mirror of
https://github.com/BrentNeale1/fx-quant.git
synced 2026-08-22 06:28:05 +00:00
43 lines
1.0 KiB
JSON
43 lines
1.0 KiB
JSON
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{
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"pair": "GBP_CAD",
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"strategy_id": 5,
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"strategy_name": "S5_Momentum_Exhaustion",
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"total_trades": 240,
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"win_rate_pct": 37.5,
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"avg_rr": 1.35,
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"expectancy_pips": -1.47,
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"sharpe_ratio": -1.96,
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"max_drawdown_pct": -35.07,
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"profit_factor": 0.77,
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"total_pnl_pips": -351.74,
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"total_pnl_dollars": -29057.25,
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"avg_win_pips": 16.9,
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"avg_loss_pips": 12.49,
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"max_consecutive_wins": 5,
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"max_consecutive_losses": 7,
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"avg_hold_time_minutes": 164.3,
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"best_trade_pips": 52.72,
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"worst_trade_pips": -40.66,
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"best_trade_dollars": 2134.17,
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"worst_trade_dollars": -1000.0,
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"final_equity": 70942.75,
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"starting_equity": 100000.0,
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"session_breakdown": {
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"LONDON": {
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"trades": 138,
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"win_rate": 34.05797101449276,
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"total_pnl_pips": -269.5886460592775
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},
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"OVERLAP": {
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"trades": 102,
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"win_rate": 42.15686274509804,
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"total_pnl_pips": -82.15130371285807
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}
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},
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"exit_reasons": {
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"SL": 150,
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"TP1+SL": 37,
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"TP3": 15,
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"TP1+TP2+SL": 38
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}
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}
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