From 5586c413ff1f3a993ca352ecf201710c41b727f3 Mon Sep 17 00:00:00 2001 From: Richard Date: Sat, 30 May 2026 08:23:14 +0100 Subject: [PATCH] Add files via upload --- backtest_results/latest_stats_multitf.json | 502 ++++++++++----------- 1 file changed, 251 insertions(+), 251 deletions(-) diff --git a/backtest_results/latest_stats_multitf.json b/backtest_results/latest_stats_multitf.json index eea0623..6b0df3e 100644 --- a/backtest_results/latest_stats_multitf.json +++ b/backtest_results/latest_stats_multitf.json @@ -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": { "win_rate": 55.6, "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": { - "win_rate": 66.7, - "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 } } }