mirror of
https://github.com/BrentNeale1/fx-quant.git
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42 lines
989 B
JSON
42 lines
989 B
JSON
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{
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"pair": "GBP_AUD",
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"strategy_id": 6,
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"strategy_name": "S6B_EMA_Bounce_TwoCheckpoint",
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"total_trades": 12,
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"win_rate_pct": 25.0,
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"avg_rr": 1.66,
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"expectancy_pips": -13.81,
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"sharpe_ratio": -3.28,
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"max_drawdown_pct": -6.48,
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"profit_factor": 0.63,
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"total_pnl_pips": -165.76,
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"total_pnl_dollars": -4434.92,
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"avg_win_pips": 68.25,
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"avg_loss_pips": 41.17,
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"max_consecutive_wins": 1,
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"max_consecutive_losses": 5,
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"avg_hold_time_minutes": 747.5,
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"best_trade_pips": 100.57,
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"worst_trade_pips": -59.75,
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"best_trade_dollars": 3404.87,
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"worst_trade_dollars": -1525.18,
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"final_equity": 95565.08,
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"starting_equity": 100000.0,
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"session_breakdown": {
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"LONDON": {
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"trades": 4,
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"win_rate": 25.0,
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"total_pnl_pips": -59.27411551788354
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},
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"OVERLAP": {
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"trades": 8,
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"win_rate": 25.0,
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"total_pnl_pips": -106.48180090610904
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}
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},
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"exit_reasons": {
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"SL": 9,
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"TP1+TP2+TIME": 1,
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"TP1+TP2+SL": 2
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}
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}
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