3173 lines
83 KiB
JSON
3173 lines
83 KiB
JSON
{
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"symbol": "EURUSD",
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"generated_at": "2026-05-21 15:56:01",
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"backtest_range": "2025-10-01 to 2026-05-16",
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"broker_utc_offset": 2,
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"timeframes": {
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"M5": {
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"overall": {
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"win_rate": 55.3,
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"total_signals": 23263,
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"avg_max_r": 0.51,
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"sl_hit_pct": 41.0,
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"tp_hit_pct": 50.7,
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"avg_mae_r": 0.666,
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"avg_mfe_r": 0.737,
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"avg_bars_to_tp": 92.6,
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"avg_exit_r": 0.097,
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"be_move_pct": 0.0
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},
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"patterns": {
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"TheStrat 2-2": {
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"win_rate": 54.9,
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"total": 12754,
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"avg_max_r": 0.5,
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"sl_hit_pct": 40.7,
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"tp_hit_pct": 49.7
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},
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"Near Bearish Engulfing": {
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"win_rate": 59.1,
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"total": 1090,
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"avg_max_r": 0.58,
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"sl_hit_pct": 40.0,
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"tp_hit_pct": 58.0
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},
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"Evening Star": {
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"win_rate": 63.0,
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"total": 55,
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"avg_max_r": 0.62,
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"sl_hit_pct": 36.4,
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"tp_hit_pct": 61.8
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},
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"TheStrat 1-3 Rev": {
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"win_rate": 54.3,
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"total": 502,
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"avg_max_r": 0.53,
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"sl_hit_pct": 44.6,
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"tp_hit_pct": 52.8
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},
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"TheStrat 3-1-2": {
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"win_rate": 55.0,
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"total": 404,
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"avg_max_r": 0.51,
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"sl_hit_pct": 42.1,
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"tp_hit_pct": 51.0
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},
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"Tweezer Tops": {
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"win_rate": 60.2,
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"total": 930,
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"avg_max_r": 0.47,
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"sl_hit_pct": 30.6,
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"tp_hit_pct": 46.3
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},
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"Three Outside Down": {
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"win_rate": 57.1,
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"total": 407,
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"avg_max_r": 0.57,
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"sl_hit_pct": 42.0,
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"tp_hit_pct": 56.0
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},
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"TheStrat 2-1-2": {
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"win_rate": 55.0,
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"total": 2048,
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"avg_max_r": 0.52,
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"sl_hit_pct": 42.3,
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"tp_hit_pct": 51.7
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},
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"TheStrat 1-2-2 Rev": {
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"win_rate": 56.6,
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"total": 800,
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"avg_max_r": 0.54,
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"sl_hit_pct": 40.4,
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"tp_hit_pct": 53.1
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},
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"Bearish Engulfing": {
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"win_rate": 59.4,
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"total": 842,
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"avg_max_r": 0.58,
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"sl_hit_pct": 39.7,
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"tp_hit_pct": 57.8
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},
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"Bearish Harami": {
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"win_rate": 59.6,
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"total": 290,
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"avg_max_r": 0.58,
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"sl_hit_pct": 39.7,
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"tp_hit_pct": 57.6
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},
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"Shooting Star": {
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"win_rate": 33.3,
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"total": 5,
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"avg_max_r": 0.2,
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"sl_hit_pct": 40.0,
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"tp_hit_pct": 20.0
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},
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"Three Inside Down": {
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"win_rate": 60.6,
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"total": 33,
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"avg_max_r": 0.58,
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"sl_hit_pct": 39.4,
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"tp_hit_pct": 57.6
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},
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"Upside Gap Two Crows": {
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"win_rate": 47.2,
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"total": 36,
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"avg_max_r": 0.47,
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"sl_hit_pct": 52.8,
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"tp_hit_pct": 47.2
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},
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"Bearish Doji Star": {
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"win_rate": 66.7,
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"total": 5,
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"avg_max_r": 0.4,
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"sl_hit_pct": 20.0,
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"tp_hit_pct": 40.0
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},
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"Three Black Crows": {
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"win_rate": 57.1,
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"total": 8,
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"avg_max_r": 0.5,
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"sl_hit_pct": 37.5,
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"tp_hit_pct": 50.0
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},
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"Marubozu (Bearish)": {
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"win_rate": 60.0,
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"total": 5,
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"avg_max_r": 0.6,
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"sl_hit_pct": 40.0,
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"tp_hit_pct": 60.0
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},
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"Hanging Man": {
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"win_rate": 0.0,
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"total": 3,
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"avg_max_r": 0.0,
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"sl_hit_pct": 100.0,
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"tp_hit_pct": 0.0
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},
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"Bullish Engulfing": {
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"win_rate": 50.4,
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"total": 692,
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"avg_max_r": 0.5,
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"sl_hit_pct": 48.4,
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"tp_hit_pct": 49.6
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},
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"Near Bullish Engulfing": {
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"win_rate": 51.3,
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"total": 956,
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"avg_max_r": 0.51,
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"sl_hit_pct": 47.3,
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"tp_hit_pct": 50.3
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},
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"Three Outside Up": {
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"win_rate": 50.9,
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"total": 291,
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"avg_max_r": 0.51,
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"sl_hit_pct": 48.1,
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"tp_hit_pct": 50.2
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},
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"Tweezer Bottoms": {
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"win_rate": 55.5,
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"total": 775,
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"avg_max_r": 0.45,
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"sl_hit_pct": 35.2,
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"tp_hit_pct": 44.0
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},
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"Bullish Harami": {
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"win_rate": 51.2,
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"total": 204,
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"avg_max_r": 0.52,
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"sl_hit_pct": 47.5,
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"tp_hit_pct": 51.0
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},
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"Ladder Bottom": {
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"win_rate": 45.5,
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"total": 11,
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"avg_max_r": 0.45,
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"sl_hit_pct": 54.5,
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"tp_hit_pct": 45.5
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},
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"Morning Star": {
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"win_rate": 54.1,
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"total": 37,
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"avg_max_r": 0.57,
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"sl_hit_pct": 43.2,
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"tp_hit_pct": 54.1
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},
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"Bullish Three-Line Strike": {
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"win_rate": 0.0,
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"total": 4,
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"avg_max_r": 0.0,
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"sl_hit_pct": 25.0,
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"tp_hit_pct": 0.0
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},
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"Hammer": {
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"win_rate": 50.0,
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"total": 6,
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"avg_max_r": 0.33,
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"sl_hit_pct": 33.3,
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"tp_hit_pct": 33.3
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},
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"Three Inside Up": {
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"win_rate": 45.8,
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"total": 24,
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"avg_max_r": 0.46,
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"sl_hit_pct": 54.2,
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"tp_hit_pct": 45.8
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},
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"Marubozu (Bullish)": {
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"win_rate": 75.0,
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"total": 8,
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"avg_max_r": 0.75,
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"sl_hit_pct": 25.0,
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"tp_hit_pct": 75.0
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},
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"Meeting Lines (Bullish)": {
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"win_rate": 100.0,
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"total": 1,
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"avg_max_r": 1.0,
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"sl_hit_pct": 0.0,
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"tp_hit_pct": 100.0
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},
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"Inverted Hammer": {
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"win_rate": 50.0,
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"total": 4,
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"avg_max_r": 0.5,
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"sl_hit_pct": 50.0,
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"tp_hit_pct": 50.0
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},
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"Three White Soldiers": {
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"win_rate": 66.7,
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"total": 9,
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"avg_max_r": 0.67,
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"sl_hit_pct": 33.3,
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"tp_hit_pct": 66.7
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},
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"Bullish Belt Hold": {
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"win_rate": 50.0,
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"total": 3,
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"avg_max_r": 0.33,
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"sl_hit_pct": 33.3,
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"tp_hit_pct": 33.3
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},
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"Bullish Separating Lines": {
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"win_rate": 0.0,
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"total": 1,
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"avg_max_r": 0.0,
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"sl_hit_pct": 100.0,
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"tp_hit_pct": 0.0
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},
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"Concealing Baby Swallow": {
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"win_rate": 100.0,
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"total": 3,
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"avg_max_r": 0.33,
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"sl_hit_pct": 0.0,
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"tp_hit_pct": 33.3
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},
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"Piercing Line": {
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"win_rate": 0.0,
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"total": 2,
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"avg_max_r": 0.0,
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"sl_hit_pct": 50.0,
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"tp_hit_pct": 0.0
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},
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"Dragonfly Doji": {
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"win_rate": 100.0,
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"total": 2,
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"avg_max_r": 1.0,
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"sl_hit_pct": 0.0,
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"tp_hit_pct": 100.0
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},
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"Rising Three Methods": {
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"win_rate": 50.0,
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"total": 2,
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"avg_max_r": 0.5,
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"sl_hit_pct": 50.0,
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"tp_hit_pct": 50.0
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},
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"Bearish Three-Line Strike": {
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"win_rate": 0,
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"total": 1,
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"avg_max_r": 0.0,
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"sl_hit_pct": 0.0,
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"tp_hit_pct": 0.0
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},
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"Gravestone Doji": {
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"win_rate": 66.7,
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"total": 3,
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"avg_max_r": 0.67,
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"sl_hit_pct": 33.3,
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"tp_hit_pct": 66.7
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},
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"Bearish Belt Hold": {
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"win_rate": 50.0,
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"total": 4,
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"avg_max_r": 0.5,
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"sl_hit_pct": 50.0,
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"tp_hit_pct": 50.0
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},
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"Dark Cloud Cover": {
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"win_rate": 66.7,
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"total": 3,
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"avg_max_r": 0.67,
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"sl_hit_pct": 33.3,
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"tp_hit_pct": 66.7
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}
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},
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"sessions": {
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"Pacific": {
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"win_rate": 54.4,
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"signals": 3819,
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"avg_max_r": 0.5
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},
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"Asia": {
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"win_rate": 56.9,
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"signals": 6792,
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"avg_max_r": 0.53
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},
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"London Open": {
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"win_rate": 60.7,
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"signals": 2023,
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"avg_max_r": 0.56
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},
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"London Morning": {
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"win_rate": 58.2,
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"signals": 2879,
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"avg_max_r": 0.54
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},
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"London/NY Overlap": {
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"win_rate": 52.6,
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"signals": 3886,
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"avg_max_r": 0.48
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},
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"NY Afternoon": {
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"win_rate": 50.9,
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"signals": 3864,
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"avg_max_r": 0.48
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}
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},
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"cross": {
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"TheStrat 2-2|Pacific": {
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"win_rate": 50.8,
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"signals": 1799,
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"avg_max_r": 0.46
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},
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"TheStrat 2-2|Asia": {
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"win_rate": 57.5,
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"signals": 3720,
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"avg_max_r": 0.53
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},
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"TheStrat 2-2|London Open": {
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"win_rate": 60.4,
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"signals": 1182,
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"avg_max_r": 0.55
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},
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"TheStrat 2-2|London Morning": {
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"win_rate": 57.7,
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"signals": 1663,
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"avg_max_r": 0.53
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},
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"TheStrat 2-2|London/NY Overlap": {
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"win_rate": 52.9,
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"signals": 2245,
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"avg_max_r": 0.48
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},
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"TheStrat 2-2|NY Afternoon": {
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"win_rate": 50.8,
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"signals": 2145,
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"avg_max_r": 0.47
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},
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"Near Bearish Engulfing|Pacific": {
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"win_rate": 60.6,
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"signals": 200,
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"avg_max_r": 0.6
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},
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"Near Bearish Engulfing|Asia": {
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"win_rate": 60.4,
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"signals": 337,
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"avg_max_r": 0.6
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},
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"Near Bearish Engulfing|London Open": {
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"win_rate": 68.8,
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"signals": 80,
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"avg_max_r": 0.7
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},
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"Near Bearish Engulfing|London Morning": {
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"win_rate": 59.4,
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"signals": 134,
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"avg_max_r": 0.59
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},
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"Near Bearish Engulfing|London/NY Overlap": {
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"win_rate": 55.2,
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"signals": 158,
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"avg_max_r": 0.53
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},
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"Near Bearish Engulfing|NY Afternoon": {
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"win_rate": 53.4,
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"signals": 181,
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"avg_max_r": 0.51
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},
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"Evening Star|Pacific": {
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"win_rate": 63.6,
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"signals": 12,
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"avg_max_r": 0.58
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},
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"Evening Star|Asia": {
|
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"win_rate": 64.3,
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"signals": 14,
|
|
"avg_max_r": 0.64
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},
|
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"Evening Star|London Open": {
|
|
"win_rate": 62.5,
|
|
"signals": 8,
|
|
"avg_max_r": 0.62
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},
|
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"Evening Star|London Morning": {
|
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"win_rate": 57.1,
|
|
"signals": 7,
|
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"avg_max_r": 0.57
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},
|
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"Evening Star|London/NY Overlap": {
|
|
"win_rate": 66.7,
|
|
"signals": 6,
|
|
"avg_max_r": 0.67
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},
|
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"Evening Star|NY Afternoon": {
|
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"win_rate": 62.5,
|
|
"signals": 8,
|
|
"avg_max_r": 0.62
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},
|
|
"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
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|
},
|
|
"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
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|
},
|
|
"TheStrat 3-1-2|London Open": {
|
|
"win_rate": 63.6,
|
|
"signals": 35,
|
|
"avg_max_r": 0.6
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|
},
|
|
"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
|
|
}
|
|
}
|
|
}
|
|
} |