One opening-range breakout and two range fades, on gold and the Nasdaq, in three different sessions. Same year, same risk, one trade a day each. This page pools them.
| ORB Asia | Gold PD fade | NQ range fade | Together | |
|---|---|---|---|---|
| Trades | 75 | 66 | 119 | 260 |
| Win rate | 52.0% | 44.6% | 61.5% | 54.5% |
| Median RR | 2.00 | 2.41 | 1.24 | 1.90 |
| Average RR | 2.00 | 2.28 | 1.16 | 1.69 |
| Per trade | +0.582 R | +0.160 R | +0.234 R | +0.316 R |
| Total | +43.6 R | +10.6 R | +27.9 R | +82.1 R |
| Total, % of the account | +109.0% | +26.4% | +69.7% | +205.2% |
| Profit factor | 2.40 | 1.30 | 1.70 | 1.78 |
| Worst drawdown | 6.2 R | 9.7 R | 7.8 R | 10.6 R |
| Worst losing run | 6 | 10 | 4 | 7 |
| Best winning run | 6 | 7 | 10 | 9 |
| t-statistic | +3.51 | +0.91 | +2.60 | +4.06 |
Bold marks the best of the three on each line. The last column is every trade pooled in date order, one unit of risk each.
| Month | ORB Asia | Gold PD fade | NQ range fade | Total | At 2.5% |
|---|---|---|---|---|---|
| Jan | +8.36 R | -3.65 R | +5.64 R | +10.35 R | +25.9% |
| Feb | +3.57 R | -4.81 R | +8.06 R | +6.82 R | +17.1% |
| Mar | +9.61 R | +3.65 R | +1.14 R | +14.40 R | +36.0% |
| Apr | +5.65 R | +11.11 R | +1.71 R | +18.47 R | +46.2% |
| May | +3.64 R | +2.04 R | +6.63 R | +12.31 R | +30.8% |
| Jun | +3.43 R | +3.02 R | +5.19 R | +11.64 R | +29.1% |
| Jul | +8.04 R | -0.80 R | -4.82 R | +2.42 R | +6.1% |
| Aug | +5.38 R | +1.16 R | +4.47 R | +11.01 R | +27.5% |
| Sep | -4.07 R | -1.15 R | -0.14 R | -5.36 R | -13.4% |
| Total | +43.6 R | +10.6 R | +27.9 R | +82.1 R | +205.2% |
Correlation of monthly R. Near zero means a bad month in one says nothing about the others.
| Pair | Correlation |
|---|---|
| ORB Asia vs Gold PD fade | +0.14 |
| ORB Asia vs NQ range fade | -0.08 |
| Gold PD fade vs NQ range fade | -0.20 |
They can fire on the same day, and a prop firm's daily loss limit counts the day, not the trade.
| Trades in a day | How often |
|---|---|
| 1 | 73 days |
| 2 | 68 days |
| 3 | 17 days |
The worst single day across all three was -2.09 R — -5.24% at 2.5% risk. A 3% daily limit is breached by two full losses at 2.5% risk, so position size has to be set for the number of strategies running, not for one of them.