{ "S1_GBP_JPY": { "pair": "GBP_JPY", "timeframe": "M15", "is_metrics": { "trades": 27, "wr": 22.2, "pf": 0.4, "sharpe": -5.97, "pnl_pips": -246.3, "max_dd_pips": -283.4, "expectancy": -9.12 }, "oos_metrics": { "trades": 7, "wr": 42.9, "pf": 0.97, "sharpe": -0.24, "pnl_pips": -3.6, "max_dd_pips": -40.3, "expectancy": -0.51 }, "generalization": { "composite": 0.983, "detail": { "wr": 1.932, "pf": 2.0, "expectancy": 0, "sharpe": 0 }, "verdict": "PASS" } }, "S1_GBP_USD": { "pair": "GBP_USD", "timeframe": "M15", "is_metrics": { "trades": 24, "wr": 45.8, "pf": 0.93, "sharpe": -0.51, "pnl_pips": -15.2, "max_dd_pips": -93.7, "expectancy": -0.64 }, "oos_metrics": { "trades": 9, "wr": 22.2, "pf": 0.32, "sharpe": -8.06, "pnl_pips": -55.0, "max_dd_pips": -60.8, "expectancy": -6.11 }, "generalization": { "composite": 0.207, "detail": { "wr": 0.485, "pf": 0.344, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } }, "S1_EUR_USD": { "pair": "EUR_USD", "timeframe": "M15", "is_metrics": { "trades": 22, "wr": 36.4, "pf": 1.0, "sharpe": -0.02, "pnl_pips": -0.5, "max_dd_pips": -115.0, "expectancy": -0.02 }, "oos_metrics": { "trades": 5, "wr": 20.0, "pf": 0.12, "sharpe": -15.3, "pnl_pips": -37.7, "max_dd_pips": -31.7, "expectancy": -7.54 }, "generalization": { "composite": 0.167, "detail": { "wr": 0.549, "pf": 0.12, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } }, "S2_EUR_USD": { "pair": "EUR_USD", "timeframe": "M15", "is_metrics": { "trades": 310, "wr": 25.8, "pf": 0.77, "sharpe": -1.64, "pnl_pips": -533.2, "max_dd_pips": -708.4, "expectancy": -1.72 }, "oos_metrics": { "trades": 108, "wr": 27.8, "pf": 0.87, "sharpe": -0.85, "pnl_pips": -94.6, "max_dd_pips": -294.3, "expectancy": -0.88 }, "generalization": { "composite": 0.552, "detail": { "wr": 1.078, "pf": 1.13, "expectancy": 0, "sharpe": 0 }, "verdict": "WARN" } }, "S2_GBP_JPY": { "pair": "GBP_JPY", "timeframe": "M15", "is_metrics": { "trades": 283, "wr": 23.3, "pf": 0.66, "sharpe": -2.5, "pnl_pips": -1235.0, "max_dd_pips": -1314.1, "expectancy": -4.36 }, "oos_metrics": { "trades": 96, "wr": 21.9, "pf": 0.62, "sharpe": -3.04, "pnl_pips": -505.6, "max_dd_pips": -509.6, "expectancy": -5.27 }, "generalization": { "composite": 0.47, "detail": { "wr": 0.94, "pf": 0.939, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } }, "S2_GBP_USD": { "pair": "GBP_USD", "timeframe": "M15", "is_metrics": { "trades": 310, "wr": 23.9, "pf": 0.69, "sharpe": -2.28, "pnl_pips": -917.9, "max_dd_pips": -1158.8, "expectancy": -2.96 }, "oos_metrics": { "trades": 107, "wr": 32.7, "pf": 1.13, "sharpe": 0.77, "pnl_pips": 115.2, "max_dd_pips": -318.7, "expectancy": 1.08 }, "generalization": { "composite": 0.751, "detail": { "wr": 1.368, "pf": 1.638, "expectancy": 0, "sharpe": 0 }, "verdict": "WARN" } }, "S5_GBP_JPY": { "pair": "GBP_JPY", "timeframe": "M15", "is_metrics": { "trades": 483, "wr": 50.3, "pf": 0.79, "sharpe": -1.64, "pnl_pips": -1281.4, "max_dd_pips": -1608.6, "expectancy": -2.65 }, "oos_metrics": { "trades": 158, "wr": 41.8, "pf": 0.66, "sharpe": -3.12, "pnl_pips": -893.3, "max_dd_pips": -1033.6, "expectancy": -5.65 }, "generalization": { "composite": 0.417, "detail": { "wr": 0.831, "pf": 0.835, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } }, "S5_EUR_USD": { "pair": "EUR_USD", "timeframe": "M15", "is_metrics": { "trades": 499, "wr": 51.9, "pf": 0.77, "sharpe": -1.84, "pnl_pips": -794.8, "max_dd_pips": -991.5, "expectancy": -1.59 }, "oos_metrics": { "trades": 183, "wr": 45.9, "pf": 0.65, "sharpe": -3.08, "pnl_pips": -500.4, "max_dd_pips": -692.8, "expectancy": -2.73 }, "generalization": { "composite": 0.432, "detail": { "wr": 0.884, "pf": 0.844, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } }, "S6_GBP_JPY": { "pair": "GBP_JPY", "timeframe": "M15", "is_metrics": { "trades": 19, "wr": 21.1, "pf": 0.22, "sharpe": -10.66, "pnl_pips": -465.5, "max_dd_pips": -523.9, "expectancy": -24.5 }, "oos_metrics": { "trades": 4, "wr": 25.0, "pf": 0.3, "sharpe": -7.38, "pnl_pips": -128.0, "max_dd_pips": -71.7, "expectancy": -32.0 }, "generalization": { "composite": 0.637, "detail": { "wr": 1.185, "pf": 1.364, "expectancy": 0, "sharpe": 0 }, "verdict": "WARN" } }, "S6_EUR_USD": { "pair": "EUR_USD", "timeframe": "M15", "is_metrics": { "trades": 13, "wr": 23.1, "pf": 0.61, "sharpe": -3.28, "pnl_pips": -88.8, "max_dd_pips": -136.2, "expectancy": -6.83 }, "oos_metrics": { "trades": 3, "wr": 66.7, "pf": 3.4, "sharpe": 7.73, "pnl_pips": 63.2, "max_dd_pips": -26.3, "expectancy": 21.05 }, "generalization": { "composite": 1.0, "detail": { "wr": 2.0, "pf": 2.0, "expectancy": 0, "sharpe": 0 }, "verdict": "PASS" } }, "S6A_GBP_JPY": { "pair": "GBP_JPY", "timeframe": "M15", "is_metrics": { "trades": 8, "wr": 0.0, "pf": 0.0, "sharpe": -28.58, "pnl_pips": -305.1, "max_dd_pips": -299.2, "expectancy": -38.13 }, "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" } }, "S6A_EUR_USD": { "pair": "EUR_USD", "timeframe": "M15", "is_metrics": { "trades": 1, "wr": 0.0, "pf": 0.0, "sharpe": 0, "pnl_pips": -31.9, "max_dd_pips": 0.0, "expectancy": -31.9 }, "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" } }, "S6B_GBP_JPY": { "pair": "GBP_JPY", "timeframe": "M15", "is_metrics": { "trades": 15, "wr": 20.0, "pf": 0.14, "sharpe": -14.21, "pnl_pips": -389.5, "max_dd_pips": -408.3, "expectancy": -25.97 }, "oos_metrics": { "trades": 2, "wr": 50.0, "pf": 0.57, "sharpe": -3.06, "pnl_pips": -47.3, "max_dd_pips": 0.0, "expectancy": -23.67 }, "generalization": { "composite": 1.0, "detail": { "wr": 2.0, "pf": 2.0, "expectancy": 0, "sharpe": 0 }, "verdict": "PASS" } }, "S8_GBP_JPY": { "pair": "GBP_JPY", "timeframe": "M15", "is_metrics": { "trades": 156, "wr": 34.0, "pf": 0.56, "sharpe": -3.53, "pnl_pips": -864.5, "max_dd_pips": -985.3, "expectancy": -5.54 }, "oos_metrics": { "trades": 47, "wr": 40.4, "pf": 0.77, "sharpe": -1.89, "pnl_pips": -150.4, "max_dd_pips": -277.2, "expectancy": -3.2 }, "generalization": { "composite": 0.641, "detail": { "wr": 1.188, "pf": 1.375, "expectancy": 0, "sharpe": 0 }, "verdict": "WARN" } }, "S8_EUR_USD": { "pair": "EUR_USD", "timeframe": "M15", "is_metrics": { "trades": 251, "wr": 43.8, "pf": 0.86, "sharpe": -0.97, "pnl_pips": -203.3, "max_dd_pips": -261.7, "expectancy": -0.81 }, "oos_metrics": { "trades": 71, "wr": 33.8, "pf": 0.57, "sharpe": -3.8, "pnl_pips": -217.3, "max_dd_pips": -281.1, "expectancy": -3.06 }, "generalization": { "composite": 0.359, "detail": { "wr": 0.772, "pf": 0.663, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } }, "S8_GBP_USD": { "pair": "GBP_USD", "timeframe": "M15", "is_metrics": { "trades": 273, "wr": 39.2, "pf": 0.8, "sharpe": -1.5, "pnl_pips": -459.6, "max_dd_pips": -509.6, "expectancy": -1.68 }, "oos_metrics": { "trades": 57, "wr": 59.6, "pf": 1.45, "sharpe": 2.44, "pnl_pips": 157.9, "max_dd_pips": -71.4, "expectancy": 2.77 }, "generalization": { "composite": 0.833, "detail": { "wr": 1.52, "pf": 1.812, "expectancy": 0, "sharpe": 0 }, "verdict": "PASS" } }, "S10_EUR_USD": { "pair": "EUR_USD", "timeframe": "M15", "is_metrics": { "trades": 13, "wr": 53.8, "pf": 1.67, "sharpe": 3.17, "pnl_pips": 20.1, "max_dd_pips": -13.1, "expectancy": 1.55 }, "oos_metrics": { "trades": 6, "wr": 33.3, "pf": 1.19, "sharpe": 0.97, "pnl_pips": 1.5, "max_dd_pips": -7.9, "expectancy": 0.25 }, "generalization": { "composite": 0.45, "detail": { "wr": 0.619, "pf": 0.713, "expectancy": 0.161, "sharpe": 0.306 }, "verdict": "FAIL" } }, "S10_USD_JPY": { "pair": "USD_JPY", "timeframe": "M15", "is_metrics": { "trades": 20, "wr": 50.0, "pf": 2.08, "sharpe": 4.18, "pnl_pips": 51.5, "max_dd_pips": -19.3, "expectancy": 2.58 }, "oos_metrics": { "trades": 9, "wr": 33.3, "pf": 0.76, "sharpe": -1.48, "pnl_pips": -10.1, "max_dd_pips": -9.8, "expectancy": -1.13 }, "generalization": { "composite": 0.258, "detail": { "wr": 0.666, "pf": 0.365, "expectancy": 0.0, "sharpe": 0.0 }, "verdict": "FAIL" } }, "S10_EUR_GBP": { "pair": "EUR_GBP", "timeframe": "M15", "is_metrics": { "trades": 15, "wr": 33.3, "pf": 0.98, "sharpe": -0.14, "pnl_pips": -0.8, "max_dd_pips": -29.2, "expectancy": -0.06 }, "oos_metrics": { "trades": 7, "wr": 42.9, "pf": 1.28, "sharpe": 1.61, "pnl_pips": 3.5, "max_dd_pips": -9.4, "expectancy": 0.49 }, "generalization": { "composite": 0.649, "detail": { "wr": 1.288, "pf": 1.306, "expectancy": 0, "sharpe": 0 }, "verdict": "WARN" } }, "S11_USD_JPY": { "pair": "USD_JPY", "timeframe": "M15", "is_metrics": { "trades": 6, "wr": 66.7, "pf": 0.94, "sharpe": -0.39, "pnl_pips": -2.2, "max_dd_pips": -22.0, "expectancy": -0.37 }, "oos_metrics": { "trades": 7, "wr": 71.4, "pf": 1.61, "sharpe": 3.15, "pnl_pips": 21.4, "max_dd_pips": -21.7, "expectancy": 3.06 }, "generalization": { "composite": 0.696, "detail": { "wr": 1.07, "pf": 1.713, "expectancy": 0, "sharpe": 0 }, "verdict": "WARN" } }, "S11_GBP_USD": { "pair": "GBP_USD", "timeframe": "M15", "is_metrics": { "trades": 5, "wr": 40.0, "pf": 0.56, "sharpe": -3.87, "pnl_pips": -18.8, "max_dd_pips": -29.9, "expectancy": -3.76 }, "oos_metrics": { "trades": 4, "wr": 50.0, "pf": 0.37, "sharpe": -6.0, "pnl_pips": -18.3, "max_dd_pips": -29.2, "expectancy": -4.57 }, "generalization": { "composite": 0.478, "detail": { "wr": 1.25, "pf": 0.661, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } }, "S11_GBP_JPY": { "pair": "GBP_JPY", "timeframe": "M15", "is_metrics": { "trades": 13, "wr": 61.5, "pf": 1.61, "sharpe": 3.13, "pnl_pips": 45.9, "max_dd_pips": -17.3, "expectancy": 3.53 }, "oos_metrics": { "trades": 3, "wr": 0.0, "pf": 0.0, "sharpe": -73.56, "pnl_pips": -61.5, "max_dd_pips": -36.0, "expectancy": -20.51 }, "generalization": { "composite": 0.0, "detail": { "wr": 0.0, "pf": 0.0, "expectancy": 0.0, "sharpe": 0.0 }, "verdict": "FAIL" } } }