fx-quant/results/phase2/regime_analysis.json

{
  "S7_Tight_GBP_JPY": {
    "pair": "GBP_JPY",
    "timeframe": "H1",
    "years": {
      "2021": {
        "trades": 34,
        "wr": 47.1,
        "pf": 0.47,
        "pnl_pips": -465.5,
        "max_dd_pips": -618.3,
        "expectancy": -13.69
      },
      "2022": {
        "trades": 29,
        "wr": 58.6,
        "pf": 0.89,
        "pnl_pips": -102.1,
        "max_dd_pips": -412.7,
        "expectancy": -3.52
      },
      "2023": {
        "trades": 35,
        "wr": 71.4,
        "pf": 1.8,
        "pnl_pips": 558.9,
        "max_dd_pips": -219.9,
        "expectancy": 15.97
      }
    },
    "full": {
      "trades": 98,
      "wr": 59.2,
      "pf": 1.0,
      "pnl_pips": -8.6,
      "max_dd_pips": -723.9,
      "expectancy": -0.09
    }
  },
  "S9_GBP_USD": {
    "pair": "GBP_USD",
    "timeframe": "H1",
    "years": {
      "2021": {
        "trades": 138,
        "wr": 52.2,
        "pf": 0.71,
        "pnl_pips": -701.8,
        "max_dd_pips": -856.6,
        "expectancy": -5.09
      },
      "2022": {
        "trades": 115,
        "wr": 51.3,
        "pf": 0.83,
        "pnl_pips": -470.0,
        "max_dd_pips": -1030.5,
        "expectancy": -4.09
      },
      "2023": {
        "trades": 32,
        "wr": 68.8,
        "pf": 1.38,
        "pnl_pips": 154.8,
        "max_dd_pips": -132.7,
        "expectancy": 4.84
      }
    },
    "full": {
      "trades": 285,
      "wr": 53.7,
      "pf": 0.82,
      "pnl_pips": -1017.0,
      "max_dd_pips": -1775.8,
      "expectancy": -3.57
    }
  },
  "S9_Filtered_GBP_AUD": {
    "pair": "GBP_AUD",
    "timeframe": "H1",
    "years": {
      "2021": {
        "trades": 31,
        "wr": 45.2,
        "pf": 0.58,
        "pnl_pips": -412.3,
        "max_dd_pips": -535.5,
        "expectancy": -13.3
      },
      "2022": {
        "trades": 23,
        "wr": 73.9,
        "pf": 2.57,
        "pnl_pips": 544.1,
        "max_dd_pips": -116.9,
        "expectancy": 23.65
      },
      "2023": {
        "trades": 12,
        "wr": 75.0,
        "pf": 2.98,
        "pnl_pips": 342.6,
        "max_dd_pips": -49.6,
        "expectancy": 28.55
      }
    },
    "full": {
      "trades": 66,
      "wr": 60.6,
      "pf": 1.32,
      "pnl_pips": 474.3,
      "max_dd_pips": -561.2,
      "expectancy": 7.19
    }
  },
  "S4F_EUR_AUD": {
    "pair": "EUR_AUD",
    "timeframe": "M15",
    "years": {
      "2021": {
        "trades": 42,
        "wr": 42.9,
        "pf": 1.11,
        "pnl_pips": 57.8,
        "max_dd_pips": -119.7,
        "expectancy": 1.38
      },
      "2022": {
        "trades": 33,
        "wr": 60.6,
        "pf": 1.79,
        "pnl_pips": 370.0,
        "max_dd_pips": -183.7,
        "expectancy": 11.21
      },
      "2023": {
        "trades": 20,
        "wr": 25.0,
        "pf": 0.48,
        "pnl_pips": -254.7,
        "max_dd_pips": -337.2,
        "expectancy": -12.74
      }
    },
    "full": {
      "trades": 95,
      "wr": 45.3,
      "pf": 1.12,
      "pnl_pips": 173.0,
      "max_dd_pips": -337.2,
      "expectancy": 1.82
    }
  },
  "S3_GBP_JPY": {
    "pair": "GBP_JPY",
    "timeframe": "H1",
    "years": {
      "2021": {
        "trades": 65,
        "wr": 46.2,
        "pf": 0.9,
        "pnl_pips": -112.6,
        "max_dd_pips": -345.7,
        "expectancy": -1.73
      },
      "2022": {
        "trades": 47,
        "wr": 53.2,
        "pf": 1.21,
        "pnl_pips": 262.9,
        "max_dd_pips": -307.3,
        "expectancy": 5.59
      },
      "2023": {
        "trades": 38,
        "wr": 55.3,
        "pf": 1.07,
        "pnl_pips": 56.9,
        "max_dd_pips": -182.9,
        "expectancy": 1.5
      }
    },
    "full": {
      "trades": 150,
      "wr": 50.7,
      "pf": 1.07,
      "pnl_pips": 203.1,
      "max_dd_pips": -533.2,
      "expectancy": 1.35
    }
  }
}