See the results.
Understand the strategy.
Real dollar figures. How often the trades won. How many dollars came back for every dollar lost. Every strategy here was tested on past market data, so you can see how it behaved before you follow it.
Compare the NQ results ↓ Find your strategy →
NQ FUTURES · ONE CONTRACT PER TRADE
One NQ. Two chart settings.
See what changed.
NQ is the Nasdaq 100 futures contract, a single trade that tracks the 100 largest Nasdaq stocks. ORB v7.7L is an opening range breakout strategy: it marks the price range of the first minutes of the day, waits for price to break out of that range, then enters a trade when price pulls back toward it. Below are its H2 setting results on two chart speeds. Both backtests (the rules run on past data) used one full-size NQ contract per trade.
ONE NQ CONTRACT · BACKTEST
ORB v7.7L H2 · 5-minute chart
Enters on the pullback after a breakout · H2 setting · the opening range is the first 15 minutes
Net profit after trading costs were taken out$26,502.56
- Win rate (share of trades that made money)
- 74.8%
- Profit factor (dollars won for every dollar lost)
- 1.91
- Completed trades
- 131
- Worst drop from a peak, measured inside the bars
- $11,344.30
Test window: September 7, 2025 to September 7, 2026.
98 winning trades · 33 losing trades.
How this result was tested
- What was traded, and how much
- CME_MINI:NQ1! continuous Nasdaq futures. One full-size NQ contract on every completed trade; never more than one at a time. These dollar figures are full-size NQ results, not scaled from the smaller micro contract.
- Trading costs included
- $0.62 per contract each way ($1.24 for a full round trip), plus one tick of assumed slippage (the small price gap between the order and the fill). One NQ point is worth $20; the smallest price step, one tick, is 0.25 points.
- Test and trade dates
- Backtest range: Sep 7, 2025, 18:00 to Sep 7, 2026, 20:00. First recorded entry: 2025-09-08 10:00:00. Last recorded exit: 2026-09-04 10:10:00. The export does not say which timezone these times are in.
- Two ways to measure the worst drop
- Measured inside the bars (the deepest point price reached): $11,344.30. Measured at bar closes only: $1,559.96. Both numbers come straight from the Strategy Tester export.
- How the simulation was set up
- Decisions were made at the close of each bar; TradingView's standard four-tick-per-bar price path was used; the strategy never added to an open position; limit orders were assumed to fill at the requested price with no delay. Starting test capital: $1,000,000. That figure is only a simulation setting. It is not an account balance you need, and it is not a funded-account plan.
- What was double-checked
- On September 17, 2026, the trade count, win rate, profit factor and net profit were recalculated by hand from the list of completed trades. Each trade’s P&L was also checked against its entry price, exit price, quantity, point value and commission, and every one matched.
- What kind of result this is
- A historical TradingView backtest, meaning the rules were run on past data, not traded live. The trade count, win rate, profit factor and net profit shown were recalculated from the saved trade list. The worst-drop figures come from the Strategy Tester export.
- Source workbook
- ORB-v77L__NQ__5min-chart__ORB15__Aggressive-H2__1yr-Sep25-Sep26__net+26503__PF1.91__131-trades.xlsx
- Workbook SHA-256
- 05e77416da37e0952449f18fd117440d5a961c4eb189448b1d2b6e3bcf84b00b
- Which code produced it
- Strategy tag ORB7.7L; the source file is ORB_Full_Auto_VPA_DT_v7.7L.pine.
ONE NQ CONTRACT · BACKTEST
ORB v7.7L H2 · 1-hour chart
Enters on the pullback after a breakout · H2 setting · the opening range is the first 15 minutes
Net profit after trading costs were taken out$36,620.48
- Win rate (share of trades that made money)
- 75.0%
- Profit factor (dollars won for every dollar lost)
- 3.38
- Completed trades
- 48
- Worst drop from a peak, measured inside the bars
- $12,548.10
Test window: September 7, 2025 to September 7, 2026.
36 winning trades · 12 losing trades.
How this result was tested
- What was traded, and how much
- CME_MINI:NQ1! continuous Nasdaq futures. One full-size NQ contract on every completed trade; never more than one at a time. These dollar figures are full-size NQ results, not scaled from the smaller micro contract.
- Trading costs included
- $0.62 per contract each way ($1.24 for a full round trip), plus one tick of assumed slippage (the small price gap between the order and the fill). One NQ point is worth $20; the smallest price step, one tick, is 0.25 points.
- Test and trade dates
- Backtest range: Sep 7, 2025, 18:00 to Sep 7, 2026, 20:00. First recorded entry: 2025-09-12 04:00:00. Last recorded exit: 2026-09-01 14:00:00. The export does not say which timezone these times are in.
- Two ways to measure the worst drop
- Measured inside the bars (the deepest point price reached): $12,548.10. Measured at bar closes only: $8,397.48. Both numbers come straight from the Strategy Tester export.
- How the simulation was set up
- Decisions were made at the close of each bar; TradingView's standard four-tick-per-bar price path was used; the strategy never added to an open position; limit orders were assumed to fill at the requested price with no delay. Starting test capital: $1,000,000. That figure is only a simulation setting. It is not an account balance you need, and it is not a funded-account plan.
- What was double-checked
- On September 17, 2026, the trade count, win rate, profit factor and net profit were recalculated by hand from the list of completed trades. Each trade’s P&L was also checked against its entry price, exit price, quantity, point value and commission, and every one matched.
- What kind of result this is
- A historical TradingView backtest, meaning the rules were run on past data, not traded live. The trade count, win rate, profit factor and net profit shown were recalculated from the saved trade list. The worst-drop figures come from the Strategy Tester export.
- Source workbook
- ORB-v77L__NQ__1hr-chart__ORB15__Aggressive-H2__1yr-Sep25-Sep26__net+36620__PF3.38__48-trades.xlsx
- Workbook SHA-256
- bdaf9ebdf047d40a39e8647e40504316fd154a52c552e44789f737f2e73de6bd
- Which code produced it
- Strategy tag ORB7.7L; the source file is ORB_Full_Auto_VPA_DT_v7.7L.pine.
The 5-minute chart took 131 trades; the 1-hour chart took 48. The slower chart traded less often, made more in total, and still had a similar worst drop. Look at all three together, how often it trades, what it made and how far it fell, to understand the real difference between these two settings.
Know what the numbers mean.
Win rate is the share of completed trades that made money. Profit factor is how many dollars were won for every dollar lost: a profit factor of 1.91 means the test made $1.91 for each $1 it gave back. Net profit is what was left after trading costs were taken out. Drawdown is the worst drop from a high point, the deepest hole the account fell into before recovering.
One NQ contract (Nasdaq 100 futures) moves $20 for every index point; one ES contract (S&P 500 futures) moves $50. When a result is written in R, 1R is simply the amount risked on that trade. These plain measures let you connect a strategy’s results to a position size and a level of risk you are comfortable with.
Explore the strategy library.
Every Loomi strategy has a name, a set of rules and a public results page. Open one to learn how it trades, see its tested results and choose how you want to access it. Each record names the market it trades and explains how it was tested. Directory records were published August 14, 2026.
| Strategy | Rules, results and how to get it |
|---|
Pick the market and style that fit your life, then compare the test period, the number of trades and the position size before you decide.
Turn the numbers into a plan.
Choose a strategy, learn exactly when it buys and when it sells, and let the Desk bring that research into your morning routine. You do not need to be a trader to follow clear rules.
Choose a strategy → Explore the Strategy Lab →