mirror of
https://github.com/BrentNeale1/fx-quant.git
synced 2026-08-16 19:48:06 +00:00
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
2.3 KiB
JSON
113 lines
2.3 KiB
JSON
{
|
|
"instrument": "EUR_USD",
|
|
"granularity": "M5",
|
|
"run_time": "2026-02-17T03:20:15.063316+00:00",
|
|
"data_range": {
|
|
"start": "2025-02-17 07:15:00+00:00",
|
|
"end": "2026-02-17 03:10:00+00:00",
|
|
"bars": 74536
|
|
},
|
|
"metrics": {
|
|
"starting_equity": 100000.0,
|
|
"total_return_pct": 0.0653,
|
|
"max_drawdown_pct": 0.1037,
|
|
"num_trades": 1684,
|
|
"round_trips": 842,
|
|
"win_rate_pct": 35.99,
|
|
"sharpe_ratio": 1.0001,
|
|
"final_equity": 100065.29
|
|
},
|
|
"monthly_pnl": [
|
|
{
|
|
"month": "2025-02",
|
|
"start_equity": 100000.0,
|
|
"end_equity": 99990.93,
|
|
"pnl": -9.07,
|
|
"pnl_pct": -0.0091
|
|
},
|
|
{
|
|
"month": "2025-03",
|
|
"start_equity": 99990.93,
|
|
"end_equity": 100043.93,
|
|
"pnl": 53.0,
|
|
"pnl_pct": 0.053
|
|
},
|
|
{
|
|
"month": "2025-04",
|
|
"start_equity": 100043.93,
|
|
"end_equity": 100065.95,
|
|
"pnl": 22.02,
|
|
"pnl_pct": 0.022
|
|
},
|
|
{
|
|
"month": "2025-05",
|
|
"start_equity": 100065.95,
|
|
"end_equity": 100122.9,
|
|
"pnl": 56.95,
|
|
"pnl_pct": 0.0569
|
|
},
|
|
{
|
|
"month": "2025-06",
|
|
"start_equity": 100122.9,
|
|
"end_equity": 100129.99,
|
|
"pnl": 7.09,
|
|
"pnl_pct": 0.0071
|
|
},
|
|
{
|
|
"month": "2025-07",
|
|
"start_equity": 100129.99,
|
|
"end_equity": 100070.84,
|
|
"pnl": -59.15,
|
|
"pnl_pct": -0.0591
|
|
},
|
|
{
|
|
"month": "2025-08",
|
|
"start_equity": 100070.84,
|
|
"end_equity": 100136.88,
|
|
"pnl": 66.04,
|
|
"pnl_pct": 0.066
|
|
},
|
|
{
|
|
"month": "2025-09",
|
|
"start_equity": 100136.88,
|
|
"end_equity": 100128.96,
|
|
"pnl": -7.92,
|
|
"pnl_pct": -0.0079
|
|
},
|
|
{
|
|
"month": "2025-10",
|
|
"start_equity": 100128.96,
|
|
"end_equity": 100114.83,
|
|
"pnl": -14.13,
|
|
"pnl_pct": -0.0141
|
|
},
|
|
{
|
|
"month": "2025-11",
|
|
"start_equity": 100114.83,
|
|
"end_equity": 100087.25,
|
|
"pnl": -27.58,
|
|
"pnl_pct": -0.0275
|
|
},
|
|
{
|
|
"month": "2025-12",
|
|
"start_equity": 100087.25,
|
|
"end_equity": 100088.28,
|
|
"pnl": 1.03,
|
|
"pnl_pct": 0.001
|
|
},
|
|
{
|
|
"month": "2026-01",
|
|
"start_equity": 100088.28,
|
|
"end_equity": 100092.01,
|
|
"pnl": 3.73,
|
|
"pnl_pct": 0.0037
|
|
},
|
|
{
|
|
"month": "2026-02",
|
|
"start_equity": 100092.01,
|
|
"end_equity": 100065.29,
|
|
"pnl": -26.72,
|
|
"pnl_pct": -0.0267
|
|
}
|
|
]
|
|
} |