ECLIPSE
Overnight only — in after the US close, flat before New York wakes up
$99.99/mo
$139.98 separately · save 29%
Equity · 50K account · 2 / 4 micros
Net profit · Dec 29 '24 → Jul 3 '26
+$21,119
Net · 50K
+$21,119
+$1,167 / month
Max drawdown
−$1,736
Apr 29 '25 → Sep 28 '25
MAR
8.1
Profit factor
1.65
Win rate
39.4%
Trades
734
41/mo · 1.8/day
Sized to your evaluation
One stack. Four account sizes.
Every account size gets its own contract count per engine, chosen so the stack's closed-trade drawdown stays well inside the trailing limit. Live intraday swings run deeper than closed-trade logs, so the unused headroom is your survival margin. Where even one micro per engine is too much for an account, we say so rather than sell it.
scale = floor(0.65 * trailingDD / stack.maxDD); micros per strategy = base set × scale; projections scale linearly. scale < 1 → not recommended at this size.
| Account | Micros / engine | Backtest DD | Headroom | Net | Proj. / mo | To target |
|---|---|---|---|---|---|---|
| 25K | 1 / 3 | −$937 | 25% | +$12,836 | +$709 | 73d |
| 50Kyou | 2 / 4 | −$1,736 | 13% | +$21,119 | +$1,167 | 94d |
| 100K | 3 / 7 | −$2,672 | 11% | +$33,955 | +$1,876 | 103d |
| 150K | 4 / 9 | −$3,540 | 21% | +$44,515 | +$2,459 | 106d |
Inside the stack
2 engines. Zero hedge conflicts.
Net
+$6,008
Win
40.7%
PF
1.44
Micros · 50K
2×
Asia 20:00 ET + NY 09:30 ET · risk ≈ $84/trade at 50K
Net
+$4,552
Win
33.6%
PF
2.80
Micros · 50K
4×
Asia 20:00 ET + NY 09:30 ET · risk ≈ $92/trade at 50K
Monthly P&L · $k at 50K sizing
15 of 20 months green
Character · ≈ at 50K sizing
- Best day
- +$1,206 · Jun 10 '26
- Worst day
- −$420 · Mar 30 '25
- Best month
- +$5,312 · Jun '26
- Worst month
- −$752 · Jun '25
- Green days
- 55.3%
- Longest flat spell
- 185 days
- Max losing streak
- 9 trades
- Last 12 months
- +$15,339 · MAR 13.37
Ready to deploy?
Start with the highest-MAR stack, or build your own bundle and save up to 33%.