+51.8R across 86 trades
— with all 39 losers left in.
Every $1 of risk came back as $2.46. Over nine months and 86 closed trades, 39 of them lost money — and the run still finished 51.8R ahead, because the winners averaged roughly twice the size of the losers. Everything below is exported straight from my journal: real fills, real stops, nothing typed up afterwards from memory. Results are in R (multiples of the risk taken) because R can't be inflated by position size the way a percentage return can. Open positions are not on this page — counting unrealised winners is how records get flattered, and live trades belong to members.
The most recent closes
The latest desk calls to close — now in the table below and counted in every figure on this page. The losers from the same stretch are in there too, not tidied away: EUR/GBP, DLO and SEI closed at −0.70R, −1.00R and −1.00R.
Open right now
Positions the desk is currently holding. Levels are withheld deliberately — the entry, stop and target on a live trade are what members are paying for. None of these count toward a single figure on this page, and they never will until they close.
How 39 losses still added up to a profit
A win rate on its own tells you nothing — it only means something next to the size of the wins and losses. This run finished ahead because the winners were bigger than the losers, not because there were more of them:
It is a thin margin, and it is why the stop matters more than the entry. A trader with a 53% win rate who lets losers run past their stop is in far more danger than this run was. It also means the losing runs are survivable but not comfortable: the worst was — losing trades back to back, and the deepest peak-to-trough dip was —. Both are on the curve above rather than smoothed away.
The standouts — both directions
Biggest winners and the worst loss, side by side. Showing one without the other is how records mislead.
Where the money came from
Split by market, so you can see which parts of the method carried the run and which cost money. Crypto is the honest wart: three trades, three stop-outs.
Every closed trade
Filter it however you like — including Losers, which is the filter worth spending your time on.
| Opened | Asset | Dir | Entry | Stop | Target | Closed | Result | R |
|---|
The receipts
Screenshots rather than summaries — a trade from chart to settled position, a payment confirmation, and a full month of raw account history with the losing trades left in. These come from different accounts and earlier periods than the table above, so they are shown separately instead of being folded into it.
These came out of the same weekly setups members get
The stock and squeeze names, the forex levels, the daily bias — published before the open, with the entry, stop and target already mapped. What you see above is what happened when they were traded.
See this week's setups →How this record is kept
A trade appears here once it has closed — target hit, stop hit, or manually exited. Open positions are never counted, for two reasons: unrealised winners flatter a record, and live positions are what members are paying for. Nothing is filtered out for being ugly, which is why a run of seven consecutive losers and a set of three straight crypto stop-outs are sitting in the table below.
R is calculated from the levels on each trade: the distance from entry to exit divided by the distance from entry to stop, inverted for shorts. A full stop-out is −1R. The page recomputes every R from the entry, stop and exit shown in its own row — so if a number in the R column doesn't match the three prices next to it, the page is wrong and you should say so.
These are trades in my own account, run on the same three strategies published on the desk — the stock and squeeze names, the forex levels, and (to my cost) crypto. They come out of the journal as a block, so nothing inside the window is filtered for being ugly: the entries I sized badly and the ones I bailed out of early are all still in there. What it is not is every trade I have ever placed. It is the run I exported, over the dates shown.
This week's setups are on the desk now
The same format you see above — entry, stop, target and the reasoning behind them — published before the open across stocks, forex and crypto. Open positions and their live levels are members-only, which is precisely why they aren't on this page.
See this week's setups →FAQ
Why report in R instead of percentage returns?
Because percentages depend on how much you chose to risk, so they can be inflated by sizing. R measures the trade itself: what it made relative to what it risked. It's the honest unit, and it's how professional review is done.
Are these the results I would have made?
No. This is my account, not yours. Your fills, sizing and choices differ, and no two traders take the same set of setups. Treat it as evidence of process, not as a projection.
Why are the losers shown?
Because a record without losers isn't a record, it's an advert. Our own guide to choosing a trading service lists vanishing losing trades as a warning sign — it would be absurd to publish that and then hide our own. The three crypto trades on this page lost on all three and cost 3R between them; they stay in.
Why is there no profit or loss in pounds or dollars?
Deliberately. A money column says more about the account size than about the trading, and it turns a record into an income claim — the thing every regulator and every sensible reader is right to distrust. R-multiples let you apply the record to whatever you actually risk per trade.
Is 86 trades enough to prove anything?
No, and it would be dishonest to say otherwise. 86 trades is enough to show how a process behaves — the payoff ratio, the drawdowns, the losing streaks — but far too few to call an edge statistically proven, and far too few to treat the 52% as a win rate you should expect. Judge it on whether the method is consistent and the losses are controlled, not on the total.
Is this every trade you've ever taken?
No. It's the block of closed trades I exported from my journal for the dates shown. Within that window nothing is filtered out — the losers, the bad sizing and the early exits are all in the table — but it isn't a lifetime record, and this page doesn't pretend to be one.