================================================================================ DEEP ANALYSIS — trades_20260211_215656.csv 12,017 trades | $20,000 starting ================================================================================ ================================================================================ SECTION 1: WHERE DOES THE PROFIT COME FROM? ================================================================================ Type Count Net Profit % of Total Win% Avg P&L ---------------------------------------------------------------------- ENTRY 2,294 $ -4,281 -0.2% 71.4% $ -1.87 RECOVERY_MAIN 1,188 $ 1,290,347 52.0% 67.2% $ 1086.15 RECOVERY_SUB 5,929 $ 1,269,423 51.1% 57.2% $ 214.10 SUB_REPEAT 2,606 $ -73,603 -3.0% 58.5% $ -28.24 TOTAL 12,017 $ 2,481,886 ================================================================================ SECTION 2: PROFIT BY RECOVERY DEPTH ================================================================================ Level Trades Threads Net Profit % of Total MaxLot MaxNotional --------------------------------------------------------------------------- Entry 4,900 2294 $ -77,884 -3.1% 93.931 $ 10,583,760 L1 3,876 646 $ -5,286 -0.2% 0.112 $ 13,297 L2 1,020 170 $ 16,415 0.7% 0.570 $ 65,337 L3 126 21 $ 4,416 0.2% 2.317 $ 271,899 L4 78 13 $ -560 -0.0% 0.467 $ 55,445 L5 66 11 $ 3,341 0.1% 1.085 $ 121,510 L6 60 10 $ 2,729 0.1% 0.549 $ 65,180 L7 60 10 $ 3,383 0.1% 0.591 $ 70,174 L8 60 10 $ 3,653 0.1% 0.633 $ 75,153 L9 60 10 $ 4,320 0.2% 0.676 $ 80,267 L10 60 10 $ 4,597 0.2% 0.719 $ 85,364 L11 60 10 $ 5,279 0.2% 0.774 $ 90,597 L12 60 10 $ 5,566 0.2% 0.849 $ 95,930 L13 60 10 $ 6,267 0.3% 0.926 $ 104,338 L14 60 10 $ 6,564 0.3% 1.004 $ 113,138 L15 60 10 $ 7,284 0.3% 1.084 $ 122,141 L16 60 10 $ 7,586 0.3% 1.166 $ 131,394 L17 60 10 $ 8,322 0.3% 1.250 $ 140,845 L18 60 10 $ 8,630 0.3% 1.335 $ 150,438 L19 60 10 $ 9,383 0.4% 1.422 $ 160,225 L20 60 10 $ 9,704 0.4% 1.511 $ 170,271 L21 60 10 $ 10,477 0.4% 1.602 $ 180,507 L22 60 10 $ 10,808 0.4% 1.695 $ 191,005 L23 60 10 $ 11,601 0.5% 1.790 $ 201,690 L24 60 10 $ 11,940 0.5% 1.887 $ 212,641 L25 60 10 $ 12,752 0.5% 1.986 $ 223,774 L26 60 10 $ 14,410 0.6% 2.296 $ 258,730 L27 60 10 $ 18,339 0.7% 2.885 $ 325,070 L28 60 10 $ 24,277 1.0% 3.908 $ 440,382 L29 60 10 $ 33,065 1.3% 5.267 $ 593,464 L30 60 10 $ 43,366 1.7% 7.073 $ 797,038 L31 60 10 $ 58,602 2.4% 9.472 $ 1,067,266 L32 55 10 $ 78,772 3.2% 12.659 $ 1,426,510 L33 54 9 $ 96,393 3.9% 16.894 $ 1,903,547 L34 50 9 $ 132,895 5.4% 22.519 $ 2,537,608 L35 48 8 $ 162,974 6.6% 29.994 $ 3,379,601 L36 48 8 $ 215,060 8.7% 39.923 $ 4,498,819 L37 48 8 $ 283,637 11.4% 53.117 $ 5,985,006 L38 46 8 $ 376,893 15.2% 70.642 $ 7,960,463 L39 42 7 $ 851,915 34.3% 93.931 $ 10,583,760 Profit by depth range: Entry only 4,900 trades $ -77,884 ( -3.1%) max lot 93.931 max $10,583,760 L1-L3 (shallow) 5,022 trades $ 15,545 ( 0.6%) max lot 2.317 max $271,899 L4-L10 (medium) 444 trades $ 21,464 ( 0.9%) max lot 1.085 max $121,510 L11-L20 (deep) 600 trades $ 74,586 ( 3.0%) max lot 1.511 max $170,271 L21-L39 (extreme) 1,051 trades $ 2,448,175 ( 98.6%) max lot 93.931 max $10,583,760 ================================================================================ SECTION 3: THREAD LIFECYCLE ================================================================================ Depth Group Threads Total Profit Avg Profit Avg Trades MaxLot ------------------------------------------------------------------------------ Entry only 1,648 $ 25,206 $ 15 1.0 0.020 Shallow (L1-3) 633 $ -16,309 $ -26 12.5 2.317 Medium (L4-10) 3 $ -1,876 $ -625 49.0 1.085 Extreme (L21+) 10 $ 2,474,865 $ 247,487 232.2 93.931 Thread duration stats: Avg: 11.5 hours Median: 5.5 hours Max: 263.8 hours Threads < 1 hour: 347/2294 (15%) Threads < 24 hours: 2035/2294 (89%) ================================================================================ SECTION 4: IMPACT OF RECOVERY DEPTH CAPS ================================================================================ What if we limited max recovery depth? Cap Profit Lost % Lost Remaining Max Lot Saved ------------------------------------------------------------ L 3 $ 2,544,225 102.5% $ -62,339 93.931 (was 93.931) L 5 $ 2,541,443 102.4% $ -59,557 93.931 (was 93.931) L 7 $ 2,535,331 102.2% $ -53,445 93.931 (was 93.931) L 10 $ 2,522,761 101.6% $ -40,875 93.931 (was 93.931) L 15 $ 2,491,800 100.4% $ -9,914 93.931 (was 93.931) L 20 $ 2,448,175 98.6% $ 33,711 93.931 (was 93.931) L 25 $ 2,390,597 96.3% $ 91,289 93.931 (was 93.931) L 30 $ 2,257,141 90.9% $ 224,745 93.931 (was 93.931) ================================================================================ SECTION 5: PEAK EXPOSURE TIMELINE ================================================================================ Top 5 peak exposure moments: Time Notional Lots Threads ------------------------------------------------------- 2025-08-24 19:35:00 $ 10,597,422 94.1 543 2025-08-24 19:35:00 $ 10,597,422 94.1 543 2025-08-24 19:35:00 $ 10,597,422 94.1 543 2025-08-24 19:35:00 $ 10,597,422 94.1 543 2025-08-24 19:35:00 $ 10,597,422 94.1 543 At peak (2025-08-24 19:35:00): Total notional: $10,597,422 Total lots: 94.1 Notional by thread depth at peak: Entry: $902,109 (8.5%) L1: $4,799,635 (45.3%) L2: $4,359,734 (41.1%) L3: $2,924,249 (27.6%) L32: $26,823,198 (253.1%) L34: $55,883,516 (527.3%) L38: $72,243,953 (681.7%) L39: $839,201,903 (7918.9%) ================================================================================ SECTION 6: COMMISSION IMPACT ================================================================================ Fee 0.040%: commission ~$1,040,826 | 35% of gross profit Fee 0.025%: commission ~$650,516 | 22% of gross profit Fee 0.010%: commission ~$260,206 | 9% of gross profit Fee 0.000%: commission ~$0 | 0% of gross profit ================================================================================ SECTION 7: KEY FINDINGS ================================================================================ 1. THREAD DISTRIBUTION: Entry-only threads: 1648/2294 (72%) Deep threads (L10+): 10/2294 (0.4%) Extreme threads (L20+): 10/2294 (0.4%) 2. PROFIT CONCENTRATION: Deep thread profit (L10+): $2,474,865 (99.7% of total) Extreme thread profit (L20+): $2,474,865 (99.7% of total) 3. PEAK EXPOSURE: Peak notional: $10,597,422 At 50x, needs: $211,948 account If capped at L10, max notional drops to: ~$10,583,760 That needs: $211,675 at 50x