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"pnl_pips": -4612.5, "max_dd_pips": -4697.3, "expectancy": -2.73 }, "oos_metrics": { "trades": 519, "wr": 42.2, "pf": 0.87, "sharpe": -0.97, "pnl_pips": -844.3, "max_dd_pips": -1292.3, "expectancy": -1.63 }, "generalization": { "composite": 0.539, "detail": { "wr": 1.027, "pf": 1.13, "expectancy": 0, "sharpe": 0 }, "verdict": "WARN" } }, "S15_GBP_USD_M5": { "pair": "GBP_USD", "timeframe": "M5", "is_metrics": { "trades": 1771, "wr": 38.8, "pf": 0.74, "sharpe": -2.0, "pnl_pips": -4256.1, "max_dd_pips": -4292.4, "expectancy": -2.4 }, "oos_metrics": { "trades": 534, "wr": 39.9, "pf": 0.79, "sharpe": -1.58, "pnl_pips": -969.8, "max_dd_pips": -1129.9, "expectancy": -1.82 }, "generalization": { "composite": 0.524, "detail": { "wr": 1.028, "pf": 1.068, "expectancy": 0, "sharpe": 0 }, "verdict": "WARN" } }, "S15_EUR_USD_M5": { "pair": "EUR_USD", "timeframe": "M5", "is_metrics": { "trades": 1743, "wr": 38.5, "pf": 0.65, "sharpe": -2.99, "pnl_pips": -4400.2, "max_dd_pips": -4408.4, "expectancy": -2.52 }, "oos_metrics": { "trades": 545, "wr": 39.4, "pf": 0.69, "sharpe": -2.57, "pnl_pips": -1120.2, "max_dd_pips": -1206.2, "expectancy": -2.06 }, "generalization": { "composite": 0.521, "detail": { "wr": 1.023, "pf": 1.062, "expectancy": 0, "sharpe": 0 }, "verdict": "WARN" } }, "S15_USD_JPY_M5": { "pair": "USD_JPY", "timeframe": "M5", "is_metrics": { "trades": 1660, "wr": 39.9, "pf": 0.79, "sharpe": -1.44, "pnl_pips": -2511.8, "max_dd_pips": -2819.3, "expectancy": -1.51 }, "oos_metrics": { "trades": 586, "wr": 35.5, "pf": 0.73, "sharpe": -2.01, "pnl_pips": -1520.9, "max_dd_pips": -1579.0, "expectancy": -2.6 }, "generalization": { "composite": 0.453, "detail": { "wr": 0.89, "pf": 0.924, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } }, "S16_GBP_JPY_M5": { "pair": "GBP_JPY", "timeframe": "M5", "is_metrics": { "trades": 299, "wr": 36.5, "pf": 0.71, "sharpe": -2.3, "pnl_pips": -898.0, "max_dd_pips": -1161.0, "expectancy": -3.0 }, "oos_metrics": { "trades": 98, "wr": 39.8, "pf": 1.03, "sharpe": 0.2, "pnl_pips": 33.3, "max_dd_pips": -339.8, "expectancy": 0.34 }, "generalization": { "composite": 0.635, "detail": { "wr": 1.09, "pf": 1.451, "expectancy": 0, "sharpe": 0 }, "verdict": "WARN" } }, "S16_GBP_USD_M5": { "pair": "GBP_USD", "timeframe": "M5", "is_metrics": { "trades": 354, "wr": 28.8, "pf": 0.53, "sharpe": -4.42, "pnl_pips": -1470.2, "max_dd_pips": -1479.1, "expectancy": -4.15 }, "oos_metrics": { "trades": 108, "wr": 36.1, "pf": 0.7, "sharpe": -2.55, "pnl_pips": -248.1, "max_dd_pips": -300.2, "expectancy": -2.3 }, "generalization": { "composite": 0.644, "detail": { "wr": 1.253, "pf": 1.321, "expectancy": 0, "sharpe": 0 }, "verdict": "WARN" } }, "S16_EUR_USD_M5": { "pair": "EUR_USD", "timeframe": "M5", "is_metrics": { "trades": 369, "wr": 36.6, "pf": 0.64, "sharpe": -3.12, "pnl_pips": -795.4, "max_dd_pips": -838.1, "expectancy": -2.16 }, "oos_metrics": { "trades": 108, "wr": 32.4, "pf": 0.48, "sharpe": -5.41, "pnl_pips": -356.9, "max_dd_pips": -346.1, "expectancy": -3.3 }, "generalization": { "composite": 0.409, "detail": { "wr": 0.885, "pf": 0.75, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } }, "S16_USD_JPY_M5": { "pair": "USD_JPY", "timeframe": "M5", "is_metrics": { "trades": 306, "wr": 42.2, "pf": 0.79, "sharpe": -1.45, "pnl_pips": -367.6, "max_dd_pips": -425.6, "expectancy": -1.2 }, "oos_metrics": { "trades": 95, "wr": 31.6, "pf": 0.64, "sharpe": -2.89, "pnl_pips": -318.0, "max_dd_pips": -493.6, "expectancy": -3.35 }, "generalization": { "composite": 0.39, "detail": { "wr": 0.749, "pf": 0.81, "expectancy": 0, "sharpe": 0 }, "verdict": "FAIL" } } }