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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
1019 B
JSON
43 lines
1019 B
JSON
{
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"pair": "GBP_USD",
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"strategy_id": 3,
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"strategy_name": "S3_Key_Level_Breakout",
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"total_trades": 179,
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"win_rate_pct": 53.07,
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"avg_rr": 0.92,
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"expectancy_pips": 0.54,
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"sharpe_ratio": 0.14,
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"max_drawdown_pct": -10.22,
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"profit_factor": 1.02,
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"total_pnl_pips": 97.44,
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"total_pnl_dollars": 1666.91,
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"avg_win_pips": 28.22,
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"avg_loss_pips": 30.75,
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"max_consecutive_wins": 7,
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"max_consecutive_losses": 5,
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"avg_hold_time_minutes": 822.2,
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"best_trade_pips": 96.97,
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"worst_trade_pips": -90.23,
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"best_trade_dollars": 2591.07,
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"worst_trade_dollars": -1119.28,
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"final_equity": 101666.91,
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"starting_equity": 100000.0,
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"session_breakdown": {
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"LONDON": {
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"trades": 93,
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"win_rate": 56.98924731182796,
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"total_pnl_pips": 141.50457797695054
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},
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"OVERLAP": {
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"trades": 86,
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"win_rate": 48.837209302325576,
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"total_pnl_pips": -44.06434543031259
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}
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},
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"exit_reasons": {
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"TP1+SL": 38,
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"SL": 84,
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"TP1+TP2+SL": 32,
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"TP3": 25
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}
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} |