Telonics Portfolio - Verified Performance
Backtested on 7+ years of MBP-1 tick data across NQ, ES, GC, and YM futures. Walk-forward validated with 15+ months out-of-sample. All results include 1-tick slippage at entry and exit.
Total Trades
20,956
Jan 2019 - Apr 2026
Win Rate
55.4%
11,608 wins / 9,348 losses
Profit Factor
1.55
Gross win / gross loss
Expectancy
+0.308R
Per trade average
Cumulative R
+6,460.8R
Max DD: -67.4R
Dollar Equity Curve (2 MNQ / 2 MES / 2 MGC / 3 MYM)
Dollar Equity - Full Period (2019-2026)
Year-by-Year Breakdown
| Year | Trades | Win Rate | Profit Factor | Expectancy | Cumulative R |
|---|---|---|---|---|---|
| 2019 | 2,839 | 53.4% | 1.50 | +0.268R | +761.8R |
| 2020 | 2,863 | 54.4% | 1.37 | +0.186R | +532.1R |
| 2021 | 2,855 | 55.0% | 1.47 | +0.261R | +745.3R |
| 2022 | 2,917 | 56.6% | 1.67 | +0.364R | +1,062.7R |
| 2023 | 2,895 | 55.1% | 1.49 | +0.307R | +888.9R |
| 2024 | 2,857 | 56.6% | 1.61 | +0.370R | +1,056.7R |
| 2025 OOS | 2,923 | 55.9% | 1.64 | +0.354R | +1,034.6R |
| 2026 OOS | 807 | 58.0% | 1.93 | +0.469R | +378.8R |
Per-Market Breakdown
| Market | Trades | Win Rate | Profit Factor | Expectancy | Cumulative R |
|---|---|---|---|---|---|
| NQ Nasdaq 100 | 7,459 | 57.4% | 1.77 | +0.418R | +3,120.1R |
| ES S&P 500 | 5,417 | 54.0% | 1.35 | +0.218R | +1,182.4R |
| GC Gold | 5,612 | 55.1% | 1.55 | +0.256R | +1,436.0R |
| YM Dow Jones | 2,468 | 53.2% | 1.41 | +0.293R | +722.3R |
Analysis
Per-Market Equity Curves
Alpha / Beta - Zero Market Correlation
Monte Carlo - 200 Paths (100% Profitable)
Out-of-Sample Validation (2025-2026)
OOS Trades
3,730
15+ months unseen data
OOS Win Rate
56.3%
vs 55.0% in-sample
OOS Profit Factor
1.70
vs 1.51 in-sample
OOS Cumulative R
+1,413R
Market correlation ~0
Past performance is not indicative of future results. All results are from backtested simulations on historical MBP-1 tick data with 1-tick slippage applied at entry and exit. Trading futures involves substantial risk of loss and is not suitable for all investors.