================================================================================ DEEP ANALYSIS — trades_20260211_214009.csv 12,097 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 -1.0% 71.4% $ -1.87 RECOVERY_MAIN 1,199 $ 269,203 63.6% 67.5% $ 224.52 RECOVERY_SUB 5,991 $ 161,526 38.1% 56.8% $ 26.96 SUB_REPEAT 2,613 $ -2,850 -0.7% 58.3% $ -1.09 TOTAL 12,097 $ 423,598 ================================================================================ SECTION 2: PROFIT BY RECOVERY DEPTH ================================================================================ Level Trades Threads Net Profit % of Total MaxLot MaxNotional --------------------------------------------------------------------------- Entry 4,907 2294 $ -7,131 -1.7% 3.630 $ 409,014 L1 3,876 646 $ -5,286 -1.2% 0.112 $ 13,297 L2 1,020 170 $ 16,415 3.9% 0.570 $ 65,337 L3 126 21 $ 4,416 1.0% 2.317 $ 271,899 L4 78 13 $ -560 -0.1% 0.467 $ 55,445 L5 66 11 $ 3,341 0.8% 1.085 $ 121,510 L6 60 10 $ 2,729 0.6% 0.549 $ 65,180 L7 60 10 $ 3,383 0.8% 0.591 $ 70,174 L8 60 10 $ 3,653 0.9% 0.633 $ 75,153 L9 60 10 $ 4,320 1.0% 0.676 $ 80,267 L10 60 10 $ 4,597 1.1% 0.719 $ 85,364 L11 60 10 $ 5,279 1.2% 0.774 $ 90,597 L12 60 10 $ 5,566 1.3% 0.849 $ 95,930 L13 60 10 $ 6,267 1.5% 0.926 $ 104,338 L14 60 10 $ 6,564 1.5% 1.004 $ 113,138 L15 60 10 $ 7,284 1.7% 1.084 $ 122,141 L16 60 10 $ 7,586 1.8% 1.166 $ 131,394 L17 60 10 $ 8,322 2.0% 1.250 $ 140,845 L18 60 10 $ 8,630 2.0% 1.335 $ 150,438 L19 60 10 $ 9,383 2.2% 1.422 $ 160,225 L20 60 10 $ 9,704 2.3% 1.511 $ 170,271 L21 60 10 $ 10,477 2.5% 1.602 $ 180,507 L22 60 10 $ 10,808 2.6% 1.695 $ 191,005 L23 60 10 $ 11,601 2.7% 1.790 $ 201,690 L24 60 10 $ 11,940 2.8% 1.887 $ 212,641 L25 60 10 $ 12,752 3.0% 1.986 $ 223,774 L26 60 10 $ 13,099 3.1% 2.087 $ 235,179 L27 60 10 $ 13,935 3.3% 2.191 $ 246,873 L28 60 10 $ 14,294 3.4% 2.297 $ 258,843 L29 60 10 $ 15,148 3.6% 2.405 $ 270,986 L30 60 10 $ 15,518 3.7% 2.516 $ 283,521 L31 60 10 $ 16,397 3.9% 2.629 $ 296,225 L32 60 10 $ 16,776 4.0% 2.745 $ 309,327 L33 60 10 $ 17,675 4.2% 2.863 $ 322,591 L34 60 10 $ 18,063 4.3% 2.984 $ 336,259 L35 60 10 $ 18,989 4.5% 3.108 $ 350,197 L36 60 10 $ 19,389 4.6% 3.234 $ 364,431 L37 60 10 $ 20,340 4.8% 3.363 $ 378,929 L38 56 10 $ 23,106 5.5% 3.495 $ 393,842 L39 48 8 $ 38,827 9.2% 3.630 $ 409,014 Profit by depth range: Entry only 4,907 trades $ -7,131 ( -1.7%) max lot 3.630 max $409,014 L1-L3 (shallow) 5,022 trades $ 15,545 ( 3.7%) max lot 2.317 max $271,899 L4-L10 (medium) 444 trades $ 21,464 ( 5.1%) max lot 1.085 max $121,510 L11-L20 (deep) 600 trades $ 74,586 ( 17.6%) max lot 1.511 max $170,271 L21-L39 (extreme) 1,124 trades $ 319,134 ( 75.3%) max lot 3.630 max $409,014 ================================================================================ 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 $ 416,577 $ 41,658 240.2 3.630 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 $ 415,184 98.0% $ 8,415 3.630 (was 3.630) L 5 $ 412,402 97.4% $ 11,196 3.630 (was 3.630) L 7 $ 406,290 95.9% $ 17,308 3.630 (was 3.630) L 10 $ 393,720 92.9% $ 29,878 3.630 (was 3.630) L 15 $ 362,759 85.6% $ 60,839 3.630 (was 3.630) L 20 $ 319,134 75.3% $ 104,465 3.630 (was 3.630) L 25 $ 261,556 61.7% $ 162,042 3.630 (was 3.630) L 30 $ 189,562 44.8% $ 234,036 3.630 (was 3.630) ================================================================================ SECTION 5: PEAK EXPOSURE TIMELINE ================================================================================ Top 5 peak exposure moments: Time Notional Lots Threads ------------------------------------------------------- 2025-08-09 09:15:00 $ 2,293,667 19.6 184 2025-08-09 09:15:00 $ 2,283,576 19.5 184 2025-08-09 09:15:00 $ 2,273,485 19.4 184 2025-08-09 09:50:00 $ 2,024,115 17.3 184 2025-08-09 09:15:00 $ 2,001,586 17.1 184 At peak (2025-08-09 09:15:00): Total notional: $2,293,667 Total lots: 19.6 Notional by thread depth at peak: Entry: $268,943 (11.7%) L1: $2,212,877 (96.5%) L2: $1,824,107 (79.5%) L3: $2,739,324 (119.4%) ================================================================================ SECTION 6: COMMISSION IMPACT ================================================================================ Fee 0.040%: commission ~$234,600 | 38% of gross profit Fee 0.025%: commission ~$146,625 | 24% of gross profit Fee 0.010%: commission ~$58,650 | 10% 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+): $416,577 (98.3% of total) Extreme thread profit (L20+): $416,577 (98.3% of total) 3. PEAK EXPOSURE: Peak notional: $2,293,667 At 50x, needs: $45,873 account If capped at L10, max notional drops to: ~$409,014 That needs: $8,180 at 50x