mirror of
https://github.com/BrentNeale1/fx-quant.git
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43 lines
1015 B
JSON
43 lines
1015 B
JSON
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{
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"pair": "EUR_GBP",
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"strategy_id": 4,
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"strategy_name": "S4_EMA_Ribbon_Scalp",
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"total_trades": 94,
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"win_rate_pct": 32.98,
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"avg_rr": 0.79,
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"expectancy_pips": -2.28,
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"sharpe_ratio": -7.33,
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"max_drawdown_pct": -32.81,
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"profit_factor": 0.38,
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"total_pnl_pips": -214.69,
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"total_pnl_dollars": -32530.68,
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"avg_win_pips": 4.4,
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"avg_loss_pips": 5.57,
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"max_consecutive_wins": 4,
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"max_consecutive_losses": 8,
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"avg_hold_time_minutes": 35.6,
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"best_trade_pips": 15.41,
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"worst_trade_pips": -9.7,
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"best_trade_dollars": 1819.36,
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"worst_trade_dollars": -1004.2,
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"final_equity": 67469.32,
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"starting_equity": 100000.0,
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"session_breakdown": {
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"LONDON": {
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"trades": 41,
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"win_rate": 34.146341463414636,
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"total_pnl_pips": -62.94165287269469
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},
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"OVERLAP": {
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"trades": 53,
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"win_rate": 32.075471698113205,
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"total_pnl_pips": -151.75202233190254
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}
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},
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"exit_reasons": {
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"TP1+SL": 13,
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"SL": 63,
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"TP3": 12,
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"TP1+TP2+SL": 6
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}
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}
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