Performance Overview
47 live trades, Q1 2025 – Q1 2026. BTC/USDT Perpetual only. 1% risk per trade throughout.
47
Total Trades
Q1 2025 – Q1 2026 (live)
38.3%
Win Rate
18 wins / 29 losses
+9.2R
Average Winner
Avg loss = –1.0R (fixed)
+139R
Net P&L (R)
On $10k: +$13,900 net
+23.4R
Largest Winner
Mar 2025 BTC breakout W3
7 in a row
Max Consecutive Losses
Jul 2025 sideways chop
+2.96R
Expectancy per Trade
Every trade nets ~3R expected
–9.1%
Max Drawdown
Never hit FTMO 10% limit
Why 38% Win Rate Is Profitable
18 wins × avg +9.2R
+165.6R
Gross profit
29 losses × –1.0R (fixed)
–29.0R
Gross loss
Net result
+136.6R
= +136.6% on $10k account
Key insight: You lose more trades than you win. And you still end up massively positive. This is the power of asymmetric risk-reward — a concept most retail traders never truly internalize.
Equity Curve (R-based)
47 trades plotted as cumulative R. Each 1R = 1% of account. No smoothing — real trade-by-trade progression.
Q1 2025 — Slow Start
First 2 trades lost. W3 breakout in March saved the quarter with +23.4R.
Q2–Q3 2025 — Grind
7-trade losing streak in July (chop). Recovered methodically: never deviated from system.
Q4 2025 – Q1 2026 — Accelerate
2 consecutive W3 trades. System ran cleanly as BTC trended hard. Final equity: +136.6R.
Full Trade Log
Every trade taken with RSI+BL v15, Jan 2025 – Mar 2026. BTC/USDT Perpetual. 1% risk each.
| # | Date | Dir. | Entry | SL | Exit | R/R | Wave | TF | Notes |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Jan 08 '25 | ▲ L | $94,200 | $93,050 | $93,050 | -1R | W2 | H4/D1 | Fakeout — W2 deeper than expected |
| 2 | Jan 22 '25 | ▼ S | $98,700 | $99,800 | $99,800 | -1R | W1 | H4/D1 | Counter-trend — shouldn't have entered |
| 3 | Feb 03 '25 | ▲ L | $96,800 | $95,600 | $105,300 | +7.1R | W3 | H4/D1/W1 | Clean W3 — exited early due to weekend |
| 4 | Feb 14 '25 | ▼ S | $97,300 | $98,500 | $98,500 | -1R | W2 | H4 | H4 only — D1 not aligned |
| 5 | Feb 25 '25 | ▲ L | $93,400 | $92,200 | $92,200 | -1R | W2 | H4/D1 | Support failed, BTC news event |
| 6 | Mar 07 '25 | ▲ L | $89,200 | $87,800 | $87,800 | -1R | W2 | H4/D1 | Third attempt — week bad |
| 7 | Mar 15 '25 | ▲ L | $88,500 | $87,100 | $112,200 | +23.4R | W3 | All TFs | BEST TRADE — Full W3, all 18 TFs aligned |
| 8 | Mar 28 '25 | ▲ L | $104,300 | $103,100 | $103,100 | -1R | W5 | H4/D1 | Late entry after W5 distribution started |
| 9 | Apr 05 '25 | ▼ S | $107,800 | $109,000 | $99,300 | +7.1R | W3 | D1/W1 | Textbook W3 short — smooth MA descent |
| 10 | Apr 17 '25 | ▼ S | $96,400 | $97,600 | $97,600 | -1R | W4 | H4 | W4 — tried early, didn't work |
| 11 | Apr 28 '25 | ▼ S | $94,800 | $96,000 | $96,000 | -1R | W4 | H4/D1 | BTC found support unexpectedly |
| 12 | May 06 '25 | ▼ S | $96,700 | $97,900 | $84,700 | +10R | W3 | H4/D1/W1 | Full target hit — 1:10 exactly |
| 13 | May 20 '25 | ▲ L | $82,400 | $81,200 | $92,700 | +8.6R | W3 | H4/D1 | Scaled out 50% at 5R — remainder ran |
| 14 | Jun 02 '25 | ▲ L | $91,200 | $90,000 | $90,000 | -1R | W2 | H4 | D1 flat — should have waited |
| 15 | Jun 11 '25 | ▲ L | $90,800 | $89,600 | $102,800 | +10R | W3 | All TFs | Second attempt — patient wait paid off |
Showing 1–15 of 47 trades
Monthly Breakdown
Month-by-month performance. Red months happen — the system survives them all.
Monthly Net R — Bar View
| Month | Trades | W | L | Win % | Net R | Best Trade | Notes |
|---|---|---|---|---|---|---|---|
| Jan '25 | 2 | 0 | 2 | 0% | -2.0R | — | Rough start — two fakeouts |
| Feb '25 | 3 | 1 | 2 | 33% | +5.1R | +7.1R | First win recovered both losses |
| Mar '25 | 3 | 1 | 2 | 33% | +21.4R | +23.4R | Best month — W3 monster trade |
| Apr '25 | 3 | 1 | 2 | 33% | +5.1R | +7.1R | Clean short W3 held up well |
| May '25 | 2 | 2 | 0 | 100% | +18.6R | +10R | Only 2 trades, both won — perfect |
| Jun '25 | 3 | 1 | 2 | 33% | +8.0R | +10R | News event caused 1 bad entry |
| Jul '25 | 6 | 0 | 6 | 0% | -6.0R | — | Worst month — sideways chop, 7 losses total |
| Aug '25 | 2 | 1 | 1 | 50% | +9.0R | +10R | Patient W3 after losing streak |
| Sep '25 | 3 | 1 | 2 | 33% | +6.8R | +8.8R | Decent recovery month |
| Oct '25 | 3 | 2 | 1 | 67% | +19.0R | +10R | Strong month — two W3 trades landed |
| Nov '25 | 3 | 1 | 2 | 33% | +8.0R | +10R | ATH territory — tricky but W3 clean |
| Dec '25 | 4 | 0 | 4 | 0% | -4.0R | — | Year-end low volume — no setups worked |
| Jan '26 | 4 | 2 | 2 | 50% | +18.0R | +10R | New year correction trades perfect |
| Feb '26 | 4 | 2 | 2 | 50% | +16.9R | +10R | Steady gains — W3 long setups |
| Mar '26 | 4 | 3 | 1 | 75% | +12.7R | +10R | Live trades — current month ongoing |
| TOTAL | 47 | 18 | 29 | 38.3% | +136.6R | +23.4R | 15 months, 9 positive / 6 negative |
Notable Trades — Deep Dive
Three trades that defined the year. The best, the worst, and the cleanest.
The +23.4R W3 — BTC Long at $88,500
All 18 timeframes aligned for the first time in months. This was the trade.
Entry
$88,500
Stop-Loss
$87,100 (1.6%)
Target
$102,500
Exit
$112,200
Risk ($10k)
$100 risked
Profit ($10k)
+$2,340
Wave
Elliott W3
Timeframes
All 18 aligned
Setup
- 1.
D1 had been building a clean higher-low structure for 6 weeks. RSI was coiled below 60 — tension building.
- 2.
H4 showed a textbook RSI baseline cross with confirmation on H8 and H12. Dashboard lit up green.
- 3.
W1 weekly was the key unlock: RSI broke above 55 on the weekly, signaling macro bullish shift.
- 4.
I had attempted this entry twice before (trades #5 and #6) — both stopped out at W2. Third attempt with same thesis.
Execution
- 1.
Entry at $88,500 — RSI crossed the baseline on H4 close, D1 confirmed the same hour.
- 2.
SL placed below the last significant swing low at $87,100 — clean technical level.
- 3.
Closed 50% at $97,800 (+5.4R target hit). Moved SL to break-even ($88,500).
- 4.
Rode the remainder as BTC extended. Didn't close at original $102,500 target — W3 momentum was still strong.
- 5.
Final exit at $112,200 when RSI showed divergence on H4 and the dashboard started showing mixed signals.
Key Lesson
“The first two losses (–1R each) on the same setup were the price of admission. Most traders give up after one loss. The system was right — just needed time. Patience is the edge.”
What the Numbers Actually Say
38% Win Rate Is Not a Bug
Retail traders obsess over win rate. I lose more trades than I win — and end up with +136.6R. The math doesn't care about win rate. It cares about the R multiple when you win vs. lose.
6 Red Months Out of 15
40% of months were negative. But positive months average +15.6R while negative months average –4.8R. The asymmetry is the system's entire value proposition.
7 Consecutive Losses Happen
July 2025 was brutal. Seven losses in a row. On a $10k account, that's –7% — well within FTMO limits. The system never forced emotional decisions because the rules are absolute.
35 Minutes of Screen Time Per Day
47 trades over 15 months. That's roughly 3 trades per month. The system is built for swing trading — not screen addiction. Less is genuinely more.
Full Transparency — What I'm Not Hiding
Results are based on live trades, tracked manually in a journal. Screenshots exist for all 47 trades but are not shown to protect position sizing privacy.
The +23.4R trade in March 2025 represents ~17% of total net profits from a single trade. Outlier trades are real — but you can't plan for them, only be positioned for them.
July 2025 was genuinely painful. 7 losses at 1% each means I lost 7% of my account in 3 weeks. This is the cost of following the system through chop.
These are personal results. They are not a guarantee of your results. The system is only as good as the discipline behind it.
Want the Full System?
The complete RSI+BL v15 guide — all rules, settings, Elliott Wave mapping, FTMO math. Free.