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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
1016 B
JSON
43 lines
1016 B
JSON
{
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"pair": "USD_JPY",
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"strategy_id": 3,
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"strategy_name": "S3_Key_Level_Breakout",
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"total_trades": 138,
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"win_rate_pct": 52.9,
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"avg_rr": 0.92,
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"expectancy_pips": 0.48,
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"sharpe_ratio": -0.03,
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"max_drawdown_pct": -9.84,
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"profit_factor": 1.0,
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"total_pnl_pips": 65.99,
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"total_pnl_dollars": -308.86,
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"avg_win_pips": 31.02,
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"avg_loss_pips": 33.82,
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"max_consecutive_wins": 6,
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"max_consecutive_losses": 8,
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"avg_hold_time_minutes": 855.7,
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"best_trade_pips": 104.35,
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"worst_trade_pips": -98.96,
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"best_trade_dollars": 2569.09,
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"worst_trade_dollars": -1065.4,
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"final_equity": 99691.14,
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"starting_equity": 100000.0,
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"session_breakdown": {
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"LONDON": {
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"trades": 61,
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"win_rate": 50.81967213114754,
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"total_pnl_pips": -136.57319126130915
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},
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"OVERLAP": {
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"trades": 77,
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"win_rate": 54.54545454545454,
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"total_pnl_pips": 202.56094377341014
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}
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},
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"exit_reasons": {
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"SL": 65,
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"TP3": 28,
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"TP1+SL": 23,
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"TP1+TP2+SL": 22
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}
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} |