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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>
41 lines
977 B
JSON
41 lines
977 B
JSON
{
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"pair": "GBP_AUD",
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"strategy_id": 6,
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"strategy_name": "S6A_EMA_Bounce_ThreeCheckpoint",
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"total_trades": 7,
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"win_rate_pct": 28.57,
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"avg_rr": 1.29,
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"expectancy_pips": -14.0,
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"sharpe_ratio": -1.98,
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"max_drawdown_pct": -5.05,
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"profit_factor": 0.74,
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"total_pnl_pips": -97.97,
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"total_pnl_dollars": -1653.19,
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"avg_win_pips": 52.09,
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"avg_loss_pips": 40.43,
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"max_consecutive_wins": 1,
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"max_consecutive_losses": 3,
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"avg_hold_time_minutes": 801.4,
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"best_trade_pips": 55.27,
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"worst_trade_pips": -59.75,
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"best_trade_dollars": 3399.65,
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"worst_trade_dollars": -1485.0,
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"final_equity": 98346.81,
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"starting_equity": 100000.0,
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"session_breakdown": {
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"LONDON": {
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"trades": 3,
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"win_rate": 33.33333333333333,
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"total_pnl_pips": -17.973841919844084
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},
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"OVERLAP": {
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"trades": 4,
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"win_rate": 25.0,
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"total_pnl_pips": -79.99300261937537
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}
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},
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"exit_reasons": {
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"SL": 5,
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"TP1+TP2+SL": 2
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}
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} |