All-time
Since Phase 1b production launch
40.2%
Win rate · 7,434 signals
- Sharpe
- -0.47
- Profit factor
- 0.93
- Avg R-multiple
- -0.03R
- Max drawdown
- −354.45R
1,031 TP hit3,127 SL hit· 3,276 Expired
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Track Record
Every published signal is logged. Win rate, Sharpe, profit factor, and drawdown — calculated automatically, refreshed every 10 minutes.
Last updated: 2026-07-05 12:23
Past performance does not guarantee future results. These numbers are calculated from our live signal log — every published signal counts, win or lose. We do not cherry-pick periods, symbols, or models. Cancelled / vetoed signals are excluded because they were never actionable.
This is informational data, not investment advice. Your individual results will vary based on broker execution, slippage, position sizing, and timing of your entries. The metrics here assume signals were taken with the entry / SL / TP exactly as published — actual trading typically incurs additional friction.
We do not manage client funds. FxRobotEasy publishes signals; you choose whether to act on them. See the full risk disclaimer on every signal page.
Three rolling windows — pick the timeframe that matches how you'd evaluate any trading system.
Since Phase 1b production launch
40.2%
Win rate · 7,434 signals
Rolling 90-day window
40.2%
Win rate · 7,434 signals
Plain-language definitions of every metric on this page. If something here is confusing, the methodology page has the full math.
Trust requires transparency. Here's the audit trail.
When a signal is published, the entire payload (entry, SL, TP, confidence, model version, timestamp) is written to an append-only log. No edits, no deletions.
Every minute, our outcome tracker queries the broker tick feed against open signals. The first of {TP hit, SL hit, TTL elapsed} fires the outcome and closes the entry. Outcomes are immutable once written.
Win rate, Sharpe, profit factor, drawdown are computed from the log via the same code path you can inspect at /signals/methodology. No hand-tuned formulas, no spreadsheet adjustments.
This page is regenerated every 10 minutes via Next.js ISR. The lastUpdated timestamp reflects when our backend last computed these numbers.
Common follow-up questions about these numbers.
All-time tells you the full story since launch. 90 days shows whether recent regime changes are visible. 30 days catches very recent shifts. Looking at all three together is more honest than picking the most-flattering window.
The numbers come from an append-only log. Every signal that was ever published has an outcome in the log. You can request a CSV export of the raw log via the public API — the page numbers are reproducible from it.
Probably not exactly. These numbers assume you took every signal at the published entry / SL / TP. In real trading, you'll miss some signals, your broker has spread + slippage we didn't model perfectly, and your position sizing affects compound returns. Treat these as a calibration ceiling, not a guarantee.
Every one. Win rate counts losses in the denominator. Sharpe penalises volatility (downside included). Profit factor is gross-won / gross-lost — losses are the denominator. Max drawdown literally is the worst loss streak. We don't hide losses; the metrics are designed to surface them.
Every win and every loss in the metrics above traces back to a specific published signal. Go look at them.
Rolling 30-day window
42.6%
Win rate · 854 signals
Yes — for a publicly published trading signal service. Most retail-published signals don't reach 1.0 once you include losses. Top quantitative hedge funds run Sharpe 2-3, but they have execution infrastructure (sub-millisecond fills, no spread) that retail traders don't. Sharpe above 1.0 on signals an individual can actually trade is the meaningful threshold.