Performance

What the engine's own closed trades have returned, measured in units of risk. The trades Sam placed by hand before the engine existed are held in a separate book here and are never added in.

Engine state Gate mode — Regime — Read only

The engine's own record

—

Closed trades the engine both chose and managed. Nothing Sam placed by hand is counted in any number in this block.

Average R · engine era

—

Loading the trade record…

Trades

—

Win rate

—

Losses past the stop

—

Two books, side by side

—

The same statistic worked out inside each book, so the difference between them is visible and the two are never read as one record.

These are two different populations and adding them together corrupts every number on this page. The engine era is trades the engine chose from the queue and then managed to an exit. Pre-engine is Sam's own manual book from before the engine was running: the engine did not size those trades, did not set those stops and did not exit them. The blended column on the right is what the endpoint reports across both books at once. It is kept because it is what the endpoint says, not because it is a fair reading of the system.

Scrolls sideways — 4 columns

—

Losses past the stop

—

A loss is past its stop when the realised R is worse than −1.05. The 0.05 of slack absorbs the slippage a gap through the stop costs, which is not the engine's fault. That slack is also where a small overshoot can hide, so every trade sitting inside it is listed by name.

Engine era—

—

Pre-engine—

—

The watched band — every trade between −1.00R and −1.05R—

Scrolls sideways — 6 columns

Counted as slippage on a gap, not as losses past the stop. If this list grows, the −1.05 cutoff is hiding overshoots.
Ticker	Book	R	P&L	Exit	Closed

What the cutoff is worth

The count of losses past the stop depends entirely on where the line is drawn. Move the line and the engine-era count changes. This is the known weakness of a −1.05 cutoff, put in numbers rather than left to be discovered.

Trades at or past each cutoff, counted separately in each book.
Cutoff	Engine era	Pre-engine	Both books	What it is

Book in view

—

R-multiple distribution

—

How the results are spread, in the endpoint's own buckets. The muted count after each bar is that bucket's total across both books, so the filter hides nothing.

—

By tactic

—

Every row rests on a handful of trades, so each carries its sample size beside the number rather than in a footnote. None of these is a result yet.

Scrolls sideways — 6 columns

Tactic rows exactly as the endpoint groups them, with the book each row belongs to.
Tactic	Book	Trades	Win rate	Avg R	Read it as

—

Every closed trade

—

The record itself, newest close first, exactly as the endpoint returns it.

Scrolls sideways — 9 columns

Closed trades with a realised R multiple.
Ticker	Book	Tactic	Source	R	P&L	Stop	Exit	Closed

Closed is the session date as stored. The endpoint carries no time of day for a close, so none is shown.

How this is measured

R multiple: A trade's result divided by the money it was risking when it opened: (exit − entry) × shares over (entry − the original stop) × shares. A trade that loses exactly what it set out to risk is −1.00R.
Average R: The mean result of every closed trade in the book, in R. Above zero the book makes money over time; below zero it loses. It is not a forecast, and over ten trades it is barely a measurement.
Profit factor: All the R won divided by all the R lost. Above 1.00× the winners outweigh the losers. It is shown as a multiplier because that is what it is.
Past the stop: A realised R worse than −1.05. The threshold was set by Sam on 2026-07-30. Anything between −1.00R and −1.05R is accepted as slippage on a gap and is listed by name above, because that band is where a real overshoot could hide.
Engine era: Trades whose source is QUEUE: the engine ranked them, sized them, set the stop and took them out. This is the only population that says anything about whether the engine works.
Pre-engine: Trades whose source is BACKFILL: Sam's own manual positions, loaded into the journal so the account history is complete. The engine managed none of them. They carry no tactic tag, which is why the endpoint groups them as (untagged).
The stop that changed: Trades closed before 2026-07-14 ran under the old close-confirmed stop, which could only act at the end of a session. The hard intraday stop went live on 2026-07-14, and RAL at −1.00R was the first trade to close under it.
Precision: This endpoint stores each trade's R rounded to two decimals. A trade printed at exactly −1.00R may sit a fraction either side of the line at source, which is why the band is watched by name and not only by count.
What is not here: Open positions. Every number on this page comes from a closed trade with a realised R, so a position still running contributes nothing until it is out.