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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": "USD_JPY",
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"strategy_id": 5,
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"strategy_name": "S5_Momentum_Exhaustion",
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"total_trades": 679,
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"win_rate_pct": 49.63,
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"avg_rr": 0.76,
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"expectancy_pips": -2.05,
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"sharpe_ratio": -2.84,
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"max_drawdown_pct": -68.24,
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"profit_factor": 0.67,
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"total_pnl_pips": -1391.9,
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"total_pnl_dollars": -65278.72,
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"avg_win_pips": 12.01,
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"avg_loss_pips": 15.9,
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"max_consecutive_wins": 7,
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"max_consecutive_losses": 7,
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"avg_hold_time_minutes": 201.2,
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"best_trade_pips": 68.1,
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"worst_trade_pips": -51.88,
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"best_trade_dollars": 1151.83,
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"worst_trade_dollars": -1000.0,
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"final_equity": 34721.28,
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"starting_equity": 100000.0,
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"session_breakdown": {
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"LONDON": {
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"trades": 451,
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"win_rate": 50.554323725055426,
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"total_pnl_pips": -695.5523597839677
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},
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"OVERLAP": {
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"trades": 228,
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"win_rate": 47.80701754385965,
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"total_pnl_pips": -696.3500369065823
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}
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},
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"exit_reasons": {
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"SL": 342,
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"TP1+SL": 159,
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"TP1+TP2+SL": 102,
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"TP3": 76
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}
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} |