Random-Forest Machine Learning Strategy — MES 400$ Risk

MES 400$ Risk
Last Week: -$226.05
MTD: $1,084.05
YTD: $5,519.30
Instrument: MES · Timeframe: 1m · Period: 2026/01/02 – 2026/09/18
Also part of: MES+MGC Combined
Total Net Profit
5,519.30
Max Drawdown
-4,624.35

Cumulative P&L
Metric All Long Short
Start Date 2026/01/02 — —
End Date 2026/09/18 — —
Total Trades 161 115 46
Total Net Profit 5,519.30 2,735.25 2,784.05
Gross Profit 33,995.35 23,718.70 10,276.65
Gross Loss -28,476.05 -20,983.45 -7,492.60
Commission 1,383.20 968.50 414.70
Profit Factor 1.19 1.13 1.37
Max Drawdown -4,624.35 -3,828.65 -1,876.80
% Profitable 55.3% 53.9% 58.7%
# Winning Trades 89 62 27
# Losing Trades 72 53 19
Average Trade 34.28 23.78 60.52
Average Winning Trade 381.97 382.56 380.62
Average Losing Trade -395.50 -395.91 -394.35
Ratio Avg. Win / Avg. Loss 0.97 0.97 0.97
Largest Winning Trade 439.80 427.20 439.80
Largest Losing Trade -465.20 -465.20 -457.65
Max Consecutive Wins 12 7 7
Max Consecutive Losses 7 6 4
Avg. # of Trades per Day 0.87 0.62 0.25
Avg. Time in Market 0h 28m 0h 21m 0h 43m
Profit per Month 648.14 321.20 326.93

Click a trade below to view its trading day chart.

No OHLC price data is available for this day.

# Instrument Side Qty Entry Price Exit Price Entry Time Exit Time Profit Commission
1 MES 09-26 Long 7 6,995.00 7,006.00 2026-01-02 17:09 2026-01-02 17:29 375.90 9.10
2 MES 09-26 Long 6 7,043.25 7,056.25 2026-01-14 18:25 2026-01-14 19:58 382.20 7.80
3 MES 09-26 Short 7 7,126.00 7,115.25 2026-01-15 17:54 2026-01-15 18:59 367.15 9.10
4 MES 09-26 Short 5 6,993.75 7,009.75 2026-01-21 16:00 2026-01-21 16:35 -406.50 6.50
5 MES 09-26 Short 7 7,098.00 7,094.50 2026-01-26 16:26 2026-01-26 22:45 113.40 9.10
6 MES 09-26 Long 6 7,028.75 7,016.00 2026-01-29 16:45 2026-01-29 16:54 -390.30 7.80
7 MES 09-26 Long 7 7,022.25 7,034.00 2026-01-29 16:56 2026-01-29 17:13 402.15 9.10
8 MES 09-26 Short 6 7,106.75 7,120.25 2026-02-02 16:57 2026-02-02 18:00 -412.80 7.80
9 MES 09-26 Long 6 7,086.00 7,072.50 2026-02-03 16:09 2026-02-03 16:24 -412.80 7.80
10 MES 09-26 Long 7 7,079.75 7,069.00 2026-02-03 16:39 2026-02-03 16:45 -385.35 9.10
11 MES 09-26 Long 8 7,029.50 7,040.00 2026-02-04 17:19 2026-02-04 17:26 409.60 10.40
12 MES 09-26 Long 8 7,012.25 7,022.50 2026-02-04 17:55 2026-02-04 17:57 399.60 10.40
13 MES 09-26 Long 7 6,986.75 6,975.75 2026-02-04 18:42 2026-02-04 18:50 -394.10 9.10
14 MES 09-26 Long 8 6,985.25 6,995.75 2026-02-04 18:53 2026-02-04 18:55 409.60 10.40
15 MES 09-26 Long 6 6,935.00 6,922.00 2026-02-05 16:17 2026-02-05 16:26 -397.80 7.80
16 MES 09-26 Long 6 6,923.25 6,937.75 2026-02-05 16:29 2026-02-05 16:42 427.20 7.80
17 MES 09-26 Long 4 6,929.25 6,949.00 2026-02-05 16:52 2026-02-05 17:22 389.80 5.20
18 MES 09-26 Long 6 6,923.25 6,936.00 2026-02-05 21:54 2026-02-05 21:57 374.70 7.80
19 MES 09-26 Short 6 7,007.50 7,020.25 2026-02-06 16:28 2026-02-06 16:42 -390.30 7.80
20 MES 09-26 Short 6 7,080.75 7,093.50 2026-02-09 16:22 2026-02-09 16:50 -390.30 7.80
21 MES 09-26 Short 6 7,097.75 7,110.50 2026-02-09 16:59 2026-02-09 18:03 -390.30 7.80
22 MES 09-26 Short 6 7,116.75 7,103.75 2026-02-11 15:27 2026-02-11 15:50 382.20 7.80
23 MES 09-26 Long 7 7,070.00 7,081.00 2026-02-11 16:53 2026-02-11 17:14 375.90 9.10
24 MES 09-26 Long 6 7,009.00 6,996.50 2026-02-12 17:18 2026-02-12 17:21 -382.80 7.80
25 MES 09-26 Long 4 6,999.00 6,976.00 2026-02-12 17:28 2026-02-12 19:00 -465.20 5.20
26 MES 09-26 Long 6 6,929.25 6,942.75 2026-02-13 15:43 2026-02-13 15:43 397.20 7.80
27 MES 09-26 Short 6 6,969.00 6,955.75 2026-02-13 16:13 2026-02-13 16:16 389.70 7.80
28 MES 09-26 Short 4 6,977.00 6,957.50 2026-02-13 16:30 2026-02-13 16:46 384.80 5.20
29 MES 09-26 Long 8 6,942.75 6,932.00 2026-02-17 16:20 2026-02-17 16:21 -440.40 10.40
30 MES 09-26 Long 8 6,910.50 6,921.00 2026-02-17 16:36 2026-02-17 16:47 409.60 10.40
31 MES 09-26 Long 5 6,963.25 6,978.25 2026-02-20 15:22 2026-02-20 15:35 368.50 6.50
32 MES 09-26 Short 8 7,033.25 7,022.75 2026-02-20 17:59 2026-02-20 18:04 409.60 10.40
33 MES 09-26 Long 7 6,981.75 6,970.75 2026-02-23 16:37 2026-02-23 16:52 -394.10 9.10
34 MES 09-26 Long 6 6,969.25 6,956.00 2026-02-23 16:58 2026-02-23 17:03 -405.30 7.80
35 MES 09-26 Long 8 6,962.50 6,973.25 2026-02-23 17:22 2026-02-23 17:31 419.60 10.40
36 MES 09-26 Short 4 6,999.50 7,019.50 2026-02-24 16:36 2026-02-24 18:27 -405.20 5.20
37 MES 09-26 Long 6 6,993.75 7,007.25 2026-02-26 16:23 2026-02-26 16:40 397.20 7.80
38 MES 09-26 Long 7 6,980.50 6,969.50 2026-02-27 14:30 2026-02-27 14:30 -394.10 9.10
39 MES 09-26 Long 6 6,842.50 6,855.50 2026-03-03 16:24 2026-03-03 16:36 382.20 7.80
40 MES 09-26 Short 5 6,993.00 6,977.25 2026-03-04 17:09 2026-03-04 17:23 387.25 6.50
41 MES 09-26 Long 5 6,931.25 6,946.25 2026-03-05 16:33 2026-03-05 16:40 368.50 6.50
42 MES 09-26 Long 8 6,950.25 6,939.75 2026-03-05 16:42 2026-03-05 17:07 -430.40 10.40
43 MES 09-26 Long 5 6,898.75 6,915.00 2026-03-05 18:57 2026-03-05 19:13 399.75 6.50
44 MES 09-26 Long 3 6,859.50 6,832.75 2026-03-06 15:26 2026-03-06 15:47 -405.15 3.90
45 MES 09-26 Long 8 6,908.00 6,918.75 2026-03-09 20:44 2026-03-09 20:58 419.60 10.40
46 MES 09-26 Long 7 6,902.25 6,913.00 2026-03-10 15:22 2026-03-10 15:30 367.15 9.10
47 MES 09-26 Long 8 6,882.75 6,892.75 2026-03-11 13:44 2026-03-11 14:01 389.60 10.40
48 MES 09-26 Long 7 6,890.75 6,902.25 2026-03-11 14:02 2026-03-11 14:25 393.40 9.10
49 MES 09-26 Long 8 6,873.00 6,883.50 2026-03-11 16:50 2026-03-11 17:31 409.60 10.40
50 MES 09-26 Long 6 6,815.25 6,802.50 2026-03-12 16:28 2026-03-12 16:36 -390.30 7.80
51 MES 09-26 Long 8 6,773.75 6,763.50 2026-03-13 16:27 2026-03-13 16:43 -420.40 10.40
52 MES 09-26 Long 7 6,813.00 6,812.00 2026-03-16 20:45 2026-03-16 21:45 -44.10 9.10
53 MES 09-26 Long 7 6,805.00 6,817.00 2026-03-18 13:56 2026-03-18 14:30 410.90 9.10
54 MES 09-26 Long 8 6,788.25 6,798.50 2026-03-18 15:31 2026-03-18 16:00 399.60 10.40
55 MES 09-26 Long 7 6,769.25 6,758.25 2026-03-18 19:52 2026-03-18 20:00 -394.10 9.10
56 MES 09-26 Long 7 6,689.50 6,678.50 2026-03-19 14:03 2026-03-19 14:15 -394.10 9.10
57 MES 09-26 Long 8 6,659.50 6,670.25 2026-03-20 15:16 2026-03-20 15:34 419.60 10.40
58 MES 09-26 Long 8 6,592.50 6,602.75 2026-03-20 20:39 2026-03-20 20:41 399.60 10.40
59 MES 09-26 Short 3 6,761.00 6,791.25 2026-03-23 12:09 2026-03-23 12:09 -457.65 3.90
60 MES 09-26 Short 1 6,780.50 6,699.25 2026-03-23 12:12 2026-03-23 12:56 404.95 1.30
61 MES 09-26 Long 3 6,705.00 6,728.50 2026-03-23 13:04 2026-03-23 13:17 348.60 3.90
62 MES 09-26 Long 7 6,754.25 6,743.75 2026-03-23 14:00 2026-03-23 14:05 -376.60 9.10
63 MES 09-26 Long 7 6,647.25 6,658.25 2026-03-24 14:46 2026-03-24 15:00 375.90 9.10
64 MES 09-26 Long 7 6,601.25 6,589.25 2026-03-26 19:30 2026-03-26 20:44 -429.10 9.10
65 MES 09-26 Long 8 6,590.50 6,601.25 2026-03-26 20:46 2026-03-26 21:11 419.60 10.40
66 MES 09-26 Long 6 6,543.75 6,531.00 2026-03-27 14:33 2026-03-27 14:35 -390.30 7.80
67 MES 09-26 Long 8 6,523.25 6,534.00 2026-03-27 15:11 2026-03-27 15:16 419.60 10.40
68 MES 09-26 Long 7 6,536.75 6,524.50 2026-03-27 15:17 2026-03-27 15:27 -437.85 9.10
69 MES 09-26 Long 8 6,521.25 6,531.50 2026-03-27 17:28 2026-03-27 18:07 399.60 10.40
70 MES 09-26 Long 5 6,518.75 6,502.75 2026-03-30 13:37 2026-03-30 15:40 -406.50 6.50
71 MES 09-26 Long 7 6,426.25 6,437.00 2026-03-30 21:30 2026-03-30 21:36 367.15 9.10
72 MES 09-26 Long 5 6,669.25 6,686.00 2026-04-01 15:29 2026-04-01 15:36 412.25 6.50
73 MES 09-26 Long 7 6,700.50 6,688.50 2026-04-02 16:38 2026-04-02 16:38 -429.10 9.10
74 MES 09-26 Short 7 6,671.75 6,684.00 2026-04-02 17:22 2026-04-02 17:28 -437.85 9.10
75 MES 09-26 Long 5 6,666.00 6,667.25 2026-04-03 15:13 2026-04-03 15:15 24.75 6.50
76 MES 09-26 Long 5 6,669.50 6,652.75 2026-04-07 16:22 2026-04-07 16:59 -425.25 6.50
77 MES 09-26 Short 6 6,863.75 6,876.75 2026-04-08 17:06 2026-04-08 17:49 -397.80 7.80
78 MES 09-26 Short 7 7,034.25 7,046.00 2026-04-14 16:23 2026-04-14 17:22 -420.35 9.10
79 MES 09-26 Long 6 7,156.75 7,169.25 2026-04-21 21:46 2026-04-21 21:50 367.20 7.80
80 MES 09-26 Short 8 7,225.75 7,215.25 2026-04-22 16:25 2026-04-22 17:02 409.60 10.40
81 MES 09-26 Short 8 7,220.00 7,209.50 2026-04-23 14:23 2026-04-23 14:45 409.60 10.40
82 MES 09-26 Long 4 7,176.75 7,196.25 2026-04-23 19:55 2026-04-23 20:01 384.80 5.20
83 MES 09-26 Short 8 7,356.25 7,346.00 2026-05-01 16:08 2026-05-01 16:36 399.60 10.40
84 MES 09-26 Long 8 7,287.50 7,277.25 2026-05-04 12:10 2026-05-04 12:22 -420.40 10.40
85 MES 09-26 Long 8 7,414.50 7,425.00 2026-05-07 19:28 2026-05-07 19:29 409.60 10.40
86 MES 09-26 Short 8 7,502.50 7,492.25 2026-05-11 16:27 2026-05-11 16:31 399.60 10.40
87 MES 09-26 Short 8 7,509.75 7,499.00 2026-05-11 17:32 2026-05-11 18:42 419.60 10.40
88 MES 09-26 Long 7 7,430.75 7,419.25 2026-05-19 16:17 2026-05-19 16:47 -411.60 9.10
89 MES 09-26 Long 7 7,422.00 7,433.25 2026-05-19 16:49 2026-05-19 16:57 384.65 9.10
90 MES 09-26 Short 6 7,488.75 7,476.00 2026-05-20 16:33 2026-05-20 16:38 374.70 7.80
91 MES 09-26 Short 4 7,493.50 7,511.75 2026-05-20 16:59 2026-05-20 17:15 -370.20 5.20
92 MES 09-26 Long 6 7,579.75 7,594.00 2026-06-05 16:30 2026-06-05 16:35 419.70 7.80
93 MES 09-26 Long 8 7,504.25 7,494.00 2026-06-05 20:17 2026-06-05 20:27 -420.40 10.40
94 MES 09-26 Long 7 7,497.75 7,486.00 2026-06-05 20:28 2026-06-05 20:44 -420.35 9.10
95 MES 09-26 Long 6 7,477.25 7,463.25 2026-06-05 20:55 2026-06-05 21:09 -427.80 7.80
96 MES 09-26 Long 5 7,468.00 7,452.50 2026-06-05 21:10 2026-06-05 21:15 -394.00 6.50
97 MES 09-26 Long 6 7,451.00 7,465.25 2026-06-05 21:19 2026-06-05 21:27 419.70 7.80
98 MES 09-26 Long 4 7,468.50 7,448.50 2026-06-05 21:29 2026-06-05 22:01 -405.20 5.20
99 MES 09-26 Long 6 7,398.75 7,412.50 2026-06-09 17:30 2026-06-09 17:52 404.70 7.80
100 MES 09-26 Long 5 7,377.00 7,360.50 2026-06-09 17:59 2026-06-09 18:16 -419.00 6.50
101 MES 09-26 Long 6 7,354.50 7,341.50 2026-06-09 18:19 2026-06-09 18:20 -397.80 7.80
102 MES 09-26 Long 5 7,359.50 7,344.50 2026-06-09 18:25 2026-06-09 18:38 -381.50 6.50
103 MES 09-26 Short 5 7,383.25 7,398.25 2026-06-09 19:24 2026-06-09 19:33 -381.50 6.50
104 MES 09-26 Short 7 7,453.00 7,441.00 2026-06-09 21:00 2026-06-09 21:11 410.90 9.10
105 MES 09-26 Long 6 7,383.25 7,397.25 2026-06-10 13:08 2026-06-10 13:22 412.20 7.80
106 MES 09-26 Short 6 7,457.75 7,443.25 2026-06-10 16:26 2026-06-10 16:31 427.20 7.80
107 MES 09-26 Long 6 7,358.25 7,345.50 2026-06-10 20:58 2026-06-10 21:20 -390.30 7.80
108 MES 09-26 Short 4 7,364.00 7,385.00 2026-06-11 18:00 2026-06-11 18:15 -425.20 5.20
109 MES 09-26 Short 7 7,507.25 7,519.50 2026-06-12 17:16 2026-06-12 17:23 -437.85 9.10
110 MES 09-26 Short 6 7,548.25 7,535.25 2026-06-17 20:57 2026-06-17 20:58 382.20 7.80
111 MES 09-26 Long 7 7,508.00 7,496.25 2026-06-17 21:23 2026-06-17 21:30 -420.35 9.10
112 MES 09-26 Long 6 7,476.25 7,488.75 2026-06-17 21:42 2026-06-17 21:46 367.20 7.80
113 MES 09-26 Long 6 7,481.00 7,495.25 2026-06-17 21:54 2026-06-17 21:55 419.70 7.80
114 MES 09-26 Short 5 7,552.25 7,536.25 2026-06-18 15:36 2026-06-18 15:47 393.50 6.50
115 MES 09-26 Long 7 7,442.00 7,454.25 2026-06-23 17:27 2026-06-23 17:53 419.65 9.10
116 MES 09-26 Short 7 7,468.50 7,456.50 2026-06-24 15:55 2026-06-24 15:56 410.90 9.10
117 MES 09-26 Long 5 7,416.75 7,432.50 2026-06-24 19:30 2026-06-24 20:15 387.25 6.50
118 MES 09-26 Long 8 7,407.50 7,418.00 2026-06-24 21:09 2026-06-24 21:25 409.60 10.40
119 MES 09-26 Long 6 7,427.75 7,441.25 2026-06-25 16:05 2026-06-25 16:07 397.20 7.80
120 MES 09-26 Short 7 7,458.75 7,447.00 2026-06-25 16:36 2026-06-25 16:44 402.15 9.10
121 MES 09-26 Short 4 7,459.00 7,436.75 2026-06-25 16:51 2026-06-25 17:11 439.80 5.20
122 MES 09-26 Long 7 7,441.75 7,453.50 2026-06-29 16:28 2026-06-29 16:30 402.15 9.10
123 MES 09-26 Short 7 7,580.25 7,568.00 2026-07-02 16:22 2026-07-02 16:27 419.65 9.10
124 MES 09-26 Long 8 7,512.25 7,501.75 2026-07-02 18:34 2026-07-02 18:38 -430.40 10.40
125 MES 09-26 Long 8 7,541.75 7,531.00 2026-07-07 16:37 2026-07-07 16:42 -440.40 10.40
126 MES 09-26 Short 7 7,550.25 7,538.25 2026-07-09 16:11 2026-07-09 16:15 410.90 9.10
127 MES 09-26 Short 4 7,600.75 7,620.50 2026-07-10 17:18 2026-07-10 21:01 -400.20 5.20
128 MES 09-26 Long 7 7,484.00 7,495.00 2026-07-20 21:28 2026-07-20 21:32 375.90 9.10
129 MES 09-26 Long 6 7,437.50 7,423.75 2026-07-23 17:04 2026-07-23 17:22 -420.30 7.80
130 MES 09-26 Long 8 7,426.75 7,416.25 2026-07-23 17:25 2026-07-23 17:30 -430.40 10.40
131 MES 09-26 Long 6 7,424.00 7,437.25 2026-07-23 17:35 2026-07-23 17:58 389.70 7.80
132 MES 09-26 Long 8 7,477.25 7,467.00 2026-07-27 16:01 2026-07-27 16:10 -420.40 10.40
133 MES 09-26 Long 7 7,440.50 7,429.50 2026-07-27 16:32 2026-07-27 16:37 -394.10 9.10
134 MES 09-26 Long 7 7,429.25 7,440.25 2026-07-27 16:44 2026-07-27 16:50 375.90 9.10
135 MES 09-26 Short 8 7,470.75 7,480.75 2026-07-28 17:28 2026-07-28 17:48 -410.40 10.40
136 MES 09-26 Long 8 7,404.25 7,393.75 2026-07-29 16:28 2026-07-29 16:44 -430.40 10.40
137 MES 09-26 Long 6 7,402.50 7,389.00 2026-07-29 16:59 2026-07-29 17:55 -412.80 7.80
138 MES 09-26 Long 7 7,403.00 7,392.00 2026-07-29 21:28 2026-07-29 21:33 -394.10 9.10
139 MES 09-26 Long 4 7,389.50 7,370.25 2026-07-29 21:35 2026-07-29 21:39 -390.20 5.20
140 MES 09-26 Long 3 7,372.50 7,349.50 2026-07-29 21:41 2026-07-29 21:59 -348.90 3.90
141 MES 09-26 Long 8 7,440.50 7,430.25 2026-07-31 16:12 2026-07-31 16:16 -420.40 10.40
142 MES 09-26 Long 3 7,455.75 7,482.50 2026-07-31 16:29 2026-07-31 17:15 397.35 3.90
143 MES 09-26 Short 8 7,589.50 7,600.25 2026-08-03 16:14 2026-08-03 16:39 -440.40 10.40
144 MES 09-26 Short 6 7,729.75 7,742.50 2026-08-04 17:27 2026-08-04 18:21 -390.30 7.80
145 MES 09-26 Long 7 7,758.00 7,769.25 2026-08-05 18:01 2026-08-05 18:21 384.65 9.10
146 MES 09-26 Long 7 7,732.00 7,744.25 2026-08-06 17:56 2026-08-06 20:16 419.65 9.10
147 MES 09-26 Short 5 7,791.00 7,775.75 2026-08-12 15:22 2026-08-12 15:31 374.75 6.50
148 MES 09-26 Long 7 7,770.00 7,758.50 2026-08-12 16:22 2026-08-12 16:31 -411.60 9.10
149 MES 09-26 Short 5 7,834.75 7,819.00 2026-08-13 16:25 2026-08-13 16:55 387.25 6.50
150 MES 09-26 Long 8 7,668.50 7,658.25 2026-08-24 16:23 2026-08-24 17:20 -420.40 10.40
151 MES 09-26 Long 8 7,717.00 7,727.25 2026-08-28 19:09 2026-08-28 20:04 399.60 10.40
152 MES 09-26 Long 7 7,676.00 7,687.25 2026-08-31 16:28 2026-08-31 16:41 384.65 9.10
153 MES 09-26 Short 6 7,756.75 7,750.75 2026-09-03 17:54 2026-09-03 22:45 172.20 7.80
154 MES 09-26 Long 7 7,685.50 7,696.50 2026-09-08 16:20 2026-09-08 16:51 375.90 9.10
155 MES 09-26 Long 5 7,597.75 7,612.75 2026-09-10 15:27 2026-09-10 16:24 368.50 6.50
156 MES 09-26 Short 5 7,674.75 7,658.75 2026-09-11 15:08 2026-09-11 16:38 393.50 6.50
1 MES 12-26 Short 50 7,707.50 7,707.75 2026-09-14 18:18 2026-09-14 18:18 -127.50 65.00
2 MES 12-26 Long 1 7,680.25 7,641.00 2026-09-16 20:44 2026-09-16 20:52 -197.55 1.30
3 MES 12-26 Long 3 7,699.25 7,710.25 2026-09-17 16:23 2026-09-17 20:15 161.10 3.90
4 MES 12-26 Long 13 7,687.25 7,683.25 2026-09-18 16:26 2026-09-18 18:00 -276.90 16.90
5 MES 12-26 Long 4 7,712.25 7,723.25 2026-09-18 21:45 2026-09-18 22:02 214.80 5.20
Rule Enabled Value
Daily Loss Limit
$
Maximum Drawdown
$
Payout Trigger Threshold
$
Consistency Rule
%
Minimum Trade Days
Minimum Daily Profit
$
Safety Net
$
PropFirm Account Cost
$
Backtest Start Date
Start Date: —

Click and drag anywhere on the chart to choose which day the simulated account starts on.

Date Cycle Event Reason Balance Payout Amount
Cycle Start Date End Date Duration (days) Payouts Total Payout $ End Reason