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>
43 lines
1020 B
JSON
43 lines
1020 B
JSON
{
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"pair": "GBP_AUD",
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"strategy_id": 5,
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"strategy_name": "S5_Momentum_Exhaustion",
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"total_trades": 719,
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"win_rate_pct": 47.29,
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"avg_rr": 0.77,
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"expectancy_pips": -4.22,
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"sharpe_ratio": -2.52,
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"max_drawdown_pct": -69.42,
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"profit_factor": 0.7,
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"total_pnl_pips": -3035.82,
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"total_pnl_dollars": -69417.68,
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"avg_win_pips": 20.14,
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"avg_loss_pips": 26.08,
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"max_consecutive_wins": 9,
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"max_consecutive_losses": 11,
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"avg_hold_time_minutes": 170.4,
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"best_trade_pips": 111.27,
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"worst_trade_pips": -99.8,
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"best_trade_dollars": 1297.9,
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"worst_trade_dollars": -1000.0,
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"final_equity": 30582.32,
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"starting_equity": 100000.0,
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"session_breakdown": {
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"LONDON": {
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"trades": 495,
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"win_rate": 47.474747474747474,
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"total_pnl_pips": -1992.3788195186614
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},
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"OVERLAP": {
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"trades": 224,
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"win_rate": 46.875,
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"total_pnl_pips": -1043.4389797714823
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}
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},
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"exit_reasons": {
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"SL": 379,
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"TP1+TP2+SL": 122,
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"TP3": 63,
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"TP1+SL": 155
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}
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} |