+$288,462
Net result after applying the documented $12 completed round-trip cost to each of 1,537 hypothetical ES trades. The pre-cost research result was +$306,906.
Four-contract ES sizing research
A separate scaling study, with the tradeoffs visible
This is a four-ES-contract replay used to study sizing and risk controls. It is not live-account performance, not a Pine-performance claim, and not a direct comparison with buying BTC, NVDA, SPY, or any other investment. Futures leverage, margin, trading frequency, costs, and risk are materially different.
−$2,000
Modeled daily halt across four contracts (−$500 per contract). The replay's maximum recorded drawdown was $42,572 before considering real-world execution differences.
53.35%
820 wins across 1,537 hypothetical trades; profit factor 1.3767. These are study metrics, not a forecast, recommendation, or proof of repeatability.
| Four-ES research record | Hypothetical trades | Pre-cost result | Modeled costs | After-cost result | Profit factor | Maximum drawdown |
|---|---|---|---|---|---|---|
| 365-day training replay | 1,537 | +$306,906 | −$18,444 ($12 × 1,537) | +$288,462 | 1.3767 | $42,572 |
| Reviewed-development replay | 399 | +$66,312 | −$4,788 ($12 × 399) | +$61,524 | 1.2939 | $23,750 |
How to read this: each ES point is valued at $50 per contract; this replay uses four contracts and a fixed $3 round-trip cost per contract ($12 per completed four-contract trade). It uses an assumed −$500 daily halt per contract. The source labels this work as four-contract ES sizing research; not V19.1 audit. It does not model changing fees, bid/ask spread, slippage, partial fills, market impact, margin changes, liquidity constraints, alert or broker latency, platform outages, data revisions, or personal decision-making. Actual results could differ materially, including losses.
AbraTrades TradingView indicator methodology · living evidence record
Study with more context. Decide with your own judgment.
AbraTrades turns dense chart context into a visual language you can actually study. This is the record behind that experience: assumptions exposed, costs included, losing periods retained, and research separated from marketing hype.
Read this first. AbraTrades V1 is educational TradingView Pine software, not financial advice or an execution system. Historical strategy research is not live-account performance and is not a performance claim for the Pine script. Futures trading involves substantial risk of loss.
Signal framework
What constitutes a signal
A visible marker is theoretical chart context—not an instruction to trade. The goal is to help a user study confluence, structure, liquidity, momentum, and invalidation in one visual language.
1 · ContextHigher-timeframe trend, market structure, key levels, and session conditions are evaluated.
2 · ConfluenceMultiple specialized inputs must point in a compatible direction; one indicator alone is not enough.
3 · ConfirmationResearch rules use completed one-minute structure and completed five-minute context before a theoretical setup becomes eligible.
4 · InvalidationA chart idea is considered wrong when its structural thesis fails. Flat/no-trade is always a valid outcome.
How to read the chart
Completed candles, not hindsight
Intrabar vs. candle close
Price can move dramatically inside a candle. Research entries are evaluated only after the relevant candle is complete, then use next-open fill semantics. A setup that appears briefly intrabar is not automatically a completed signal.
Repainting behavior
Historical research uses completed bars to avoid look-ahead. Visual Pine components can still redraw unfinished-candle values, and chart settings, symbol feeds, sessions, corporate actions, or data corrections can change what a user sees. Treat every live visual as study context, never certainty.
Timeframes
The locked research evidence uses one-minute entry/exit management with causally completed five-minute context. V1 is a visual chart-study tool and users may view it on different TradingView-supported timeframes; that does not make every timeframe equivalent to the research configuration.
Markets
V1 can be used on TradingView-supported markets such as stocks, ETFs, crypto, futures, and options. The archived historical figures below are specifically futures research. They must not be generalized to every asset, broker, session, or market regime.
Historical research archive
Locked records, with assumptions attached
The figures below remain tied to their exact configuration. They are shown to document methodology—not to imply that a subscriber, a live account, or the Pine script will achieve the same result.
+$131,890
Net P&L in the supplied two-ES-contract, locked historical study from Apr. 2, 2025 to Apr. 2, 2026.
$12,460
Total modeled round-trip costs deducted: 1,246 trades × $10 per completed round trip.
53.77%
Win rate; profit factor 1.4007; maximum recorded one-day drawdown $2,585. Losses remain in the archive.
| Historical period | Net P&L | Trades | Wins | Win rate | Profit factor | One-day drawdown |
|---|---|---|---|---|---|---|
| Apr 2025 | +$57,050 | 80 | 42 | 52.50% | 2.5967 | $2,005 |
| May 2025 | +$9,280 | 97 | 51 | 52.58% | 1.3284 | $2,215 |
| Jun 2025 | +$2,560 | 109 | 58 | 53.21% | 1.1001 | $2,375 |
| Jul 2025 | +$3,040 | 116 | 55 | 47.41% | 1.1391 | $1,190 |
| Aug 2025 | −$1,615 | 109 | 59 | 54.13% | 0.9287 | $1,545 |
| Sep 2025 | +$1,290 | 116 | 62 | 53.45% | 1.0583 | $1,830 |
| Oct 2025 | −$5,770 | 107 | 55 | 51.40% | 0.7932 | $1,880 |
| Nov 2025 | +$16,230 | 87 | 52 | 59.77% | 1.6707 | $1,770 |
| Dec 2025 | +$27,325 | 125 | 73 | 58.40% | 2.1167 | $1,320 |
| Jan 2026 | +$1,450 | 110 | 60 | 54.55% | 1.0583 | $2,130 |
| Feb 2026 | +$10,365 | 86 | 45 | 52.33% | 1.3289 | $1,955 |
| Mar 2026 | +$5,730 | 92 | 52 | 56.52% | 1.1616 | $2,585 |
| Apr 2, 2026 close-out | +$4,955 | 12 | 6 | 50.00% | 2.1048 | $0 |
Historical-study basis: ES execution, NQ cross-market context, 1-minute source data resampled into completed 5-minute context, next-open fills, two ES contracts, and a $10 completed round-trip cost per trade. It does not separately model spread variation, changing commissions, exchange fees, liquidity constraints, partial fills, market impact, platform outages, data-feed changes, or trader latency.
Source ledger
Where the numbers, dates, and times come from
Each figure on this page is tied to a named research record. The public page summarizes the audit trail; it does not pretend that a screenshot alone is proof.
| Record | Coverage / timestamp | Data & method | Cost / contract basis | Evidence boundary |
|---|---|---|---|---|
| Two-ES archived study | Apr. 2, 2025 12:55 ET – Apr. 2, 2026 12:50 ET | Databento-sourced CME Globex continuous ES one-minute cache; completed five-minute ES/NQ context; locked V19 research engine; next-open fills. | Two ES contracts; $10 per completed round trip; costs deducted in reported net. | Historical hypothetical research. Not live performance and not a Pine-performance claim. |
| V19.1 365-day lock | Apr. 2, 2025 12:55 ET – Apr. 2, 2026 12:50 ET | Immutable V19.1 source, manifest, golden replay, and raw-bar lifecycle audit. | One ES contract; exactly $3 per completed round trip. | Locked development evidence; separately recorded from the two-ES archived study. |
| V19.1 reviewed development | Apr. 2, 2026 12:55 ET – Jul. 3, 2026 12:55 ET (92 days) | Same locked V19.1 research configuration, with a recorded review/audit trail. | One ES contract; exactly $3 per completed round trip. | Reviewed development, not untouched validation. It is never represented as independently forward-tested evidence. |
Source credit: the research source chain records Databento-sourced CME Globex continuous-contract data, the immutable cached inputs, cached 22-agent vote frame, locked engine source, and golden audit/replay artifacts. Raw vendor data, proprietary code, and account credentials are not published on this website. When independent verification is added, it will be labeled with its scope and date rather than implied.
Most important context
What the archive does not prove
Costs and slippage
Costs in the two-ES archived study are a fixed $10 per completed round trip. Actual commissions, exchange fees, bid/ask spread, slippage, partial fills, and market impact can be larger or smaller and can materially change outcomes.
Latency and execution
No browser, alert, broker, network, or human-response latency is represented by next-open historical fills. A subscriber may see a theoretical signal later, receive a different fill, or choose no trade at all.
Research is not a promise
Historical testing is conditional on its data, rules, and assumptions. It does not predict future markets, guarantee profitability, account for each trader’s risk limits, or establish suitability for any person.
Pine is not the research engine
V1 Pine is a visual-learning product. The historical Python research record below is not represented as Pine performance and does not establish live Pine parity. Any future parity claim requires its own documented causal test.
Recent research evidence
Keep the research boundaries visible
Each record remains separate because it uses a distinct configuration and evidence boundary. No record is represented as live performance or as a promise of future results.
+$16,578
Locked V19.1 reviewed-development record after a $3 completed round-trip assumption: 399 trades, 219 wins, profit factor 1.2939, and maximum drawdown $5,937.50.
Important: this window was reviewed during development. It is not called untouched validation.
+$76,726.50
One-ES-contract locked development record after a $3 completed round-trip assumption: 1,537 trades, 820 wins, profit factor 1.3767, and maximum drawdown $10,643.
It is separate from the two-ES archived study above and is not combined with it.
| Reviewed-development month | Net P&L | Window basis | Disclosure |
|---|---|---|---|
| Apr. 2026 | +$8,761.00 | One ES contract · $3 completed round-trip cost · Apr. 2, 2026 12:55 ET – Jul. 3, 2026 12:55 ET | The 92-day record was used during development. It is documented evidence, not untouched validation or a live-performance claim. |
| May 2026 | +$2,320.00 | ||
| Jun. 2026 | +$6,438.50 | ||
| Jul. 1–3, 2026 | −$941.50 |
Forward testing archive
Timestamp first. Outcome second.
This public archive is designed to grow. Future examples should be posted with the setup timestamp and thesis before the outcome is known, then updated with the actual result—winner, ambiguous, or failure.
Protocol
Every future record includes: market and contract basis, chart timeframe, timestamp/time zone, visible confluence, invalidation, theoretical entry reference, outcome, screenshot/link, and whether the result was posted before outcome.
RequiredOutcome labels
✅ Winner met the documented theoretical thesis · 🟡 Ambiguous mixed or incomplete outcome · ❌ Failure invalidated or materially missed. No category is hidden.
BalancedCurrent status
The public forward case-study log is open for additions. Until an entry is timestamped before outcome, it is education or historical review—not forward-test evidence.
Growing archiveFuture verification
As evidence grows, the archive can add immutable logs, independently reviewed studies, broker or prop-firm statements where appropriate, and third-party demonstrations. Each would be labeled by what it actually verifies.
PlannedStudy the chart, keep your own judgment
Ready to study the full chart context?
Explore AbraTrades V1, see the actual TradingView chart examples, and review the access path before deciding whether it fits your study process.
Explore AbraTrades V1AbraTrades is educational chart-study software, not financial advice. Review current membership and refund terms before checkout.