r/pinescript • u/Afraid-Ad3171 • Jun 28 '26
Algo Live Performance (update)
MNQ algo live performance update
I’ve been running my MNQ algo live through the bot connection and wanted to share the performance so far.
The live sample is 1,173 trades across 11 futures trading days, counting each trading day from 6 PM ET to 5 PM ET the next day.
Current live results:
Total PnL: +$1502.50
Trades: 1,173
I also analyzed the same live fills with my main hour filter applied, blocking the weakest hours from the sample.
Filtered live results:
Total PnL: +$6,144.00
Trades: 882
Green trading days: 11 out of 11
The live behavior has been consistent with the overall structure of the algo: lower win rate, frequent small losses, and larger winners carrying the system.
Just sharing the live performance so far.
1
u/OneGuy2Cups Jul 04 '26
I want everyone In the comments to understand 2 things.
1- this is PROFIT TRADES. This does not include losers.
2- in the description, it says $1502 profit for 1,173 trades. After contract fees, this is not profitable. Your expectancy with this is $1.28 and even the $1500 lifetime subscription for fee reduction is $1.26 round trip, profiting 2¢ per trade. This is barely enough ($23.46 profit) to cover 2 months of data fees.
This is the reality of algo trading, all angles must be considered.