moomoo-trader

P&L net

-$1.60

gross -$0.60

WIN%

62.5%

PF net

0.72

gross 0.89

TRADES

WINS

LOSSES

TARGETS

STOPS

BARS

5625

TRADES 2026-08-20

Symbol	Strat	Dir	Entry	Exit	P&L	Reason	Hold
SPY 09:50→10:05	bb_kdj	LONG	$767.080	$766.005	-$1.07	STOP_LOSS	14m
SPY 09:51→10:05	bb_kdj_loose	LONG	$767.240	$766.020	-$1.22	STOP_LOSS	14m
IWM 09:40→10:10	gap_fade	LONG	$299.480	$298.490	-$2.97	STOP	30m
QQQ 09:55→10:11	bb_kdj	LONG	$712.390	$713.190	+$0.80	STOP_LOSS	15m
QQQ 09:55→10:11	bb_kdj_loose	LONG	$712.590	$713.350	+$0.76	STOP_LOSS	15m
SPY 09:40→11:05	gap_fade	LONG	$766.770	$767.450	+$0.68	TIME_STOP	85m
QQQ 14:15→15:10	bb_kdj	LONG	$709.170	$710.420	+$1.25	TARGET_BB_MIDDLE	55m
QQQ 14:15→15:11	bb_kdj_loose	LONG	$709.176	$710.350	+$1.17	TARGET_BB_MIDDLE	55m

MARKET CONDITIONS — 2026-08-20

IWM $297.64 15:59

BB+KDJ +0.16% to BB 2/2

ORB SHORT READY ▼ 299.01–300.04

VWAP PB choppy (3× > 1) 3×

GAP FADE ✗ STOP -$2.97

QQQ $711.30 15:59

BB+KDJ +0.41% to BB 1/2

ORB SHORT READY ▼ 711.76–714.94

VWAP PB choppy (11× > 1) 11×

GAP FADE SKIP · entry_unfilled

SPY $763.38 15:59

BB+KDJ KDJ ✓ · BB +0.03% away 1/2

ORB SHORT READY ▼ 765.86–767.72

VWAP PB choppy (11× > 1) 11×

GAP FADE ✗ TIME_STOP +$0.68

RECENT SKIPS

Time	Symbol	Strategy	Reason	Score/Min
15:49	SPY	orb	orb_too_late	0/0
15:49	QQQ	orb	orb_too_late	0/0
15:49	IWM	orb	orb_too_late	0/0
15:48	SPY	orb	orb_too_late	0/0
15:48	QQQ	orb	orb_too_late	0/0
15:48	IWM	orb	orb_too_late	0/0
15:47	SPY	orb	orb_too_late	0/0
15:47	QQQ	orb	orb_too_late	0/0
15:47	IWM	orb	orb_too_late	0/0
15:46	SPY	orb	orb_too_late	0/0
15:46	QQQ	orb	orb_too_late	0/0
15:46	IWM	orb	orb_too_late	0/0

SIGNAL FEED last 20 bars · bb_kdj

Time	Close	Score
15:59:20	$763.380	1
15:58:19	$763.380	1
15:57:19	$763.380	1
15:56:19	$763.380	1
15:55:18	$763.380	1
15:54:18	$763.100	1
15:53:17	$763.100	1
15:52:17	$763.100	1
15:51:17	$763.100	1
15:50:16	$763.100	1
15:49:16	$763.500	1
15:48:15	$763.500	1
15:47:15	$763.500	1
15:46:15	$763.500	1
15:45:14	$763.500	1
15:44:14	$763.190	1
15:43:13	$763.190	1
15:42:13	$763.190	1
15:41:13	$763.190	1
15:40:12	$763.190	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

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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.