3346 lines
88 KiB
JSON
3346 lines
88 KiB
JSON
{
|
|
"symbol": "EURUSD",
|
|
"generated_at": "2026-05-29 23:11:31",
|
|
"backtest_range": "2025-08-01 to 2026-05-28",
|
|
"broker_utc_offset": 2,
|
|
"broker_dst_rule": "us",
|
|
"timeframes": {
|
|
"M5": {
|
|
"overall": {
|
|
"win_rate": 54.0,
|
|
"total_signals": 30640,
|
|
"avg_max_r": 0.51,
|
|
"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": 53.7,
|
|
"total": 16724,
|
|
"avg_max_r": 0.5,
|
|
"sl_hit_pct": 41.9,
|
|
"tp_hit_pct": 48.6
|
|
},
|
|
"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": 1151,
|
|
"avg_max_r": 0.47,
|
|
"sl_hit_pct": 30.8,
|
|
"tp_hit_pct": 46.4
|
|
},
|
|
"TheStrat 1-3 Rev": {
|
|
"win_rate": 52.7,
|
|
"total": 689,
|
|
"avg_max_r": 0.52,
|
|
"sl_hit_pct": 46.3,
|
|
"tp_hit_pct": 51.1
|
|
},
|
|
"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": 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,
|
|
"total": 5,
|
|
"avg_max_r": 0.2,
|
|
"sl_hit_pct": 40.0,
|
|
"tp_hit_pct": 20.0
|
|
},
|
|
"Three Inside Down": {
|
|
"win_rate": 58.3,
|
|
"total": 36,
|
|
"avg_max_r": 0.58,
|
|
"sl_hit_pct": 41.7,
|
|
"tp_hit_pct": 58.3
|
|
},
|
|
"Three Black Crows": {
|
|
"win_rate": 62.5,
|
|
"total": 9,
|
|
"avg_max_r": 0.56,
|
|
"sl_hit_pct": 33.3,
|
|
"tp_hit_pct": 55.6
|
|
},
|
|
"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
|
|
},
|
|
"Bullish Separating Lines": {
|
|
"win_rate": 0.0,
|
|
"total": 1,
|
|
"avg_max_r": 0.0,
|
|
"sl_hit_pct": 100.0,
|
|
"tp_hit_pct": 0.0
|
|
},
|
|
"Piercing Line": {
|
|
"win_rate": 0.0,
|
|
"total": 2,
|
|
"avg_max_r": 0.0,
|
|
"sl_hit_pct": 50.0,
|
|
"tp_hit_pct": 0.0
|
|
},
|
|
"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
|
|
},
|
|
"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": 55.9,
|
|
"signals": 3795,
|
|
"avg_max_r": 0.52
|
|
},
|
|
"Asia": {
|
|
"win_rate": 57.0,
|
|
"signals": 8956,
|
|
"avg_max_r": 0.53
|
|
},
|
|
"London Open": {
|
|
"win_rate": 57.2,
|
|
"signals": 2619,
|
|
"avg_max_r": 0.53
|
|
},
|
|
"London Morning": {
|
|
"win_rate": 55.8,
|
|
"signals": 5120,
|
|
"avg_max_r": 0.53
|
|
},
|
|
"London/NY Overlap": {
|
|
"win_rate": 49.7,
|
|
"signals": 3832,
|
|
"avg_max_r": 0.46
|
|
},
|
|
"NY Afternoon": {
|
|
"win_rate": 48.5,
|
|
"signals": 6318,
|
|
"avg_max_r": 0.45
|
|
}
|
|
},
|
|
"cross": {
|
|
"TheStrat 2-2|Pacific": {
|
|
"win_rate": 53.0,
|
|
"signals": 1694,
|
|
"avg_max_r": 0.49
|
|
},
|
|
"TheStrat 2-2|Asia": {
|
|
"win_rate": 57.7,
|
|
"signals": 4922,
|
|
"avg_max_r": 0.53
|
|
},
|
|
"TheStrat 2-2|London Open": {
|
|
"win_rate": 56.4,
|
|
"signals": 1519,
|
|
"avg_max_r": 0.52
|
|
},
|
|
"TheStrat 2-2|London Morning": {
|
|
"win_rate": 55.3,
|
|
"signals": 2943,
|
|
"avg_max_r": 0.52
|
|
},
|
|
"TheStrat 2-2|London/NY Overlap": {
|
|
"win_rate": 49.5,
|
|
"signals": 2222,
|
|
"avg_max_r": 0.45
|
|
},
|
|
"TheStrat 2-2|NY Afternoon": {
|
|
"win_rate": 48.2,
|
|
"signals": 3424,
|
|
"avg_max_r": 0.44
|
|
},
|
|
"Bearish Engulfing|Pacific": {
|
|
"win_rate": 64.2,
|
|
"signals": 139,
|
|
"avg_max_r": 0.64
|
|
},
|
|
"Bearish Engulfing|Asia": {
|
|
"win_rate": 56.2,
|
|
"signals": 302,
|
|
"avg_max_r": 0.56
|
|
},
|
|
"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": 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 1-2-2 Rev|Pacific": {
|
|
"win_rate": 57.8,
|
|
"signals": 170,
|
|
"avg_max_r": 0.55
|
|
},
|
|
"TheStrat 1-2-2 Rev|Asia": {
|
|
"win_rate": 57.5,
|
|
"signals": 317,
|
|
"avg_max_r": 0.55
|
|
},
|
|
"TheStrat 1-2-2 Rev|London Open": {
|
|
"win_rate": 55.9,
|
|
"signals": 74,
|
|
"avg_max_r": 0.53
|
|
},
|
|
"TheStrat 1-2-2 Rev|London Morning": {
|
|
"win_rate": 54.8,
|
|
"signals": 171,
|
|
"avg_max_r": 0.53
|
|
},
|
|
"TheStrat 1-2-2 Rev|London/NY Overlap": {
|
|
"win_rate": 58.1,
|
|
"signals": 124,
|
|
"avg_max_r": 0.55
|
|
},
|
|
"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": 59.2,
|
|
"signals": 80,
|
|
"avg_max_r": 0.57
|
|
},
|
|
"TheStrat 3-1-2|Asia": {
|
|
"win_rate": 58.3,
|
|
"signals": 146,
|
|
"avg_max_r": 0.54
|
|
},
|
|
"TheStrat 3-1-2|London Open": {
|
|
"win_rate": 57.5,
|
|
"signals": 42,
|
|
"avg_max_r": 0.57
|
|
},
|
|
"TheStrat 3-1-2|London Morning": {
|
|
"win_rate": 51.1,
|
|
"signals": 99,
|
|
"avg_max_r": 0.49
|
|
},
|
|
"TheStrat 3-1-2|London/NY Overlap": {
|
|
"win_rate": 52.7,
|
|
"signals": 58,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"TheStrat 3-1-2|NY Afternoon": {
|
|
"win_rate": 40.9,
|
|
"signals": 96,
|
|
"avg_max_r": 0.4
|
|
},
|
|
"Bearish Doji Star|London Morning": {
|
|
"win_rate": 50.0,
|
|
"signals": 3,
|
|
"avg_max_r": 0.33
|
|
},
|
|
"Bearish Doji Star|NY Afternoon": {
|
|
"win_rate": 66.7,
|
|
"signals": 3,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Near Bullish Engulfing|Pacific": {
|
|
"win_rate": 53.8,
|
|
"signals": 173,
|
|
"avg_max_r": 0.53
|
|
},
|
|
"Near Bullish Engulfing|Asia": {
|
|
"win_rate": 52.0,
|
|
"signals": 428,
|
|
"avg_max_r": 0.52
|
|
},
|
|
"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
|
|
},
|
|
"Near Bullish Engulfing|London/NY Overlap": {
|
|
"win_rate": 43.1,
|
|
"signals": 131,
|
|
"avg_max_r": 0.44
|
|
},
|
|
"Near Bullish Engulfing|NY Afternoon": {
|
|
"win_rate": 41.6,
|
|
"signals": 302,
|
|
"avg_max_r": 0.43
|
|
},
|
|
"Tweezer Bottoms|Pacific": {
|
|
"win_rate": 64.4,
|
|
"signals": 237,
|
|
"avg_max_r": 0.55
|
|
},
|
|
"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": 164,
|
|
"avg_max_r": 0.65
|
|
},
|
|
"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
|
|
},
|
|
"Three Outside Up|London Open": {
|
|
"win_rate": 50.0,
|
|
"signals": 38,
|
|
"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": 50.0,
|
|
"signals": 4,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"Three Inside Down|Asia": {
|
|
"win_rate": 66.7,
|
|
"signals": 3,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Three Inside Down|London Open": {
|
|
"win_rate": 66.7,
|
|
"signals": 6,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Three Inside Down|London Morning": {
|
|
"win_rate": 66.7,
|
|
"signals": 3,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Three Inside Down|London/NY Overlap": {
|
|
"win_rate": 42.9,
|
|
"signals": 7,
|
|
"avg_max_r": 0.43
|
|
},
|
|
"Three Inside Down|NY Afternoon": {
|
|
"win_rate": 61.5,
|
|
"signals": 13,
|
|
"avg_max_r": 0.62
|
|
}
|
|
},
|
|
"confluence": {
|
|
"1": {
|
|
"win_rate": 14.3,
|
|
"signals": 8,
|
|
"avg_max_r": 0.12
|
|
},
|
|
"2": {
|
|
"win_rate": 53.8,
|
|
"signals": 6505,
|
|
"avg_max_r": 0.49
|
|
},
|
|
"3": {
|
|
"win_rate": 54.0,
|
|
"signals": 16044,
|
|
"avg_max_r": 0.51
|
|
},
|
|
"4": {
|
|
"win_rate": 54.2,
|
|
"signals": 7846,
|
|
"avg_max_r": 0.51
|
|
},
|
|
"5": {
|
|
"win_rate": 55.5,
|
|
"signals": 237,
|
|
"avg_max_r": 0.5
|
|
}
|
|
},
|
|
"equity": {
|
|
"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": 1.18,
|
|
"expectancy": 0.074,
|
|
"sharpe": 2.47,
|
|
"calmar": 0.09,
|
|
"avg_win_r": 0.998,
|
|
"avg_loss_r": -0.997
|
|
}
|
|
},
|
|
"M15": {
|
|
"overall": {
|
|
"win_rate": 54.0,
|
|
"total_signals": 10194,
|
|
"avg_max_r": 0.51,
|
|
"sl_hit_pct": 42.4,
|
|
"tp_hit_pct": 49.8,
|
|
"avg_mae_r": 0.698,
|
|
"avg_mfe_r": 0.765,
|
|
"avg_bars_to_tp": 35.1,
|
|
"avg_exit_r": 0.074,
|
|
"be_move_pct": 0.0
|
|
},
|
|
"patterns": {
|
|
"Near Bearish Engulfing": {
|
|
"win_rate": 58.2,
|
|
"total": 370,
|
|
"avg_max_r": 0.58,
|
|
"sl_hit_pct": 41.6,
|
|
"tp_hit_pct": 57.3
|
|
},
|
|
"TheStrat 1-2-2 Rev": {
|
|
"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": 21,
|
|
"avg_max_r": 0.67,
|
|
"sl_hit_pct": 23.8,
|
|
"tp_hit_pct": 66.7
|
|
},
|
|
"TheStrat 1-3 Rev": {
|
|
"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,
|
|
"total": 5,
|
|
"avg_max_r": 0.2,
|
|
"sl_hit_pct": 80.0,
|
|
"tp_hit_pct": 20.0
|
|
},
|
|
"Bearish Belt Hold": {
|
|
"win_rate": 0.0,
|
|
"total": 1,
|
|
"avg_max_r": 0.0,
|
|
"sl_hit_pct": 100.0,
|
|
"tp_hit_pct": 0.0
|
|
},
|
|
"Hammer": {
|
|
"win_rate": 0.0,
|
|
"total": 1,
|
|
"avg_max_r": 0.0,
|
|
"sl_hit_pct": 100.0,
|
|
"tp_hit_pct": 0.0
|
|
},
|
|
"Gravestone Doji": {
|
|
"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,
|
|
"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
|
|
},
|
|
"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
|
|
},
|
|
"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": 55.6,
|
|
"signals": 1263,
|
|
"avg_max_r": 0.52
|
|
},
|
|
"Asia": {
|
|
"win_rate": 57.2,
|
|
"signals": 2965,
|
|
"avg_max_r": 0.54
|
|
},
|
|
"London Open": {
|
|
"win_rate": 57.0,
|
|
"signals": 878,
|
|
"avg_max_r": 0.55
|
|
},
|
|
"London Morning": {
|
|
"win_rate": 55.2,
|
|
"signals": 1761,
|
|
"avg_max_r": 0.53
|
|
},
|
|
"London/NY Overlap": {
|
|
"win_rate": 49.2,
|
|
"signals": 1243,
|
|
"avg_max_r": 0.46
|
|
},
|
|
"NY Afternoon": {
|
|
"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": {
|
|
"win_rate": 53.6,
|
|
"signals": 532,
|
|
"avg_max_r": 0.49
|
|
},
|
|
"TheStrat 2-2|Asia": {
|
|
"win_rate": 56.9,
|
|
"signals": 1657,
|
|
"avg_max_r": 0.53
|
|
},
|
|
"TheStrat 2-2|London Open": {
|
|
"win_rate": 58.9,
|
|
"signals": 510,
|
|
"avg_max_r": 0.56
|
|
},
|
|
"TheStrat 2-2|London Morning": {
|
|
"win_rate": 55.2,
|
|
"signals": 1026,
|
|
"avg_max_r": 0.53
|
|
},
|
|
"TheStrat 2-2|London/NY Overlap": {
|
|
"win_rate": 49.8,
|
|
"signals": 715,
|
|
"avg_max_r": 0.47
|
|
},
|
|
"TheStrat 2-2|NY Afternoon": {
|
|
"win_rate": 49.3,
|
|
"signals": 1126,
|
|
"avg_max_r": 0.45
|
|
},
|
|
"Evening Star|Pacific": {
|
|
"win_rate": 33.3,
|
|
"signals": 3,
|
|
"avg_max_r": 0.33
|
|
},
|
|
"Evening Star|Asia": {
|
|
"win_rate": 42.9,
|
|
"signals": 7,
|
|
"avg_max_r": 0.43
|
|
},
|
|
"Evening Star|NY Afternoon": {
|
|
"win_rate": 0.0,
|
|
"signals": 4,
|
|
"avg_max_r": 0.0
|
|
},
|
|
"Bearish Engulfing|Pacific": {
|
|
"win_rate": 65.3,
|
|
"signals": 52,
|
|
"avg_max_r": 0.65
|
|
},
|
|
"Bearish Engulfing|Asia": {
|
|
"win_rate": 64.2,
|
|
"signals": 107,
|
|
"avg_max_r": 0.65
|
|
},
|
|
"Bearish Engulfing|London Open": {
|
|
"win_rate": 42.9,
|
|
"signals": 28,
|
|
"avg_max_r": 0.43
|
|
},
|
|
"Bearish Engulfing|London Morning": {
|
|
"win_rate": 50.0,
|
|
"signals": 75,
|
|
"avg_max_r": 0.48
|
|
},
|
|
"Bearish Engulfing|London/NY Overlap": {
|
|
"win_rate": 54.8,
|
|
"signals": 43,
|
|
"avg_max_r": 0.49
|
|
},
|
|
"Bearish Engulfing|NY Afternoon": {
|
|
"win_rate": 60.3,
|
|
"signals": 74,
|
|
"avg_max_r": 0.59
|
|
},
|
|
"Tweezer Tops|Pacific": {
|
|
"win_rate": 62.3,
|
|
"signals": 77,
|
|
"avg_max_r": 0.52
|
|
},
|
|
"Tweezer Tops|Asia": {
|
|
"win_rate": 53.8,
|
|
"signals": 99,
|
|
"avg_max_r": 0.42
|
|
},
|
|
"Tweezer Tops|London Open": {
|
|
"win_rate": 50.0,
|
|
"signals": 26,
|
|
"avg_max_r": 0.38
|
|
},
|
|
"Tweezer Tops|London Morning": {
|
|
"win_rate": 64.3,
|
|
"signals": 53,
|
|
"avg_max_r": 0.51
|
|
},
|
|
"Tweezer Tops|London/NY Overlap": {
|
|
"win_rate": 57.9,
|
|
"signals": 41,
|
|
"avg_max_r": 0.46
|
|
},
|
|
"Tweezer Tops|NY Afternoon": {
|
|
"win_rate": 56.1,
|
|
"signals": 69,
|
|
"avg_max_r": 0.48
|
|
},
|
|
"Three Outside Down|Pacific": {
|
|
"win_rate": 66.7,
|
|
"signals": 15,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Three Outside Down|Asia": {
|
|
"win_rate": 57.1,
|
|
"signals": 49,
|
|
"avg_max_r": 0.55
|
|
},
|
|
"Three Outside Down|London Open": {
|
|
"win_rate": 66.7,
|
|
"signals": 12,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Three Outside Down|London Morning": {
|
|
"win_rate": 45.5,
|
|
"signals": 33,
|
|
"avg_max_r": 0.45
|
|
},
|
|
"Three Outside Down|London/NY Overlap": {
|
|
"win_rate": 61.5,
|
|
"signals": 26,
|
|
"avg_max_r": 0.62
|
|
},
|
|
"Three Outside Down|NY Afternoon": {
|
|
"win_rate": 56.4,
|
|
"signals": 39,
|
|
"avg_max_r": 0.59
|
|
},
|
|
"TheStrat 2-1-2|Pacific": {
|
|
"win_rate": 52.8,
|
|
"signals": 136,
|
|
"avg_max_r": 0.49
|
|
},
|
|
"TheStrat 2-1-2|Asia": {
|
|
"win_rate": 61.6,
|
|
"signals": 237,
|
|
"avg_max_r": 0.57
|
|
},
|
|
"TheStrat 2-1-2|London Open": {
|
|
"win_rate": 53.8,
|
|
"signals": 68,
|
|
"avg_max_r": 0.56
|
|
},
|
|
"TheStrat 2-1-2|London Morning": {
|
|
"win_rate": 55.1,
|
|
"signals": 139,
|
|
"avg_max_r": 0.57
|
|
},
|
|
"TheStrat 2-1-2|London/NY Overlap": {
|
|
"win_rate": 52.4,
|
|
"signals": 115,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"TheStrat 2-1-2|NY Afternoon": {
|
|
"win_rate": 45.1,
|
|
"signals": 187,
|
|
"avg_max_r": 0.42
|
|
},
|
|
"Bearish Harami|Pacific": {
|
|
"win_rate": 64.3,
|
|
"signals": 28,
|
|
"avg_max_r": 0.64
|
|
},
|
|
"Bearish Harami|Asia": {
|
|
"win_rate": 60.5,
|
|
"signals": 43,
|
|
"avg_max_r": 0.63
|
|
},
|
|
"Bearish Harami|London Open": {
|
|
"win_rate": 60.9,
|
|
"signals": 23,
|
|
"avg_max_r": 0.65
|
|
},
|
|
"Bearish Harami|London Morning": {
|
|
"win_rate": 54.3,
|
|
"signals": 35,
|
|
"avg_max_r": 0.54
|
|
},
|
|
"Bearish Harami|London/NY Overlap": {
|
|
"win_rate": 57.9,
|
|
"signals": 19,
|
|
"avg_max_r": 0.58
|
|
},
|
|
"Bearish Harami|NY Afternoon": {
|
|
"win_rate": 58.5,
|
|
"signals": 41,
|
|
"avg_max_r": 0.59
|
|
},
|
|
"TheStrat 3-1-2|Pacific": {
|
|
"win_rate": 54.8,
|
|
"signals": 31,
|
|
"avg_max_r": 0.58
|
|
},
|
|
"TheStrat 3-1-2|Asia": {
|
|
"win_rate": 59.3,
|
|
"signals": 55,
|
|
"avg_max_r": 0.58
|
|
},
|
|
"TheStrat 3-1-2|London Open": {
|
|
"win_rate": 66.7,
|
|
"signals": 17,
|
|
"avg_max_r": 0.59
|
|
},
|
|
"TheStrat 3-1-2|London Morning": {
|
|
"win_rate": 70.0,
|
|
"signals": 22,
|
|
"avg_max_r": 0.64
|
|
},
|
|
"TheStrat 3-1-2|London/NY Overlap": {
|
|
"win_rate": 45.8,
|
|
"signals": 25,
|
|
"avg_max_r": 0.44
|
|
},
|
|
"TheStrat 3-1-2|NY Afternoon": {
|
|
"win_rate": 61.9,
|
|
"signals": 45,
|
|
"avg_max_r": 0.58
|
|
},
|
|
"Three Inside Down|Pacific": {
|
|
"win_rate": 100.0,
|
|
"signals": 4,
|
|
"avg_max_r": 1.0
|
|
},
|
|
"Three Inside Down|Asia": {
|
|
"win_rate": 66.7,
|
|
"signals": 3,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Three Inside Down|NY Afternoon": {
|
|
"win_rate": 75.0,
|
|
"signals": 9,
|
|
"avg_max_r": 0.56
|
|
},
|
|
"TheStrat 1-3 Rev|Pacific": {
|
|
"win_rate": 57.9,
|
|
"signals": 41,
|
|
"avg_max_r": 0.54
|
|
},
|
|
"TheStrat 1-3 Rev|Asia": {
|
|
"win_rate": 50.7,
|
|
"signals": 73,
|
|
"avg_max_r": 0.51
|
|
},
|
|
"TheStrat 1-3 Rev|London Open": {
|
|
"win_rate": 70.0,
|
|
"signals": 20,
|
|
"avg_max_r": 0.7
|
|
},
|
|
"TheStrat 1-3 Rev|London Morning": {
|
|
"win_rate": 66.7,
|
|
"signals": 36,
|
|
"avg_max_r": 0.69
|
|
},
|
|
"TheStrat 1-3 Rev|London/NY Overlap": {
|
|
"win_rate": 50.0,
|
|
"signals": 28,
|
|
"avg_max_r": 0.46
|
|
},
|
|
"TheStrat 1-3 Rev|NY Afternoon": {
|
|
"win_rate": 48.2,
|
|
"signals": 59,
|
|
"avg_max_r": 0.49
|
|
},
|
|
"Near Bullish Engulfing|Pacific": {
|
|
"win_rate": 50.0,
|
|
"signals": 69,
|
|
"avg_max_r": 0.49
|
|
},
|
|
"Near Bullish Engulfing|Asia": {
|
|
"win_rate": 52.3,
|
|
"signals": 112,
|
|
"avg_max_r": 0.53
|
|
},
|
|
"Near Bullish Engulfing|London Open": {
|
|
"win_rate": 40.6,
|
|
"signals": 33,
|
|
"avg_max_r": 0.45
|
|
},
|
|
"Near Bullish Engulfing|London Morning": {
|
|
"win_rate": 58.8,
|
|
"signals": 51,
|
|
"avg_max_r": 0.65
|
|
},
|
|
"Near Bullish Engulfing|London/NY Overlap": {
|
|
"win_rate": 45.2,
|
|
"signals": 33,
|
|
"avg_max_r": 0.42
|
|
},
|
|
"Near Bullish Engulfing|NY Afternoon": {
|
|
"win_rate": 37.9,
|
|
"signals": 63,
|
|
"avg_max_r": 0.35
|
|
},
|
|
"Bullish Engulfing|Pacific": {
|
|
"win_rate": 47.2,
|
|
"signals": 37,
|
|
"avg_max_r": 0.46
|
|
},
|
|
"Bullish Engulfing|Asia": {
|
|
"win_rate": 51.5,
|
|
"signals": 105,
|
|
"avg_max_r": 0.53
|
|
},
|
|
"Bullish Engulfing|London Open": {
|
|
"win_rate": 48.0,
|
|
"signals": 25,
|
|
"avg_max_r": 0.48
|
|
},
|
|
"Bullish Engulfing|London Morning": {
|
|
"win_rate": 60.9,
|
|
"signals": 65,
|
|
"avg_max_r": 0.62
|
|
},
|
|
"Bullish Engulfing|London/NY Overlap": {
|
|
"win_rate": 40.0,
|
|
"signals": 45,
|
|
"avg_max_r": 0.42
|
|
},
|
|
"Bullish Engulfing|NY Afternoon": {
|
|
"win_rate": 41.9,
|
|
"signals": 65,
|
|
"avg_max_r": 0.4
|
|
},
|
|
"Three Outside Up|Pacific": {
|
|
"win_rate": 42.9,
|
|
"signals": 21,
|
|
"avg_max_r": 0.43
|
|
},
|
|
"Three Outside Up|Asia": {
|
|
"win_rate": 51.1,
|
|
"signals": 46,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"Three Outside Up|London Open": {
|
|
"win_rate": 57.1,
|
|
"signals": 14,
|
|
"avg_max_r": 0.57
|
|
},
|
|
"Three Outside Up|London Morning": {
|
|
"win_rate": 74.2,
|
|
"signals": 32,
|
|
"avg_max_r": 0.72
|
|
},
|
|
"Three Outside Up|London/NY Overlap": {
|
|
"win_rate": 38.9,
|
|
"signals": 19,
|
|
"avg_max_r": 0.37
|
|
},
|
|
"Three Outside Up|NY Afternoon": {
|
|
"win_rate": 40.0,
|
|
"signals": 36,
|
|
"avg_max_r": 0.42
|
|
},
|
|
"Bullish Harami|Pacific": {
|
|
"win_rate": 85.7,
|
|
"signals": 14,
|
|
"avg_max_r": 0.86
|
|
},
|
|
"Bullish Harami|Asia": {
|
|
"win_rate": 59.5,
|
|
"signals": 37,
|
|
"avg_max_r": 0.59
|
|
},
|
|
"Bullish Harami|London Open": {
|
|
"win_rate": 72.7,
|
|
"signals": 12,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Bullish Harami|London Morning": {
|
|
"win_rate": 55.6,
|
|
"signals": 27,
|
|
"avg_max_r": 0.63
|
|
},
|
|
"Bullish Harami|London/NY Overlap": {
|
|
"win_rate": 41.2,
|
|
"signals": 18,
|
|
"avg_max_r": 0.39
|
|
},
|
|
"Bullish Harami|NY Afternoon": {
|
|
"win_rate": 50.0,
|
|
"signals": 39,
|
|
"avg_max_r": 0.51
|
|
},
|
|
"Tweezer Bottoms|Pacific": {
|
|
"win_rate": 55.4,
|
|
"signals": 65,
|
|
"avg_max_r": 0.48
|
|
},
|
|
"Tweezer Bottoms|Asia": {
|
|
"win_rate": 58.2,
|
|
"signals": 100,
|
|
"avg_max_r": 0.47
|
|
},
|
|
"Tweezer Bottoms|London Open": {
|
|
"win_rate": 61.9,
|
|
"signals": 22,
|
|
"avg_max_r": 0.59
|
|
},
|
|
"Tweezer Bottoms|London Morning": {
|
|
"win_rate": 33.3,
|
|
"signals": 56,
|
|
"avg_max_r": 0.27
|
|
},
|
|
"Tweezer Bottoms|London/NY Overlap": {
|
|
"win_rate": 19.2,
|
|
"signals": 30,
|
|
"avg_max_r": 0.17
|
|
},
|
|
"Tweezer Bottoms|NY Afternoon": {
|
|
"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 Morning": {
|
|
"win_rate": 40.0,
|
|
"signals": 5,
|
|
"avg_max_r": 0.4
|
|
},
|
|
"Morning Star|Asia": {
|
|
"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": 64.3,
|
|
"signals": 14,
|
|
"avg_max_r": 0.64
|
|
},
|
|
"2": {
|
|
"win_rate": 55.6,
|
|
"signals": 2733,
|
|
"avg_max_r": 0.52
|
|
},
|
|
"3": {
|
|
"win_rate": 53.5,
|
|
"signals": 5232,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"4": {
|
|
"win_rate": 53.1,
|
|
"signals": 2170,
|
|
"avg_max_r": 0.52
|
|
},
|
|
"5": {
|
|
"win_rate": 52.4,
|
|
"signals": 45,
|
|
"avg_max_r": 0.47
|
|
}
|
|
},
|
|
"equity": {
|
|
"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": 1.17,
|
|
"expectancy": 0.074,
|
|
"sharpe": 2.46,
|
|
"calmar": 0.26,
|
|
"avg_win_r": 0.997,
|
|
"avg_loss_r": -0.996
|
|
}
|
|
},
|
|
"H1": {
|
|
"overall": {
|
|
"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": 52.3,
|
|
"total": 1410,
|
|
"avg_max_r": 0.49,
|
|
"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": 51.5,
|
|
"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,
|
|
"avg_max_r": 0.33,
|
|
"sl_hit_pct": 66.7,
|
|
"tp_hit_pct": 33.3
|
|
},
|
|
"Bearish Doji Star": {
|
|
"win_rate": 50.0,
|
|
"total": 2,
|
|
"avg_max_r": 0.5,
|
|
"sl_hit_pct": 50.0,
|
|
"tp_hit_pct": 50.0
|
|
},
|
|
"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": 4,
|
|
"avg_max_r": 0.75,
|
|
"sl_hit_pct": 0.0,
|
|
"tp_hit_pct": 75.0
|
|
},
|
|
"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": {
|
|
"Asia": {
|
|
"win_rate": 56.3,
|
|
"signals": 736,
|
|
"avg_max_r": 0.55
|
|
},
|
|
"London Open": {
|
|
"win_rate": 61.8,
|
|
"signals": 218,
|
|
"avg_max_r": 0.62
|
|
},
|
|
"London Morning": {
|
|
"win_rate": 52.3,
|
|
"signals": 423,
|
|
"avg_max_r": 0.54
|
|
},
|
|
"London/NY Overlap": {
|
|
"win_rate": 44.4,
|
|
"signals": 312,
|
|
"avg_max_r": 0.42
|
|
},
|
|
"NY Afternoon": {
|
|
"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|Asia": {
|
|
"win_rate": 54.8,
|
|
"signals": 397,
|
|
"avg_max_r": 0.52
|
|
},
|
|
"TheStrat 2-2|London Open": {
|
|
"win_rate": 63.2,
|
|
"signals": 136,
|
|
"avg_max_r": 0.63
|
|
},
|
|
"TheStrat 2-2|London Morning": {
|
|
"win_rate": 51.7,
|
|
"signals": 255,
|
|
"avg_max_r": 0.53
|
|
},
|
|
"TheStrat 2-2|London/NY Overlap": {
|
|
"win_rate": 46.4,
|
|
"signals": 196,
|
|
"avg_max_r": 0.42
|
|
},
|
|
"TheStrat 2-2|NY Afternoon": {
|
|
"win_rate": 47.5,
|
|
"signals": 252,
|
|
"avg_max_r": 0.42
|
|
},
|
|
"TheStrat 2-2|Pacific": {
|
|
"win_rate": 51.8,
|
|
"signals": 174,
|
|
"avg_max_r": 0.41
|
|
},
|
|
"Tweezer Tops|Asia": {
|
|
"win_rate": 52.6,
|
|
"signals": 22,
|
|
"avg_max_r": 0.45
|
|
},
|
|
"Tweezer Tops|London Open": {
|
|
"win_rate": 100.0,
|
|
"signals": 3,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Tweezer Tops|London Morning": {
|
|
"win_rate": 33.3,
|
|
"signals": 10,
|
|
"avg_max_r": 0.3
|
|
},
|
|
"Tweezer Tops|London/NY Overlap": {
|
|
"win_rate": 50.0,
|
|
"signals": 5,
|
|
"avg_max_r": 0.6
|
|
},
|
|
"Tweezer Tops|NY Afternoon": {
|
|
"win_rate": 30.0,
|
|
"signals": 11,
|
|
"avg_max_r": 0.27
|
|
},
|
|
"Tweezer Tops|Pacific": {
|
|
"win_rate": 58.8,
|
|
"signals": 19,
|
|
"avg_max_r": 0.53
|
|
},
|
|
"TheStrat 2-1-2|Asia": {
|
|
"win_rate": 60.3,
|
|
"signals": 69,
|
|
"avg_max_r": 0.64
|
|
},
|
|
"TheStrat 2-1-2|London Open": {
|
|
"win_rate": 45.5,
|
|
"signals": 11,
|
|
"avg_max_r": 0.45
|
|
},
|
|
"TheStrat 2-1-2|London Morning": {
|
|
"win_rate": 58.7,
|
|
"signals": 48,
|
|
"avg_max_r": 0.58
|
|
},
|
|
"TheStrat 2-1-2|London/NY Overlap": {
|
|
"win_rate": 40.9,
|
|
"signals": 22,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"TheStrat 2-1-2|NY Afternoon": {
|
|
"win_rate": 51.1,
|
|
"signals": 57,
|
|
"avg_max_r": 0.44
|
|
},
|
|
"TheStrat 2-1-2|Pacific": {
|
|
"win_rate": 63.6,
|
|
"signals": 24,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"TheStrat 1-3 Rev|Asia": {
|
|
"win_rate": 68.8,
|
|
"signals": 16,
|
|
"avg_max_r": 0.69
|
|
},
|
|
"TheStrat 1-3 Rev|London Morning": {
|
|
"win_rate": 53.8,
|
|
"signals": 13,
|
|
"avg_max_r": 0.54
|
|
},
|
|
"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 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": 0.33
|
|
},
|
|
"Bearish Engulfing|London Morning": {
|
|
"win_rate": 66.7,
|
|
"signals": 9,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Bearish Engulfing|London/NY Overlap": {
|
|
"win_rate": 57.1,
|
|
"signals": 14,
|
|
"avg_max_r": 0.57
|
|
},
|
|
"Bearish Engulfing|NY Afternoon": {
|
|
"win_rate": 57.1,
|
|
"signals": 7,
|
|
"avg_max_r": 0.71
|
|
},
|
|
"Bearish Engulfing|Pacific": {
|
|
"win_rate": 50.0,
|
|
"signals": 6,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"TheStrat 3-1-2|Asia": {
|
|
"win_rate": 50.0,
|
|
"signals": 8,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"TheStrat 3-1-2|London Open": {
|
|
"win_rate": 50.0,
|
|
"signals": 3,
|
|
"avg_max_r": 0.33
|
|
},
|
|
"TheStrat 3-1-2|London Morning": {
|
|
"win_rate": 57.1,
|
|
"signals": 7,
|
|
"avg_max_r": 0.57
|
|
},
|
|
"TheStrat 3-1-2|London/NY Overlap": {
|
|
"win_rate": 12.5,
|
|
"signals": 8,
|
|
"avg_max_r": 0.12
|
|
},
|
|
"TheStrat 3-1-2|NY Afternoon": {
|
|
"win_rate": 16.7,
|
|
"signals": 12,
|
|
"avg_max_r": 0.17
|
|
},
|
|
"TheStrat 3-1-2|Pacific": {
|
|
"win_rate": 50.0,
|
|
"signals": 4,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"Three Outside Down|Asia": {
|
|
"win_rate": 68.8,
|
|
"signals": 16,
|
|
"avg_max_r": 0.69
|
|
},
|
|
"Three Outside Down|London Open": {
|
|
"win_rate": 50.0,
|
|
"signals": 4,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"Three Outside Down|London Morning": {
|
|
"win_rate": 33.3,
|
|
"signals": 3,
|
|
"avg_max_r": 0.33
|
|
},
|
|
"Three Outside Down|London/NY Overlap": {
|
|
"win_rate": 66.7,
|
|
"signals": 3,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Three Outside Down|NY Afternoon": {
|
|
"win_rate": 45.5,
|
|
"signals": 11,
|
|
"avg_max_r": 0.45
|
|
},
|
|
"Three Outside Down|Pacific": {
|
|
"win_rate": 83.3,
|
|
"signals": 6,
|
|
"avg_max_r": 0.83
|
|
},
|
|
"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 Bearish Engulfing|London/NY Overlap": {
|
|
"win_rate": 50.0,
|
|
"signals": 6,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"Near Bearish Engulfing|NY Afternoon": {
|
|
"win_rate": 21.4,
|
|
"signals": 14,
|
|
"avg_max_r": 0.21
|
|
},
|
|
"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": 0.25
|
|
},
|
|
"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
|
|
},
|
|
"Three Outside Up|London Morning": {
|
|
"win_rate": 0.0,
|
|
"signals": 4,
|
|
"avg_max_r": 0.0
|
|
},
|
|
"Three Outside Up|London/NY Overlap": {
|
|
"win_rate": 60.0,
|
|
"signals": 5,
|
|
"avg_max_r": 0.6
|
|
},
|
|
"Three Outside Up|NY Afternoon": {
|
|
"win_rate": 42.9,
|
|
"signals": 8,
|
|
"avg_max_r": 0.38
|
|
},
|
|
"Bullish Harami|Asia": {
|
|
"win_rate": 41.2,
|
|
"signals": 18,
|
|
"avg_max_r": 0.39
|
|
},
|
|
"Bullish Harami|London Open": {
|
|
"win_rate": 66.7,
|
|
"signals": 3,
|
|
"avg_max_r": 1.0
|
|
},
|
|
"Bullish Harami|London Morning": {
|
|
"win_rate": 50.0,
|
|
"signals": 10,
|
|
"avg_max_r": 0.7
|
|
},
|
|
"Bullish Harami|London/NY Overlap": {
|
|
"win_rate": 0.0,
|
|
"signals": 4,
|
|
"avg_max_r": 0.0
|
|
},
|
|
"Bullish Harami|NY Afternoon": {
|
|
"win_rate": 61.5,
|
|
"signals": 13,
|
|
"avg_max_r": 0.62
|
|
},
|
|
"Bullish Harami|Pacific": {
|
|
"win_rate": 66.7,
|
|
"signals": 3,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"TheStrat 1-2-2 Rev|Asia": {
|
|
"win_rate": 69.0,
|
|
"signals": 29,
|
|
"avg_max_r": 0.76
|
|
},
|
|
"TheStrat 1-2-2 Rev|London Morning": {
|
|
"win_rate": 58.3,
|
|
"signals": 12,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"TheStrat 1-2-2 Rev|London/NY Overlap": {
|
|
"win_rate": 28.6,
|
|
"signals": 8,
|
|
"avg_max_r": 0.25
|
|
},
|
|
"TheStrat 1-2-2 Rev|NY Afternoon": {
|
|
"win_rate": 54.5,
|
|
"signals": 24,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"TheStrat 1-2-2 Rev|Pacific": {
|
|
"win_rate": 42.1,
|
|
"signals": 21,
|
|
"avg_max_r": 0.38
|
|
},
|
|
"Tweezer Bottoms|Asia": {
|
|
"win_rate": 52.0,
|
|
"signals": 28,
|
|
"avg_max_r": 0.46
|
|
},
|
|
"Tweezer Bottoms|London Open": {
|
|
"win_rate": 66.7,
|
|
"signals": 4,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"Tweezer Bottoms|London Morning": {
|
|
"win_rate": 40.0,
|
|
"signals": 12,
|
|
"avg_max_r": 0.42
|
|
},
|
|
"Tweezer Bottoms|London/NY Overlap": {
|
|
"win_rate": 50.0,
|
|
"signals": 6,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"Tweezer Bottoms|NY Afternoon": {
|
|
"win_rate": 36.4,
|
|
"signals": 16,
|
|
"avg_max_r": 0.25
|
|
},
|
|
"Tweezer Bottoms|Pacific": {
|
|
"win_rate": 50.0,
|
|
"signals": 8,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"Near Bullish Engulfing|Asia": {
|
|
"win_rate": 57.9,
|
|
"signals": 19,
|
|
"avg_max_r": 0.58
|
|
},
|
|
"Near Bullish Engulfing|London Open": {
|
|
"win_rate": 66.7,
|
|
"signals": 6,
|
|
"avg_max_r": 0.83
|
|
},
|
|
"Near Bullish Engulfing|London Morning": {
|
|
"win_rate": 60.0,
|
|
"signals": 10,
|
|
"avg_max_r": 0.7
|
|
},
|
|
"Near Bullish Engulfing|London/NY Overlap": {
|
|
"win_rate": 12.5,
|
|
"signals": 8,
|
|
"avg_max_r": 0.12
|
|
},
|
|
"Near Bullish Engulfing|NY Afternoon": {
|
|
"win_rate": 42.9,
|
|
"signals": 14,
|
|
"avg_max_r": 0.43
|
|
},
|
|
"Near Bullish Engulfing|Pacific": {
|
|
"win_rate": 71.4,
|
|
"signals": 8,
|
|
"avg_max_r": 0.62
|
|
},
|
|
"Bearish Harami|Asia": {
|
|
"win_rate": 68.8,
|
|
"signals": 16,
|
|
"avg_max_r": 0.88
|
|
},
|
|
"Bearish Harami|London Open": {
|
|
"win_rate": 100.0,
|
|
"signals": 3,
|
|
"avg_max_r": 1.0
|
|
},
|
|
"Bearish Harami|London Morning": {
|
|
"win_rate": 50.0,
|
|
"signals": 10,
|
|
"avg_max_r": 0.6
|
|
},
|
|
"Bearish Harami|London/NY Overlap": {
|
|
"win_rate": 66.7,
|
|
"signals": 6,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Bearish Harami|NY Afternoon": {
|
|
"win_rate": 66.7,
|
|
"signals": 12,
|
|
"avg_max_r": 0.58
|
|
},
|
|
"Bearish Harami|Pacific": {
|
|
"win_rate": 50.0,
|
|
"signals": 4,
|
|
"avg_max_r": 0.5
|
|
}
|
|
},
|
|
"confluence": {
|
|
"1": {
|
|
"win_rate": 51.4,
|
|
"signals": 38,
|
|
"avg_max_r": 0.47
|
|
},
|
|
"2": {
|
|
"win_rate": 52.7,
|
|
"signals": 908,
|
|
"avg_max_r": 0.48
|
|
},
|
|
"3": {
|
|
"win_rate": 52.1,
|
|
"signals": 1122,
|
|
"avg_max_r": 0.51
|
|
},
|
|
"4": {
|
|
"win_rate": 52.0,
|
|
"signals": 412,
|
|
"avg_max_r": 0.53
|
|
},
|
|
"5": {
|
|
"win_rate": 66.7,
|
|
"signals": 3,
|
|
"avg_max_r": 0.67
|
|
}
|
|
},
|
|
"equity": {
|
|
"final_equity_r": 116.28,
|
|
"max_dd_r": -115.02,
|
|
"max_dd_pct": 5797.4,
|
|
"max_consec_wins": 30,
|
|
"max_consec_losses": 22,
|
|
"profit_factor": 1.11,
|
|
"expectancy": 0.047,
|
|
"sharpe": 1.56,
|
|
"calmar": 0.41,
|
|
"avg_win_r": 0.994,
|
|
"avg_loss_r": -0.983
|
|
}
|
|
},
|
|
"H4": {
|
|
"overall": {
|
|
"win_rate": 51.9,
|
|
"total_signals": 642,
|
|
"avg_max_r": 0.5,
|
|
"sl_hit_pct": 40.2,
|
|
"tp_hit_pct": 45.0,
|
|
"avg_mae_r": 0.747,
|
|
"avg_mfe_r": 0.824,
|
|
"avg_bars_to_tp": 4.4,
|
|
"avg_exit_r": 0.046,
|
|
"be_move_pct": 0.0
|
|
},
|
|
"patterns": {
|
|
"TheStrat 2-1-2": {
|
|
"win_rate": 62.0,
|
|
"total": 57,
|
|
"avg_max_r": 0.63,
|
|
"sl_hit_pct": 33.3,
|
|
"tp_hit_pct": 52.6
|
|
},
|
|
"TheStrat 2-2": {
|
|
"win_rate": 47.9,
|
|
"total": 334,
|
|
"avg_max_r": 0.45,
|
|
"sl_hit_pct": 43.1,
|
|
"tp_hit_pct": 40.4
|
|
},
|
|
"Bearish Harami": {
|
|
"win_rate": 58.8,
|
|
"total": 17,
|
|
"avg_max_r": 0.65,
|
|
"sl_hit_pct": 35.3,
|
|
"tp_hit_pct": 58.8
|
|
},
|
|
"Tweezer Tops": {
|
|
"win_rate": 41.7,
|
|
"total": 17,
|
|
"avg_max_r": 0.24,
|
|
"sl_hit_pct": 41.2,
|
|
"tp_hit_pct": 23.5
|
|
},
|
|
"TheStrat 3-1-2": {
|
|
"win_rate": 55.6,
|
|
"total": 18,
|
|
"avg_max_r": 0.56,
|
|
"sl_hit_pct": 38.9,
|
|
"tp_hit_pct": 50.0
|
|
},
|
|
"Bearish Engulfing": {
|
|
"win_rate": 57.9,
|
|
"total": 20,
|
|
"avg_max_r": 0.6,
|
|
"sl_hit_pct": 30.0,
|
|
"tp_hit_pct": 55.0
|
|
},
|
|
"Bullish Engulfing": {
|
|
"win_rate": 63.3,
|
|
"total": 31,
|
|
"avg_max_r": 0.52,
|
|
"sl_hit_pct": 32.3,
|
|
"tp_hit_pct": 51.6
|
|
},
|
|
"TheStrat 1-2-2 Rev": {
|
|
"win_rate": 61.1,
|
|
"total": 18,
|
|
"avg_max_r": 0.67,
|
|
"sl_hit_pct": 38.9,
|
|
"tp_hit_pct": 61.1
|
|
},
|
|
"Three Outside Up": {
|
|
"win_rate": 50.0,
|
|
"total": 16,
|
|
"avg_max_r": 0.44,
|
|
"sl_hit_pct": 43.8,
|
|
"tp_hit_pct": 43.8
|
|
},
|
|
"TheStrat 1-3 Rev": {
|
|
"win_rate": 61.3,
|
|
"total": 31,
|
|
"avg_max_r": 0.61,
|
|
"sl_hit_pct": 32.3,
|
|
"tp_hit_pct": 58.1
|
|
},
|
|
"Bullish Harami": {
|
|
"win_rate": 44.4,
|
|
"total": 18,
|
|
"avg_max_r": 0.56,
|
|
"sl_hit_pct": 55.6,
|
|
"tp_hit_pct": 44.4
|
|
},
|
|
"Near Bearish Engulfing": {
|
|
"win_rate": 52.9,
|
|
"total": 17,
|
|
"avg_max_r": 0.53,
|
|
"sl_hit_pct": 41.2,
|
|
"tp_hit_pct": 52.9
|
|
},
|
|
"Tweezer Bottoms": {
|
|
"win_rate": 72.7,
|
|
"total": 13,
|
|
"avg_max_r": 0.69,
|
|
"sl_hit_pct": 15.4,
|
|
"tp_hit_pct": 61.5
|
|
},
|
|
"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": 42.9,
|
|
"total": 16,
|
|
"avg_max_r": 0.38,
|
|
"sl_hit_pct": 43.8,
|
|
"tp_hit_pct": 37.5
|
|
},
|
|
"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": 0.0,
|
|
"total": 4,
|
|
"avg_max_r": 0.0,
|
|
"sl_hit_pct": 75.0,
|
|
"tp_hit_pct": 0.0
|
|
},
|
|
"Morning Star": {
|
|
"win_rate": 0.0,
|
|
"total": 1,
|
|
"avg_max_r": 0.0,
|
|
"sl_hit_pct": 100.0,
|
|
"tp_hit_pct": 0.0
|
|
},
|
|
"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": 0.0,
|
|
"total": 2,
|
|
"avg_max_r": 0.0,
|
|
"sl_hit_pct": 100.0,
|
|
"tp_hit_pct": 0.0
|
|
},
|
|
"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": 100.0,
|
|
"total": 1,
|
|
"avg_max_r": 1.0,
|
|
"sl_hit_pct": 0.0,
|
|
"tp_hit_pct": 100.0
|
|
},
|
|
"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": 2.0,
|
|
"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": 56.5,
|
|
"signals": 108,
|
|
"avg_max_r": 0.51
|
|
},
|
|
"Asia": {
|
|
"win_rate": 57.3,
|
|
"signals": 220,
|
|
"avg_max_r": 0.6
|
|
},
|
|
"London/NY Overlap": {
|
|
"win_rate": 48.5,
|
|
"signals": 112,
|
|
"avg_max_r": 0.4
|
|
},
|
|
"London Morning": {
|
|
"win_rate": 44.8,
|
|
"signals": 106,
|
|
"avg_max_r": 0.47
|
|
},
|
|
"NY Afternoon": {
|
|
"win_rate": 46.4,
|
|
"signals": 96,
|
|
"avg_max_r": 0.4
|
|
}
|
|
},
|
|
"cross": {
|
|
"TheStrat 2-1-2|Pacific": {
|
|
"win_rate": 65.0,
|
|
"signals": 25,
|
|
"avg_max_r": 0.52
|
|
},
|
|
"TheStrat 2-1-2|Asia": {
|
|
"win_rate": 70.6,
|
|
"signals": 18,
|
|
"avg_max_r": 0.72
|
|
},
|
|
"TheStrat 2-1-2|London/NY Overlap": {
|
|
"win_rate": 50.0,
|
|
"signals": 6,
|
|
"avg_max_r": 0.83
|
|
},
|
|
"TheStrat 2-1-2|NY Afternoon": {
|
|
"win_rate": 40.0,
|
|
"signals": 6,
|
|
"avg_max_r": 0.33
|
|
},
|
|
"TheStrat 2-2|Pacific": {
|
|
"win_rate": 47.4,
|
|
"signals": 45,
|
|
"avg_max_r": 0.44
|
|
},
|
|
"TheStrat 2-2|Asia": {
|
|
"win_rate": 55.4,
|
|
"signals": 106,
|
|
"avg_max_r": 0.57
|
|
},
|
|
"TheStrat 2-2|London/NY Overlap": {
|
|
"win_rate": 45.3,
|
|
"signals": 74,
|
|
"avg_max_r": 0.34
|
|
},
|
|
"TheStrat 2-2|London Morning": {
|
|
"win_rate": 38.3,
|
|
"signals": 61,
|
|
"avg_max_r": 0.41
|
|
},
|
|
"TheStrat 2-2|NY Afternoon": {
|
|
"win_rate": 47.6,
|
|
"signals": 48,
|
|
"avg_max_r": 0.42
|
|
},
|
|
"Bearish Harami|Pacific": {
|
|
"win_rate": 66.7,
|
|
"signals": 3,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Bearish Harami|Asia": {
|
|
"win_rate": 100.0,
|
|
"signals": 3,
|
|
"avg_max_r": 1.0
|
|
},
|
|
"Bearish Harami|London Morning": {
|
|
"win_rate": 75.0,
|
|
"signals": 4,
|
|
"avg_max_r": 1.0
|
|
},
|
|
"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": 50.0,
|
|
"signals": 3,
|
|
"avg_max_r": 0.33
|
|
},
|
|
"TheStrat 3-1-2|Pacific": {
|
|
"win_rate": 50.0,
|
|
"signals": 6,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"TheStrat 3-1-2|Asia": {
|
|
"win_rate": 80.0,
|
|
"signals": 5,
|
|
"avg_max_r": 0.8
|
|
},
|
|
"TheStrat 3-1-2|London/NY Overlap": {
|
|
"win_rate": 60.0,
|
|
"signals": 5,
|
|
"avg_max_r": 0.4
|
|
},
|
|
"Bearish Engulfing|Asia": {
|
|
"win_rate": 60.0,
|
|
"signals": 15,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Bearish Engulfing|NY Afternoon": {
|
|
"win_rate": 50.0,
|
|
"signals": 3,
|
|
"avg_max_r": 0.33
|
|
},
|
|
"Bullish Engulfing|Asia": {
|
|
"win_rate": 53.3,
|
|
"signals": 15,
|
|
"avg_max_r": 0.53
|
|
},
|
|
"Bullish Engulfing|London/NY Overlap": {
|
|
"win_rate": 75.0,
|
|
"signals": 4,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"Bullish Engulfing|London Morning": {
|
|
"win_rate": 100.0,
|
|
"signals": 6,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Bullish Engulfing|NY Afternoon": {
|
|
"win_rate": 25.0,
|
|
"signals": 5,
|
|
"avg_max_r": 0.2
|
|
},
|
|
"TheStrat 1-2-2 Rev|Asia": {
|
|
"win_rate": 66.7,
|
|
"signals": 12,
|
|
"avg_max_r": 0.75
|
|
},
|
|
"Three Outside Up|Asia": {
|
|
"win_rate": 50.0,
|
|
"signals": 6,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"Three Outside Up|London/NY Overlap": {
|
|
"win_rate": 66.7,
|
|
"signals": 3,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Three Outside Up|London Morning": {
|
|
"win_rate": 40.0,
|
|
"signals": 5,
|
|
"avg_max_r": 0.2
|
|
},
|
|
"TheStrat 1-3 Rev|Pacific": {
|
|
"win_rate": 64.3,
|
|
"signals": 14,
|
|
"avg_max_r": 0.64
|
|
},
|
|
"TheStrat 1-3 Rev|Asia": {
|
|
"win_rate": 50.0,
|
|
"signals": 12,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"TheStrat 1-3 Rev|London/NY Overlap": {
|
|
"win_rate": 66.7,
|
|
"signals": 3,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Bullish Harami|Asia": {
|
|
"win_rate": 33.3,
|
|
"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
|
|
},
|
|
"Near Bearish Engulfing|NY Afternoon": {
|
|
"win_rate": 25.0,
|
|
"signals": 4,
|
|
"avg_max_r": 0.25
|
|
},
|
|
"Tweezer Bottoms|Pacific": {
|
|
"win_rate": 100.0,
|
|
"signals": 4,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"Tweezer Bottoms|Asia": {
|
|
"win_rate": 80.0,
|
|
"signals": 5,
|
|
"avg_max_r": 1.0
|
|
},
|
|
"Tweezer Bottoms|NY Afternoon": {
|
|
"win_rate": 66.7,
|
|
"signals": 3,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Three Outside Down|London Morning": {
|
|
"win_rate": 50.0,
|
|
"signals": 12,
|
|
"avg_max_r": 0.5
|
|
}
|
|
},
|
|
"confluence": {
|
|
"1": {
|
|
"win_rate": 34.6,
|
|
"signals": 28,
|
|
"avg_max_r": 0.32
|
|
},
|
|
"2": {
|
|
"win_rate": 54.5,
|
|
"signals": 320,
|
|
"avg_max_r": 0.53
|
|
},
|
|
"3": {
|
|
"win_rate": 50.9,
|
|
"signals": 232,
|
|
"avg_max_r": 0.49
|
|
},
|
|
"4": {
|
|
"win_rate": 50.8,
|
|
"signals": 62,
|
|
"avg_max_r": 0.42
|
|
}
|
|
},
|
|
"equity": {
|
|
"final_equity_r": 29.34,
|
|
"max_dd_r": -25.93,
|
|
"max_dd_pct": 0,
|
|
"max_consec_wins": 17,
|
|
"max_consec_losses": 15,
|
|
"profit_factor": 1.11,
|
|
"expectancy": 0.046,
|
|
"sharpe": 1.56,
|
|
"calmar": 1.78,
|
|
"avg_win_r": 0.962,
|
|
"avg_loss_r": -0.936
|
|
}
|
|
},
|
|
"D1": {
|
|
"overall": {
|
|
"win_rate": 47.2,
|
|
"total_signals": 188,
|
|
"avg_max_r": 0.46,
|
|
"sl_hit_pct": 49.5,
|
|
"tp_hit_pct": 44.1,
|
|
"avg_mae_r": 0.893,
|
|
"avg_mfe_r": 0.789,
|
|
"avg_bars_to_tp": 3.6,
|
|
"avg_exit_r": -0.055,
|
|
"be_move_pct": 0.0
|
|
},
|
|
"patterns": {
|
|
"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": 33.3,
|
|
"total": 6,
|
|
"avg_max_r": 0.17,
|
|
"sl_hit_pct": 66.7,
|
|
"tp_hit_pct": 16.7
|
|
},
|
|
"TheStrat 2-2": {
|
|
"win_rate": 40.0,
|
|
"total": 106,
|
|
"avg_max_r": 0.42,
|
|
"sl_hit_pct": 54.7,
|
|
"tp_hit_pct": 38.7
|
|
},
|
|
"Bearish Engulfing": {
|
|
"win_rate": 66.7,
|
|
"total": 3,
|
|
"avg_max_r": 0.33,
|
|
"sl_hit_pct": 33.3,
|
|
"tp_hit_pct": 33.3
|
|
},
|
|
"TheStrat 2-1-2": {
|
|
"win_rate": 66.7,
|
|
"total": 18,
|
|
"avg_max_r": 0.67,
|
|
"sl_hit_pct": 33.3,
|
|
"tp_hit_pct": 66.7
|
|
},
|
|
"Tweezer Tops": {
|
|
"win_rate": 66.7,
|
|
"total": 6,
|
|
"avg_max_r": 0.67,
|
|
"sl_hit_pct": 50.0,
|
|
"tp_hit_pct": 66.7
|
|
},
|
|
"Bullish Engulfing": {
|
|
"win_rate": 62.5,
|
|
"total": 10,
|
|
"avg_max_r": 0.5,
|
|
"sl_hit_pct": 30.0,
|
|
"tp_hit_pct": 50.0
|
|
},
|
|
"Bearish Harami": {
|
|
"win_rate": 55.6,
|
|
"total": 9,
|
|
"avg_max_r": 0.67,
|
|
"sl_hit_pct": 44.4,
|
|
"tp_hit_pct": 55.6
|
|
},
|
|
"Three Outside Up": {
|
|
"win_rate": 50.0,
|
|
"total": 4,
|
|
"avg_max_r": 0.5,
|
|
"sl_hit_pct": 50.0,
|
|
"tp_hit_pct": 50.0
|
|
},
|
|
"Bullish Harami": {
|
|
"win_rate": 75.0,
|
|
"total": 4,
|
|
"avg_max_r": 0.75,
|
|
"sl_hit_pct": 25.0,
|
|
"tp_hit_pct": 75.0
|
|
},
|
|
"Piercing Line": {
|
|
"win_rate": 100.0,
|
|
"total": 1,
|
|
"avg_max_r": 1.0,
|
|
"sl_hit_pct": 0.0,
|
|
"tp_hit_pct": 100.0
|
|
},
|
|
"Hammer": {
|
|
"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": 2,
|
|
"avg_max_r": 0.0,
|
|
"sl_hit_pct": 50.0,
|
|
"tp_hit_pct": 0.0
|
|
},
|
|
"TheStrat 1-3 Rev": {
|
|
"win_rate": 50.0,
|
|
"total": 6,
|
|
"avg_max_r": 0.5,
|
|
"sl_hit_pct": 50.0,
|
|
"tp_hit_pct": 50.0
|
|
},
|
|
"Three Outside Down": {
|
|
"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": 33.3,
|
|
"total": 3,
|
|
"avg_max_r": 0.33,
|
|
"sl_hit_pct": 66.7,
|
|
"tp_hit_pct": 33.3
|
|
},
|
|
"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": 50.0,
|
|
"total": 2,
|
|
"avg_max_r": 0.5,
|
|
"sl_hit_pct": 50.0,
|
|
"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": 47.2,
|
|
"signals": 188,
|
|
"avg_max_r": 0.46
|
|
}
|
|
},
|
|
"cross": {
|
|
"TheStrat 3-1-2|Pacific": {
|
|
"win_rate": 33.3,
|
|
"signals": 3,
|
|
"avg_max_r": 0.33
|
|
},
|
|
"TheStrat 1-2-2 Rev|Pacific": {
|
|
"win_rate": 33.3,
|
|
"signals": 6,
|
|
"avg_max_r": 0.17
|
|
},
|
|
"TheStrat 2-2|Pacific": {
|
|
"win_rate": 40.0,
|
|
"signals": 106,
|
|
"avg_max_r": 0.42
|
|
},
|
|
"Bearish Engulfing|Pacific": {
|
|
"win_rate": 66.7,
|
|
"signals": 3,
|
|
"avg_max_r": 0.33
|
|
},
|
|
"TheStrat 2-1-2|Pacific": {
|
|
"win_rate": 66.7,
|
|
"signals": 18,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Tweezer Tops|Pacific": {
|
|
"win_rate": 66.7,
|
|
"signals": 6,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Bullish Engulfing|Pacific": {
|
|
"win_rate": 62.5,
|
|
"signals": 10,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"Bearish Harami|Pacific": {
|
|
"win_rate": 55.6,
|
|
"signals": 9,
|
|
"avg_max_r": 0.67
|
|
},
|
|
"Three Outside Up|Pacific": {
|
|
"win_rate": 50.0,
|
|
"signals": 4,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"Bullish Harami|Pacific": {
|
|
"win_rate": 75.0,
|
|
"signals": 4,
|
|
"avg_max_r": 0.75
|
|
},
|
|
"TheStrat 1-3 Rev|Pacific": {
|
|
"win_rate": 50.0,
|
|
"signals": 6,
|
|
"avg_max_r": 0.5
|
|
},
|
|
"Near Bullish Engulfing|Pacific": {
|
|
"win_rate": 33.3,
|
|
"signals": 3,
|
|
"avg_max_r": 0.33
|
|
}
|
|
},
|
|
"confluence": {
|
|
"1": {
|
|
"win_rate": 68.4,
|
|
"signals": 41,
|
|
"avg_max_r": 0.66
|
|
},
|
|
"2": {
|
|
"win_rate": 39.1,
|
|
"signals": 120,
|
|
"avg_max_r": 0.38
|
|
},
|
|
"3": {
|
|
"win_rate": 51.9,
|
|
"signals": 27,
|
|
"avg_max_r": 0.52
|
|
}
|
|
},
|
|
"equity": {
|
|
"final_equity_r": -10.37,
|
|
"max_dd_r": -16.31,
|
|
"max_dd_pct": 3561.4,
|
|
"max_consec_wins": 5,
|
|
"max_consec_losses": 7,
|
|
"profit_factor": 0.89,
|
|
"expectancy": -0.055,
|
|
"sharpe": -1.82,
|
|
"calmar": -3.41,
|
|
"avg_win_r": 0.971,
|
|
"avg_loss_r": -0.978
|
|
}
|
|
}
|
|
}
|
|
} |