2026-02-18 06:04:27 +10:00
|
|
|
{
|
|
|
|
|
"pair": "GBP_AUD",
|
|
|
|
|
"strategy_id": 5,
|
|
|
|
|
"strategy_name": "S5_Momentum_Exhaustion",
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2026-02-18 20:42:16 +10:00
|
|
|
"total_trades": 719,
|
|
|
|
|
"win_rate_pct": 47.29,
|
|
|
|
|
"avg_rr": 0.77,
|
|
|
|
|
"expectancy_pips": -4.22,
|
|
|
|
|
"sharpe_ratio": -2.52,
|
|
|
|
|
"max_drawdown_pct": -69.42,
|
|
|
|
|
"profit_factor": 0.7,
|
|
|
|
|
"total_pnl_pips": -3035.82,
|
|
|
|
|
"total_pnl_dollars": -69417.68,
|
|
|
|
|
"avg_win_pips": 20.14,
|
|
|
|
|
"avg_loss_pips": 26.08,
|
|
|
|
|
"max_consecutive_wins": 9,
|
|
|
|
|
"max_consecutive_losses": 11,
|
|
|
|
|
"avg_hold_time_minutes": 170.4,
|
|
|
|
|
"best_trade_pips": 111.27,
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|
|
|
|
"worst_trade_pips": -99.8,
|
|
|
|
|
"best_trade_dollars": 1297.9,
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|
|
"worst_trade_dollars": -1000.0,
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|
|
|
"final_equity": 30582.32,
|
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": 495,
|
|
|
|
|
"win_rate": 47.474747474747474,
|
|
|
|
|
"total_pnl_pips": -1992.3788195186614
|
2026-02-18 06:04:27 +10:00
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|
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},
|
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|
|
"OVERLAP": {
|
2026-02-18 20:42:16 +10:00
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|
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"trades": 224,
|
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|
|
"win_rate": 46.875,
|
|
|
|
|
"total_pnl_pips": -1043.4389797714823
|
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": 379,
|
|
|
|
|
"TP1+TP2+SL": 122,
|
|
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|
|
"TP3": 63,
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"TP1+SL": 155
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2026-02-18 06:04:27 +10:00
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}
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}
|
