Trace
Asymmetric R-multiple
Trace targets asymmetric R-multiple setups: small initial stops paired with relatively large profit targets. The result is a strategy that can sustain a lower win rate while still producing a strong profit factor through average win >> average loss. Total +$76,970 across all tracks at 100K presets (Apr 2025 – Sep 2026): modeled +$59,433, live +$17,536; best PF 2.42 (XAU).
At a glance
2.42 best PF (XAU) · 49.3% best WR (NAS)
Best-performing instrument per metric (max 3 from one instrument), total Apr 2025 – Sep 2026 at the 100K preset; modeled and live layers per instrument below. Forecast metrics: Monte Carlo, 1,500 paths, 3-year horizon, input Apr 2025 – Sep 2026. Viability 3y = % of MC paths that never hit the hard drawdown. Payout potential : blow = full payout units reached in profit per one account blow over 3y (potential, not a payout schedule). TTP = median days to first payout unit.
Take Trace’s numbers with you.
The Playbook puts Trace next to every other strategy and portfolio in the catalogue, modeled and live shown separately, with the preset for each account tier. One PDF, then our letters with what the systems did.
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100K FP preset (1 ct) · standalone
1.79 PF · 47.4% Win rate · $1,559 Max DD (EOD) · 1.88 Sharpe
Equity curve · modeled + live
Daily P&L applied to the $100,000 starting balance at the 100K FP preset (1 ct), log scale. Gray = modeled (2025-04-01 → 2026-03-31); accent = live (2026-04-01 → 2026-09-30), right of the “LIVE →” marker.
Modeled 12 months (Apr 2025 – Mar 2026) · detail
Quarterly breakdown · modeled Q2'25–Q1'26, live since Q2'26
| Quarter | Layer | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|---|
| Q2'25 | modeled | +$1,386 | 55.6% | 18 | $363 |
| Q3'25 | modeled | +$1,676 | 45.0% | 40 | $420 |
| Q4'25 | modeled | +$899 | 41.4% | 29 | $983 |
| Q1'26 | modeled | +$5,529 | 65.0% | 20 | $472 |
| Q2'26 live | live | +$826 | 52.6% | 19 | $1,050 |
| Q3'26 live | live | −$955 | 35.7% | 28 | $1,524 |
Drawdowns are EOD basis; intrabar peak-to-trough runs higher. Live quarters are real-account results at the same preset.
Stats · modeled and live, separately
| Layer | Avg win / loss | W:L | Largest win / loss | Max DD EOD | Sharpe | Sortino | Calmar | Avg bars |
|---|---|---|---|---|---|---|---|---|
| Modeled Apr 2025 – Mar 2026 | $295 / −$118 | 2.50 | $1,533 / −$326 | $1,179 (1.18%) | 2.86 | 8.36 | 8.05 | 5.9 |
| Live Apr 2026 – Sep 2026 | $280 / −$213 | 1.31 | $789 / −$546 | $1,559 (1.56%) | -0.08 | -0.12 | -0.17 | 6.9 |
TradeZella merges partial exits into one position, so its trade count runs below the TradingView trade list; net P&L matches to the dollar.
Account sizing · Monte Carlo 1,500 paths × 3y
| Account | Qty | Blow/y | Net/y P50 (MC) | Median TTP | Status |
|---|---|---|---|---|---|
| 50K FP | 1 ct | 3.36% | $4,276 | 128d | SAFE |
| 100K FP | 1 ct | 0.76% | $4,276 | 270d | SAFE |
| 150K FP | 2 ct | 2.34% | $8,553 | 196d | SAFE |
Monte Carlo, 1,500 paths, 3-year horizon, input Apr 2025 – Sep 2026. Forecast layer, separate from modeled and live results above. Drawdown floor: end-of-day trailing.
100K FP preset (2 ct) · standalone
2.18 PF · 36.5% Win rate · $2,092 Max DD (EOD) · 1.65 Sharpe
Equity curve · modeled + live
Daily P&L applied to the $100,000 starting balance at the 100K FP preset (2 ct), log scale. Gray = modeled (2025-04-01 → 2026-03-31); accent = live (2026-04-01 → 2026-09-30), right of the “LIVE →” marker.
Modeled 12 months (Apr 2025 – Mar 2026) · detail
Quarterly breakdown · modeled Q2'25–Q1'26, live since Q2'26
| Quarter | Layer | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|---|
| Q2'25 | modeled | +$4,488 | 62.5% | 8 | $369 |
| Q3'25 | modeled | −$154 | 16.7% | 18 | $707 |
| Q4'25 | modeled | +$2,497 | 44.4% | 18 | $865 |
| Q1'26 | modeled | +$2,398 | 50.0% | 8 | $651 |
| Q2'26 live | live | +$805 | 33.3% | 12 | $1,007 |
| Q3'26 live | live | −$311 | 30.0% | 10 | $1,487 |
Drawdowns are EOD basis; intrabar peak-to-trough runs higher. Live quarters are real-account results at the same preset.
Stats · modeled and live, separately
| Layer | Avg win / loss | W:L | Largest win / loss | Max DD EOD | Sharpe | Sortino | Calmar | Avg bars |
|---|---|---|---|---|---|---|---|---|
| Modeled Apr 2025 – Mar 2026 | $694 / −$145 | 4.79 | $2,065 / −$651 | $1,076 (1.08%) | 2.18 | 8.06 | 8.58 | 5.5 |
| Live Apr 2026 – Sep 2026 | $589 / −$242 | 2.43 | $913 / −$601 | $2,092 (2.09%) | 0.31 | 0.59 | 0.47 | 3.9 |
TradeZella merges partial exits into one position, so its trade count runs below the TradingView trade list; net P&L matches to the dollar.
Account sizing · Monte Carlo 1,500 paths × 3y
| Account | Qty | Blow/y | Net/y P50 (MC) | Median TTP | Status |
|---|---|---|---|---|---|
| 50K FP | 1 ct | 0.47% | $2,160 | 273d | SAFE |
| 100K FP | 2 ct | 1.42% | $4,320 | 273d | SAFE |
| 150K FP | 4 ct | 3.47% | $8,640 | 205d | SAFE |
Monte Carlo, 1,500 paths, 3-year horizon, input Apr 2025 – Sep 2026. Forecast layer, separate from modeled and live results above. Drawdown floor: end-of-day trailing.
100K Swing preset (6 lot) · standalone
2.38 PF · 49.3% Win rate · $3,407 Max DD (EOD) · 1.98 Sharpe
Equity curve · modeled + live
Daily P&L applied to the $100,000 starting balance at the 100K Swing preset (6 lot), log scale. Gray = modeled (2025-04-01 → 2026-03-31); accent = live (2026-04-01 → 2026-09-30), right of the “LIVE →” marker.
Modeled 12 months (Apr 2025 – Mar 2026) · detail
Quarterly breakdown · modeled Q2'25–Q1'26, live since Q2'26
| Quarter | Layer | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|---|
| Q2'25 | modeled | +$4,155 | 42.9% | 14 | $2,599 |
| Q3'25 | modeled | +$208 | 33.3% | 9 | $1,081 |
| Q4'25 | modeled | +$4,039 | 50.0% | 14 | $1,261 |
| Q1'26 | modeled | +$7,773 | 72.7% | 11 | $1,908 |
| Q2'26 live | live | +$3,392 | 66.7% | 3 | $961 |
| Q3'26 live | live | +$5,625 | 43.8% | 16 | $1,913 |
Drawdowns are EOD basis; intrabar peak-to-trough runs higher. Live quarters are real-account results at the same preset.
Stats · modeled and live, separately
| Layer | Avg win / loss | W:L | Largest win / loss | Max DD EOD | Sharpe | Sortino | Calmar | Avg bars |
|---|---|---|---|---|---|---|---|---|
| Modeled Apr 2025 – Mar 2026 | $1,177 / −$503 | 2.34 | $3,081 / −$2,599 | $3,407 (3.41%) | 1.98 | 4.05 | 4.75 | 11.2 |
| Live Apr 2026 – Sep 2026 | $1,695 / −$624 | 2.72 | $2,289 / −$961 | $1,913 (1.91%) | 1.98 | 4.28 | 9.43 | 14.4 |
TradeZella merges partial exits into one position, so its trade count runs below the TradingView trade list; net P&L matches to the dollar.
Account sizing · Monte Carlo 1,500 paths × 3y
| Account | Qty | Blow/y | Net/y P50 (MC) | Median TTP | Status |
|---|---|---|---|---|---|
| 50K Swing | 1.7 lot | 0.00% | $3,435 | 290d | SAFE |
| 100K Swing | 6 lot | 0.04% | $12,125 | 162d | SAFE |
| 200K Swing | 12 lot | 0.04% | $24,250 | 162d | SAFE |
Monte Carlo, 1,500 paths, 3-year horizon, input Apr 2025 – Sep 2026. Forecast layer, separate from modeled and live results above. Drawdown floor: static; swing account, positions may be held overnight.
100K Swing preset (0.30 lot) · standalone
2.42 PF · 41.3% Win rate · $3,500 Max DD (EOD) · 2.08 Sharpe
Equity curve · modeled + live
Daily P&L applied to the $100,000 starting balance at the 100K Swing preset (0.30 lot), log scale. Gray = modeled (2025-04-01 → 2026-03-31); accent = live (2026-04-01 → 2026-09-30), right of the “LIVE →” marker.
Modeled 12 months (Apr 2025 – Mar 2026) · detail
Quarterly breakdown · modeled Q2'25–Q1'26, live since Q2'26
| Quarter | Layer | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|---|
| Q2'25 | modeled | +$2,232 | 44.4% | 9 | $1,131 |
| Q3'25 | modeled | +$194 | 23.5% | 17 | $1,756 |
| Q4'25 | modeled | +$2,745 | 40.0% | 15 | $2,166 |
| Q1'26 | modeled | +$19,369 | 72.7% | 11 | $1,230 |
| Q2'26 live | live | +$6,153 | 45.5% | 11 | $3,500 |
| Q3'26 live | live | +$2,002 | 33.3% | 12 | $2,051 |
Drawdowns are EOD basis; intrabar peak-to-trough runs higher. Live quarters are real-account results at the same preset.
Stats · modeled and live, separately
| Layer | Avg win / loss | W:L | Largest win / loss | Max DD EOD | Sharpe | Sortino | Calmar | Avg bars |
|---|---|---|---|---|---|---|---|---|
| Modeled Apr 2025 – Mar 2026 | $1,641 / −$386 | 4.25 | $4,469 / −$779 | $2,166 (2.17%) | 2.46 | 10.19 | 11.33 | 13.1 |
| Live Apr 2026 – Sep 2026 | $2,172 / −$814 | 2.67 | $2,760 / −$1,487 | $3,500 (3.50%) | 1.42 | 3.28 | 4.66 | 13.2 |
TradeZella merges partial exits into one position, so its trade count runs below the TradingView trade list; net P&L matches to the dollar.
Account sizing · Monte Carlo 1,500 paths × 3y
| Account | Qty | Blow/y | Net/y P50 (MC) | Median TTP | Status |
|---|---|---|---|---|---|
| 50K Swing | 0.15 lot | 0.02% | $7,328 | 129d | SAFE |
| 100K Swing | 0.30 lot | 0.02% | $14,656 | 129d | SAFE |
| 200K Swing | 0.60 lot | 0.02% | $29,311 | 129d | SAFE |
Monte Carlo, 1,500 paths, 3-year horizon, input Apr 2025 – Sep 2026. Forecast layer, separate from modeled and live results above. Drawdown floor: static; swing account, positions may be held overnight.
Risk disclosure
Modeled Apr 2025 – Mar 2026 plus live Apr 2026 – Sep 2026 at the stated presets. Past performance, modeled or live, does not guarantee future results. Futures and CFD trading involves substantial risk of loss; prop-firm accounts add breach rules (daily/EOD drawdown) that can terminate an account regardless of long-term edge. Size accordingly.
How Trace works
When the structure works, the payoff dwarfs the risk; when it fails, the stop is small and quick. The exact qualification filters, entry triggers and exit logic are proprietary and hardcoded in the script.
Trace runs on MNQ, MGC, NAS and XAU with per-instrument sizing tuned to each instrument's volatility profile. MGC variants are the highest-frequency in the strategy.
The MGC presets are the highest-velocity Trace variants. On futures, Trace carries a higher modeled blow rate than Anchor or Hook, while staying well below the SAFE threshold. Equity curves are more uneven than Anchor's — a larger share of the result comes from a handful of strong days. Current blow rates and net ranges per account size are in the sizing tables above.
XAU Forex Prop is the most reliable Trace variant, helped by the swing-account daily-loss buffer. See the XAU section above for modeled, live and forecast layers.
How these numbers were calculated
Trade counts, win rates, profit factors, drawdown values come directly from TradingView Strategy Tester for the baseline preset. Verify by running the strategy in your own TradingView after purchase — numbers match 1:1.
DD%, SL%, payout potential : blow ratio and percentile breakdowns are computed from the same trade list using industry-standard methodology. Reproducible in Excel or Python.
Time-to-payout, payout potential, Net $/y, blow rate and viability come from a 1,500-path Monte Carlo simulation over a 3-year horizon (input Apr 2025 – Sep 2026). Block bootstrap (5-day blocks) preserves serial autocorrelation of trade streaks.
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