I read your "method". The very basic model about the market is "market is random". So when you enter the market with TP = 3 points and SL = 3 points the chances of heating TP and SL are equal.
In fact when ES hits TP it may be not filled. But when ES hits your SL it is 100% get filled and may be with a slippage. And you always substract commissions. So the mathematical expectation is against you.
The edge should be to enter the market in such a moment when your chances to reach the Take Profit target are greater then chances to reach the Stop Loss level. But let us suppose the basic model.
Let the ES be at 1000 points level. Then it rise to 1015 and starting to reverse. You place the first enter market order at the 15points * 33% = 5 points, so you place Buy Limit 1 ES at 1010. It got filled. Your Stop Loss is at the 1000 (10 points), your Take Profit is at the 1015 (5 points). But the probability of reaching the TP is higher then reaching SL. In fact the probability of reaching TP is 66% and SL is 33%, so the math expectation is:
E(PnL 1st position) = TP * P(TP) + SL * P(SL) = 5 * .66 + (-10) * 0.33 = 0
Well, market moves further away from 1015 and at the 50% level you enter another 3 contracts. Your TP = 7.5 points, SL = 7.5 points, now the probability for TP = P(SL) = 0.5
E(PnL 2nd position) = 7.5 * 0.5 + (-7.5) * 0.5 = 0
Finally when market moves to 1005 you enter final 5 contracts. Now P(TP) = 0.33 and P(SL) = 0.66. Again E(PnL 3rd position) = 0
You wrote in your journal that "if market moves to the SL I lose only a few points". Do the math, you lose (1 * 10.0 + 3 * 7.5 + 5 * 5.0) * $50 = 57.5 points * $50 = $2875
You had lucky strike for last two weeks and you are already so sure you won the world. I hope this is a demo account, because in my scenario you will lose the last shirt.
