mirror of
https://github.com/BrentNeale1/fx-quant.git
synced 2026-08-25 07:58:05 +00:00
43 lines
1022 B
JSON
43 lines
1022 B
JSON
|
{
|
||
|
|
"pair": "EUR_GBP",
|
||
|
|
"strategy_id": 5,
|
||
|
|
"strategy_name": "S5_Momentum_Exhaustion",
|
||
|
|
"total_trades": 278,
|
||
|
|
"win_rate_pct": 32.73,
|
||
|
|
"avg_rr": 0.9,
|
||
|
|
"expectancy_pips": -2.67,
|
||
|
|
"sharpe_ratio": -6.16,
|
||
|
|
"max_drawdown_pct": -66.51,
|
||
|
|
"profit_factor": 0.43,
|
||
|
|
"total_pnl_pips": -741.99,
|
||
|
|
"total_pnl_dollars": -66510.95,
|
||
|
|
"avg_win_pips": 6.35,
|
||
|
|
"avg_loss_pips": 7.06,
|
||
|
|
"max_consecutive_wins": 4,
|
||
|
|
"max_consecutive_losses": 14,
|
||
|
|
"avg_hold_time_minutes": 171.6,
|
||
|
|
"best_trade_pips": 32.1,
|
||
|
|
"worst_trade_pips": -22.25,
|
||
|
|
"best_trade_dollars": 1906.94,
|
||
|
|
"worst_trade_dollars": -1000.0,
|
||
|
|
"final_equity": 33489.05,
|
||
|
|
"starting_equity": 100000.0,
|
||
|
|
"session_breakdown": {
|
||
|
|
"LONDON": {
|
||
|
|
"trades": 138,
|
||
|
|
"win_rate": 36.95652173913043,
|
||
|
|
"total_pnl_pips": -327.8603639263469
|
||
|
|
},
|
||
|
|
"OVERLAP": {
|
||
|
|
"trades": 140,
|
||
|
|
"win_rate": 28.57142857142857,
|
||
|
|
"total_pnl_pips": -414.133370295348
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"exit_reasons": {
|
||
|
|
"SL": 187,
|
||
|
|
"TP1+TP2+SL": 28,
|
||
|
|
"TP1+SL": 52,
|
||
|
|
"TP3": 11
|
||
|
|
}
|
||
|
|
}
|