Paper (practice) strategies only — no real money and no real broker orders.
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Independent paper simulations. Combined exposure is analytical only.
Glanceable market hours for the team — St. Louis and India.
Paper trade — Practice trade in software only. No real money. No broker order.
Buy / Sell — Buy = price expected to rise. Sell = price expected to fall.
Entry — Starting price of the paper trade.
Stop loss — Exit if the trade goes wrong (limits practice loss).
Target — Exit if the trade goes right (takes practice profit).
Win rate — How often completed paper trades won.
R — Result in units of planned risk (+2R ≈ twice the risk as profit; −1R ≈ lost the planned risk).
Simulated P&L — Paper dollar result — not a real account.
Profit factor — Total paper wins ÷ total paper losses.
Drawdown — Biggest paper pullback from a peak so far.
Historical backtest — Past research on old data — not live paper performance.
Forward paper result — What happened after live paper monitoring started.