Mini-DAX (FDXM) Session Scalp

Equity curve · October 2025 to August 2026 · index points

Monthly results

How to read this row: Cumulative +995 pts is before commission: 995 pts × EUR 5.00 = EUR 4,975 (USD 5,373); the file nets EUR 4,637.72 after commission. 136 signals, 272 legs at 2 contracts per signal. Worst day -EUR 935. Drawdown -EUR 1,079 closed, -USD 1,477 including open equity. September 2026 is a partial month and is excluded. One point = EUR 5.00 per point. Every headline equals the exact sum of the monthly rows above, and each figure reproduces from the named export. Currency. Results are shown in the market's native currency — EUR. The test parameters are USD-denominated. Where a EUR result is stated against them it is converted once, at the end of the evaluation, at the fixed research rate used throughout it — EUR 1 = USD 1.08 — the same rate the evaluation applies to the EUR point values (EUR 1 to USD 1.08, EUR 5 to USD 5.40, EUR 10 to USD 10.80). No daily or per-trade conversion is applied.

Tested against the published rule range

Measured on the same file and window as the record above, at the size stated. Pass rates are indicative: the evaluation starts at the first trade of each month and runs the real fill sequence forward with a 40% consistency rule. Swept against the range of rule sets prop firms publish - deadline 14, 30, 60, 90 days or none; drawdown USD 250 to USD 8,000; target 1.0x, 1.5x or 2.0x the drawdown; daily loss cap none or half the drawdown; consistency none or 40%. The cell published here is the smallest drawdown the run's own risk needs, read at the as-traded size. No firm is named and no firm's rule set is modelled.

Every firm’s rules differ and change without notice. These figures measure the risk this model produced in the tested window at the stated size; they are not a promise of a pass. The monthly entry brake is a strategy-quality filter, not protection against a firm’s daily loss limit or drawdown floor, which are driven by intra-trade excursions a realised-loss brake cannot see. Size to the stricter of your firm’s daily loss limit and its drawdown type — trailing intraday, trailing end-of-day or static.

Overview

Session Scalp is a systematic trading model published as an Iron Ledger TradingView script. It applies the same research framework to each market it covers.

When a qualified setup appears, the model draws the complete trade plan on the chart — entry, protective stop, first target and management. It does not predict direction and does not guarantee outcomes.

This publication covers Micro-DAX futures during the Frankfurt session. Additional markets, sides and timeframes are added as they pass verification.

Video library

Important

Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results. Fees, slippage and live execution may differ. Past performance is not indicative of future results.