{ "S12_GBP_JPY": { "pair": "GBP_JPY", "timeframe": "M15", "is_metrics": { "trades": 35, "wr": 42.9, "pf": 0.74, "sharpe": -2.1, "pnl_pips": -93.2, "max_dd_pips": -103.2, "expectancy": -2.66 }, "oos_metrics": { "trades": 11, "wr": 45.5, "pf": 0.53, "sharpe": -4.41, "pnl_pips": -58.4, "max_dd_pips": -71.1, "expectancy": -5.31 }, "generalization": { "composite": 0.444, "detail": { "wr": 1.061, "pf": 0.716, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } }, "S12_GBP_USD": { "pair": "GBP_USD", "timeframe": "M15", "is_metrics": { "trades": 63, "wr": 33.3, "pf": 0.43, "sharpe": -5.67, "pnl_pips": -323.5, "max_dd_pips": -339.6, "expectancy": -5.14 }, "oos_metrics": { "trades": 25, "wr": 48.0, "pf": 0.66, "sharpe": -2.94, "pnl_pips": -61.3, "max_dd_pips": -122.6, "expectancy": -2.45 }, "generalization": { "composite": 0.744, "detail": { "wr": 1.441, "pf": 1.535, "expectancy": 0, "sharpe": 0 }, "verdict": "WARN" } }, "S12_EUR_USD": { "pair": "EUR_USD", "timeframe": "M15", "is_metrics": { 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"max_dd_pips": -1184.4, "expectancy": -3.18 }, "oos_metrics": { "trades": 94, "wr": 42.6, "pf": 0.79, "sharpe": -1.76, "pnl_pips": -291.3, "max_dd_pips": -352.9, "expectancy": -3.1 }, "generalization": { "composite": 0.49, "detail": { "wr": 0.908, "pf": 1.053, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } }, "S13_EUR_USD": { "pair": "EUR_USD", "timeframe": "M15", "is_metrics": { "trades": 232, "wr": 46.1, "pf": 0.83, "sharpe": -1.29, "pnl_pips": -276.5, "max_dd_pips": -433.4, "expectancy": -1.19 }, "oos_metrics": { "trades": 76, "wr": 43.4, "pf": 0.72, "sharpe": -2.4, "pnl_pips": -174.5, "max_dd_pips": -269.4, "expectancy": -2.3 }, "generalization": { "composite": 0.452, "detail": { "wr": 0.941, "pf": 0.867, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } }, "S13_GBP_USD": { "pair": "GBP_USD", "timeframe": "M15", "is_metrics": { "trades": 207, "wr": 41.1, "pf": 0.69, "sharpe": -2.62, "pnl_pips": -680.7, "max_dd_pips": -809.6, "expectancy": -3.29 }, "oos_metrics": { "trades": 70, "wr": 42.9, "pf": 0.72, "sharpe": -2.34, "pnl_pips": -191.8, "max_dd_pips": -268.5, "expectancy": -2.74 }, "generalization": { "composite": 0.522, "detail": { "wr": 1.044, "pf": 1.043, "expectancy": 0, "sharpe": 0 }, "verdict": "WARN" } }, "S13_USD_JPY": { "pair": "USD_JPY", "timeframe": "M15", "is_metrics": { "trades": 268, "wr": 41.4, "pf": 0.77, "sharpe": -1.79, "pnl_pips": -503.6, "max_dd_pips": -720.3, "expectancy": -1.88 }, "oos_metrics": { "trades": 76, "wr": 39.5, "pf": 0.66, "sharpe": -2.99, "pnl_pips": -322.6, "max_dd_pips": -326.6, "expectancy": -4.25 }, "generalization": { "composite": 0.453, "detail": { "wr": 0.954, "pf": 0.857, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } }, "S14_GBP_USD": { "pair": "GBP_USD", "timeframe": "M15", "is_metrics": { "trades": 23, "wr": 34.8, "pf": 0.55, "sharpe": -4.43, "pnl_pips": -89.1, "max_dd_pips": -127.5, "expectancy": -3.87 }, "oos_metrics": { "trades": 2, "wr": 0.0, "pf": 0.0, "sharpe": -11.22, "pnl_pips": -10.6, "max_dd_pips": -10.6, "expectancy": -5.29 }, "generalization": { "composite": 0.0, "detail": { "wr": 0.0, "pf": 0.0, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } }, "S14_EUR_USD": { "pair": "EUR_USD", "timeframe": "M15", "is_metrics": { "trades": 20, "wr": 30.0, "pf": 0.45, "sharpe": -5.31, "pnl_pips": -80.9, "max_dd_pips": -103.0, "expectancy": -4.04 }, "oos_metrics": { "trades": 3, "wr": 0.0, "pf": 0.0, "sharpe": -50.87, "pnl_pips": -35.9, "max_dd_pips": -25.0, "expectancy": -11.96 }, "generalization": { "composite": 0.0, "detail": { "wr": 0.0, "pf": 0.0, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } }, "S14_EUR_GBP": { "pair": "EUR_GBP", "timeframe": "M15", "is_metrics": { "trades": 16, "wr": 43.8, "pf": 0.45, "sharpe": -5.64, "pnl_pips": -42.1, "max_dd_pips": -48.6, "expectancy": -2.63 }, "oos_metrics": { "trades": 4, "wr": 50.0, "pf": 0.4, "sharpe": -5.02, "pnl_pips": -8.5, "max_dd_pips": -2.8, "expectancy": -2.12 }, "generalization": { "composite": 0.508, "detail": { "wr": 1.142, "pf": 0.889, "expectancy": 0, "sharpe": 0 }, "verdict": "WARN" } }, "S14_GBP_JPY": { "pair": "GBP_JPY", "timeframe": "M15", "is_metrics": { "trades": 24, "wr": 37.5, "pf": 0.51, "sharpe": -4.52, "pnl_pips": -124.1, "max_dd_pips": -147.8, "expectancy": -5.17 }, "oos_metrics": { "trades": 8, "wr": 37.5, "pf": 0.52, "sharpe": -4.07, "pnl_pips": -47.9, "max_dd_pips": -49.1, "expectancy": -5.98 }, "generalization": { "composite": 0.505, "detail": { "wr": 1.0, "pf": 1.02, "expectancy": 0, "sharpe": 0 }, "verdict": "WARN" } }, "S15_GBP_JPY": { "pair": "GBP_JPY", "timeframe": "M15", "is_metrics": { "trades": 473, "wr": 38.9, "pf": 0.8, "sharpe": -1.45, "pnl_pips": -1392.7, "max_dd_pips": -1549.2, "expectancy": -2.94 }, "oos_metrics": { "trades": 166, "wr": 33.7, "pf": 0.57, "sharpe": -3.71, "pnl_pips": -1277.8, "max_dd_pips": -1460.8, "expectancy": -7.7 }, "generalization": { "composite": 0.395, "detail": { "wr": 0.866, "pf": 0.712, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } }, "S15_USD_JPY": { "pair": "USD_JPY", "timeframe": "M15", "is_metrics": { "trades": 505, "wr": 44.0, "pf": 0.94, "sharpe": -0.39, "pnl_pips": -236.4, "max_dd_pips": -497.2, "expectancy": -0.47 }, "oos_metrics": { "trades": 161, "wr": 41.6, "pf": 0.79, "sharpe": -1.65, "pnl_pips": -398.2, "max_dd_pips": -596.8, "expectancy": -2.47 }, "generalization": { "composite": 0.446, "detail": { "wr": 0.945, "pf": 0.84, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } }, "S15_GBP_USD": { "pair": "GBP_USD", "timeframe": "M15", "is_metrics": { "trades": 529, "wr": 37.4, "pf": 0.72, "sharpe": -2.18, "pnl_pips": -1787.4, "max_dd_pips": -1822.5, "expectancy": -3.38 }, "oos_metrics": { "trades": 171, "wr": 42.1, "pf": 0.87, "sharpe": -0.99, "pnl_pips": -237.1, "max_dd_pips": -393.5, "expectancy": -1.39 }, "generalization": { "composite": 0.584, "detail": { "wr": 1.126, "pf": 1.208, "expectancy": 0, "sharpe": 0 }, "verdict": "WARN" } }, "S15_EUR_USD": { "pair": "EUR_USD", "timeframe": "M15", "is_metrics": { "trades": 531, "wr": 41.1, "pf": 0.74, "sharpe": -2.09, "pnl_pips": -1144.3, "max_dd_pips": -1321.8, "expectancy": -2.16 }, "oos_metrics": { "trades": 180, "wr": 37.8, "pf": 0.59, "sharpe": -3.78, "pnl_pips": -605.0, "max_dd_pips": -633.6, "expectancy": -3.36 }, "generalization": { "composite": 0.429, "detail": { "wr": 0.92, "pf": 0.797, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } }, "S16_GBP_JPY": { "pair": "GBP_JPY", "timeframe": "M15", "is_metrics": { "trades": 0, "wr": 0, "pf": 0, "sharpe": 0, "pnl_pips": 0, "max_dd_pips": 0, "expectancy": 0 }, "oos_metrics": { "trades": 0, "wr": 0, "pf": 0, "sharpe": 0, "pnl_pips": 0, "max_dd_pips": 0, "expectancy": 0 }, "generalization": { "composite": 0, "detail": {}, "verdict": "FAIL" } }, "S16_GBP_USD": { "pair": "GBP_USD", "timeframe": "M15", "is_metrics": { "trades": 0, "wr": 0, "pf": 0, "sharpe": 0, "pnl_pips": 0, "max_dd_pips": 0, "expectancy": 0 }, "oos_metrics": { "trades": 0, "wr": 0, "pf": 0, "sharpe": 0, "pnl_pips": 0, "max_dd_pips": 0, "expectancy": 0 }, "generalization": { "composite": 0, "detail": {}, "verdict": "FAIL" } }, "S16_EUR_USD": { "pair": "EUR_USD", "timeframe": "M15", "is_metrics": { "trades": 0, "wr": 0, "pf": 0, "sharpe": 0, "pnl_pips": 0, "max_dd_pips": 0, "expectancy": 0 }, "oos_metrics": { "trades": 0, "wr": 0, "pf": 0, "sharpe": 0, "pnl_pips": 0, "max_dd_pips": 0, "expectancy": 0 }, "generalization": { "composite": 0, "detail": {}, "verdict": "FAIL" } }, "S16_USD_JPY": { "pair": "USD_JPY", "timeframe": "M15", "is_metrics": { "trades": 0, "wr": 0, "pf": 0, "sharpe": 0, "pnl_pips": 0, "max_dd_pips": 0, "expectancy": 0 }, "oos_metrics": { "trades": 0, "wr": 0, "pf": 0, "sharpe": 0, "pnl_pips": 0, "max_dd_pips": 0, "expectancy": 0 }, "generalization": { "composite": 0, "detail": {}, "verdict": "FAIL" } } }