Backtest: 2025-04-01 → 2026-03-31 · Live: 2026-04-01 → 2026-06-30 (full quarter)
Open MNQ 2 ct + Trace MGC 1 ct — single 50K FP Futures Prop account, one strategy per instrument.
About. Two strategies on the smallest qualifying account. Open MNQ (opening-range breakout on the Nasdaq micro) carries the core; Trace MGC adds an uncorrelated micro-gold setup. PF 2.87, Sharpe 4.31, interquartile range solidly positive.
When to use. Your first deployment. Smallest capital commitment, lowest blow rate among Balanced variants, best Sharpe in the 50K tier. Move up to 100K-Balanced once you have evidence the workflow holds.
At a glance
Rolling last 12 months at 100K preset; forecast metrics from 1,500-path Monte Carlo, 3-year horizon. Viability 3y = % of MC paths that never hit the hard drawdown. Payouts : blow = payouts per one account blow over 3y. TTP = median days to first payout.
Equity curve · backtest + live
Joint daily P&L applied to the $50,000 starting balance, log scale. Gray = pre-publication (2025-04-01 → 2026-03-31); accent = live (2026-04-01 → 2026-06-30), right of the “LIVE →” marker. Dotted red = hard DD floor ($48,000); dotted green = eval target ($53,000).
Quarterly breakdown
Q2’25–Q1’26 pre-publication · Q2’26 live. Portfolio as sized.
| Quarter | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|
| Q2'25 | +$1,798 | 83.3% | 6 | $590 |
| Q3'25 | +$2,389 | 47.4% | 57 | $658 |
| Q4'25 | +$4,309 | 51.2% | 43 | $824 |
| Q1'26 | +$8,618 | 63.2% | 38 | $848 |
| Q2'26 live | +$5,450 | 59.4% | 32 | $598 |
What's running
| Strategy | Qty | Role |
|---|---|---|
| Open MNQ | 2 ct | Opening-range breakout, retest confirmation, hard EOD flat — core return driver. |
| Trace MGC | 1 ct | Asymmetric R-multiple breakouts on micro gold — low-frequency, uncorrelated. |
Full metrics
Net / yr range · P25–P75 (1,500-path Monte Carlo)
| Percentile | Net / yr | Meaning |
|---|---|---|
| P25 · lower quartile | $10.1k | Bottom 25% of simulated paths |
| MEDIAN (P50) | $11.2k | Typical outcome — 50% better / 50% worse |
| P75 · upper quartile | $12.5k | Top 25% of paths |
Day-level performance
% of trading days with positive joint P&L over the 12-month empirical sample. This is a portfolio-level day-WR, not trade-WR. In prop firm context, this is meaningful for consistency rules.
Risk-adjusted ratios
How these numbers were calculated
Trade counts, win rates, profit factors and drawdown come directly from the TradingView Strategy Tester for the presets shown. Live Q2’26 figures are live-tracked and modeled results. Both reproduce 1:1.
DD%, pace and percentile breakdowns are computed from the same trade list using standard methodology — reproducible in Excel or Python.
Time-to-payout, Net $/yr ranges and modeled blow rate come from a 1,500-path Monte Carlo over a 3-year horizon. Block bootstrap (5-day blocks) preserves streak autocorrelation.
Risk disclosure
50K-Balanced's blow rate is 1.07% per year. Empirical maximum drawdown on the backtest (Apr 2025 — Mar 2026) was $1,248 — 62.4% of the hard DD budget; live-quarter max DD $598. The lower-quartile (P25) outcome is $14.1k/yr. Trade-WR 54.2% ≈ 54 of 100 trades profitable. Day-WR 60.6%.
Other portfolios
All 12 configurations. Click any to view its detail page.
Get 50K-Balanced + everything else.
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