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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
1.0 KiB
JSON
43 lines
1.0 KiB
JSON
{
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"pair": "EUR_AUD",
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"strategy_id": 5,
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"strategy_name": "S5_Momentum_Exhaustion",
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"total_trades": 680,
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"win_rate_pct": 47.65,
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"avg_rr": 0.77,
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"expectancy_pips": -3.51,
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"sharpe_ratio": -2.72,
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"max_drawdown_pct": -68.29,
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"profit_factor": 0.68,
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"total_pnl_pips": -2384.67,
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"total_pnl_dollars": -67383.67,
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"avg_win_pips": 17.33,
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"avg_loss_pips": 22.47,
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"max_consecutive_wins": 9,
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"max_consecutive_losses": 9,
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"avg_hold_time_minutes": 202.8,
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"best_trade_pips": 78.23,
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"worst_trade_pips": -49.08,
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"best_trade_dollars": 1199.92,
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"worst_trade_dollars": -1013.3,
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"final_equity": 32616.33,
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"starting_equity": 100000.0,
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"session_breakdown": {
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"LONDON": {
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"trades": 459,
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"win_rate": 46.84095860566449,
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"total_pnl_pips": -1784.298599856944
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},
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"OVERLAP": {
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"trades": 221,
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"win_rate": 49.321266968325794,
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"total_pnl_pips": -600.3694128375001
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}
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},
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"exit_reasons": {
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"SL": 356,
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"TP1+TP2+SL": 107,
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"TP1+SL": 148,
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"TP3": 69
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}
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} |