mirror of
https://github.com/BrentNeale1/fx-quant.git
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118 lines
2.3 KiB
JSON
118 lines
2.3 KiB
JSON
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{
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"EUR_USD": {
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"training": {
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"trades": 551,
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"wr": 44.6,
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"pf": 0.69,
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"sharpe": -2.42,
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"pnl_pips": -1338.7,
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"max_dd_pips": -1454.8,
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"expectancy": -2.43
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},
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"test_set": {
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"trades": 233,
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"wr": 42.5,
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"pf": 0.65,
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"sharpe": -2.85,
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"pnl_pips": -486.9,
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"max_dd_pips": -598.2,
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"expectancy": -2.09
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},
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"2025": {
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"trades": 252,
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"wr": 43.7,
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"pf": 0.64,
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"sharpe": -2.89,
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"pnl_pips": -726.5,
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"max_dd_pips": -757.2,
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"expectancy": -2.88
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}
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},
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"GBP_USD": {
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"training": {
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"trades": 667,
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"wr": 45.7,
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"pf": 0.75,
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"sharpe": -1.89,
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"pnl_pips": -1635.0,
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"max_dd_pips": -1778.5,
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"expectancy": -2.45
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},
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"test_set": {
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"trades": 281,
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"wr": 38.8,
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"pf": 0.62,
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"sharpe": -3.24,
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"pnl_pips": -804.6,
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"max_dd_pips": -891.7,
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"expectancy": -2.86
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},
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"2025": {
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"trades": 249,
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"wr": 50.2,
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"pf": 0.89,
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"sharpe": -0.81,
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"pnl_pips": -213.7,
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"max_dd_pips": -303.6,
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"expectancy": -0.86
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}
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},
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"GBP_JPY": {
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"training": {
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"trades": 693,
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"wr": 42.4,
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"pf": 0.66,
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"sharpe": -2.76,
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"pnl_pips": -3316.1,
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"max_dd_pips": -3372.9,
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"expectancy": -4.79
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},
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"test_set": {
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"trades": 343,
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"wr": 45.8,
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"pf": 0.72,
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"sharpe": -2.16,
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"pnl_pips": -1522.5,
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"max_dd_pips": -1760.6,
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"expectancy": -4.44
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},
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"2025": {
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"trades": 292,
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"wr": 41.8,
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"pf": 0.65,
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"sharpe": -2.91,
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"pnl_pips": -1851.5,
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"max_dd_pips": -1857.7,
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"expectancy": -6.34
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}
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},
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"GBP_AUD": {
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"training": {
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"trades": 764,
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"wr": 48.2,
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"pf": 0.83,
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"sharpe": -1.29,
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"pnl_pips": -1783.8,
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"max_dd_pips": -1985.8,
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"expectancy": -2.33
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},
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"test_set": {
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"trades": 368,
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"wr": 48.1,
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"pf": 0.79,
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"sharpe": -1.67,
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"pnl_pips": -922.9,
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"max_dd_pips": -1222.2,
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"expectancy": -2.51
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},
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"2025": {
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"trades": 295,
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"wr": 50.8,
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"pf": 0.85,
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"sharpe": -1.05,
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"pnl_pips": -565.9,
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"max_dd_pips": -688.6,
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"expectancy": -1.92
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}
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}
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}
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