diff --git a/backtest_results/latest_stats_multitf.json b/backtest_results/latest_stats_multitf.json new file mode 100644 index 0000000..0debc53 --- /dev/null +++ b/backtest_results/latest_stats_multitf.json @@ -0,0 +1,3173 @@ +{ + "symbol": "EURUSD", + "generated_at": "2026-05-21 15:56:01", + "backtest_range": "2025-10-01 to 2026-05-16", + "broker_utc_offset": 2, + "timeframes": { + "M5": { + "overall": { + "win_rate": 55.3, + "total_signals": 23263, + "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, + "be_move_pct": 0.0 + }, + "patterns": { + "TheStrat 2-2": { + "win_rate": 54.9, + "total": 12754, + "avg_max_r": 0.5, + "sl_hit_pct": 40.7, + "tp_hit_pct": 49.7 + }, + "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 + }, + "Tweezer Tops": { + "win_rate": 60.2, + "total": 930, + "avg_max_r": 0.47, + "sl_hit_pct": 30.6, + "tp_hit_pct": 46.3 + }, + "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, + "avg_max_r": 0.52, + "sl_hit_pct": 42.3, + "tp_hit_pct": 51.7 + }, + "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 + }, + "Bearish Harami": { + "win_rate": 59.6, + "total": 290, + "avg_max_r": 0.58, + "sl_hit_pct": 39.7, + "tp_hit_pct": 57.6 + }, + "Shooting Star": { + "win_rate": 33.3, + "total": 5, + "avg_max_r": 0.2, + "sl_hit_pct": 40.0, + "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, + "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 + }, + "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, + "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 + }, + "Meeting Lines (Bullish)": { + "win_rate": 100.0, + "total": 1, + "avg_max_r": 1.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 100.0 + }, + "Inverted Hammer": { + "win_rate": 50.0, + "total": 4, + "avg_max_r": 0.5, + "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, + "avg_max_r": 0.0, + "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, + "avg_max_r": 0.0, + "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, + "avg_max_r": 0.5, + "sl_hit_pct": 50.0, + "tp_hit_pct": 50.0 + }, + "Bearish Three-Line Strike": { + "win_rate": 0, + "total": 1, + "avg_max_r": 0.0, + "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, + "avg_max_r": 0.5, + "sl_hit_pct": 50.0, + "tp_hit_pct": 50.0 + }, + "Dark Cloud Cover": { + "win_rate": 66.7, + "total": 3, + "avg_max_r": 0.67, + "sl_hit_pct": 33.3, + "tp_hit_pct": 66.7 + } + }, + "sessions": { + "Pacific": { + "win_rate": 54.4, + "signals": 3819, + "avg_max_r": 0.5 + }, + "Asia": { + "win_rate": 56.9, + "signals": 6792, + "avg_max_r": 0.53 + }, + "London Open": { + "win_rate": 60.7, + "signals": 2023, + "avg_max_r": 0.56 + }, + "London Morning": { + "win_rate": 58.2, + "signals": 2879, + "avg_max_r": 0.54 + }, + "London/NY Overlap": { + "win_rate": 52.6, + "signals": 3886, + "avg_max_r": 0.48 + }, + "NY Afternoon": { + "win_rate": 50.9, + "signals": 3864, + "avg_max_r": 0.48 + } + }, + "cross": { + "TheStrat 2-2|Pacific": { + "win_rate": 50.8, + "signals": 1799, + "avg_max_r": 0.46 + }, + "TheStrat 2-2|Asia": { + "win_rate": 57.5, + "signals": 3720, + "avg_max_r": 0.53 + }, + "TheStrat 2-2|London Open": { + "win_rate": 60.4, + "signals": 1182, + "avg_max_r": 0.55 + }, + "TheStrat 2-2|London Morning": { + "win_rate": 57.7, + "signals": 1663, + "avg_max_r": 0.53 + }, + "TheStrat 2-2|London/NY Overlap": { + "win_rate": 52.9, + "signals": 2245, + "avg_max_r": 0.48 + }, + "TheStrat 2-2|NY Afternoon": { + "win_rate": 50.8, + "signals": 2145, + "avg_max_r": 0.47 + }, + "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, + "avg_max_r": 0.64 + }, + "Evening Star|London Open": { + "win_rate": 62.5, + "signals": 8, + "avg_max_r": 0.62 + }, + "Evening Star|London Morning": { + "win_rate": 57.1, + "signals": 7, + "avg_max_r": 0.57 + }, + "Evening Star|London/NY Overlap": { + "win_rate": 66.7, + "signals": 6, + "avg_max_r": 0.67 + }, + "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 1-3 Rev|Asia": { + "win_rate": 57.9, + "signals": 141, + "avg_max_r": 0.57 + }, + "TheStrat 1-3 Rev|London Open": { + "win_rate": 63.9, + "signals": 37, + "avg_max_r": 0.62 + }, + "TheStrat 1-3 Rev|London Morning": { + "win_rate": 46.0, + "signals": 50, + "avg_max_r": 0.48 + }, + "TheStrat 1-3 Rev|London/NY Overlap": { + "win_rate": 50.7, + "signals": 76, + "avg_max_r": 0.47 + }, + "TheStrat 1-3 Rev|NY Afternoon": { + "win_rate": 50.0, + "signals": 78, + "avg_max_r": 0.49 + }, + "TheStrat 3-1-2|Pacific": { + "win_rate": 52.2, + "signals": 76, + "avg_max_r": 0.47 + }, + "TheStrat 3-1-2|Asia": { + "win_rate": 58.3, + "signals": 114, + "avg_max_r": 0.56 + }, + "TheStrat 3-1-2|London Open": { + "win_rate": 63.6, + "signals": 35, + "avg_max_r": 0.6 + }, + "TheStrat 3-1-2|London Morning": { + "win_rate": 52.9, + "signals": 53, + "avg_max_r": 0.51 + }, + "TheStrat 3-1-2|London/NY Overlap": { + "win_rate": 59.3, + "signals": 66, + "avg_max_r": 0.5 + }, + "TheStrat 3-1-2|NY Afternoon": { + "win_rate": 44.8, + "signals": 60, + "avg_max_r": 0.45 + }, + "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": { + "win_rate": 50.0, + "signals": 55, + "avg_max_r": 0.49 + }, + "Three Outside Down|London/NY Overlap": { + "win_rate": 59.7, + "signals": 68, + "avg_max_r": 0.59 + }, + "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, + "avg_max_r": 0.53 + }, + "TheStrat 2-1-2|London Open": { + "win_rate": 64.6, + "signals": 156, + "avg_max_r": 0.6 + }, + "TheStrat 2-1-2|London Morning": { + "win_rate": 59.0, + "signals": 243, + "avg_max_r": 0.56 + }, + "TheStrat 2-1-2|London/NY Overlap": { + "win_rate": 49.1, + "signals": 299, + "avg_max_r": 0.47 + }, + "TheStrat 2-1-2|NY Afternoon": { + "win_rate": 50.9, + "signals": 345, + "avg_max_r": 0.49 + }, + "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, + "avg_max_r": 0.55 + }, + "Bearish Engulfing|Pacific": { + "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, + "avg_max_r": 0.65 + }, + "Bearish Engulfing|London Morning": { + "win_rate": 56.9, + "signals": 105, + "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": { + "win_rate": 50.0, + "signals": 38, + "avg_max_r": 0.47 + }, + "Three Inside Down|Pacific": { + "win_rate": 57.1, + "signals": 7, + "avg_max_r": 0.57 + }, + "Three Inside Down|Asia": { + "win_rate": 66.7, + "signals": 3, + "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, + "signals": 3, + "avg_max_r": 0.33 + }, + "Morning Star|London Morning": { + "win_rate": 28.6, + "signals": 7, + "avg_max_r": 0.29 + }, + "Morning Star|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 + } + }, + "confluence": { + "1": { + "win_rate": 20.0, + "signals": 6, + "avg_max_r": 0.17 + }, + "2": { + "win_rate": 55.2, + "signals": 4972, + "avg_max_r": 0.5 + }, + "3": { + "win_rate": 54.3, + "signals": 12113, + "avg_max_r": 0.51 + }, + "4": { + "win_rate": 57.1, + "signals": 5984, + "avg_max_r": 0.53 + }, + "5": { + "win_rate": 62.8, + "signals": 188, + "avg_max_r": 0.55 + } + }, + "equity": { + "final_equity_r": 2265.72, + "max_dd_r": -595.24, + "max_dd_pct": 231.9, + "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 + } + }, + "M15": { + "overall": { + "win_rate": 55.4, + "total_signals": 7757, + "avg_max_r": 0.51, + "sl_hit_pct": 41.1, + "tp_hit_pct": 51.0, + "avg_mae_r": 0.686, + "avg_mfe_r": 0.765, + "avg_bars_to_tp": 35.4, + "avg_exit_r": 0.101, + "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, + "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 + }, + "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 + }, + "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 + }, + "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 + }, + "Bearish Doji Star": { + "win_rate": 20.0, + "total": 5, + "avg_max_r": 0.2, + "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, + "avg_max_r": 0.0, + "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, + "avg_max_r": 0.0, + "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 + }, + "Marubozu (Bearish)": { + "win_rate": 50.0, + "total": 2, + "avg_max_r": 0.5, + "sl_hit_pct": 50.0, + "tp_hit_pct": 50.0 + }, + "Shooting Star": { + "win_rate": 100.0, + "total": 3, + "avg_max_r": 0.67, + "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, + "avg_max_r": 0.0, + "sl_hit_pct": 100.0, + "tp_hit_pct": 0.0 + }, + "Rising Three Methods": { + "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 + }, + "Asia": { + "win_rate": 56.7, + "signals": 2258, + "avg_max_r": 0.53 + }, + "London Open": { + "win_rate": 62.1, + "signals": 672, + "avg_max_r": 0.59 + }, + "London Morning": { + "win_rate": 57.9, + "signals": 1002, + "avg_max_r": 0.53 + }, + "London/NY Overlap": { + "win_rate": 52.3, + "signals": 1294, + "avg_max_r": 0.48 + }, + "NY Afternoon": { + "win_rate": 52.4, + "signals": 1284, + "avg_max_r": 0.49 + } + }, + "cross": { + "TheStrat 2-2|Pacific": { + "win_rate": 51.6, + "signals": 559, + "avg_max_r": 0.47 + }, + "TheStrat 2-2|Asia": { + "win_rate": 56.7, + "signals": 1271, + "avg_max_r": 0.53 + }, + "TheStrat 2-2|London Open": { + "win_rate": 63.6, + "signals": 405, + "avg_max_r": 0.59 + }, + "TheStrat 2-2|London Morning": { + "win_rate": 61.4, + "signals": 565, + "avg_max_r": 0.56 + }, + "TheStrat 2-2|London/NY Overlap": { + "win_rate": 54.2, + "signals": 738, + "avg_max_r": 0.49 + }, + "TheStrat 2-2|NY Afternoon": { + "win_rate": 52.5, + "signals": 679, + "avg_max_r": 0.47 + }, + "Bearish Engulfing|Pacific": { + "win_rate": 53.8, + "signals": 55, + "avg_max_r": 0.51 + }, + "Bearish Engulfing|Asia": { + "win_rate": 64.4, + "signals": 88, + "avg_max_r": 0.65 + }, + "Bearish Engulfing|London Open": { + "win_rate": 52.6, + "signals": 19, + "avg_max_r": 0.53 + }, + "Bearish Engulfing|London Morning": { + "win_rate": 58.1, + "signals": 44, + "avg_max_r": 0.57 + }, + "Bearish Engulfing|London/NY Overlap": { + "win_rate": 49.1, + "signals": 56, + "avg_max_r": 0.45 + }, + "Bearish Engulfing|NY Afternoon": { + "win_rate": 65.3, + "signals": 50, + "avg_max_r": 0.62 + }, + "Near Bearish Engulfing|Pacific": { + "win_rate": 61.5, + "signals": 67, + "avg_max_r": 0.6 + }, + "Near Bearish Engulfing|Asia": { + "win_rate": 60.2, + "signals": 94, + "avg_max_r": 0.6 + }, + "Near Bearish Engulfing|London Open": { + "win_rate": 66.7, + "signals": 24, + "avg_max_r": 0.67 + }, + "Near Bearish Engulfing|London Morning": { + "win_rate": 39.4, + "signals": 33, + "avg_max_r": 0.39 + }, + "Near Bearish Engulfing|London/NY Overlap": { + "win_rate": 59.0, + "signals": 39, + "avg_max_r": 0.56 + }, + "Near Bearish Engulfing|NY Afternoon": { + "win_rate": 52.5, + "signals": 40, + "avg_max_r": 0.53 + }, + "TheStrat 3-1-2|Pacific": { + "win_rate": 58.8, + "signals": 36, + "avg_max_r": 0.56 + }, + "TheStrat 3-1-2|Asia": { + "win_rate": 57.5, + "signals": 41, + "avg_max_r": 0.56 + }, + "TheStrat 3-1-2|London Open": { + "win_rate": 87.5, + "signals": 10, + "avg_max_r": 0.7 + }, + "TheStrat 3-1-2|London Morning": { + "win_rate": 60.0, + "signals": 17, + "avg_max_r": 0.53 + }, + "TheStrat 3-1-2|London/NY Overlap": { + "win_rate": 50.0, + "signals": 14, + "avg_max_r": 0.5 + }, + "TheStrat 3-1-2|NY Afternoon": { + "win_rate": 69.2, + "signals": 27, + "avg_max_r": 0.67 + }, + "Bearish Harami|Pacific": { + "win_rate": 65.4, + "signals": 26, + "avg_max_r": 0.65 + }, + "Bearish Harami|Asia": { + "win_rate": 51.6, + "signals": 31, + "avg_max_r": 0.52 + }, + "Bearish Harami|London Open": { + "win_rate": 56.5, + "signals": 23, + "avg_max_r": 0.61 + }, + "Bearish Harami|London Morning": { + "win_rate": 64.0, + "signals": 25, + "avg_max_r": 0.64 + }, + "Bearish Harami|London/NY Overlap": { + "win_rate": 45.5, + "signals": 22, + "avg_max_r": 0.45 + }, + "Bearish Harami|NY Afternoon": { + "win_rate": 61.8, + "signals": 34, + "avg_max_r": 0.62 + }, + "TheStrat 2-1-2|Pacific": { + "win_rate": 54.8, + "signals": 126, + "avg_max_r": 0.54 + }, + "TheStrat 2-1-2|Asia": { + "win_rate": 62.1, + "signals": 193, + "avg_max_r": 0.57 + }, + "TheStrat 2-1-2|London Open": { + "win_rate": 60.0, + "signals": 41, + "avg_max_r": 0.59 + }, + "TheStrat 2-1-2|London Morning": { + "win_rate": 51.1, + "signals": 92, + "avg_max_r": 0.49 + }, + "TheStrat 2-1-2|London/NY Overlap": { + "win_rate": 57.5, + "signals": 117, + "avg_max_r": 0.56 + }, + "TheStrat 2-1-2|NY Afternoon": { + "win_rate": 46.4, + "signals": 119, + "avg_max_r": 0.43 + }, + "Tweezer Tops|Pacific": { + "win_rate": 62.5, + "signals": 73, + "avg_max_r": 0.48 + }, + "Tweezer Tops|Asia": { + "win_rate": 50.7, + "signals": 87, + "avg_max_r": 0.39 + }, + "Tweezer Tops|London Open": { + "win_rate": 66.7, + "signals": 16, + "avg_max_r": 0.5 + }, + "Tweezer Tops|London Morning": { + "win_rate": 53.8, + "signals": 33, + "avg_max_r": 0.42 + }, + "Tweezer Tops|London/NY Overlap": { + "win_rate": 60.0, + "signals": 40, + "avg_max_r": 0.53 + }, + "Tweezer Tops|NY Afternoon": { + "win_rate": 55.8, + "signals": 49, + "avg_max_r": 0.49 + }, + "TheStrat 1-2-2 Rev|Pacific": { + "win_rate": 51.3, + "signals": 45, + "avg_max_r": 0.44 + }, + "TheStrat 1-2-2 Rev|Asia": { + "win_rate": 52.2, + "signals": 68, + "avg_max_r": 0.51 + }, + "TheStrat 1-2-2 Rev|London Open": { + "win_rate": 50.0, + "signals": 29, + "avg_max_r": 0.48 + }, + "TheStrat 1-2-2 Rev|London Morning": { + "win_rate": 68.0, + "signals": 27, + "avg_max_r": 0.63 + }, + "TheStrat 1-2-2 Rev|London/NY Overlap": { + "win_rate": 47.2, + "signals": 39, + "avg_max_r": 0.44 + }, + "TheStrat 1-2-2 Rev|NY Afternoon": { + "win_rate": 45.5, + "signals": 45, + "avg_max_r": 0.47 + }, + "Three Inside Down|Pacific": { + "win_rate": 66.7, + "signals": 3, + "avg_max_r": 0.67 + }, + "Three Inside Down|Asia": { + "win_rate": 66.7, + "signals": 3, + "avg_max_r": 0.67 + }, + "Three Inside Down|London/NY Overlap": { + "win_rate": 75.0, + "signals": 4, + "avg_max_r": 0.75 + }, + "Three Inside Down|NY Afternoon": { + "win_rate": 83.3, + "signals": 6, + "avg_max_r": 0.83 + }, + "Three Outside Down|Pacific": { + "win_rate": 72.2, + "signals": 18, + "avg_max_r": 0.72 + }, + "Three Outside Down|Asia": { + "win_rate": 61.0, + "signals": 41, + "avg_max_r": 0.59 + }, + "Three Outside Down|London Open": { + "win_rate": 63.6, + "signals": 11, + "avg_max_r": 0.64 + }, + "Three Outside Down|London Morning": { + "win_rate": 44.4, + "signals": 18, + "avg_max_r": 0.44 + }, + "Three Outside Down|London/NY Overlap": { + "win_rate": 59.4, + "signals": 32, + "avg_max_r": 0.59 + }, + "Three Outside Down|NY Afternoon": { + "win_rate": 51.7, + "signals": 29, + "avg_max_r": 0.55 + }, + "TheStrat 1-3 Rev|Pacific": { + "win_rate": 58.1, + "signals": 34, + "avg_max_r": 0.5 + }, + "TheStrat 1-3 Rev|Asia": { + "win_rate": 57.1, + "signals": 56, + "avg_max_r": 0.57 + }, + "TheStrat 1-3 Rev|London Open": { + "win_rate": 62.5, + "signals": 16, + "avg_max_r": 0.62 + }, + "TheStrat 1-3 Rev|London Morning": { + "win_rate": 68.4, + "signals": 19, + "avg_max_r": 0.68 + }, + "TheStrat 1-3 Rev|London/NY Overlap": { + "win_rate": 48.5, + "signals": 33, + "avg_max_r": 0.48 + }, + "TheStrat 1-3 Rev|NY Afternoon": { + "win_rate": 55.0, + "signals": 41, + "avg_max_r": 0.59 + }, + "Evening Star|Pacific": { + "win_rate": 25.0, + "signals": 4, + "avg_max_r": 0.25 + }, + "Evening Star|Asia": { + "win_rate": 25.0, + "signals": 4, + "avg_max_r": 0.25 + }, + "Evening Star|NY Afternoon": { + "win_rate": 0.0, + "signals": 3, + "avg_max_r": 0.0 + }, + "Upside Gap Two Crows|Pacific": { + "win_rate": 50.0, + "signals": 4, + "avg_max_r": 0.5 + }, + "Three Outside Up|Pacific": { + "win_rate": 33.3, + "signals": 19, + "avg_max_r": 0.32 + }, + "Three Outside Up|Asia": { + "win_rate": 48.4, + "signals": 32, + "avg_max_r": 0.47 + }, + "Three Outside Up|London Open": { + "win_rate": 50.0, + "signals": 8, + "avg_max_r": 0.5 + }, + "Three Outside Up|London Morning": { + "win_rate": 68.8, + "signals": 17, + "avg_max_r": 0.65 + }, + "Three Outside Up|London/NY Overlap": { + "win_rate": 45.8, + "signals": 25, + "avg_max_r": 0.44 + }, + "Three Outside Up|NY Afternoon": { + "win_rate": 54.5, + "signals": 22, + "avg_max_r": 0.59 + }, + "Bullish Engulfing|Pacific": { + "win_rate": 42.9, + "signals": 37, + "avg_max_r": 0.41 + }, + "Bullish Engulfing|Asia": { + "win_rate": 48.0, + "signals": 76, + "avg_max_r": 0.49 + }, + "Bullish Engulfing|London Open": { + "win_rate": 52.9, + "signals": 17, + "avg_max_r": 0.53 + }, + "Bullish Engulfing|London Morning": { + "win_rate": 51.7, + "signals": 30, + "avg_max_r": 0.5 + }, + "Bullish Engulfing|London/NY Overlap": { + "win_rate": 45.7, + "signals": 46, + "avg_max_r": 0.43 + }, + "Bullish Engulfing|NY Afternoon": { + "win_rate": 48.6, + "signals": 35, + "avg_max_r": 0.49 + }, + "Bullish Harami|Pacific": { + "win_rate": 73.3, + "signals": 15, + "avg_max_r": 0.73 + }, + "Bullish Harami|Asia": { + "win_rate": 56.5, + "signals": 23, + "avg_max_r": 0.57 + }, + "Bullish Harami|London Open": { + "win_rate": 100.0, + "signals": 6, + "avg_max_r": 1.0 + }, + "Bullish Harami|London Morning": { + "win_rate": 50.0, + "signals": 14, + "avg_max_r": 0.5 + }, + "Bullish Harami|London/NY Overlap": { + "win_rate": 38.9, + "signals": 19, + "avg_max_r": 0.37 + }, + "Bullish Harami|NY Afternoon": { + "win_rate": 40.9, + "signals": 22, + "avg_max_r": 0.45 + }, + "Near Bullish Engulfing|Pacific": { + "win_rate": 57.1, + "signals": 62, + "avg_max_r": 0.53 + }, + "Near Bullish Engulfing|Asia": { + "win_rate": 47.9, + "signals": 74, + "avg_max_r": 0.49 + }, + "Near Bullish Engulfing|London Open": { + "win_rate": 41.4, + "signals": 30, + "avg_max_r": 0.4 + }, + "Near Bullish Engulfing|London Morning": { + "win_rate": 55.9, + "signals": 34, + "avg_max_r": 0.56 + }, + "Near Bullish Engulfing|London/NY Overlap": { + "win_rate": 37.0, + "signals": 29, + "avg_max_r": 0.34 + }, + "Near Bullish Engulfing|NY Afternoon": { + "win_rate": 43.2, + "signals": 37, + "avg_max_r": 0.43 + }, + "Tweezer Bottoms|Pacific": { + "win_rate": 45.5, + "signals": 51, + "avg_max_r": 0.39 + }, + "Tweezer Bottoms|Asia": { + "win_rate": 64.6, + "signals": 61, + "avg_max_r": 0.51 + }, + "Tweezer Bottoms|London Open": { + "win_rate": 84.6, + "signals": 14, + "avg_max_r": 0.79 + }, + "Tweezer Bottoms|London Morning": { + "win_rate": 28.6, + "signals": 27, + "avg_max_r": 0.22 + }, + "Tweezer Bottoms|London/NY Overlap": { + "win_rate": 28.6, + "signals": 32, + "avg_max_r": 0.25 + }, + "Tweezer Bottoms|NY Afternoon": { + "win_rate": 52.8, + "signals": 41, + "avg_max_r": 0.46 + }, + "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 + }, + "Morning Star|Asia": { + "win_rate": 50.0, + "signals": 4, + "avg_max_r": 0.5 + } + }, + "confluence": { + "1": { + "win_rate": 72.7, + "signals": 11, + "avg_max_r": 0.73 + }, + "2": { + "win_rate": 57.6, + "signals": 2179, + "avg_max_r": 0.53 + }, + "3": { + "win_rate": 53.9, + "signals": 3829, + "avg_max_r": 0.5 + }, + "4": { + "win_rate": 55.9, + "signals": 1699, + "avg_max_r": 0.53 + }, + "5": { + "win_rate": 58.3, + "signals": 39, + "avg_max_r": 0.54 + } + }, + "equity": { + "final_equity_r": 782.22, + "max_dd_r": -249.97, + "max_dd_pct": 221.7, + "max_consec_wins": 40, + "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 + } + }, + "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, + "be_move_pct": 0.0 + }, + "patterns": { + "TheStrat 2-2": { + "win_rate": 54.8, + "total": 1089, + "avg_max_r": 0.49, + "sl_hit_pct": 39.8, + "tp_hit_pct": 48.2 + }, + "Near Bearish Engulfing": { + "win_rate": 51.9, + "total": 56, + "avg_max_r": 0.54, + "sl_hit_pct": 46.4, + "tp_hit_pct": 50.0 + }, + "Gravestone Doji": { + "win_rate": 33.3, + "total": 3, + "avg_max_r": 0.33, + "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, + "avg_max_r": 0.5, + "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, + "avg_max_r": 0.5, + "sl_hit_pct": 50.0, + "tp_hit_pct": 50.0 + }, + "Ladder Bottom": { + "win_rate": 0.0, + "total": 1, + "avg_max_r": 0.0, + "sl_hit_pct": 100.0, + "tp_hit_pct": 0.0 + }, + "Three Inside Down": { + "win_rate": 100.0, + "total": 4, + "avg_max_r": 0.75, + "sl_hit_pct": 0.0, + "tp_hit_pct": 100.0 + }, + "Meeting Lines (Bullish)": { + "win_rate": 100.0, + "total": 1, + "avg_max_r": 1.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 100.0 + }, + "Evening Star": { + "win_rate": 100.0, + "total": 1, + "avg_max_r": 1.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 100.0 + }, + "Bearish Kicker": { + "win_rate": 100.0, + "total": 1, + "avg_max_r": 1.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 100.0 + }, + "Shooting Star": { + "win_rate": 100.0, + "total": 3, + "avg_max_r": 1.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 100.0 + }, + "Marubozu (Bullish)": { + "win_rate": 0.0, + "total": 1, + "avg_max_r": 0.0, + "sl_hit_pct": 100.0, + "tp_hit_pct": 0.0 + }, + "Rising Three Methods": { + "win_rate": 100.0, + "total": 1, + "avg_max_r": 0.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 0.0 + } + }, + "sessions": { + "Pacific": { + "win_rate": 51.7, + "signals": 303, + "avg_max_r": 0.46 + }, + "Asia": { + "win_rate": 57.6, + "signals": 575, + "avg_max_r": 0.55 + }, + "London Open": { + "win_rate": 63.3, + "signals": 157, + "avg_max_r": 0.62 + }, + "London Morning": { + "win_rate": 54.9, + "signals": 244, + "avg_max_r": 0.52 + }, + "London/NY Overlap": { + "win_rate": 52.1, + "signals": 322, + "avg_max_r": 0.49 + }, + "NY Afternoon": { + "win_rate": 51.3, + "signals": 295, + "avg_max_r": 0.46 + } + }, + "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 + }, + "TheStrat 2-2|London Open": { + "win_rate": 65.5, + "signals": 94, + "avg_max_r": 0.6 + }, + "TheStrat 2-2|London Morning": { + "win_rate": 54.6, + "signals": 142, + "avg_max_r": 0.51 + }, + "TheStrat 2-2|London/NY Overlap": { + "win_rate": 52.3, + "signals": 209, + "avg_max_r": 0.47 + }, + "TheStrat 2-2|NY Afternoon": { + "win_rate": 53.5, + "signals": 162, + "avg_max_r": 0.46 + }, + "Near Bearish Engulfing|Pacific": { + "win_rate": 44.4, + "signals": 9, + "avg_max_r": 0.44 + }, + "Near Bearish Engulfing|Asia": { + "win_rate": 56.2, + "signals": 17, + "avg_max_r": 0.59 + }, + "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, + "signals": 3, + "avg_max_r": 0.67 + }, + "TheStrat 1-3 Rev|London Morning": { + "win_rate": 33.3, + "signals": 6, + "avg_max_r": 0.33 + }, + "TheStrat 1-3 Rev|London/NY Overlap": { + "win_rate": 75.0, + "signals": 8, + "avg_max_r": 0.75 + }, + "TheStrat 1-3 Rev|NY Afternoon": { + "win_rate": 0.0, + "signals": 4, + "avg_max_r": 0.0 + }, + "TheStrat 2-1-2|Pacific": { + "win_rate": 66.7, + "signals": 27, + "avg_max_r": 0.52 + }, + "TheStrat 2-1-2|Asia": { + "win_rate": 62.0, + "signals": 54, + "avg_max_r": 0.61 + }, + "TheStrat 2-1-2|London Open": { + "win_rate": 66.7, + "signals": 9, + "avg_max_r": 0.78 + }, + "TheStrat 2-1-2|London Morning": { + "win_rate": 58.3, + "signals": 26, + "avg_max_r": 0.54 + }, + "TheStrat 2-1-2|London/NY Overlap": { + "win_rate": 65.2, + "signals": 23, + "avg_max_r": 0.74 + }, + "TheStrat 2-1-2|NY Afternoon": { + "win_rate": 55.2, + "signals": 33, + "avg_max_r": 0.52 + }, + "Bearish Harami|Pacific": { + "win_rate": 50.0, + "signals": 4, + "avg_max_r": 0.25 + }, + "Bearish Harami|Asia": { + "win_rate": 71.4, + "signals": 14, + "avg_max_r": 0.86 + }, + "Bearish Harami|London Morning": { + "win_rate": 25.0, + "signals": 4, + "avg_max_r": 0.25 + }, + "Bearish Harami|London/NY Overlap": { + "win_rate": 85.7, + "signals": 7, + "avg_max_r": 0.86 + }, + "Bearish Harami|NY Afternoon": { + "win_rate": 77.8, + "signals": 9, + "avg_max_r": 0.78 + }, + "Tweezer Tops|Pacific": { + "win_rate": 27.3, + "signals": 12, + "avg_max_r": 0.25 + }, + "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": { + "win_rate": 57.1, + "signals": 7, + "avg_max_r": 0.57 + }, + "TheStrat 1-2-2 Rev|London/NY Overlap": { + "win_rate": 40.0, + "signals": 6, + "avg_max_r": 0.5 + }, + "TheStrat 1-2-2 Rev|NY Afternoon": { + "win_rate": 53.3, + "signals": 17, + "avg_max_r": 0.47 + }, + "Bearish Engulfing|Pacific": { + "win_rate": 50.0, + "signals": 6, + "avg_max_r": 0.67 + }, + "Bearish Engulfing|Asia": { + "win_rate": 68.2, + "signals": 22, + "avg_max_r": 0.68 + }, + "Bearish Engulfing|London Open": { + "win_rate": 0.0, + "signals": 4, + "avg_max_r": 0.0 + }, + "Bearish Engulfing|London Morning": { + "win_rate": 71.4, + "signals": 7, + "avg_max_r": 0.71 + }, + "Bearish Engulfing|London/NY Overlap": { + "win_rate": 50.0, + "signals": 12, + "avg_max_r": 0.5 + }, + "Bearish Engulfing|NY Afternoon": { + "win_rate": 75.0, + "signals": 8, + "avg_max_r": 0.75 + }, + "Three Outside Down|Pacific": { + "win_rate": 42.9, + "signals": 7, + "avg_max_r": 0.43 + }, + "Three Outside Down|Asia": { + "win_rate": 69.2, + "signals": 13, + "avg_max_r": 0.69 + }, + "Three Outside Down|London Open": { + "win_rate": 60.0, + "signals": 5, + "avg_max_r": 0.6 + }, + "Three Outside Down|London/NY Overlap": { + "win_rate": 66.7, + "signals": 3, + "avg_max_r": 0.67 + }, + "Three Outside Down|NY Afternoon": { + "win_rate": 71.4, + "signals": 7, + "avg_max_r": 0.71 + }, + "Bullish Engulfing|Pacific": { + "win_rate": 50.0, + "signals": 8, + "avg_max_r": 0.5 + }, + "Bullish Engulfing|Asia": { + "win_rate": 40.9, + "signals": 22, + "avg_max_r": 0.45 + }, + "Bullish Engulfing|London Open": { + "win_rate": 62.5, + "signals": 8, + "avg_max_r": 0.62 + }, + "Bullish Engulfing|London Morning": { + "win_rate": 50.0, + "signals": 4, + "avg_max_r": 0.5 + }, + "Bullish Engulfing|London/NY Overlap": { + "win_rate": 35.7, + "signals": 14, + "avg_max_r": 0.29 + }, + "Bullish Engulfing|NY Afternoon": { + "win_rate": 60.0, + "signals": 10, + "avg_max_r": 0.6 + }, + "Tweezer Bottoms|Pacific": { + "win_rate": 66.7, + "signals": 5, + "avg_max_r": 0.4 + }, + "Tweezer Bottoms|Asia": { + "win_rate": 44.4, + "signals": 20, + "avg_max_r": 0.4 + }, + "Tweezer Bottoms|London Morning": { + "win_rate": 50.0, + "signals": 10, + "avg_max_r": 0.5 + }, + "Tweezer Bottoms|London/NY Overlap": { + "win_rate": 33.3, + "signals": 3, + "avg_max_r": 0.33 + }, + "Tweezer Bottoms|NY Afternoon": { + "win_rate": 40.0, + "signals": 6, + "avg_max_r": 0.33 + }, + "Near Bullish Engulfing|Pacific": { + "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": { + "win_rate": 50.0, + "signals": 10, + "avg_max_r": 0.5 + }, + "Bullish Harami|Pacific": { + "win_rate": 33.3, + "signals": 3, + "avg_max_r": 0.33 + }, + "Bullish Harami|Asia": { + "win_rate": 45.5, + "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": { + "win_rate": 66.7, + "signals": 6, + "avg_max_r": 0.67 + }, + "Three Outside Up|Pacific": { + "win_rate": 50.0, + "signals": 5, + "avg_max_r": 0.4 + }, + "Three Outside Up|Asia": { + "win_rate": 40.0, + "signals": 10, + "avg_max_r": 0.4 + }, + "Three Outside Up|London Open": { + "win_rate": 50.0, + "signals": 4, + "avg_max_r": 0.5 + }, + "Three Outside Up|London/NY Overlap": { + "win_rate": 50.0, + "signals": 6, + "avg_max_r": 0.5 + }, + "Three Outside Up|NY Afternoon": { + "win_rate": 0.0, + "signals": 3, + "avg_max_r": 0.0 + } + }, + "confluence": { + "1": { + "win_rate": 40.9, + "signals": 24, + "avg_max_r": 0.38 + }, + "2": { + "win_rate": 57.1, + "signals": 707, + "avg_max_r": 0.52 + }, + "3": { + "win_rate": 52.9, + "signals": 843, + "avg_max_r": 0.5 + }, + "4": { + "win_rate": 56.7, + "signals": 320, + "avg_max_r": 0.54 + }, + "5": { + "win_rate": 50.0, + "signals": 2, + "avg_max_r": 0.5 + } + }, + "equity": { + "final_equity_r": 173.35, + "max_dd_r": -87.16, + "max_dd_pct": 342.2, + "max_consec_wins": 24, + "max_consec_losses": 22, + "profit_factor": 1.22, + "expectancy": 0.091, + "sharpe": 3.06, + "calmar": 1.06, + "avg_win_r": 0.988, + "avg_loss_r": -0.985 + } + }, + "H4": { + "overall": { + "win_rate": 53.8, + "total_signals": 486, + "avg_max_r": 0.39, + "sl_hit_pct": 29.0, + "tp_hit_pct": 38.3, + "avg_mae_r": 0.598, + "avg_mfe_r": 0.697, + "avg_bars_to_tp": 6.6, + "avg_exit_r": 0.084, + "be_move_pct": 0.0 + }, + "patterns": { + "TheStrat 2-2": { + "win_rate": 50.7, + "total": 249, + "avg_max_r": 0.33, + "sl_hit_pct": 30.1, + "tp_hit_pct": 32.5 + }, + "Gravestone Doji": { + "win_rate": 33.3, + "total": 4, + "avg_max_r": 0.25, + "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, + "avg_max_r": 0.0, + "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, + "avg_max_r": 0.0, + "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, + "avg_max_r": 0.0, + "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, + "avg_max_r": 1.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 100.0 + }, + "Hanging Man": { + "win_rate": 0.0, + "total": 1, + "avg_max_r": 0.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 0.0 + }, + "Three Inside Down": { + "win_rate": 100.0, + "total": 1, + "avg_max_r": 1.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 100.0 + }, + "Evening Star": { + "win_rate": 0.0, + "total": 1, + "avg_max_r": 0.0, + "sl_hit_pct": 100.0, + "tp_hit_pct": 0.0 + }, + "Near Bullish Engulfing": { + "win_rate": 100.0, + "total": 2, + "avg_max_r": 1.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 100.0 + }, + "Bearish Doji Star": { + "win_rate": 100.0, + "total": 1, + "avg_max_r": 1.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 100.0 + } + }, + "sessions": { + "Pacific": { + "win_rate": 61.2, + "signals": 81, + "avg_max_r": 0.37 + }, + "London Morning": { + "win_rate": 48.1, + "signals": 80, + "avg_max_r": 0.38 + }, + "London/NY Overlap": { + "win_rate": 47.9, + "signals": 82, + "avg_max_r": 0.27 + }, + "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 + } + }, + "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, + "avg_max_r": 0.44 + }, + "TheStrat 2-1-2|London/NY Overlap": { + "win_rate": 40.0, + "signals": 5, + "avg_max_r": 0.6 + }, + "TheStrat 2-1-2|NY Afternoon": { + "win_rate": 33.3, + "signals": 3, + "avg_max_r": 0.33 + }, + "TheStrat 2-1-2|Asia": { + "win_rate": 63.6, + "signals": 12, + "avg_max_r": 0.42 + }, + "Bearish Harami|London Morning": { + "win_rate": 100.0, + "signals": 3, + "avg_max_r": 1.33 + }, + "Bearish Harami|NY Afternoon": { + "win_rate": 50.0, + "signals": 4, + "avg_max_r": 0.5 + }, + "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 Engulfing|Asia": { + "win_rate": 64.3, + "signals": 14, + "avg_max_r": 0.57 + }, + "TheStrat 3-1-2|Pacific": { + "win_rate": 25.0, + "signals": 4, + "avg_max_r": 0.25 + }, + "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 + }, + "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, + "signals": 3, + "avg_max_r": 0.33 + }, + "TheStrat 1-3 Rev|Asia": { + "win_rate": 50.0, + "signals": 12, + "avg_max_r": 0.42 + }, + "Tweezer Tops|Asia": { + "win_rate": 0.0, + "signals": 4, + "avg_max_r": 0.0 + }, + "Three Outside Up|London Morning": { + "win_rate": 20.0, + "signals": 5, + "avg_max_r": 0.0 + }, + "Three Outside Up|Asia": { + "win_rate": 50.0, + "signals": 6, + "avg_max_r": 0.5 + }, + "Bullish Harami|NY Afternoon": { + "win_rate": 40.0, + "signals": 5, + "avg_max_r": 0.4 + }, + "Bullish Harami|Asia": { + "win_rate": 40.0, + "signals": 5, + "avg_max_r": 0.4 + }, + "Bullish Engulfing|London Morning": { + "win_rate": 100.0, + "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 + }, + "Tweezer Bottoms|Pacific": { + "win_rate": 100.0, + "signals": 3, + "avg_max_r": 0.67 + }, + "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 + } + }, + "confluence": { + "1": { + "win_rate": 0.0, + "signals": 4, + "avg_max_r": 0.0 + }, + "2": { + "win_rate": 56.2, + "signals": 198, + "avg_max_r": 0.42 + }, + "3": { + "win_rate": 53.8, + "signals": 211, + "avg_max_r": 0.38 + }, + "4": { + "win_rate": 50.7, + "signals": 73, + "avg_max_r": 0.32 + } + }, + "equity": { + "final_equity_r": 40.67, + "max_dd_r": -23.54, + "max_dd_pct": 168.3, + "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 + } + }, + "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, + "be_move_pct": 0.0 + }, + "patterns": { + "TheStrat 2-2": { + "win_rate": 52.6, + "total": 81, + "avg_max_r": 0.27, + "sl_hit_pct": 33.3, + "tp_hit_pct": 27.2 + }, + "Bullish Engulfing": { + "win_rate": 20.0, + "total": 6, + "avg_max_r": 0.17, + "sl_hit_pct": 33.3, + "tp_hit_pct": 16.7 + }, + "Bearish Harami": { + "win_rate": 75.0, + "total": 8, + "avg_max_r": 0.38, + "sl_hit_pct": 25.0, + "tp_hit_pct": 25.0 + }, + "Piercing Line": { + "win_rate": 0.0, + "total": 1, + "avg_max_r": 0.0, + "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, + "avg_max_r": 0.0, + "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, + "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, + "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, + "avg_max_r": 1.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 100.0 + }, + "Near Bullish Engulfing": { + "win_rate": 33.3, + "total": 3, + "avg_max_r": 0.0, + "sl_hit_pct": 33.3, + "tp_hit_pct": 0.0 + }, + "Evening Star": { + "win_rate": 0.0, + "total": 1, + "avg_max_r": 0.0, + "sl_hit_pct": 100.0, + "tp_hit_pct": 0.0 + }, + "Tweezer Bottoms": { + "win_rate": 100.0, + "total": 1, + "avg_max_r": 1.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 100.0 + }, + "Shooting Star": { + "win_rate": 100.0, + "total": 1, + "avg_max_r": 0.0, + "sl_hit_pct": 0.0, + "tp_hit_pct": 0.0 + } + }, + "sessions": { + "Pacific": { + "win_rate": 52.2, + "signals": 140, + "avg_max_r": 0.29 + } + }, + "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": { + "win_rate": 33.3, + "signals": 3, + "avg_max_r": 0.33 + }, + "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, + "avg_max_r": 0.0 + } + }, + "confluence": { + "1": { + "win_rate": 100.0, + "signals": 3, + "avg_max_r": 0.33 + }, + "2": { + "win_rate": 53.9, + "signals": 81, + "avg_max_r": 0.25 + }, + "3": { + "win_rate": 47.3, + "signals": 56, + "avg_max_r": 0.34 + } + }, + "equity": { + "final_equity_r": -4.82, + "max_dd_r": -17.87, + "max_dd_pct": 619.2, + "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 + } + } + } +} \ No newline at end of file