first verified signal 2026-05-26 · 154 days on record · 72 closed in this range
Declared by the Provider
Market
Crypto · Perpetual futures — leveraged, no expiry
Instrument
perpetual
Timeframes
5m
Style
Supply and Demand Trading
Risk level
Low
Provider type
Algo
Sessions
All Sessions (24/7)
Leverage
Up to 2×
Fee
0.02% maker / 0.06% taker per side
Position mode
One-way
Activity timezone
UTC
Recorded in the book
Size per position
24.7% of the account
Positions at once
up to 2
Equity walk
02 · Returns
+29.07% on the account: $10,000.00 to $12,906.70.
+83.09% a year, annualised, over 154 days on record.
Total return+29.07%$2,906.70 on the accountover 154 days on record
$10,000.00 staked$12,906.70 now
Annualised return+83.09%the same total, stated as a yearly ratethe rate the Triggon Score reads
Win rate76.4%
5517
Profit factor4.12gross profit over gross loss
$3,839.13$932.43
Avg win / loss1.55each side's average, on margin
+2.68%-1.73%
Avg / signal+0.36%on size +1.55%
-4.86%+13.62%
Expectancy$40.37what an average trade added to the account
Trades90signals recorded
72 closed positions1 open now
Measured on the simulated account: real position sizes, the exchange fee charged on both legs — 0.02% per side on a limit fill, 0.06% on a market entry — and the intra-trade path priced into the drawdown.
Performance72 closed positions
Cumulative returnHigh-water markDrawdownPer-trade result
Best day 2026-07-04 +2.91%Worst day 2026-09-09 -1.69%Days traded 59
Each day is the equity it closed at over the equity it opened on, a month the same across the month; a blank day did not trade. Read off the $10,000.00 account walk every dollar figure here comes from, at the size each position recorded.
04 · Trade results
What a typical trade looked like.
Each trade's own result, net of the fee, and how close to the best price it was entered and exited.
Per trade
+13.62%Largest win
-4.86%Largest loss
+2.68%Average win
-1.73%Average loss
+0.36%Expected payoff
Returns distributionbin 5.00%
50250
-5.0%0.0%+5.0%+10.0%
Average loss -1.73%Average win +2.68%
Win and loss split
Winners5576.4%
Losers1723.6%
Each trade's result is its return on the margin it committed, net of the declared fee.
Execution accuracy
1.19%Average entry missfrom the best price available
1.49%Average exit missfrom the best price available
68%Trades measured49 of 72 closed — the rest are listed below
1hMeasured onchosen from how long each trade ran
Distance from the best available pricelower is better; 0% is the exact extreme
Long
Short
Both
Entry
1.11%±0.82n=25
1.28%±1.08n=24
1.19%±0.95n=49
Exit
1.26%±0.87n=25
1.72%±0.98n=24
1.49%±0.94n=49
Entry is measured against the extreme the position traded THROUGH — for a long, how far above the lowest low it got in; for a short, how far below the highest high. Exit is measured against the other end: how much of the peak a long gave back, how far above the trough a short closed. Long and short are never pooled as prices, only as finished distances.
Entry miss
How far from the best price available the strategy got in, as a percentage of that price. 0% means it entered at the exact best moment of the whole trade. Lower is better.
Exit miss
How much of the move the strategy gave back before closing, as a percentage of the best price it saw. 0% means it exited at the exact peak. Lower is better.
Long / Short / Both
The same measure split by direction, and pooled. Each value is already a distance from that trade’s own best price, so the pooled column is a fair average rather than a mix of two different things.
± and n
The spread of those distances and how many trades are behind them. A 0.4% average over four trades and over four hundred are not the same claim, which is why the count is printed.
Measured on 49 of 72 closed positions (68%). The 23 not measured: 23 because no price history was reconstructed for them yet. Measured on 1h bars. The first and last bar of each period extend a little past the trade itself, so a distance can read slightly wider than it truly was — never narrower. Reconstructed from candles:binance after the fact, not recorded live.
05 · Risk
-1.69% given back at the worst point, for +29.07% earned.
The deepest fall, the volatility, the worst day and the losing runs, and a stress test of the result.
Drawdown and volatility
Max drawdown-1.69%$213.23 from the high-water mark
+29.07%-1.69%
Risk-adjusted5.350.28 raw over 155 days, annualisedreturn per unit of volatility, downside and drawdown · under a year of record
Sharpe (RF +3.66%)5.35
Sortino (MAR 0.00%)14.87
Calmar49.17
Worst day-1.69%2026-09-09, on the account
Longest losing run2consecutive losing trades, whole record
Stress test (Monte Carlo)
29.1%The book it walkedTOTAL return, compounded in the real order
83.1%Same book, per yearthis IS the CAGR above
50thPercentile of itselfhalf the reshuffles did better or worse
1.7%Its worst drawdownagainst a 1.8% median
Bootstrap resampling with replacement2000 resampled books, each drawing 72 trade returns independently and uniformly, with replacement, from the 72 this account made
Final returnwalked 29.1% · 50th pct5th17.6%median29.2%95th41.7%
Max drawdownwalked 1.7%5th1.0%median1.8%95th3.4%
Each bar spans the 5th to the 95th resampled book — the ends are those two figures, not a scale starting at zero — with the middle half shaded and the median ticked. The ring is where the order this strategy actually traded landed inside its own resamples.
Every percentile
5th
25th
Median
75th
95th
Final return (total)
17.6%
24.3%
29.2%
34.4%
41.7%
Annualised
46.8%
67.3%
83.7%
101.6%
128.4%
Max drawdown
1.0%
1.5%
1.8%
2.4%
3.4%
What these numbers are. Final return is the TOTAL the account compounded to over the whole record — the same quantity, on the same basis, as the total return published above. It is not a yearly rate, so it will not match the CAGR unless the record happens to be one year long: a book that takes eight months to double has a much higher annual rate than 100%, and one that takes three years has a much lower one. The annualised row is that same growth as a yearly rate, worked out the way the CAGR above is, so the two can be read side by side.
How it is made. Every return drawn is a trade this strategy really made, measured as what it did to the ACCOUNT rather than to the margin it committed; only the sequence is resampled, with replacement. So this answers how much of the result was the ORDER of the trades. It is not a forecast, and it assumes each trade is independent of the last, which a strategy that adds to losers or whose edge decays is not. The book actually walked finished at 29.1% with a 1.7% drawdown, which is the 50th percentile of its own resamples; 0.0% of them ended at or below break-even.
06 · Capital and funding
How much of the account was at work.
How much of the account was in open positions, and how the simulated account was funded.
Capital at work
Margin in use% of the account · peak +60%
+100%+50%0%
2026-05-26AugSep2026-10-25
Positions open at onceconcurrent · peak 2
210
2026-05-26AugSep2026-10-25
The margin line is drawn only when the capital committed is known for every position in the window, whether the trade recorded it, the Provider declared it, or it comes from the reconstruction an imported book was rebuilt under.
Funding of the simulated account
$10,000.00Original stakethe simulated account's opening capital
$12,936.45Equity nowwallet plus open P&L
$2,581.34In margin1 open position
Simulated, per Strategy. No margin calls and no recharges. Injections are never added to the return.
07 · Triggon Score
66 of 100.
The platform's published verdict, weighing return against risk. Lifetime, not the selected period.
How the Score is made
66Triggon Scoreof 100
+83.09%CAGR readthe annualised return it scores
72Tradesclosed, whole record
154Active dayslive on Triggon, pauses excluded
What the Score is made of66 of 100 · Elite
scorewt
CAGR0.7925%
Win rate0.6720%
Profit factor0.7020%
Max drawdown0.6220%
Trades0.758%
Active days0.328%
The six published sub-scores, on the 0–1 scale the engine normalised them to, which is why they differ from the figures in Performance and Risk. CAGR is the annualised account return, not the total. The Score is their weighted geometric mean, so the smallest arm holds it down and cannot be bought back by a strong one; that arm is marked. Lifetime, not the selected period.
08 · Trading style
What it trades, and how.
Read from 72 closed trades: how often each market, direction and session was traded, and what each returned.
How often each was traded
1Markets tradedBTCUSDT carried 100% of trades
53% longDirection38 long, 34 short
2.1dTypical holdaverage, open to close
17Pyramidedpositions with added legs
Assetsevery closed trade in this range
BTCUSDT72100.0%
Trades by directionshare of closed trades
Long3852.8%
Short3447.2%
Trades by sessionby entry time, UTC
SessionTradesShareWin ratePnL per trade
New York (US)3650.0%80.6%+1.39%
Tokyo (Asian)1926.4%68.4%+1.87%
London (European)912.5%88.9%+3.31%
Sydney45.6%50.0%-0.31%
Others45.6%75.0%+0.93%
What each part returned
Return by direction
SHORT34 · 85% win+59.38%
LONG38 · 68% win+58.41%
Return by session
New York (US)36 · 81% win+49.95%
Tokyo (Asian)19 · 68% win+35.61%
London (European)9 · 89% win+29.75%
Others4 · 75% win+3.74%
Sydney4 · 50% win-1.25%
Net return per group, with each group's trade count beside its bar.
09 · Timing
When it trades.
When the trades were placed, when that paid, and how the runs went.
New York (US)Busiest session50% of entries
MonBusiest weekday25% of entries
12:00Busiest hour10% of entries, UTC
59Days with a resultwhole record
By hour, weekday and month
01:00 +21.43%Best hourby net return
Wed +35.93%Best weekdayby net return
Jun +43.47%Best monthby net return
Wins and losses by hour of entry (utc)
503
00:0003:0006:0009:0012:0015:0018:0021:0023:00
Winners 55Losers 17
Net return by hour of entry (utc)
+25%+12.5%0%-5%
00:0003:0006:0009:0012:0015:0018:0021:0023:00
Best 01:00+21.43%
Weakest 22:00-4.19%
Wins and losses by day of entry
201004
MonTueWedThuFriSatSun
Winners 55Losers 17
Net return by day of entry
+40%+20%0%
MonTueWedThuFriSatSun
Best Wed+35.93%
Weakest Fri+3.87%
Wins and losses by month
2010010
MayJunJulAugSepOct
Winners 55Losers 17
Net return by month
+50%+25%0%
MayJunJulAugSepOct
Best Jun+43.47%
Weakest May-0.38%
Streaks
12Longest winning run
2Longest losing run
4.1Average winning run
1.2Average losing run
0Current win streakbest 12
Winning and losing streaks27 runs
201002
Winning runs 13Losing runs 14
The whole record, not the selected period. A break-even trade neither extends a run nor ends one.
10 · Trade history
Every trade, as recorded.
72 closed trades, newest first. Any column sorts the whole list, not the rows already loaded.
1 position is still open. A position is listed once it closes.
The Session column is derived from each trade’s entry time in UTC, not entered by the Provider.
11 · Prop Check
Prop Adaptable
How compatible the strategy’s recorded behaviour is with Prop Baseline v1.1, a generic proprietary-trading risk framework. This is an assessment of what the book already contains — not a prediction that an evaluation would be passed, not a guarantee of eligibility, and not advice. No firm is named, and nothing here changes the strategy.
89.2/ 100Prop AdaptableBased on the strategy’s current Journal data and Prop Baseline v1.1. Data through 2026-10-31 (UTC).
Funded Margin Exposure is 60.00% against a limit of 25.00%. Margin Allocation is a configurable setting, so this is a change of configuration rather than of the strategy.
Maximum Drawdown10/10
Pass
Observed 1.69% · Limit 10.00%
Calculated from 72 positions, 49 with a recorded intra-trade low; the rest from entry and exit.
Daily Drawdown10/10
Pass
Observed 1.69% · Limit 5.00%
Calculated from 59 trading days, 25 with a recorded intra-trade low; the rest from entry and exit.
Surfer is listed on the Triggon Strategy Marketplace, where this same record is published beside its price and the number of seats still open. Subscribe there and its Signals arrive in Telegram as the Strategy fires them, each one carrying the entry, the stop and the targets you have been reading here.
Every Triggon Provider gets this page built from their own record, and
it is generated rather than written: each trade enters it the moment the
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Generated from Triggon’s trades, written down when they opened.
Past performance does not predict future results, and trading carries
risk. Published at its own address by the Provider, who can withdraw it at any time.