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>
46 lines
1.1 KiB
JSON
46 lines
1.1 KiB
JSON
{
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"pair": "GBP_AUD",
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"strategy_id": 4,
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"strategy_name": "S4_EMA_Ribbon_Scalp",
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"total_trades": 571,
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"win_rate_pct": 38.0,
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"avg_rr": 1.13,
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"expectancy_pips": -4.75,
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"sharpe_ratio": -3.25,
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"max_drawdown_pct": -70.26,
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"profit_factor": 0.63,
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"total_pnl_pips": -2713.91,
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"total_pnl_dollars": -70126.02,
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"avg_win_pips": 28.22,
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"avg_loss_pips": 24.97,
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"max_consecutive_wins": 6,
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"max_consecutive_losses": 12,
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"avg_hold_time_minutes": 265.5,
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"best_trade_pips": 97.29,
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"worst_trade_pips": -83.64,
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"best_trade_dollars": 2227.85,
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"worst_trade_dollars": -1000.0,
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"final_equity": 29873.98,
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"starting_equity": 100000.0,
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"session_breakdown": {
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"LONDON": {
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"trades": 388,
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"win_rate": 37.88659793814433,
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"total_pnl_pips": -1695.5452153584915
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},
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"OVERLAP": {
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"trades": 183,
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"win_rate": 38.25136612021858,
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"total_pnl_pips": -1018.3638497348865
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}
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},
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"exit_reasons": {
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"SL": 353,
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"TP1+TP2+SL": 64,
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"TP1+SL": 84,
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"TP3": 51,
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"TP1+TIME": 5,
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"TIME": 7,
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"TP1+TP2+TIME": 7
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}
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} |