Algorithmic trading system • fully automated • data‑driven edge
ES Dynamic Tick Pullback
Professional-grade trading algorithm, data-driven research, robust validation, and rules-based execution, developed to seek an edge for mean reversion trading in the Nasdaq futures.
Quantitative Trading Logic
Fully Automated Trading System
Algorithmic Execution
Defined Risk Controls
Why this strategy
Quantitative Trading Logic
- Designed to capture intraday reversal structures with defined risk.
- Fully coded entry & exit rules for strategy automation.
- Structured trade management with precise execution coding.
- Compatible with prop firm constraints and professional accounts.
- Flexilbe multi-platform software subscription and auto trade services.
- Flexilbe multi-platform software subscription and auto trade services.
License Price
$450.00
/year
✔ Secure checkout
✔ Subscription — billed per chosen interval
✔ Install assistance & email support
Capstone Trading Systems
Strategy Performance Snapshot
Updated 2026-04-17 23:44:18 EDT
Net Profit
$17,287.50
Max Drawdown
$8,625.00
Win Rate
55.28%
Total Trades
445
Profit Factor
1.16
Performance summary
Key metrics from the same data used for the equity curve. Hypothetical results.
| Net Profit | $17,287.50 | Profit Factor | 1.16 |
| Max Drawdown | $8,625.00 | Total Trades | 445 |
| Winning Trades | 246 | Losing Trades | 199 |
| Win Rate (%) | 55.28% | Average Winning Trade | $510.77 |
| Average Losing Trade | -$544.54 | Average Trade PnL | $38.85 |
| Largest Win | $575.00 | Largest Loss | -$625.00 |
| Max Consecutive Wins | 8 | Max Consecutive Losses | 6 |
| Annualized Sharpe Ratio | 0.41 | Sortino Ratio | 0.22 |
| Calmar Ratio | 0.15 |
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 | Long | ES Dynamic Tick Pullback | 1 | 2026-03-11 | 13:40 | 6801.75 | 2026-03-11 | 13:41 | 6813.75 | $575.00 |
| 2 | Long | ES Dynamic Tick Pullback | 1 | 2026-03-09 | 13:19 | 6767.75 | 2026-03-09 | 13:26 | 6755.75 | $-625.00 |
| 3 | Long | ES Dynamic Tick Pullback | 1 | 2026-03-09 | 13:01 | 6779.75 | 2026-03-09 | 13:19 | 6767.75 | $-625.00 |
| 4 | Long | ES Dynamic Tick Pullback | 1 | 2026-03-09 | 11:35 | 6754.25 | 2026-03-09 | 11:59 | 6766.25 | $575.00 |
| 5 | Long | ES Dynamic Tick Pullback | 1 | 2026-03-06 | 14:47 | 6812.75 | 2026-03-06 | 15:02 | 6824.75 | $575.00 |
| 6 | Long | ES Dynamic Tick Pullback | 1 | 2026-03-06 | 14:39 | 6811.00 | 2026-03-06 | 14:42 | 6823.00 | $575.00 |
| 7 | Long | ES Dynamic Tick Pullback | 1 | 2026-03-06 | 13:38 | 6809.50 | 2026-03-06 | 14:14 | 6821.50 | $575.00 |
| 8 | Long | ES Dynamic Tick Pullback | 1 | 2026-03-05 | 15:47 | 6866.25 | 2026-03-05 | 15:51 | 6878.25 | $575.00 |
| 9 | Long | ES Dynamic Tick Pullback | 1 | 2026-03-03 | 12:35 | 6838.25 | 2026-03-03 | 12:44 | 6850.25 | $575.00 |
| 10 | Long | ES Dynamic Tick Pullback | 1 | 2026-03-03 | 12:05 | 6840.75 | 2026-03-03 | 12:23 | 6852.75 | $575.00 |
| 11 | Long | ES Dynamic Tick Pullback | 1 | 2026-03-03 | 11:33 | 6819.00 | 2026-03-03 | 11:35 | 6831.00 | $575.00 |
| 12 | Long | ES Dynamic Tick Pullback | 1 | 2026-02-23 | 13:57 | 6900.50 | 2026-02-23 | 14:41 | 6888.50 | $-625.00 |
| 13 | Long | ES Dynamic Tick Pullback | 1 | 2026-02-23 | 13:41 | 6912.50 | 2026-02-23 | 13:57 | 6900.50 | $-625.00 |
| 14 | Long | ES Dynamic Tick Pullback | 1 | 2026-02-12 | 15:43 | 6913.75 | 2026-02-12 | 15:51 | 6901.75 | $-625.00 |
| 15 | Long | ES Dynamic Tick Pullback | 1 | 2026-02-12 | 14:05 | 6933.00 | 2026-02-12 | 14:50 | 6945.00 | $575.00 |
| 16 | Long | ES Dynamic Tick Pullback | 1 | 2025-12-31 | 14:33 | 6969.00 | 2025-12-31 | 15:02 | 6957.00 | $-625.00 |
| 17 | Long | ES Dynamic Tick Pullback | 1 | 2025-12-31 | 14:16 | 6981.00 | 2025-12-31 | 14:33 | 6969.00 | $-625.00 |
| 18 | Long | ES Dynamic Tick Pullback | 1 | 2025-12-16 | 14:05 | 6883.75 | 2025-12-16 | 14:36 | 6895.75 | $575.00 |
| 19 | Long | ES Dynamic Tick Pullback | 1 | 2025-09-25 | 15:09 | 6715.75 | 2025-09-25 | 16:01 | 6720.50 | $212.50 |
| 20 | Long | ES Dynamic Tick Pullback | 1 | 2025-09-02 | 13:59 | 6524.25 | 2025-09-02 | 15:41 | 6536.25 | $575.00 |
| 21 | Long | ES Dynamic Tick Pullback | 1 | 2025-08-14 | 13:41 | 6601.00 | 2025-08-14 | 16:01 | 6605.25 | $187.50 |
| 22 | Long | ES Dynamic Tick Pullback | 1 | 2025-08-01 | 12:57 | 6381.00 | 2025-08-01 | 13:19 | 6369.00 | $-625.00 |
| 23 | Long | ES Dynamic Tick Pullback | 1 | 2025-08-01 | 12:43 | 6393.00 | 2025-08-01 | 12:57 | 6381.00 | $-625.00 |
| 24 | Long | ES Dynamic Tick Pullback | 1 | 2025-08-01 | 12:22 | 6405.00 | 2025-08-01 | 12:43 | 6393.00 | $-625.00 |
| 25 | Long | ES Dynamic Tick Pullback | 1 | 2025-07-16 | 11:36 | 6366.00 | 2025-07-16 | 11:43 | 6378.00 | $575.00 |
| 26 | Long | ES Dynamic Tick Pullback | 1 | 2025-07-15 | 14:58 | 6412.25 | 2025-07-15 | 16:00 | 6400.25 | $-625.00 |
| 27 | Long | ES Dynamic Tick Pullback | 1 | 2025-07-15 | 14:36 | 6424.25 | 2025-07-15 | 14:58 | 6412.25 | $-625.00 |
| 28 | Long | ES Dynamic Tick Pullback | 1 | 2025-07-11 | 15:42 | 6423.75 | 2025-07-11 | 16:01 | 6415.75 | $-425.00 |
| 29 | Long | ES Dynamic Tick Pullback | 1 | 2025-07-11 | 15:07 | 6413.75 | 2025-07-11 | 15:24 | 6425.75 | $575.00 |
| 30 | Long | ES Dynamic Tick Pullback | 1 | 2025-07-11 | 14:55 | 6425.75 | 2025-07-11 | 15:07 | 6413.75 | $-625.00 |
| 31 | Long | ES Dynamic Tick Pullback | 1 | 2025-07-07 | 15:10 | 6378.25 | 2025-07-07 | 15:56 | 6390.25 | $575.00 |
| 32 | Long | ES Dynamic Tick Pullback | 1 | 2025-06-25 | 15:33 | 6258.50 | 2025-06-25 | 16:01 | 6264.00 | $250.00 |
| 33 | Long | ES Dynamic Tick Pullback | 1 | 2025-06-25 | 12:37 | 6259.75 | 2025-06-25 | 13:41 | 6247.75 | $-625.00 |
| 34 | Long | ES Dynamic Tick Pullback | 1 | 2025-06-13 | 12:27 | 6192.25 | 2025-06-13 | 13:11 | 6180.25 | $-625.00 |
| 35 | Long | ES Dynamic Tick Pullback | 1 | 2025-05-23 | 11:56 | 5976.00 | 2025-05-23 | 12:51 | 5988.00 | $575.00 |
| 36 | Long | ES Dynamic Tick Pullback | 1 | 2025-04-30 | 13:06 | 5698.75 | 2025-04-30 | 13:11 | 5686.75 | $-625.00 |
| 37 | Long | ES Dynamic Tick Pullback | 1 | 2025-04-30 | 12:17 | 5697.50 | 2025-04-30 | 12:33 | 5685.50 | $-625.00 |
| 38 | Long | ES Dynamic Tick Pullback | 1 | 2025-04-30 | 11:54 | 5697.00 | 2025-04-30 | 12:06 | 5709.00 | $575.00 |
| 39 | Long | ES Dynamic Tick Pullback | 1 | 2025-04-10 | 14:48 | 5482.00 | 2025-04-10 | 14:51 | 5494.00 | $575.00 |
| 40 | Long | ES Dynamic Tick Pullback | 1 | 2025-04-10 | 14:14 | 5436.75 | 2025-04-10 | 14:16 | 5424.75 | $-625.00 |
| 41 | Long | ES Dynamic Tick Pullback | 1 | 2025-04-10 | 14:16 | 5424.75 | 2025-04-10 | 14:16 | 5436.75 | $575.00 |
| 42 | Long | ES Dynamic Tick Pullback | 1 | 2025-04-07 | 14:29 | 5273.75 | 2025-04-07 | 14:36 | 5285.75 | $575.00 |
| 43 | Long | ES Dynamic Tick Pullback | 1 | 2025-04-07 | 14:12 | 5283.50 | 2025-04-07 | 14:16 | 5295.50 | $575.00 |
| 44 | Long | ES Dynamic Tick Pullback | 1 | 2025-04-07 | 14:07 | 5287.50 | 2025-04-07 | 14:09 | 5299.50 | $575.00 |
| 45 | Long | ES Dynamic Tick Pullback | 1 | 2025-04-04 | 14:15 | 5336.25 | 2025-04-04 | 14:18 | 5324.25 | $-625.00 |
| 46 | Long | ES Dynamic Tick Pullback | 1 | 2025-04-04 | 14:09 | 5348.25 | 2025-04-04 | 14:15 | 5336.25 | $-625.00 |
| 47 | Long | ES Dynamic Tick Pullback | 1 | 2025-04-04 | 11:38 | 5363.25 | 2025-04-04 | 11:39 | 5375.25 | $575.00 |
| 48 | Long | ES Dynamic Tick Pullback | 1 | 2025-04-03 | 12:52 | 5665.00 | 2025-04-03 | 13:22 | 5653.00 | $-625.00 |
| 49 | Long | ES Dynamic Tick Pullback | 1 | 2025-04-03 | 12:34 | 5675.00 | 2025-04-03 | 12:44 | 5687.00 | $575.00 |
| 50 | Long | ES Dynamic Tick Pullback | 1 | 2025-03-28 | 15:18 | 5794.25 | 2025-03-28 | 16:01 | 5793.50 | $-62.50 |
| 51 | Long | ES Dynamic Tick Pullback | 1 | 2025-03-21 | 12:38 | 5859.25 | 2025-03-21 | 12:50 | 5871.25 | $575.00 |
| 52 | Long | ES Dynamic Tick Pullback | 1 | 2025-03-21 | 11:41 | 5838.75 | 2025-03-21 | 12:12 | 5850.75 | $575.00 |
| 53 | Long | ES Dynamic Tick Pullback | 1 | 2025-03-13 | 15:27 | 5751.25 | 2025-03-13 | 15:39 | 5739.25 | $-625.00 |
| 54 | Long | ES Dynamic Tick Pullback | 1 | 2025-03-13 | 15:07 | 5763.25 | 2025-03-13 | 15:27 | 5751.25 | $-625.00 |
| 55 | Long | ES Dynamic Tick Pullback | 1 | 2025-03-13 | 14:54 | 5764.25 | 2025-03-13 | 15:02 | 5776.25 | $575.00 |
| 56 | Long | ES Dynamic Tick Pullback | 1 | 2025-03-10 | 15:45 | 5831.50 | 2025-03-10 | 15:49 | 5843.50 | $575.00 |
| 57 | Long | ES Dynamic Tick Pullback | 1 | 2025-03-04 | 14:32 | 6052.25 | 2025-03-04 | 14:41 | 6064.25 | $575.00 |
| 58 | Long | ES Dynamic Tick Pullback | 1 | 2025-03-04 | 12:51 | 6012.50 | 2025-03-04 | 13:09 | 6024.50 | $575.00 |
| 59 | Long | ES Dynamic Tick Pullback | 1 | 2025-03-04 | 12:42 | 6012.00 | 2025-03-04 | 12:47 | 6024.00 | $575.00 |
| 60 | Long | ES Dynamic Tick Pullback | 1 | 2025-02-12 | 12:33 | 6295.25 | 2025-02-12 | 16:01 | 6293.75 | $-100.00 |
| 61 | Long | ES Dynamic Tick Pullback | 1 | 2025-02-07 | 13:46 | 6281.00 | 2025-02-07 | 14:13 | 6269.00 | $-625.00 |
| 62 | Long | ES Dynamic Tick Pullback | 1 | 2025-02-07 | 13:41 | 6293.00 | 2025-02-07 | 13:46 | 6281.00 | $-625.00 |
| 63 | Long | ES Dynamic Tick Pullback | 1 | 2025-01-10 | 14:11 | 6100.00 | 2025-01-10 | 14:28 | 6112.00 | $575.00 |
| 64 | Long | ES Dynamic Tick Pullback | 1 | 2025-01-10 | 14:06 | 6112.00 | 2025-01-10 | 14:11 | 6100.00 | $-625.00 |
| 65 | Long | ES Dynamic Tick Pullback | 1 | 2025-01-08 | 13:55 | 6160.00 | 2025-01-08 | 14:07 | 6172.00 | $575.00 |
| 66 | Long | ES Dynamic Tick Pullback | 1 | 2025-01-08 | 12:32 | 6139.75 | 2025-01-08 | 12:45 | 6151.75 | $575.00 |
| 67 | Long | ES Dynamic Tick Pullback | 1 | 2025-01-08 | 12:25 | 6151.75 | 2025-01-08 | 12:32 | 6139.75 | $-625.00 |
| 68 | Long | ES Dynamic Tick Pullback | 1 | 2024-12-27 | 15:15 | 6232.75 | 2024-12-27 | 15:51 | 6244.75 | $575.00 |
| 69 | Long | ES Dynamic Tick Pullback | 1 | 2024-12-27 | 15:04 | 6244.75 | 2024-12-27 | 15:15 | 6232.75 | $-625.00 |
| 70 | Long | ES Dynamic Tick Pullback | 1 | 2024-12-27 | 14:27 | 6236.25 | 2024-12-27 | 14:42 | 6248.25 | $575.00 |
| 71 | Long | ES Dynamic Tick Pullback | 1 | 2024-10-23 | 15:12 | 6117.00 | 2024-10-23 | 15:44 | 6129.00 | $575.00 |
| 72 | Long | ES Dynamic Tick Pullback | 1 | 2024-10-21 | 13:19 | 6178.00 | 2024-10-21 | 16:01 | 6188.25 | $487.50 |
| 73 | Long | ES Dynamic Tick Pullback | 1 | 2024-10-03 | 15:02 | 6028.00 | 2024-10-03 | 15:58 | 6040.00 | $575.00 |
| 74 | Long | ES Dynamic Tick Pullback | 1 | 2024-10-03 | 12:53 | 6024.25 | 2024-10-03 | 13:27 | 6036.25 | $575.00 |
| 75 | Long | ES Dynamic Tick Pullback | 1 | 2024-09-11 | 11:57 | 5799.25 | 2024-09-11 | 12:00 | 5811.25 | $575.00 |
| 76 | Long | ES Dynamic Tick Pullback | 1 | 2024-09-06 | 15:36 | 5776.50 | 2024-09-06 | 16:01 | 5772.75 | $-212.50 |
| 77 | Long | ES Dynamic Tick Pullback | 1 | 2024-09-06 | 13:30 | 5776.50 | 2024-09-06 | 14:22 | 5764.50 | $-625.00 |
| 78 | Long | ES Dynamic Tick Pullback | 1 | 2024-08-05 | 12:51 | 5590.00 | 2024-08-05 | 13:23 | 5602.00 | $575.00 |
| 79 | Long | ES Dynamic Tick Pullback | 1 | 2024-08-05 | 12:38 | 5609.50 | 2024-08-05 | 12:47 | 5597.50 | $-625.00 |
| 80 | Long | ES Dynamic Tick Pullback | 1 | 2024-08-05 | 11:51 | 5589.50 | 2024-08-05 | 11:55 | 5601.50 | $575.00 |
| 81 | Long | ES Dynamic Tick Pullback | 1 | 2024-08-02 | 12:56 | 5706.75 | 2024-08-02 | 13:15 | 5718.75 | $575.00 |
| 82 | Long | ES Dynamic Tick Pullback | 1 | 2024-08-02 | 12:51 | 5718.75 | 2024-08-02 | 12:56 | 5706.75 | $-625.00 |
| 83 | Long | ES Dynamic Tick Pullback | 1 | 2024-08-02 | 12:11 | 5712.50 | 2024-08-02 | 12:21 | 5724.50 | $575.00 |
| 84 | Long | ES Dynamic Tick Pullback | 1 | 2024-08-01 | 12:41 | 5841.50 | 2024-08-01 | 13:15 | 5829.50 | $-625.00 |
| 85 | Long | ES Dynamic Tick Pullback | 1 | 2024-08-01 | 12:23 | 5853.50 | 2024-08-01 | 12:41 | 5841.50 | $-625.00 |
| 86 | Long | ES Dynamic Tick Pullback | 1 | 2024-06-14 | 13:42 | 5847.25 | 2024-06-14 | 16:01 | 5854.50 | $337.50 |
| 87 | Long | ES Dynamic Tick Pullback | 1 | 2024-06-13 | 13:38 | 5842.25 | 2024-06-13 | 14:54 | 5854.25 | $575.00 |
| 88 | Long | ES Dynamic Tick Pullback | 1 | 2024-06-07 | 15:01 | 5782.75 | 2024-06-07 | 16:01 | 5773.00 | $-512.50 |
| 89 | Long | ES Dynamic Tick Pullback | 1 | 2024-06-07 | 13:38 | 5793.50 | 2024-06-07 | 14:05 | 5781.50 | $-625.00 |
| 90 | Long | ES Dynamic Tick Pullback | 1 | 2024-04-25 | 14:30 | 5485.00 | 2024-04-25 | 15:03 | 5497.00 | $575.00 |
| 91 | Long | ES Dynamic Tick Pullback | 1 | 2024-04-25 | 14:24 | 5497.00 | 2024-04-25 | 14:30 | 5485.00 | $-625.00 |
| 92 | Long | ES Dynamic Tick Pullback | 1 | 2024-04-25 | 12:42 | 5475.00 | 2024-04-25 | 13:05 | 5487.00 | $575.00 |
| 93 | Long | ES Dynamic Tick Pullback | 1 | 2024-04-10 | 15:34 | 5617.25 | 2024-04-10 | 15:47 | 5629.25 | $575.00 |
| 94 | Long | ES Dynamic Tick Pullback | 1 | 2024-02-13 | 11:52 | 5464.75 | 2024-02-13 | 12:56 | 5452.75 | $-625.00 |
| 95 | Long | ES Dynamic Tick Pullback | 1 | 2024-02-05 | 13:02 | 5444.75 | 2024-02-05 | 14:38 | 5456.75 | $575.00 |
| 96 | Long | ES Dynamic Tick Pullback | 1 | 2024-01-11 | 13:33 | 5277.75 | 2024-01-11 | 14:00 | 5289.75 | $575.00 |
| 97 | Long | ES Dynamic Tick Pullback | 1 | 2024-01-11 | 12:23 | 5260.00 | 2024-01-11 | 12:50 | 5272.00 | $575.00 |
| 98 | Long | ES Dynamic Tick Pullback | 1 | 2024-01-09 | 13:25 | 5274.75 | 2024-01-09 | 16:01 | 5273.75 | $-75.00 |
| 99 | Long | ES Dynamic Tick Pullback | 1 | 2024-01-09 | 11:42 | 5266.50 | 2024-01-09 | 12:10 | 5278.50 | $575.00 |
| 100 | Long | ES Dynamic Tick Pullback | 1 | 2024-01-03 | 14:07 | 5230.00 | 2024-01-03 | 14:12 | 5242.00 | $575.00 |
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.
- Merge multiple strategies into a single portfolio view.
- See combined equity curve, drawdown, and trade statistics.
- Export allocations to deploy in your own trading platforms.