Explore a three-year execution replay and inspect the trades behind the curve.
Grouped by exit month in New York time.
| MNQ | Trades | Win rate | Net P&L |
|---|
Drawdown in the replay above uses closed trade equity. The experiments below measure adverse movement while trades are open.
Select a date to inspect the replay trades closed that day.
Inspect all 1,741 simulated closes by date, side, size, or exit reason.
| Exit date · ET | Side | MNQ | Confidence | Hold | Exit reason | Net P&L |
|---|
| System | Net P&L | Max DD | Trades | $5k DD ceiling |
|---|
Three-year simulations include $1.70 round-trip commission per MNQ and the selected slippage assumption. Candidate selection used the historical archive, and the rankings reflect that research process.
Each row combines an independent entry strategy with 92 in a shared position slot. The table ranks historical outcomes by net profit.
| Configuration | Family | Net P&L | Max DD | Stress DD | Trades |
|---|
Goobers records signal decisions, order events and exit reasons. Its private workspace separates live fills from a forward paper comparison. The public demo packages only historical simulation data and runs as a static site.
Define candidate rules, replay minute-level fills, compare profit and drawdown, then rerun with higher slippage. When filter combinations kept finding similar trades, the research expanded to independent entry systems and a shared position limit.
Trading hypotheses and risk limits guide the work. AI helps implement the rules, trace execution behavior and build the interface. Archived inputs, explicit fill assumptions and separate-period checks make the results reviewable.