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fx-quant/results/phase1/S3_USD_JPY_report.json
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{
"pair": "USD_JPY",
"strategy_id": 3,
"strategy_name": "S3_Key_Level_Breakout",
"total_trades": 138,
"win_rate_pct": 52.9,
"avg_rr": 0.92,
"expectancy_pips": 0.48,
"sharpe_ratio": -0.03,
"max_drawdown_pct": -9.84,
"profit_factor": 1.0,
"total_pnl_pips": 65.99,
"total_pnl_dollars": -308.86,
"avg_win_pips": 31.02,
"avg_loss_pips": 33.82,
"max_consecutive_wins": 6,
"max_consecutive_losses": 8,
"avg_hold_time_minutes": 855.7,
"best_trade_pips": 104.35,
"worst_trade_pips": -98.96,
"best_trade_dollars": 2569.09,
"worst_trade_dollars": -1065.4,
"final_equity": 99691.14,
"starting_equity": 100000.0,
"session_breakdown": {
"LONDON": {
"trades": 61,
"win_rate": 50.81967213114754,
"total_pnl_pips": -136.57319126130915
},
"OVERLAP": {
"trades": 77,
"win_rate": 54.54545454545454,
"total_pnl_pips": 202.56094377341014
}
},
"exit_reasons": {
"SL": 65,
"TP3": 28,
"TP1+SL": 23,
"TP1+TP2+SL": 22
}
}