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_JPY",
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"strategy_id": 4,
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"strategy_name": "S4_EMA_Ribbon_Scalp",
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"total_trades": 500,
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"win_rate_pct": 42.4,
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"avg_rr": 1.18,
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"expectancy_pips": -1.9,
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"sharpe_ratio": -1.69,
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"max_drawdown_pct": -47.49,
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"profit_factor": 0.79,
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"total_pnl_pips": -949.03,
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"total_pnl_dollars": -41679.0,
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"avg_win_pips": 29.68,
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"avg_loss_pips": 25.14,
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"max_consecutive_wins": 9,
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"max_consecutive_losses": 10,
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"avg_hold_time_minutes": 298.9,
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"best_trade_pips": 153.57,
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"worst_trade_pips": -102.66,
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"best_trade_dollars": 2100.21,
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"worst_trade_dollars": -1010.43,
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"final_equity": 58321.0,
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"starting_equity": 100000.0,
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"session_breakdown": {
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"LONDON": {
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"trades": 335,
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"win_rate": 40.8955223880597,
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"total_pnl_pips": -865.0529088630541
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},
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"OVERLAP": {
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"trades": 165,
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"win_rate": 45.45454545454545,
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"total_pnl_pips": -83.98119338088975
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}
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},
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"exit_reasons": {
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"SL": 281,
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"TP1+SL": 75,
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"TP1+TP2+SL": 66,
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"TP1+TIME": 4,
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"TP3": 55,
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"TP1+TP2+TIME": 9,
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"TIME": 10
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}
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} |