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TPTBusiness
42 lines
1.0 KiB
JSON
42 lines
1.0 KiB
JSON
{
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"generated_at": "2026-05-11",
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"best_frequency": "30min",
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"best_monthly_pct": 3.59,
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"strategies": {
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"30min_2factor": {
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"frequency": "30min",
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"monthly_pct": 3.59,
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"max_dd_pct": -1.3,
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"trades": 671,
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"factors": ["london_session_momentum", "london_session_drift"],
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"direction": 1,
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"session_hours": [7, 17]
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},
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"1h_2factor": {
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"frequency": "1h",
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"monthly_pct": 3.29,
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"max_dd_pct": -1.2,
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"trades": 621,
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"factors": ["london_session_momentum", "london_session_drift"],
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"direction": 1,
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"session_hours": [7, 17]
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},
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"1h_sma1030": {
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"frequency": "1h",
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"monthly_pct": 0.40,
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"max_dd_pct": -0.9,
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"signal": "price_only",
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"live_ready": true,
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"note": "Computable from OHLCV, no factor data needed"
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}
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},
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"active_live_strategy": "1h_sma1030",
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"active_backtest_strategy": "30min_2factor",
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"cost_bps": 2.14,
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"ftmo_safety": {
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"worst_day_pct": -1.08,
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"daily_limit_pct": -5.0,
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"total_limit_pct": -10.0
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}
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}
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