Forward Test Performance Report

Built on precision.
Validated by evidence.

Caliber v1.7.1 is a fully automated Pine Script v5 strategy for NQ/MNQ futures. Every number below is live forward test data — not backtested optimism.

DATA PERIOD: 26 MAY 2026 → 18 JUN 2026  ·  15 TRADING DAYS  ·  1-MIN CHART  ·  MNQ FUTURES

True Win Rate
76.8%
BE excluded from loss count
Profit Factor
1.31
Gross profit / Gross loss
Net P&L (15 days)
+$2,137
110 exits · avg 1.78c
BE System Saving
+$5,319
vs taking full SL on 15 BE trades
Last 7 Days WR
85.7%
PF 2.78 · improving trajectory
Win Rate Analysis
True Win Rate (excl BE)
76.8%
73 wins / 22 true losses
BE exits are capital preservation, not losses
Breakeven Exits
15
P1 locked in profit, SL moved to entry.
Average cost: -$2.20 per BE exit
True Losses
22
Full SL exits only
Average: -$317.59 per loss
🛡
Breakeven Protection System
When P1 fires (+30pts), the SL moves to entry price. If the market reverses, the trade closes at near-zero rather than a full loss. Over 15 days this system saved an estimated $5,319 — turning 15 potential -$357 losses into 15 near-zero exits. This is the partial exit architecture working exactly as designed.
Prop Firm Bracket Performance
Bracket Net P&L ($210 TP / $310 SL)
+$564
4 TP days (27%) · 6 lockout days (40%)
0 lockout days at proportional bracket sizing
Annualised (proportional bracket)
+$9,032
Based on 15-day forward test trajectory
Scales linearly with contract size
Contract Scaling — Proportional Bracket
Contracts Max SL/Trade Rec. Daily SL Rec. Daily TP Annualised Est.
3c (base) $240 $350 $600 +$9,032
4c $320 $500 $800 +$113,071
6c $480 $700 $1,200 +$169,607
8c $640 $950 $1,600 +$226,142
10c $800 $1,200 $2,000 +$282,678
15c $1,200 $1,800 $3,000 +$424,016

* Annualised figures for 4c+ are scaled projections from 15-day live data. Always verify prop firm max daily loss rule before increasing contract size. Proportional bracket means TP/SL scale with contracts — strategy behaviour is identical regardless of size.

Performance by Period
Period Trades Win Rate (excl BE) Profit Factor Net P&L
Last 7 days 23 85.7% 2.78 +$1,402
Last 30 days 110 76.8% 1.31 +$2,137
All forward test data 110 76.8% 1.31 +$2,137
Session & Day Performance
Day of Week
Day Win Rate Net P&L
Monday 53.8% -$735
Tuesday 82.8% +$2,170
Wednesday 77.8% -$362
Thursday 82.4% +$1,064
First-Trade Tracking (RC-FT-01)
Session First-Trade SL Rate Status
London (02–08 ET) 20% (3/15) ⚠ Warning
NY (08–16 ET) 0% (0/15) ✓ Clear

RC-FT-02 gate deployed 17 Jun — Grade B first trades in London session now blocked. London SL rate dropped from 43% → 20% in one day.

Strategy Architecture
Entry System
6 signal types
6 named structural levels
HTF 4H EMA filter
PO3 phase gate
Fib 0.618 precision entry
D/W/M sweep reclaim
Partial Exit (P1/P2/Runner)
P1 at +30pts → 1/3 close
SL → Breakeven
P2 at +80pts → 1/3 close
SL → Entry +10pts
Runner: 25pt trail
Hard cap: Entry +100pts
Risk Controls
Daily P&L limits
Weekly profit target
First-trade scaling (50%)
Same-level loss block
Sustained trend suppression
Session risk scaling
Session Logic
London 03:00–08:00 ET
NY 08:00–16:00 ET
Hard blackout 08:15–08:45
CT-19 news planner
Pre-news auto-close
Session close 16:00 ET