Trading journal
·NQ · MNQ·00:00:1811:52:05 Chicago

78 round trips, 18-second median hold on NQ

Net after fees+$1,690.43Gross +$1,961.50 · Fees$271.07
Round trips78158 fills
Hit rate73.8%59 / 21
Median hold34sfastest 0.4s
Deepest drawdown−$252.06peak +$1,690.43

The first entry in this journal. The strategy runs on NQ, in and out continuously with fixed profit targets. On NQ alone the median hold is 18 seconds; including the slower MNQ side it is 34 seconds.

The interesting part is not the number but its shape: average win and average loss are nearly equal, so the entire edge comes from hit rate. With this session's win/loss pair, breakeven sits at 51.5% — the session hit 73.8%.

At 11:50 there is a cluster worth watching: four consecutive shorts, all entered at 30,945.25 and all covered at 30,942.50, 2.75 points each, inside 95 seconds. Price held a narrow band and the same level paid four times.

The MNQ side went the other way: 10 round trips, median hold 328 seconds — eighteen times slower — and it finished negative. Same trader, same day, different tempo.

Cumulative net through the session

00h02h03h04h05h06h07h08h10h11h−$76+$1690

Price and where the trades sat

00:0002:0004:0006:0008:0010:0012:0030,67030,83430,998
Buy (long)Sell (short)ProfitLossMark sits at the exit price and time

By instrument

ENQ68 · 53/15 · 18s+$1,722.96
MNQ10 · 6/6 · 5.5m−$32.53

Where profits were taken

$45×21
$55×5
$50×3
$10×3
$85×3
$35×2
$20×2
$125×2
$70×2
$75×2

Net by hour

00h+$203
02h−$25
03h+$344
04h−$1
05h+$239
06h+$64
07h+$352
08h+$229
10h+$10
11h+$276

Breakeven hit rate

Average win+$53.51
Average loss−$56.93
51.5% needed with this win/loss pair73.8%

Every round trip

#InOutSideHeldEntryExitPointsGrossFeesNetRunning
100:02:4900:09:53BUY MNQ 27.1m30817.5030807.75-9.75−$19.50$1.83−$21.33−$21.33
200:16:2600:20:18BUY MNQ 13.9m30798.2530790.50-7.75−$15.50$1.22−$16.72−$38.05
300:17:2200:20:18BUY MNQ 12.9m30795.7530790.50-5.25−$10.50$1.22−$11.72−$49.77
400:20:3900:21:30BUY ENQ 151s30789.5030791.50+2.00+$40.00$3.78+$36.22−$13.55
500:21:3500:24:26SELL ENQ 12.9m30799.2530800.50-1.25−$25.00$3.78−$28.78−$42.33
600:24:4100:24:46SELL ENQ 14.7s30794.5030792.00+2.50+$50.00$3.78+$46.22+$3.89
700:24:5200:25:00SELL ENQ 17.4s30792.2530789.75+2.50+$50.00$3.78+$46.22+$50.11
800:25:1100:25:23BUY ENQ 113s30790.5030793.00+2.50+$50.00$3.78+$46.22+$96.33
900:25:4200:27:12BUY ENQ 11.5m30791.7530792.25+0.50+$10.00$3.78+$6.22+$102.55
1000:41:1400:44:11SELL MNQ 12.9m30822.0030811.50+10.50+$21.00$1.22+$19.78+$122.33
1100:45:2300:45:34BUY ENQ 112s30824.0030825.75+1.75+$35.00$3.78+$31.22+$153.55
1200:45:3700:50:30SELL ENQ 14.9m30825.0030830.50-5.50−$110.00$3.78−$113.78+$39.77
1300:50:1200:50:30SELL ENQ 118s30840.7530830.50+10.25+$205.00$3.78+$201.22+$240.99
1400:50:4700:51:44SELL ENQ 157s30831.0030831.50-0.50−$10.00$3.78−$13.78+$227.21
1502:03:5902:05:08BUY MNQ 11.1m30764.5030785.50+21.00+$42.00$1.22+$40.78+$267.99
1602:05:3302:05:39BUY ENQ 16.3s30773.5030774.00+0.50+$10.00$3.78+$6.22+$274.21
1702:06:0502:09:28BUY ENQ 13.4m30776.0030775.25-0.75−$15.00$3.78−$18.78+$255.43
1802:09:5802:10:06SELL ENQ 18.0s30780.5030778.25+2.25+$45.00$3.78+$41.22+$296.65
1902:10:1202:13:14SELL ENQ 13.0m30777.5030775.25+2.25+$45.00$3.78+$41.22+$337.87
2002:24:1102:32:26BUY MNQ 18.2m30769.7530776.50+6.75+$13.50$1.22+$12.28+$350.15
2102:30:5202:32:26BUY MNQ 11.6m30761.5030776.50+15.00+$30.00$1.22+$28.78+$378.93
2202:35:4102:47:25SELL ENQ 111.7m30763.2530773.75-10.50−$210.00$3.78−$213.78+$165.15
2302:37:5902:47:25SELL ENQ 19.4m30774.7530773.75+1.00+$20.00$3.78+$16.22+$181.37
2402:43:3702:47:25SELL ENQ 13.8m30775.0030773.75+1.25+$25.00$3.78+$21.22+$202.59
2503:05:2703:05:36BUY ENQ 19.2s30734.7530737.00+2.25+$45.00$3.78+$41.22+$243.81
2603:06:0703:06:10BUY ENQ 13.5s30736.5030738.75+2.25+$45.00$3.78+$41.22+$285.03
2703:06:4203:07:07BUY ENQ 125s30740.0030742.25+2.25+$45.00$3.78+$41.22+$326.25
2803:09:0303:09:05SELL ENQ 12.6s30737.7530735.50+2.25+$45.00$3.78+$41.22+$367.47
2903:18:0403:18:53BUY ENQ 149s30717.5030716.50-1.00−$20.00$3.78−$23.78+$343.69
3003:19:0503:19:19SELL ENQ 115s30718.2530717.25+1.00+$20.00$3.78+$16.22+$359.91
3103:19:3003:19:59BUY ENQ 129s30722.2530724.50+2.25+$45.00$3.78+$41.22+$401.13
3203:21:2803:22:53BUY ENQ 11.4m30717.7530707.50-10.25−$205.00$3.78−$208.78+$192.35
3303:22:5703:23:31BUY ENQ 134s30707.2530712.75+5.50+$110.00$3.78+$106.22+$298.57
3403:23:2203:23:31BUY ENQ 19.3s30706.5030712.75+6.25+$125.00$3.78+$121.22+$419.79
3503:25:1803:25:38SELL ENQ 120s30708.0030708.50-0.50−$10.00$3.78−$13.78+$406.01
3603:26:0103:26:03BUY ENQ 12.0s30702.2530704.50+2.25+$45.00$3.78+$41.22+$447.23
3703:03:3503:29:17BUY MNQ 125.7m30750.5030684.50-66.00−$132.00$1.22−$133.22+$314.01
3803:27:0203:32:41BUY ENQ 15.7m30697.5030692.50-5.00−$100.00$3.78−$103.78+$210.23
3903:28:0103:32:41BUY ENQ 14.7m30693.0030692.50-0.50−$10.00$3.78−$13.78+$196.45
4003:33:0003:34:53BUY ENQ 11.9m30682.0030688.25+6.25+$125.00$3.78+$121.22+$317.67
4103:42:0503:42:19SELL ENQ 114s30751.0030748.75+2.25+$45.00$3.78+$41.22+$358.89
4203:42:5103:46:27SELL ENQ 13.6m30751.0030746.50+4.50+$90.00$3.78+$86.22+$445.11
4303:42:5103:46:27SELL ENQ 13.6m30751.7530746.50+5.25+$105.00$3.78+$101.22+$546.33
4404:51:5905:25:03SELL MNQ 133.1m30809.2530798.25+11.00+$22.00$1.22+$20.78+$567.11
4504:52:2105:25:03SELL MNQ 132.7m30825.0030798.25+26.75+$53.50$1.22+$52.28+$619.39
4605:43:5605:44:00SELL ENQ 14.2s30827.7530825.50+2.25+$45.00$3.78+$41.22+$660.61
4705:45:3705:45:41BUY ENQ 14.4s30815.2530817.50+2.25+$45.00$3.78+$41.22+$701.83
4805:46:3805:46:57SELL ENQ 119s30810.7530808.50+2.25+$45.00$3.78+$41.22+$743.05
4905:50:2405:51:29SELL ENQ 11.1m30830.0030827.75+2.25+$45.00$3.78+$41.22+$784.27
5006:10:1906:10:57BUY ENQ 139s30784.0030787.50+3.50+$70.00$3.78+$66.22+$850.49
5106:22:3606:22:38SELL ENQ 11.9s30793.5030791.25+2.25+$45.00$3.78+$41.22+$891.71
5206:41:5306:45:50BUY ENQ 14.0m30803.7530801.75-2.00−$40.00$3.78−$43.78+$847.93
5307:03:5807:04:16SELL ENQ 118s30789.0030786.75+2.25+$45.00$3.78+$41.22+$889.15
5407:04:2007:04:25SELL ENQ 15.3s30789.5030789.00+0.50+$10.00$3.78+$6.22+$895.37
5507:11:2607:11:31BUY ENQ 15.0s30761.2530763.50+2.25+$45.00$3.78+$41.22+$936.59
5607:11:3907:11:41BUY ENQ 12.1s30765.5030764.50-1.00−$20.00$3.78−$23.78+$912.81
5707:11:4507:11:47BUY ENQ 11.8s30763.7530762.25-1.50−$30.00$3.78−$33.78+$879.03
5807:11:4907:11:59BUY ENQ 111s30764.0030766.25+2.25+$45.00$3.78+$41.22+$920.25
5907:12:0307:12:44BUY ENQ 141s30768.0030766.25-1.75−$35.00$3.78−$38.78+$881.47
6007:12:5207:21:38BUY ENQ 18.8m30767.0030770.75+3.75+$75.00$3.78+$71.22+$952.69
6107:25:1207:26:00SELL ENQ 148s30777.0030774.75+2.25+$45.00$3.78+$41.22+$993.91
6207:32:1507:32:18SELL ENQ 13.4s30785.5030783.25+2.25+$45.00$3.78+$41.22+$1,035.13
6307:34:4007:35:32SELL ENQ 153s30785.0030782.75+2.25+$45.00$3.78+$41.22+$1,076.35
6407:40:5507:41:10SELL ENQ 115s30777.2530775.50+1.75+$35.00$3.78+$31.22+$1,107.57
6507:52:3007:52:42BUY ENQ 112s30753.2530757.50+4.25+$85.00$3.78+$81.22+$1,188.79
6607:54:2407:54:41SELL ENQ 118s30757.5030756.75+0.75+$15.00$3.78+$11.22+$1,200.01
6708:06:3308:06:33SELL ENQ 10.8s30773.2530769.00+4.25+$85.00$3.78+$81.22+$1,281.23
6808:06:4208:06:50SELL ENQ 17.8s30775.5030772.00+3.50+$70.00$3.78+$66.22+$1,347.45
6908:32:3608:32:40SELL ENQ 14.8s30864.2530860.00+4.25+$85.00$3.78+$81.22+$1,428.67
7010:38:3210:39:53SELL ENQ 11.3m30899.7530895.75+4.00+$80.00$3.78+$76.22+$1,504.89
7110:41:0210:41:41BUY ENQ 139s30901.5030893.75-7.75−$155.00$3.78−$158.78+$1,346.11
7210:42:1110:42:12BUY ENQ 10.4s30897.2530900.00+2.75+$55.00$3.78+$51.22+$1,397.33
7310:42:1810:43:12BUY ENQ 153s30900.2530902.50+2.25+$45.00$3.78+$41.22+$1,438.55
7411:47:1111:48:38BUY ENQ 11.4m30921.2530925.00+3.75+$75.00$3.78+$71.22+$1,509.77
7511:50:3311:50:36SELL ENQ 12.9s30945.2530942.50+2.75+$55.00$3.78+$51.22+$1,560.99
7611:50:4511:50:57SELL ENQ 112s30945.2530942.50+2.75+$55.00$3.78+$51.22+$1,612.21
7711:51:0011:51:08SELL ENQ 18.2s30945.2530942.50+2.75+$55.00$3.78+$51.22+$1,663.43
7811:51:5111:52:05SELL ENQ 114s30945.2530942.50+2.75+$55.00$3.78+$51.22+$1,714.65
78 round trips59/19 · 76% hit rateGross +$1,984.50Fees $269.85Net +$1,714.65