ORB 15m Performance Comparison
TradingView Ground Truth vs Python Implementation | NQ Futures | 2023-2025
$77,308.40
TradingView P&L
359 trades
$16,375.00
Python P&L
208 trades
46.8%
TV Win Rate
PF: 1.37
35.6%
Python Win Rate
PF: 1.30
Metrics Comparison
| Metric |
TradingView |
Python |
Difference |
| Total P&L |
$77,308.40 |
$16,375.00 |
-$60,933.40 |
| Trade Count |
359 |
208 |
-151 |
| Win Count |
168 |
74 |
-94 |
| Loss Count |
191 |
134 |
-57 |
| Win Rate |
46.8% |
35.6% |
-11.199999999999996% |
| Profit Factor |
1.37 |
1.30 |
-0.07 |
| Avg Win |
$1,702.42 |
$965.60 |
-$736.82 |
| Avg Loss |
$1,092.66 |
$411.00 |
-$681.66 |
| Largest Win |
$5,482.60 |
$7,550.00 |
+$2,067.40 |
| Largest Loss |
-$1,777.40 |
-$4,980.00 |
-$3,202.60 |
| Max Drawdown |
-$9,871.20 |
-$17,430.00 |
-$7,558.80 |
| Max Win Streak |
6 |
6 |
0 |
| Max Lose Streak |
10 |
14 |
+4 |
| Avg Trade |
$215.34 |
$78.80 |
-$136.54 |
| Median Trade |
-$27.40 |
-$157.60 |
-$130.20 |
| Win/Loss Ratio |
1.56 |
2.35 |
+0.79 |
| Expectancy |
$215.34 |
$78.80 |
-$136.54 |
Notes on Comparison
- Trade Count Difference: Python is missing 2024 trades due to data quality issues in the Historical Archive (incomplete session data during June 2024 contract roll)
- Data Sources: TV uses continuous back-adjusted contract; Python uses front-month individual contracts
- P&L Calculation: Both use NQ $20/point multiplier for dollar values
- Win Rate Difference: Lower Python win rate may be due to different contract pricing affecting entry/exit fills
Key Insights
TradingView Strengths
- Higher win rate (46.8%)
- More trades captured (359)
- Higher total P&L
- Continuous contract data (no roll gaps)
Python Implementation
- Matches actual broker execution (front-month)
- Similar profit factor (1.30 vs 1.37)
- Similar max drawdown profile
- Real-world tradeable results