gavindiaz/mt5-candlestick-scanner-backtester
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Richard
2026-05-30 08:23:14 +01:00
committed by GitHub
parent 7b735a159f
commit 5586c413ff
1 changed files with 251 additions and 251 deletions
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backtest_results/latest_stats_multitf.json
+251 -251
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@@ -1,6 +1,6 @@
{
"symbol": "EURUSD",
"generated_at": "2026-05-29 21:07:01",
"generated_at": "2026-05-29 23:11:31",
"backtest_range": "2025-08-01 to 2026-05-28",
"broker_utc_offset": 2,
"broker_dst_rule": "us",
@@ -2615,108 +2615,108 @@
},
"H4": {
"overall": {
"win_rate": 50.4,
"win_rate": 51.9,
"total_signals": 642,
"avg_max_r": 0.36,
"sl_hit_pct": 31.3,
"tp_hit_pct": 35.5,
"avg_mae_r": 0.637,
"avg_mfe_r": 0.681,
"avg_bars_to_tp": 6.4,
"avg_exit_r": 0.025,
"avg_max_r": 0.5,
"sl_hit_pct": 40.2,
"tp_hit_pct": 45.0,
"avg_mae_r": 0.747,
"avg_mfe_r": 0.824,
"avg_bars_to_tp": 4.4,
"avg_exit_r": 0.046,
"be_move_pct": 0.0
},
"patterns": {
"TheStrat 2-1-2": {
"win_rate": 52.0,
"win_rate": 62.0,
"total": 57,
"avg_max_r": 0.4,
"sl_hit_pct": 35.1,
"tp_hit_pct": 36.8
"avg_max_r": 0.63,
"sl_hit_pct": 33.3,
"tp_hit_pct": 52.6
},
"TheStrat 2-2": {
"win_rate": 45.6,
"win_rate": 47.9,
"total": 334,
"avg_max_r": 0.29,
"sl_hit_pct": 33.8,
"tp_hit_pct": 29.6
"avg_max_r": 0.45,
"sl_hit_pct": 43.1,
"tp_hit_pct": 40.4
},
"Bearish Harami": {
"win_rate": 64.7,
"win_rate": 58.8,
"total": 17,
"avg_max_r": 0.65,
"sl_hit_pct": 11.8,
"sl_hit_pct": 35.3,
"tp_hit_pct": 58.8
},
"Tweezer Tops": {
"win_rate": 41.7,
"total": 17,
"avg_max_r": 0.24,
"sl_hit_pct": 35.3,
"sl_hit_pct": 41.2,
"tp_hit_pct": 23.5
},
"TheStrat 3-1-2": {
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"total": 18,
"avg_max_r": 0.33,
"sl_hit_pct": 22.2,
"tp_hit_pct": 33.3
},
"Bearish Engulfing": {
"win_rate": 52.6,
"total": 20,
"avg_max_r": 0.45,
"sl_hit_pct": 15.0,
"tp_hit_pct": 45.0
},
"Bullish Engulfing": {
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"total": 31,
"avg_max_r": 0.45,
"sl_hit_pct": 22.6,
"tp_hit_pct": 45.2
},
"TheStrat 1-2-2 Rev": {
"win_rate": 66.7,
"total": 18,
"avg_max_r": 0.5,
"sl_hit_pct": 33.3,
"tp_hit_pct": 50.0
},
"Three Outside Up": {
"win_rate": 50.0,
"total": 16,
"avg_max_r": 0.31,
"sl_hit_pct": 37.5,
"tp_hit_pct": 31.2
},
"TheStrat 1-3 Rev": {
"win_rate": 64.5,
"total": 31,
"avg_max_r": 0.45,
"sl_hit_pct": 19.4,
"tp_hit_pct": 45.2
},
"Bullish Harami": {
"win_rate": 50.0,
"total": 18,
"avg_max_r": 0.56,
"sl_hit_pct": 38.9,
"tp_hit_pct": 50.0
},
"Bearish Engulfing": {
"win_rate": 57.9,
"total": 20,
"avg_max_r": 0.6,
"sl_hit_pct": 30.0,
"tp_hit_pct": 55.0
},
"Bullish Engulfing": {
"win_rate": 63.3,
"total": 31,
"avg_max_r": 0.52,
"sl_hit_pct": 32.3,
"tp_hit_pct": 51.6
},
"TheStrat 1-2-2 Rev": {
"win_rate": 61.1,
"total": 18,
"avg_max_r": 0.67,
"sl_hit_pct": 38.9,
"tp_hit_pct": 61.1
},
"Three Outside Up": {
"win_rate": 50.0,
"total": 16,
"avg_max_r": 0.44,
"sl_hit_pct": 43.8,
"tp_hit_pct": 43.8
},
"TheStrat 1-3 Rev": {
"win_rate": 61.3,
"total": 31,
"avg_max_r": 0.61,
"sl_hit_pct": 32.3,
"tp_hit_pct": 58.1
},
"Bullish Harami": {
"win_rate": 44.4,
"total": 18,
"avg_max_r": 0.56,
"sl_hit_pct": 55.6,
"tp_hit_pct": 44.4
},
"Near Bearish Engulfing": {
"win_rate": 47.1,
"win_rate": 52.9,
"total": 17,
"avg_max_r": 0.47,
"avg_max_r": 0.53,
"sl_hit_pct": 41.2,
"tp_hit_pct": 47.1
"tp_hit_pct": 52.9
},
"Tweezer Bottoms": {
"win_rate": 81.8,
"win_rate": 72.7,
"total": 13,
"avg_max_r": 0.69,
"sl_hit_pct": 7.7,
"tp_hit_pct": 69.2
"sl_hit_pct": 15.4,
"tp_hit_pct": 61.5
},
"Three Inside Up": {
"win_rate": 0.0,
@@ -2726,11 +2726,11 @@
"tp_hit_pct": 0.0
},
"Three Outside Down": {
"win_rate": 35.7,
"win_rate": 42.9,
"total": 16,
"avg_max_r": 0.25,
"avg_max_r": 0.38,
"sl_hit_pct": 43.8,
"tp_hit_pct": 25.0
"tp_hit_pct": 37.5
},
"Marubozu (Bullish)": {
"win_rate": 100.0,
@@ -2740,11 +2740,11 @@
"tp_hit_pct": 100.0
},
"Gravestone Doji": {
"win_rate": 33.3,
"win_rate": 0.0,
"total": 4,
"avg_max_r": 0.25,
"sl_hit_pct": 25.0,
"tp_hit_pct": 25.0
"avg_max_r": 0.0,
"sl_hit_pct": 75.0,
"tp_hit_pct": 0.0
},
"Morning Star": {
"win_rate": 0.0,
@@ -2764,7 +2764,7 @@
"win_rate": 0.0,
"total": 2,
"avg_max_r": 0.0,
"sl_hit_pct": 50.0,
"sl_hit_pct": 100.0,
"tp_hit_pct": 0.0
},
"Three Black Crows": {
@@ -2775,11 +2775,11 @@
"tp_hit_pct": 100.0
},
"Hanging Man": {
"win_rate": 0.0,
"win_rate": 100.0,
"total": 1,
"avg_max_r": 0.0,
"avg_max_r": 1.0,
"sl_hit_pct": 0.0,
"tp_hit_pct": 0.0
"tp_hit_pct": 100.0
},
"Three Inside Down": {
"win_rate": 100.0,
@@ -2805,7 +2805,7 @@
"Bearish Doji Star": {
"win_rate": 100.0,
"total": 1,
"avg_max_r": 1.0,
"avg_max_r": 2.0,
"sl_hit_pct": 0.0,
"tp_hit_pct": 100.0
},
@@ -2819,46 +2819,46 @@
},
"sessions": {
"Pacific": {
"win_rate": 57.6,
"win_rate": 56.5,
"signals": 108,
"avg_max_r": 0.38
"avg_max_r": 0.51
},
"Asia": {
"win_rate": 53.6,
"win_rate": 57.3,
"signals": 220,
"avg_max_r": 0.44
"avg_max_r": 0.6
},
"London/NY Overlap": {
"win_rate": 44.6,
"win_rate": 48.5,
"signals": 112,
"avg_max_r": 0.24
"avg_max_r": 0.4
},
"London Morning": {
"win_rate": 47.6,
"win_rate": 44.8,
"signals": 106,
"avg_max_r": 0.34
"avg_max_r": 0.47
},
"NY Afternoon": {
"win_rate": 45.2,
"win_rate": 46.4,
"signals": 96,
"avg_max_r": 0.31
"avg_max_r": 0.4
}
},
"cross": {
"TheStrat 2-1-2|Pacific": {
"win_rate": 65.0,
"signals": 25,
"avg_max_r": 0.44
"avg_max_r": 0.52
},
"TheStrat 2-1-2|Asia": {
"win_rate": 47.1,
"win_rate": 70.6,
"signals": 18,
"avg_max_r": 0.28
"avg_max_r": 0.72
},
"TheStrat 2-1-2|London/NY Overlap": {
"win_rate": 33.3,
"win_rate": 50.0,
"signals": 6,
"avg_max_r": 0.5
"avg_max_r": 0.83
},
"TheStrat 2-1-2|NY Afternoon": {
"win_rate": 40.0,
@@ -2866,29 +2866,29 @@
"avg_max_r": 0.33
},
"TheStrat 2-2|Pacific": {
"win_rate": 52.6,
"win_rate": 47.4,
"signals": 45,
"avg_max_r": 0.29
"avg_max_r": 0.44
},
"TheStrat 2-2|Asia": {
"win_rate": 49.5,
"win_rate": 55.4,
"signals": 106,
"avg_max_r": 0.4
"avg_max_r": 0.57
},
"TheStrat 2-2|London/NY Overlap": {
"win_rate": 43.8,
"win_rate": 45.3,
"signals": 74,
"avg_max_r": 0.2
"avg_max_r": 0.34
},
"TheStrat 2-2|London Morning": {
"win_rate": 40.0,
"win_rate": 38.3,
"signals": 61,
"avg_max_r": 0.25
"avg_max_r": 0.41
},
"TheStrat 2-2|NY Afternoon": {
"win_rate": 40.5,
"win_rate": 47.6,
"signals": 48,
"avg_max_r": 0.27
"avg_max_r": 0.42
},
"Bearish Harami|Pacific": {
"win_rate": 66.7,
@@ -2901,7 +2901,7 @@
"avg_max_r": 1.0
},
"Bearish Harami|London Morning": {
"win_rate": 100.0,
"win_rate": 75.0,
"signals": 4,
"avg_max_r": 1.0
},
@@ -2921,19 +2921,19 @@
"avg_max_r": 0.14
},
"Tweezer Tops|London/NY Overlap": {
"win_rate": 0.0,
"win_rate": 50.0,
"signals": 3,
"avg_max_r": 0.0
"avg_max_r": 0.33
},
"TheStrat 3-1-2|Pacific": {
"win_rate": 33.3,
"win_rate": 50.0,
"signals": 6,
"avg_max_r": 0.33
"avg_max_r": 0.67
},
"TheStrat 3-1-2|Asia": {
"win_rate": 80.0,
"signals": 5,
"avg_max_r": 0.4
"avg_max_r": 0.8
},
"TheStrat 3-1-2|London/NY Overlap": {
"win_rate": 60.0,
@@ -2943,7 +2943,7 @@
"Bearish Engulfing|Asia": {
"win_rate": 60.0,
"signals": 15,
"avg_max_r": 0.53
"avg_max_r": 0.67
},
"Bearish Engulfing|NY Afternoon": {
"win_rate": 50.0,
@@ -2951,19 +2951,19 @@
"avg_max_r": 0.33
},
"Bullish Engulfing|Asia": {
"win_rate": 60.0,
"win_rate": 53.3,
"signals": 15,
"avg_max_r": 0.53
},
"Bullish Engulfing|London/NY Overlap": {
"win_rate": 75.0,
"signals": 4,
"avg_max_r": 0.25
"avg_max_r": 0.5
},
"Bullish Engulfing|London Morning": {
"win_rate": 100.0,
"signals": 6,
"avg_max_r": 0.5
"avg_max_r": 0.67
},
"Bullish Engulfing|NY Afternoon": {
"win_rate": 25.0,
@@ -2971,9 +2971,9 @@
"avg_max_r": 0.2
},
"TheStrat 1-2-2 Rev|Asia": {
"win_rate": 58.3,
"win_rate": 66.7,
"signals": 12,
"avg_max_r": 0.5
"avg_max_r": 0.75
},
"Three Outside Up|Asia": {
"win_rate": 50.0,
@@ -2983,30 +2983,30 @@
"Three Outside Up|London/NY Overlap": {
"win_rate": 66.7,
"signals": 3,
"avg_max_r": 0.33
"avg_max_r": 0.67
},
"Three Outside Up|London Morning": {
"win_rate": 20.0,
"win_rate": 40.0,
"signals": 5,
"avg_max_r": 0.0
"avg_max_r": 0.2
},
"TheStrat 1-3 Rev|Pacific": {
"win_rate": 71.4,
"win_rate": 64.3,
"signals": 14,
"avg_max_r": 0.5
"avg_max_r": 0.64
},
"TheStrat 1-3 Rev|Asia": {
"win_rate": 50.0,
"signals": 12,
"avg_max_r": 0.42
"avg_max_r": 0.5
},
"TheStrat 1-3 Rev|London/NY Overlap": {
"win_rate": 66.7,
"signals": 3,
"avg_max_r": 0.33
"avg_max_r": 0.67
},
"Bullish Harami|Asia": {
"win_rate": 50.0,
"win_rate": 33.3,
"signals": 6,
"avg_max_r": 0.67
},
@@ -3026,9 +3026,9 @@
"avg_max_r": 0.4
},
"Near Bearish Engulfing|NY Afternoon": {
"win_rate": 0.0,
"win_rate": 25.0,
"signals": 4,
"avg_max_r": 0.0
"avg_max_r": 0.25
},
"Tweezer Bottoms|Pacific": {
"win_rate": 100.0,
@@ -3036,7 +3036,7 @@
"avg_max_r": 0.5
},
"Tweezer Bottoms|Asia": {
"win_rate": 100.0,
"win_rate": 80.0,
"signals": 5,
"avg_max_r": 1.0
},
@@ -3046,58 +3046,58 @@
"avg_max_r": 0.67
},
"Three Outside Down|London Morning": {
"win_rate": 41.7,
"win_rate": 50.0,
"signals": 12,
"avg_max_r": 0.33
"avg_max_r": 0.5
}
},
"confluence": {
"1": {
"win_rate": 0.0,
"signals": 6,
"avg_max_r": 0.0
"win_rate": 34.6,
"signals": 28,
"avg_max_r": 0.32
},
"2": {
"win_rate": 50.6,
"signals": 277,
"avg_max_r": 0.38
"win_rate": 54.5,
"signals": 320,
"avg_max_r": 0.53
},
"3": {
"win_rate": 53.0,
"signals": 263,
"avg_max_r": 0.38
"win_rate": 50.9,
"signals": 232,
"avg_max_r": 0.49
},
"4": {
"win_rate": 45.6,
"signals": 96,
"avg_max_r": 0.26
"win_rate": 50.8,
"signals": 62,
"avg_max_r": 0.42
}
},
"equity": {
"final_equity_r": 15.87,
"max_dd_r": -32.04,
"final_equity_r": 29.34,
"max_dd_r": -25.93,
"max_dd_pct": 0,
"max_consec_wins": 13,
"max_consec_wins": 17,
"max_consec_losses": 15,
"profit_factor": 1.07,
"expectancy": 0.025,
"sharpe": 0.93,
"calmar": 0.78,
"avg_win_r": 0.844,
"avg_loss_r": -0.805
"profit_factor": 1.11,
"expectancy": 0.046,
"sharpe": 1.56,
"calmar": 1.78,
"avg_win_r": 0.962,
"avg_loss_r": -0.936
}
},
"D1": {
"overall": {
"win_rate": 48.3,
"win_rate": 47.2,
"total_signals": 188,
"avg_max_r": 0.26,
"sl_hit_pct": 36.7,
"tp_hit_pct": 25.0,
"avg_mae_r": 0.716,
"avg_mfe_r": 0.635,
"avg_bars_to_tp": 8.8,
"avg_exit_r": -0.092,
"avg_max_r": 0.46,
"sl_hit_pct": 49.5,
"tp_hit_pct": 44.1,
"avg_mae_r": 0.893,
"avg_mfe_r": 0.789,
"avg_bars_to_tp": 3.6,
"avg_exit_r": -0.055,
"be_move_pct": 0.0
},
"patterns": {
@@ -3116,81 +3116,81 @@
"tp_hit_pct": 33.3
},
"TheStrat 1-2-2 Rev": {
"win_rate": 66.7,
"win_rate": 33.3,
"total": 6,
"avg_max_r": 0.33,
"sl_hit_pct": 16.7,
"tp_hit_pct": 33.3
"avg_max_r": 0.17,
"sl_hit_pct": 66.7,
"tp_hit_pct": 16.7
},
"TheStrat 2-2": {
"win_rate": 49.0,
"win_rate": 40.0,
"total": 106,
"avg_max_r": 0.26,
"sl_hit_pct": 34.9,
"tp_hit_pct": 26.4
"avg_max_r": 0.42,
"sl_hit_pct": 54.7,
"tp_hit_pct": 38.7
},
"Bearish Engulfing": {
"win_rate": 66.7,
"total": 3,
"avg_max_r": 0.33,
"sl_hit_pct": 0.0,
"sl_hit_pct": 33.3,
"tp_hit_pct": 33.3
},
"TheStrat 2-1-2": {
"win_rate": 50.0,
"win_rate": 66.7,
"total": 18,
"avg_max_r": 0.22,
"sl_hit_pct": 44.4,
"tp_hit_pct": 22.2
"avg_max_r": 0.67,
"sl_hit_pct": 33.3,
"tp_hit_pct": 66.7
},
"Tweezer Tops": {
"win_rate": 33.3,
"win_rate": 66.7,
"total": 6,
"avg_max_r": 0.33,
"avg_max_r": 0.67,
"sl_hit_pct": 50.0,
"tp_hit_pct": 33.3
"tp_hit_pct": 66.7
},
"Bullish Engulfing": {
"win_rate": 25.0,
"win_rate": 62.5,
"total": 10,
"avg_max_r": 0.1,
"sl_hit_pct": 50.0,
"tp_hit_pct": 10.0
"avg_max_r": 0.5,
"sl_hit_pct": 30.0,
"tp_hit_pct": 50.0
},
"Bearish Harami": {
"win_rate": 66.7,
"win_rate": 55.6,
"total": 9,
"avg_max_r": 0.33,
"sl_hit_pct": 33.3,
"tp_hit_pct": 22.2
"avg_max_r": 0.67,
"sl_hit_pct": 44.4,
"tp_hit_pct": 55.6
},
"Three Outside Up": {
"win_rate": 25.0,
"win_rate": 50.0,
"total": 4,
"avg_max_r": 0.25,
"avg_max_r": 0.5,
"sl_hit_pct": 50.0,
"tp_hit_pct": 25.0
"tp_hit_pct": 50.0
},
"Bullish Harami": {
"win_rate": 25.0,
"win_rate": 75.0,
"total": 4,
"avg_max_r": 0.25,
"sl_hit_pct": 50.0,
"tp_hit_pct": 25.0
"avg_max_r": 0.75,
"sl_hit_pct": 25.0,
"tp_hit_pct": 75.0
},
"Piercing Line": {
"win_rate": 0.0,
"win_rate": 100.0,
"total": 1,
"avg_max_r": 0.0,
"avg_max_r": 1.0,
"sl_hit_pct": 0.0,
"tp_hit_pct": 0.0
"tp_hit_pct": 100.0
},
"Hammer": {
"win_rate": 0.0,
"win_rate": 100.0,
"total": 1,
"avg_max_r": 0.0,
"sl_hit_pct": 100.0,
"tp_hit_pct": 0.0
"avg_max_r": 1.0,
"sl_hit_pct": 0.0,
"tp_hit_pct": 100.0
},
"Near Bearish Engulfing": {
"win_rate": 0.0,
@@ -3200,25 +3200,25 @@
"tp_hit_pct": 0.0
},
"TheStrat 1-3 Rev": {
"win_rate": 66.7,
"win_rate": 50.0,
"total": 6,
"avg_max_r": 0.33,
"sl_hit_pct": 33.3,
"tp_hit_pct": 33.3
"avg_max_r": 0.5,
"sl_hit_pct": 50.0,
"tp_hit_pct": 50.0
},
"Three Outside Down": {
"win_rate": 100.0,
"win_rate": 0.0,
"total": 1,
"avg_max_r": 1.0,
"sl_hit_pct": 0.0,
"tp_hit_pct": 100.0
"avg_max_r": 0.0,
"sl_hit_pct": 100.0,
"tp_hit_pct": 0.0
},
"Near Bullish Engulfing": {
"win_rate": 33.3,
"total": 3,
"avg_max_r": 0.0,
"sl_hit_pct": 33.3,
"tp_hit_pct": 0.0
"avg_max_r": 0.33,
"sl_hit_pct": 66.7,
"tp_hit_pct": 33.3
},
"Evening Star": {
"win_rate": 0.0,
@@ -3228,11 +3228,11 @@
"tp_hit_pct": 0.0
},
"Tweezer Bottoms": {
"win_rate": 100.0,
"win_rate": 50.0,
"total": 2,
"avg_max_r": 0.5,
"sl_hit_pct": 0.0,
"tp_hit_pct": 50.0
"sl_hit_pct": 50.0,
"tp_hit_pct": 100.0
},
"Shooting Star": {
"win_rate": 100.0,
@@ -3244,9 +3244,9 @@
},
"sessions": {
"Pacific": {
"win_rate": 48.3,
"win_rate": 47.2,
"signals": 188,
"avg_max_r": 0.26
"avg_max_r": 0.46
}
},
"cross": {
@@ -3256,14 +3256,14 @@
"avg_max_r": 0.33
},
"TheStrat 1-2-2 Rev|Pacific": {
"win_rate": 66.7,
"win_rate": 33.3,
"signals": 6,
"avg_max_r": 0.33
"avg_max_r": 0.17
},
"TheStrat 2-2|Pacific": {
"win_rate": 49.0,
"win_rate": 40.0,
"signals": 106,
"avg_max_r": 0.26
"avg_max_r": 0.42
},
"Bearish Engulfing|Pacific": {
"win_rate": 66.7,
@@ -3271,75 +3271,75 @@
"avg_max_r": 0.33
},
"TheStrat 2-1-2|Pacific": {
"win_rate": 50.0,
"win_rate": 66.7,
"signals": 18,
"avg_max_r": 0.22
"avg_max_r": 0.67
},
"Tweezer Tops|Pacific": {
"win_rate": 33.3,
"win_rate": 66.7,
"signals": 6,
"avg_max_r": 0.33
"avg_max_r": 0.67
},
"Bullish Engulfing|Pacific": {
"win_rate": 25.0,
"win_rate": 62.5,
"signals": 10,
"avg_max_r": 0.1
"avg_max_r": 0.5
},
"Bearish Harami|Pacific": {
"win_rate": 66.7,
"win_rate": 55.6,
"signals": 9,
"avg_max_r": 0.33
"avg_max_r": 0.67
},
"Three Outside Up|Pacific": {
"win_rate": 25.0,
"win_rate": 50.0,
"signals": 4,
"avg_max_r": 0.25
"avg_max_r": 0.5
},
"Bullish Harami|Pacific": {
"win_rate": 25.0,
"win_rate": 75.0,
"signals": 4,
"avg_max_r": 0.25
"avg_max_r": 0.75
},
"TheStrat 1-3 Rev|Pacific": {
"win_rate": 66.7,
"win_rate": 50.0,
"signals": 6,
"avg_max_r": 0.33
"avg_max_r": 0.5
},
"Near Bullish Engulfing|Pacific": {
"win_rate": 33.3,
"signals": 3,
"avg_max_r": 0.0
"avg_max_r": 0.33
}
},
"confluence": {
"1": {
"win_rate": 100.0,
"signals": 3,
"avg_max_r": 0.33
"win_rate": 68.4,
"signals": 41,
"avg_max_r": 0.66
},
"2": {
"win_rate": 45.4,
"signals": 105,
"avg_max_r": 0.23
"win_rate": 39.1,
"signals": 120,
"avg_max_r": 0.38
},
"3": {
"win_rate": 50.0,
"signals": 80,
"avg_max_r": 0.29
"win_rate": 51.9,
"signals": 27,
"avg_max_r": 0.52
}
},
"equity": {
"final_equity_r": -17.32,
"max_dd_r": -25.99,
"max_dd_pct": 8664.3,
"max_consec_wins": 7,
"final_equity_r": -10.37,
"max_dd_r": -16.31,
"max_dd_pct": 3561.4,
"max_consec_wins": 5,
"max_consec_losses": 7,
"profit_factor": 0.78,
"expectancy": -0.092,
"sharpe": -3.56,
"calmar": -3.57,
"avg_win_r": 0.7,
"avg_loss_r": -0.841
"profit_factor": 0.89,
"expectancy": -0.055,
"sharpe": -1.82,
"calmar": -3.41,
"avg_win_r": 0.971,
"avg_loss_r": -0.978
}
}
}