FSD-X
// Backtest Research Data

Backtest Research

Knightfall v1.1 Last updated July 15, 2026

Simulated parameter analysis for FSD-X ORB PRO (Knightfall) tracking 1,138 total execution cycles from June 18, 2019 to July 14, 2026. Calculated utilizing a grade-based risk model — risk is scaled dynamically by setup grade. Hypothetical results — past performance is not indicative of future results.

↗ View Full Trade Log — 1,138 Trades · Updated July 2026

⚠ All data on this page reflects hypothetical simulated backtest results, not actual trading. Past performance is not necessarily indicative of future results. Figures are gross of costs — they exclude commissions, fees, and slippage, which vary by broker and reduce net performance.

Hypothetical Net (MNQ)
$101,167
Dynamic risk by grade · $400 indicator setting
Simulated Win Rate
62.39%
A through C included
710 of 1,138 trades profitable (TradingView Strategy Tester)
Profit Factor
1.67
Positive math expectancy
TradingView Tester shows 1.670 — same figure, just unrounded.
Max Drawdown
-$2,508
Peak-to-trough capital
TradingView Tester shows -$2,609 (0.25%) — TV measures max intraday equity (counts open-trade dips); ours is closed-trade drawdown.
// Getting Funded — $400 Balanced

Passing a 50K Eval

Simulated back-to-back 50K evaluations (+$3,000 target · $2,000 trailing drawdown) across the full backtest, at the $400 base-risk setting. A realistic look at how often it clears — and how long it takes.

Eval Pass Rate
87%
92% over the last 2 years
Median Time to Pass
55 days
fastest 14 days
Evals Simulated
38
33 passed · 5 failed
Backtest Window
7 yrs
2019–2026
This is just the $400 tier. Members get the full interactive Risk Profile Planner — all 6 risk levels ($250–$1,000), each with eval pass rates and full daily-driver backtest (grades, anatomy, annual ledger).
See All 6 Profiles in the Playbook →
Hypothetical/simulated eval results, not actual trading. Assumes every signal taken mechanically at the selected base risk (an idealized ceiling; real execution varies). Past performance is not indicative of future results.

// GRADING LAYER METRICS — SIMULATED

GradeTradesWin RateProfit FactorNet P&L
Grade A+147 66.0%2.03 $21,084
Grade A348 64.7%1.87 $41,024
Grade B+221 59.7%1.42 $14,784
Grade B312 60.3%1.46 $17,848
Grade C+30 63.3%2.06 $2,312
Grade C80 61.2%1.54 $4,114
// SYSTEM ANATOMY — SIMULATED
Total Trade Count:1,138
Wins / Losses:710 / 427 / 1 BE
Expected Value:$88.90 / trade
Avg Win / Avg Loss:$355 / $354
Max Consec. Wins:12
Max Consec. Losses:5
Profitable Months:72 / 83 (87%)
Avg Monthly Return:$1,219 (simulated)
Monthly Sharpe:1.079
Recovery Factor:40.3x
Risk Per Trade:Grade-Scaled ($400 indicator setting)
Ecosystem Status:Hypothetical Backtest

// MULTI-YEAR ANNUAL LEDGER — BACKTEST DATA

YearTradesWinsLossesWin RateNet Return
20191073 70.0%$368
20201378354 60.6%$8,156
202115210051 65.8%$15,154
202219812573 63.1%$16,676
202317510768 61.1%$15,476
202417910772 59.8%$13,660
202519412371 63.4%$21,265
2026 YTD935835 62.4%$10,411