ORB Breakeven (C5)
MNQ · RTH · break + stop-to-BE
The opening-range break, hardened. Take the first break, then pull the stop to breakeven once price proves the move, so a winner can never round-trip into a loser. Lower win rate, far cleaner risk.
Equity · 1 year backtest154 trades · 1 contract-equivalent
+$65,366
net P&L · 131% on $50k
Sharpe 5.66PF 4.30Max DD $2,729
Performance · 1 year backtest
- Net P&L
- +$65,366
- Return on $50k
- 130.7%
- Profit factor
- 4.30
- Win rate
- 41.6%
- Sharpe
- 5.66
- Sortino
- 10.39
- Calmar
- 23.96
- Max drawdown
- $2,729
- Max drawdown %
- 5.46%
- Recovery factor
- 24.0
- Expectancy / trade
- +$424
- Avg win
- +$1,331
- Avg loss
- -$220
- Max consec. losses
- 8
How it works
- Lock the opening range and take the first break that clears the width filter.
- Once price travels one R in your favour, move the stop to breakeven.
- Let the rest run toward a fixed reward multiple, flat by session end.