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Public ledger · Updated live

The backtest made a promise.
The live ledger kept it.

75%Backtested
75%Live & timestamped

240 backtested trades. 73 live trades posted publicly before price moved. A consistent 75% backtested / 75% live win rate — measured in R multiples, the one unit that can't be inflated by leverage or compounding.

See the live track record → Read the backtest ↓
01 / BACKTEST

240 trades. 8 market regimes. One win rate.

BTCUSDT, tested across bull expansion, bear capitulation, chop, and everything between. No regime was excluded, no losing period trimmed. Results are reported in cumulative R — each trade is scored against the exact risk it took.

75%
Win rate
+300R
Cumulative R
240
Trades · 180W / 60L
6.0
Profit factor
−5R
Max drawdown
Cumulative R — backtest equity curve 180W / 60L · +2R avg win · −1R avg loss
0R +150R +300R
Unit: R multiple (risk per trade) Assumption: flat 1R risk, no compounding Worst loss streak: 5 trades (−5R)
RULE 01

Nothing was trimmed

Every regime in the sample window is in the curve — including the loss clusters you can see. A backtest that only shows its good months is an ad, not a test.

RULE 02

5-factor confluence only

The system skips most of the market. Entries fire only when structure break, liquidity sweep, order block, premium/discount, and momentum agree — selectivity is where the 75% comes from. See how the system works →

RULE 03

Fixed, mechanical exits

Stops at structural invalidation, targets at opposing liquidity, averaging +2R per winner. No discretionary exits, no moving the goalposts mid-trade.

Most backtests die on contact with the live market. This one didn't.

Curve-fitted systems look perfect in testing and collapse live. The honest test of an edge is the gap between the two numbers — ours is a third of a percentage point.

Backtest
75%
240 trades · +300R
Δ 0.3pp →
Live · timestamped
75%
73 trades · +92R
02 / LIVE TRACK RECORD

73 trades posted in public, before price moved.

Every trade is published with a TradingView platform timestamp that cannot be edited or backdated, then archived on our public track record. Losses stay up forever — 18 of them are in this record. That's the point. Open the track record and count them yourself →

75%
Win rate
+92R
Cumulative R
73
Trades · 55W / 18L
6.1
Profit factor
−4R
Max drawdown
Cumulative R — live timestamped ledger 55W / 18L · every trade public
0R +46R +92R
Source: public trade ideas, platform-timestamped Policy: nothing deleted, nothing edited Worst loss streak: 4 trades (−4R)
PROOF 01

Timestamps we can't fake

TradingView stamps every published idea. We couldn't backdate a call if we wanted to — the platform is the notary, not us.

PROOF 02

Losses stay published

18 losing trades are in the record right now. Deleting losers is the oldest trick in this industry; refusing to is our whole brand.

PROOF 03

Audit it in 10 minutes

Open the track record, sort oldest-first, and check each entry against the chart. You don't need to trust a single word on this page.

Why we report R, not percentages

Percentage returns describe an account's leverage settings. An R multiple describes the strategy itself.

1R = risk

The honest unit

1R is the amount risked on one trade. Win +2R, lose −1R. It's identical whether you trade $100 or $100,000 — no account-size illusions. Learn risk management in the Academy →

Σ = +92R

Cumulative, not compounded

We sum every trade's R with flat risk. No compounding assumptions, no leverage multipliers — the curve you see is the raw edge.

R × you

Translate it yourself

Risk 1% per trade and +92R means roughly +92% of risk capital earned. Risk 0.5%, halve it. The math is yours — we just publish the R.

Performance FAQ

What does cumulative R mean?
R is the amount risked on a single trade. A trade that wins twice its risk is +2R; a full stop-out is −1R. Cumulative R adds every trade together, so +92R means the system has earned 92 units of risk in total — independent of account size, leverage, and compounding.
What is Quantum Algo's win rate?
75% in both environments: 180W/60L across 240 backtested trades (+300R), and 55W/18L across 73 live timestamped trades (+92R).
How can I verify the live results?
Every trade is posted before price moves and archived on our public track record page, backed by TradingView timestamps that can't be edited or backdated. We never delete losing trades. Open the track record and count.
Is a 75% win rate realistic?
Yes, when paired with honest loss reporting. The 75% comes from extreme selectivity — the system skips most conditions and fires only on full 5-factor confluence. The 18 public losses are what make the 55 wins credible.
Why R instead of percentage returns?
Percentages are inflated by leverage and compounding assumptions, which makes them easy to exaggerate. R multiples strip that away: +300R means the same thing at any account size. It's the most honest unit for judging a strategy.
Does the backtest match live performance?
The backtest ran at 75%; the live ledger is at 75%. A live record within a third of a percentage point of its backtest is the strongest evidence the edge is real rather than curve-fitted.

Don't trust us. Verify us.

The ledger is public, the timestamps aren't ours to fake, and the next trade gets posted whether it wins or loses. Trade the same system.

Get Quantum Algo → Audit the track record