moomoo-trader

P&L net

-$0.41

gross -$0.19

WIN%

0.0%

PF net

0.00

gross 0.00

TRADES

WINS

LOSSES

TARGETS

STOPS

BARS

5640

TRADES 2026-07-28

Symbol	Strat	Dir	Entry	Exit	P&L	Reason	Hold
SPY 10:35→10:40	vwap_pb	LONG	$737.550	$737.530	-$0.02	VWAP_LOST	5m
SPY 15:41→15:50	orb	LONG	$741.140	$740.970	-$0.17	TIME_STOP	9m

MARKET CONDITIONS — 2026-07-28

IWM $293.16 15:59

BB+KDJ +0.20% to BB 1/2

ORB building OR…

VWAP PB choppy (3× > 1) 3×

GAP FADE SKIP · gap_out_of_range

QQQ $676.32 15:59

BB+KDJ +0.19% to BB 1/2

ORB inside · ++0.14% to H 672.32–677.30

VWAP PB watching 1×

GAP FADE SKIP · gap_no_rejection

SPY $741.08 15:59

BB+KDJ +0.10% to BB 2/2

ORB LONG READY ▲ 737.76–739.46

VWAP PB choppy (3× > 1) 3×

GAP FADE SKIP · gap_out_of_range

RECENT SKIPS

Time	Symbol	Strategy	Reason	Score/Min
15:44	QQQ	orb	orb_vol_fail	0/0
15:43	QQQ	orb	orb_vol_fail	0/0
15:42	QQQ	orb	orb_vol_fail	0/0
15:41	QQQ	orb	orb_vol_fail	0/0
15:39	SPY	orb	orb_vol_fail	0/0
15:39	QQQ	orb	orb_vol_fail	0/0
15:38	SPY	orb	orb_vol_fail	0/0
15:38	QQQ	orb	orb_vol_fail	0/0
15:37	QQQ	orb	orb_vol_fail	0/0
15:37	SPY	orb	orb_vol_fail	0/0
15:36	SPY	orb	orb_vol_fail	0/0
15:36	QQQ	orb	orb_vol_fail	0/0

SIGNAL FEED last 20 bars · bb_kdj

Time	Close	Score
15:59:16	$741.080	2
15:58:15	$741.080	2
15:57:15	$741.080	2
15:56:14	$741.080	2
15:55:14	$741.080	2
15:54:14	$741.300	1
15:53:13	$741.300	1
15:52:13	$741.300	1
15:51:12	$741.300	1
15:50:06	$741.300	1
15:49:05	$741.030	1
15:48:05	$741.030	1
15:47:04	$741.030	1
15:46:04	$741.030	1
15:45:03	$741.030	1
15:44:03	$741.533	2
15:43:03	$741.533	2
15:42:02	$741.533	2
15:40:54	$741.533	2
15:39:53	$741.700	1

CUMULATIVE P&L BY STRATEGY

ALL-TIME SCORECARD

Strategy	Trades	Win%	Gross PF	Net PF	Net PF 95% CI	Net bps	Gross P&L	Net P&L	Last
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Net figures apply the round-trip cost model in mm/costs.py (SPY/QQQ 1.5 bps, IWM 2.5 bps; other symbols from the frozen wide-scan table, 12 bps if unlisted). Gross is the frictionless simulator fill. A dimmed row with ⚠ has a net-PF confidence interval containing 1.0 — that sample is consistent with zero edge, whatever the point estimate looks like.

TRADE LOG

Date	Sym	Strat	Dir	Entry	Exit	Gross	Net	Net bps	Bars	Reason
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REGIME GATE PERFORMANCE — bb_kdj P&L per label, all classified days

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REGIME CALENDAR — last 90 classified trading days · hover for details

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neutral (open)

choppy (open)

trending (blocked)

no data

ORB SETUP SCORER — shadow mode, not blocking trades

Setups Scored

—

Avg Confidence

—

Threshold

—

Above Threshold

—

CONFIDENCE DISTRIBUTION

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GATE PROGRESS — pre-registered sample gates, confirmed fills only

Weekly gate report (confirmed-fill era since 2026-06-11)
`vwap_pb ` 55/20 ██████████ win 44%  PnL +2.12  PF 1.12  (week: 1 trades +0.06)
  ⚠ GATE SAMPLE REACHED — evaluate: PF<1.0 or win%<40 → suspend
`orb     ` 76/30 ██████████ win 45%  PnL -15.09  PF 0.82  (week: 2 trades -3.07)
  ⚠ GATE SAMPLE REACHED — evaluate: PF<1.0 → check execution first
`bb_kdj  ` 7/30 ██         win 57%  PnL -0.15  PF 0.96  (week: 0 trades +0.00)
execution: 366 fills, avg slip -2.3 bps, 130 entries unfilled, 2 stuck exits, 0 reconcile mismatches
Knob freeze holds — no parameter changes until a gate trips.