IBVWAP Terminal

analytics

ibvwap_cont:MNQ

Recorded signal outcomes, drawdown, regime splits, attribution and distribution quality.

summary

n=45

cumulative pts

+2192.50

avg pts / observation

+48.72

positive %

66.7%

gross W/L ratio

2.27

payoff distribution

1.14

avg win R

+1.09R

SQN

2.91

max drawdown pts

435.50

streaksmax positive 7max negative 3avg W/L 130.4 / -114.7recovery 5.0×

cumulative outcome path

recorded signals · exit time AEST

rolling 20-observation pts

sum of last n signals · AEST

R-multiple distribution

n=45 observations

bars = observation count per R-multiple bin · green = positive, red = negative

outcome classification

observation count

avg pts / observation by entry day

Mon–Sat · AEST entry time

avg pts / observation by entry hour

AEST · hours with observations only

directional attribution

n=45 observations

LONG

+53.28

avg pts / observation

68.0% positive · total +1332.0 · n=25

SHORT

+43.02

avg pts / observation

65.0% positive · total +860.5 · n=20

direction split

long · 25 (56%)short · 20 (44%)

IB range deciles

avg pts per observation · by initial balance width %

rangenavg ptsvalue

0–10%0

—

10–20%12

+36.6

20–30%17

+61.4

30–40%16

+44.3

40–50%0

—

50–60%0

—

60–70%0

—

70–80%0

—

80–90%0

—

90–100%0

—

100%+0

—

bar = avg pts per observation (green/red) overlaid on signal frequency (gray)

break-even behaviour

n=45 observations

BE active

—

avg pts/observation · n=0

BE off

+48.72

avg pts/observation · n=45

signal frequency split

BE active · 0%BE off · 100%

monthly outcome calendar

exit date · AEST

May 2026+19.5 pts · 7 observations

+142

-71

+182

+202

-199

-107

-130

Apr 2026+705.0 pts · 12 observations

+204

+151

-139

+17

+124

+91

+122

-87

+85

+130

-106

+113

Mar 2026+693.0 pts · 13 observations

-136

+157

-164

+131

-102

-76

+93

+95

+197

+248

+182

-125

+192

Feb 2026+194.5 pts · 7 observations

+203

-119

-43

+208

+43

-118

+21

Jan 2026+565.0 pts · 5 observations

+118

+109

+112

+92

+134

Dec 2025+15.5 pts · 1 observations

+16