================================================================================ DEEP ANALYSIS — trades_20260212_010204.csv 2,013 trades | $20,000 starting ================================================================================ ================================================================================ SECTION 1: WHERE DOES THE PROFIT COME FROM? ================================================================================ Type Count Net Profit % of Total Win% Avg P&L ---------------------------------------------------------------------- ENTRY 402 $ -1,127 -4.7% 68.9% $ -2.80 RECOVERY_MAIN 189 $ -3,564 -15.0% 32.8% $ -18.86 RECOVERY_SUB 945 $ 29,906 125.8% 64.8% $ 31.65 SUB_REPEAT 477 $ -1,439 -6.1% 53.2% $ -3.02 TOTAL 2,013 $ 23,775 ================================================================================ SECTION 2: PROFIT BY RECOVERY DEPTH ================================================================================ Level Trades Threads Net Profit % of Total MaxLot MaxNotional --------------------------------------------------------------------------- Entry 879 402 $ -2,566 -10.8% 2.055 $ 191,075 L1 720 120 $ 815 3.4% 0.096 $ 8,664 L2 186 31 $ 2,097 8.8% 0.509 $ 46,715 L3 18 3 $ 1,612 6.8% 1.695 $ 148,026 L4 6 1 $ 73 0.3% 0.205 $ 19,061 L5 6 1 $ 141 0.6% 0.249 $ 23,150 L6 6 1 $ 120 0.5% 0.293 $ 27,243 L7 6 1 $ 190 0.8% 0.338 $ 31,424 L8 6 1 $ 168 0.7% 0.383 $ 35,612 L9 6 1 $ 239 1.0% 0.429 $ 39,885 L10 6 1 $ 218 0.9% 0.476 $ 44,259 L11 6 1 $ 291 1.2% 0.523 $ 48,624 L12 6 1 $ 268 1.1% 0.571 $ 53,092 L13 6 1 $ 343 1.4% 0.619 $ 57,549 L14 6 1 $ 320 1.3% 0.668 $ 62,111 L15 6 1 $ 397 1.7% 0.718 $ 66,753 L16 6 1 $ 373 1.6% 0.768 $ 71,409 L17 6 1 $ 452 1.9% 0.819 $ 76,143 L18 6 1 $ 428 1.8% 0.871 $ 80,986 L19 6 1 $ 509 2.1% 0.923 $ 85,812 L20 6 1 $ 484 2.0% 0.976 $ 90,749 L21 6 1 $ 567 2.4% 1.030 $ 95,760 L22 6 1 $ 541 2.3% 1.084 $ 100,791 L23 6 1 $ 627 2.6% 1.139 $ 105,894 L24 6 1 $ 600 2.5% 1.195 $ 111,112 L25 6 1 $ 688 2.9% 1.251 $ 116,307 L26 6 1 $ 660 2.8% 1.308 $ 121,619 L27 6 1 $ 750 3.2% 1.366 $ 126,999 L28 6 1 $ 723 3.0% 1.425 $ 132,497 L29 6 1 $ 815 3.4% 1.484 $ 137,969 L30 6 1 $ 786 3.3% 1.544 $ 143,562 L31 6 1 $ 881 3.7% 1.605 $ 149,219 L32 6 1 $ 852 3.6% 1.667 $ 154,999 L33 6 1 $ 949 4.0% 1.730 $ 160,840 L34 6 1 $ 918 3.9% 1.793 $ 166,714 L35 6 1 $ 1,018 4.3% 1.857 $ 172,647 L36 6 1 $ 987 4.2% 1.922 $ 178,709 L37 6 1 $ 1,090 4.6% 1.988 $ 184,827 L38 6 1 $ 3,351 14.1% 2.055 $ 191,075 Profit by depth range: Entry only 879 trades $ -2,566 (-10.8%) max lot 2.055 max $191,075 L1-L3 (shallow) 924 trades $ 4,525 ( 19.0%) max lot 1.695 max $148,026 L4-L10 (medium) 42 trades $ 1,150 ( 4.8%) max lot 0.476 max $44,259 L11-L20 (deep) 60 trades $ 3,865 ( 16.3%) max lot 0.976 max $90,749 L21-L39 (extreme) 108 trades $ 16,803 ( 70.7%) max lot 2.055 max $191,075 ================================================================================ SECTION 3: THREAD LIFECYCLE ================================================================================ Depth Group Threads Total Profit Avg Profit Avg Trades MaxLot ------------------------------------------------------------------------------ Entry only 282 $ 4,615 $ 16 1.0 0.020 Shallow (L1-3) 119 $ -2,522 $ -21 12.6 1.695 Extreme (L21+) 1 $ 21,682 $ 21,682 233.0 2.055 Thread duration stats: Avg: 14.1 hours Median: 5.3 hours Max: 145.5 hours Threads < 1 hour: 80/402 (20%) Threads < 24 hours: 329/402 (82%) ================================================================================ SECTION 4: IMPACT OF RECOVERY DEPTH CAPS ================================================================================ What if we limited max recovery depth? Cap Profit Lost % Lost Remaining Max Lot Saved ------------------------------------------------------------ L 3 $ 21,817 91.8% $ 1,958 2.055 (was 2.055) L 5 $ 21,603 90.9% $ 2,173 2.055 (was 2.055) L 7 $ 21,293 89.6% $ 2,483 2.055 (was 2.055) L 10 $ 20,667 86.9% $ 3,108 2.055 (was 2.055) L 15 $ 19,048 80.1% $ 4,727 2.055 (was 2.055) L 20 $ 16,803 70.7% $ 6,973 2.055 (was 2.055) L 25 $ 13,780 58.0% $ 9,996 2.055 (was 2.055) L 30 $ 10,045 42.3% $ 13,730 2.055 (was 2.055) ================================================================================ SECTION 5: PEAK EXPOSURE TIMELINE ================================================================================ Top 5 peak exposure moments: Time Notional Lots Threads ------------------------------------------------------- 2026-01-29 14:50:00 $ 583,652 6.6 326 2026-01-29 14:50:00 $ 579,984 6.6 326 2026-01-29 14:50:00 $ 576,315 6.6 326 2026-01-29 14:55:00 $ 435,626 4.9 326 2026-01-29 14:50:00 $ 428,290 4.9 326 At peak (2026-01-29 14:50:00): Total notional: $583,652 Total lots: 6.6 Notional by thread depth at peak: Entry: $401,144 (68.7%) L1: $2,564,949 (439.5%) L2: $2,136,130 (366.0%) L3: $661,717 (113.4%) L38: $20,964,330 (3591.9%) ================================================================================ SECTION 6: COMMISSION IMPACT ================================================================================ Fee 0.040%: commission ~$21,994 | 45% of gross profit Fee 0.025%: commission ~$13,747 | 28% of gross profit Fee 0.010%: commission ~$5,499 | 11% of gross profit Fee 0.000%: commission ~$0 | 0% of gross profit ================================================================================ SECTION 7: KEY FINDINGS ================================================================================ 1. THREAD DISTRIBUTION: Entry-only threads: 282/402 (70%) Deep threads (L10+): 1/402 (0.2%) Extreme threads (L20+): 1/402 (0.2%) 2. PROFIT CONCENTRATION: Deep thread profit (L10+): $21,682 (91.2% of total) Extreme thread profit (L20+): $21,682 (91.2% of total) 3. PEAK EXPOSURE: Peak notional: $583,652 At 50x, needs: $11,673 account If capped at L10, max notional drops to: ~$191,075 That needs: $3,822 at 50x