Legal Notice | PROCESSING AND PROTECTION OF PERSONAL DATA

Past performance is no guarantee of future success. All information should be viewed as educational only

UNITED STATES Disclaimer required by Government - Commodity Futures Trading Commission informs: Futures and options trading have great potential rewards, but also great potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to buy/sell futures, shares or options on the same. No representation is being made that any account will or is likely to realise profits or losses similar to those discussed in this document. The past performance of any trading system or methodology is not necessarily indicative of future results.

CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE A RECORD OF ACTUAL PERFORMANCE, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES WERE NOT EXECUTED, THE RESULTS MAY HAVE OFFSET THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMMES IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO REALISE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.

NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL, OR IS LIKELY TO, REALISE PROFITS OR LOSSES SIMILAR TO THOSE DISCUSSED WITHIN THIS SITE. IF YOU DECIDE TO INVEST REAL MONEY, ALL TRADING DECISIONS IN THE FINANCIAL MARKETS SHOULD BE YOUR OWN.

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Rolling Profit Factor

StrategyQuantResult Plugins

Overlays rolling Profit Factor on your equity curve to see when a strategy's edge was actually working. Distinguishes one lucky streak from sustained performance, while spotting regime changes and edge decay.

A free StrategyQuant X plugin that overlays the rolling Profit Factor on top of your strategy’s full equity curve — so you can see not just how much a system made, but when it was actually working.

A single Profit Factor over a whole backtest hides everything that matters: a 1.7 might be a steady earner or a few lucky months that quietly stopped paying off. The rolling view recomputes PF over a moving window and plots it as a second line on the equity chart, making winning streaks, regime changes, and decaying edges easy to spot at a glance.

The rolling window has two modes:

Last X trades — measures recent performance in trade-count terms, good for high-frequency systems
Last X months — measures performance over calendar time, good for swing systems and prop-firm style evaluation

Below the chart, summary cards show net profit, current PF, max, min, average, share of windows above 1, and total trades — color-coded by the usual thresholds (>1.5 good · 1.2–1.5 ok · <1.2 weak). A dashed reference line at PF = 1 makes break-even instantly visible, and hover tooltips explain each metric in plain language. The chart uses dual Y-axes (equity left, PF right) so neither line gets squashed. Updates automatically when you switch strategies, supports light and dark themes.

Who it’s for: anyone using SQX who wants to see whether a strategy’s edge is consistent, decaying, or concentrated in a single lucky stretch — before promoting it to live trading or prop-firm evaluation.

Past performance is no guarantee of future success. All information should be viewed as educational only UNITED STATES Disclaimer required by Government - Commodity Futures Trading Commission informs: Futures and options trading have great potential rewards, but also great potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to buy/sell futures, shares or options on the same. No representation is being made that any account will or is likely to realise profits or losses similar to those discussed in this document. The past performance of any trading system or methodology is not necessarily indicative of future results. CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE A RECORD OF ACTUAL PERFORMANCE, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES WERE NOT EXECUTED, THE RESULTS MAY HAVE OFFSET THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMMES IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO REALISE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL, OR IS LIKELY TO, REALISE PROFITS OR LOSSES SIMILAR TO THOSE DISCUSSED WITHIN THIS SITE. IF YOU DECIDE TO INVEST REAL MONEY, ALL TRADING DECISIONS IN THE FINANCIAL MARKETS SHOULD BE YOUR OWN.

Free1 download

Files

ResultsPlugin-RollingProfitFactor.sqm65 KBLocked

Download unlocks after purchase or with an active tier.

Details
Version	1.0.0
Published	October 19, 2026
Last updated	October 22, 2026
App	SQ
Type	ResultsPlugin
Author	Blaster79
App version	145.3058
Codebase category	Result Plugins