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fx-quant/results/phase1/S1_EUR_AUD_report.json
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{
"pair": "EUR_AUD",
"strategy_id": 1,
"strategy_name": "S1_Trendline_Breakout_Retest",
"total_trades": 36,
"win_rate_pct": 47.22,
"avg_rr": 0.88,
"expectancy_pips": -1.4,
"sharpe_ratio": -5.02,
"max_drawdown_pct": -9.87,
"profit_factor": 0.49,
"total_pnl_pips": -50.34,
"total_pnl_dollars": -9120.74,
"avg_win_pips": 11.07,
"avg_loss_pips": 12.56,
"max_consecutive_wins": 3,
"max_consecutive_losses": 6,
"avg_hold_time_minutes": 72.9,
"best_trade_pips": 41.53,
"worst_trade_pips": -21.87,
"best_trade_dollars": 1574.69,
"worst_trade_dollars": -1005.65,
"final_equity": 90879.26,
"starting_equity": 100000.0,
"session_breakdown": {
"LONDON": {
"trades": 24,
"win_rate": 54.166666666666664,
"total_pnl_pips": 7.739853762499994
},
"OVERLAP": {
"trades": 12,
"win_rate": 33.33333333333333,
"total_pnl_pips": -58.084017714383535
}
},
"exit_reasons": {
"TP1+SL": 10,
"SL": 19,
"TP1+TP2+SL": 5,
"TP3": 2
}
}