Superseded
This page is the v1.0.0 release candidate’s record, kept as it was measured on 4 September 2026. Globex Surge moved on to v1.1.0, which is under active development and in private forward testing — its live results are on the v1.1.0 page.
What is measured below
Every figure on this page comes from a TradingView strategy export — the platform’s own trade list off a live chart, not a Python backtest and not a simulation of our own. One unit, no compounding, commission and slippage as configured on the chart.
Two windows are shown. The twelve-month run, 7 September 2025 → 30 August 2026, is the one to read. The 103-day run, 24 May → 4 September 2026, is the window the configuration was tuned on, and is included only so the two can be compared.
Sunday is the only day shown here. Monday runs a separate configuration and is being re-measured.
Sunday — twelve months
The primary configuration. 2025-09-07 → 2026-08-30, 357 days, one unit ($1 per index point):
| trades | 98 |
| net | +$2,967.40 |
| win rate | 60.20% |
| profit factor | 2.229 |
| max drawdown | −$394.40 |
| return / drawdown | 7.5× |
| average trade | +$30.28 |
| largest loss | −$65.10 |
Every loss in twelve months is the same number, because the stop is fixed and it is the only thing that produces one.
Sunday — the recent quarter
The same configuration over 24 May → 4 September 2026, 103 days:
| trades | 28 |
| net | +$2,181.60 |
| win rate | 89.29% |
| profit factor | 12.171 |
| max drawdown | −$65.10 |
Read the twelve-month table, not this one. See the caveat below.
Sizing
Results scale linearly with size — win rate, profit factor and return-to-drawdown are unchanged by it. On the Skilling US100 CFD, where 1.00 lot is $100 per index point:
| size | $ / point | 103-day net | 103-day max DD | 12-month net | 12-month max DD |
|---|---|---|---|---|---|
| 0.05 lots | $5 | +$10,908 | −$370.50 | +$14,837 | −$1,972 |
| 0.10 lots | $10 | +$21,816 | −$741.00 | +$29,674 | −$3,944 |
| 0.12 lots | $12 | +$26,179 | −$889.20 | +$35,609 | −$4,733 |
103-day drawdowns are TradingView’s own figures, which include open-position excursion. The 12-month column is computed on closed trades and will understate a live drawdown slightly for the same reason.
What the trade log says
Every exit is labelled by the thing that actually closed it, so the attribution is not inferred:
| exit | count | net |
|---|---|---|
| take profit | 43 | +$5,020.00 |
| stop loss | 37 | −$2,408.70 |
| trailing stop | 12 | +$206.70 |
| breakeven | 6 | +$149.40 |
The honest caveat, stated up front
The 103-day window is the window this configuration was tuned on. A profit factor of 12 over 28 trades describes how well a set of parameters fits a quarter it was chosen on. It is not a forecast, and quoting it alone would be misleading.
The twelve-month table is the one to plan against. Roughly three quarters of it sits outside the tuning window, and it is materially more modest: profit factor 2.229 rather than 12.171, and a win rate of 60% rather than 89%. The drawdown is six times larger.
Both numbers are real. Only one of them is an expectation.
All figures on this page are hypothetical, produced by TradingView strategy export rather than by a funded account. See disclosures.
Status
v1.0.0 is a release candidate under live validation. It renames and
continues an internal line that ran under a different name through
several earlier versions; the version number restarts with the name, the
history does not.