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Brent Neale
935e02bdc6
Test set (Sep 2023 - Dec 2024): only S9_Filtered passes (PF=1.13), portfolio PF=0.91 FAIL. S3 expansion to GBP_USD, EUR_USD, GBP_AUD shows no generalization — GBP_JPY remains the only viable pair. No strategy is consistently profitable across all 4 validation periods. 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_test": {
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"trades": 17,
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"wr": 52.9,
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"pf": 0.64,
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"sharpe": -3.04,
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"pnl_pips": -181.0,
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"max_dd_pips": -265.0,
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"expectancy": -10.64
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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_test": {
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"trades": 20,
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"wr": 60.0,
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"pf": 1.13,
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"sharpe": 0.83,
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"pnl_pips": 52.2,
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"max_dd_pips": -115.7,
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"expectancy": 2.61
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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_test": {
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"trades": 55,
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"wr": 45.5,
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"pf": 0.95,
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"sharpe": -0.36,
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"pnl_pips": -72.5,
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"max_dd_pips": -325.7,
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"expectancy": -1.32
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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_test": {
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"trades": 34,
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"wr": 35.3,
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"pf": 0.92,
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"sharpe": -0.58,
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"pnl_pips": -20.0,
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"max_dd_pips": -59.1,
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"expectancy": -0.59
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}
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},
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"_portfolio": {
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"metrics_test": {
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"trades": 126,
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"wr": 46.0,
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"pf": 0.91,
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"sharpe": -0.58,
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"pnl_pips": -221.2,
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"max_dd_pips": -325.7,
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"expectancy": -1.76
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}
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}
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} |