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>
42 lines
989 B
JSON
42 lines
989 B
JSON
{
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"pair": "GBP_AUD",
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"strategy_id": 6,
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"strategy_name": "S6_EMA_Bounce_Continuation",
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"total_trades": 14,
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"win_rate_pct": 21.43,
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"avg_rr": 1.63,
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"expectancy_pips": -16.44,
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"sharpe_ratio": -5.48,
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"max_drawdown_pct": -9.37,
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"profit_factor": 0.47,
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"total_pnl_pips": -230.22,
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"total_pnl_dollars": -7919.22,
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"avg_win_pips": 61.22,
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"avg_loss_pips": 37.63,
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"max_consecutive_wins": 1,
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"max_consecutive_losses": 4,
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"avg_hold_time_minutes": 546.4,
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"best_trade_pips": 103.62,
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"worst_trade_pips": -53.34,
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"best_trade_dollars": 3330.69,
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"worst_trade_dollars": -1523.97,
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"final_equity": 92080.78,
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"starting_equity": 100000.0,
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"session_breakdown": {
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"LONDON": {
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"trades": 4,
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"win_rate": 25.0,
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"total_pnl_pips": -97.45552883501229
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},
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"OVERLAP": {
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"trades": 10,
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"win_rate": 20.0,
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"total_pnl_pips": -132.7653380019584
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}
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},
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"exit_reasons": {
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"TP1+TP2+SL": 2,
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"SL": 11,
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"TP1+TP2+TIME": 1
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}
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} |