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