Foxchase Algo P&L

Live account performance dashboard for the Foxchase options strategy algorithm.

Important note: The equity chart reflects live Alpaca account equity and may include the effects of deposits, withdrawals, and interest earned on eligible cash balances at Alpaca’s applicable rate, currently 3.3% APY. The statistics below are calculated separately from filled multi-leg option trades and exclude deposits, withdrawals, and cash interest.

This is a privately operated strategy traded only in my own account. It is not a managed account, copy-trading service, or trade recommendation service.

Foxchase Trading is independent and is not affiliated with, sponsored by, or endorsed by Alpaca.

Live Performance

Current Equity
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Realized Algo P&L
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Total Return
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Today’s Account P&L
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Closed Trades
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Win Rate
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Profit Factor
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Avg Win / Avg Loss
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Research Backtest

Research backtest, not live performance: The chart below compares the Foxchase historical research equity curve with SPY buy and hold. The metrics below reflect the validated 200-trade research portfolio. Experimental sequential second-trade logic is excluded from the results shown. This is hypothetical backtested performance and was not achieved by the live account during the full period shown.
Foxchase validated 200-trade research portfolio versus SPY buy and hold

Latest Research Candidate Ruleset

Latest research ruleset: The 200-trade backtest uses a fixed 10% risk budget with non-compounded sizing. It reflects the validated 200-trade research portfolio and produced +$26,578.00 on a $10,000.00 starting account. Experimental sequential second-trade logic is excluded pending a fully mechanical, non-preselected historical and forward validation process.
Research Portfolio Sample
200 trades
Active Trading Days
200 days
Research P&L
+$26,578.00
Ending Equity
$36,578.00
Total Return
265.78%
Win Rate
77.00%
Profit Factor
2.59
Max Drawdown
-4.60%

Backtest assumptions: $10,000 starting equity, fixed 10% risk per trade, and non-compounded sizing. The framework generally permits one selected trade per day. Experimental sequential second-trade logic is not included in the published results. Historical options data was sourced from ThetaData.

The backtest begins in 2023 because daily index 0DTE trading became structurally more representative after Cboe expanded SPX Weeklys to include expirations every trading day in 2022. Earlier periods had a different expiration structure and are less comparable to the current 0DTE market.

Backtested results are hypothetical and may not reflect actual live execution, slippage, partial fills, rejected orders, commissions, liquidity constraints, assignment or exercise risk, platform outages, data issues, or execution latency. Live results shown above should be considered more important than historical backtest results.

Per-Setup Performance

Mechanical attribution from the clean 200-trade native research ledger. The failed-downside fade research sleeve is excluded.

Setup Trades Net P&L Win Rate Profit Factor Median Win Worst Trade
Setup A 108 $6,509 72.22% 1.64 $208 −$570
Setup B 24 $5,154 83.33% 3.90 $319 −$511
Setup C 16 $4,705 81.25% 3.41 $520 −$746
Setup D 8 $4,123 100.00% ∞ $509 −$480
Setup E 31 $2,276 74.19% 1.96 $195 −$483
Setup F 13 $3,812 92.31% 12.07 $221 −$345