Order-flow backtest: MES

symbol: MES · timeframe: 5m · data: MADE-UP RANDOM PRICES (demo only) · risk/trade: $250 · min hold: 15m

Net P&L$65217 trades after fees

Win rate41%

Profit factor1.421.5+ is solid

Per trade$38avg 0.14R

Max drawdown-$734peak to trough

Green days7 of 16worst day -$260

Equity curve

By setup grade

	Trades	P&L	Win	Avg R
A+	5	$874	60%	0.69R
A	12	-$222	33%	-0.09R

By liquidity level swept

	Trades	P&L	Win	Avg R
Asia H	1	$520	100%	2.14R
Asia L	5	$192	40%	0.13R
London H	1	-$67	0%	-0.27R
London L	2	-$497	0%	-1.06R
ONH	3	$30	33%	0.02R
PDH	2	-$142	50%	-0.37R
PDL	3	$618	67%	0.89R

By hour (New York)

	Trades	P&L	Win	Avg R
09:00	3	-$295	33%	-0.43R
10:00	6	$505	50%	0.31R
11:00	1	$438	100%	1.95R
13:00	1	-$86	0%	-0.44R
14:00	1	$315	100%	1.29R
15:00	5	-$225	20%	-0.20R

By exit

	Trades	P&L	Win	Avg R
end of day	9	$432	44%	0.18R
stop	5	-$1,200	0%	-1.04R
target	3	$1,420	100%	1.98R

By side

	Trades	P&L	Win	Avg R
long	10	$312	40%	0.12R
short	7	$340	43%	0.17R

Every trade

Entered	Side	Qty	Entry	Exit price	Exit reason	Level	Grade	Held	P&L
Jun 05 15:00	short	4	6030.25	6033.75	end of day	ONH	A	60m	-$75
Jun 09 10:10	short	3	6055.75	6069.00	stop	PDH	A	345m	-$202
Jun 10 13:55	long	3	6075.25	6069.75	end of day	Asia L	A+	125m	-$86
Jun 23 09:55	long	10	6023.75	6019.00	stop	London L	A	45m	-$250
Jul 06 15:35	short	3	6044.50	6052.25	end of day	ONH	A	25m	-$120
Jul 07 11:05	long	5	6049.00	6066.75	target	PDL	A	260m	$438
Jul 13 15:40	long	3	6035.25	6034.00	end of day	PDL	A	20m	-$22
Jul 20 10:55	long	6	6039.75	6032.00	stop	Asia L	A	30m	-$240
Jul 21 15:10	short	6	6036.75	6034.50	end of day	PDH	A	50m	$60
Aug 04 10:40	short	3	6029.25	6014.00	end of day	ONH	A+	320m	$225
Aug 05 09:50	long	9	6014.75	6019.50	end of day	PDL	A	370m	$203
Aug 06 10:05	long	8	6018.25	6012.00	stop	Asia L	A	15m	-$260
Aug 13 14:05	long	7	5979.50	5988.75	end of day	Asia L	A	115m	$315
Aug 19 09:40	long	11	6037.75	6033.50	stop	London L	A+	5m	-$247
Aug 25 10:05	short	13	5985.75	5977.50	target	Asia H	A+	45m	$520
Aug 28 10:15	long	10	5988.25	5997.75	target	Asia L	A+	35m	$463
Aug 28 15:20	short	6	5983.00	5985.00	end of day	London H	A	40m	-$67

Backtests are a rough guide, not a promise. Fills here are conservative: if a bar touches both stop and target, the stop counts, and stops fill one tick past the stop price (so a full loss is slightly more than your risk per trade). Even so, real slippage, news spikes and your own execution will differ. Paper trade the rules before going live.