mirror of
https://github.com/BrentNeale1/fx-quant.git
synced 2026-08-18 20:48:06 +00:00
118 lines
2.1 KiB
JSON
118 lines
2.1 KiB
JSON
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{
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"EUR_USD": {
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"training": {
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"trades": 10,
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"wr": 50.0,
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"pf": 0.48,
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"sharpe": -4.88,
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"pnl_pips": -55.4,
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"max_dd_pips": -83.8,
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"expectancy": -5.54
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},
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"test_set": {
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"trades": 7,
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"wr": 57.1,
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"pf": 0.65,
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"sharpe": -2.97,
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"pnl_pips": -14.6,
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"max_dd_pips": -29.4,
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"expectancy": -2.08
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},
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"2025": {
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"trades": 3,
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"wr": 66.7,
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"pf": 5.26,
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"sharpe": 9.57,
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"pnl_pips": 51.9,
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"max_dd_pips": 0.0,
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"expectancy": 17.31
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}
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},
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"GBP_USD": {
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"training": {
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"trades": 5,
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"wr": 40.0,
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"pf": 1.73,
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"sharpe": 3.24,
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"pnl_pips": 31.7,
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"max_dd_pips": -19.3,
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"expectancy": 6.34
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},
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"test_set": {
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"trades": 6,
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"wr": 50.0,
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"pf": 1.2,
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"sharpe": 1.28,
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"pnl_pips": 8.4,
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"max_dd_pips": -24.3,
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"expectancy": 1.41
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},
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"2025": {
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"trades": 2,
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"wr": 50.0,
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"pf": 0.91,
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"sharpe": -0.55,
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"pnl_pips": -2.1,
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"max_dd_pips": 0.0,
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"expectancy": -1.06
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}
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},
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"GBP_JPY": {
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"training": {
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"trades": 3,
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"wr": 33.3,
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"pf": 0.4,
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"sharpe": -5.03,
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"pnl_pips": -107.6,
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"max_dd_pips": -154.7,
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"expectancy": -35.87
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},
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"test_set": {
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"trades": 0,
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"wr": 0,
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"pf": 0,
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"sharpe": 0,
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"pnl_pips": 0,
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"max_dd_pips": 0,
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"expectancy": 0
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},
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"2025": {
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"trades": 0,
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"wr": 0,
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"pf": 0,
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"sharpe": 0,
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"pnl_pips": 0,
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"max_dd_pips": 0,
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"expectancy": 0
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}
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},
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"GBP_AUD": {
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"training": {
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"trades": 0,
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"wr": 0,
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"pf": 0,
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"sharpe": 0,
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"pnl_pips": 0,
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"max_dd_pips": 0,
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"expectancy": 0
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},
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"test_set": {
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"trades": 0,
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"wr": 0,
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"pf": 0,
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"sharpe": 0,
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"pnl_pips": 0,
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"max_dd_pips": 0,
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"expectancy": 0
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},
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"2025": {
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"trades": 0,
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"wr": 0,
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"pf": 0,
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"sharpe": 0,
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"pnl_pips": 0,
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"max_dd_pips": 0,
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"expectancy": 0
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}
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}
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}
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