2026-02-18 06:04:27 +10:00
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|
|
{
|
|
|
|
|
"pair": "EUR_AUD",
|
|
|
|
|
"strategy_id": 5,
|
|
|
|
|
"strategy_name": "S5_Momentum_Exhaustion",
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2026-02-18 20:42:16 +10:00
|
|
|
"total_trades": 680,
|
|
|
|
|
"win_rate_pct": 47.65,
|
|
|
|
|
"avg_rr": 0.77,
|
|
|
|
|
"expectancy_pips": -3.51,
|
|
|
|
|
"sharpe_ratio": -2.72,
|
|
|
|
|
"max_drawdown_pct": -68.29,
|
|
|
|
|
"profit_factor": 0.68,
|
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|
|
|
"total_pnl_pips": -2384.67,
|
|
|
|
|
"total_pnl_dollars": -67383.67,
|
|
|
|
|
"avg_win_pips": 17.33,
|
|
|
|
|
"avg_loss_pips": 22.47,
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|
|
|
|
"max_consecutive_wins": 9,
|
2026-02-18 06:04:27 +10:00
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|
|
"max_consecutive_losses": 9,
|
2026-02-18 20:42:16 +10:00
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|
|
"avg_hold_time_minutes": 202.8,
|
|
|
|
|
"best_trade_pips": 78.23,
|
|
|
|
|
"worst_trade_pips": -49.08,
|
|
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|
"best_trade_dollars": 1199.92,
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|
"worst_trade_dollars": -1013.3,
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|
"final_equity": 32616.33,
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2026-02-18 06:04:27 +10:00
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"starting_equity": 100000.0,
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|
|
"session_breakdown": {
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|
"LONDON": {
|
2026-02-18 20:42:16 +10:00
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|
|
"trades": 459,
|
|
|
|
|
"win_rate": 46.84095860566449,
|
|
|
|
|
"total_pnl_pips": -1784.298599856944
|
2026-02-18 06:04:27 +10:00
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},
|
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|
"OVERLAP": {
|
2026-02-18 20:42:16 +10:00
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"trades": 221,
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|
"win_rate": 49.321266968325794,
|
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|
|
|
"total_pnl_pips": -600.3694128375001
|
2026-02-18 06:04:27 +10:00
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}
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},
|
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"exit_reasons": {
|
2026-02-18 20:42:16 +10:00
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"SL": 356,
|
|
|
|
|
"TP1+TP2+SL": 107,
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"TP1+SL": 148,
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"TP3": 69
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2026-02-18 06:04:27 +10:00
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}
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}
|
