Methodology

How we calculate performance

Last updated: April 19, 2026

We publish performance numbers on this site (e.g., win rate, R-multiple, signal count). This page documents exactly how those numbers are produced so you can independently verify them on your own TradingView chart.

1. Data source

  • Charts: TradingView, using the same Pine Script v6 source code shipped to subscribers.
  • Symbols evaluated: ES1!, NQ1!, MES1!, MNQ1!, CL1!, GC1!, BTCUSD, ETHUSD, EURUSD, SPY, QQQ.
  • Bar data: TradingView's standard real-time and historical feed (CME, COINBASE, OANDA, NASDAQ).
  • Reference period: Rolling trailing 90 days, recalculated weekly.

2. What counts as a "trade"

A trade is recorded when:

  • The indicator prints a confirmed entry signal on candle close — never on an in-progress candle.
  • The signal occurs during the symbol's regular trading hours (RTH) for futures, or 09:30–16:00 ET for US equities.
  • No prior open trade exists on that symbol/timeframe (no pyramiding in the count).

3. Entry, stop, and exit rules

  • Entry price: Open of the next candle after signal close (the earliest tradable price).
  • Stop-loss: The protective level printed by the indicator at the moment of entry (typically 1× ATR for scalp signals, 1.5× ATR for swing).
  • Take-profit: First TP level printed by the indicator (typically 1R for scalp, 2R for swing).
  • Time stop: Trades that have not hit TP or SL within 60 candles on the signal timeframe are closed at market and recorded at the closing price.

4. How "win rate" is calculated

Win rate = (winning trades ÷ total trades) × 100

  • Winning trade: Take-profit hit before stop-loss.
  • Losing trade: Stop-loss hit before take-profit, or the time stop closes the trade below entry (long) or above entry (short).
  • Excluded: Signals printed during the first 5 minutes after the cash open (high-noise window) and the last 5 minutes before the close.

5. R-multiple

R-multiple is the per-trade profit/loss expressed in units of risk. R = (exit − entry) ÷ (entry − stop) for longs, and the inverse for shorts. We report the average R across the reference period.

6. Slippage and commissions

Reported numbers do not deduct broker commissions or modeled slippage. Real-world results will be lower than the figures published here. As a rule of thumb, assume:

  • ~0.5 tick of slippage per side on liquid futures (ES, NQ).
  • ~1 tick of slippage per side on less liquid futures (CL, GC).
  • Round-trip commission of $4–$5 per futures contract.

7. What the numbers are not

  • Not a forecast. Past performance is not indicative of future results.
  • Not personalized advice. See our Risk Disclosure.
  • Not hypothetical optimization. We do not curve-fit settings to the reporting window. The Pine Script source is frozen during the reporting period.

8. Verify it yourself

Every member can apply the same indicator to the same symbols and timeframes on their own TradingView chart and replay the bars. If our numbers do not match yours, email contact@scalping-algo.com with the symbol, timeframe, and date — we will reconcile and update this page if needed.

9. Changes to this methodology

If the calculation changes (for example, we add a new symbol or change a stop rule), this page is updated and the "Last updated" date at the top changes. Historical numbers published before that date are not retroactively recomputed.