mirror of
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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
1009 B
JSON
43 lines
1009 B
JSON
{
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"pair": "GBP_JPY",
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"strategy_id": 3,
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"strategy_name": "S3_Key_Level_Breakout",
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"total_trades": 155,
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"win_rate_pct": 52.26,
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"avg_rr": 1.03,
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"expectancy_pips": 2.63,
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"sharpe_ratio": -0.04,
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"max_drawdown_pct": -13.51,
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"profit_factor": 0.99,
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"total_pnl_pips": 407.75,
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"total_pnl_dollars": -425.43,
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"avg_win_pips": 43.33,
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"avg_loss_pips": 41.91,
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"max_consecutive_wins": 7,
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"max_consecutive_losses": 6,
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"avg_hold_time_minutes": 964.3,
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"best_trade_pips": 219.32,
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"worst_trade_pips": -136.42,
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"best_trade_dollars": 2075.28,
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"worst_trade_dollars": -1059.48,
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"final_equity": 99574.57,
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"starting_equity": 100000.0,
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"session_breakdown": {
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"LONDON": {
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"trades": 80,
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"win_rate": 47.5,
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"total_pnl_pips": -37.55465632285109
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},
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"OVERLAP": {
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"trades": 75,
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"win_rate": 57.333333333333336,
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"total_pnl_pips": 445.30894198055705
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}
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},
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"exit_reasons": {
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"SL": 74,
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"TP1+TP2+SL": 27,
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"TP1+SL": 33,
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"TP3": 21
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}
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} |