SIGMA QUANT

Multi-Symbol

Performance Overview

Primary Quant Metrics

Net P&L
$1,980.59
Win Rate
16.8%
Profit Factor
1.61
Sharpe
0.12
Sortino
0
Max Drawdown
1.3%
Expectancy
$3.54
Average R
0R
Total Trades
559
W/L Ratio
0.20

Protocol DNA

v5.1

Protocol Version
5.1
HTF Alignment
Full Convergence
Min Age (Bars)
22
HTF Zone Logic
Enabled
Timeframe
M5
Exit Mode
DYNAMIC_MULTI_TOUCH
Initial Balance
$100,000

Risk Tails

VaR & Stress

VaR 95%-0.18%
Tail Ratio2.30
SQN0.00

Stability Model

IS/OOS Validation

FAILED
Net Shift-3.74$
Build (IS)
22.3%
$4.67
Test (OOS)
17.9%
$0.93
Win-Rate Stability-4.4%
No Efficiency Data

Equity Curve

Balance & Growth

+2.0%

Monthly Performance

R-Multiple Return

2026
Jan0.0R
Feb0.0R
Mar0.0R
Apr0.0R
May0.0R
Jun0.0R
Jul0.0R
Aug0.0R
Sep0.0R
Oct0.0R
Nov0.0R
Dec0.0R
YTD Performance0.0R

Result Distribution

Win / Loss / BE

WIN (59%)
LOSS (29%)

Session Breakdown

Timezone Distribution

Top
Asia

Vector Regime

Trend Alignment (Royal Flush)

5/5=ROYAL
Expectancy (R)
TREND
0%0.0R
NEUTRAL
0%0.0R
COUNTER
0%0.0R

Touch Performance

Depth Efficiency

Avg R
0.0R
Best Vol

Recent Trades

Live Execution Log

559 active
Page 1 of 12
TicketTimeTypeCascadeEntryExitReasonDurationMAE / MFEP&L
#1152
10:59 PMN/A • N/A
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1687.120001685.99000--
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-2.26+0.00R
#1151
09:45 PMN/A • N/A
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1684.980001685.99000--
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+2.02+0.00R
#1150
07:17 PMN/A • N/A
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1681.660001685.99000--
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+8.66+0.00R
#1149
07:17 PMN/A • N/A
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1681.850001685.99000--
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+8.28+0.00R
#1147
07:16 PMN/A • N/A
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1686.560001685.99000--
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-0.57+0.00R
#1143
06:59 PMN/A • N/A
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1693.780001682.53000--
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-11.25+0.00R
#1138
06:34 PMN/A • N/A
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1702.520001698.03000--
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-8.98+0.00R
#1137
05:44 PMN/A • N/A
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1705.270001698.52000--
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-6.75+0.00R
#1136
03:45 PMN/A • N/A
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1700.750001695.65000--
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-10.20+0.00R
#1131
03:42 PMN/A • N/A
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1696.190001690.26000--
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-11.86+0.00R
#1125
03:42 PMN/A • N/A
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1697.870001692.22000--
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-11.30+0.00R
#1122
03:42 PMN/A • N/A
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1699.630001695.26000--
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-8.74+0.00R
#1118
03:42 PMN/A • N/A
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1701.980001695.59000--
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-12.78+0.00R
#1116
03:42 PMN/A • N/A
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1705.760001700.12000--
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-11.28+0.00R
#1108
03:37 PMN/A • N/A
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1710.910001706.87000--
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-12.12+0.00R
#1107
03:06 PMN/A • N/A
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1713.660001708.29000--
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-10.74+0.00R
#1106
09:01 AMN/A • N/A
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1713.640001706.91000--
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-13.46+0.00R
#1105
08:07 AMN/A • N/A
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1711.750001706.65000--
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-10.20+0.00R
#1104
07:47 AMN/A • N/A
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1712.500001707.79000--
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-9.42+0.00R
#1103
06:55 AMN/A • N/A
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1712.260001706.87000--
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-10.78+0.00R
#1102
05:30 AMN/A • N/A
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1710.300001704.91000--
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-10.78+0.00R
#1100
03:00 AMN/A • N/A
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1712.840001707.94000--
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-9.80+0.00R
#1099
03:00 AMN/A • N/A
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1713.240001709.24000--
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-12.00+0.00R
#1098
09:20 PMN/A • N/A
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1700.240001700.21000--
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-0.06+0.00R
#1097
09:09 PMN/A • N/A
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1701.810001696.60000--
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-10.42+0.00R
#1096
09:06 PMN/A • N/A
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1703.690001697.78000--
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-11.82+0.00R
#1094
06:57 PMN/A • N/A
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1703.540001698.52000--
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-10.04+0.00R
#1093
06:36 PMN/A • N/A
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1702.360001696.10000--
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-12.52+0.00R
#1092
06:13 PMN/A • N/A
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1700.980001700.96000--
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-0.04+0.00R
#1091
05:01 PMN/A • N/A
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1704.040001695.93000--
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#1082
03:31 PMN/A • N/A
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1704.450001699.37000--
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-10.16+0.00R
#1081
03:26 PMN/A • N/A
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1707.540001701.78000--
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-11.52+0.00R
#1080
03:23 PMN/A • N/A
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1709.010001703.55000--
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-10.92+0.00R
#1079
01:18 PMN/A • N/A
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1706.240001701.48000--
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-9.52+0.00R
#1078
10:33 AMN/A • N/A
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1705.770001701.48000--
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-12.87+0.00R
#1076
09:04 AMN/A • N/A
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1710.480001705.99000--
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-8.98+0.00R
#1075
05:39 AMN/A • N/A
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1709.970001701.78000--
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-8.19+0.00R
#1074
10:56 PMN/A • N/A
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1706.980001698.78000--
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-8.20+0.00R
#1073
10:22 PMN/A • N/A
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1702.980001696.85000--
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-12.26+0.00R
#1072
10:06 PMN/A • N/A
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1705.550001700.03000--
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-11.04+0.00R
#1071
05:05 PMN/A • N/A
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1697.700001697.69000--
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-0.02+0.00R
#1068
05:02 PMN/A • N/A
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1693.730001693.71000--
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-0.02+0.00R
#1065
05:01 PMN/A • N/A
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1696.020001696.01000--
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-0.02+0.00R
#1063
04:55 PMN/A • N/A
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1698.970001692.20000--
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-13.54+0.00R
#1061
04:50 PMN/A • N/A
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1703.150001697.09000--
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-12.12+0.00R
#1057
04:11 PMN/A • N/A
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1710.170001703.06000--
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-14.22+0.00R
#1056
03:00 PMN/A • N/A
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1708.820001703.90000--
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-9.84+0.00R
#1055
02:43 PMN/A • N/A
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1710.220001704.84000--
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-10.76+0.00R
#1054
01:31 PMN/A • N/A
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1709.350001702.11000--
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-14.48+0.00R
#1053
11:31 AMN/A • N/A
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1700.020001695.38000--
+00
-9.28+0.00R