How it trades. What we run.
The rest is yours.
Knightfall is one engine with settings you control. See how the engine performs, the setups we run, then size it to your account.
NinjaTrader 8 Strategy Analyzer · MNQ 5-minute · commission + 1-tick slippage · — · · updated · Hypothetical backtest
These are ORB PRO (Knightfall) results. Raven, Stack and the other indicators don't grade or filter trades and have no backtest of their own, so these numbers aren't theirs.
01The engine ·
Every trade is measured in R: its result divided by that trade's own stop. That keeps these numbers the same at any risk setting. Risk and Flag Sizing change position size, not which trades fire or how they end.
Equity curve, in R
Profit factor, every year
By grade
Profit factor in R. Grade sets size: A+ to B+ full, B 75%, C+ and C 50%. D and F aren't traded.
By warning flags on the breakout
Stop past a prior day/week high or low · overnight move against the 4H trend · entry 15–60 min after the ORBFewer flags, stronger trades. That's why Flag Sizing halves size at 2+ flags instead of skipping the trade.
These are backtest trades, not live ones. A run like this is part of trading an edge. It isn't a forecast in either direction.
02What we run
| Setup | Settings | Win | Profit factor | Net | Max drawdown |
|---|
Max drawdown is closed-trade, peak to trough. Every other combination of settings is your own configuration.
03Size it to your account ·
How these results were made
You’re viewing V1. The walk-forward test was run on V2. V1 gets the same process with its re-optimization.
Three steps, kept separate. We backtest the settings over the full history, walk-forward test how they were chosen, then track them live on their own page.
Locked settings, full history
MNQ 5-minute, May 6, 2019 – Oct 18, 2026 (first trade after the 30-session warmup: —). Commission and 1-tick slippage included. Every setting is listed on Variant settings. Hypothetical results.
How the settings were chosen
Before release, settings were picked using only the prior 2 years of data, then checked on the next 6 months that data never saw. Repeated window by window from 2021 to 2026. The settings shown on this page came out of that process.
Real-time record, kept apart
Trades are tagged by version, so you can see which build took each one. V2 has been live since Oct 9, 2026. Its settings were retuned Oct 19. V2 live track record →
Backtest drawdown is not a ceiling
The largest backtest drawdown is one path through history. A future drawdown can be deeper. Plan your account for about —: about — at $250 risk, — at $400. Hypothetical backtest figures.
Check the numbers yourself ·
Every trade, every setup, in NinjaTrader's Trades format, so a file loads straight into the Trade Importer. Each entry name carries the grade, flag count and stop in points: L1-A+-F2-S45.25 is a long, grade A+, 2 flags, 45.25-point stop.
Every setup and calculator row above is rebuilt from the raw export using the strategy's own sizing rules, and checked trade for trade against separate NinjaTrader runs. Commission and slippage vary by broker. How these figures are produced →
This is the data. The next step is your own chart.
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