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fx-quant/results/phase1/S3_GBP_JPY_report.json
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{
"pair": "GBP_JPY",
"strategy_id": 3,
"strategy_name": "S3_Key_Level_Breakout",
"total_trades": 155,
"win_rate_pct": 52.26,
"avg_rr": 1.03,
"expectancy_pips": 2.63,
"sharpe_ratio": -0.04,
"max_drawdown_pct": -13.51,
"profit_factor": 0.99,
"total_pnl_pips": 407.75,
"total_pnl_dollars": -425.43,
"avg_win_pips": 43.33,
"avg_loss_pips": 41.91,
"max_consecutive_wins": 7,
"max_consecutive_losses": 6,
"avg_hold_time_minutes": 964.3,
"best_trade_pips": 219.32,
"worst_trade_pips": -136.42,
"best_trade_dollars": 2075.28,
"worst_trade_dollars": -1059.48,
"final_equity": 99574.57,
"starting_equity": 100000.0,
"session_breakdown": {
"LONDON": {
"trades": 80,
"win_rate": 47.5,
"total_pnl_pips": -37.55465632285109
},
"OVERLAP": {
"trades": 75,
"win_rate": 57.333333333333336,
"total_pnl_pips": 445.30894198055705
}
},
"exit_reasons": {
"SL": 74,
"TP1+TP2+SL": 27,
"TP1+SL": 33,
"TP3": 21
}
}