mirror of
https://github.com/BrentNeale1/fx-quant.git
synced 2026-08-16 11:38:06 +00:00
Brent NealeandClaude Opus 4.6
edbe359d1b
- S3 Key Level Breakout: best performer (52-53% WR, PF ~1.0 on JPY crosses) - S4 EMA Ribbon: tested 7 variants (D/E/F/F-v2/G/G-Minimal), exhausted - Only EUR_AUD S4-F marginally profitable (PF 1.06) - Detailed filter funnel analysis revealed contradictory filter stacking - S5 Momentum Exhaustion: extended to 5 pairs, PF 0.43-0.77 - S6 EMA Bounce: 59-60% WR but PF 0.83-0.84, needs SL/TP restructuring - Added STRATEGY_LEARNINGS.md with design principles and next steps - Added M5 data downloader for 3-timeframe strategies - Updated README with full strategy scorecard Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
43 lines
1023 B
JSON
43 lines
1023 B
JSON
{
|
|
"pair": "EUR_AUD",
|
|
"strategy_id": 1,
|
|
"strategy_name": "S1_Trendline_Breakout_Retest",
|
|
"total_trades": 36,
|
|
"win_rate_pct": 47.22,
|
|
"avg_rr": 0.88,
|
|
"expectancy_pips": -1.4,
|
|
"sharpe_ratio": -5.02,
|
|
"max_drawdown_pct": -9.87,
|
|
"profit_factor": 0.49,
|
|
"total_pnl_pips": -50.34,
|
|
"total_pnl_dollars": -9120.74,
|
|
"avg_win_pips": 11.07,
|
|
"avg_loss_pips": 12.56,
|
|
"max_consecutive_wins": 3,
|
|
"max_consecutive_losses": 6,
|
|
"avg_hold_time_minutes": 72.9,
|
|
"best_trade_pips": 41.53,
|
|
"worst_trade_pips": -21.87,
|
|
"best_trade_dollars": 1574.69,
|
|
"worst_trade_dollars": -1005.65,
|
|
"final_equity": 90879.26,
|
|
"starting_equity": 100000.0,
|
|
"session_breakdown": {
|
|
"LONDON": {
|
|
"trades": 24,
|
|
"win_rate": 54.166666666666664,
|
|
"total_pnl_pips": 7.739853762499994
|
|
},
|
|
"OVERLAP": {
|
|
"trades": 12,
|
|
"win_rate": 33.33333333333333,
|
|
"total_pnl_pips": -58.084017714383535
|
|
}
|
|
},
|
|
"exit_reasons": {
|
|
"TP1+SL": 10,
|
|
"SL": 19,
|
|
"TP1+TP2+SL": 5,
|
|
"TP3": 2
|
|
}
|
|
} |