Algorithmic Trading System · Fully Automated · Data-Driven Edge
Diversified Portfolio 57
Professional-grade trading algorithm with fully disclosed rules, robust validation, and institutional-style reporting.
Fully Rules-Based Entries & Exits
No Martingale · No Grid · No Averaging Losers
Includes Source Code / Workspaces
Transparent, Data-Driven Reporting
Why this strategy
Engineered for disciplined, rules-based execution you can scale with confidence. No gimmicks or hidden logic—just a transparent edge built on testable behavior and robust risk constraints.
- Codified entry & exit rules that can be independently verified.
- No martingale, no grid, no averaging into losers.
- Risk profile suited for prop firms and professional accounts.
- Includes installation guidance and responsive support from Capstone.
License Price
$9,950.00
/year
✔ Secure checkout
✔ One-time license — no hidden recurring fees
✔ Install assistance & email support
Capstone Trading Systems
Strategy Performance Snapshot
Updated 2026-05-16 00:03:56 EDT
Net Profit
$4,780,615.00
Max Drawdown
$125,512.50
Win Rate
49.00%
Total Trades
48169
Profit Factor
1.22
Performance summary
Key metrics from the same data used for the equity curve. Hypothetical results.
| Net Profit | $4,780,615.00 | Profit Factor | 1.22 |
| Max Drawdown | $125,512.50 | Total Trades | 48169 |
| Winning Trades | 23602 | Losing Trades | 24493 |
| Win Rate (%) | 49.00% | Average Winning Trade | $1,138.01 |
| Average Losing Trade | -$901.42 | Average Trade PnL | $99.25 |
| Largest Win | $39,325.00 | Largest Loss | -$5,185.00 |
| Max Consecutive Wins | 21 | Max Consecutive Losses | 19 |
| Annualized Sharpe Ratio | 4.13 | Sortino Ratio | 0.16 |
| Calmar Ratio | 2.81 |
Trade list
Showing 100 most recent trades. Scroll to see all.
| # | Type | Strategy | Contracts | Entry Date | Entry Time | Entry Price | Exit Date | Exit Time | Exit Price | PnL |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Short | NQ EVP-1 | 1 | 2026-05-15 | 15:56 | 29234.75 | 2026-05-15 | 16:11 | 29128.00 | $2,110.00 |
| 2 | Long | GC Gold Wave | 1 | 2026-05-15 | 12:40 | 4549.40 | 2026-05-15 | 14:35 | 4562.50 | $1,285.00 |
| 3 | Long | NQ HVDP | 1 | 2026-05-15 | 14:19 | 29447.00 | 2026-05-15 | 14:20 | 29402.00 | $-925.00 |
| 4 | Short | ES GCR 2023 | 1 | 2026-05-15 | 12:22 | 7446.75 | 2026-05-15 | 13:26 | 7466.75 | $-1,025.00 |
| 5 | Long | NQ Momentum Reversal 2022 | 1 | 2026-05-15 | 12:46 | 29345.25 | 2026-05-15 | 12:55 | 29285.25 | $-1,225.00 |
| 6 | Short | NQ TICK Wave | 1 | 2026-05-15 | 11:46 | 29286.00 | 2026-05-15 | 12:26 | 29326.00 | $-825.00 |
| 7 | Long | NQ Momentum Reversal 2022 | 1 | 2026-05-15 | 11:10 | 29287.75 | 2026-05-15 | 11:56 | 29227.75 | $-1,225.00 |
| 8 | Long | NQ Momentum Reversal 2022 | 1 | 2026-05-15 | 11:02 | 29309.00 | 2026-05-15 | 11:08 | 29249.00 | $-1,225.00 |
| 9 | Short | CL VR 2025 | 1 | 2026-05-15 | 10:15 | 99.48 | 2026-05-15 | 10:52 | 100.48 | $-1,025.00 |
| 10 | Long | GC Gold Wave | 1 | 2026-05-15 | 10:15 | 4550.90 | 2026-05-15 | 10:50 | 4561.40 | $1,025.00 |
| 11 | Short | CL MR1 | 1 | 2026-05-15 | 09:40 | 99.39 | 2026-05-15 | 10:45 | 100.19 | $-825.00 |
| 12 | Short | ES TICK Wave | 1 | 2026-05-15 | 09:36 | 7443.00 | 2026-05-15 | 10:18 | 7459.00 | $-825.00 |
| 13 | Short | NQ TICK Wave | 1 | 2026-05-15 | 09:36 | 29254.00 | 2026-05-15 | 10:14 | 29294.00 | $-825.00 |
| 14 | Long | NQ VR 2024 ATS | 1 | 2026-05-15 | 10:02 | 29156.00 | 2026-05-15 | 10:13 | 29256.00 | $1,975.00 |
| 15 | Short | NQ Open Range | 1 | 2026-05-15 | 09:46 | 29167.50 | 2026-05-15 | 09:50 | 29217.50 | $-1,025.00 |
| 16 | Long | GC Gold Wave | 1 | 2026-05-15 | 09:25 | 4558.70 | 2026-05-15 | 09:35 | 4548.70 | $-1,025.00 |
| 17 | Long | ES SRCT II v2 1m | 1 | 2026-05-15 | 09:31 | 7451.25 | 2026-05-15 | 09:34 | 7435.25 | $-825.00 |
| 18 | Long | SI MR1 | 1 | 2026-05-15 | 09:20 | 77.28 | 2026-05-15 | 09:20 | 77.04 | $-1,225.00 |
| 19 | Long | GC SRCT Active 2024 | 1 | 2026-05-15 | 08:02 | 4553.40 | 2026-05-15 | 09:01 | 4545.40 | $-825.00 |
| 20 | Long | SI SRCT Active 2024 Big SL | 1 | 2026-05-15 | 07:40 | 78.81 | 2026-05-15 | 08:31 | 78.42 | $-2,025.00 |
| 21 | Long | MBT Breakout | 1 | 2026-05-14 | 10:01 | 81160.00 | 2026-05-15 | 08:28 | 80160.00 | $-1,025.00 |
| 22 | Long | GC Gold Wave | 1 | 2026-05-15 | 07:10 | 4566.90 | 2026-05-15 | 07:45 | 4556.90 | $-1,025.00 |
| 23 | Long | MBT VReversal | 1 | 2026-05-14 | 09:03 | 79985.00 | 2026-05-15 | 00:01 | 80830.00 | $820.00 |
| 24 | Long | GC Gold Wave | 1 | 2026-05-14 | 19:30 | 4666.50 | 2026-05-14 | 19:35 | 4656.50 | $-1,025.00 |
| 25 | Long | NQ OT | 1 | 2026-05-14 | 09:46 | 29625.50 | 2026-05-14 | 16:56 | 29671.00 | $885.00 |
| 26 | Short | NQ Momentum Reversal 2022 | 1 | 2026-05-14 | 12:31 | 29727.50 | 2026-05-14 | 16:11 | 29707.00 | $385.00 |
| 27 | Short | NQ GFR Percent | 1 | 2026-05-14 | 09:36 | 29570.25 | 2026-05-14 | 16:01 | 29688.50 | $-2,390.00 |
| 28 | Long | NQ TICK Reversal 2023 | 1 | 2026-05-14 | 10:15 | 29589.50 | 2026-05-14 | 15:56 | 29692.75 | $2,040.00 |
| 29 | Long | CL MR1 | 1 | 2026-05-14 | 09:40 | 96.42 | 2026-05-14 | 14:30 | 97.13 | $685.00 |
| 30 | Long | NQ GAPC 2024 | 1 | 2026-05-14 | 10:39 | 29666.50 | 2026-05-14 | 13:20 | 29606.50 | $-1,225.00 |
| 31 | Long | NQ Cobra III 1200 SL 15m | 1 | 2026-05-14 | 11:45 | 29740.00 | 2026-05-14 | 13:15 | 29680.00 | $-1,225.00 |
| 32 | Long | NQ HVDP | 1 | 2026-05-14 | 13:10 | 29702.75 | 2026-05-14 | 13:15 | 29657.75 | $-925.00 |
| 33 | Long | NQ Cobra III 2022 | 1 | 2026-05-14 | 11:35 | 29740.00 | 2026-05-14 | 13:11 | 29677.50 | $-1,275.00 |
| 34 | Long | NQ HVDP | 1 | 2026-05-14 | 10:57 | 29697.50 | 2026-05-14 | 11:16 | 29742.50 | $875.00 |
| 35 | Short | NQ Pulse | 1 | 2026-05-14 | 10:01 | 29542.00 | 2026-05-14 | 10:21 | 29642.00 | $-2,025.00 |
| 36 | Short | CL Cobra Crude 2024 | 1 | 2026-05-14 | 09:45 | 96.24 | 2026-05-14 | 10:15 | 96.94 | $-725.00 |
| 37 | Long | NQ VSD Trender | 1 | 2026-05-14 | 09:46 | 29655.50 | 2026-05-14 | 10:00 | 29555.50 | $-2,025.00 |
| 38 | Long | NQ EVP-1 | 1 | 2026-05-14 | 09:36 | 29551.00 | 2026-05-14 | 09:56 | 29584.75 | $650.00 |
| 39 | Short | MBT Breakout | 1 | 2026-05-13 | 09:01 | 79715.00 | 2026-05-14 | 09:49 | 80715.00 | $-1,025.00 |
| 40 | Short | NQ Open Range | 1 | 2026-05-14 | 09:46 | 29625.50 | 2026-05-14 | 09:47 | 29675.50 | $-1,025.00 |
| 41 | Short | GC SRCT Active 2024 | 1 | 2026-05-14 | 08:21 | 4712.50 | 2026-05-14 | 09:04 | 4702.50 | $975.00 |
| 42 | Long | SI MR1 | 1 | 2026-05-14 | 08:45 | 87.22 | 2026-05-14 | 08:45 | 86.98 | $-1,225.00 |
| 43 | Long | SI SRCT Active 2024 Big SL | 1 | 2026-05-14 | 07:26 | 87.24 | 2026-05-14 | 08:45 | 86.84 | $-2,025.00 |
| 44 | Long | SI SCT II v2 1m | 1 | 2026-05-14 | 07:01 | 87.61 | 2026-05-14 | 07:05 | 87.42 | $-975.00 |
| 45 | Long | SI SRCT II v2 M 1m | 1 | 2026-05-14 | 07:02 | 87.64 | 2026-05-14 | 07:04 | 87.47 | $-825.00 |
| 46 | Long | GC Gold Wave | 1 | 2026-05-13 | 19:40 | 4702.20 | 2026-05-13 | 21:15 | 4692.20 | $-1,025.00 |
| 47 | Long | NQ VSD Trender | 1 | 2026-05-13 | 14:16 | 29542.25 | 2026-05-13 | 16:15 | 29512.25 | $-625.00 |
| 48 | Short | ES TICK Count Trend II v2 1m | 1 | 2026-05-13 | 14:15 | 7478.00 | 2026-05-13 | 16:15 | 7472.75 | $237.50 |
| 49 | Short | NQ EVP-1 | 1 | 2026-05-13 | 15:56 | 29459.75 | 2026-05-13 | 16:11 | 29506.25 | $-955.00 |
| 50 | Long | NQ Momentum Reversal 2022 | 1 | 2026-05-13 | 10:36 | 29274.25 | 2026-05-13 | 16:11 | 29506.25 | $4,615.00 |
| 51 | Long | NQ TICK Reversal 2023 | 1 | 2026-05-13 | 13:04 | 29470.50 | 2026-05-13 | 15:56 | 29459.75 | $-240.00 |
| 52 | Short | ES TICK Count Trend II v2 2024 1m | 1 | 2026-05-13 | 12:56 | 7465.50 | 2026-05-13 | 15:46 | 7479.75 | $-737.50 |
| 53 | Long | NQ GAPC 2024 | 1 | 2026-05-13 | 10:35 | 29268.50 | 2026-05-13 | 15:30 | 29525.50 | $5,115.00 |
| 54 | Long | NQ GAPC 2020 | 1 | 2026-05-13 | 12:24 | 29397.25 | 2026-05-13 | 15:30 | 29525.50 | $2,540.00 |
| 55 | Short | ES TICK Count Trend II v2 1m | 1 | 2026-05-13 | 13:02 | 7470.00 | 2026-05-13 | 14:15 | 7478.00 | $-425.00 |
| 56 | Short | NQ VR 2024 ATS | 1 | 2026-05-13 | 13:26 | 29467.75 | 2026-05-13 | 14:11 | 29497.25 | $-615.00 |
| 57 | Short | ES TICK Count Trend II v2 1m | 1 | 2026-05-13 | 12:25 | 7462.00 | 2026-05-13 | 13:02 | 7470.00 | $-425.00 |
| 58 | Short | ES TICK Count Trend II v2 2024 1m | 1 | 2026-05-13 | 11:43 | 7445.50 | 2026-05-13 | 12:56 | 7465.50 | $-1,025.00 |
| 59 | Short | ES TICK Count Trend II v2 1m | 1 | 2026-05-13 | 12:23 | 7454.00 | 2026-05-13 | 12:25 | 7462.00 | $-425.00 |
| 60 | Short | ES TICK Count Trend II v2 1m | 1 | 2026-05-13 | 11:43 | 7446.00 | 2026-05-13 | 12:23 | 7454.00 | $-425.00 |
| 61 | Short | ES TICK Count Trend II v2 2024 1m | 1 | 2026-05-13 | 10:24 | 7425.50 | 2026-05-13 | 11:43 | 7445.50 | $-1,025.00 |
| 62 | Short | ES TICK Count Trend II v2 1m | 1 | 2026-05-13 | 11:05 | 7438.00 | 2026-05-13 | 11:43 | 7446.00 | $-425.00 |
| 63 | Long | ES GFR Percent | 1 | 2026-05-13 | 09:48 | 7405.00 | 2026-05-13 | 11:37 | 7442.25 | $1,837.50 |
| 64 | Short | ES TICK Count Trend II v2 1m | 1 | 2026-05-13 | 10:50 | 7430.00 | 2026-05-13 | 11:05 | 7438.00 | $-425.00 |
| 65 | Short | ES TICK Count Trend II v2 1m | 1 | 2026-05-13 | 10:23 | 7422.75 | 2026-05-13 | 10:26 | 7430.75 | $-425.00 |
| 66 | Long | MBT VReversal | 1 | 2026-05-13 | 09:04 | 79675.00 | 2026-05-13 | 10:14 | 79535.00 | $-165.00 |
| 67 | Short | NQ VR 2024 ATS | 1 | 2026-05-13 | 10:02 | 29165.50 | 2026-05-13 | 10:11 | 29162.00 | $45.00 |
| 68 | Short | NQ EVP-1 | 1 | 2026-05-13 | 09:36 | 29257.50 | 2026-05-13 | 09:53 | 29175.00 | $1,625.00 |
| 69 | Long | NQ Open Range | 1 | 2026-05-13 | 09:46 | 29211.00 | 2026-05-13 | 09:47 | 29161.00 | $-1,025.00 |
| 70 | Short | SI MR1 | 1 | 2026-05-13 | 08:40 | 87.15 | 2026-05-13 | 09:05 | 87.39 | $-1,225.00 |
| 71 | Long | MBT Breakout | 1 | 2026-05-12 | 13:01 | 80675.00 | 2026-05-13 | 08:49 | 79675.00 | $-1,025.00 |
| 72 | Short | GC SRCT Active 2024 | 1 | 2026-05-13 | 07:34 | 4710.50 | 2026-05-13 | 08:16 | 4700.50 | $975.00 |
| 73 | Short | SI SRCT Active 2024 Big SL | 1 | 2026-05-13 | 07:15 | 87.83 | 2026-05-13 | 07:35 | 88.23 | $-2,025.00 |
| 74 | Long | GC Gold Wave | 1 | 2026-05-12 | 23:35 | 4709.90 | 2026-05-13 | 02:10 | 4719.90 | $975.00 |
| 75 | Long | GC Gold Wave | 1 | 2026-05-12 | 21:15 | 4722.60 | 2026-05-12 | 21:30 | 4712.60 | $-1,025.00 |
| 76 | Long | NQ Momentum Reversal 2022 | 1 | 2026-05-12 | 13:26 | 28909.00 | 2026-05-12 | 16:11 | 29117.00 | $4,135.00 |
| 77 | Long | NQ Chop II NEWS | 1 | 2026-05-12 | 15:32 | 29075.75 | 2026-05-12 | 15:51 | 29150.75 | $1,475.00 |
| 78 | Short | ES TICK Wave | 1 | 2026-05-12 | 09:41 | 7405.75 | 2026-05-12 | 15:34 | 7421.75 | $-825.00 |
| 79 | Long | NQ Chop II NEWS | 1 | 2026-05-12 | 14:30 | 28998.75 | 2026-05-12 | 15:31 | 29073.75 | $1,475.00 |
| 80 | Short | NQ Open Range | 1 | 2026-05-12 | 09:46 | 29285.25 | 2026-05-12 | 15:31 | 29047.50 | $4,730.00 |
| 81 | Short | NQ Pulse | 1 | 2026-05-12 | 11:16 | 28966.50 | 2026-05-12 | 15:31 | 29066.50 | $-2,025.00 |
| 82 | Short | NQ VR 2024 ATS | 1 | 2026-05-12 | 13:27 | 28890.50 | 2026-05-12 | 15:14 | 29040.50 | $-3,025.00 |
| 83 | Long | CL Cobra Crude 2024 | 1 | 2026-05-12 | 10:00 | 97.20 | 2026-05-12 | 14:30 | 98.05 | $825.00 |
| 84 | Long | NQ Chop II NEWS | 1 | 2026-05-12 | 14:04 | 28926.00 | 2026-05-12 | 14:29 | 29001.00 | $1,475.00 |
| 85 | Short | NQ GCR 2023 | 1 | 2026-05-12 | 13:20 | 28882.75 | 2026-05-12 | 14:27 | 28982.75 | $-2,025.00 |
| 86 | Long | ES GCR 2023 | 1 | 2026-05-12 | 11:25 | 7367.25 | 2026-05-12 | 14:27 | 7407.25 | $1,975.00 |
| 87 | Short | CL MR1 | 1 | 2026-05-12 | 09:50 | 97.27 | 2026-05-12 | 14:15 | 98.07 | $-825.00 |
| 88 | Long | NQ Chop II NEWS | 1 | 2026-05-12 | 13:19 | 28863.50 | 2026-05-12 | 14:03 | 28938.50 | $1,475.00 |
| 89 | Long | NQ Chop II NEWS | 1 | 2026-05-12 | 12:43 | 28784.25 | 2026-05-12 | 13:18 | 28859.25 | $1,475.00 |
| 90 | Long | NQ Chop II NEWS | 1 | 2026-05-12 | 12:23 | 28849.75 | 2026-05-12 | 12:42 | 28789.75 | $-1,225.00 |
| 91 | Short | NQ GCR 2023 | 1 | 2026-05-12 | 11:40 | 28945.25 | 2026-05-12 | 12:42 | 28795.25 | $2,975.00 |
| 92 | Long | NQ Chop II NEWS | 1 | 2026-05-12 | 12:16 | 28908.75 | 2026-05-12 | 12:22 | 28848.75 | $-1,225.00 |
| 93 | Long | NQ Chop II NEWS | 1 | 2026-05-12 | 12:02 | 28837.50 | 2026-05-12 | 12:15 | 28912.50 | $1,475.00 |
| 94 | Long | NQ Chop II NEWS | 1 | 2026-05-12 | 11:26 | 28884.25 | 2026-05-12 | 12:01 | 28824.25 | $-1,225.00 |
| 95 | Long | NQ Chop II NEWS | 1 | 2026-05-12 | 11:18 | 28934.75 | 2026-05-12 | 11:25 | 28874.75 | $-1,225.00 |
| 96 | Short | GC Gap Continuation 2020 | 1 | 2026-05-12 | 10:52 | 4678.90 | 2026-05-12 | 11:23 | 4659.90 | $1,875.00 |
| 97 | Long | NQ Chop II NEWS | 1 | 2026-05-12 | 11:03 | 28993.75 | 2026-05-12 | 11:17 | 28933.75 | $-1,225.00 |
| 98 | Long | NQ Chop II NEWS | 1 | 2026-05-12 | 10:49 | 29055.75 | 2026-05-12 | 11:02 | 28995.75 | $-1,225.00 |
| 99 | Long | NQ Chop II NEWS | 1 | 2026-05-12 | 10:44 | 29113.25 | 2026-05-12 | 10:48 | 29053.25 | $-1,225.00 |
| 100 | Short | NQ Cobra III 1200 SL 15m | 1 | 2026-05-12 | 10:30 | 29191.75 | 2026-05-12 | 10:45 | 29046.75 | $2,875.00 |
Strategies in this portfolio
Strategies with a product on this site are linked.
- NQ GAPC 2020
- NQ Open Range
- NQ Cobra III 2022
- NQ AT 2022
- NQ TICK Wave
- NQ Momentum Reversal 2022
- NQ VSD Divergence
- NQ EVP-1
- NQ MAG 7
- NQ VSD Trender
- NQ Chop II NEWS
- GC Gap Continuation 2020
- GC Gold Wave
- GC SRCT II v2 M 1m
- GC SRCT Active 2024
- CL SRCT II v2 M 1m
- CL Cobra Crude 2024
- SI SRCT II v2 M 1m
- GC SRCT II v2 1m
- ES Cobra CT III 2023
- ES SRCT II v2 1m
- NQ Cobra III 1200 SL 15m
- NQ GAPC 2024
- NQ TICK Reversal 2023
- NQ HVDP
- NQ VR IV
- NQ Pulse
- SI SRCT Active 2024 Big SL
- SI SCT II v2 1m
- SI MR1
- SI GFR
- SI BO A 15m
- SI BO B 15m
- NQ VR 2024 ATS
- GC EVP-2
- GC Gold Flash 2025
- CL SRCT II v2 1m
- CL MR1
- CL VR 2025
- MBT Breakout
- MBT VReversal
- ES TICK Wave
- ES SRCT II v2 CSRV 1m
- ES SRCT II v2M 1m
- ES SRCT II v2M AGR 1m
- ES SRCT II v2M 2024
- ES TICK Count Trend II v2 1m
- ES TICK Count Trend II v2 2024 1m
- ES Mirror
- ES Mirror 2020
- ES GAPF I 700 PT 500 SL
- ES Dynamic Tick Pullback
- ES GCR 2023
- ES GFR Percent
- NQ OT
- NQ GCR 2023
- NQ GFR Percent
Performance results are hypothetical, based on historical data and stated assumptions.
They are for research and illustration only and do not guarantee future performance.
CAPSTONE PORTFOLIO BUILDER
Design and stress test your Portfolio.
Interactively combine multi-strategy, trading system models together, view historical equity curves and drawdowns, and align capital allocations that meet your risk objectives before you trade.
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- See combined equity curve, drawdown, and trade statistics.
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