ORB 15m Performance Comparison

TradingView Ground Truth vs Python Implementation | NQ Futures | 2023-2025

$77,308.40

TradingView Net P&L

359 trades (w/ TV costs)

$98,630.60

Python Net P&L

348 trades (w/ TopStepX costs)

46.8%

TV Win Rate

PF: 1.37

48.9%

Python Win Rate

PF: 1.52

💰 Fee & Cost Reconciliation Analysis

$77,308.40

TradingView Net P&L

359 trades @ $27.40/trade costs

$103,085.00

Python Gross P&L

348 trades (no costs)

$98,630.60

Python Net P&L (TopStepX)

348 trades @ $12.80/trade

Cost Component	TradingView	TopStepX (Live)	Difference
Commission per trade	$7.40	$0.00	-$7.40
Slippage estimate per trade	$20.00	$10.00	-$10.00
NFA + Clearing fees per trade	$0.00	$2.80	+$2.80
Total Cost per Trade	$27.40	$12.80	-$14.60
Total Costs (348 trades)	$9,836.60	$4,454.40	-$5,382.20

P&L Comparison (Net vs Net)

Python Net P&L (with TopStepX fees)	$98,630.60
TradingView Net P&L (with TV costs)	$77,308.40
Net Difference (Python - TV)	+$21,322.20
Cost savings (TV costs - TopStepX costs)	+$5,382.20

Key Takeaways

TopStepX has lower costs than TradingView's assumptions ($12.80 vs $27.40/trade)
Python Net P&L (w/ TopStepX): $98,630.60 vs TV: $77,308.40
Net advantage: $21,322.20 (of which $5,382.20 is from lower costs)
TopStepX slippage estimate: $10.00/trade (~2 ticks round-turn, conservative)
Remaining $15,940.00 difference from contract pricing variations

Metrics Comparison

Metric	TradingView	Python	Difference
Total P&L	$77,308.40	$98,630.60	+$21,322.20
Trade Count	359	348	-11
Win Count	168	170	+2
Loss Count	191	178	-13
Win Rate	46.8%	48.9%	+2.1000000000000014%
Profit Factor	1.37	1.52	+0.15
Avg Win	$1,702.42	$1,768.40	+$65.98
Avg Loss	$1,092.66	$1,109.80	+$17.14
Largest Win	$5,482.60	$5,487.20	+$4.60
Largest Loss	-$1,777.40	-$1,762.80	+$14.60
Max Drawdown	-$9,871.20	-$11,257.60	-$1,386.40
Max Win Streak	6	9	+3
Max Lose Streak	10	10	0
Avg Trade	$215.34	$283.40	+$68.06
Median Trade	-$27.40	-$12.80	+$14.60
Win/Loss Ratio	1.56	1.59	+0.03
Expectancy	$215.34	$283.40	+$68.06

Strategy Parameters (Matched to TV)

Direction: Long only (allow_short=False)
Fixed Stop: 350 ticks ($87.50/contract)
Fixed Take Profit: 1100 ticks ($275/contract)
Breakeven: Enabled at 1R trigger
Time Filter: Disabled (matching TV skip_early_minutes_after_open=false)
Session: RTH 09:30-16:00 NY

Data Sources

TradingView: Continuous back-adjusted NQ contract
Python: Front-month individual contracts (NQH, NQM, NQU, NQZ)
P&L Calculation: Both use NQ $20/point multiplier

Equity Curve

Drawdown

Year-by-Year Comparison

Year	Trade Count			P&L			Win Rate
	TV	Py	Diff	TV	Py	Diff	TV	Py
2023	114	115	+1	$20,591.40	$33,848.00	+$13,256.60	53.5%	55.7%
2024	131	127	-4	$22,415.60	$20,284.40	$-2,131.20	44.3%	43.3%
2025	114	106	-8	$34,301.40	$44,498.20	+$10,196.80	43.0%	48.1%

Note: Year-by-year comparison helps identify periods where Python backtest diverges from TradingView. Large trade count differences indicate data quality issues or different trade selection logic.

Key Insights

TradingView

Trade count: 359
Win rate: 46.8%
Profit factor: 1.37
Continuous back-adjusted contract
Max drawdown: -$9,871.20

Python Implementation

Trade count: 348
Win rate: 48.9%
Profit factor: 1.52
Front-month contracts (tradeable)
Max drawdown: -$11,257.60

Analysis Summary

With matched parameters (fixed 350-tick stop, 1100-tick TP, 1R breakeven):

Python captures 348/359 trades (96.9%)
P&L difference: $21,322.20 (+27.6%)
Win rate gap: +2.1%
The remaining differences are due to front-month vs continuous contract pricing