M Trader Bi-Weekly Trading Report – Sept 1 to Sept 12, 2025

This bi-weekly trading report covers the period from September 1 to September 12, 2025 for M Trader, our fully automated NinjaTrader 8 strategy designed for retail traders, funded account qualifiers, and anyone seeking disciplined, consistent trade execution. Reports like this are published every two weeks to give traders transparent, up-to-date performance insights.

Highlights at a Glance

  • Total PnL: Updated bi-weekly with precise results
  • Markets Traded: Nasdaq (NQ), S&P 500 (ES), Gold (GC), Crude Oil (CL)
  • Breakdown: Sum by market, daily results, and per-market daily contributions
  • Performance Tools: Daily limits, risk controls, trailing stops, and news filters built into M Trader

Trading Performance Charts

The interactive dashboard below shows Performance Summary, Market Contribution, Sum by Market, Result per Day, and Result per Day / per Market. Each chart is automatically generated from our raw trade logs to ensure full transparency.

Performance Summary ()

Total PnL
Positive Days
Negative Days
Avg / Day

Market Contribution ()

Total PnL

Sum by Market ()

Result per Day ()

Result per Day / per Market ()

Why These Results Matter

M Trader is not just about one strong week—it’s about repeatable, risk-managed performance. With automated execution, daily loss protection, and built-in momentum checks, traders can focus on strategy and risk allocation rather than manual entries.

Ideal For:

  • Funded traders (Apex, TST, etc.) who must respect strict daily loss/target limits
  • Retail futures traders seeking consistency and risk control
  • New traders who want a ready-to-run automated template with minimal setup

Next Steps

Performance reports are updated every two weeks and linked directly from this page. The next update will cover results up to September 26, 2025. If you’d like to learn more about the system itself, see the dedicated product page here:

👉 Learn More About M Trader

All performance reports shown on this website are generated directly from the built-in trade reporting feature of our strategies - "Trade Log". The results reflect actual trades executed in the live market during the stated reporting period. No backtesting, no simulated environments, and no playback data were used in preparing these reports.

For the sake of clarity and transparency, the raw trade log data has been transformed into chart format and presented here for better visual appearance on the website, making it easier for traders to review and interpret performance across different markets and dates.

These reports are published strictly for informational and educational purposes and should not be considered financial advice or a guarantee of future performance.