mirror of
https://github.com/BrentNeale1/fx-quant.git
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46 lines
1.1 KiB
JSON
46 lines
1.1 KiB
JSON
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{
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"pair": "EUR_USD",
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"strategy_id": 2,
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"strategy_name": "S2_Session_VWAP_Reversal",
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"total_trades": 384,
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"win_rate_pct": 25.0,
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"avg_rr": 2.47,
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"expectancy_pips": -1.3,
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"sharpe_ratio": -1.61,
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"max_drawdown_pct": -54.94,
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"profit_factor": 0.78,
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"total_pnl_pips": -499.49,
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"total_pnl_dollars": -46914.05,
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"avg_win_pips": 24.3,
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"avg_loss_pips": 9.84,
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"max_consecutive_wins": 5,
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"max_consecutive_losses": 19,
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"avg_hold_time_minutes": 201.2,
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"best_trade_pips": 77.52,
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"worst_trade_pips": -24.78,
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"best_trade_dollars": 6405.35,
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"worst_trade_dollars": -1103.24,
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"final_equity": 53085.95,
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"starting_equity": 100000.0,
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"session_breakdown": {
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"LONDON": {
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"trades": 217,
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"win_rate": 27.64976958525346,
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"total_pnl_pips": -202.79071203238428
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},
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"OVERLAP": {
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"trades": 167,
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"win_rate": 21.55688622754491,
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"total_pnl_pips": -296.70058575933086
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}
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},
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"exit_reasons": {
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"SL": 287,
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"TP3": 35,
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"TP1+TP2+SL": 43,
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"TP1+SL": 12,
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"TIME": 4,
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"TP1+TIME": 2,
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"TP1+TP2+TIME": 1
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}
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}
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