mirror of
https://github.com/BrentNeale1/fx-quant.git
synced 2026-08-05 14:47:44 +00:00
Brent Neale
8df1bac3a4
Downloaded 2025 data (Oct 2024-Dec 2025) for GBP_JPY H1, GBP_AUD H1, GBP_USD M15+H1 via Dukascopy. Ran all 4 Phase 2 passing strategies on 2025 data. Results: S7_Tight PF=0.52 FAIL, S9_Filtered PF=0.74 FAIL, S3 PF=1.05 PASS (+52p), S8_OB PF=0.84 FAIL. Portfolio PF=0.83 (-373p). Only S3 (Key Level Breakout) maintained edge into 2025. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
65 lines
1.2 KiB
JSON
65 lines
1.2 KiB
JSON
{
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"S7_Tight": {
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"pair": "GBP_JPY",
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"timeframe": "H1",
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"metrics_2025": {
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"trades": 18,
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"wr": 55.6,
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"pf": 0.52,
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"sharpe": -4.36,
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"pnl_pips": -293.6,
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"max_dd_pips": -450.7,
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"expectancy": -16.31
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}
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},
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"S9_Filtered": {
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"pair": "GBP_AUD",
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"timeframe": "H1",
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"metrics_2025": {
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"trades": 18,
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"wr": 55.6,
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"pf": 0.74,
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"sharpe": -2.08,
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"pnl_pips": -112.2,
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"max_dd_pips": -199.7,
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"expectancy": -6.23
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}
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},
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"S3": {
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"pair": "GBP_JPY",
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"timeframe": "H1",
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"metrics_2025": {
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"trades": 35,
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"wr": 42.9,
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"pf": 1.05,
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"sharpe": 0.36,
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"pnl_pips": 52.2,
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"max_dd_pips": -498.4,
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"expectancy": 1.49
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}
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},
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"S8_OB": {
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"pair": "GBP_USD",
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"timeframe": "M15",
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"metrics_2025": {
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"trades": 19,
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"wr": 31.6,
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"pf": 0.84,
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"sharpe": -1.17,
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"pnl_pips": -19.9,
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"max_dd_pips": -103.9,
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"expectancy": -1.04
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}
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},
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"_portfolio": {
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"metrics_2025": {
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"trades": 90,
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"wr": 45.6,
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"pf": 0.83,
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"sharpe": -1.23,
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"pnl_pips": -373.4,
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"max_dd_pips": -518.1,
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"expectancy": -4.15
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}
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}
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} |