Real trades. Real numbers.
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Live forward trading. Every metric on this page is computed from real trades executed on a connected broker account. We do not publish backtested performance.

Per-trade expected return at 1% account risk per trade, multiplied by trades per year. Formula: (expectancy in R) × 0.01 × (monthly trades average) × 12. Linear projection, not compounded — more conservative and easier to defend.

Each system commits to a take-profit level (TP1, TP2, or TP3) in advance. Every trade's realized R is measured against that committed target. No cherry-picking the best leg in hindsight.

(mean R / stddev R) × √(trades per year), where trades-per-year comes from the sample's actual time span. Reference scale: 1.0 = decent, 2.0 = professional, 3.0+ = exceptional.

Statistics appear once a trader has completed 10+ closed trades. Below that threshold every aggregate metric has confidence intervals so wide they would mislead more than inform.

Stats refresh every 5 minutes via incremental static regeneration. The trading data is computed from per-trade records on the connected broker account.

Max drawdown is the largest peak-to-trough decline of the cumulative-R equity curve. The percentage shown below it is the same drawdown expressed as account loss assuming 1% account risk per trade — for example, a 10R drawdown means a 10% account drawdown at 1% per-trade risk.

The sum of realized R earned by this AI Trader since January 1 of the current year. A simple, sample-size-agnostic number to see how the system is performing this year.