moomoo-trader

P&L net

+$0.34

gross +$0.57

WIN%

100.0%

PF net

6.29

gross ∞

TRADES

WINS

LOSSES

TARGETS

STOPS

BARS

5655

TRADES 2026-09-28

Symbol	Strat	Dir	Entry	Exit	P&L	Reason	Hold
SPY 10:05→10:10	vwap_pb	LONG	$767.650	$767.700	+$0.05	VWAP_LOST	5m
QQQ 11:45→11:50	vwap_pb	LONG	$734.360	$734.880	+$0.52	VWAP_LOST	5m

MARKET CONDITIONS — 2026-09-28

IWM $280.01 15:59

BB+KDJ +0.02% to BB 2/2

ORB inside · ++0.13% to H 279.42–280.39

VWAP PB choppy (6× > 1) 6×

GAP FADE SKIP · gap_no_rejection

QQQ $736.34 15:59

BB+KDJ +0.03% to BB 1/2

ORB SHORT READY ▼ 738.04–741.42

VWAP PB choppy (8× > 1) 8×

GAP FADE SKIP · gap_no_rejection

SPY $765.28 15:59

BB+KDJ +0.03% to BB 3/2

ORB SHORT READY ▼ 766.98–768.59

VWAP PB choppy (6× > 1) 6×

GAP FADE SKIP · gap_no_rejection

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
15:48	SPY	orb	orb_too_late	0/0
15:48	QQQ	orb	orb_too_late	0/0
15:47	SPY	orb	orb_too_late	0/0
15:47	QQQ	orb	orb_too_late	0/0
15:46	SPY	orb	orb_too_late	0/0
15:46	QQQ	orb	orb_too_late	0/0
15:45	SPY	orb	orb_too_late	0/0
15:45	QQQ	orb	orb_too_late	0/0
15:44	SPY	orb	orb_too_late	0/0
15:44	QQQ	orb	orb_too_late	0/0

SIGNAL FEED last 20 bars · bb_kdj

Time	Close	Score
15:59:33	$765.280	3
15:58:33	$765.280	3
15:57:32	$765.280	3
15:56:32	$765.280	3
15:55:31	$765.280	3
15:54:31	$765.440	2
15:53:31	$765.440	2
15:52:30	$765.440	2
15:51:30	$765.440	2
15:50:29	$765.440	2
15:49:29	$765.185	3
15:48:28	$765.185	3
15:47:28	$765.185	3
15:46:28	$765.185	3
15:45:27	$765.185	3
15:44:27	$765.870	2
15:43:27	$765.870	2
15:42:26	$765.870	2
15:41:26	$765.870	2
15:40:25	$765.870	2

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: 2 trades -1.07)
  ⚠ 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: 364 fills, avg slip -2.3 bps, 127 entries unfilled, 2 stuck exits, 0 reconcile mismatches
Knob freeze holds — no parameter changes until a gate trips.