mirror of
https://github.com/BrentNeale1/fx-quant.git
synced 2026-08-22 14:38:08 +00:00
236 lines
4.5 KiB
JSON
236 lines
4.5 KiB
JSON
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{
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"GBP_JPY": {
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"mode": "FULL_DATASET",
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"expectancy": -0.21
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},
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"TRAIN": {
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"expectancy": -5.52
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},
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"TEST": {
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"trades": 43,
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"wr": 67.4,
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"pf": 1.39,
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"rr": 0.63,
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"expectancy": 7.7
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}
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},
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"GBP_USD": {
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"mode": "6_MONTHS",
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"FULL": {
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"wr": 63.2,
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"expectancy": 2.56
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},
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"TRAIN": {
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"wr": 60.0,
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"expectancy": -0.42
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},
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"TEST": {
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"wr": 66.7,
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"expectancy": 10.04
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}
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},
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"EUR_AUD": {
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"mode": "6_MONTHS",
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"FULL": {
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"rr": 0.52,
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"expectancy": -18.14
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},
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"TRAIN": {
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"wr": 41.7,
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"pf": 0.29,
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"expectancy": -18.09
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},
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"TEST": {
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"trades": 2,
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"wr": 50.0,
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"dd": -1.0,
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"expectancy": -18.48
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}
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},
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"GBP_AUD": {
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"mode": "6_MONTHS",
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"FULL": {
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"trades": 14,
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"wr": 57.1,
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"pf": 0.83,
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"dd": -2.63,
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"rr": 0.47,
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"expectancy": -13.26
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},
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"TRAIN": {
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"trades": 10,
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"wr": 60.0,
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"pf": 0.91,
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"pnl_pips": -79.6,
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"pnl_usd": -346.37,
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"dd": -1.99,
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"avg_win": 40.9,
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"avg_loss": 81.2,
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"rr": 0.5,
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"expectancy": -7.96
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},
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"TEST": {
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"trades": 4,
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"wr": 50.0,
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"pf": 0.67,
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"pnl_pips": -106.1,
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"dd": -1.99,
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"expectancy": -26.52
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}
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},
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"EUR_USD": {
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"mode": "6_MONTHS",
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"FULL": {
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"trades": 22,
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"wr": 77.3,
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"pf": 1.88,
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"dd": -2.97,
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"rr": 0.64,
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"expectancy": 8.63
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},
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"TRAIN": {
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"wr": 77.8,
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"pf": 1.91,
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"rr": 0.67,
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"expectancy": 9.27
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},
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"TEST": {
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"trades": 3,
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"wr": 66.7,
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"pf": 0.94,
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"dd": -1.0,
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"expectancy": -1.63
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}
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},
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"GBP_NZD": {
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"mode": "6_MONTHS",
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"FULL": {
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"wr": 43.8,
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"expectancy": -19.16
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},
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"TRAIN": {
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},
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"TEST": {
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}
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}
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}
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