Why The Crew Bot
Most trading products show you one cherry-picked number. We show you the whole picture — the full backtest across every timeframe, the live demo forward test, and a plain-English explanation of exactly what each number means. Judge for yourself.
Backtested results
The strategy across every timeframe
The exact 5-edge ensemble, run over 3 years of real MNQ price data — broken down by how it performed over the last 3 years, 2 years, 1 year, 6 months, and 3 months. After commissions and realistic slippage.
| Window | Trades | Win % | Profit Factor | Sharpe | Sortino | Net / contract | Max DD | Positive Months |
|---|---|---|---|---|---|---|---|---|
| Last 3 years | 1,814 | 47.5% | 1.26 | 2.13 | 3.82 | +$30,231 | -$2,980 | 24/36 |
| Last 2 years | 1,174 | 48.4% | 1.31 | 2.43 | 4.43 | +$26,636 | -$2,980 | 16/25 |
| Last 1 year | 563 | 47.4% | 1.41 | 3 | 6.01 | +$16,694 | -$2,980 | 8/13 |
| Last 6 months | 270 | 50% | 1.58 | 3.92 | 7.91 | +$12,333 | -$2,980 | 5/7 |
| Last 3 months | 130 | 49.2% | 1.41 | 2.84 | 5.46 | +$4,690 | -$2,980 | 2/4 |
Single-position model (one trade at a time), MNQ micro futures, walk-forward anti-overfit validated. Shorter windows naturally have fewer trades and noisier ratios — the 3-year column is the most statistically meaningful.
Live forward test
Now trading live on a Tradovate demo
A backtest shows what would have happened. A forward test shows what's happening now — the bot reacting to the live market in real time on a simulated account, with no hindsight. We publish it honestly, even while the sample is young.
6
Round-trips
33.3%
Win rate
+$57
Net (1 micro)
1.15
Profit factor
Early live-demo sample · as of Jun 19, 2026 — 6 closed round-trips and growing. Watch it live on the live desk →
In plain English
What every number means
No finance degree required. Here's exactly what each term above measures and why it matters.
Trades
One completed round-trip — the bot enters a position and later exits it. A bigger trade count means more data behind the numbers (more trades = more trustworthy stats).
Net P&L (per contract)
Total profit or loss in dollars, trading a single micro contract, after commissions and realistic slippage are deducted. It scales up if you trade more contracts.
Win Rate
The percentage of trades that closed profitable. Important, but not the whole story — a strategy can win less than half its trades and still be very profitable if the winners are bigger than the losers (see Profit Factor).
Profit Factor (PF)
Gross dollars won ÷ gross dollars lost. Above 1.0 means profitable. A PF of 1.30 means the strategy made $1.30 for every $1.00 it lost. Professional desks like to see this comfortably above ~1.2.
Sharpe Ratio
Return earned per unit of overall risk (volatility) — the classic 'is the ride worth it?' measure. Higher is smoother. Roughly: above 1 is good, above 2 is strong, above 3 is exceptional for a trading strategy.
Sortino Ratio
Like Sharpe, but it only counts the downside — it doesn't penalize the strategy for big winning days. A higher Sortino means the strategy's volatility is mostly in your favor.
Max Drawdown
The largest peak-to-trough drop the account would have suffered — your worst losing stretch before recovering. Smaller is better; it's the number that tells you how painful the hardest stretch felt.
Positive Months
How many calendar months ended in profit out of the total. It measures consistency — a strategy that's positive most months is steadier than one that relies on a few huge wins.
Backtest
Running the bot's exact rules over years of real historical price data to see how it would have performed. Ours is 'walk-forward, anti-overfit' validated — meaning it was tested on data it was never tuned on, so the results aren't just curve-fit to the past.
Forward Test (live demo)
The bot trading in real time on a simulated (demo) account — no hindsight, reacting to the live market exactly as it would with real money. It's the truest test short of going live, which is why we publish it even while the sample is still small.
How to read all of this together
A strategy worth trusting doesn't just have one good number — it has a positive net P&L, a profit factor comfortably above 1, a Sharpe in the strong range, a drawdown you could stomach, and it stays positive across most months and across every time window — not just one lucky stretch. Most importantly, it has to hold up out-of-sample (on data it was never tuned on) and in live forward testing, not only on the history it was built from. That combination — consistency across timeframes, validated against overfitting, and confirmed live — is exactly what the tables above are designed to let you check for yourself.
Risk Disclaimer: Futures trading involves substantial risk of loss and is not suitable for all investors. Performance shown is hypothetical/simulated; past performance does not guarantee future results (CFTC Rule 4.41). Nothing here is financial advice.