mirror of
https://github.com/BrentNeale1/fx-quant.git
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Brent NealeandClaude Opus 4.6
212f581d01
- Add Flask dashboard with status, config editor, logs, kill switch, and backtest results pages with monthly P&L breakdowns - Add historical_loader.py for paginated OANDA candle fetching (1yr+) - Update backtester to $100k starting equity, monthly P&L computation, and JSON summary output for dashboard display - Update config to EUR_USD only on M5/M15 with SMA 21/50 strategy - Add backtest.html template with performance metrics and bar charts Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
113 lines
2.4 KiB
JSON
113 lines
2.4 KiB
JSON
{
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"instrument": "EUR_USD",
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"granularity": "M15",
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"run_time": "2026-02-17T03:21:00.971644+00:00",
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"data_range": {
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"start": "2025-02-17 15:30:00+00:00",
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"end": "2026-02-17 03:15:00+00:00",
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"bars": 24816
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},
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"metrics": {
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"starting_equity": 100000.0,
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"total_return_pct": 0.0729,
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"max_drawdown_pct": 0.138,
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"num_trades": 590,
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"round_trips": 295,
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"win_rate_pct": 33.22,
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"sharpe_ratio": 1.965,
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"final_equity": 100072.93
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},
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"monthly_pnl": [
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{
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"month": "2025-02",
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"start_equity": 100000.0,
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"end_equity": 99975.28,
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"pnl": -24.72,
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"pnl_pct": -0.0247
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},
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{
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"month": "2025-03",
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"start_equity": 99975.28,
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"end_equity": 100010.04,
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"pnl": 34.75,
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"pnl_pct": 0.0348
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},
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{
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"month": "2025-04",
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"start_equity": 100010.04,
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"end_equity": 100114.13,
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"pnl": 104.09,
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"pnl_pct": 0.1041
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},
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{
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"month": "2025-05",
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"start_equity": 100114.13,
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"end_equity": 100147.54,
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"pnl": 33.41,
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"pnl_pct": 0.0334
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},
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{
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"month": "2025-06",
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"start_equity": 100147.54,
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"end_equity": 100141.15,
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"pnl": -6.38,
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"pnl_pct": -0.0064
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},
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{
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"month": "2025-07",
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"start_equity": 100141.15,
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"end_equity": 100108.29,
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"pnl": -32.86,
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"pnl_pct": -0.0328
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},
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{
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"month": "2025-08",
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"start_equity": 100108.29,
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"end_equity": 100121.7,
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"pnl": 13.41,
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"pnl_pct": 0.0134
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},
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{
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"month": "2025-09",
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"start_equity": 100121.7,
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"end_equity": 100121.11,
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"pnl": -0.59,
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"pnl_pct": -0.0006
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},
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{
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"month": "2025-10",
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"start_equity": 100121.11,
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"end_equity": 100077.51,
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"pnl": -43.6,
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"pnl_pct": -0.0435
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},
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{
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"month": "2025-11",
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"start_equity": 100077.51,
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"end_equity": 100068.99,
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"pnl": -8.52,
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"pnl_pct": -0.0085
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},
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{
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"month": "2025-12",
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"start_equity": 100068.99,
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"end_equity": 100072.84,
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"pnl": 3.85,
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"pnl_pct": 0.0039
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},
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{
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"month": "2026-01",
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"start_equity": 100072.84,
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"end_equity": 100084.84,
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"pnl": 12.0,
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"pnl_pct": 0.012
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},
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{
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"month": "2026-02",
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"start_equity": 100084.84,
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"end_equity": 100072.93,
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"pnl": -11.92,
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"pnl_pct": -0.0119
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}
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]
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} |