mirror of
https://github.com/BrentNeale1/fx-quant.git
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Brent Neale
ad58e3be0c
S7: UP (1.26->1.80), S9F: UP (0.58->2.26), S3: STABLE (1.16->1.23), S8_OB: UP (0.66->1.59). Three of four strategies show improving edge. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
154 lines
3.0 KiB
JSON
154 lines
3.0 KiB
JSON
{
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"S7_Tight_GBP_JPY": {
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"pair": "GBP_JPY",
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"timeframe": "H1",
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"years": {
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"2021": {
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"trades": 12,
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"wr": 66.7,
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"pf": 1.26,
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"pnl_pips": 44.0,
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"max_dd_pips": -76.0,
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"expectancy": 3.66
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},
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"2022": {
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"trades": 11,
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"wr": 72.7,
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"pf": 1.71,
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"pnl_pips": 163.2,
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"max_dd_pips": -205.7,
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"expectancy": 14.84
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},
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"2023": {
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"trades": 15,
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"wr": 73.3,
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"pf": 1.8,
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"pnl_pips": 200.1,
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"max_dd_pips": -73.5,
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"expectancy": 13.34
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}
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},
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"full": {
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"trades": 38,
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"wr": 71.1,
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"pf": 1.63,
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"pnl_pips": 407.2,
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"max_dd_pips": -310.7,
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"expectancy": 10.72
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}
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},
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"S9_Filtered_GBP_AUD": {
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"pair": "GBP_AUD",
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"timeframe": "H1",
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"years": {
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"2021": {
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"trades": 21,
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"wr": 42.9,
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"pf": 0.58,
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"pnl_pips": -285.3,
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"max_dd_pips": -374.2,
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"expectancy": -13.59
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},
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"2022": {
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"trades": 21,
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"wr": 76.2,
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"pf": 3.11,
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"pnl_pips": 584.8,
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"max_dd_pips": -73.2,
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"expectancy": 27.85
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},
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"2023": {
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"trades": 9,
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"wr": 66.7,
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"pf": 2.26,
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"pnl_pips": 217.8,
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"max_dd_pips": -49.6,
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"expectancy": 24.19
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}
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},
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"full": {
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"trades": 51,
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"wr": 60.8,
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"pf": 1.46,
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"pnl_pips": 517.2,
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"max_dd_pips": -393.2,
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"expectancy": 10.14
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}
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},
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"S3_GBP_JPY": {
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"pair": "GBP_JPY",
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"timeframe": "H1",
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"years": {
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"2021": {
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"trades": 46,
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"wr": 54.3,
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"pf": 1.16,
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"pnl_pips": 101.1,
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"max_dd_pips": -184.1,
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"expectancy": 2.2
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},
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"2022": {
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"trades": 38,
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"wr": 52.6,
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"pf": 1.27,
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"pnl_pips": 262.1,
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"max_dd_pips": -335.7,
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"expectancy": 6.9
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},
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"2023": {
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"trades": 32,
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"wr": 59.4,
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"pf": 1.23,
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"pnl_pips": 135.5,
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"max_dd_pips": -182.9,
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"expectancy": 4.24
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}
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},
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"full": {
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"trades": 116,
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"wr": 55.2,
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"pf": 1.23,
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"pnl_pips": 494.7,
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"max_dd_pips": -335.7,
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"expectancy": 4.26
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}
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},
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"S8_OB_GBP_USD": {
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"pair": "GBP_USD",
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"timeframe": "M15",
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"years": {
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"2021": {
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"trades": 31,
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"wr": 29.0,
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"pf": 0.66,
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"pnl_pips": -99.2,
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"max_dd_pips": -164.1,
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"expectancy": -3.2
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},
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"2022": {
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"trades": 36,
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"wr": 44.4,
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"pf": 2.15,
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"pnl_pips": 322.6,
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"max_dd_pips": -76.7,
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"expectancy": 8.96
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},
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"2023": {
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"trades": 17,
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"wr": 52.9,
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"pf": 1.59,
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"pnl_pips": 89.6,
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"max_dd_pips": -40.6,
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"expectancy": 5.27
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}
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},
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"full": {
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"trades": 84,
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"wr": 40.5,
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"pf": 1.43,
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"pnl_pips": 313.0,
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"max_dd_pips": -164.1,
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"expectancy": 3.73
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}
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}
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} |