mirror of
https://github.com/BrentNeale1/fx-quant.git
synced 2026-08-26 08:28:04 +00:00
44 lines
1.0 KiB
JSON
44 lines
1.0 KiB
JSON
|
{
|
||
|
|
"pair": "GBP_USD",
|
||
|
|
"strategy_id": 5,
|
||
|
|
"strategy_name": "S5_Momentum_Exhaustion",
|
||
|
|
"total_trades": 670,
|
||
|
|
"win_rate_pct": 48.36,
|
||
|
|
"avg_rr": 0.81,
|
||
|
|
"expectancy_pips": -2.29,
|
||
|
|
"sharpe_ratio": -2.16,
|
||
|
|
"max_drawdown_pct": -62.94,
|
||
|
|
"profit_factor": 0.74,
|
||
|
|
"total_pnl_pips": -1535.9,
|
||
|
|
"total_pnl_dollars": -59136.7,
|
||
|
|
"avg_win_pips": 15.07,
|
||
|
|
"avg_loss_pips": 18.55,
|
||
|
|
"max_consecutive_wins": 7,
|
||
|
|
"max_consecutive_losses": 7,
|
||
|
|
"avg_hold_time_minutes": 189.7,
|
||
|
|
"best_trade_pips": 56.04,
|
||
|
|
"worst_trade_pips": -40.53,
|
||
|
|
"best_trade_dollars": 1400.01,
|
||
|
|
"worst_trade_dollars": -1064.22,
|
||
|
|
"final_equity": 40863.3,
|
||
|
|
"starting_equity": 100000.0,
|
||
|
|
"session_breakdown": {
|
||
|
|
"LONDON": {
|
||
|
|
"trades": 449,
|
||
|
|
"win_rate": 48.55233853006681,
|
||
|
|
"total_pnl_pips": -997.959398004141
|
||
|
|
},
|
||
|
|
"OVERLAP": {
|
||
|
|
"trades": 221,
|
||
|
|
"win_rate": 47.963800904977376,
|
||
|
|
"total_pnl_pips": -537.9437093420414
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"exit_reasons": {
|
||
|
|
"TP1+SL": 131,
|
||
|
|
"TP1+TP2+SL": 123,
|
||
|
|
"SL": 346,
|
||
|
|
"TP3": 69,
|
||
|
|
"END": 1
|
||
|
|
}
|
||
|
|
}
|