From 6d6652e5536ec9658f463e652a0ca99b4385471c Mon Sep 17 00:00:00 2001 From: Richard Date: Fri, 29 May 2026 22:15:40 +0100 Subject: [PATCH] Add files via upload --- backtest_results/latest_stats_multitf.json | 4689 ++++++++++---------- 1 file changed, 2431 insertions(+), 2258 deletions(-) diff --git a/backtest_results/latest_stats_multitf.json b/backtest_results/latest_stats_multitf.json index 0debc53..eea0623 100644 --- a/backtest_results/latest_stats_multitf.json +++ b/backtest_results/latest_stats_multitf.json @@ -1,99 +1,240 @@ { "symbol": "EURUSD", - "generated_at": "2026-05-21 15:56:01", - "backtest_range": "2025-10-01 to 2026-05-16", + "generated_at": "2026-05-29 21:07:01", + "backtest_range": "2025-08-01 to 2026-05-28", "broker_utc_offset": 2, + "broker_dst_rule": "us", "timeframes": { "M5": { "overall": { - "win_rate": 55.3, - "total_signals": 23263, + "win_rate": 54.0, + "total_signals": 30640, "avg_max_r": 0.51, - "sl_hit_pct": 41.0, - "tp_hit_pct": 50.7, - "avg_mae_r": 0.666, - "avg_mfe_r": 0.737, - "avg_bars_to_tp": 92.6, - "avg_exit_r": 0.097, + "sl_hit_pct": 42.2, + "tp_hit_pct": 49.6, + "avg_mae_r": 0.676, + "avg_mfe_r": 0.735, + "avg_bars_to_tp": 92.1, + "avg_exit_r": 0.074, "be_move_pct": 0.0 }, "patterns": { "TheStrat 2-2": { - "win_rate": 54.9, - "total": 12754, + "win_rate": 53.7, + "total": 16724, "avg_max_r": 0.5, - "sl_hit_pct": 40.7, - "tp_hit_pct": 49.7 + "sl_hit_pct": 41.9, + "tp_hit_pct": 48.6 }, - "Near Bearish Engulfing": { - "win_rate": 59.1, - "total": 1090, - "avg_max_r": 0.58, - "sl_hit_pct": 40.0, - "tp_hit_pct": 58.0 - }, - "Evening Star": { - "win_rate": 63.0, - "total": 55, - "avg_max_r": 0.62, - "sl_hit_pct": 36.4, - "tp_hit_pct": 61.8 - }, - "TheStrat 1-3 Rev": { - "win_rate": 54.3, - "total": 502, - "avg_max_r": 0.53, - "sl_hit_pct": 44.6, - "tp_hit_pct": 52.8 - }, - "TheStrat 3-1-2": { - "win_rate": 55.0, - "total": 404, - "avg_max_r": 0.51, - "sl_hit_pct": 42.1, - "tp_hit_pct": 51.0 + "Bearish Engulfing": { + "win_rate": 57.9, + "total": 1047, + "avg_max_r": 0.57, + "sl_hit_pct": 41.1, + "tp_hit_pct": 56.4 }, "Tweezer Tops": { "win_rate": 60.2, - "total": 930, + "total": 1151, "avg_max_r": 0.47, - "sl_hit_pct": 30.6, - "tp_hit_pct": 46.3 + "sl_hit_pct": 30.8, + "tp_hit_pct": 46.4 }, - "Three Outside Down": { - "win_rate": 57.1, - "total": 407, - "avg_max_r": 0.57, - "sl_hit_pct": 42.0, - "tp_hit_pct": 56.0 - }, - "TheStrat 2-1-2": { - "win_rate": 55.0, - "total": 2048, + "TheStrat 1-3 Rev": { + "win_rate": 52.7, + "total": 689, "avg_max_r": 0.52, - "sl_hit_pct": 42.3, - "tp_hit_pct": 51.7 + "sl_hit_pct": 46.3, + "tp_hit_pct": 51.1 }, - "TheStrat 1-2-2 Rev": { - "win_rate": 56.6, - "total": 800, - "avg_max_r": 0.54, - "sl_hit_pct": 40.4, - "tp_hit_pct": 53.1 - }, - "Bearish Engulfing": { - "win_rate": 59.4, - "total": 842, - "avg_max_r": 0.58, - "sl_hit_pct": 39.7, - "tp_hit_pct": 57.8 + "Near Bearish Engulfing": { + "win_rate": 59.2, + "total": 1315, + "avg_max_r": 0.59, + "sl_hit_pct": 40.2, + "tp_hit_pct": 58.3 }, "Bearish Harami": { - "win_rate": 59.6, - "total": 290, - "avg_max_r": 0.58, - "sl_hit_pct": 39.7, - "tp_hit_pct": 57.6 + "win_rate": 60.1, + "total": 351, + "avg_max_r": 0.6, + "sl_hit_pct": 39.3, + "tp_hit_pct": 59.0 + }, + "TheStrat 2-1-2": { + "win_rate": 53.5, + "total": 2696, + "avg_max_r": 0.51, + "sl_hit_pct": 44.0, + "tp_hit_pct": 50.5 + }, + "Three Outside Down": { + "win_rate": 55.7, + "total": 500, + "avg_max_r": 0.56, + "sl_hit_pct": 43.4, + "tp_hit_pct": 54.6 + }, + "Evening Star": { + "win_rate": 61.8, + "total": 69, + "avg_max_r": 0.61, + "sl_hit_pct": 37.7, + "tp_hit_pct": 60.9 + }, + "TheStrat 1-2-2 Rev": { + "win_rate": 55.8, + "total": 1054, + "avg_max_r": 0.53, + "sl_hit_pct": 41.4, + "tp_hit_pct": 52.3 + }, + "TheStrat 3-1-2": { + "win_rate": 53.2, + "total": 521, + "avg_max_r": 0.51, + "sl_hit_pct": 43.2, + "tp_hit_pct": 49.1 + }, + "Marubozu (Bearish)": { + "win_rate": 50.0, + "total": 6, + "avg_max_r": 0.5, + "sl_hit_pct": 50.0, + "tp_hit_pct": 50.0 + }, + "Bearish Doji Star": { + "win_rate": 71.4, + "total": 9, + "avg_max_r": 0.56, + "sl_hit_pct": 22.2, + "tp_hit_pct": 55.6 + }, + "Near Bullish Engulfing": { + "win_rate": 49.8, + "total": 1352, + "avg_max_r": 0.5, + "sl_hit_pct": 48.7, + "tp_hit_pct": 48.8 + }, + "Tweezer Bottoms": { + "win_rate": 52.8, + "total": 1134, + "avg_max_r": 0.42, + "sl_hit_pct": 36.9, + "tp_hit_pct": 41.4 + }, + "Bullish Engulfing": { + "win_rate": 50.7, + "total": 996, + "avg_max_r": 0.51, + "sl_hit_pct": 48.3, + "tp_hit_pct": 49.9 + }, + "Three Outside Up": { + "win_rate": 50.7, + "total": 440, + "avg_max_r": 0.53, + "sl_hit_pct": 48.6, + "tp_hit_pct": 50.2 + }, + "Three Inside Up": { + "win_rate": 48.3, + "total": 29, + "avg_max_r": 0.48, + "sl_hit_pct": 51.7, + "tp_hit_pct": 48.3 + }, + "Bullish Harami": { + "win_rate": 48.8, + "total": 305, + "avg_max_r": 0.5, + "sl_hit_pct": 49.8, + "tp_hit_pct": 48.5 + }, + "Hammer": { + "win_rate": 40.0, + "total": 7, + "avg_max_r": 0.29, + "sl_hit_pct": 42.9, + "tp_hit_pct": 28.6 + }, + "Bullish Belt Hold": { + "win_rate": 33.3, + "total": 4, + "avg_max_r": 0.25, + "sl_hit_pct": 50.0, + "tp_hit_pct": 25.0 + }, + "Three White Soldiers": { + "win_rate": 41.2, + "total": 17, + "avg_max_r": 0.41, + "sl_hit_pct": 58.8, + "tp_hit_pct": 41.2 + }, + "Ladder Bottom": { + "win_rate": 60.0, + "total": 15, + "avg_max_r": 0.6, + "sl_hit_pct": 40.0, + "tp_hit_pct": 60.0 + }, + "Concealing Baby Swallow": { + "win_rate": 50.0, + "total": 4, + "avg_max_r": 0.25, + "sl_hit_pct": 25.0, + "tp_hit_pct": 25.0 + }, + "Morning Star": { + "win_rate": 52.5, + "total": 59, + "avg_max_r": 0.54, + "sl_hit_pct": 45.8, + "tp_hit_pct": 52.5 + }, + "Upside Gap Two Crows": { + "win_rate": 48.0, + "total": 50, + "avg_max_r": 0.48, + "sl_hit_pct": 52.0, + "tp_hit_pct": 48.0 + }, + "Dragonfly Doji": { + "win_rate": 50.0, + "total": 5, + "avg_max_r": 0.4, + "sl_hit_pct": 40.0, + "tp_hit_pct": 40.0 + }, + "Marubozu (Bullish)": { + "win_rate": 80.0, + "total": 10, + "avg_max_r": 0.8, + "sl_hit_pct": 20.0, + "tp_hit_pct": 80.0 + }, + "Hanging Man": { + "win_rate": 0.0, + "total": 4, + "avg_max_r": 0.0, + "sl_hit_pct": 100.0, + "tp_hit_pct": 0.0 + }, + "Bullish Three-Line Strike": { + "win_rate": 0.0, + "total": 5, + "avg_max_r": 0.0, + "sl_hit_pct": 20.0, + "tp_hit_pct": 0.0 + }, + "Gravestone Doji": { + "win_rate": 75.0, + "total": 4, + "avg_max_r": 0.75, + "sl_hit_pct": 25.0, + "tp_hit_pct": 75.0 }, "Shooting Star": { "win_rate": 33.3, @@ -103,123 +244,18 @@ "tp_hit_pct": 20.0 }, "Three Inside Down": { - "win_rate": 60.6, - "total": 33, - "avg_max_r": 0.58, - "sl_hit_pct": 39.4, - "tp_hit_pct": 57.6 - }, - "Upside Gap Two Crows": { - "win_rate": 47.2, + "win_rate": 58.3, "total": 36, - "avg_max_r": 0.47, - "sl_hit_pct": 52.8, - "tp_hit_pct": 47.2 - }, - "Bearish Doji Star": { - "win_rate": 66.7, - "total": 5, - "avg_max_r": 0.4, - "sl_hit_pct": 20.0, - "tp_hit_pct": 40.0 + "avg_max_r": 0.58, + "sl_hit_pct": 41.7, + "tp_hit_pct": 58.3 }, "Three Black Crows": { - "win_rate": 57.1, - "total": 8, - "avg_max_r": 0.5, - "sl_hit_pct": 37.5, - "tp_hit_pct": 50.0 - }, - "Marubozu (Bearish)": { - "win_rate": 60.0, - "total": 5, - "avg_max_r": 0.6, - "sl_hit_pct": 40.0, - "tp_hit_pct": 60.0 - }, - "Hanging Man": { - "win_rate": 0.0, - "total": 3, - "avg_max_r": 0.0, - "sl_hit_pct": 100.0, - "tp_hit_pct": 0.0 - }, - "Bullish Engulfing": { - "win_rate": 50.4, - "total": 692, - "avg_max_r": 0.5, - "sl_hit_pct": 48.4, - "tp_hit_pct": 49.6 - }, - "Near Bullish Engulfing": { - "win_rate": 51.3, - "total": 956, - "avg_max_r": 0.51, - "sl_hit_pct": 47.3, - "tp_hit_pct": 50.3 - }, - "Three Outside Up": { - "win_rate": 50.9, - "total": 291, - "avg_max_r": 0.51, - "sl_hit_pct": 48.1, - "tp_hit_pct": 50.2 - }, - "Tweezer Bottoms": { - "win_rate": 55.5, - "total": 775, - "avg_max_r": 0.45, - "sl_hit_pct": 35.2, - "tp_hit_pct": 44.0 - }, - "Bullish Harami": { - "win_rate": 51.2, - "total": 204, - "avg_max_r": 0.52, - "sl_hit_pct": 47.5, - "tp_hit_pct": 51.0 - }, - "Ladder Bottom": { - "win_rate": 45.5, - "total": 11, - "avg_max_r": 0.45, - "sl_hit_pct": 54.5, - "tp_hit_pct": 45.5 - }, - "Morning Star": { - "win_rate": 54.1, - "total": 37, - "avg_max_r": 0.57, - "sl_hit_pct": 43.2, - "tp_hit_pct": 54.1 - }, - "Bullish Three-Line Strike": { - "win_rate": 0.0, - "total": 4, - "avg_max_r": 0.0, - "sl_hit_pct": 25.0, - "tp_hit_pct": 0.0 - }, - "Hammer": { - "win_rate": 50.0, - "total": 6, - "avg_max_r": 0.33, + "win_rate": 62.5, + "total": 9, + "avg_max_r": 0.56, "sl_hit_pct": 33.3, - "tp_hit_pct": 33.3 - }, - "Three Inside Up": { - "win_rate": 45.8, - "total": 24, - "avg_max_r": 0.46, - "sl_hit_pct": 54.2, - "tp_hit_pct": 45.8 - }, - "Marubozu (Bullish)": { - "win_rate": 75.0, - "total": 8, - "avg_max_r": 0.75, - "sl_hit_pct": 25.0, - "tp_hit_pct": 75.0 + "tp_hit_pct": 55.6 }, "Meeting Lines (Bullish)": { "win_rate": 100.0, @@ -235,20 +271,6 @@ "sl_hit_pct": 50.0, "tp_hit_pct": 50.0 }, - "Three White Soldiers": { - "win_rate": 66.7, - "total": 9, - "avg_max_r": 0.67, - "sl_hit_pct": 33.3, - "tp_hit_pct": 66.7 - }, - "Bullish Belt Hold": { - "win_rate": 50.0, - "total": 3, - "avg_max_r": 0.33, - "sl_hit_pct": 33.3, - "tp_hit_pct": 33.3 - }, "Bullish Separating Lines": { "win_rate": 0.0, "total": 1, @@ -256,13 +278,6 @@ "sl_hit_pct": 100.0, "tp_hit_pct": 0.0 }, - "Concealing Baby Swallow": { - "win_rate": 100.0, - "total": 3, - "avg_max_r": 0.33, - "sl_hit_pct": 0.0, - "tp_hit_pct": 33.3 - }, "Piercing Line": { "win_rate": 0.0, "total": 2, @@ -270,13 +285,6 @@ "sl_hit_pct": 50.0, "tp_hit_pct": 0.0 }, - "Dragonfly Doji": { - "win_rate": 100.0, - "total": 2, - "avg_max_r": 1.0, - "sl_hit_pct": 0.0, - "tp_hit_pct": 100.0 - }, "Rising Three Methods": { "win_rate": 50.0, "total": 2, @@ -291,13 +299,6 @@ "sl_hit_pct": 0.0, "tp_hit_pct": 0.0 }, - "Gravestone Doji": { - "win_rate": 66.7, - "total": 3, - "avg_max_r": 0.67, - "sl_hit_pct": 33.3, - "tp_hit_pct": 66.7 - }, "Bearish Belt Hold": { "win_rate": 50.0, "total": 4, @@ -315,371 +316,651 @@ }, "sessions": { "Pacific": { - "win_rate": 54.4, - "signals": 3819, - "avg_max_r": 0.5 + "win_rate": 55.9, + "signals": 3795, + "avg_max_r": 0.52 }, "Asia": { - "win_rate": 56.9, - "signals": 6792, + "win_rate": 57.0, + "signals": 8956, "avg_max_r": 0.53 }, "London Open": { - "win_rate": 60.7, - "signals": 2023, - "avg_max_r": 0.56 + "win_rate": 57.2, + "signals": 2619, + "avg_max_r": 0.53 }, "London Morning": { - "win_rate": 58.2, - "signals": 2879, - "avg_max_r": 0.54 + "win_rate": 55.8, + "signals": 5120, + "avg_max_r": 0.53 }, "London/NY Overlap": { - "win_rate": 52.6, - "signals": 3886, - "avg_max_r": 0.48 + "win_rate": 49.7, + "signals": 3832, + "avg_max_r": 0.46 }, "NY Afternoon": { - "win_rate": 50.9, - "signals": 3864, - "avg_max_r": 0.48 + "win_rate": 48.5, + "signals": 6318, + "avg_max_r": 0.45 } }, "cross": { "TheStrat 2-2|Pacific": { - "win_rate": 50.8, - "signals": 1799, - "avg_max_r": 0.46 + "win_rate": 53.0, + "signals": 1694, + "avg_max_r": 0.49 }, "TheStrat 2-2|Asia": { - "win_rate": 57.5, - "signals": 3720, + "win_rate": 57.7, + "signals": 4922, "avg_max_r": 0.53 }, "TheStrat 2-2|London Open": { - "win_rate": 60.4, - "signals": 1182, - "avg_max_r": 0.55 + "win_rate": 56.4, + "signals": 1519, + "avg_max_r": 0.52 }, "TheStrat 2-2|London Morning": { - "win_rate": 57.7, - "signals": 1663, - "avg_max_r": 0.53 + "win_rate": 55.3, + "signals": 2943, + "avg_max_r": 0.52 }, "TheStrat 2-2|London/NY Overlap": { - "win_rate": 52.9, - "signals": 2245, - "avg_max_r": 0.48 + "win_rate": 49.5, + "signals": 2222, + "avg_max_r": 0.45 }, "TheStrat 2-2|NY Afternoon": { - "win_rate": 50.8, - "signals": 2145, - "avg_max_r": 0.47 + "win_rate": 48.2, + "signals": 3424, + "avg_max_r": 0.44 }, - "Near Bearish Engulfing|Pacific": { - "win_rate": 60.6, - "signals": 200, - "avg_max_r": 0.6 - }, - "Near Bearish Engulfing|Asia": { - "win_rate": 60.4, - "signals": 337, - "avg_max_r": 0.6 - }, - "Near Bearish Engulfing|London Open": { - "win_rate": 68.8, - "signals": 80, - "avg_max_r": 0.7 - }, - "Near Bearish Engulfing|London Morning": { - "win_rate": 59.4, - "signals": 134, - "avg_max_r": 0.59 - }, - "Near Bearish Engulfing|London/NY Overlap": { - "win_rate": 55.2, - "signals": 158, - "avg_max_r": 0.53 - }, - "Near Bearish Engulfing|NY Afternoon": { - "win_rate": 53.4, - "signals": 181, - "avg_max_r": 0.51 - }, - "Evening Star|Pacific": { - "win_rate": 63.6, - "signals": 12, - "avg_max_r": 0.58 - }, - "Evening Star|Asia": { - "win_rate": 64.3, - "signals": 14, + "Bearish Engulfing|Pacific": { + "win_rate": 64.2, + "signals": 139, "avg_max_r": 0.64 }, - "Evening Star|London Open": { - "win_rate": 62.5, - "signals": 8, - "avg_max_r": 0.62 + "Bearish Engulfing|Asia": { + "win_rate": 56.2, + "signals": 302, + "avg_max_r": 0.56 }, - "Evening Star|London Morning": { - "win_rate": 57.1, - "signals": 7, + "Bearish Engulfing|London Open": { + "win_rate": 68.2, + "signals": 87, + "avg_max_r": 0.67 + }, + "Bearish Engulfing|London Morning": { + "win_rate": 52.5, + "signals": 186, + "avg_max_r": 0.52 + }, + "Bearish Engulfing|London/NY Overlap": { + "win_rate": 53.7, + "signals": 125, + "avg_max_r": 0.51 + }, + "Bearish Engulfing|NY Afternoon": { + "win_rate": 59.1, + "signals": 208, "avg_max_r": 0.57 }, + "Tweezer Tops|Pacific": { + "win_rate": 58.3, + "signals": 226, + "avg_max_r": 0.46 + }, + "Tweezer Tops|Asia": { + "win_rate": 61.6, + "signals": 340, + "avg_max_r": 0.46 + }, + "Tweezer Tops|London Open": { + "win_rate": 67.8, + "signals": 77, + "avg_max_r": 0.52 + }, + "Tweezer Tops|London Morning": { + "win_rate": 64.8, + "signals": 135, + "avg_max_r": 0.52 + }, + "Tweezer Tops|London/NY Overlap": { + "win_rate": 58.7, + "signals": 132, + "avg_max_r": 0.47 + }, + "Tweezer Tops|NY Afternoon": { + "win_rate": 56.0, + "signals": 241, + "avg_max_r": 0.45 + }, + "TheStrat 1-3 Rev|Pacific": { + "win_rate": 54.3, + "signals": 132, + "avg_max_r": 0.53 + }, + "TheStrat 1-3 Rev|Asia": { + "win_rate": 57.4, + "signals": 186, + "avg_max_r": 0.56 + }, + "TheStrat 1-3 Rev|London Open": { + "win_rate": 59.3, + "signals": 59, + "avg_max_r": 0.61 + }, + "TheStrat 1-3 Rev|London Morning": { + "win_rate": 47.2, + "signals": 90, + "avg_max_r": 0.51 + }, + "TheStrat 1-3 Rev|London/NY Overlap": { + "win_rate": 54.8, + "signals": 74, + "avg_max_r": 0.5 + }, + "TheStrat 1-3 Rev|NY Afternoon": { + "win_rate": 44.8, + "signals": 148, + "avg_max_r": 0.44 + }, + "Near Bearish Engulfing|Pacific": { + "win_rate": 62.8, + "signals": 185, + "avg_max_r": 0.63 + }, + "Near Bearish Engulfing|Asia": { + "win_rate": 64.5, + "signals": 405, + "avg_max_r": 0.65 + }, + "Near Bearish Engulfing|London Open": { + "win_rate": 60.9, + "signals": 93, + "avg_max_r": 0.61 + }, + "Near Bearish Engulfing|London Morning": { + "win_rate": 56.3, + "signals": 201, + "avg_max_r": 0.56 + }, + "Near Bearish Engulfing|London/NY Overlap": { + "win_rate": 51.0, + "signals": 148, + "avg_max_r": 0.49 + }, + "Near Bearish Engulfing|NY Afternoon": { + "win_rate": 55.0, + "signals": 283, + "avg_max_r": 0.53 + }, + "Bearish Harami|Pacific": { + "win_rate": 67.6, + "signals": 34, + "avg_max_r": 0.71 + }, + "Bearish Harami|Asia": { + "win_rate": 55.8, + "signals": 87, + "avg_max_r": 0.56 + }, + "Bearish Harami|London Open": { + "win_rate": 58.1, + "signals": 43, + "avg_max_r": 0.58 + }, + "Bearish Harami|London Morning": { + "win_rate": 66.2, + "signals": 74, + "avg_max_r": 0.66 + }, + "Bearish Harami|London/NY Overlap": { + "win_rate": 60.0, + "signals": 53, + "avg_max_r": 0.55 + }, + "Bearish Harami|NY Afternoon": { + "win_rate": 55.9, + "signals": 60, + "avg_max_r": 0.55 + }, + "TheStrat 2-1-2|Pacific": { + "win_rate": 57.6, + "signals": 363, + "avg_max_r": 0.56 + }, + "TheStrat 2-1-2|Asia": { + "win_rate": 54.9, + "signals": 792, + "avg_max_r": 0.53 + }, + "TheStrat 2-1-2|London Open": { + "win_rate": 56.1, + "signals": 205, + "avg_max_r": 0.52 + }, + "TheStrat 2-1-2|London Morning": { + "win_rate": 55.6, + "signals": 440, + "avg_max_r": 0.55 + }, + "TheStrat 2-1-2|London/NY Overlap": { + "win_rate": 47.4, + "signals": 307, + "avg_max_r": 0.45 + }, + "TheStrat 2-1-2|NY Afternoon": { + "win_rate": 49.7, + "signals": 589, + "avg_max_r": 0.47 + }, + "Three Outside Down|Pacific": { + "win_rate": 62.1, + "signals": 59, + "avg_max_r": 0.63 + }, + "Three Outside Down|Asia": { + "win_rate": 54.7, + "signals": 138, + "avg_max_r": 0.56 + }, + "Three Outside Down|London Open": { + "win_rate": 54.8, + "signals": 43, + "avg_max_r": 0.53 + }, + "Three Outside Down|London Morning": { + "win_rate": 53.4, + "signals": 88, + "avg_max_r": 0.56 + }, + "Three Outside Down|London/NY Overlap": { + "win_rate": 59.1, + "signals": 67, + "avg_max_r": 0.57 + }, + "Three Outside Down|NY Afternoon": { + "win_rate": 53.4, + "signals": 105, + "avg_max_r": 0.53 + }, + "Evening Star|Pacific": { + "win_rate": 73.3, + "signals": 16, + "avg_max_r": 0.69 + }, + "Evening Star|Asia": { + "win_rate": 55.6, + "signals": 18, + "avg_max_r": 0.56 + }, + "Evening Star|London Open": { + "win_rate": 55.6, + "signals": 9, + "avg_max_r": 0.56 + }, + "Evening Star|London Morning": { + "win_rate": 70.0, + "signals": 10, + "avg_max_r": 0.7 + }, "Evening Star|London/NY Overlap": { - "win_rate": 66.7, - "signals": 6, - "avg_max_r": 0.67 + "win_rate": 50.0, + "signals": 8, + "avg_max_r": 0.5 }, "Evening Star|NY Afternoon": { "win_rate": 62.5, "signals": 8, "avg_max_r": 0.62 }, - "TheStrat 1-3 Rev|Pacific": { - "win_rate": 55.6, - "signals": 120, - "avg_max_r": 0.54 + "TheStrat 1-2-2 Rev|Pacific": { + "win_rate": 57.8, + "signals": 170, + "avg_max_r": 0.55 }, - "TheStrat 1-3 Rev|Asia": { - "win_rate": 57.9, - "signals": 141, - "avg_max_r": 0.57 + "TheStrat 1-2-2 Rev|Asia": { + "win_rate": 57.5, + "signals": 317, + "avg_max_r": 0.55 }, - "TheStrat 1-3 Rev|London Open": { - "win_rate": 63.9, - "signals": 37, - "avg_max_r": 0.62 + "TheStrat 1-2-2 Rev|London Open": { + "win_rate": 55.9, + "signals": 74, + "avg_max_r": 0.53 }, - "TheStrat 1-3 Rev|London Morning": { - "win_rate": 46.0, - "signals": 50, - "avg_max_r": 0.48 + "TheStrat 1-2-2 Rev|London Morning": { + "win_rate": 54.8, + "signals": 171, + "avg_max_r": 0.53 }, - "TheStrat 1-3 Rev|London/NY Overlap": { - "win_rate": 50.7, - "signals": 76, - "avg_max_r": 0.47 + "TheStrat 1-2-2 Rev|London/NY Overlap": { + "win_rate": 58.1, + "signals": 124, + "avg_max_r": 0.55 }, - "TheStrat 1-3 Rev|NY Afternoon": { - "win_rate": 50.0, - "signals": 78, + "TheStrat 1-2-2 Rev|NY Afternoon": { + "win_rate": 50.5, + "signals": 198, "avg_max_r": 0.49 }, "TheStrat 3-1-2|Pacific": { - "win_rate": 52.2, - "signals": 76, - "avg_max_r": 0.47 + "win_rate": 59.2, + "signals": 80, + "avg_max_r": 0.57 }, "TheStrat 3-1-2|Asia": { "win_rate": 58.3, - "signals": 114, - "avg_max_r": 0.56 + "signals": 146, + "avg_max_r": 0.54 }, "TheStrat 3-1-2|London Open": { - "win_rate": 63.6, - "signals": 35, - "avg_max_r": 0.6 + "win_rate": 57.5, + "signals": 42, + "avg_max_r": 0.57 }, "TheStrat 3-1-2|London Morning": { - "win_rate": 52.9, - "signals": 53, - "avg_max_r": 0.51 + "win_rate": 51.1, + "signals": 99, + "avg_max_r": 0.49 }, "TheStrat 3-1-2|London/NY Overlap": { - "win_rate": 59.3, - "signals": 66, + "win_rate": 52.7, + "signals": 58, "avg_max_r": 0.5 }, "TheStrat 3-1-2|NY Afternoon": { - "win_rate": 44.8, - "signals": 60, - "avg_max_r": 0.45 + "win_rate": 40.9, + "signals": 96, + "avg_max_r": 0.4 }, - "Tweezer Tops|Pacific": { - "win_rate": 61.3, - "signals": 207, - "avg_max_r": 0.48 - }, - "Tweezer Tops|Asia": { - "win_rate": 63.1, - "signals": 289, - "avg_max_r": 0.47 - }, - "Tweezer Tops|London Open": { - "win_rate": 63.3, - "signals": 62, - "avg_max_r": 0.5 - }, - "Tweezer Tops|London Morning": { - "win_rate": 64.7, - "signals": 81, - "avg_max_r": 0.54 - }, - "Tweezer Tops|London/NY Overlap": { - "win_rate": 56.6, - "signals": 139, - "avg_max_r": 0.44 - }, - "Tweezer Tops|NY Afternoon": { - "win_rate": 52.9, - "signals": 152, - "avg_max_r": 0.41 - }, - "Three Outside Down|Pacific": { - "win_rate": 56.5, - "signals": 70, - "avg_max_r": 0.59 - }, - "Three Outside Down|Asia": { - "win_rate": 56.5, - "signals": 116, - "avg_max_r": 0.57 - }, - "Three Outside Down|London Open": { - "win_rate": 67.6, - "signals": 34, - "avg_max_r": 0.68 - }, - "Three Outside Down|London Morning": { + "Bearish Doji Star|London Morning": { "win_rate": 50.0, - "signals": 55, - "avg_max_r": 0.49 + "signals": 3, + "avg_max_r": 0.33 }, - "Three Outside Down|London/NY Overlap": { - "win_rate": 59.7, - "signals": 68, - "avg_max_r": 0.59 + "Bearish Doji Star|NY Afternoon": { + "win_rate": 66.7, + "signals": 3, + "avg_max_r": 0.67 }, - "Three Outside Down|NY Afternoon": { - "win_rate": 56.2, - "signals": 64, - "avg_max_r": 0.58 - }, - "TheStrat 2-1-2|Pacific": { - "win_rate": 56.6, - "signals": 386, - "avg_max_r": 0.54 - }, - "TheStrat 2-1-2|Asia": { - "win_rate": 55.1, - "signals": 619, + "Near Bullish Engulfing|Pacific": { + "win_rate": 53.8, + "signals": 173, "avg_max_r": 0.53 }, - "TheStrat 2-1-2|London Open": { - "win_rate": 64.6, - "signals": 156, - "avg_max_r": 0.6 + "Near Bullish Engulfing|Asia": { + "win_rate": 52.0, + "signals": 428, + "avg_max_r": 0.52 }, - "TheStrat 2-1-2|London Morning": { - "win_rate": 59.0, - "signals": 243, + "Near Bullish Engulfing|London Open": { + "win_rate": 56.3, + "signals": 106, + "avg_max_r": 0.57 + }, + "Near Bullish Engulfing|London Morning": { + "win_rate": 54.8, + "signals": 212, "avg_max_r": 0.56 }, - "TheStrat 2-1-2|London/NY Overlap": { - "win_rate": 49.1, - "signals": 299, - "avg_max_r": 0.47 + "Near Bullish Engulfing|London/NY Overlap": { + "win_rate": 43.1, + "signals": 131, + "avg_max_r": 0.44 }, - "TheStrat 2-1-2|NY Afternoon": { - "win_rate": 50.9, - "signals": 345, - "avg_max_r": 0.49 + "Near Bullish Engulfing|NY Afternoon": { + "win_rate": 41.6, + "signals": 302, + "avg_max_r": 0.43 }, - "TheStrat 1-2-2 Rev|Pacific": { - "win_rate": 55.7, - "signals": 166, - "avg_max_r": 0.53 - }, - "TheStrat 1-2-2 Rev|Asia": { - "win_rate": 54.5, - "signals": 233, - "avg_max_r": 0.52 - }, - "TheStrat 1-2-2 Rev|London Open": { - "win_rate": 57.1, - "signals": 52, - "avg_max_r": 0.54 - }, - "TheStrat 1-2-2 Rev|London Morning": { - "win_rate": 64.1, - "signals": 97, - "avg_max_r": 0.61 - }, - "TheStrat 1-2-2 Rev|London/NY Overlap": { - "win_rate": 55.7, - "signals": 127, - "avg_max_r": 0.5 - }, - "TheStrat 1-2-2 Rev|NY Afternoon": { - "win_rate": 56.4, - "signals": 125, + "Tweezer Bottoms|Pacific": { + "win_rate": 64.4, + "signals": 237, "avg_max_r": 0.55 }, - "Bearish Engulfing|Pacific": { + "Tweezer Bottoms|Asia": { + "win_rate": 54.0, + "signals": 337, + "avg_max_r": 0.41 + }, + "Tweezer Bottoms|London Open": { + "win_rate": 58.3, + "signals": 81, + "avg_max_r": 0.44 + }, + "Tweezer Bottoms|London Morning": { + "win_rate": 55.1, + "signals": 140, + "avg_max_r": 0.41 + }, + "Tweezer Bottoms|London/NY Overlap": { + "win_rate": 43.2, + "signals": 105, + "avg_max_r": 0.36 + }, + "Tweezer Bottoms|NY Afternoon": { + "win_rate": 40.2, + "signals": 234, + "avg_max_r": 0.34 + }, + "Bullish Engulfing|Pacific": { + "win_rate": 46.3, + "signals": 142, + "avg_max_r": 0.45 + }, + "Bullish Engulfing|Asia": { + "win_rate": 54.9, + "signals": 297, + "avg_max_r": 0.55 + }, + "Bullish Engulfing|London Open": { + "win_rate": 54.4, + "signals": 81, + "avg_max_r": 0.53 + }, + "Bullish Engulfing|London Morning": { "win_rate": 63.4, - "signals": 134, - "avg_max_r": 0.63 - }, - "Bearish Engulfing|Asia": { - "win_rate": 58.2, - "signals": 254, - "avg_max_r": 0.57 - }, - "Bearish Engulfing|London Open": { - "win_rate": 66.2, - "signals": 72, + "signals": 164, "avg_max_r": 0.65 }, - "Bearish Engulfing|London Morning": { - "win_rate": 56.9, - "signals": 105, + "Bullish Engulfing|London/NY Overlap": { + "win_rate": 39.3, + "signals": 122, + "avg_max_r": 0.39 + }, + "Bullish Engulfing|NY Afternoon": { + "win_rate": 41.9, + "signals": 190, + "avg_max_r": 0.43 + }, + "Three Outside Up|Pacific": { + "win_rate": 53.7, + "signals": 54, + "avg_max_r": 0.54 + }, + "Three Outside Up|Asia": { + "win_rate": 55.9, + "signals": 119, "avg_max_r": 0.55 }, - "Bearish Engulfing|London/NY Overlap": { - "win_rate": 54.3, - "signals": 140, - "avg_max_r": 0.53 - }, - "Bearish Engulfing|NY Afternoon": { - "win_rate": 61.2, - "signals": 137, - "avg_max_r": 0.58 - }, - "Bearish Harami|Pacific": { - "win_rate": 58.7, - "signals": 47, - "avg_max_r": 0.6 - }, - "Bearish Harami|Asia": { - "win_rate": 52.6, - "signals": 58, - "avg_max_r": 0.52 - }, - "Bearish Harami|London Open": { - "win_rate": 59.5, - "signals": 37, - "avg_max_r": 0.59 - }, - "Bearish Harami|London Morning": { - "win_rate": 74.4, - "signals": 39, - "avg_max_r": 0.74 - }, - "Bearish Harami|London/NY Overlap": { - "win_rate": 62.9, - "signals": 71, - "avg_max_r": 0.58 - }, - "Bearish Harami|NY Afternoon": { + "Three Outside Up|London Open": { "win_rate": 50.0, "signals": 38, - "avg_max_r": 0.47 + "avg_max_r": 0.5 + }, + "Three Outside Up|London Morning": { + "win_rate": 58.4, + "signals": 77, + "avg_max_r": 0.64 + }, + "Three Outside Up|London/NY Overlap": { + "win_rate": 41.1, + "signals": 56, + "avg_max_r": 0.45 + }, + "Three Outside Up|NY Afternoon": { + "win_rate": 41.9, + "signals": 96, + "avg_max_r": 0.45 + }, + "Three Inside Up|Asia": { + "win_rate": 41.7, + "signals": 12, + "avg_max_r": 0.42 + }, + "Three Inside Up|London Open": { + "win_rate": 66.7, + "signals": 3, + "avg_max_r": 0.67 + }, + "Three Inside Up|London/NY Overlap": { + "win_rate": 60.0, + "signals": 5, + "avg_max_r": 0.6 + }, + "Three Inside Up|NY Afternoon": { + "win_rate": 40.0, + "signals": 5, + "avg_max_r": 0.4 + }, + "Bullish Harami|Pacific": { + "win_rate": 51.6, + "signals": 31, + "avg_max_r": 0.52 + }, + "Bullish Harami|Asia": { + "win_rate": 41.9, + "signals": 62, + "avg_max_r": 0.42 + }, + "Bullish Harami|London Open": { + "win_rate": 51.4, + "signals": 37, + "avg_max_r": 0.51 + }, + "Bullish Harami|London Morning": { + "win_rate": 63.3, + "signals": 50, + "avg_max_r": 0.62 + }, + "Bullish Harami|London/NY Overlap": { + "win_rate": 50.9, + "signals": 55, + "avg_max_r": 0.56 + }, + "Bullish Harami|NY Afternoon": { + "win_rate": 40.3, + "signals": 70, + "avg_max_r": 0.44 + }, + "Three White Soldiers|Pacific": { + "win_rate": 40.0, + "signals": 5, + "avg_max_r": 0.4 + }, + "Three White Soldiers|Asia": { + "win_rate": 66.7, + "signals": 3, + "avg_max_r": 0.67 + }, + "Three White Soldiers|London Morning": { + "win_rate": 33.3, + "signals": 3, + "avg_max_r": 0.33 + }, + "Three White Soldiers|NY Afternoon": { + "win_rate": 50.0, + "signals": 4, + "avg_max_r": 0.5 + }, + "Ladder Bottom|Asia": { + "win_rate": 75.0, + "signals": 4, + "avg_max_r": 0.75 + }, + "Ladder Bottom|London Morning": { + "win_rate": 66.7, + "signals": 3, + "avg_max_r": 0.67 + }, + "Ladder Bottom|NY Afternoon": { + "win_rate": 40.0, + "signals": 5, + "avg_max_r": 0.4 + }, + "Morning Star|Pacific": { + "win_rate": 60.0, + "signals": 10, + "avg_max_r": 0.6 + }, + "Morning Star|Asia": { + "win_rate": 60.0, + "signals": 10, + "avg_max_r": 0.6 + }, + "Morning Star|London Open": { + "win_rate": 60.0, + "signals": 5, + "avg_max_r": 0.6 + }, + "Morning Star|London Morning": { + "win_rate": 22.2, + "signals": 9, + "avg_max_r": 0.22 + }, + "Morning Star|London/NY Overlap": { + "win_rate": 50.0, + "signals": 10, + "avg_max_r": 0.5 + }, + "Morning Star|NY Afternoon": { + "win_rate": 60.0, + "signals": 15, + "avg_max_r": 0.67 + }, + "Upside Gap Two Crows|Pacific": { + "win_rate": 50.0, + "signals": 20, + "avg_max_r": 0.5 + }, + "Upside Gap Two Crows|Asia": { + "win_rate": 33.3, + "signals": 12, + "avg_max_r": 0.33 + }, + "Upside Gap Two Crows|London Morning": { + "win_rate": 40.0, + "signals": 5, + "avg_max_r": 0.4 + }, + "Upside Gap Two Crows|NY Afternoon": { + "win_rate": 63.6, + "signals": 11, + "avg_max_r": 0.64 + }, + "Marubozu (Bullish)|London/NY Overlap": { + "win_rate": 66.7, + "signals": 3, + "avg_max_r": 0.67 + }, + "Bullish Three-Line Strike|Pacific": { + "win_rate": 0.0, + "signals": 4, + "avg_max_r": 0.0 + }, + "Shooting Star|London/NY Overlap": { + "win_rate": 33.3, + "signals": 4, + "avg_max_r": 0.25 }, "Three Inside Down|Pacific": { - "win_rate": 57.1, - "signals": 7, - "avg_max_r": 0.57 + "win_rate": 50.0, + "signals": 4, + "avg_max_r": 0.5 }, "Three Inside Down|Asia": { "win_rate": 66.7, @@ -687,397 +968,276 @@ "avg_max_r": 0.67 }, "Three Inside Down|London Open": { - "win_rate": 60.0, - "signals": 5, - "avg_max_r": 0.6 - }, - "Three Inside Down|London/NY Overlap": { - "win_rate": 85.7, - "signals": 7, - "avg_max_r": 0.71 - }, - "Three Inside Down|NY Afternoon": { - "win_rate": 44.4, - "signals": 9, - "avg_max_r": 0.44 - }, - "Upside Gap Two Crows|Pacific": { - "win_rate": 35.7, - "signals": 14, - "avg_max_r": 0.36 - }, - "Upside Gap Two Crows|Asia": { - "win_rate": 38.5, - "signals": 13, - "avg_max_r": 0.38 - }, - "Upside Gap Two Crows|London/NY Overlap": { - "win_rate": 50.0, - "signals": 4, - "avg_max_r": 0.5 - }, - "Upside Gap Two Crows|NY Afternoon": { - "win_rate": 100.0, - "signals": 3, - "avg_max_r": 1.0 - }, - "Bearish Doji Star|Pacific": { - "win_rate": 100.0, - "signals": 3, - "avg_max_r": 0.67 - }, - "Three Black Crows|Asia": { - "win_rate": 0.0, - "signals": 3, - "avg_max_r": 0.0 - }, - "Bullish Engulfing|Pacific": { - "win_rate": 43.9, - "signals": 120, - "avg_max_r": 0.42 - }, - "Bullish Engulfing|Asia": { - "win_rate": 55.4, - "signals": 207, - "avg_max_r": 0.56 - }, - "Bullish Engulfing|London Open": { - "win_rate": 53.4, - "signals": 60, - "avg_max_r": 0.52 - }, - "Bullish Engulfing|London Morning": { - "win_rate": 62.9, - "signals": 89, - "avg_max_r": 0.63 - }, - "Bullish Engulfing|London/NY Overlap": { - "win_rate": 42.4, - "signals": 118, - "avg_max_r": 0.43 - }, - "Bullish Engulfing|NY Afternoon": { - "win_rate": 44.3, - "signals": 98, - "avg_max_r": 0.47 - }, - "Near Bullish Engulfing|Pacific": { - "win_rate": 55.3, - "signals": 166, - "avg_max_r": 0.53 - }, - "Near Bullish Engulfing|Asia": { - "win_rate": 52.0, - "signals": 297, - "avg_max_r": 0.53 - }, - "Near Bullish Engulfing|London Open": { - "win_rate": 58.2, - "signals": 69, - "avg_max_r": 0.57 - }, - "Near Bullish Engulfing|London Morning": { - "win_rate": 54.5, - "signals": 124, - "avg_max_r": 0.53 - }, - "Near Bullish Engulfing|London/NY Overlap": { - "win_rate": 46.6, - "signals": 133, - "avg_max_r": 0.46 - }, - "Near Bullish Engulfing|NY Afternoon": { - "win_rate": 44.5, - "signals": 167, - "avg_max_r": 0.47 - }, - "Three Outside Up|Pacific": { - "win_rate": 48.9, - "signals": 45, - "avg_max_r": 0.49 - }, - "Three Outside Up|Asia": { - "win_rate": 56.3, - "signals": 71, - "avg_max_r": 0.56 - }, - "Three Outside Up|London Open": { - "win_rate": 48.4, - "signals": 32, - "avg_max_r": 0.47 - }, - "Three Outside Up|London Morning": { - "win_rate": 51.7, - "signals": 29, - "avg_max_r": 0.52 - }, - "Three Outside Up|London/NY Overlap": { - "win_rate": 47.3, - "signals": 55, - "avg_max_r": 0.47 - }, - "Three Outside Up|NY Afternoon": { - "win_rate": 50.0, - "signals": 59, - "avg_max_r": 0.53 - }, - "Tweezer Bottoms|Pacific": { - "win_rate": 65.1, - "signals": 191, - "avg_max_r": 0.58 - }, - "Tweezer Bottoms|Asia": { - "win_rate": 54.7, - "signals": 230, - "avg_max_r": 0.41 - }, - "Tweezer Bottoms|London Open": { - "win_rate": 61.2, - "signals": 65, - "avg_max_r": 0.46 - }, - "Tweezer Bottoms|London Morning": { - "win_rate": 58.1, - "signals": 65, - "avg_max_r": 0.4 - }, - "Tweezer Bottoms|London/NY Overlap": { - "win_rate": 48.8, - "signals": 101, - "avg_max_r": 0.4 - }, - "Tweezer Bottoms|NY Afternoon": { - "win_rate": 42.6, - "signals": 123, - "avg_max_r": 0.35 - }, - "Bullish Harami|Pacific": { - "win_rate": 53.3, - "signals": 30, - "avg_max_r": 0.53 - }, - "Bullish Harami|Asia": { - "win_rate": 48.8, - "signals": 41, - "avg_max_r": 0.49 - }, - "Bullish Harami|London Open": { - "win_rate": 44.0, - "signals": 25, - "avg_max_r": 0.44 - }, - "Bullish Harami|London Morning": { - "win_rate": 77.3, - "signals": 22, - "avg_max_r": 0.77 - }, - "Bullish Harami|London/NY Overlap": { - "win_rate": 46.5, - "signals": 43, - "avg_max_r": 0.47 - }, - "Bullish Harami|NY Afternoon": { - "win_rate": 47.6, - "signals": 43, - "avg_max_r": 0.53 - }, - "Ladder Bottom|NY Afternoon": { - "win_rate": 33.3, - "signals": 6, - "avg_max_r": 0.33 - }, - "Morning Star|Pacific": { - "win_rate": 85.7, - "signals": 7, - "avg_max_r": 0.86 - }, - "Morning Star|Asia": { "win_rate": 66.7, "signals": 6, "avg_max_r": 0.67 }, - "Morning Star|London Open": { - "win_rate": 33.3, + "Three Inside Down|London Morning": { + "win_rate": 66.7, "signals": 3, - "avg_max_r": 0.33 + "avg_max_r": 0.67 }, - "Morning Star|London Morning": { - "win_rate": 28.6, - "signals": 7, - "avg_max_r": 0.29 - }, - "Morning Star|London/NY Overlap": { + "Three Inside Down|London/NY Overlap": { "win_rate": 42.9, "signals": 7, "avg_max_r": 0.43 }, - "Morning Star|NY Afternoon": { - "win_rate": 57.1, - "signals": 7, - "avg_max_r": 0.71 - }, - "Bullish Three-Line Strike|Pacific": { - "win_rate": 0.0, - "signals": 4, - "avg_max_r": 0.0 - }, - "Three Inside Up|Asia": { - "win_rate": 30.0, - "signals": 10, - "avg_max_r": 0.3 - }, - "Three Inside Up|London Morning": { - "win_rate": 66.7, - "signals": 3, - "avg_max_r": 0.67 - }, - "Three Inside Up|London/NY Overlap": { - "win_rate": 66.7, - "signals": 3, - "avg_max_r": 0.67 - }, - "Three Inside Up|NY Afternoon": { - "win_rate": 40.0, - "signals": 5, - "avg_max_r": 0.4 - }, - "Three White Soldiers|Pacific": { - "win_rate": 100.0, - "signals": 4, - "avg_max_r": 1.0 + "Three Inside Down|NY Afternoon": { + "win_rate": 61.5, + "signals": 13, + "avg_max_r": 0.62 } }, "confluence": { "1": { - "win_rate": 20.0, - "signals": 6, - "avg_max_r": 0.17 + "win_rate": 14.3, + "signals": 8, + "avg_max_r": 0.12 }, "2": { - "win_rate": 55.2, - "signals": 4972, - "avg_max_r": 0.5 + "win_rate": 53.8, + "signals": 6505, + "avg_max_r": 0.49 }, "3": { - "win_rate": 54.3, - "signals": 12113, + "win_rate": 54.0, + "signals": 16044, "avg_max_r": 0.51 }, "4": { - "win_rate": 57.1, - "signals": 5984, - "avg_max_r": 0.53 + "win_rate": 54.2, + "signals": 7846, + "avg_max_r": 0.51 }, "5": { - "win_rate": 62.8, - "signals": 188, - "avg_max_r": 0.55 + "win_rate": 55.5, + "signals": 237, + "avg_max_r": 0.5 } }, "equity": { - "final_equity_r": 2265.72, - "max_dd_r": -595.24, - "max_dd_pct": 231.9, + "final_equity_r": 2278.01, + "max_dd_r": -805.56, + "max_dd_pct": 261.7, "max_consec_wins": 79, "max_consec_losses": 58, - "profit_factor": 1.24, - "expectancy": 0.097, - "sharpe": 3.25, - "calmar": 0.16, - "avg_win_r": 0.997, - "avg_loss_r": -0.995 + "profit_factor": 1.18, + "expectancy": 0.074, + "sharpe": 2.47, + "calmar": 0.09, + "avg_win_r": 0.998, + "avg_loss_r": -0.997 } }, "M15": { "overall": { - "win_rate": 55.4, - "total_signals": 7757, + "win_rate": 54.0, + "total_signals": 10194, "avg_max_r": 0.51, - "sl_hit_pct": 41.1, - "tp_hit_pct": 51.0, - "avg_mae_r": 0.686, + "sl_hit_pct": 42.4, + "tp_hit_pct": 49.8, + "avg_mae_r": 0.698, "avg_mfe_r": 0.765, - "avg_bars_to_tp": 35.4, - "avg_exit_r": 0.101, + "avg_bars_to_tp": 35.1, + "avg_exit_r": 0.074, "be_move_pct": 0.0 }, "patterns": { - "TheStrat 2-2": { - "win_rate": 56.2, - "total": 4217, - "avg_max_r": 0.51, - "sl_hit_pct": 39.8, - "tp_hit_pct": 50.8 - }, - "Bearish Engulfing": { - "win_rate": 58.4, - "total": 312, - "avg_max_r": 0.56, - "sl_hit_pct": 39.4, - "tp_hit_pct": 56.1 - }, "Near Bearish Engulfing": { - "win_rate": 57.5, - "total": 297, - "avg_max_r": 0.57, - "sl_hit_pct": 42.1, - "tp_hit_pct": 56.6 - }, - "TheStrat 3-1-2": { - "win_rate": 61.3, - "total": 145, + "win_rate": 58.2, + "total": 370, "avg_max_r": 0.58, - "sl_hit_pct": 35.9, - "tp_hit_pct": 57.9 - }, - "Bearish Harami": { - "win_rate": 57.8, - "total": 161, - "avg_max_r": 0.58, - "sl_hit_pct": 42.2, - "tp_hit_pct": 57.1 - }, - "TheStrat 2-1-2": { - "win_rate": 55.7, - "total": 688, - "avg_max_r": 0.53, - "sl_hit_pct": 41.9, - "tp_hit_pct": 52.5 - }, - "Tweezer Tops": { - "win_rate": 56.9, - "total": 298, - "avg_max_r": 0.46, - "sl_hit_pct": 34.9, - "tp_hit_pct": 45.3 + "sl_hit_pct": 41.6, + "tp_hit_pct": 57.3 }, "TheStrat 1-2-2 Rev": { - "win_rate": 51.5, - "total": 253, - "avg_max_r": 0.49, - "sl_hit_pct": 45.5, - "tp_hit_pct": 48.6 + "win_rate": 51.9, + "total": 345, + "avg_max_r": 0.5, + "sl_hit_pct": 44.3, + "tp_hit_pct": 48.7 + }, + "TheStrat 2-2": { + "win_rate": 54.0, + "total": 5566, + "avg_max_r": 0.5, + "sl_hit_pct": 41.7, + "tp_hit_pct": 49.0 + }, + "Evening Star": { + "win_rate": 25.0, + "total": 16, + "avg_max_r": 0.25, + "sl_hit_pct": 75.0, + "tp_hit_pct": 25.0 + }, + "Bearish Engulfing": { + "win_rate": 58.1, + "total": 379, + "avg_max_r": 0.57, + "sl_hit_pct": 40.6, + "tp_hit_pct": 56.2 + }, + "Tweezer Tops": { + "win_rate": 57.8, + "total": 365, + "avg_max_r": 0.47, + "sl_hit_pct": 34.2, + "tp_hit_pct": 46.0 + }, + "Three Outside Down": { + "win_rate": 56.9, + "total": 174, + "avg_max_r": 0.57, + "sl_hit_pct": 43.1, + "tp_hit_pct": 56.3 + }, + "TheStrat 2-1-2": { + "win_rate": 53.9, + "total": 882, + "avg_max_r": 0.51, + "sl_hit_pct": 43.1, + "tp_hit_pct": 50.3 + }, + "Bearish Harami": { + "win_rate": 59.3, + "total": 189, + "avg_max_r": 0.6, + "sl_hit_pct": 40.7, + "tp_hit_pct": 58.7 + }, + "TheStrat 3-1-2": { + "win_rate": 59.1, + "total": 195, + "avg_max_r": 0.57, + "sl_hit_pct": 38.5, + "tp_hit_pct": 56.4 }, "Three Inside Down": { "win_rate": 75.0, - "total": 16, - "avg_max_r": 0.75, - "sl_hit_pct": 25.0, - "tp_hit_pct": 75.0 - }, - "Three Outside Down": { - "win_rate": 58.4, - "total": 149, - "avg_max_r": 0.58, - "sl_hit_pct": 41.6, - "tp_hit_pct": 57.7 + "total": 21, + "avg_max_r": 0.67, + "sl_hit_pct": 23.8, + "tp_hit_pct": 66.7 }, "TheStrat 1-3 Rev": { - "win_rate": 56.9, - "total": 199, - "avg_max_r": 0.56, - "sl_hit_pct": 42.2, - "tp_hit_pct": 55.3 + "win_rate": 55.0, + "total": 257, + "avg_max_r": 0.54, + "sl_hit_pct": 44.0, + "tp_hit_pct": 52.9 + }, + "Near Bullish Engulfing": { + "win_rate": 48.7, + "total": 361, + "avg_max_r": 0.49, + "sl_hit_pct": 49.0, + "tp_hit_pct": 47.1 + }, + "Bullish Engulfing": { + "win_rate": 49.3, + "total": 342, + "avg_max_r": 0.5, + "sl_hit_pct": 49.4, + "tp_hit_pct": 48.0 + }, + "Three Outside Up": { + "win_rate": 51.2, + "total": 168, + "avg_max_r": 0.51, + "sl_hit_pct": 46.4, + "tp_hit_pct": 50.0 + }, + "Bullish Harami": { + "win_rate": 57.6, + "total": 147, + "avg_max_r": 0.59, + "sl_hit_pct": 41.5, + "tp_hit_pct": 56.5 + }, + "Tweezer Bottoms": { + "win_rate": 46.3, + "total": 342, + "avg_max_r": 0.4, + "sl_hit_pct": 44.4, + "tp_hit_pct": 39.2 + }, + "Bullish Belt Hold": { + "win_rate": 80.0, + "total": 5, + "avg_max_r": 0.8, + "sl_hit_pct": 20.0, + "tp_hit_pct": 80.0 + }, + "Three Inside Up": { + "win_rate": 41.7, + "total": 12, + "avg_max_r": 0.42, + "sl_hit_pct": 58.3, + "tp_hit_pct": 41.7 + }, + "Marubozu (Bullish)": { + "win_rate": 0.0, + "total": 1, + "avg_max_r": 0.0, + "sl_hit_pct": 100.0, + "tp_hit_pct": 0.0 + }, + "Inverted Hammer": { + "win_rate": 0.0, + "total": 2, + "avg_max_r": 0.0, + "sl_hit_pct": 50.0, + "tp_hit_pct": 0.0 + }, + "Ladder Bottom": { + "win_rate": 66.7, + "total": 6, + "avg_max_r": 0.67, + "sl_hit_pct": 33.3, + "tp_hit_pct": 66.7 + }, + "Meeting Lines (Bullish)": { + "win_rate": 0.0, + "total": 1, + "avg_max_r": 0.0, + "sl_hit_pct": 100.0, + "tp_hit_pct": 0.0 + }, + "Morning Star": { + "win_rate": 33.3, + "total": 12, + "avg_max_r": 0.33, + "sl_hit_pct": 66.7, + "tp_hit_pct": 33.3 + }, + "Dark Cloud Cover": { + "win_rate": 33.3, + "total": 3, + "avg_max_r": 0.33, + "sl_hit_pct": 66.7, + "tp_hit_pct": 33.3 + }, + "Dragonfly Doji": { + "win_rate": 40.0, + "total": 5, + "avg_max_r": 0.4, + "sl_hit_pct": 40.0, + "tp_hit_pct": 40.0 + }, + "Concealing Baby Swallow": { + "win_rate": 0, + "total": 1, + "avg_max_r": 0.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 0.0 + }, + "Upside Gap Two Crows": { + "win_rate": 42.9, + "total": 7, + "avg_max_r": 0.43, + "sl_hit_pct": 57.1, + "tp_hit_pct": 42.9 }, "Bearish Doji Star": { "win_rate": 20.0, @@ -1086,20 +1246,6 @@ "sl_hit_pct": 80.0, "tp_hit_pct": 20.0 }, - "Evening Star": { - "win_rate": 21.4, - "total": 14, - "avg_max_r": 0.21, - "sl_hit_pct": 78.6, - "tp_hit_pct": 21.4 - }, - "Upside Gap Two Crows": { - "win_rate": 50.0, - "total": 6, - "avg_max_r": 0.5, - "sl_hit_pct": 50.0, - "tp_hit_pct": 50.0 - }, "Bearish Belt Hold": { "win_rate": 0.0, "total": 1, @@ -1107,62 +1253,6 @@ "sl_hit_pct": 100.0, "tp_hit_pct": 0.0 }, - "Three Outside Up": { - "win_rate": 49.6, - "total": 123, - "avg_max_r": 0.49, - "sl_hit_pct": 47.2, - "tp_hit_pct": 48.0 - }, - "Bullish Engulfing": { - "win_rate": 47.7, - "total": 241, - "avg_max_r": 0.47, - "sl_hit_pct": 51.0, - "tp_hit_pct": 46.5 - }, - "Bullish Harami": { - "win_rate": 54.1, - "total": 99, - "avg_max_r": 0.55, - "sl_hit_pct": 45.5, - "tp_hit_pct": 53.5 - }, - "Near Bullish Engulfing": { - "win_rate": 48.4, - "total": 266, - "avg_max_r": 0.47, - "sl_hit_pct": 48.9, - "tp_hit_pct": 46.6 - }, - "Tweezer Bottoms": { - "win_rate": 50.0, - "total": 226, - "avg_max_r": 0.42, - "sl_hit_pct": 41.2, - "tp_hit_pct": 42.0 - }, - "Three Inside Up": { - "win_rate": 33.3, - "total": 9, - "avg_max_r": 0.33, - "sl_hit_pct": 66.7, - "tp_hit_pct": 33.3 - }, - "Ladder Bottom": { - "win_rate": 75.0, - "total": 4, - "avg_max_r": 0.75, - "sl_hit_pct": 25.0, - "tp_hit_pct": 75.0 - }, - "Bullish Belt Hold": { - "win_rate": 66.7, - "total": 3, - "avg_max_r": 0.67, - "sl_hit_pct": 33.3, - "tp_hit_pct": 66.7 - }, "Hammer": { "win_rate": 0.0, "total": 1, @@ -1170,26 +1260,12 @@ "sl_hit_pct": 100.0, "tp_hit_pct": 0.0 }, - "Morning Star": { - "win_rate": 37.5, - "total": 8, - "avg_max_r": 0.38, - "sl_hit_pct": 62.5, - "tp_hit_pct": 37.5 - }, - "Dragonfly Doji": { - "win_rate": 50.0, - "total": 4, - "avg_max_r": 0.5, - "sl_hit_pct": 25.0, - "tp_hit_pct": 50.0 - }, "Gravestone Doji": { - "win_rate": 75.0, - "total": 4, - "avg_max_r": 0.75, - "sl_hit_pct": 25.0, - "tp_hit_pct": 75.0 + "win_rate": 60.0, + "total": 5, + "avg_max_r": 0.6, + "sl_hit_pct": 40.0, + "tp_hit_pct": 60.0 }, "Marubozu (Bearish)": { "win_rate": 50.0, @@ -1205,13 +1281,6 @@ "sl_hit_pct": 0.0, "tp_hit_pct": 66.7 }, - "Dark Cloud Cover": { - "win_rate": 100.0, - "total": 1, - "avg_max_r": 1.0, - "sl_hit_pct": 0.0, - "tp_hit_pct": 100.0 - }, "Hanging Man": { "win_rate": 0.0, "total": 1, @@ -1225,616 +1294,737 @@ "avg_max_r": 0.0, "sl_hit_pct": 100.0, "tp_hit_pct": 0.0 + }, + "Three Black Crows": { + "win_rate": 0.0, + "total": 1, + "avg_max_r": 0.0, + "sl_hit_pct": 100.0, + "tp_hit_pct": 0.0 } }, "sessions": { "Pacific": { - "win_rate": 53.7, - "signals": 1247, - "avg_max_r": 0.49 + "win_rate": 55.6, + "signals": 1263, + "avg_max_r": 0.52 }, "Asia": { - "win_rate": 56.7, - "signals": 2258, - "avg_max_r": 0.53 + "win_rate": 57.2, + "signals": 2965, + "avg_max_r": 0.54 }, "London Open": { - "win_rate": 62.1, - "signals": 672, - "avg_max_r": 0.59 + "win_rate": 57.0, + "signals": 878, + "avg_max_r": 0.55 }, "London Morning": { - "win_rate": 57.9, - "signals": 1002, + "win_rate": 55.2, + "signals": 1761, "avg_max_r": 0.53 }, "London/NY Overlap": { - "win_rate": 52.3, - "signals": 1294, - "avg_max_r": 0.48 + "win_rate": 49.2, + "signals": 1243, + "avg_max_r": 0.46 }, "NY Afternoon": { - "win_rate": 52.4, - "signals": 1284, - "avg_max_r": 0.49 + "win_rate": 49.0, + "signals": 2084, + "avg_max_r": 0.46 } }, "cross": { + "Near Bearish Engulfing|Pacific": { + "win_rate": 65.7, + "signals": 71, + "avg_max_r": 0.65 + }, + "Near Bearish Engulfing|Asia": { + "win_rate": 63.1, + "signals": 123, + "avg_max_r": 0.63 + }, + "Near Bearish Engulfing|London Open": { + "win_rate": 56.5, + "signals": 23, + "avg_max_r": 0.57 + }, + "Near Bearish Engulfing|London Morning": { + "win_rate": 45.7, + "signals": 46, + "avg_max_r": 0.46 + }, + "Near Bearish Engulfing|London/NY Overlap": { + "win_rate": 48.8, + "signals": 41, + "avg_max_r": 0.49 + }, + "Near Bearish Engulfing|NY Afternoon": { + "win_rate": 56.2, + "signals": 66, + "avg_max_r": 0.53 + }, + "TheStrat 1-2-2 Rev|Pacific": { + "win_rate": 54.0, + "signals": 56, + "avg_max_r": 0.48 + }, + "TheStrat 1-2-2 Rev|Asia": { + "win_rate": 55.2, + "signals": 91, + "avg_max_r": 0.53 + }, + "TheStrat 1-2-2 Rev|London Open": { + "win_rate": 48.6, + "signals": 39, + "avg_max_r": 0.51 + }, + "TheStrat 1-2-2 Rev|London Morning": { + "win_rate": 60.4, + "signals": 51, + "avg_max_r": 0.57 + }, + "TheStrat 1-2-2 Rev|London/NY Overlap": { + "win_rate": 43.8, + "signals": 34, + "avg_max_r": 0.41 + }, + "TheStrat 1-2-2 Rev|NY Afternoon": { + "win_rate": 45.7, + "signals": 74, + "avg_max_r": 0.45 + }, "TheStrat 2-2|Pacific": { - 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"signals": 32, - "avg_max_r": 0.25 + "win_rate": 19.2, + "signals": 30, + "avg_max_r": 0.17 }, "Tweezer Bottoms|NY Afternoon": { - "win_rate": 52.8, - "signals": 41, - "avg_max_r": 0.46 + "win_rate": 38.3, + "signals": 69, + "avg_max_r": 0.38 }, "Three Inside Up|Asia": { "win_rate": 50.0, "signals": 4, "avg_max_r": 0.5 }, - "Three Inside Up|London/NY Overlap": { - "win_rate": 0.0, - "signals": 3, - "avg_max_r": 0.0 + "Three Inside Up|London Morning": { + "win_rate": 40.0, + "signals": 5, + "avg_max_r": 0.4 }, "Morning Star|Asia": { - "win_rate": 50.0, - "signals": 4, - "avg_max_r": 0.5 + "win_rate": 33.3, + "signals": 6, + "avg_max_r": 0.33 + }, + "Upside Gap Two Crows|NY Afternoon": { + "win_rate": 33.3, + "signals": 3, + "avg_max_r": 0.33 } }, "confluence": { "1": { - "win_rate": 72.7, - "signals": 11, - "avg_max_r": 0.73 + "win_rate": 64.3, + "signals": 14, + "avg_max_r": 0.64 }, "2": { - "win_rate": 57.6, - "signals": 2179, - "avg_max_r": 0.53 + "win_rate": 55.6, + "signals": 2733, + "avg_max_r": 0.52 }, "3": { - "win_rate": 53.9, - "signals": 3829, + "win_rate": 53.5, + "signals": 5232, "avg_max_r": 0.5 }, "4": { - "win_rate": 55.9, - "signals": 1699, - "avg_max_r": 0.53 + "win_rate": 53.1, + "signals": 2170, + "avg_max_r": 0.52 }, "5": { - "win_rate": 58.3, - "signals": 39, - "avg_max_r": 0.54 + "win_rate": 52.4, + "signals": 45, + "avg_max_r": 0.47 } }, "equity": { - "final_equity_r": 782.22, - "max_dd_r": -249.97, - "max_dd_pct": 221.7, - "max_consec_wins": 40, + "final_equity_r": 754.76, + "max_dd_r": -288.22, + "max_dd_pct": 334.0, + "max_consec_wins": 41, "max_consec_losses": 38, - "profit_factor": 1.25, - "expectancy": 0.101, - "sharpe": 3.36, - "calmar": 0.41, - "avg_win_r": 0.996, - "avg_loss_r": -0.994 + "profit_factor": 1.17, + "expectancy": 0.074, + "sharpe": 2.46, + "calmar": 0.26, + "avg_win_r": 0.997, + "avg_loss_r": -0.996 } }, "H1": { "overall": { - "win_rate": 54.9, - "total_signals": 1896, - "avg_max_r": 0.51, - "sl_hit_pct": 40.6, - "tp_hit_pct": 49.9, - "avg_mae_r": 0.72, - "avg_mfe_r": 0.8, - "avg_bars_to_tp": 12.1, - "avg_exit_r": 0.091, + "win_rate": 52.3, + "total_signals": 2483, + "avg_max_r": 0.5, + "sl_hit_pct": 42.7, + "tp_hit_pct": 48.0, + "avg_mae_r": 0.738, + "avg_mfe_r": 0.799, + "avg_bars_to_tp": 11.8, + "avg_exit_r": 0.047, "be_move_pct": 0.0 }, "patterns": { "TheStrat 2-2": { - "win_rate": 54.8, - "total": 1089, + "win_rate": 52.3, + "total": 1410, "avg_max_r": 0.49, - "sl_hit_pct": 39.8, - "tp_hit_pct": 48.2 + "sl_hit_pct": 41.7, + "tp_hit_pct": 46.2 + }, + "Tweezer Tops": { + "win_rate": 49.2, + "total": 70, + "avg_max_r": 0.44, + "sl_hit_pct": 40.0, + "tp_hit_pct": 42.9 + }, + "TheStrat 2-1-2": { + "win_rate": 55.5, + "total": 231, + "avg_max_r": 0.56, + "sl_hit_pct": 41.1, + "tp_hit_pct": 50.6 + }, + "TheStrat 1-3 Rev": { + "win_rate": 55.4, + "total": 56, + "avg_max_r": 0.55, + "sl_hit_pct": 44.6, + "tp_hit_pct": 57.1 + }, + "Bearish Engulfing": { + "win_rate": 57.7, + "total": 71, + "avg_max_r": 0.59, + "sl_hit_pct": 36.6, + "tp_hit_pct": 59.2 + }, + "TheStrat 3-1-2": { + "win_rate": 34.1, + "total": 42, + "avg_max_r": 0.33, + "sl_hit_pct": 61.9, + "tp_hit_pct": 35.7 + }, + "Three Outside Down": { + "win_rate": 60.5, + "total": 43, + "avg_max_r": 0.6, + "sl_hit_pct": 39.5, + "tp_hit_pct": 60.5 }, "Near Bearish Engulfing": { - "win_rate": 51.9, - "total": 56, - "avg_max_r": 0.54, - "sl_hit_pct": 46.4, + "win_rate": 51.5, + "total": 70, + "avg_max_r": 0.53, + "sl_hit_pct": 47.1, "tp_hit_pct": 50.0 }, + "Bullish Engulfing": { + "win_rate": 47.6, + "total": 85, + "avg_max_r": 0.47, + "sl_hit_pct": 48.2, + "tp_hit_pct": 47.1 + }, + "Three Outside Up": { + "win_rate": 37.8, + "total": 38, + "avg_max_r": 0.37, + "sl_hit_pct": 60.5, + "tp_hit_pct": 36.8 + }, + "Bullish Harami": { + "win_rate": 48.0, + "total": 51, + "avg_max_r": 0.53, + "sl_hit_pct": 51.0, + "tp_hit_pct": 47.1 + }, + "TheStrat 1-2-2 Rev": { + "win_rate": 54.9, + "total": 96, + "avg_max_r": 0.55, + "sl_hit_pct": 40.6, + "tp_hit_pct": 54.2 + }, + "Tweezer Bottoms": { + "win_rate": 47.6, + "total": 74, + "avg_max_r": 0.42, + "sl_hit_pct": 43.2, + "tp_hit_pct": 44.6 + }, + "Near Bullish Engulfing": { + "win_rate": 51.6, + "total": 65, + "avg_max_r": 0.54, + "sl_hit_pct": 46.2, + "tp_hit_pct": 50.8 + }, + "Bullish Belt Hold": { + "win_rate": 100.0, + "total": 1, + "avg_max_r": 1.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 100.0 + }, + "Hammer": { + "win_rate": 0.0, + "total": 2, + "avg_max_r": 0.0, + "sl_hit_pct": 100.0, + "tp_hit_pct": 0.0 + }, + "Bearish Harami": { + "win_rate": 64.7, + "total": 51, + "avg_max_r": 0.71, + "sl_hit_pct": 35.3, + "tp_hit_pct": 62.7 + }, + "Morning Star": { + "win_rate": 0.0, + "total": 2, + "avg_max_r": 0.0, + "sl_hit_pct": 100.0, + "tp_hit_pct": 0.0 + }, + "Hanging Man": { + "win_rate": 0.0, + "total": 2, + "avg_max_r": 0.0, + "sl_hit_pct": 100.0, + "tp_hit_pct": 0.0 + }, "Gravestone Doji": { "win_rate": 33.3, "total": 3, @@ -1842,69 +2032,6 @@ "sl_hit_pct": 66.7, "tp_hit_pct": 33.3 }, - "TheStrat 3-1-2": { - "win_rate": 40.0, - "total": 30, - "avg_max_r": 0.4, - "sl_hit_pct": 60.0, - "tp_hit_pct": 40.0 - }, - "TheStrat 1-3 Rev": { - "win_rate": 55.8, - "total": 43, - "avg_max_r": 0.56, - "sl_hit_pct": 44.2, - "tp_hit_pct": 58.1 - }, - "TheStrat 2-1-2": { - "win_rate": 61.5, - "total": 172, - "avg_max_r": 0.59, - "sl_hit_pct": 35.5, - "tp_hit_pct": 55.2 - }, - "Bearish Harami": { - "win_rate": 67.5, - "total": 40, - "avg_max_r": 0.7, - "sl_hit_pct": 32.5, - "tp_hit_pct": 62.5 - }, - "Tweezer Tops": { - "win_rate": 42.9, - "total": 49, - "avg_max_r": 0.39, - "sl_hit_pct": 49.0, - "tp_hit_pct": 36.7 - }, - "TheStrat 1-2-2 Rev": { - "win_rate": 59.2, - "total": 75, - "avg_max_r": 0.6, - "sl_hit_pct": 37.3, - "tp_hit_pct": 57.3 - }, - "Bearish Engulfing": { - "win_rate": 59.3, - "total": 59, - "avg_max_r": 0.61, - "sl_hit_pct": 35.6, - "tp_hit_pct": 61.0 - }, - "Three Outside Down": { - "win_rate": 62.2, - "total": 37, - "avg_max_r": 0.62, - "sl_hit_pct": 37.8, - "tp_hit_pct": 62.2 - }, - "Hanging Man": { - "win_rate": 0.0, - "total": 1, - "avg_max_r": 0.0, - "sl_hit_pct": 100.0, - "tp_hit_pct": 0.0 - }, "Bearish Doji Star": { "win_rate": 50.0, "total": 2, @@ -1912,48 +2039,6 @@ "sl_hit_pct": 50.0, "tp_hit_pct": 50.0 }, - "Bullish Engulfing": { - "win_rate": 47.0, - "total": 66, - "avg_max_r": 0.47, - "sl_hit_pct": 48.5, - "tp_hit_pct": 45.5 - }, - "Tweezer Bottoms": { - "win_rate": 48.7, - "total": 46, - "avg_max_r": 0.43, - "sl_hit_pct": 41.3, - "tp_hit_pct": 41.3 - }, - "Near Bullish Engulfing": { - "win_rate": 58.3, - "total": 49, - "avg_max_r": 0.61, - "sl_hit_pct": 40.8, - "tp_hit_pct": 57.1 - }, - "Bullish Harami": { - "win_rate": 46.7, - "total": 31, - "avg_max_r": 0.45, - "sl_hit_pct": 48.4, - "tp_hit_pct": 45.2 - }, - "Three Outside Up": { - "win_rate": 37.9, - "total": 30, - "avg_max_r": 0.37, - "sl_hit_pct": 60.0, - "tp_hit_pct": 36.7 - }, - "Morning Star": { - "win_rate": 0.0, - "total": 1, - "avg_max_r": 0.0, - "sl_hit_pct": 100.0, - "tp_hit_pct": 0.0 - }, "Three Inside Up": { "win_rate": 50.0, "total": 4, @@ -1998,10 +2083,10 @@ }, "Shooting Star": { "win_rate": 100.0, - "total": 3, - "avg_max_r": 1.0, + "total": 4, + "avg_max_r": 0.75, "sl_hit_pct": 0.0, - "tp_hit_pct": 100.0 + "tp_hit_pct": 75.0 }, "Marubozu (Bullish)": { "win_rate": 0.0, @@ -2019,307 +2104,227 @@ } }, "sessions": { - "Pacific": { - "win_rate": 51.7, - "signals": 303, - "avg_max_r": 0.46 - }, "Asia": { - "win_rate": 57.6, - "signals": 575, + "win_rate": 56.3, + "signals": 736, "avg_max_r": 0.55 }, "London Open": { - "win_rate": 63.3, - "signals": 157, + "win_rate": 61.8, + "signals": 218, "avg_max_r": 0.62 }, "London Morning": { - "win_rate": 54.9, - "signals": 244, - "avg_max_r": 0.52 + "win_rate": 52.3, + "signals": 423, + "avg_max_r": 0.54 }, "London/NY Overlap": { - "win_rate": 52.1, - "signals": 322, - "avg_max_r": 0.49 + "win_rate": 44.4, + "signals": 312, + "avg_max_r": 0.42 }, "NY Afternoon": { - "win_rate": 51.3, - "signals": 295, - "avg_max_r": 0.46 + "win_rate": 45.4, + "signals": 483, + "avg_max_r": 0.41 + }, + "Pacific": { + "win_rate": 54.6, + "signals": 311, + "avg_max_r": 0.48 } }, "cross": { - "TheStrat 2-2|Pacific": { - "win_rate": 52.1, - "signals": 168, - "avg_max_r": 0.45 - }, "TheStrat 2-2|Asia": { - "win_rate": 55.4, - "signals": 314, - "avg_max_r": 0.51 + "win_rate": 54.8, + "signals": 397, + "avg_max_r": 0.52 }, "TheStrat 2-2|London Open": { - "win_rate": 65.5, - "signals": 94, - "avg_max_r": 0.6 + "win_rate": 63.2, + "signals": 136, + "avg_max_r": 0.63 }, "TheStrat 2-2|London Morning": { - "win_rate": 54.6, - "signals": 142, - "avg_max_r": 0.51 + "win_rate": 51.7, + "signals": 255, + "avg_max_r": 0.53 }, "TheStrat 2-2|London/NY Overlap": { - "win_rate": 52.3, - "signals": 209, - "avg_max_r": 0.47 + "win_rate": 46.4, + "signals": 196, + "avg_max_r": 0.42 }, "TheStrat 2-2|NY Afternoon": { - "win_rate": 53.5, - "signals": 162, - "avg_max_r": 0.46 + "win_rate": 47.5, + "signals": 252, + "avg_max_r": 0.42 }, - "Near Bearish Engulfing|Pacific": { - "win_rate": 44.4, - "signals": 9, - "avg_max_r": 0.44 + "TheStrat 2-2|Pacific": { + "win_rate": 51.8, + "signals": 174, + "avg_max_r": 0.41 }, - "Near Bearish Engulfing|Asia": { - "win_rate": 56.2, - "signals": 17, - "avg_max_r": 0.59 + "Tweezer Tops|Asia": { + "win_rate": 52.6, + "signals": 22, + "avg_max_r": 0.45 }, - "Near Bearish Engulfing|London Open": { - "win_rate": 77.8, - "signals": 9, - "avg_max_r": 0.89 - }, - "Near Bearish Engulfing|London Morning": { - "win_rate": 83.3, - "signals": 6, - "avg_max_r": 0.83 - }, - "Near Bearish Engulfing|London/NY Overlap": { - "win_rate": 40.0, - "signals": 6, - "avg_max_r": 0.33 - }, - "Near Bearish Engulfing|NY Afternoon": { - "win_rate": 11.1, - "signals": 9, - "avg_max_r": 0.11 - }, - "TheStrat 3-1-2|Pacific": { - "win_rate": 25.0, - "signals": 4, - "avg_max_r": 0.25 - }, - "TheStrat 3-1-2|Asia": { - "win_rate": 44.4, - "signals": 9, - "avg_max_r": 0.44 - }, - "TheStrat 3-1-2|London Morning": { - "win_rate": 83.3, - "signals": 6, - "avg_max_r": 0.83 - }, - "TheStrat 3-1-2|London/NY Overlap": { - "win_rate": 20.0, - "signals": 5, - "avg_max_r": 0.2 - }, - "TheStrat 3-1-2|NY Afternoon": { - "win_rate": 20.0, - "signals": 5, - "avg_max_r": 0.2 - }, - "TheStrat 1-3 Rev|Pacific": { - "win_rate": 62.5, - "signals": 8, - "avg_max_r": 0.62 - }, - "TheStrat 1-3 Rev|Asia": { - "win_rate": 64.3, - "signals": 14, - "avg_max_r": 0.64 - }, - "TheStrat 1-3 Rev|London Open": { - "win_rate": 66.7, + "Tweezer Tops|London Open": { + "win_rate": 100.0, "signals": 3, "avg_max_r": 0.67 }, - "TheStrat 1-3 Rev|London Morning": { + "Tweezer Tops|London Morning": { "win_rate": 33.3, - "signals": 6, - "avg_max_r": 0.33 + "signals": 10, + "avg_max_r": 0.3 }, - "TheStrat 1-3 Rev|London/NY Overlap": { - "win_rate": 75.0, - "signals": 8, - "avg_max_r": 0.75 + "Tweezer Tops|London/NY Overlap": { + "win_rate": 50.0, + "signals": 5, + "avg_max_r": 0.6 }, - "TheStrat 1-3 Rev|NY Afternoon": { - "win_rate": 0.0, - "signals": 4, - "avg_max_r": 0.0 + "Tweezer Tops|NY Afternoon": { + "win_rate": 30.0, + "signals": 11, + "avg_max_r": 0.27 }, - "TheStrat 2-1-2|Pacific": { - "win_rate": 66.7, - "signals": 27, - "avg_max_r": 0.52 + "Tweezer Tops|Pacific": { + "win_rate": 58.8, + "signals": 19, + "avg_max_r": 0.53 }, "TheStrat 2-1-2|Asia": { - "win_rate": 62.0, - "signals": 54, - "avg_max_r": 0.61 + "win_rate": 60.3, + "signals": 69, + "avg_max_r": 0.64 }, "TheStrat 2-1-2|London Open": { - "win_rate": 66.7, - "signals": 9, - "avg_max_r": 0.78 + "win_rate": 45.5, + "signals": 11, + "avg_max_r": 0.45 }, "TheStrat 2-1-2|London Morning": { - "win_rate": 58.3, - "signals": 26, - "avg_max_r": 0.54 + "win_rate": 58.7, + "signals": 48, + "avg_max_r": 0.58 }, "TheStrat 2-1-2|London/NY Overlap": { - "win_rate": 65.2, - "signals": 23, - "avg_max_r": 0.74 + "win_rate": 40.9, + "signals": 22, + "avg_max_r": 0.5 }, "TheStrat 2-1-2|NY Afternoon": { - "win_rate": 55.2, - "signals": 33, - "avg_max_r": 0.52 + "win_rate": 51.1, + "signals": 57, + "avg_max_r": 0.44 }, - "Bearish Harami|Pacific": { - "win_rate": 50.0, - "signals": 4, - "avg_max_r": 0.25 + "TheStrat 2-1-2|Pacific": { + "win_rate": 63.6, + "signals": 24, + "avg_max_r": 0.67 }, - "Bearish Harami|Asia": { - "win_rate": 71.4, - "signals": 14, - "avg_max_r": 0.86 + "TheStrat 1-3 Rev|Asia": { + "win_rate": 68.8, + "signals": 16, + "avg_max_r": 0.69 }, - "Bearish Harami|London Morning": { - "win_rate": 25.0, - "signals": 4, - "avg_max_r": 0.25 + "TheStrat 1-3 Rev|London Morning": { + "win_rate": 53.8, + "signals": 13, + "avg_max_r": 0.54 }, - "Bearish Harami|London/NY Overlap": { + "TheStrat 1-3 Rev|London/NY Overlap": { + "win_rate": 60.0, + "signals": 5, + "avg_max_r": 0.6 + }, + "TheStrat 1-3 Rev|NY Afternoon": { + "win_rate": 23.1, + "signals": 13, + "avg_max_r": 0.23 + }, + "TheStrat 1-3 Rev|Pacific": { "win_rate": 85.7, "signals": 7, "avg_max_r": 0.86 }, - "Bearish Harami|NY Afternoon": { - "win_rate": 77.8, + "Bearish Engulfing|Asia": { + "win_rate": 65.4, + "signals": 26, + "avg_max_r": 0.65 + }, + "Bearish Engulfing|London Open": { + "win_rate": 33.3, "signals": 9, - "avg_max_r": 0.78 + "avg_max_r": 0.33 }, - "Tweezer Tops|Pacific": { - "win_rate": 27.3, - "signals": 12, - "avg_max_r": 0.25 + "Bearish Engulfing|London Morning": { + "win_rate": 66.7, + "signals": 9, + "avg_max_r": 0.67 }, - "Tweezer Tops|Asia": { - "win_rate": 62.5, - "signals": 18, - "avg_max_r": 0.56 - }, - "Tweezer Tops|London Morning": { - "win_rate": 16.7, - "signals": 8, - "avg_max_r": 0.12 - }, - "Tweezer Tops|London/NY Overlap": { - "win_rate": 75.0, - "signals": 5, - "avg_max_r": 0.8 - }, - "Tweezer Tops|NY Afternoon": { - "win_rate": 0.0, - "signals": 5, - "avg_max_r": 0.0 - }, - "TheStrat 1-2-2 Rev|Pacific": { - "win_rate": 52.4, - "signals": 22, - "avg_max_r": 0.5 - }, - "TheStrat 1-2-2 Rev|Asia": { - "win_rate": 83.3, - "signals": 18, - "avg_max_r": 0.94 - }, - "TheStrat 1-2-2 Rev|London Open": { - "win_rate": 40.0, - "signals": 5, - "avg_max_r": 0.4 - }, - "TheStrat 1-2-2 Rev|London Morning": { + "Bearish Engulfing|London/NY Overlap": { "win_rate": 57.1, - "signals": 7, + "signals": 14, "avg_max_r": 0.57 }, - "TheStrat 1-2-2 Rev|London/NY Overlap": { - "win_rate": 40.0, - 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"avg_max_r": 0.33 + "avg_max_r": 0.83 }, - "Near Bullish Engulfing|Pacific": { + "Near Bearish Engulfing|Asia": { + "win_rate": 57.1, + "signals": 22, + "avg_max_r": 0.59 + }, + "Near Bearish Engulfing|London Open": { + "win_rate": 54.5, + "signals": 11, + "avg_max_r": 0.64 + }, + "Near Bearish Engulfing|London Morning": { "win_rate": 83.3, "signals": 7, "avg_max_r": 0.71 }, - "Near Bullish Engulfing|Asia": { - "win_rate": 64.3, - "signals": 14, - "avg_max_r": 0.64 - }, - "Near Bullish Engulfing|London Open": { - "win_rate": 60.0, - "signals": 5, - "avg_max_r": 0.8 - }, - "Near Bullish Engulfing|London Morning": { - "win_rate": 66.7, - "signals": 6, - "avg_max_r": 0.83 - }, - "Near Bullish Engulfing|London/NY Overlap": { - "win_rate": 28.6, - "signals": 7, - "avg_max_r": 0.29 - }, - "Near Bullish Engulfing|NY Afternoon": { + "Near Bearish Engulfing|London/NY Overlap": { "win_rate": 50.0, - "signals": 10, + "signals": 6, "avg_max_r": 0.5 }, - "Bullish Harami|Pacific": { - "win_rate": 33.3, - "signals": 3, - "avg_max_r": 0.33 + "Near Bearish Engulfing|NY Afternoon": { + "win_rate": 21.4, + "signals": 14, + "avg_max_r": 0.21 }, - "Bullish Harami|Asia": { + "Near Bearish Engulfing|Pacific": { + "win_rate": 60.0, + "signals": 10, + "avg_max_r": 0.6 + }, + "Bullish Engulfing|Asia": { + "win_rate": 48.4, + "signals": 31, + "avg_max_r": 0.52 + }, + "Bullish Engulfing|London Open": { + "win_rate": 75.0, + "signals": 8, + "avg_max_r": 0.75 + }, + "Bullish Engulfing|London Morning": { "win_rate": 45.5, + "signals": 11, + "avg_max_r": 0.45 + }, + "Bullish Engulfing|London/NY Overlap": { + "win_rate": 33.3, "signals": 12, - "avg_max_r": 0.42 - }, - "Bullish Harami|London Morning": { - "win_rate": 40.0, - "signals": 5, - "avg_max_r": 0.4 - }, - "Bullish Harami|London/NY Overlap": { - "win_rate": 25.0, - "signals": 4, "avg_max_r": 0.25 }, - "Bullish Harami|NY Afternoon": { + "Bullish Engulfing|NY Afternoon": { + "win_rate": 35.7, + "signals": 15, + "avg_max_r": 0.33 + }, + "Bullish Engulfing|Pacific": { + "win_rate": 62.5, + "signals": 8, + "avg_max_r": 0.62 + }, + "Three Outside Up|Asia": { + "win_rate": 30.8, + "signals": 13, + "avg_max_r": 0.31 + }, + "Three Outside Up|London Open": { "win_rate": 66.7, "signals": 6, "avg_max_r": 0.67 }, - 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"win_rate": 50.7, - "total": 249, + "win_rate": 45.6, + "total": 334, + "avg_max_r": 0.29, + "sl_hit_pct": 33.8, + "tp_hit_pct": 29.6 + }, + "Bearish Harami": { + "win_rate": 64.7, + "total": 17, + "avg_max_r": 0.65, + "sl_hit_pct": 11.8, + "tp_hit_pct": 58.8 + }, + "Tweezer Tops": { + "win_rate": 41.7, + "total": 17, + "avg_max_r": 0.24, + "sl_hit_pct": 35.3, + "tp_hit_pct": 23.5 + }, + "TheStrat 3-1-2": { + "win_rate": 55.6, + "total": 18, "avg_max_r": 0.33, - "sl_hit_pct": 30.1, - "tp_hit_pct": 32.5 + "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 + }, + "Near Bearish Engulfing": { + "win_rate": 47.1, + "total": 17, + "avg_max_r": 0.47, + "sl_hit_pct": 41.2, + "tp_hit_pct": 47.1 + }, + "Tweezer Bottoms": { + "win_rate": 81.8, + "total": 13, + "avg_max_r": 0.69, + "sl_hit_pct": 7.7, + "tp_hit_pct": 69.2 + }, + "Three Inside Up": { + "win_rate": 0.0, + "total": 1, + "avg_max_r": 0.0, + "sl_hit_pct": 100.0, + "tp_hit_pct": 0.0 + }, + "Three Outside Down": { + "win_rate": 35.7, + "total": 16, + "avg_max_r": 0.25, + "sl_hit_pct": 43.8, + "tp_hit_pct": 25.0 + }, + "Marubozu (Bullish)": { + "win_rate": 100.0, + "total": 1, + "avg_max_r": 1.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 100.0 }, "Gravestone Doji": { "win_rate": 33.3, @@ -2536,55 +2746,6 @@ "sl_hit_pct": 25.0, "tp_hit_pct": 25.0 }, - "TheStrat 2-1-2": { - "win_rate": 57.6, - "total": 39, - "avg_max_r": 0.44, - "sl_hit_pct": 30.8, - "tp_hit_pct": 41.0 - }, - "Bearish Harami": { - "win_rate": 76.9, - "total": 13, - "avg_max_r": 0.85, - "sl_hit_pct": 7.7, - "tp_hit_pct": 76.9 - }, - "TheStrat 1-2-2 Rev": { - "win_rate": 64.3, - "total": 14, - "avg_max_r": 0.5, - "sl_hit_pct": 35.7, - "tp_hit_pct": 50.0 - }, - "Bearish Engulfing": { - "win_rate": 58.8, - "total": 17, - "avg_max_r": 0.53, - "sl_hit_pct": 11.8, - "tp_hit_pct": 52.9 - }, - "TheStrat 3-1-2": { - "win_rate": 57.1, - "total": 15, - "avg_max_r": 0.33, - "sl_hit_pct": 20.0, - "tp_hit_pct": 33.3 - }, - "Near Bearish Engulfing": { - "win_rate": 42.9, - "total": 14, - "avg_max_r": 0.43, - "sl_hit_pct": 42.9, - "tp_hit_pct": 42.9 - }, - "Three Outside Down": { - "win_rate": 41.7, - "total": 14, - "avg_max_r": 0.29, - "sl_hit_pct": 42.9, - "tp_hit_pct": 28.6 - }, "Morning Star": { "win_rate": 0.0, "total": 1, @@ -2592,27 +2753,6 @@ "sl_hit_pct": 100.0, "tp_hit_pct": 0.0 }, - "TheStrat 1-3 Rev": { - "win_rate": 64.3, - "total": 28, - "avg_max_r": 0.43, - "sl_hit_pct": 17.9, - "tp_hit_pct": 42.9 - }, - "Tweezer Tops": { - "win_rate": 42.9, - "total": 11, - "avg_max_r": 0.18, - "sl_hit_pct": 36.4, - "tp_hit_pct": 18.2 - }, - "Three Outside Up": { - "win_rate": 50.0, - "total": 14, - "avg_max_r": 0.36, - "sl_hit_pct": 42.9, - "tp_hit_pct": 35.7 - }, "Piercing Line": { "win_rate": 0.0, "total": 2, @@ -2620,20 +2760,6 @@ "sl_hit_pct": 50.0, "tp_hit_pct": 0.0 }, - "Bullish Harami": { - "win_rate": 46.2, - "total": 13, - "avg_max_r": 0.46, - "sl_hit_pct": 46.2, - "tp_hit_pct": 46.2 - }, - "Bullish Engulfing": { - "win_rate": 64.7, - "total": 18, - "avg_max_r": 0.5, - "sl_hit_pct": 22.2, - "tp_hit_pct": 50.0 - }, "Dragonfly Doji": { "win_rate": 0.0, "total": 2, @@ -2641,13 +2767,6 @@ "sl_hit_pct": 50.0, "tp_hit_pct": 0.0 }, - "Tweezer Bottoms": { - "win_rate": 80.0, - "total": 11, - "avg_max_r": 0.73, - "sl_hit_pct": 9.1, - "tp_hit_pct": 72.7 - }, "Three Black Crows": { "win_rate": 100.0, "total": 1, @@ -2689,281 +2808,374 @@ "avg_max_r": 1.0, "sl_hit_pct": 0.0, "tp_hit_pct": 100.0 + }, + "Bearish Belt Hold": { + "win_rate": 0, + "total": 1, + "avg_max_r": 0.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 0.0 } }, "sessions": { "Pacific": { - "win_rate": 61.2, - "signals": 81, - "avg_max_r": 0.37 - }, - "London Morning": { - "win_rate": 48.1, - "signals": 80, + "win_rate": 57.6, + "signals": 108, "avg_max_r": 0.38 }, + "Asia": { + "win_rate": 53.6, + "signals": 220, + "avg_max_r": 0.44 + }, "London/NY Overlap": { - "win_rate": 47.9, - "signals": 82, - "avg_max_r": 0.27 + "win_rate": 44.6, + "signals": 112, + "avg_max_r": 0.24 + }, + "London Morning": { + "win_rate": 47.6, + "signals": 106, + "avg_max_r": 0.34 }, "NY Afternoon": { - "win_rate": 51.5, - "signals": 75, - "avg_max_r": 0.36 - }, - "Asia": { - "win_rate": 57.1, - "signals": 168, - "avg_max_r": 0.47 + "win_rate": 45.2, + "signals": 96, + "avg_max_r": 0.31 } }, "cross": { - "TheStrat 2-2|Pacific": { - "win_rate": 58.1, - "signals": 37, - "avg_max_r": 0.3 - }, - "TheStrat 2-2|London Morning": { - "win_rate": 46.5, - "signals": 44, - "avg_max_r": 0.32 - }, - "TheStrat 2-2|London/NY Overlap": { - "win_rate": 47.7, - "signals": 54, - "avg_max_r": 0.22 - }, - "TheStrat 2-2|NY Afternoon": { - "win_rate": 50.0, - "signals": 37, - "avg_max_r": 0.32 - }, - "TheStrat 2-2|Asia": { - "win_rate": 52.0, - "signals": 77, - "avg_max_r": 0.42 - }, "TheStrat 2-1-2|Pacific": { - "win_rate": 69.2, - "signals": 18, + "win_rate": 65.0, + "signals": 25, "avg_max_r": 0.44 }, + "TheStrat 2-1-2|Asia": { + "win_rate": 47.1, + "signals": 18, + "avg_max_r": 0.28 + }, "TheStrat 2-1-2|London/NY Overlap": { - "win_rate": 40.0, - "signals": 5, - "avg_max_r": 0.6 + "win_rate": 33.3, + "signals": 6, + "avg_max_r": 0.5 }, "TheStrat 2-1-2|NY Afternoon": { - "win_rate": 33.3, - "signals": 3, + "win_rate": 40.0, + "signals": 6, "avg_max_r": 0.33 }, - "TheStrat 2-1-2|Asia": { - "win_rate": 63.6, - "signals": 12, - "avg_max_r": 0.42 + "TheStrat 2-2|Pacific": { + "win_rate": 52.6, + "signals": 45, + "avg_max_r": 0.29 }, - "Bearish Harami|London Morning": { - "win_rate": 100.0, + "TheStrat 2-2|Asia": { + "win_rate": 49.5, + "signals": 106, + "avg_max_r": 0.4 + }, + "TheStrat 2-2|London/NY Overlap": { + "win_rate": 43.8, + "signals": 74, + "avg_max_r": 0.2 + }, + "TheStrat 2-2|London Morning": { + "win_rate": 40.0, + "signals": 61, + "avg_max_r": 0.25 + }, + "TheStrat 2-2|NY Afternoon": { + "win_rate": 40.5, + "signals": 48, + "avg_max_r": 0.27 + }, + "Bearish Harami|Pacific": { + "win_rate": 66.7, "signals": 3, - "avg_max_r": 1.33 - }, - "Bearish Harami|NY Afternoon": { - "win_rate": 50.0, - "signals": 4, - "avg_max_r": 0.5 + "avg_max_r": 0.67 }, "Bearish Harami|Asia": { "win_rate": 100.0, "signals": 3, "avg_max_r": 1.0 }, - "TheStrat 1-2-2 Rev|Asia": { - "win_rate": 60.0, - "signals": 10, - "avg_max_r": 0.5 + "Bearish Harami|London Morning": { + "win_rate": 100.0, + "signals": 4, + "avg_max_r": 1.0 }, - "Bearish Engulfing|Asia": { - "win_rate": 64.3, - "signals": 14, - "avg_max_r": 0.57 + "Bearish Harami|NY Afternoon": { + "win_rate": 40.0, + "signals": 5, + "avg_max_r": 0.4 + }, + "Tweezer Tops|Pacific": { + "win_rate": 0.0, + "signals": 3, + "avg_max_r": 0.0 + }, + "Tweezer Tops|Asia": { + "win_rate": 20.0, + "signals": 7, + "avg_max_r": 0.14 + }, + "Tweezer Tops|London/NY Overlap": { + "win_rate": 0.0, + "signals": 3, + "avg_max_r": 0.0 }, "TheStrat 3-1-2|Pacific": { - "win_rate": 25.0, - "signals": 4, - "avg_max_r": 0.25 + "win_rate": 33.3, + "signals": 6, + "avg_max_r": 0.33 + }, + "TheStrat 3-1-2|Asia": { + "win_rate": 80.0, + "signals": 5, + "avg_max_r": 0.4 }, "TheStrat 3-1-2|London/NY Overlap": { "win_rate": 60.0, "signals": 5, "avg_max_r": 0.4 }, - "TheStrat 3-1-2|Asia": { - "win_rate": 100.0, - "signals": 4, - "avg_max_r": 0.5 + "Bearish Engulfing|Asia": { + "win_rate": 60.0, + "signals": 15, + "avg_max_r": 0.53 }, - "Near Bearish Engulfing|London Morning": { - "win_rate": 25.0, - "signals": 4, - "avg_max_r": 0.25 - }, - "Near Bearish Engulfing|NY Afternoon": { - "win_rate": 0.0, - "signals": 4, - "avg_max_r": 0.0 - }, - "Near Bearish Engulfing|Asia": { - "win_rate": 100.0, - "signals": 4, - "avg_max_r": 1.0 - }, - "Three Outside Down|London Morning": { - "win_rate": 45.5, - "signals": 11, - "avg_max_r": 0.36 - }, - "TheStrat 1-3 Rev|Pacific": { - "win_rate": 72.7, - "signals": 11, - "avg_max_r": 0.45 - }, - "TheStrat 1-3 Rev|London/NY Overlap": { - "win_rate": 66.7, + "Bearish Engulfing|NY Afternoon": { + "win_rate": 50.0, "signals": 3, "avg_max_r": 0.33 }, - "TheStrat 1-3 Rev|Asia": { - "win_rate": 50.0, - "signals": 12, - "avg_max_r": 0.42 + "Bullish Engulfing|Asia": { + "win_rate": 60.0, + "signals": 15, + "avg_max_r": 0.53 }, - "Tweezer Tops|Asia": { - "win_rate": 0.0, + "Bullish Engulfing|London/NY Overlap": { + "win_rate": 75.0, "signals": 4, - "avg_max_r": 0.0 + "avg_max_r": 0.25 }, - "Three Outside Up|London Morning": { - "win_rate": 20.0, + "Bullish Engulfing|London Morning": { + "win_rate": 100.0, + "signals": 6, + "avg_max_r": 0.5 + }, + "Bullish Engulfing|NY Afternoon": { + "win_rate": 25.0, "signals": 5, - "avg_max_r": 0.0 + "avg_max_r": 0.2 + }, + "TheStrat 1-2-2 Rev|Asia": { + "win_rate": 58.3, + "signals": 12, + "avg_max_r": 0.5 }, "Three Outside Up|Asia": { "win_rate": 50.0, "signals": 6, "avg_max_r": 0.5 }, - "Bullish Harami|NY Afternoon": { - "win_rate": 40.0, + "Three Outside Up|London/NY Overlap": { + "win_rate": 66.7, + "signals": 3, + "avg_max_r": 0.33 + }, + "Three Outside Up|London Morning": { + "win_rate": 20.0, "signals": 5, - "avg_max_r": 0.4 + "avg_max_r": 0.0 + }, + "TheStrat 1-3 Rev|Pacific": { + "win_rate": 71.4, + "signals": 14, + "avg_max_r": 0.5 + }, + "TheStrat 1-3 Rev|Asia": { + "win_rate": 50.0, + "signals": 12, + "avg_max_r": 0.42 + }, + "TheStrat 1-3 Rev|London/NY Overlap": { + "win_rate": 66.7, + "signals": 3, + "avg_max_r": 0.33 }, "Bullish Harami|Asia": { + "win_rate": 50.0, + "signals": 6, + "avg_max_r": 0.67 + }, + "Bullish Harami|NY Afternoon": { + "win_rate": 42.9, + "signals": 7, + "avg_max_r": 0.43 + }, + "Near Bearish Engulfing|Asia": { + "win_rate": 80.0, + "signals": 5, + "avg_max_r": 0.8 + }, + "Near Bearish Engulfing|London Morning": { "win_rate": 40.0, "signals": 5, "avg_max_r": 0.4 }, - "Bullish Engulfing|London Morning": { - "win_rate": 100.0, + "Near Bearish Engulfing|NY Afternoon": { + "win_rate": 0.0, "signals": 4, - "avg_max_r": 0.75 - }, - "Bullish Engulfing|NY Afternoon": { - "win_rate": 33.3, - "signals": 4, - "avg_max_r": 0.25 - }, - "Bullish Engulfing|Asia": { - "win_rate": 55.6, - "signals": 9, - "avg_max_r": 0.56 + "avg_max_r": 0.0 }, "Tweezer Bottoms|Pacific": { "win_rate": 100.0, - "signals": 3, - "avg_max_r": 0.67 + "signals": 4, + "avg_max_r": 0.5 + }, + "Tweezer Bottoms|Asia": { + "win_rate": 100.0, + "signals": 5, + "avg_max_r": 1.0 }, "Tweezer Bottoms|NY Afternoon": { "win_rate": 66.7, "signals": 3, "avg_max_r": 0.67 }, - "Tweezer Bottoms|Asia": { - "win_rate": 100.0, - "signals": 4, - "avg_max_r": 1.0 + "Three Outside Down|London Morning": { + "win_rate": 41.7, + "signals": 12, + "avg_max_r": 0.33 } }, "confluence": { "1": { "win_rate": 0.0, - "signals": 4, + "signals": 6, "avg_max_r": 0.0 }, "2": { - "win_rate": 56.2, - "signals": 198, - "avg_max_r": 0.42 + "win_rate": 50.6, + "signals": 277, + "avg_max_r": 0.38 }, "3": { - "win_rate": 53.8, - "signals": 211, + "win_rate": 53.0, + "signals": 263, "avg_max_r": 0.38 }, "4": { - "win_rate": 50.7, - "signals": 73, - "avg_max_r": 0.32 + "win_rate": 45.6, + "signals": 96, + "avg_max_r": 0.26 } }, "equity": { - "final_equity_r": 40.67, - "max_dd_r": -23.54, - "max_dd_pct": 168.3, + "final_equity_r": 15.87, + "max_dd_r": -32.04, + "max_dd_pct": 0, "max_consec_wins": 13, "max_consec_losses": 15, - "profit_factor": 1.25, - "expectancy": 0.084, - "sharpe": 3.15, - "calmar": 3.58, - "avg_win_r": 0.856, - "avg_loss_r": -0.8 + "profit_factor": 1.07, + "expectancy": 0.025, + "sharpe": 0.93, + "calmar": 0.78, + "avg_win_r": 0.844, + "avg_loss_r": -0.805 } }, "D1": { "overall": { - "win_rate": 52.2, - "total_signals": 140, - "avg_max_r": 0.29, - "sl_hit_pct": 35.0, - "tp_hit_pct": 27.9, - "avg_mae_r": 0.71, - "avg_mfe_r": 0.68, - "avg_bars_to_tp": 8.5, - "avg_exit_r": -0.034, + "win_rate": 48.3, + "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, "be_move_pct": 0.0 }, "patterns": { + "Ladder Bottom": { + "win_rate": 100.0, + "total": 1, + "avg_max_r": 0.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 0.0 + }, + "TheStrat 3-1-2": { + "win_rate": 33.3, + "total": 3, + "avg_max_r": 0.33, + "sl_hit_pct": 66.7, + "tp_hit_pct": 33.3 + }, + "TheStrat 1-2-2 Rev": { + "win_rate": 66.7, + "total": 6, + "avg_max_r": 0.33, + "sl_hit_pct": 16.7, + "tp_hit_pct": 33.3 + }, "TheStrat 2-2": { - "win_rate": 52.6, - "total": 81, - "avg_max_r": 0.27, - "sl_hit_pct": 33.3, - "tp_hit_pct": 27.2 + "win_rate": 49.0, + "total": 106, + "avg_max_r": 0.26, + "sl_hit_pct": 34.9, + "tp_hit_pct": 26.4 + }, + "Bearish Engulfing": { + "win_rate": 66.7, + "total": 3, + "avg_max_r": 0.33, + "sl_hit_pct": 0.0, + "tp_hit_pct": 33.3 + }, + "TheStrat 2-1-2": { + "win_rate": 50.0, + "total": 18, + "avg_max_r": 0.22, + "sl_hit_pct": 44.4, + "tp_hit_pct": 22.2 + }, + "Tweezer Tops": { + "win_rate": 33.3, + "total": 6, + "avg_max_r": 0.33, + "sl_hit_pct": 50.0, + "tp_hit_pct": 33.3 }, "Bullish Engulfing": { - "win_rate": 20.0, - "total": 6, - "avg_max_r": 0.17, - "sl_hit_pct": 33.3, - "tp_hit_pct": 16.7 + "win_rate": 25.0, + "total": 10, + "avg_max_r": 0.1, + "sl_hit_pct": 50.0, + "tp_hit_pct": 10.0 }, "Bearish Harami": { - "win_rate": 75.0, - "total": 8, - "avg_max_r": 0.38, - "sl_hit_pct": 25.0, + "win_rate": 66.7, + "total": 9, + "avg_max_r": 0.33, + "sl_hit_pct": 33.3, + "tp_hit_pct": 22.2 + }, + "Three Outside Up": { + "win_rate": 25.0, + "total": 4, + "avg_max_r": 0.25, + "sl_hit_pct": 50.0, + "tp_hit_pct": 25.0 + }, + "Bullish Harami": { + "win_rate": 25.0, + "total": 4, + "avg_max_r": 0.25, + "sl_hit_pct": 50.0, "tp_hit_pct": 25.0 }, "Piercing Line": { @@ -2973,13 +3185,6 @@ "sl_hit_pct": 0.0, "tp_hit_pct": 0.0 }, - "TheStrat 1-2-2 Rev": { - "win_rate": 66.7, - "total": 3, - "avg_max_r": 0.67, - "sl_hit_pct": 33.3, - "tp_hit_pct": 66.7 - }, "Hammer": { "win_rate": 0.0, "total": 1, @@ -2987,62 +3192,20 @@ "sl_hit_pct": 100.0, "tp_hit_pct": 0.0 }, - "TheStrat 2-1-2": { - "win_rate": 46.2, - "total": 13, - "avg_max_r": 0.31, - "sl_hit_pct": 53.8, - "tp_hit_pct": 30.8 - }, - "Tweezer Tops": { - "win_rate": 50.0, - "total": 4, + "Near Bearish Engulfing": { + "win_rate": 0.0, + "total": 2, "avg_max_r": 0.0, "sl_hit_pct": 50.0, "tp_hit_pct": 0.0 }, - "TheStrat 3-1-2": { - "win_rate": 100.0, - "total": 1, - "avg_max_r": 1.0, - "sl_hit_pct": 0.0, - "tp_hit_pct": 100.0 - }, - "Near Bearish Engulfing": { - "win_rate": 0.0, - "total": 1, - "avg_max_r": 0.0, - "sl_hit_pct": 100.0, - "tp_hit_pct": 0.0 - }, - "Three Outside Up": { - "win_rate": 33.3, - "total": 3, - "avg_max_r": 0.33, - "sl_hit_pct": 33.3, - "tp_hit_pct": 33.3 - }, "TheStrat 1-3 Rev": { "win_rate": 66.7, "total": 6, "avg_max_r": 0.33, - "sl_hit_pct": 16.7, + "sl_hit_pct": 33.3, "tp_hit_pct": 33.3 }, - "Bullish Harami": { - "win_rate": 33.3, - "total": 3, - "avg_max_r": 0.33, - "sl_hit_pct": 66.7, - "tp_hit_pct": 33.3 - }, - "Bearish Engulfing": { - "win_rate": 100.0, - "total": 2, - "avg_max_r": 0.5, - "sl_hit_pct": 0.0, - "tp_hit_pct": 50.0 - }, "Three Outside Down": { "win_rate": 100.0, "total": 1, @@ -3066,10 +3229,10 @@ }, "Tweezer Bottoms": { "win_rate": 100.0, - "total": 1, - "avg_max_r": 1.0, + "total": 2, + "avg_max_r": 0.5, "sl_hit_pct": 0.0, - "tp_hit_pct": 100.0 + "tp_hit_pct": 50.0 }, "Shooting Star": { "win_rate": 100.0, @@ -3081,57 +3244,67 @@ }, "sessions": { "Pacific": { - "win_rate": 52.2, - "signals": 140, - "avg_max_r": 0.29 + "win_rate": 48.3, + "signals": 188, + "avg_max_r": 0.26 } }, "cross": { - "TheStrat 2-2|Pacific": { - "win_rate": 52.6, - "signals": 81, - "avg_max_r": 0.27 - }, - "Bullish Engulfing|Pacific": { - "win_rate": 20.0, - "signals": 6, - "avg_max_r": 0.17 - }, - "Bearish Harami|Pacific": { - "win_rate": 75.0, - "signals": 8, - "avg_max_r": 0.38 - }, - "TheStrat 1-2-2 Rev|Pacific": { - "win_rate": 66.7, - "signals": 3, - "avg_max_r": 0.67 - }, - "TheStrat 2-1-2|Pacific": { - "win_rate": 46.2, - "signals": 13, - "avg_max_r": 0.31 - }, - "Tweezer Tops|Pacific": { - "win_rate": 50.0, - "signals": 4, - "avg_max_r": 0.0 - }, - "Three Outside Up|Pacific": { + "TheStrat 3-1-2|Pacific": { "win_rate": 33.3, "signals": 3, "avg_max_r": 0.33 }, + "TheStrat 1-2-2 Rev|Pacific": { + "win_rate": 66.7, + "signals": 6, + "avg_max_r": 0.33 + }, + "TheStrat 2-2|Pacific": { + "win_rate": 49.0, + "signals": 106, + "avg_max_r": 0.26 + }, + "Bearish Engulfing|Pacific": { + "win_rate": 66.7, + "signals": 3, + "avg_max_r": 0.33 + }, + "TheStrat 2-1-2|Pacific": { + "win_rate": 50.0, + "signals": 18, + "avg_max_r": 0.22 + }, + "Tweezer Tops|Pacific": { + "win_rate": 33.3, + "signals": 6, + "avg_max_r": 0.33 + }, + "Bullish Engulfing|Pacific": { + "win_rate": 25.0, + "signals": 10, + "avg_max_r": 0.1 + }, + "Bearish Harami|Pacific": { + "win_rate": 66.7, + "signals": 9, + "avg_max_r": 0.33 + }, + "Three Outside Up|Pacific": { + "win_rate": 25.0, + "signals": 4, + "avg_max_r": 0.25 + }, + "Bullish Harami|Pacific": { + "win_rate": 25.0, + "signals": 4, + "avg_max_r": 0.25 + }, "TheStrat 1-3 Rev|Pacific": { "win_rate": 66.7, "signals": 6, "avg_max_r": 0.33 }, - "Bullish Harami|Pacific": { - "win_rate": 33.3, - "signals": 3, - "avg_max_r": 0.33 - }, "Near Bullish Engulfing|Pacific": { "win_rate": 33.3, "signals": 3, @@ -3145,28 +3318,28 @@ "avg_max_r": 0.33 }, "2": { - "win_rate": 53.9, - "signals": 81, - "avg_max_r": 0.25 + "win_rate": 45.4, + "signals": 105, + "avg_max_r": 0.23 }, "3": { - "win_rate": 47.3, - "signals": 56, - "avg_max_r": 0.34 + "win_rate": 50.0, + "signals": 80, + "avg_max_r": 0.29 } }, "equity": { - "final_equity_r": -4.82, - "max_dd_r": -17.87, - "max_dd_pct": 619.2, + "final_equity_r": -17.32, + "max_dd_r": -25.99, + "max_dd_pct": 8664.3, "max_consec_wins": 7, "max_consec_losses": 7, - "profit_factor": 0.92, - "expectancy": -0.034, - "sharpe": -1.28, - "calmar": -1.94, - "avg_win_r": 0.749, - "avg_loss_r": -0.895 + "profit_factor": 0.78, + "expectancy": -0.092, + "sharpe": -3.56, + "calmar": -3.57, + "avg_win_r": 0.7, + "avg_loss_r": -0.841 } } }