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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": "GBP_USD",
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"strategy_id": 6,
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"strategy_name": "S6_EMA_Bounce_Continuation",
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"total_trades": 231,
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"win_rate_pct": 58.44,
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"avg_rr": 0.6,
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"expectancy_pips": -2.33,
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"sharpe_ratio": -1.38,
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"max_drawdown_pct": -15.44,
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"profit_factor": 0.83,
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"total_pnl_pips": -537.15,
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"total_pnl_dollars": -14066.56,
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"avg_win_pips": 21.52,
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"avg_loss_pips": 35.86,
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"max_consecutive_wins": 8,
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"max_consecutive_losses": 8,
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"avg_hold_time_minutes": 615.3,
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"best_trade_pips": 70.01,
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"worst_trade_pips": -128.84,
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"best_trade_dollars": 1236.8,
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"worst_trade_dollars": -1014.61,
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"final_equity": 85933.44,
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"starting_equity": 100000.0,
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"session_breakdown": {
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"LONDON": {
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"trades": 142,
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"win_rate": 55.633802816901415,
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"total_pnl_pips": -703.7672995443588
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},
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"OVERLAP": {
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"trades": 89,
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"win_rate": 62.92134831460674,
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"total_pnl_pips": 166.62131025516283
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}
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},
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"exit_reasons": {
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"TP1+SL": 41,
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"TP1+TP2+SL": 44,
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"SL": 84,
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"TP3": 34,
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"TP1+TIME": 7,
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"TIME": 17,
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"TP1+TP2+TIME": 4
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}
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} |