2%

PROFIT FACTOR

1.57

MAX DRAWDOWN

$1,026

AVG WIN

$128.74

AVG LOSS

$-86.20

CONSEC LOSSES

POS FOLDS

5/5

Top 10 Configurations

#	SL	TPs	Robust	OOS Sh	Full Sh	OOS PnL	Full PnL	WR	PF	MaxDD	Trades	MinFold	+Folds
1	5	7,9,20	3.38	3.36	3.22	$7,576	$18,229	51.2%	1.57	$1,026	766	2.33	5/5
2	5	8,9,20	3.38	3.54	3.3	$8,171	$19,209	51.2%	1.58	$982	766	2.27	5/5
3	5	7,8,20	3.36	3.61	3.25	$7,921	$18,019	54.4%	1.57	$1,091	766	2.15	5/5
4	5	5,8,20	3.32	3.6	3.24	$7,381	$16,759	54.4%	1.59	$1,056	766	2.1	5/5
5	5	5,9,20	3.3	3.33	3.2	$7,036	$16,969	51.2%	1.57	$991	766	2.28	5/5
6	5	8,13,20	3.28	3.76	3.24	$9,371	$20,399	42.0%	1.59	$1,176	766	1.98	5/5
7	5	5,7,20	3.27	3.39	3.13	$6,786	$15,779	56.7%	1.56	$1,121	766	2.13	5/5
8	5	8,10,20	3.26	3.56	3.24	$8,386	$19,249	48.0%	1.57	$1,136	766	2.05	5/5
9	5	8,14,20	3.26	3.52	3.19	$8,946	$20,409	39.9%	1.58	$1,136	766	2.09	5/5
10	5	7,13,20	3.25	3.6	3.16	$8,776	$19,419	42.0%	1.57	$1,241	766	2.01	5/5

Top 3 Equity Curves

SL5 [7,9,20]

SL5 [8,9,20]

SL5 [7,8,20]

Fold CV Heatmap

Config	F1	F2	F3	F4	F5	Avg	Min
SL5 [7,9,20]	3.75	3.39	2.33	3.24	3.49	3.24	2.33
SL5 [8,9,20]	3.96	3.33	2.27	3.42	3.67	3.33	2.27
SL5 [7,8,20]	3.53	3.48	2.15	3.58	3.62	3.27	2.15
SL5 [5,8,20]	3.64	3.4	2.1	3.56	3.64	3.27	2.1
SL5 [5,9,20]	3.87	3.3	2.28	3.18	3.5	3.23	2.28
SL5 [8,13,20]	3.77	3.11	1.98	3.78	3.72	3.27	1.98
SL5 [5,7,20]	3.39	3.44	2.13	3.35	3.42	3.15	2.13

Trading Rules

SIGNAL:     SWEEP
SESSION:    EU (09:00-15:30) (German CET)
DIRECTION:  LONG
CONTRACTS:  3
TP1:        +7 ticks ($35)  - exit 1 contract
TP2:        +9 ticks ($45)  - exit 1 contract
TP3:        +20 ticks ($100)  - exit 1 contract
SL:         -5 ticks ($25) on all remaining
SLIPPAGE:   1 tick ($5) added to SL
COMMISSION: $3.50 per trade

PER TRADE MATH:
  Full Win:  +$176.50
  Full Stop: -$93.50
  Robust:    3.38 | OOS Sharpe: 3.36 | Full PnL: $18,229

SWEEP | EU (09:00-15:30) | SHORT | 2 Contracts

Best: SL5 | TPs: [8,13] | 727 trades

ROBUST

2.25

OOS SHARPE

2.55

FULL SHARPE

2.89

TOTAL PnL

$10,200

OOS PnL

$3,651

WIN RATE

54.2%

PROFIT FACTOR

1.48

MAX DRAWDOWN

$730

AVG WIN

$79.56

AVG LOSS

$-63.50

CONSEC LOSSES

POS FOLDS

5/5

Top 10 Configurations

#	SL	TPs	Robust	OOS Sh	Full Sh	OOS PnL	Full PnL	WR	PF	MaxDD	Trades	MinFold	+Folds
1	5	8,13	2.25	2.55	2.89	$3,651	$10,200	54.2%	1.48	$730	727	1.03	5/5
2	5	10,13	2.23	2.58	2.8	$4,011	$10,780	48.4%	1.45	$824	727	0.92	5/5
3	5	9,13	2.22	2.57	2.85	$3,831	$10,520	51.2%	1.47	$834	727	0.91	5/5
4	5	8,10	2.19	2.6	2.87	$3,531	$9,576	54.2%	1.45	$670	727	0.74	5/5
5	13	10,13	2.18	2.02	2.22	$4,461	$12,150	60.1%	1.33	$1,188	727	1.66	5/5
6	5	7,13	2.16	2.27	2.84	$3,131	$9,596	57.1%	1.48	$755	727	1.25	5/5
7	5	9,10	2.16	2.61	2.83	$3,711	$9,896	51.2%	1.44	$814	727	0.63	5/5
8	5	8,9	2.14	2.53	2.85	$3,351	$9,316	54.2%	1.44	$690	727	0.7	5/5
9	5	8,19	2.12	2.25	2.77	$3,501	$10,790	54.2%	1.51	$848	727	1.14	5/5
10	5	10,19	2.11	2.31	2.72	$3,861	$11,370	48.4%	1.48	$794	727	1.04	5/5

Top 3 Equity Curves

SL5 [8,13]

SL5 [10,13]

SL5 [9,13]

Fold CV Heatmap

Config	F1	F2	F3	F4	F5	Avg	Min
SL5 [8,13]	1.03	4.8	4.09	3.09	1.97	3.0	1.03
SL5 [10,13]	0.92	4.18	4.27	2.97	2.14	2.9	0.92
SL5 [9,13]	0.91	4.52	4.27	3.06	2.03	2.96	0.91
SL5 [8,10]	0.74	5.15	3.92	2.79	2.33	2.99	0.74
SL13 [10,13]	1.75	3.16	2.47	2.26	1.66	2.26	1.66
SL5 [7,13]	1.25	5.03	3.99	2.84	1.66	2.95	1.25
SL5 [9,10]	0.63	4.81	4.11	2.77	2.37	2.94	0.63

Trading Rules

SIGNAL:     SWEEP
SESSION:    EU (09:00-15:30) (German CET)
DIRECTION:  SHORT
CONTRACTS:  2
TP1:        +8 ticks ($40)  - exit 1 contract
TP2:        +13 ticks ($65)  - exit 1 contract
SL:         -5 ticks ($25) on all remaining
SLIPPAGE:   1 tick ($5) added to SL
COMMISSION: $3.50 per trade

PER TRADE MATH:
  Full Win:  +$101.50
  Full Stop: -$63.50
  Robust:    2.25 | OOS Sharpe: 2.55 | Full PnL: $10,200

SWEEP | EU (09:00-15:30) | SHORT | 3 Contracts

Best: SL5 | TPs: [8,10,13] | 727 trades

ROBUST

2.48

OOS SHARPE

2.86

FULL SHARPE

3.13

TOTAL PnL

$16,550

OOS PnL

$6,111

WIN RATE

48.4%

PROFIT FACTOR

1.52

MAX DRAWDOWN

$1,031

AVG WIN

$138.28

AVG LOSS

$-85.66

CONSEC LOSSES

POS FOLDS

5/5

Top 10 Configurations

#	SL	TPs	Robust	OOS Sh	Full Sh	OOS PnL	Full PnL	WR	PF	MaxDD	Trades	MinFold	+Folds
1	5	8,10,13	2.48	2.86	3.13	$6,111	$16,550	48.4%	1.52	$1,031	727	1.15	5/5
2	5	8,9,13	2.46	2.83	3.15	$5,931	$16,290	51.2%	1.51	$994	727	1.14	5/5
3	5	9,10,13	2.45	2.85	3.09	$6,291	$16,870	48.4%	1.5	$1,184	727	1.07	5/5
4	5	7,8,13	2.43	2.63	3.15	$5,231	$15,366	54.2%	1.52	$1,005	727	1.39	5/5
5	5	7,10,13	2.43	2.68	3.12	$5,591	$15,946	48.4%	1.51	$1,046	727	1.31	5/5
6	5	7,9,13	2.42	2.66	3.14	$5,411	$15,686	51.2%	1.52	$1,020	727	1.3	5/5
7	5	8,9,10	2.41	2.85	3.12	$5,811	$15,666	51.2%	1.49	$970	727	0.95	5/5
8	5	8,10,19	2.41	2.68	3.09	$5,961	$17,140	48.4%	1.53	$1,043	727	1.24	5/5
9	5	8,9,19	2.4	2.65	3.11	$5,781	$16,880	51.2%	1.53	$1,083	727	1.23	5/5
10	5	8,10,20	2.4	2.74	3.03	$6,151	$16,886	48.4%	1.53	$1,028	727	1.12	5/5

Top 3 Equity Curves

SL5 [8,10,13]

SL5 [8,9,13]

SL5 [9,10,13]

Fold CV Heatmap

Config	F1	F2	F3	F4	F5	Avg	Min
SL5 [8,10,13]	1.15	5.02	4.39	3.23	2.42	3.24	1.15
SL5 [8,9,13]	1.14	5.24	4.36	3.27	2.34	3.27	1.14
SL5 [9,10,13]	1.07	4.8	4.49	3.2	2.44	3.2	1.07
SL5 [7,8,13]	1.39	5.63	4.17	3.12	2.09	3.28	1.39
SL5 [7,10,13]	1.31	5.19	4.34	3.07	2.23	3.23	1.31
SL5 [7,9,13]	1.3	5.44	4.31	3.11	2.14	3.26	1.3
SL5 [8,9,10]	0.95	5.41	4.22	3.06	2.56	3.24	0.95

Trading Rules

SIGNAL:     SWEEP
SESSION:    EU (09:00-15:30) (German CET)
DIRECTION:  SHORT
CONTRACTS:  3
TP1:        +8 ticks ($40)  - exit 1 contract
TP2:        +10 ticks ($50)  - exit 1 contract
TP3:        +13 ticks ($65)  - exit 1 contract
SL:         -5 ticks ($25) on all remaining
SLIPPAGE:   1 tick ($5) added to SL
COMMISSION: $3.50 per trade

PER TRADE MATH:
  Full Win:  +$151.50
  Full Stop: -$93.50
  Robust:    2.48 | OOS Sharpe: 2.86 | Full PnL: $16,550

BIGTRADE | EU (09:00-15:30) | LONG | 2 Contracts

Best: SL10 | TPs: [7,9] | 51 trades

ROBUST

6.54

OOS SHARPE

10.71

FULL SHARPE

6.73

TOTAL PnL

$1,712

OOS PnL

$1,013

WIN RATE

76.5%

PROFIT FACTOR

2.35

MAX DRAWDOWN

$340

AVG WIN

$76.50

AVG LOSS

$-106.00

CONSEC LOSSES

POS FOLDS

5/5

Top 10 Configurations

#	SL	TPs	Robust	OOS Sh	Full Sh	OOS PnL	Full PnL	WR	PF	MaxDD	Trades	MinFold	+Folds
1	10	7,9	6.54	10.71	6.73	$1,013	$1,712	76.5%	2.35	$340	51	0.56	5/5
2	10	9,10	6.5	10.64	6.7	$1,193	$1,892	70.6%	2.35	$340	51	0.72	5/5
3	10	7,10	6.46	11.34	6.07	$1,103	$1,592	70.6%	2.19	$340	51	-0.26	4/5
4	10	5,9	6.35	11.24	5.94	$903	$1,392	76.5%	2.16	$340	51	-0.48	4/5
5	10	5,10	6.31	11.97	5.23	$993	$1,272	70.6%	1.98	$340	51	-1.34	4/5
6	10	9,13	6.25	11.01	6.45	$1,343	$1,952	62.7%	2.34	$354	51	-0.92	4/5
7	10	7,13	6.17	11.64	5.82	$1,253	$1,652	62.7%	2.15	$366	51	-1.98	4/5
8	10	10,13	6.15	11.51	5.56	$1,433	$1,832	62.7%	2.05	$454	51	-1.6	4/5
9	10	8,9	6.13	9.5	6.77	$1,013	$1,816	76.5%	2.33	$340	51	1.04	5/5
10	8	9,10	6.06	9.89	6.72	$1,088	$1,792	66.7%	2.36	$290	51	-0.2	4/5

Top 3 Equity Curves

SL10 [7,9]

SL10 [9,10]

SL10 [7,10]

Fold CV Heatmap

Config	F1	F2	F3	F4	F5	Avg	Min
SL10 [7,9]	8.67	7.19	0.56	9.62	11.65	7.54	0.56
SL10 [9,10]	6.61	8.74	0.72	11.41	9.27	7.35	0.72
SL10 [7,10]	5.29	7.74	-0.26	10.25	12.26	7.06	-0.26
SL10 [5,9]	7.36	6.01	-0.48	12.0	9.86	6.95	-0.48
SL10 [5,10]	3.85	6.62	-1.34	12.74	10.55	6.48	-1.34
SL10 [9,13]	5.93	10.08	-0.92	12.95	8.51	7.31	-0.92
SL10 [7,13]	4.66	9.21	-1.98	11.94	10.69	6.9	-1.98

Trading Rules

SIGNAL:     BIGTRADE
SESSION:    EU (09:00-15:30) (German CET)
DIRECTION:  LONG
CONTRACTS:  2
TP1:        +7 ticks ($35)  - exit 1 contract
TP2:        +9 ticks ($45)  - exit 1 contract
SL:         -10 ticks ($50) on all remaining
SLIPPAGE:   1 tick ($5) added to SL
COMMISSION: $3.50 per trade

PER TRADE MATH:
  Full Win:  +$76.50
  Full Stop: -$113.50
  Robust:    6.54 | OOS Sharpe: 10.71 | Full PnL: $1,712

BIGTRADE | EU (09:00-15:30) | LONG | 3 Contracts

Best: SL10 | TPs: [7,9,10] | 51 trades

ROBUST

6.75

OOS SHARPE

11.22

FULL SHARPE

6.81

TOTAL PnL

$2,686

OOS PnL

$1,693

WIN RATE

76.5%

PROFIT FACTOR

2.39

MAX DRAWDOWN

$506

AVG WIN

$118.42

AVG LOSS

$-161.00

CONSEC LOSSES

POS FOLDS

5/5

Top 10 Configurations

#	SL	TPs	Robust	OOS Sh	Full Sh	OOS PnL	Full PnL	WR	PF	MaxDD	Trades	MinFold	+Folds
1	10	7,9,10	6.75	11.22	6.81	$1,693	$2,686	76.5%	2.39	$506	51	0.54	5/5
2	10	5,9,10	6.66	11.62	6.32	$1,583	$2,366	76.5%	2.27	$506	51	-0.13	4/5
3	10	7,9,13	6.62	11.56	6.7	$1,843	$2,746	76.5%	2.42	$506	51	-0.6	4/5
4	10	5,7,9	6.61	11.58	6.21	$1,403	$2,186	78.4%	2.23	$506	51	-0.27	4/5
5	10	5,7,10	6.59	12.06	5.79	$1,493	$2,066	78.4%	2.17	$506	51	-0.86	4/5
6	10	7,10,13	6.53	11.93	6.12	$1,933	$2,626	70.6%	2.21	$506	51	-1.13	4/5
7	10	5,9,13	6.52	11.95	6.22	$1,733	$2,426	76.5%	2.3	$506	51	-1.34	4/5
8	10	9,10,13	6.52	11.38	6.52	$2,023	$2,926	70.6%	2.31	$506	51	-0.45	4/5
9	10	5,10,13	6.46	12.35	5.62	$1,823	$2,306	70.6%	2.08	$520	51	-1.86	4/5
10	10	7,8,9	6.46	10.4	6.8	$1,513	$2,612	76.5%	2.35	$506	51	0.76	5/5

Top 3 Equity Curves

SL10 [7,9,10]

SL10 [5,9,10]

SL10 [7,9,13]

Fold CV Heatmap

Config	F1	F2	F3	F4	F5	Avg	Min
SL10 [7,9,10]	7.27	8.12	0.54	10.69	11.29	7.58	0.54
SL10 [5,9,10]	6.37	7.41	-0.13	12.4	10.2	7.25	-0.13
SL10 [7,9,13]	6.84	9.1	-0.6	11.82	10.67	7.57	-0.6
SL10 [5,7,9]	7.62	6.24	-0.27	11.0	11.68	7.25	-0.27
SL10 [5,7,10]	5.4	6.65	-0.86	11.49	12.14	6.96	-0.86
SL10 [7,10,13]	4.39	9.41	-1.13	12.17	11.04	7.18	-1.13
SL10 [5,9,13]	5.95	8.46	-1.34	13.64	9.61	7.26	-1.34

Trading Rules

SIGNAL:     BIGTRADE
SESSION:    EU (09:00-15:30) (German CET)
DIRECTION:  LONG
CONTRACTS:  3
TP1:        +7 ticks ($35)  - exit 1 contract
TP2:        +9 ticks ($45)  - exit 1 contract
TP3:        +10 ticks ($50)  - exit 1 contract
SL:         -10 ticks ($50) on all remaining
SLIPPAGE:   1 tick ($5) added to SL
COMMISSION: $3.50 per trade

PER TRADE MATH:
  Full Win:  +$126.50
  Full Stop: -$168.50
  Robust:    6.75 | OOS Sharpe: 11.22 | Full PnL: $2,686

BIGTRADE | EU (09:00-15:30) | SHORT | 2 Contracts

Best: SL8 | TPs: [8,9] | 69 trades

ROBUST

0.97

OOS SHARPE

1.34

FULL SHARPE

1.72

TOTAL PnL

$624

OOS PnL

$194

WIN RATE

55.1%

PROFIT FACTOR

1.25

MAX DRAWDOWN

$480

AVG WIN

$81.50

AVG LOSS

$-79.79

CONSEC LOSSES

POS FOLDS

3/5

Top 10 Configurations

#	SL	TPs	Robust	OOS Sh	Full Sh	OOS PnL	Full PnL	WR	PF	MaxDD	Trades	MinFold	+Folds
1	8	8,9	0.97	1.34	1.72	$194	$624	55.1%	1.25	$480	69	-1.05	3/5
2	8	9,20	-0.3	1.31	0.98	$224	$448	34.8%	1.15	$575	69	-5.29	3/5
3	7	13,20	-0.46	1.28	1.91	$244	$924	47.8%	1.31	$736	69	-7.22	3/5
4	8	9,19	-0.51	1.07	0.74	$179	$328	34.8%	1.11	$575	69	-5.53	3/5
5	7	9,20	-0.57	1.14	1.19	$194	$518	52.2%	1.19	$665	69	-6.42	3/5
6	7	13,19	-0.65	1.07	1.7	$199	$808	47.8%	1.27	$740	69	-7.48	3/5
7	7	12,20	-0.73	1.01	1.6	$189	$758	47.8%	1.25	$746	69	-7.57	3/5
8	7	19,20	-0.76	1.39	0.99	$304	$564	33.3%	1.15	$835	69	-7.03	2/5
9	7	18,20	-0.94	1.21	0.8	$259	$448	33.3%	1.12	$835	69	-7.27	2/5
10	7	17,20	-1.13	1.02	0.61	$214	$334	33.3%	1.09	$835	69	-7.53	2/5

Top 3 Equity Curves

SL8 [8,9]

SL8 [9,20]

SL7 [13,20]

Fold CV Heatmap

Config	F1	F2	F3	F4	F5	Avg	Min
SL8 [8,9]	1.39	-0.31	6.56	4.27	-1.05	2.17	-1.05
SL8 [9,20]	-2.98	1.38	3.92	7.09	-5.29	0.82	-5.29
SL7 [13,20]	-1.63	3.28	5.17	9.11	-7.22	1.74	-7.22
SL8 [9,19]	-3.23	1.12	3.72	6.84	-5.53	0.58	-5.53
SL7 [9,20]	-2.01	2.23	2.97	7.95	-6.42	0.94	-6.42
SL7 [13,19]	-1.84	3.07	5.05	8.91	-7.48	1.54	-7.48
SL7 [12,20]	-1.96	3.04	4.65	8.84	-7.57	1.4	-7.57

Trading Rules

SIGNAL:     BIGTRADE
SESSION:    EU (09:00-15:30) (German CET)
DIRECTION:  SHORT
CONTRACTS:  2
TP1:        +8 ticks ($40)  - exit 1 contract
TP2:        +9 ticks ($45)  - exit 1 contract
SL:         -8 ticks ($40) on all remaining
SLIPPAGE:   1 tick ($5) added to SL
COMMISSION: $3.50 per trade

PER TRADE MATH:
  Full Win:  +$81.50
  Full Stop: -$93.50
  Robust:    0.97 | OOS Sharpe: 1.34 | Full PnL: $624

BIGTRADE | EU (09:00-15:30) | SHORT | 3 Contracts

Best: SL8 | TPs: [7,8,9] | 69 trades

ROBUST

0.99

OOS SHARPE

1.06

FULL SHARPE

2.51

TOTAL PnL

$1,278

OOS PnL

$224

WIN RATE

62.3%

PROFIT FACTOR

1.39

MAX DRAWDOWN

$714

AVG WIN

$106.03

AVG LOSS

$-126.19

CONSEC LOSSES

POS FOLDS

4/5

Top 10 Configurations

#	SL	TPs	Robust	OOS Sh	Full Sh	OOS PnL	Full PnL	WR	PF	MaxDD	Trades	MinFold	+Folds
1	8	7,8,9	0.99	1.06	2.51	$224	$1,278	62.3%	1.39	$714	69	-1.32	4/5
2	8	8,9,13	0.36	1.06	1.98	$234	$1,148	55.1%	1.3	$746	69	-3.57	4/5
3	8	8,9,20	0.25	1.4	1.66	$329	$998	55.1%	1.26	$794	69	-3.94	3/5
4	8	8,9,19	0.11	1.23	1.48	$284	$878	55.1%	1.23	$794	69	-4.07	3/5
5	8	7,9,20	0.07	1.1	1.91	$254	$1,104	55.1%	1.31	$800	69	-4.35	3/5
6	8	8,9,18	-0.04	1.05	1.3	$239	$758	55.1%	1.2	$794	69	-4.21	3/5
7	7	9,13,20	-0.3	1.23	1.89	$309	$1,224	47.8%	1.29	$960	69	-6.58	3/5
8	7	12,13,20	-0.39	1.13	2.12	$304	$1,464	47.8%	1.33	$1,056	69	-7.22	3/5
9	7	9,13,19	-0.44	1.06	1.74	$264	$1,108	47.8%	1.26	$960	69	-6.76	3/5
10	8	9,13,20	-0.45	1.03	1.44	$264	$974	47.8%	1.21	$915	69	-6.32	3/5

Top 3 Equity Curves

SL8 [7,8,9]

SL8 [8,9,13]

SL8 [8,9,20]

Fold CV Heatmap

Config	F1	F2	F3	F4	F5	Avg	Min
SL8 [7,8,9]	2.4	2.43	6.26	3.98	-1.32	2.75	-1.32
SL8 [8,9,13]	0.52	0.62	8.2	5.83	-3.57	2.32	-3.57
SL8 [8,9,20]	-0.59	1.5	4.97	6.46	-3.94	1.68	-3.94
SL8 [8,9,19]	-0.75	1.3	4.83	6.26	-4.07	1.51	-4.07
SL8 [7,9,20]	-1.04	3.31	4.61	6.21	-4.35	1.75	-4.35
SL8 [8,9,18]	-0.91	1.09	4.68	6.05	-4.21	1.34	-4.21
SL7 [9,13,20]	-1.29	2.46	6.53	8.48	-6.58	1.92	-6.58

Trading Rules

SIGNAL:     BIGTRADE
SESSION:    EU (09:00-15:30) (German CET)
DIRECTION:  SHORT
CONTRACTS:  3
TP1:        +7 ticks ($35)  - exit 1 contract
TP2:        +8 ticks ($40)  - exit 1 contract
TP3:        +9 ticks ($45)  - exit 1 contract
SL:         -8 ticks ($40) on all remaining
SLIPPAGE:   1 tick ($5) added to SL
COMMISSION: $3.50 per trade

PER TRADE MATH:
  Full Win:  +$116.50
  Full Stop: -$138.50
  Robust:    0.99 | OOS Sharpe: 1.06 | Full PnL: $1,278

BIGTRADE | US (15:30-21:00) | LONG | 2 Contracts

Best: SL12 | TPs: [7,13] | 413 trades

ROBUST

3.06

OOS SHARPE

3.08

FULL SHARPE

2.9

TOTAL PnL

$7,484

OOS PnL

$3,149

WIN RATE

59.1%

PROFIT FACTOR

1.47

MAX DRAWDOWN

$1,112

AVG WIN

$96.50

AVG LOSS

$-95.04

CONSEC LOSSES

POS FOLDS

5/5

Top 10 Configurations

#	SL	TPs	Robust	OOS Sh	Full Sh	OOS PnL	Full PnL	WR	PF	MaxDD	Trades	MinFold	+Folds
1	12	7,13	3.06	3.08	2.9	$3,149	$7,484	59.1%	1.47	$1,112	413	2.1	5/5
2	5	7,19	2.97	3.07	3.41	$2,639	$7,214	60.8%	1.7	$684	413	2.1	5/5
3	15	4,13	2.96	2.12	2.26	$2,049	$5,564	63.4%	1.35	$1,436	413	2.04	5/5
4	15	9,12	2.94	1.96	2.08	$2,419	$6,450	64.2%	1.32	$1,330	413	1.9	5/5
5	5	7,20	2.9	3.3	3.32	$2,914	$7,120	60.8%	1.69	$684	413	1.82	5/5
6	5	4,7	2.88	3.43	3.66	$1,814	$4,890	60.8%	1.61	$482	413	1.26	5/5
7	5	7,9	2.85	3.33	3.68	$2,364	$6,364	60.8%	1.62	$482	413	1.25	5/5
8	12	7,9	2.85	3.53	2.86	$3,299	$6,784	68.3%	1.46	$1,062	413	1.55	5/5
9	12	7,12	2.85	2.92	2.63	$2,914	$6,640	59.8%	1.42	$1,006	413	1.91	5/5
10	5	4,9	2.84	3.69	3.38	$2,109	$4,850	52.5%	1.57	$482	413	1.22	5/5

Top 3 Equity Curves

SL12 [7,13]

SL5 [7,19]

SL15 [4,13]

Fold CV Heatmap

Config	F1	F2	F3	F4	F5	Avg	Min
SL12 [7,13]	2.72	2.1	3.27	2.98	3.51	2.92	2.1
SL5 [7,19]	3.85	2.65	4.45	2.1	4.19	3.45	2.1
SL15 [4,13]	2.21	2.04	2.55	2.16	2.37	2.27	2.04
SL15 [9,12]	2.29	1.99	1.9	2.08	2.13	2.08	1.9
SL5 [7,20]	3.52	1.82	4.67	2.35	4.4	3.35	1.82
SL5 [4,7]	3.72	3.35	4.56	1.26	5.88	3.75	1.26
SL5 [7,9]	4.05	3.49	4.27	1.25	5.6	3.73	1.25

Trading Rules

SIGNAL:     BIGTRADE
SESSION:    US (15:30-21:00) (German CET)
DIRECTION:  LONG
CONTRACTS:  2
TP1:        +7 ticks ($35)  - exit 1 contract
TP2:        +13 ticks ($65)  - exit 1 contract
SL:         -12 ticks ($60) on all remaining
SLIPPAGE:   1 tick ($5) added to SL
COMMISSION: $3.50 per trade

PER TRADE MATH:
  Full Win:  +$96.50
  Full Stop: -$133.50
  Robust:    3.06 | OOS Sharpe: 3.08 | Full PnL: $7,484

BIGTRADE | US (15:30-21:00) | LONG | 3 Contracts

Best: SL5 | TPs: [5,7,20] | 413 trades

ROBUST

3.32

OOS SHARPE

3.78

FULL SHARPE

3.83

TOTAL PnL

$10,130

OOS PnL

$4,094

WIN RATE

60.8%

PROFIT FACTOR

1.75

MAX DRAWDOWN

$806

AVG WIN

$94.35

AVG LOSS

$-83.65

CONSEC LOSSES

POS FOLDS

5/5

Top 10 Configurations

#	SL	TPs	Robust	OOS Sh	Full Sh	OOS PnL	Full PnL	WR	PF	MaxDD	Trades	MinFold	+Folds
1	5	5,7,20	3.32	3.78	3.83	$4,094	$10,130	60.8%	1.75	$806	413	2.3	5/5
2	5	4,7,19	3.31	3.65	3.81	$3,709	$9,624	60.8%	1.75	$722	413	2.28	5/5
3	5	4,7,20	3.29	3.84	3.74	$3,984	$9,530	60.8%	1.74	$842	413	2.18	5/5
4	5	5,7,19	3.27	3.6	3.9	$3,819	$10,224	60.8%	1.75	$708	413	2.11	5/5
5	5	7,9,20	3.25	3.7	3.69	$4,534	$11,004	52.5%	1.68	$949	413	2.28	5/5
6	15	7,9,13	3.23	2.58	2.66	$4,319	$11,214	63.4%	1.43	$2,040	413	2.38	5/5
7	5	4,5,19	3.22	3.75	3.66	$3,564	$8,710	67.8%	1.75	$792	413	2.16	5/5
8	5	7,8,20	3.22	3.58	3.71	$4,304	$10,830	55.7%	1.69	$842	413	2.23	5/5
9	5	4,7,9	3.21	3.86	3.98	$3,434	$8,774	60.8%	1.68	$692	413	1.59	5/5
10	5	7,9,19	3.2	3.54	3.74	$4,259	$11,100	52.5%	1.69	$949	413	2.1	5/5

Top 3 Equity Curves

SL5 [5,7,20]

SL5 [4,7,19]

SL5 [4,7,20]

Fold CV Heatmap

Config	F1	F2	F3	F4	F5	Avg	Min
SL5 [5,7,20]	4.05	2.48	5.17	2.3	5.51	3.9	2.3
SL5 [4,7,19]	4.24	2.85	4.79	2.28	5.23	3.88	2.28
SL5 [4,7,20]	3.97	2.18	4.97	2.48	5.4	3.8	2.18
SL5 [5,7,19]	4.31	3.12	4.99	2.11	5.35	3.98	2.11
SL5 [7,9,20]	4.11	2.35	4.63	2.28	5.33	3.74	2.28
SL15 [7,9,13]	2.38	2.43	3.04	2.82	2.61	2.66	2.38
SL5 [4,5,19]	4.22	2.21	4.59	2.16	5.6	3.76	2.16

Trading Rules

SIGNAL:     BIGTRADE
SESSION:    US (15:30-21:00) (German CET)
DIRECTION:  LONG
CONTRACTS:  3
TP1:        +5 ticks ($25)  - exit 1 contract
TP2:        +7 ticks ($35)  - exit 1 contract
TP3:        +20 ticks ($100)  - exit 1 contract
SL:         -5 ticks ($25) on all remaining
SLIPPAGE:   1 tick ($5) added to SL
COMMISSION: $3.50 per trade

PER TRADE MATH:
  Full Win:  +$156.50
  Full Stop: -$93.50
  Robust:    3.32 | OOS Sharpe: 3.78 | Full PnL: $10,130

Caveats

All results: NQ $5/tick, $3.50 commission, 1 tick SL slippage
Walk-forward 60/40 chronological split per session
5-fold CV for stability check
SWEEP: 12452 trades | BIGTRADE: 1366 trades
Sessions in German CET (UTC+1): EU 09:00-15:30, US 15:30-21:00
Only showing configs with OOS Sharpe > 1.0
2-contract combos: 153 | 3-contract combos: 816