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": "EUR_AUD",
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"strategy_id": 6,
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"strategy_name": "S6_EMA_Bounce_Continuation",
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"total_trades": 209,
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"win_rate_pct": 59.81,
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"avg_rr": 0.6,
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"expectancy_pips": -1.82,
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"sharpe_ratio": -1.27,
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"max_drawdown_pct": -15.08,
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"profit_factor": 0.84,
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"total_pnl_pips": -380.16,
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"total_pnl_dollars": -12076.19,
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"avg_win_pips": 26.06,
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"avg_loss_pips": 43.3,
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"max_consecutive_wins": 6,
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"max_consecutive_losses": 4,
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"avg_hold_time_minutes": 576.6,
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"best_trade_pips": 80.94,
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"worst_trade_pips": -88.33,
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"best_trade_dollars": 940.57,
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"worst_trade_dollars": -1000.8,
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"final_equity": 87923.81,
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"starting_equity": 100000.0,
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"session_breakdown": {
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"LONDON": {
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"trades": 113,
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"win_rate": 58.4070796460177,
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"total_pnl_pips": -337.2512402356659
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},
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"OVERLAP": {
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"trades": 96,
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"win_rate": 61.458333333333336,
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"total_pnl_pips": -42.90548846242625
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}
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},
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"exit_reasons": {
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"SL": 84,
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"TP1+TP2+SL": 45,
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"TP1+SL": 32,
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"TP3": 41,
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"TP1+TIME": 3,
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"TIME": 3,
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"TP1+TP2+TIME": 1
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}
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} |