Historical performance.

1R is the original entry-to-stop risk. A +2R outcome made twice that price-risk amount before any stated cost adjustment. R lets us compare setups without inventing an account size.

Net win rate counts positive outcomes after the cost model. A small recorded win or breakeven can become a net loss. This sample has 0 net wins, 0 net losses and 0 net-flat outcomes. Exactly net-flat outcomes are excluded from the win-rate denominator of 0.

Average reward:risk means average positive net R divided by the magnitude of average negative net R. It is the realized payoff ratio for this sample, not the planned target R and not the average return across all trades. The average net return includes losing trades too.

Profit factor adds the positive R and divides by the magnitude of negative R. It assumes equal risk units; it is not the profit factor of a funded account with varying position sizes.

Selection comes before calculation. Recent statistics take the latest 100 closed calls by recorded call date, then exclude missing or contradictory outcomes. We do not replace excluded rows with older winners. Open, no-fill and unresolved calls are not closed outcomes.

0 closed calls lack a complete calendar date and cannot be ranked into the recent sample. Recorded dates are idea dates, not verified exit dates. This is a retrospective summary, not an as-of backtest.

Planned targets are not treated as achieved exits. Recorded exits or explicit outcome R are required. Trading costs, fills and market conditions can differ from this model; past outcomes do not establish a future win rate.