Time & Structural Liquidity · Playbook 10

P2P TheTradingLama

Concepts and rules associated with Antonio LamaA MES P2P system combining session-liquidity sweeps, FVG inversion, market-structure confirmation, Lama Fibonacci levels, and rule-based trade management.

FuturesForexIndicesIntraday

VIEW BACKTEST & PROP RESULTS GET STRATEGY BOT

CONCEPT REFERENCE / Antonio Lama

VERIFIED MODEL VIEWBUY MODEL

MES1! · 1m · NY sessionP2P Strategy

Strategy Tester

TP +3.00R

SL −1.00R

ENTRY

R:R 3.00

SESSION LOW

IFVG

MSS + RETEST

BUY / LONG ↗

SETUPMES liquidity + Lama FibTRIGGERIFVG/MSS retestSLStructural / ATR stopTPTP1 + 3R runner

PLATFORM TARGETSBuilds in development

TradingViewPine strategy

MetaTrader 5MT5 bot

NinjaTrader 8NT8 bot

01 / Strategy specification

Strategy rules.
Complete execution model.

The PROPBREAKER implementation runs on CME Micro E-mini S&P 500 futures and converts Antonio Lama's P2P concepts into a configurable one-minute strategy. Asia, London, Globex, previous-day and five-minute opening-range liquidity establish the map; a sweep primes the setup; IFVG lifecycle, pivot MSS, displacement and the 0.236/0.786 Lama Fibonacci pair refine the execution zone. The rules file supports full-chain, simplified and sweep-testing modes, continuation or flip entries, structural or ATR protection, partial profit at TP1 and a managed runner. The research configuration caps exposure at five MES contracts, risks up to 1% of equity, limits New York-session activity and closes remaining exposure at the window end.

MODEL MAP / P2PMES liquidity sweep → P2P structural reversal longSession/PDH-PDL/ORB liquidity · IFVG · pivot MSS · Lama Fib

SESSION LOW · SELL-SIDE LIQUIDITY

SWEEP · PRIMED

FVG INVERSION

PIVOT HIGH · MSS

DISPLACEMENT / ATR PASS

SL · BELOW SWEEP

TP1 + 3R RUNNER

P2P RETEST → BUY

TP · +3R

SL · −1R

ENTRY

R:R 3.00

01Sweep mapped liquidity

02Invert FVG + confirm MSS

03Buy P2P retest to TP1

Strategy logic · entry, invalidation and objective map.

02 / STRATEGY TEST LAB

Backtest it.
Stress-test it.
Simulate it on prop.

Every test starts from the same MES trade ledger. Inspect the performance first, then test robustness and apply the exact rules of your prop account.

HISTORICAL BACKTEST · NOV 10, 2025–MAR 27, 2026

P2P TheTradingLama

MES · 1m execution · 5m ORB · NY 09:30–15:30 · New York · 09:30–15:30 ET

NET P&L+$8,418.75

TRADINGVIEW TRADE LOGMES · Micro E-mini S&P 500 FuturesCME · New York · 09:30–15:30 ET

Open research source ↗

Total P&L+$8,418.75

Return8.42%

Sharpe ratio1.27

Win rate31.18%

Max drawdown-$8,706.25 · 8.17%

Profit factor1.215

Equity curve

REPORTED CLOSED EQUITY · TRADE BY TRADE

Nov 2025DecJan 2026FebMar 2026

Win/Loss analysis

Total trades170

Winning trades53

Losing trades45

Breakeven trades72

Average win$898.35

Average loss-$870.97

Largest win$4,231.25

Largest loss-$2,175.00

Risk & performance

Max consecutive wins4

Max consecutive losses2

Sortino ratio2.44

Recovery factor0.97

Average trade$49.52

Expectancy$49.52

Average favorable excursion$524.96

Average adverse excursion-$460.85

Research status

Strategy rulesCoded

Research terminalReady

Trade logImported

Access

GET STRATEGY BOT ↗

Research source

P2P Indicator [MOT] — Antonio Lama concepts. Source material and methodology documentation.

View reference ↗

P2P TheTradingLama

Strategy rules.Complete execution model.

Backtest it.Stress-test it.Simulate it on prop.

P2P TheTradingLama

Equity curve

Win/Loss analysis

Risk & performance

Research status

Access

Research source

Related playbooks

Strategy rules.
Complete execution model.

Backtest it.
Stress-test it.
Simulate it on prop.