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fx-quant/results/phase1/S1_GBP_AUD_report.json
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{
"pair": "GBP_AUD",
"strategy_id": 1,
"strategy_name": "S1_Trendline_Breakout_Retest",
"total_trades": 34,
"win_rate_pct": 35.29,
"avg_rr": 0.9,
"expectancy_pips": -5.66,
"sharpe_ratio": -6.23,
"max_drawdown_pct": -15.94,
"profit_factor": 0.4,
"total_pnl_pips": -192.44,
"total_pnl_dollars": -12502.09,
"avg_win_pips": 15.51,
"avg_loss_pips": 17.21,
"max_consecutive_wins": 3,
"max_consecutive_losses": 7,
"avg_hold_time_minutes": 114.3,
"best_trade_pips": 52.77,
"worst_trade_pips": -42.38,
"best_trade_dollars": 3239.32,
"worst_trade_dollars": -1022.39,
"final_equity": 87497.91,
"starting_equity": 100000.0,
"session_breakdown": {
"LONDON": {
"trades": 21,
"win_rate": 38.095238095238095,
"total_pnl_pips": -24.36960397938039
},
"OVERLAP": {
"trades": 13,
"win_rate": 30.76923076923077,
"total_pnl_pips": -168.06717463446904
}
},
"exit_reasons": {
"SL": 22,
"TP3": 2,
"TP1+TP2+SL": 3,
"TP1+SL": 7
}
}