Printed in order of damage

The record,
worst first.

Every strategy we offer for copying, sorted by maximum drawdown. Then the worst single day, the number of losing days and the time it took to recover. Net return is the last column on purpose.

Strategy record · simulated · sorted by maximum drawdown, worst first
ID / strategy	Max DD	Worst day	Losing days	Longest recovery	Avg sync	Avg slip	Net return
TL–03Index mean reversion	−x.x%	−x.xx%	xxx / xxx	xx days	xxx ms	x.x pt	+xx.x%
TL–01Major FX session	−x.x%	−x.xx%	xxx / xxx	xx days	xxx ms	x.x pip	+xx.x%
TL–04Gold regime	−x.x%	−x.xx%	xxx / xxx	xx days	xxx ms	x.x pt	+xx.x%
TL–02FX carry filter	−x.x%	−x.xx%	xxx / xxx	xx days	xxx ms	x.x pip	+xx.x%

Simulated records with illustrative costs applied to every trade. Each x stands where a live record prints the broker-sourced figure.

Replay the featured record

Scrub through
the bad stretch.

Drag the window back to the frame where the line first crosses into the band. That is the moment most people stop copying. The record continues either way.

TL–01 · MAJOR FX SESSION · EQUITY INDEXFRAME 090 / 090

Replay sample window

S–090 · DD x.xx% · DAY +x.xx%

HYPOTHETICAL RESULTS · Synthetic design data, not a trading record. It cannot represent execution, liquidity, investor behaviour or the impact of financial risk. Readouts print x where a live record prints the broker-sourced figure.

No month left out

Down months
are shaded red.

Twelve cells, twelve months. A record that only ever shows a cumulative line hides how many of these were red.

JAN xxxx+x.x%

FEB xxxx+x.x%

MAR xxxx−x.x%

APR xxxx+x.x%

MAY xxxx+x.x%

JUN xxxx−x.x%

JUL xxxx−x.x%

AUG xxxx+x.x%

SEP xxxx+x.x%

OCT xxxx+x.x%

NOV xxxx−x.x%

DEC xxxx+x.x%

Simulated. Shading shows the direction of the month only; the figures are placeholders.

Published, not footnoted

Every losing day
gets a line.

Each losing day keeps its sample number, the instrument, the strategy and what went wrong. Three losses in a row are printed as three lines, not one.

LOSS LEDGERxxx / xxx SAMPLE DAYS

S–011EURUSD · TL–01−x.xx%

Signal invalidated at the session high

S–027XAUUSD · TL–04−x.xx%

Spread widened into a scheduled release

S–039GBPUSD · TL–01−x.xx%

Continuation failed before the close

S–064NAS100 · TL–03−x.xx%

Second entry rejected at the range edge

S–088EURUSD · TL–01−x.xx%

Rate-path reversal after the data print

S–113USDJPY · TL–02−x.xx%

Momentum filter lagged the reversal

S–154XAUUSD · TL–04−x.xx%

Stop filled through its level

S–202GBPUSD · TL–01−x.xx%

New York confirmation did not arrive

S–241EURUSD · TL–01−x.xx%

Three-loss sequence begins

S–242EURUSD · TL–01−x.xx%

Three-loss sequence continues

S–243USDJPY · TL–02−x.xx%

Three-loss sequence closes

S–307NAS100 · TL–03−x.xx%

Opening gap larger than the model allowed

S–366XAUUSD · TL–04−x.xx%

Liquidity regime changed mid-session

S–411EURUSD · TL–01−x.xx%

Late-session edge decayed

The gap, printed

What the strategy got.
What you got.

A copying account fills after the source, at its own price. This log prints both prices, the difference and the delay for each instruction, including the ones where the gap went against the copier.

Signal and fill log · sample account · illustrative
Signal	Instrument	Side	Source price	Copied fill	Gap	Delay
S–402	EURUSD	Buy	x.xxxxx	x.xxxxx	−x.x pip	xxx ms
S–403	XAUUSD	Sell	x,xxx.xx	x,xxx.xx	−x.x pt	xxx ms
S–404	NAS100	Buy	xx,xxx.x	xx,xxx.x	−x.x pt	xxx ms
S–405	USDJPY	Sell	xxx.xxx	xxx.xxx	+x.x pip	xxx ms
S–406	GBPUSD	Buy	x.xxxxx	x.xxxxx	−x.x pip	x,xxx ms
S–407	AUDJPY	Buy	xx.xxx	xx.xxx	−x.x pip	xxx ms

Prices and gaps are placeholders. A positive gap is printed as readily as a negative one; neither is predictable for your account.

No unlabelled curve

A record includes
how it was made.

Full methodology on the strategies page →

The record,worst first.

Scrub throughthe bad stretch.

Down monthsare shaded red.

Every losing daygets a line.

What the strategy got.What you got.