{ "name": "Secuora Strategy Study", "description": "Famous, widely taught trading strategies coded to exact mechanical rules and backtested on real market data with trading costs applied.", "source": "https://secuora.net/research", "methodology": "https://secuora.net/methodology", "licence": "Free to reuse with attribution to Secuora (https://secuora.net)", "parameters": { "windows": [ "2025-01 to 2025-12", "2025-06 to 2026-05" ], "markets": [ "BTC", "ETH", "Gold (PAXG)", "EUR" ], "dataSource": "Binance spot 1-minute klines (data-api.binance.vision), aggregated per strategy timeframe", "costs": "Commission 0.05% per side; no spread/slippage modeled (BTC/ETH spot spreads are sub-basis-point); position size capped at 10× notional leverage", "startingBalance": 10000, "riskPerTradePct": 1, "engine": "Secuora ai-strategy deterministic runner (same engine as the in-app AI backtester)" }, "strategyCount": 49, "runCount": 154, "tradeCount": 127817, "runs": [ { "runSet": "research", "strategy": "ict-silver-bullet", "name": "ICT Silver Bullet (AM)", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "5m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 105120, "codedRules": "FVG = 3-candle imbalance; entry at the 50% (consequent encroachment) of the freshest unfilled gap MSS = close beyond the most recent confirmed swing (fractal lookback 3) Sweep = wick through the prior swing with a close back inside Risk 1% of equity per trade", "netPnl": -119.95747943156348, "netPnlPct": -1.199574794315635, "totalTrades": 1, "wins": 0, "losses": 1, "winRate": 0, "profitFactor": 0, "grossProfit": 0, "grossLoss": 119.95747943156348, "avgWin": 0, "avgLoss": 119.95747943156348, "expectancy": -119.95747943156348, "avgRMultiple": -1.1995747943156347, "bestTrade": -119.95747943156348, "worstTrade": -119.95747943156348, "maxDrawdown": 119.95747943156312, "maxDrawdownPct": 1.1995747943156312, "sharpe": 0, "totalFees": 19.95747943156347, "maxConsecWins": 0, "maxConsecLosses": 1 }, { "runSet": "research", "strategy": "ict-silver-bullet-relaxed", "name": "ICT Silver Bullet (relaxed: sweep + FVG, no same-candle MSS)", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "5m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 105120, "codedRules": "RELAXED reading: liquidity sweep and FVG retrace must coincide on the same 5m candle; the strict recipe additionally requires a same-candle market-structure shift Published alongside the strict reading so the sample-size difference is visible", "netPnl": -3352.1784088900376, "netPnlPct": -33.521784088900375, "totalTrades": 46, "wins": 8, "losses": 38, "winRate": 17.391304347826086, "profitFactor": 0.13690382857927155, "grossProfit": 531.7206511325226, "grossLoss": 3883.8990600225607, "avgWin": 66.46508139156532, "avgLoss": 102.2078700005937, "expectancy": -72.87344367152255, "avgRMultiple": -7.513594176200108, "bestTrade": 128.686638883921, "worstTrade": -194.0910267925425, "maxDrawdown": 3352.1784088900395, "maxDrawdownPct": 33.5217840889004, "sharpe": -0.5026140698222209, "totalFees": 3323.439165320524, "maxConsecWins": 2, "maxConsecLosses": 15 }, { "runSet": "research", "strategy": "fvg-strategy", "name": "FVG entry after 10:00 (NY)", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "5m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 105120, "codedRules": "\"after 10:00\" read as the 10:00–16:00 New York session FVG entry at the 50% of the freshest unfilled gap, max 30 bars old", "netPnl": -9930.256864289504, "netPnlPct": -99.30256864289504, "totalTrades": 1154, "wins": 315, "losses": 839, "winRate": 27.29636048526863, "profitFactor": 0.3367034218524133, "grossProfit": 5040.809158728599, "grossLoss": 14971.066023018113, "avgWin": 16.00256875786857, "avgLoss": 17.843940432679513, "expectancy": -8.605075272347923, "avgRMultiple": -3.845815249328458, "bestTrade": 156.32868493660018, "worstTrade": -176.81003475017303, "maxDrawdown": 9930.256864289533, "maxDrawdownPct": 99.30256864289532, "sharpe": -0.13257111765761398, "totalFees": 9635.809735032724, "maxConsecWins": 4, "maxConsecLosses": 21 }, { "runSet": "research", "strategy": "liquidity-sweep-reversal", "name": "Liquidity sweep reversal", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "", "netPnl": -9999.999999996417, "netPnlPct": -99.99999999996416, "totalTrades": 3349, "wins": 707, "losses": 2642, "winRate": 21.110779337115556, "profitFactor": 0.21741307076867583, "grossProfit": 2778.1331715078077, "grossLoss": 12778.133171504203, "avgWin": 3.9294670035471113, "avgLoss": 4.836537915028086, "expectancy": -2.985965959986986, "avgRMultiple": -22.561926892857148, "bestTrade": 156.66980938523145, "worstTrade": -199.5009052561753, "maxDrawdown": 10195.320091549358, "maxDrawdownPct": 99.99999999996452, "sharpe": -0.35867788634818343, "totalFees": 10656.683764205965, "maxConsecWins": 5, "maxConsecLosses": 24 }, { "runSet": "research", "strategy": "ema-golden-cross", "name": "EMA 50/200 golden cross", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "1h", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 8760, "codedRules": "Stop = 1 × ATR(14) from entry", "netPnl": -1979.8815060258873, "netPnlPct": -19.798815060258875, "totalTrades": 55, "wins": 15, "losses": 40, "winRate": 27.27272727272727, "profitFactor": 0.5429901145168977, "grossProfit": 2352.369434088824, "grossLoss": 4332.25094011471, "avgWin": 156.82462893925495, "avgLoss": 108.30627350286775, "expectancy": -35.997845564107045, "avgRMultiple": -0.3914029128742712, "bestTrade": 175.81285343552474, "worstTrade": -141.84020544359961, "maxDrawdown": 2124.3523135515343, "maxDrawdownPct": 21.243523135515343, "sharpe": -0.2176926509153158, "totalFees": 1032.7076717526872, "maxConsecWins": 2, "maxConsecLosses": 10 }, { "runSet": "research", "strategy": "opening-range-breakout", "name": "Opening Range Breakout (NY, 30m)", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "5m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 105120, "codedRules": "Opening range = the high/low of 09:30–10:00 New York time Entry on the FIRST 5m close beyond the completed range (cross, no re-entry signal while price stays beyond) Entries allowed 10:00–12:00 NY; any open position closes at 12:00 Stop beyond the last opposing swing (fractal lookback 3); 2R target; 1% risk per trade Crypto trades 24/7 — the NY window captures the US-equities-open volatility, not an exchange open", "netPnl": -4484.87185189034, "netPnlPct": -44.8487185189034, "totalTrades": 417, "wins": 164, "losses": 253, "winRate": 39.328537170263786, "profitFactor": 0.6524287137228565, "grossProfit": 8418.58717640876, "grossLoss": 12903.459028299098, "avgWin": 51.332848636638786, "avgLoss": 51.001814341103156, "expectancy": -10.755088373837745, "avgRMultiple": -0.1431804328836399, "bestTrade": 175.72420228000254, "worstTrade": -149.76177080506102, "maxDrawdown": 4621.162066100383, "maxDrawdownPct": 45.89043717292616, "sharpe": -0.06377476075523276, "totalFees": 6568.585547738828, "maxConsecWins": 5, "maxConsecLosses": 9 }, { "runSet": "research", "strategy": "london-session-breakout", "name": "London Session Breakout (08:00, 30m range)", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "5m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 105120, "codedRules": "Opening range = the high/low of 08:00–08:30 London time (DST-correct) Entry on the FIRST 5m close beyond the completed range, 08:30–11:00 London; flat at 11:00 Stop beyond the last opposing swing (lookback 3); 2R target; 1% risk per trade Crypto trades 24/7 — the window captures the European-morning volatility regime", "netPnl": -7415.962507662956, "netPnlPct": -74.15962507662957, "totalTrades": 465, "wins": 159, "losses": 306, "winRate": 34.193548387096776, "profitFactor": 0.48858575766942197, "grossProfit": 7084.9291254435075, "grossLoss": 14500.891633106472, "avgWin": 44.55930267574533, "avgLoss": 47.38853474871396, "expectancy": -15.94830646809238, "avgRMultiple": -0.3072651795835657, "bestTrade": 153.5861273078735, "worstTrade": -191.02792395984318, "maxDrawdown": 7469.0154783016405, "maxDrawdownPct": 74.29599247229591, "sharpe": -0.20506514467794457, "totalFees": 8974.321460946314, "maxConsecWins": 5, "maxConsecLosses": 13 }, { "runSet": "research", "strategy": "turtle-soup", "name": "Turtle Soup (intraday sweep of a deeper swing)", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Intraday adaptation of Connors/Raschke Turtle Soup: the original fades a 20-DAY breakout; here a 15m wick through a deeper (lookback-10) confirmed swing that closes back inside, during NY hours Stop beyond the sweep extreme via the last opposing lookback-10 swing; 2R target; flat at 16:00 NY", "netPnl": -9984.78516479826, "netPnlPct": -99.84785164798261, "totalTrades": 777, "wins": 167, "losses": 610, "winRate": 21.492921492921493, "profitFactor": 0.2208186941514885, "grossProfit": 2829.67161163203, "grossLoss": 12814.456776430292, "avgWin": 16.944141387018142, "avgLoss": 21.007306190869333, "expectancy": -12.85043135752672, "avgRMultiple": -26.65467090300935, "bestTrade": 153.54312732676087, "worstTrade": -166.36387855847775, "maxDrawdown": 10024.713094431445, "maxDrawdownPct": 99.84845672888942, "sharpe": -0.3619259681381785, "totalFees": 8733.468374895207, "maxConsecWins": 4, "maxConsecLosses": 19 }, { "runSet": "research", "strategy": "rsi-mean-reversion", "name": "RSI(14) mean reversion (30/70 cross)", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Long when RSI(14) crosses back UP through 30; short when it crosses back DOWN through 70 (cross semantics, not level-touch) Stop 1.5×ATR(14); target 1.5R; no session filter (24/7)", "netPnl": -9886.786325134362, "netPnlPct": -98.86786325134362, "totalTrades": 1338, "wins": 514, "losses": 824, "winRate": 38.41554559043348, "profitFactor": 0.5400234544730496, "grossProfit": 11607.323366497898, "grossLoss": 21494.109691632242, "avgWin": 22.582341179956998, "avgLoss": 26.085084577223594, "expectancy": -7.389227447783529, "avgRMultiple": -0.3301877882287403, "bestTrade": 131.24541070250126, "worstTrade": -163.4046811581454, "maxDrawdown": 9987.615469128355, "maxDrawdownPct": 98.894434966718, "sharpe": -0.19576869437822245, "totalFees": 9219.92217508819, "maxConsecWins": 6, "maxConsecLosses": 11 }, { "runSet": "research", "strategy": "ny-opening-drive", "name": "NY Opening Drive (displacement + breakout, 09:30–10:30)", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "5m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 105120, "codedRules": "“Opening drive” read mechanically: an outsized momentum candle (body > 1.5×ATR(14)) that also closes beyond the prior hour’s (12×5m) high/low, inside 09:30–10:30 NY Stop 1×ATR(14); 2R target; flat at 10:30", "netPnl": -8618.143169807596, "netPnlPct": -86.18143169807595, "totalTrades": 307, "wins": 92, "losses": 215, "winRate": 29.967426710097723, "profitFactor": 0.3338525053443905, "grossProfit": 4319.146603027283, "grossLoss": 12937.289772834874, "avgWin": 46.94724568507917, "avgLoss": 60.17344080388314, "expectancy": -28.072127588949822, "avgRMultiple": -0.7747616968230906, "bestTrade": 145.8109061182475, "worstTrade": -180.76142873356667, "maxDrawdown": 8618.143169807592, "maxDrawdownPct": 86.18143169807591, "sharpe": -0.3506697587337512, "totalFees": 7824.283372221496, "maxConsecWins": 5, "maxConsecLosses": 13 }, { "runSet": "research", "strategy": "macd-zero-cross", "name": "MACD zero-line cross (≡ EMA 12/26 cross)", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "1h", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 8760, "codedRules": "The MACD line is EMA(12)−EMA(26), so the MACD ZERO-LINE cross is mathematically identical to the EMA 12/26 cross — that is what this run tests The signal-line (9-EMA of MACD) cross is a different trigger and is not yet a supported primitive Stop 1×ATR(14); 2R target; 24/7", "netPnl": -6129.736778519861, "netPnlPct": -61.29736778519861, "totalTrades": 293, "wins": 87, "losses": 206, "winRate": 29.692832764505116, "profitFactor": 0.6177099045412544, "grossProfit": 9904.517970257297, "grossLoss": 16034.254748777163, "avgWin": 113.84503414088847, "avgLoss": 77.83618810086001, "expectancy": -20.92060333965823, "avgRMultiple": -0.31411409359831133, "bestTrade": 174.48621889594, "worstTrade": -136.86155587301636, "maxDrawdown": 6193.555723748603, "maxDrawdownPct": 61.58227575936158, "sharpe": -0.22719561865546406, "totalFees": 4034.24665626615, "maxConsecWins": 3, "maxConsecLosses": 13 }, { "runSet": "research", "strategy": "momentum-scalping-1m", "name": "Momentum scalping (1m displacement + breakout)", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "1m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 525600, "codedRules": "Scalp read mechanically: a 1m candle with body > 2×ATR(14) closing beyond the prior 20-minute high/low; 1.5×ATR stop, 2R target When one 1-minute bar touches BOTH stop and target, the engine counts the stop (worst-case convention) — at this timescale that convention materially shapes the result, which is itself a lesson about 1m backtests This run also measures what FEES do to 1-minute scalping — watch the fees column", "netPnl": -9999.999999999945, "netPnlPct": -99.99999999999946, "totalTrades": 15653, "wins": 2377, "losses": 13276, "winRate": 15.185587427330224, "profitFactor": 0.05193124771074747, "grossProfit": 547.7582462806779, "grossLoss": 10547.758246280615, "avgWin": 0.2304409954903988, "avgLoss": 0.7944982107773889, "expectancy": -0.6388551715326101, "avgRMultiple": -3.718069736501927, "bestTrade": 62.7333181323947, "worstTrade": -155.57303022638519, "maxDrawdown": 10000.000000000007, "maxDrawdownPct": 100.00000000000007, "sharpe": -0.8176865161927325, "totalFees": 10849.803279352514, "maxConsecWins": 7, "maxConsecLosses": 328 }, { "runSet": "research", "strategy": "power-hour", "name": "Power Hour momentum (15:00–16:00 NY)", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "5m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 105120, "codedRules": "“Power hour” read mechanically: an outsized momentum candle (body > 1.5×ATR(14)) closing beyond the prior hour’s (12×5m) high/low, inside 15:00–16:00 New York Stop 1×ATR(14); 2R target; flat at 16:00 NY Crypto trades 24/7 — the window captures the US-equities-close volatility regime", "netPnl": -6273.101398829845, "netPnlPct": -62.73101398829844, "totalTrades": 143, "wins": 43, "losses": 100, "winRate": 30.069930069930066, "profitFactor": 0.32268128245519123, "grossProfit": 2988.5670540500805, "grossLoss": 9261.668452879923, "avgWin": 69.5015593965135, "avgLoss": 92.61668452879923, "expectancy": -43.867841949859056, "avgRMultiple": -1.1478991776330452, "bestTrade": 133.47904817055672, "worstTrade": -191.01586096747494, "maxDrawdown": 6273.101398829838, "maxDrawdownPct": 62.73101398829838, "sharpe": -0.3319901271782701, "totalFees": 7139.093745214019, "maxConsecWins": 4, "maxConsecLosses": 15 }, { "runSet": "research", "strategy": "ict-silver-bullet", "name": "ICT Silver Bullet (AM)", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "5m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 105120, "codedRules": "FVG = 3-candle imbalance; entry at the 50% (consequent encroachment) of the freshest unfilled gap MSS = close beyond the most recent confirmed swing (fractal lookback 3) Sweep = wick through the prior swing with a close back inside Risk 1% of equity per trade", "netPnl": -176.3395226608779, "netPnlPct": -1.763395226608779, "totalTrades": 1, "wins": 0, "losses": 1, "winRate": 0, "profitFactor": 0, "grossProfit": 0, "grossLoss": 176.3395226608779, "avgWin": 0, "avgLoss": 176.3395226608779, "expectancy": -176.3395226608779, "avgRMultiple": -2.3087824858757195, "bestTrade": -176.3395226608779, "worstTrade": -176.3395226608779, "maxDrawdown": 176.33952266087726, "maxDrawdownPct": 1.7633952266087727, "sharpe": 0, "totalFees": 99.9618111442417, "maxConsecWins": 0, "maxConsecLosses": 1 }, { "runSet": "research", "strategy": "ict-silver-bullet-relaxed", "name": "ICT Silver Bullet (relaxed: sweep + FVG, no same-candle MSS)", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "5m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 105120, "codedRules": "RELAXED reading: liquidity sweep and FVG retrace must coincide on the same 5m candle; the strict recipe additionally requires a same-candle market-structure shift Published alongside the strict reading so the sample-size difference is visible", "netPnl": -4182.139593470172, "netPnlPct": -41.82139593470172, "totalTrades": 47, "wins": 4, "losses": 43, "winRate": 8.51063829787234, "profitFactor": 0.08461278007277527, "grossProfit": 386.571332822486, "grossLoss": 4568.710926292657, "avgWin": 96.6428332056215, "avgLoss": 106.24909130913156, "expectancy": -88.98169347808877, "avgRMultiple": -8.548410806098996, "bestTrade": 167.4214765100663, "worstTrade": -185.25760961781037, "maxDrawdown": 4349.561069980232, "maxDrawdownPct": 42.779391805769855, "sharpe": -0.8623404653723602, "totalFees": 3016.6958477697485, "maxConsecWins": 1, "maxConsecLosses": 14 }, { "runSet": "research", "strategy": "fvg-strategy", "name": "FVG entry after 10:00 (NY)", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "5m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 105120, "codedRules": "\"after 10:00\" read as the 10:00–16:00 New York session FVG entry at the 50% of the freshest unfilled gap, max 30 bars old", "netPnl": -9551.480280999376, "netPnlPct": -95.51480280999375, "totalTrades": 1078, "wins": 341, "losses": 737, "winRate": 31.63265306122449, "profitFactor": 0.5046555655127245, "grossProfit": 9731.022187986657, "grossLoss": 19282.50246898604, "avgWin": 28.53672195890515, "avgLoss": 26.163504028474954, "expectancy": -8.86037131818124, "avgRMultiple": -0.7803790126954372, "bestTrade": 187.0961687196308, "worstTrade": -165.25051709128672, "maxDrawdown": 9700.769963003853, "maxDrawdownPct": 95.62626918685989, "sharpe": -0.06331890655662893, "totalFees": 8837.362517927128, "maxConsecWins": 7, "maxConsecLosses": 17 }, { "runSet": "research", "strategy": "liquidity-sweep-reversal", "name": "Liquidity sweep reversal", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "", "netPnl": -9999.999999960562, "netPnlPct": -99.99999999960562, "totalTrades": 3282, "wins": 777, "losses": 2505, "winRate": 23.6745886654479, "profitFactor": 0.29133836480638736, "grossProfit": 4111.106772777983, "grossLoss": 14111.106772738536, "avgWin": 5.290999707564971, "avgLoss": 5.633176356382649, "expectancy": -3.046922608153736, "avgRMultiple": -3.6496562449688605, "bestTrade": 151.54278116692018, "worstTrade": -173.39066869627138, "maxDrawdown": 9999.999999960593, "maxDrawdownPct": 99.99999999960593, "sharpe": -0.23262114612046633, "totalFees": 9154.375532036973, "maxConsecWins": 5, "maxConsecLosses": 25 }, { "runSet": "research", "strategy": "ema-golden-cross", "name": "EMA 50/200 golden cross", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "1h", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 8760, "codedRules": "Stop = 1 × ATR(14) from entry", "netPnl": -1350.9285679560323, "netPnlPct": -13.509285679560323, "totalTrades": 52, "wins": 15, "losses": 37, "winRate": 28.846153846153843, "profitFactor": 0.647914311996666, "grossProfit": 2486.002650739911, "grossLoss": 3836.931218695943, "avgWin": 165.7335100493274, "avgLoss": 103.700843748539, "expectancy": -25.979395537616007, "avgRMultiple": -0.269694826801888, "bestTrade": 189.75769727790052, "worstTrade": -130.51527819128057, "maxDrawdown": 1690.1254877836636, "maxDrawdownPct": 16.766820300604248, "sharpe": -0.2669035753257953, "totalFees": 640.4300735786143, "maxConsecWins": 2, "maxConsecLosses": 8 }, { "runSet": "research", "strategy": "opening-range-breakout", "name": "Opening Range Breakout (NY, 30m)", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "5m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 105120, "codedRules": "Opening range = the high/low of 09:30–10:00 New York time Entry on the FIRST 5m close beyond the completed range (cross, no re-entry signal while price stays beyond) Entries allowed 10:00–12:00 NY; any open position closes at 12:00 Stop beyond the last opposing swing (fractal lookback 3); 2R target; 1% risk per trade Crypto trades 24/7 — the NY window captures the US-equities-open volatility, not an exchange open", "netPnl": -2686.9545479886174, "netPnlPct": -26.869545479886174, "totalTrades": 403, "wins": 170, "losses": 233, "winRate": 42.18362282878412, "profitFactor": 0.8040991961872558, "grossProfit": 11028.938882224124, "grossLoss": 13715.893430212736, "avgWin": 64.8761110719066, "avgLoss": 58.86649540863835, "expectancy": -6.667381012378703, "avgRMultiple": -0.07464403071338463, "bestTrade": 193.46039150966922, "worstTrade": -182.9565048587386, "maxDrawdown": 3268.4262163783587, "maxDrawdownPct": 31.727652192741413, "sharpe": -0.021312567689894327, "totalFees": 4733.324020644889, "maxConsecWins": 5, "maxConsecLosses": 12 }, { "runSet": "research", "strategy": "london-session-breakout", "name": "London Session Breakout (08:00, 30m range)", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "5m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 105120, "codedRules": "Opening range = the high/low of 08:00–08:30 London time (DST-correct) Entry on the FIRST 5m close beyond the completed range, 08:30–11:00 London; flat at 11:00 Stop beyond the last opposing swing (lookback 3); 2R target; 1% risk per trade Crypto trades 24/7 — the window captures the European-morning volatility regime", "netPnl": -4020.160472704483, "netPnlPct": -40.201604727044824, "totalTrades": 452, "wins": 179, "losses": 273, "winRate": 39.60176991150443, "profitFactor": 0.7546623545351336, "grossProfit": 12366.075178522504, "grossLoss": 16386.235651226983, "avgWin": 69.08421887442739, "avgLoss": 60.02284121328565, "expectancy": -8.894160337841775, "avgRMultiple": -0.10870930477907617, "bestTrade": 181.9123128379468, "worstTrade": -157.1189197508361, "maxDrawdown": 4479.5738204453555, "maxDrawdownPct": 43.239352300854584, "sharpe": -0.11630812444709354, "totalFees": 7342.7423793826665, "maxConsecWins": 7, "maxConsecLosses": 9 }, { "runSet": "research", "strategy": "turtle-soup", "name": "Turtle Soup (intraday sweep of a deeper swing)", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Intraday adaptation of Connors/Raschke Turtle Soup: the original fades a 20-DAY breakout; here a 15m wick through a deeper (lookback-10) confirmed swing that closes back inside, during NY hours Stop beyond the sweep extreme via the last opposing lookback-10 swing; 2R target; flat at 16:00 NY", "netPnl": -9991.587393176971, "netPnlPct": -99.91587393176971, "totalTrades": 823, "wins": 169, "losses": 654, "winRate": 20.534629404617256, "profitFactor": 0.23261504414110748, "grossProfit": 3028.7191907512106, "grossLoss": 13020.3065839282, "avgWin": 17.92141532988882, "avgLoss": 19.908725663498778, "expectancy": -12.14044640726242, "avgRMultiple": -3.5956982980422914, "bestTrade": 157.68780047209694, "worstTrade": -182.69347394280427, "maxDrawdown": 10049.33189143596, "maxDrawdownPct": 99.9163569245126, "sharpe": -0.33243940893569524, "totalFees": 7266.092565532041, "maxConsecWins": 3, "maxConsecLosses": 28 }, { "runSet": "research", "strategy": "rsi-mean-reversion", "name": "RSI(14) mean reversion (30/70 cross)", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Long when RSI(14) crosses back UP through 30; short when it crosses back DOWN through 70 (cross semantics, not level-touch) Stop 1.5×ATR(14); target 1.5R; no session filter (24/7)", "netPnl": -8733.211942559568, "netPnlPct": -87.33211942559569, "totalTrades": 1336, "wins": 543, "losses": 793, "winRate": 40.6437125748503, "profitFactor": 0.7533633879913322, "grossProfit": 26676.015711981134, "grossLoss": 35409.22765454067, "avgWin": 49.127100758712956, "avgLoss": 44.65224168290123, "expectancy": -6.5368352863469825, "avgRMultiple": -0.14697617424182902, "bestTrade": 145.30899012089523, "worstTrade": -131.62353278671685, "maxDrawdown": 9520.014025983144, "maxDrawdownPct": 88.77251997632436, "sharpe": -0.0890895370024378, "totalFees": 8125.744792286788, "maxConsecWins": 9, "maxConsecLosses": 16 }, { "runSet": "research", "strategy": "ny-opening-drive", "name": "NY Opening Drive (displacement + breakout, 09:30–10:30)", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "5m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 105120, "codedRules": "“Opening drive” read mechanically: an outsized momentum candle (body > 1.5×ATR(14)) that also closes beyond the prior hour’s (12×5m) high/low, inside 09:30–10:30 NY Stop 1×ATR(14); 2R target; flat at 10:30", "netPnl": -6358.721774255734, "netPnlPct": -63.58721774255734, "totalTrades": 261, "wins": 88, "losses": 173, "winRate": 33.71647509578544, "profitFactor": 0.5217524730434796, "grossProfit": 6937.158320977537, "grossLoss": 13295.880095233277, "avgWin": 78.83134455656293, "avgLoss": 76.85479823834264, "expectancy": -24.362918675309327, "avgRMultiple": -0.389029245492338, "bestTrade": 166.52634223016724, "worstTrade": -165.94073937675904, "maxDrawdown": 6358.7217742557405, "maxDrawdownPct": 63.5872177425574, "sharpe": -0.19376625764650268, "totalFees": 5791.976968159854, "maxConsecWins": 5, "maxConsecLosses": 14 }, { "runSet": "research", "strategy": "macd-zero-cross", "name": "MACD zero-line cross (≡ EMA 12/26 cross)", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "1h", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 8760, "codedRules": "The MACD line is EMA(12)−EMA(26), so the MACD ZERO-LINE cross is mathematically identical to the EMA 12/26 cross — that is what this run tests The signal-line (9-EMA of MACD) cross is a different trigger and is not yet a supported primitive Stop 1×ATR(14); 2R target; 24/7", "netPnl": -3521.6360129248437, "netPnlPct": -35.216360129248436, "totalTrades": 266, "wins": 86, "losses": 180, "winRate": 32.33082706766917, "profitFactor": 0.785485676419498, "grossProfit": 12895.15123999377, "grossLoss": 16416.787252918613, "avgWin": 149.943619069695, "avgLoss": 91.20437362732562, "expectancy": -13.239233131296405, "avgRMultiple": -0.15325351062668302, "bestTrade": 190.23853020536302, "worstTrade": -123.43463965968414, "maxDrawdown": 4295.180285465287, "maxDrawdownPct": 42.34997586368975, "sharpe": -0.0955501533910634, "totalFees": 2630.7076024018656, "maxConsecWins": 11, "maxConsecLosses": 11 }, { "runSet": "research", "strategy": "momentum-scalping-1m", "name": "Momentum scalping (1m displacement + breakout)", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "1m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 525600, "codedRules": "Scalp read mechanically: a 1m candle with body > 2×ATR(14) closing beyond the prior 20-minute high/low; 1.5×ATR stop, 2R target When one 1-minute bar touches BOTH stop and target, the engine counts the stop (worst-case convention) — at this timescale that convention materially shapes the result, which is itself a lesson about 1m backtests This run also measures what FEES do to 1-minute scalping — watch the fees column", "netPnl": -9999.999999999996, "netPnlPct": -99.99999999999997, "totalTrades": 11133, "wins": 3118, "losses": 8015, "winRate": 28.006826551693166, "profitFactor": 0.27193068915859475, "grossProfit": 3734.9560695579007, "grossLoss": 13734.95606955789, "avgWin": 1.1978691691975307, "avgLoss": 1.7136564029392252, "expectancy": -0.8982304859426926, "avgRMultiple": -1.3429756494929923, "bestTrade": 119.32061489094608, "worstTrade": -186.65168146828117, "maxDrawdown": 10000.000000000005, "maxDrawdownPct": 100.00000000000004, "sharpe": -0.43583839990034845, "totalFees": 9530.015008161101, "maxConsecWins": 9, "maxConsecLosses": 94 }, { "runSet": "research", "strategy": "power-hour", "name": "Power Hour momentum (15:00–16:00 NY)", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "5m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 105120, "codedRules": "“Power hour” read mechanically: an outsized momentum candle (body > 1.5×ATR(14)) closing beyond the prior hour’s (12×5m) high/low, inside 15:00–16:00 New York Stop 1×ATR(14); 2R target; flat at 16:00 NY Crypto trades 24/7 — the window captures the US-equities-close volatility regime", "netPnl": -4589.638616156127, "netPnlPct": -45.89638616156127, "totalTrades": 139, "wins": 44, "losses": 95, "winRate": 31.654676258992804, "profitFactor": 0.46703141309972035, "grossProfit": 4021.823164076087, "grossLoss": 8611.46178023222, "avgWin": 91.40507191082015, "avgLoss": 90.64696610770757, "expectancy": -33.018982850044075, "avgRMultiple": -0.47496011753756573, "bestTrade": 136.72674518097517, "worstTrade": -155.0241140865257, "maxDrawdown": 4589.63861615613, "maxDrawdownPct": 45.8963861615613, "sharpe": -0.1908829891238725, "totalFees": 4740.789893090753, "maxConsecWins": 4, "maxConsecLosses": 14 }, { "runSet": "research", "strategy": "donchian-breakout", "name": "Donchian 20-bar breakout", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "1h", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 8760, "codedRules": "Close beyond the 20-bar high (long) or low (short); 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structure stop; 2R target", "netPnl": 2454.157590621619, "netPnlPct": 24.54157590621619, "totalTrades": 99, "wins": 42, "losses": 57, "winRate": 42.42424242424242, "profitFactor": 1.3437282474286691, "grossProfit": 9593.976936225175, "grossLoss": 7139.819345603557, "avgWin": 228.4280222910756, "avgLoss": 125.25998851936065, "expectancy": 24.789470612339585, "avgRMultiple": 0.23278557138706107, "bestTrade": 271.3935098302611, "worstTrade": -144.2982728041638, "maxDrawdown": 1730.981362864528, "maxDrawdownPct": 12.484759922741057, "sharpe": 0.15497140945184637, "totalFees": 554.5181140983298, "maxConsecWins": 6, "maxConsecLosses": 8 }, { "runSet": "social", "strategy": "rsi-2-reversion", "name": "Connors RSI(2) mean reversion", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "1h", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 8760, "codedRules": "Long when RSI(2) crosses back above 10 from oversold; short when it crosses below 90; 1.5x ATR stop; 1.5R target", "netPnl": -8302.24092259225, "netPnlPct": -83.02240922592249, "totalTrades": 590, "wins": 225, "losses": 365, "winRate": 38.13559322033898, "profitFactor": 0.5638031035372622, "grossProfit": 10731.00069356279, "grossLoss": 19033.241616155046, "avgWin": 47.69333641583462, "avgLoss": 52.14586744152067, "expectancy": -14.07159478405466, "avgRMultiple": -0.2924529729688665, "bestTrade": 123.94943026425983, "worstTrade": -156.64265991203376, "maxDrawdown": 8330.633737879278, "maxDrawdownPct": 83.30633737879279, "sharpe": -0.1287638429717819, "totalFees": 6514.154213156217, "maxConsecWins": 5, "maxConsecLosses": 12 }, { "runSet": "social", "strategy": "macd-signal-cross", "name": "MACD signal-line crossover", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "1h", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 8760, "codedRules": "Enter when the MACD line crosses its 9-period signal line (up = long, down = short); 1.5x ATR stop; 2R target", "netPnl": -5900.633456153256, "netPnlPct": -59.00633456153256, "totalTrades": 335, "wins": 110, "losses": 225, "winRate": 32.83582089552239, "profitFactor": 0.637431322261354, "grossProfit": 10373.89277417564, "grossLoss": 16274.5262303289, "avgWin": 94.30811612886946, "avgLoss": 72.33122769035067, "expectancy": -17.613831212397777, "avgRMultiple": -0.2581463638553587, "bestTrade": 177.04228153679392, "worstTrade": -131.46959036144347, "maxDrawdown": 6147.942539401995, "maxDrawdownPct": 60.42065279206701, "sharpe": -0.07994317089723772, "totalFees": 4826.8683804272605, "maxConsecWins": 4, "maxConsecLosses": 10 }, { "runSet": "social", "strategy": "engulfing-reversal", "name": "Bullish/bearish engulfing reversal", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "1h", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 8760, "codedRules": "Enter on a bullish (long) or bearish (short) engulfing candle; 1.5x ATR stop; 1.5R target", "netPnl": -6210.719230901711, "netPnlPct": -62.10719230901711, "totalTrades": 365, "wins": 144, "losses": 221, "winRate": 39.45205479452055, "profitFactor": 0.6452762557984476, "grossProfit": 11297.889460860419, "grossLoss": 17508.60869176212, "avgWin": 78.45756570041958, "avgLoss": 79.22447371838064, "expectancy": -17.015669125758112, "avgRMultiple": -0.2631185443934226, "bestTrade": 122.91405190069827, "worstTrade": -156.09418857485855, "maxDrawdown": 6298.949902917466, "maxDrawdownPct": 62.98949902917465, "sharpe": -0.143210389653785, "totalFees": 5877.683864823553, "maxConsecWins": 9, "maxConsecLosses": 9 }, { "runSet": "social", "strategy": "pin-bar-reversal", "name": "Pin bar (hammer / shooting star) reversal", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "1h", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 8760, "codedRules": "Enter on a pin bar with a wick at least 2x the body (hammer = long, shooting star = short); 1.5x ATR stop; 1.5R target", "netPnl": -5864.882891942617, "netPnlPct": -58.648828919426165, "totalTrades": 512, "wins": 219, "losses": 293, "winRate": 42.7734375, "profitFactor": 0.7538325217144058, "grossProfit": 17959.884428208436, "grossLoss": 23824.76732015105, "avgWin": 82.00860469501569, "avgLoss": 81.31319904488413, "expectancy": -11.454849398325424, "avgRMultiple": -0.16543186065146084, "bestTrade": 130.4998872031638, "worstTrade": -163.41458408628998, "maxDrawdown": 6153.158604461104, "maxDrawdownPct": 61.53158604461104, "sharpe": -0.05221232368357146, "totalFees": 8253.411039181567, "maxConsecWins": 8, "maxConsecLosses": 10 }, { "runSet": "social", "strategy": "inside-bar-breakout", "name": "Inside-bar breakout", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "1h", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 8760, "codedRules": "Enter on a break of the inside-bar range (above = long, below = short); structure stop; 2R target", "netPnl": 3666.1251586487697, "netPnlPct": 36.661251586487694, "totalTrades": 100, "wins": 45, "losses": 55, "winRate": 45, "profitFactor": 1.6592659445886473, "grossProfit": 9227.045131447105, "grossLoss": 5560.919972798335, "avgWin": 205.0454473654912, "avgLoss": 101.10763586906064, "expectancy": 36.661251586487694, "avgRMultiple": 0.29778890969630367, "bestTrade": 259.19479342516854, "worstTrade": -200.3577363822153, "maxDrawdown": 807.5539627715534, "maxDrawdownPct": 7.785694795442498, "sharpe": 0.2557426448706624, "totalFees": 1851.2587053911607, "maxConsecWins": 3, "maxConsecLosses": 5 }, { "runSet": "social", "strategy": "volume-spike-breakout", "name": "Volume-spike breakout", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Break of the 20-bar high/low confirmed by volume >= 2x the 20-bar average; 1.5x ATR stop; 2R target", "netPnl": -9976.826084416953, "netPnlPct": -99.76826084416953, "totalTrades": 1064, "wins": 330, "losses": 734, "winRate": 31.015037593984964, "profitFactor": 0.32735244913472455, "grossProfit": 4855.34876195398, "grossLoss": 14832.174846370928, "avgWin": 14.713178066527213, "avgLoss": 20.207322678979466, "expectancy": -9.376716244752775, "avgRMultiple": -0.9911677640947174, "bestTrade": 149.3715935170345, "worstTrade": -187.0976600328374, "maxDrawdown": 9976.826084416982, "maxDrawdownPct": 99.76826084416982, "sharpe": -0.20355920859750004, "totalFees": 9094.562406871182, "maxConsecWins": 8, "maxConsecLosses": 15 }, { "runSet": "social", "strategy": "three-bar-reversion", "name": "Three-bar mean reversion", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "1h", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 8760, "codedRules": "Buy after 3 consecutive red candles, sell short after 3 green; 1.5x ATR stop; 1.5R target", "netPnl": -8227.762343190903, "netPnlPct": -82.27762343190903, "totalTrades": 558, "wins": 211, "losses": 347, "winRate": 37.81362007168459, "profitFactor": 0.5790178334747519, "grossProfit": 11316.44403282298, "grossLoss": 19544.206376013863, "avgWin": 53.63243617451649, "avgLoss": 56.32336131416099, "expectancy": -14.745093805001618, "avgRMultiple": -0.3028135865935827, "bestTrade": 134.9090205707359, "worstTrade": -174.53268233184647, "maxDrawdown": 8510.662866220373, "maxDrawdownPct": 82.81771927535306, "sharpe": -0.14901797010445345, "totalFees": 6671.617426948433, "maxConsecWins": 7, "maxConsecLosses": 11 }, { "runSet": "social", "strategy": "ema-200-pullback", "name": "200 EMA bounce (trend + pullback)", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "1h", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 8760, "codedRules": "In the direction of the 200 EMA, enter when price pulls back and touches the 200 EMA; 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1.5x ATR stop; 2R target", "netPnl": -7297.659625541624, "netPnlPct": -72.97659625541625, "totalTrades": 238, "wins": 87, "losses": 151, "winRate": 36.554621848739494, "profitFactor": 0.48305867370172473, "grossProfit": 6819.338289480701, "grossLoss": 14116.997915022332, "avgWin": 78.38319872966323, "avgLoss": 93.49005241736643, "expectancy": -30.662435401435395, "avgRMultiple": -0.5827177978182896, "bestTrade": 167.2194510535183, "worstTrade": -173.39543646538692, "maxDrawdown": 7748.481405992738, "maxDrawdownPct": 74.36714777922444, "sharpe": -0.18834318508657705, "totalFees": 8501.87299785543, "maxConsecWins": 5, "maxConsecLosses": 9 }, { "runSet": "social", "strategy": "engulfing-reversal", "name": "Bullish/bearish engulfing reversal", "market": "EUR", "symbol": "EURUSDT", "timeframe": "1h", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 8760, "codedRules": "Enter on a bullish (long) or bearish (short) engulfing candle; 1.5x ATR stop; 1.5R target", "netPnl": -8028.92248361513, "netPnlPct": -80.28922483615129, "totalTrades": 229, "wins": 83, "losses": 146, "winRate": 36.24454148471616, "profitFactor": 0.3064002932652633, "grossProfit": 3546.806868135804, "grossLoss": 11575.729351750939, "avgWin": 42.73261286910607, "avgLoss": 79.28581747774615, "expectancy": -35.06079687168179, "avgRMultiple": -0.7747032409123644, "bestTrade": 104.81396540842846, "worstTrade": -166.14126061278566, "maxDrawdown": 8028.922483615125, "maxDrawdownPct": 80.28922483615125, "sharpe": -0.48142045903825226, "totalFees": 7526.911669999763, "maxConsecWins": 5, "maxConsecLosses": 10 }, { "runSet": "social", "strategy": "pin-bar-reversal", "name": "Pin bar (hammer / shooting star) reversal", "market": "EUR", "symbol": "EURUSDT", "timeframe": "1h", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 8760, "codedRules": "Enter on a pin bar with a wick at least 2x the body (hammer = long, shooting star = short); 1.5x ATR stop; 1.5R target", "netPnl": -9334.763486541447, "netPnlPct": -93.34763486541448, "totalTrades": 436, "wins": 171, "losses": 265, "winRate": 39.22018348623853, "profitFactor": 0.36988015307129396, "grossProfit": 5479.503247065522, "grossLoss": 14814.266733606966, "avgWin": 32.043878637810074, "avgLoss": 55.90289333436591, "expectancy": -21.410007996654695, "avgRMultiple": -0.6401734416582334, "bestTrade": 97.26286502419455, "worstTrade": -188.81310394360278, "maxDrawdown": 9336.278222133327, "maxDrawdownPct": 93.36278222133328, "sharpe": -0.31702774341450213, "totalFees": 9167.565640746825, "maxConsecWins": 5, "maxConsecLosses": 12 }, { "runSet": "social", "strategy": "inside-bar-breakout", "name": "Inside-bar breakout", "market": "EUR", "symbol": "EURUSDT", "timeframe": "1h", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 8760, "codedRules": "Enter on a break of the inside-bar range (above = long, below = short); structure stop; 2R target", "netPnl": -3266.415505818611, "netPnlPct": -32.66415505818611, "totalTrades": 53, "wins": 11, "losses": 42, "winRate": 20.754716981132077, "profitFactor": 0.280973335526141, "grossProfit": 1276.4139429456845, "grossLoss": 4542.829448764295, "avgWin": 116.03763117688041, "avgLoss": 108.16260592295941, "expectancy": -61.630481241860586, "avgRMultiple": -0.9009609006445424, "bestTrade": 167.53269335578298, "worstTrade": -179.40869675663873, "maxDrawdown": 3393.963935688417, "maxDrawdownPct": 33.93963935688417, "sharpe": -0.3008103294165702, "totalFees": 2172.4826162406866, "maxConsecWins": 3, "maxConsecLosses": 12 }, { "runSet": "social", "strategy": "volume-spike-breakout", "name": "Volume-spike breakout", "market": "EUR", "symbol": "EURUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Break of the 20-bar high/low confirmed by volume >= 2x the 20-bar average; 1.5x ATR stop; 2R target", "netPnl": -9926.632989128217, "netPnlPct": -99.26632989128217, "totalTrades": 505, "wins": 128, "losses": 377, "winRate": 25.346534653465348, "profitFactor": 0.22919836421576528, "grossProfit": 2951.690730344158, "grossLoss": 12878.323719472373, "avgWin": 23.060083830813735, "avgLoss": 34.160009865974466, "expectancy": -19.656698988372707, "avgRMultiple": -1.525520014893458, "bestTrade": 132.05936419990954, "worstTrade": -197.00514477190117, "maxDrawdown": 9979.908701584322, "maxDrawdownPct": 99.27021785763937, "sharpe": -0.7381295541606459, "totalFees": 10533.083829419047, "maxConsecWins": 5, "maxConsecLosses": 16 }, { "runSet": "social", "strategy": "three-bar-reversion", "name": "Three-bar mean reversion", "market": "EUR", "symbol": "EURUSDT", "timeframe": "1h", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 8760, "codedRules": "Buy after 3 consecutive red candles, sell short after 3 green; 1.5x ATR stop; 1.5R target", "netPnl": -9604.503571858886, "netPnlPct": -96.04503571858885, "totalTrades": 441, "wins": 157, "losses": 284, "winRate": 35.600907029478456, "profitFactor": 0.34700086495429594, "grossProfit": 5103.790905723632, "grossLoss": 14708.294477582529, "avgWin": 32.508222329449886, "avgLoss": 51.78976928726242, "expectancy": -21.77891966407911, "avgRMultiple": -0.7663637476684645, "bestTrade": 102.94359316248094, "worstTrade": -170.57505255931503, "maxDrawdown": 9604.503571858904, "maxDrawdownPct": 96.04503571858905, "sharpe": -0.4194854267520674, "totalFees": 8865.208297542493, "maxConsecWins": 5, "maxConsecLosses": 12 }, { "runSet": "social", "strategy": "ema-200-pullback", "name": "200 EMA bounce (trend + pullback)", "market": "EUR", "symbol": "EURUSDT", "timeframe": "1h", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 8760, "codedRules": "In the direction of the 200 EMA, enter when price pulls back and touches the 200 EMA; 1.5x ATR stop; 2R target", "netPnl": -6159.200671019551, "netPnlPct": -61.59200671019551, "totalTrades": 175, "wins": 67, "losses": 108, "winRate": 38.285714285714285, "profitFactor": 0.5045003352435533, "grossProfit": 6271.08154531048, "grossLoss": 12430.282216330032, "avgWin": 93.5982320195594, "avgLoss": 115.09520570675956, "expectancy": -35.195432405826004, "avgRMultiple": -0.5858453383953164, "bestTrade": 181.85011401124584, "worstTrade": -183.74423688224906, "maxDrawdown": 6671.954201748271, "maxDrawdownPct": 63.785143072722306, "sharpe": -0.2454484787767931, "totalFees": 8254.142689028387, "maxConsecWins": 4, "maxConsecLosses": 10 }, { "runSet": "social", "strategy": "bollinger-bounce", "name": "Bollinger band bounce", "market": "EUR", "symbol": "EURUSDT", "timeframe": "1h", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 8760, "codedRules": "Fade a touch of the lower band (long) or upper band (short), 20-period / 2 SD; 1.5x ATR stop; 1.5R target", "netPnl": -9876.344416251039, "netPnlPct": -98.76344416251038, "totalTrades": 587, "wins": 212, "losses": 375, "winRate": 36.11584327086882, "profitFactor": 0.2970868783826514, "grossProfit": 4174.246065722524, "grossLoss": 14050.590481973577, "avgWin": 19.689839932653413, "avgLoss": 37.46824128526287, "expectancy": -16.82511825596429, "avgRMultiple": -0.8299409322088107, "bestTrade": 87.70839127254732, "worstTrade": -185.78414911637734, "maxDrawdown": 9877.08472471115, "maxDrawdownPct": 98.7708472471115, "sharpe": -0.39788414900612157, "totalFees": 8490.384910031848, "maxConsecWins": 6, "maxConsecLosses": 14 }, { "runSet": "social", "strategy": "vwap-bounce", "name": "VWAP bounce", "market": "EUR", "symbol": "EURUSDT", "timeframe": "5m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 105120, "codedRules": "Fade a touch of the day-anchored VWAP back toward the mean; flat at session end; 1.5x ATR stop; 1.5R target", "netPnl": -9999.999999791415, "netPnlPct": -99.99999999791414, "totalTrades": 2415, "wins": 158, "losses": 2257, "winRate": 6.542443064182195, "profitFactor": 0.01937403888594986, "grossProfit": 197.56808053027356, "grossLoss": 10197.568080321695, "avgWin": 1.2504308894321112, "avgLoss": 4.518195870767255, "expectancy": -4.140786749396031, "avgRMultiple": -2.701813343789461, "bestTrade": 46.63646543121312, "worstTrade": -139.26448880400847, "maxDrawdown": 9999.999999791416, "maxDrawdownPct": 99.99999999791417, "sharpe": -0.8018523468444186, "totalFees": 9866.089757164375, "maxConsecWins": 3, "maxConsecLosses": 142 }, { "runSet": "social", "strategy": "ema-8-21-cross", "name": "8/21 EMA crossover", "market": "EUR", "symbol": "EURUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Enter when the 8 EMA crosses the 21 EMA (up = long, down = short); 1.5x ATR stop; 2R target", "netPnl": -9451.509252682617, "netPnlPct": -94.51509252682617, "totalTrades": 325, "wins": 104, "losses": 221, "winRate": 32, "profitFactor": 0.20633515016945272, "grossProfit": 2457.181493418306, "grossLoss": 11908.690746100925, "avgWin": 23.626745129022176, "avgLoss": 53.885478489144454, "expectancy": -29.081566931331132, "avgRMultiple": -1.2340945554898837, "bestTrade": 112.54690439535841, "worstTrade": -184.9101951275615, "maxDrawdown": 9454.055623175238, "maxDrawdownPct": 94.54055623175238, "sharpe": -0.5118164220576483, "totalFees": 9466.059104631084, "maxConsecWins": 6, "maxConsecLosses": 14 }, { "runSet": "social", "strategy": "break-of-structure", "name": "Break of structure (BOS)", "market": "EUR", "symbol": "EURUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Enter on a confirmed break of the most recent swing high (long) or swing low (short); structure stop; 2R target", "netPnl": -3492.637272428826, "netPnlPct": -34.92637272428826, "totalTrades": 126, "wins": 43, "losses": 83, "winRate": 34.12698412698413, "profitFactor": 0.6179276490405984, "grossProfit": 5648.66087086432, "grossLoss": 9141.298143293145, "avgWin": 131.36420629917023, "avgLoss": 110.13612220835114, "expectancy": -27.719343431974806, "avgRMultiple": -0.5805680648372996, "bestTrade": 192.73011884671314, "worstTrade": -198.2648073758987, "maxDrawdown": 4329.2680643699105, "maxDrawdownPct": 40.292588267034354, "sharpe": -0.20300396005598095, "totalFees": 4217.843210747451, "maxConsecWins": 5, "maxConsecLosses": 10 }, { "runSet": "ict", "strategy": "liquidity-sweep", "name": "Liquidity sweep reversal", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Enter when price sweeps a recent swing high/low then reverses; structure stop; 2R target", "netPnl": -9999.998070404235, "netPnlPct": -99.99998070404236, "totalTrades": 2140, "wins": 428, "losses": 1712, "winRate": 20, "profitFactor": 0.21537514737683558, "grossProfit": 2744.94371543413, "grossLoss": 12744.941785838375, "avgWin": 6.413419895874135, "avgLoss": 7.444475342195313, "expectancy": -4.6728962945814185, "avgRMultiple": -19.261493887640395, "bestTrade": 168.75875006351148, "worstTrade": -186.93687486389788, "maxDrawdown": 10078.804401583364, "maxDrawdownPct": 99.999980854918, "sharpe": -0.258093442915572, "totalFees": 9482.783607457566, "maxConsecWins": 4, "maxConsecLosses": 29 }, { "runSet": "ict", "strategy": "fvg-retrace", "name": "Fair value gap retrace", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Enter when price retraces 50% into a fresh fair value gap; 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structure stop; 2R target; flat at session end", "netPnl": -3228.7055639947257, "netPnlPct": -32.28705563994726, "totalTrades": 110, "wins": 34, "losses": 76, "winRate": 30.909090909090907, "profitFactor": 0.5480787930201564, "grossProfit": 3915.693756346822, "grossLoss": 7144.399320341549, "avgWin": 115.16746342196535, "avgLoss": 94.00525421502039, "expectancy": -29.351868763588417, "avgRMultiple": -0.8955931880222844, "bestTrade": 163.6225653879885, "worstTrade": -167.78926065766603, "maxDrawdown": 3450.6331037781656, "maxDrawdownPct": 34.506331037781656, "sharpe": -0.02058358657632854, "totalFees": 3711.3096861624194, "maxConsecWins": 3, "maxConsecLosses": 12 }, { "runSet": "ict", "strategy": "liquidity-sweep", "name": "Liquidity sweep reversal", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Enter when price sweeps a recent swing high/low then reverses; structure stop; 2R target", "netPnl": -9999.964998846093, "netPnlPct": -99.99964998846093, "totalTrades": 2066, "wins": 469, "losses": 1597, "winRate": 22.700871248789934, "profitFactor": 0.3463384517485163, "grossProfit": 5298.418431532471, "grossLoss": 15298.383430378573, "avgWin": 11.297267444632134, "avgLoss": 9.57945111482691, "expectancy": -4.840254113671874, "avgRMultiple": -2.7766786131097048, "bestTrade": 168.23708768096537, "worstTrade": -177.8039731729963, "maxDrawdown": 9999.964998846111, "maxDrawdownPct": 99.99964998846112, "sharpe": -0.1507496487738201, "totalFees": 8995.432689018031, "maxConsecWins": 5, "maxConsecLosses": 20 }, { "runSet": "ict", "strategy": "fvg-retrace", "name": "Fair value gap retrace", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Enter when price retraces 50% into a fresh fair value gap; structure stop; 2R target", "netPnl": -6408.363961505805, "netPnlPct": -64.08363961505805, "totalTrades": 336, "wins": 75, "losses": 261, "winRate": 22.321428571428573, "profitFactor": 0.5988404062020343, "grossProfit": 9566.235825164678, "grossLoss": 15974.599786670477, "avgWin": 127.54981100219571, "avgLoss": 61.20536316731983, "expectancy": -19.072511790195847, "avgRMultiple": -0.472004284935794, "bestTrade": 196.49804403151867, "worstTrade": -155.6595919794683, "maxDrawdown": 6740.681283967646, "maxDrawdownPct": 65.86289937140897, "sharpe": -0.07543199466244398, "totalFees": 4167.765919770839, "maxConsecWins": 4, "maxConsecLosses": 21 }, { "runSet": "ict", "strategy": "displacement-fvg", "name": "Displacement into FVG", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Require a displacement candle, then enter on the retrace into the FVG it left; 1.5x ATR stop; 2R target", "netPnl": -4387.986575566524, "netPnlPct": -43.87986575566524, "totalTrades": 195, "wins": 58, "losses": 137, "winRate": 29.743589743589745, "profitFactor": 0.6395646506644002, "grossProfit": 7786.142803405384, "grossLoss": 12174.129378971917, "avgWin": 134.24384143802388, "avgLoss": 88.86225824067093, "expectancy": -22.50249525931551, "avgRMultiple": -0.2864085098933569, "bestTrade": 184.66344553463142, "worstTrade": -130.90801567336837, "maxDrawdown": 4387.986575566534, "maxDrawdownPct": 43.87986575566534, "sharpe": -0.17864064507633998, "totalFees": 2561.203353666576, "maxConsecWins": 3, "maxConsecLosses": 13 }, { "runSet": "ict", "strategy": "silver-bullet", "name": "ICT Silver Bullet (NY AM window)", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "5m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 105120, "codedRules": "Only between 10:00–11:00 New York time, enter on an FVG retrace; structure stop; 2R target; flat at session end", "netPnl": -3011.006739524146, "netPnlPct": -30.110067395241458, "totalTrades": 101, "wins": 28, "losses": 73, "winRate": 27.722772277227726, "profitFactor": 0.5774507667390592, "grossProfit": 4114.806071180282, "grossLoss": 7125.812810704428, "avgWin": 146.95735968501006, "avgLoss": 97.61387411923873, "expectancy": -29.81194791608065, "avgRMultiple": -0.5533406482465254, "bestTrade": 196.51571365026726, "worstTrade": -151.87939501659957, "maxDrawdown": 3471.3508295677993, "maxDrawdownPct": 33.60959612701668, "sharpe": -0.005075486088072287, "totalFees": 2479.745424449052, "maxConsecWins": 2, "maxConsecLosses": 9 }, { "runSet": "ict", "strategy": "liquidity-sweep", "name": "Liquidity sweep reversal", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Enter when price sweeps a recent swing high/low then reverses; structure stop; 2R target", "netPnl": -9999.998430669935, "netPnlPct": -99.99998430669935, "totalTrades": 1866, "wins": 313, "losses": 1553, "winRate": 16.773847802786708, "profitFactor": 0.14541670385240557, "grossProfit": 1701.609213370469, "grossLoss": 11701.607644040407, "avgWin": 5.436451160928016, "avgLoss": 7.534840723786482, "expectancy": -5.359055964989247, "avgRMultiple": -7.065563138640072, "bestTrade": 144.06734543094842, "worstTrade": -171.90271770072297, "maxDrawdown": 9999.998430669935, "maxDrawdownPct": 99.99998430669935, "sharpe": -0.32370039791207816, "totalFees": 9905.161100423966, "maxConsecWins": 5, "maxConsecLosses": 35 }, { "runSet": "ict", "strategy": "fvg-retrace", "name": "Fair value gap retrace", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Enter when price retraces 50% into a fresh fair value gap; structure stop; 2R target", "netPnl": -5526.091584011565, "netPnlPct": -55.26091584011566, "totalTrades": 323, "wins": 98, "losses": 225, "winRate": 30.340557275541798, "profitFactor": 0.7078291396579565, "grossProfit": 13387.812347209325, "grossLoss": 18913.90393122089, "avgWin": 136.61033007356454, "avgLoss": 84.06179524987063, "expectancy": -17.108642674958407, "avgRMultiple": -1.5221138512868662, "bestTrade": 202.82549283461088, "worstTrade": -213.24048735544932, "maxDrawdown": 6809.984441879253, "maxDrawdownPct": 60.87179567020821, "sharpe": 0.057024364717978594, "totalFees": 8755.330249173423, "maxConsecWins": 7, "maxConsecLosses": 20 }, { "runSet": "ict", "strategy": "displacement-fvg", "name": "Displacement into FVG", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Require a displacement candle, then enter on the retrace into the FVG it left; 1.5x ATR stop; 2R target", "netPnl": -9918.551015475925, "netPnlPct": -99.18551015475924, "totalTrades": 634, "wins": 158, "losses": 476, "winRate": 24.9211356466877, "profitFactor": 0.2082850668807105, "grossProfit": 2609.3811992136198, "grossLoss": 12527.932214689547, "avgWin": 16.515070881098858, "avgLoss": 26.31918532497804, "expectancy": -15.644402232611869, "avgRMultiple": -1.9669766102551987, "bestTrade": 127.6875319189663, "worstTrade": -197.50596113405763, "maxDrawdown": 9918.551015475912, "maxDrawdownPct": 99.18551015475913, "sharpe": -0.34092850352066617, "totalFees": 10151.89911685643, "maxConsecWins": 5, "maxConsecLosses": 18 }, { "runSet": "ict", "strategy": "silver-bullet", "name": "ICT Silver Bullet (NY AM window)", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "5m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 105120, "codedRules": "Only between 10:00–11:00 New York time, enter on an FVG retrace; structure stop; 2R target; flat at session end", "netPnl": -4533.478690800271, "netPnlPct": -45.334786908002705, "totalTrades": 128, "wins": 39, "losses": 89, "winRate": 30.46875, "profitFactor": 0.47051787064173395, "grossProfit": 4028.6208389701874, "grossLoss": 8562.099529770458, "avgWin": 103.29797023000481, "avgLoss": 96.20336550303885, "expectancy": -35.417802271877115, "avgRMultiple": -1.1911863478215687, "bestTrade": 176.17439074353646, "worstTrade": -182.92162541141766, "maxDrawdown": 4796.390866056945, "maxDrawdownPct": 47.96390866056945, "sharpe": -0.03512582918863189, "totalFees": 5438.549965867847, "maxConsecWins": 4, "maxConsecLosses": 9 }, { "runSet": "ict", "strategy": "liquidity-sweep", "name": "Liquidity sweep reversal", "market": "EUR", "symbol": "EURUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Enter when price sweeps a recent swing high/low then reverses; structure stop; 2R target", "netPnl": -9999.809795318211, "netPnlPct": -99.99809795318212, "totalTrades": 1079, "wins": 82, "losses": 997, "winRate": 7.599629286376275, "profitFactor": 0.0771464674266578, "grossProfit": 835.9398034660297, "grossLoss": 10835.749598784254, "avgWin": 10.194387847146704, "avgLoss": 10.868354662772571, "expectancy": -9.26766431447471, "avgRMultiple": -5.9164629418600825, "bestTrade": 114.19547399516485, "worstTrade": -149.00315248474698, "maxDrawdown": 9999.809795318213, "maxDrawdownPct": 99.99809795318212, "sharpe": -0.5546459301821993, "totalFees": 10442.74822273559, "maxConsecWins": 3, "maxConsecLosses": 88 }, { "runSet": "ict", "strategy": "fvg-retrace", "name": "Fair value gap retrace", "market": "EUR", "symbol": "EURUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Enter when price retraces 50% into a fresh fair value gap; structure stop; 2R target", "netPnl": -8270.991010538328, "netPnlPct": -82.70991010538327, "totalTrades": 245, "wins": 55, "losses": 190, "winRate": 22.448979591836736, "profitFactor": 0.32900875258533235, "grossProfit": 4055.5349201746226, "grossLoss": 12326.525930712956, "avgWin": 73.7369985486295, "avgLoss": 64.87645226691029, "expectancy": -33.759146981789094, "avgRMultiple": -1.4974606468700817, "bestTrade": 182.11566545751438, "worstTrade": -160.08915934279497, "maxDrawdown": 8470.73240512019, "maxDrawdownPct": 83.04850169652211, "sharpe": -0.2436035125370321, "totalFees": 7264.687068635834, "maxConsecWins": 3, "maxConsecLosses": 11 }, { "runSet": "ict", "strategy": "displacement-fvg", "name": "Displacement into FVG", "market": "EUR", "symbol": "EURUSDT", "timeframe": "15m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 35040, "codedRules": "Require a displacement candle, then enter on the retrace into the FVG it left; 1.5x ATR stop; 2R target", "netPnl": -5804.2611796531955, "netPnlPct": -58.04261179653195, "totalTrades": 94, "wins": 27, "losses": 67, "winRate": 28.723404255319153, "profitFactor": 0.21240483700018337, "grossProfit": 1565.338650728885, "grossLoss": 7369.599830382082, "avgWin": 57.9755055825513, "avgLoss": 109.99402731913554, "expectancy": -61.74745935801272, "avgRMultiple": -1.2553052266476712, "bestTrade": 107.62504396368907, "worstTrade": -195.83858858859213, "maxDrawdown": 5804.261179653197, "maxDrawdownPct": 58.04261179653197, "sharpe": -0.6144151327501663, "totalFees": 5286.598548900842, "maxConsecWins": 2, "maxConsecLosses": 11 }, { "runSet": "ict", "strategy": "silver-bullet", "name": "ICT Silver Bullet (NY AM window)", "market": "EUR", "symbol": "EURUSDT", "timeframe": "5m", "windowStart": "2025-06", "windowEnd": "2026-05", "barsProcessed": 105120, "codedRules": "Only between 10:00–11:00 New York time, enter on an FVG retrace; structure stop; 2R target; flat at session end", "netPnl": -3496.5898797656996, "netPnlPct": -34.965898797657, "totalTrades": 54, "wins": 14, "losses": 40, "winRate": 25.925925925925924, "profitFactor": 0.21492959476151502, "grossProfit": 957.2652858783571, "grossLoss": 4453.855165644055, "avgWin": 68.37609184845408, "avgLoss": 111.34637914110138, "expectancy": -64.75166444010554, "avgRMultiple": -1.552159426345017, "bestTrade": 146.86231369058163, "worstTrade": -179.5270716935899, "maxDrawdown": 3575.1359839828465, "maxDrawdownPct": 35.75135983982847, "sharpe": -0.5461550914266471, "totalFees": 3548.541806757055, "maxConsecWins": 2, "maxConsecLosses": 9 }, { "runSet": "batch3", "strategy": "ema-20-50-cross", "name": "EMA 20/50 trend cross", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Long when EMA(20) crosses above EMA(50), short on the inverse; 1.5x ATR stop; 2R target", "netPnl": -3067.1386486544666, "netPnlPct": -30.671386486544666, "totalTrades": 170, "wins": 52, "losses": 118, "winRate": 30.58823529411765, "profitFactor": 0.7199431049333445, "grossProfit": 7884.702576052636, "grossLoss": 10951.841224707106, "avgWin": 151.62889569331992, "avgLoss": 92.8122137687043, "expectancy": -18.041992050908625, "avgRMultiple": -0.20582829849939172, "bestTrade": 192.48352259929817, "worstTrade": -123.88539880716053, "maxDrawdown": 3272.6386828502373, "maxDrawdownPct": 32.067401615643945, "sharpe": -0.1887713610016692, "totalFees": 1801.335641782894, "maxConsecWins": 4, "maxConsecLosses": 11 }, { "runSet": "batch3", "strategy": "ema-9-21-cross", "name": "EMA 9/21 fast cross", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "5m", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 105120, "codedRules": "Long when EMA(9) crosses above EMA(21), short on the inverse, on the 5m; 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1.5x ATR stop; 2R target", "netPnl": -9954.173038161136, "netPnlPct": -99.54173038161136, "totalTrades": 1711, "wins": 571, "losses": 1140, "winRate": 33.37229690239626, "profitFactor": 0.7131782068262188, "grossProfit": 24750.90612620339, "grossLoss": 34705.079164364426, "avgWin": 43.346595667606636, "avgLoss": 30.443051898565287, "expectancy": -5.817751629550635, "avgRMultiple": -0.30637843565759054, "bestTrade": 184.42048226209144, "worstTrade": -144.05384125825253, "maxDrawdown": 10509.17666441646, "maxDrawdownPct": 99.56800246913843, "sharpe": -0.12269888458984164, "totalFees": 10356.497276313914, "maxConsecWins": 6, "maxConsecLosses": 12 }, { "runSet": "batch3", "strategy": "donchian-55-breakout", "name": "Donchian 55 channel breakout", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Enter on a close beyond the prior 55-bar high/low (classic Turtle channel); 1.5x ATR stop; 2R target", "netPnl": -972.135227136547, "netPnlPct": -9.72135227136547, "totalTrades": 245, "wins": 89, "losses": 156, "winRate": 36.3265306122449, "profitFactor": 0.9419619815624454, "grossProfit": 15777.83752016721, "grossLoss": 16749.972747303764, "avgWin": 177.27907326030572, "avgLoss": 107.37162017502412, "expectancy": -3.9678988862716205, "avgRMultiple": -0.03146600258116209, "bestTrade": 208.63044369192417, "worstTrade": -130.56420236676803, "maxDrawdown": 3258.868074577148, "maxDrawdownPct": 29.120747204242658, "sharpe": -0.07200510713832484, "totalFees": 2823.289142063693, "maxConsecWins": 5, "maxConsecLosses": 9 }, { "runSet": "batch3", "strategy": "breakout-100-1h", "name": "100-bar high/low breakout", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Enter on a close beyond the prior 100-bar high/low; 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1.5x ATR stop; 2R target", "netPnl": -1913.9679388784455, "netPnlPct": -19.139679388784455, "totalTrades": 266, "wins": 93, "losses": 173, "winRate": 34.962406015037594, "profitFactor": 0.9014997363970015, "grossProfit": 17517.126647757625, "grossLoss": 19431.094586636074, "avgWin": 188.35620051352285, "avgLoss": 112.31846581870563, "expectancy": -7.195368191272351, "avgRMultiple": -0.0696888317668424, "bestTrade": 217.08524068983039, "worstTrade": -139.65822881744944, "maxDrawdown": 3590.493193991083, "maxDrawdownPct": 30.749671803424267, "sharpe": -0.04839000016012013, "totalFees": 3258.904758758227, "maxConsecWins": 5, "maxConsecLosses": 15 }, { "runSet": "batch3", "strategy": "liquidity-sweep-1h", "name": "Liquidity sweep reversal (1H)", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Enter when price sweeps a recent swing high/low then reverses, on the 1H; structure stop; 2R target", "netPnl": -9385.927090511295, "netPnlPct": -93.85927090511295, "totalTrades": 523, "wins": 120, "losses": 403, "winRate": 22.94455066921606, "profitFactor": 0.417454425208515, "grossProfit": 6725.991867710764, "grossLoss": 16111.918958222057, "avgWin": 56.049932230923034, "avgLoss": 39.97994778715151, "expectancy": -17.946323308817007, "avgRMultiple": -1.74646863692469, "bestTrade": 164.81170291048568, "worstTrade": -191.2716945115292, "maxDrawdown": 9411.784484647493, "maxDrawdownPct": 94.11784484647492, "sharpe": -0.11491877006363051, "totalFees": 8342.42766056372, "maxConsecWins": 3, "maxConsecLosses": 12 }, { "runSet": "batch3", "strategy": "fvg-retrace-1h", "name": "Fair value gap retrace (1H)", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Enter when price retraces 50% into a fresh fair value gap, on the 1H; structure stop; 2R target", "netPnl": -2594.4160888210745, "netPnlPct": -25.944160888210742, "totalTrades": 136, "wins": 35, "losses": 101, "winRate": 25.735294117647058, "profitFactor": 0.6831590995354881, "grossProfit": 5593.97147420338, "grossLoss": 8188.38756302446, "avgWin": 159.82775640581087, "avgLoss": 81.073144188361, "expectancy": -19.076588888390255, "avgRMultiple": -0.4800049473636213, "bestTrade": 199.3330830225654, "worstTrade": -175.7904405569626, "maxDrawdown": 3246.8198569580654, "maxDrawdownPct": 30.80411677590169, "sharpe": -0.12065142718554747, "totalFees": 1890.217492255542, "maxConsecWins": 4, "maxConsecLosses": 9 }, { "runSet": "batch3", "strategy": "displacement-momentum", "name": "Displacement momentum", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "15m", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 35040, "codedRules": "Enter in the direction of an outsized (2x ATR) displacement candle; 1.5x ATR stop; 2R target", "netPnl": -9270.274595629544, "netPnlPct": -92.70274595629544, "totalTrades": 694, "wins": 222, "losses": 472, "winRate": 31.988472622478387, "profitFactor": 0.6013479466121114, "grossProfit": 13983.774936656586, "grossLoss": 23254.049532286117, "avgWin": 62.98997719214678, "avgLoss": 49.267054093826516, "expectancy": -13.357744374105971, "avgRMultiple": -0.3720115147715897, "bestTrade": 173.2672339876589, "worstTrade": -155.55866784382684, "maxDrawdown": 9284.241179263623, "maxDrawdownPct": 92.84241179263623, "sharpe": -0.12944961164245572, "totalFees": 7832.519596238028, "maxConsecWins": 4, "maxConsecLosses": 12 }, { "runSet": "batch3", "strategy": "mss-continuation", "name": "Market structure shift continuation", "market": "BTC", "symbol": "BTCUSDT", "timeframe": "15m", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 35040, "codedRules": "Enter on a confirmed market-structure shift (close beyond the last swing); structure stop; 2R target", "netPnl": -741.1859494376663, "netPnlPct": -7.411859494376663, "totalTrades": 182, "wins": 64, "losses": 118, "winRate": 35.16483516483517, "profitFactor": 0.9401911737930001, "grossProfit": 11651.398831818586, "grossLoss": 12392.584781256253, "avgWin": 182.0531067471654, "avgLoss": 105.02190492590046, "expectancy": -4.072450271635529, "avgRMultiple": -0.03222017774491396, "bestTrade": 210.64539487636293, "worstTrade": -131.95439909985623, "maxDrawdown": 2133.7222112111413, "maxDrawdownPct": 19.712467008729323, "sharpe": -0.062219281536376285, "totalFees": 1341.7923547899259, "maxConsecWins": 4, "maxConsecLosses": 11 }, { "runSet": "batch3", "strategy": "ema-20-50-cross", "name": "EMA 20/50 trend cross", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Long when EMA(20) crosses above EMA(50), short on the inverse; 1.5x ATR stop; 2R target", "netPnl": -2518.009625156709, "netPnlPct": -25.180096251567086, "totalTrades": 160, "wins": 48, "losses": 112, "winRate": 30, "profitFactor": 0.7718089426135482, "grossProfit": 8516.64551863513, "grossLoss": 11034.65514379184, "avgWin": 177.43011497156522, "avgLoss": 98.52370664099858, "expectancy": -15.73756015722943, "avgRMultiple": -0.17174287408678238, "bestTrade": 197.37009754020008, "worstTrade": -111.1497917132724, "maxDrawdown": 2950.984587562054, "maxDrawdownPct": 28.39948781795548, "sharpe": -0.1433971481262679, "totalFees": 1051.5774093582145, "maxConsecWins": 3, "maxConsecLosses": 8 }, { "runSet": "batch3", "strategy": "ema-9-21-cross", "name": "EMA 9/21 fast cross", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "5m", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 105120, "codedRules": "Long when EMA(9) crosses above EMA(21), short on the inverse, on the 5m; 1.5x ATR stop; 2R target", "netPnl": -9998.985770259023, "netPnlPct": -99.98985770259023, "totalTrades": 3168, "wins": 1104, "losses": 2064, "winRate": 34.84848484848485, "profitFactor": 0.6733474688232703, "grossProfit": 20611.478915989846, "grossLoss": 30610.464686248968, "avgWin": 18.669817858686454, "avgLoss": 14.830651495275664, "expectancy": -3.156245508288833, "avgRMultiple": -0.2809662447209267, "bestTrade": 152.54736321211954, "worstTrade": -160.49339331539213, "maxDrawdown": 9998.985770259074, "maxDrawdownPct": 99.98985770259074, "sharpe": -0.14264120891362256, "totalFees": 10942.33355140116, "maxConsecWins": 9, "maxConsecLosses": 15 }, { "runSet": "batch3", "strategy": "ema-12-26-cross", "name": "EMA 12/26 cross", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Long when EMA(12) crosses above EMA(26), short on the inverse; 1.5x ATR stop; 2R target", "netPnl": -1658.1837140972132, "netPnlPct": -16.58183714097213, "totalTrades": 252, "wins": 85, "losses": 167, "winRate": 33.730158730158735, "profitFactor": 0.9026676799298317, "grossProfit": 15378.127686903006, "grossLoss": 17036.311401000217, "avgWin": 180.91914925768242, "avgLoss": 102.0138407245522, "expectancy": -6.58009410356037, "avgRMultiple": -0.06192887948441826, "bestTrade": 194.30031431899982, "worstTrade": -113.27955254528163, "maxDrawdown": 1886.5958705161684, "maxDrawdownPct": 18.444660243107382, "sharpe": -0.06568803594645388, "totalFees": 1757.6743524362732, "maxConsecWins": 3, "maxConsecLosses": 9 }, { "runSet": "batch3", "strategy": "donchian-20-breakout", "name": "Donchian 20 channel breakout", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "15m", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 35040, "codedRules": "Enter on a close beyond the prior 20-bar high/low; 1.5x ATR stop; 2R target", "netPnl": -8173.967889806948, "netPnlPct": -81.73967889806949, "totalTrades": 1597, "wins": 565, "losses": 1032, "winRate": 35.37883531621791, "profitFactor": 0.8856738757845101, "grossProfit": 63322.97076613865, "grossLoss": 71496.93865594555, "avgWin": 112.07605445334273, "avgLoss": 69.2799793177767, "expectancy": -5.118326793867845, "avgRMultiple": -0.09612593867930765, "bestTrade": 212.72817658494844, "worstTrade": -137.9118938350101, "maxDrawdown": 9380.003456188444, "maxDrawdownPct": 83.75748723206453, "sharpe": -0.02796691001330241, "totalFees": 14555.946846129085, "maxConsecWins": 13, "maxConsecLosses": 12 }, { "runSet": "batch3", "strategy": "donchian-55-breakout", "name": "Donchian 55 channel breakout", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Enter on a close beyond the prior 55-bar high/low (classic Turtle channel); 1.5x ATR stop; 2R target", "netPnl": 922.3619593356278, "netPnlPct": 9.223619593356279, "totalTrades": 240, "wins": 89, "losses": 151, "winRate": 37.083333333333336, "profitFactor": 1.0501658721902465, "grossProfit": 19308.605815272487, "grossLoss": 18386.243855936853, "avgWin": 216.95062713789312, "avgLoss": 121.76320434395267, "expectancy": 3.843174830565116, "avgRMultiple": 0.04718400830180162, "bestTrade": 237.08559631021683, "worstTrade": -139.06727791717225, "maxDrawdown": 1851.0590406944484, "maxDrawdownPct": 15.143724481693393, "sharpe": 0.005353460858041921, "totalFees": 1776.351037596249, "maxConsecWins": 5, "maxConsecLosses": 9 }, { "runSet": "batch3", "strategy": "breakout-100-1h", "name": "100-bar high/low breakout", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Enter on a close beyond the prior 100-bar high/low; 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1.5x ATR stop; 2R target", "netPnl": -2030.2799218945406, "netPnlPct": -20.302799218945406, "totalTrades": 242, "wins": 80, "losses": 162, "winRate": 33.057851239669425, "profitFactor": 0.8818943726245398, "grossProfit": 15160.094211932636, "grossLoss": 17190.374133827176, "avgWin": 189.50117764915794, "avgLoss": 106.1134205791801, "expectancy": -8.389586454109672, "avgRMultiple": -0.08390239002502406, "bestTrade": 215.4130568042067, "worstTrade": -122.42392920681337, "maxDrawdown": 3274.450878599435, "maxDrawdownPct": 29.12911354064944, "sharpe": -0.07113942986001877, "totalFees": 1621.7622026679398, "maxConsecWins": 4, "maxConsecLosses": 8 }, { "runSet": "batch3", "strategy": "liquidity-sweep-1h", "name": "Liquidity sweep reversal (1H)", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Enter when price sweeps a recent swing high/low then reverses, on the 1H; structure stop; 2R target", "netPnl": -9114.691964255333, "netPnlPct": -91.14691964255333, "totalTrades": 526, "wins": 127, "losses": 399, "winRate": 24.14448669201521, "profitFactor": 0.5149097751997925, "grossProfit": 9674.991888906974, "grossLoss": 18789.683853162303, "avgWin": 76.1810384953305, "avgLoss": 47.091939481609785, "expectancy": -17.328311719116602, "avgRMultiple": -0.8363547075418267, "bestTrade": 194.93806091678564, "worstTrade": -180.7682197682766, "maxDrawdown": 9440.873236345651, "maxDrawdownPct": 91.56509628809293, "sharpe": -0.06230301639367698, "totalFees": 7786.767068158293, "maxConsecWins": 2, "maxConsecLosses": 20 }, { "runSet": "batch3", "strategy": "fvg-retrace-1h", "name": "Fair value gap retrace (1H)", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Enter when price retraces 50% into a fresh fair value gap, on the 1H; structure stop; 2R target", "netPnl": 632.1709527955154, "netPnlPct": 6.321709527955154, "totalTrades": 47, "wins": 16, "losses": 31, "winRate": 34.04255319148936, "profitFactor": 1.2665316964129658, "grossProfit": 3004.012505989344, "grossLoss": 2371.841553193829, "avgWin": 187.750781624334, "avgLoss": 76.51101784496223, "expectancy": 13.450445804159902, "avgRMultiple": 0.13880245003017083, "bestTrade": 207.76516924059914, "worstTrade": -118.90290396319044, "maxDrawdown": 650.3757439366964, "maxDrawdownPct": 6.066146492376877, "sharpe": 0.16972088927807993, "totalFees": 336.7086212902164, "maxConsecWins": 3, "maxConsecLosses": 11 }, { "runSet": "batch3", "strategy": "displacement-momentum", "name": "Displacement momentum", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "15m", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 35040, "codedRules": "Enter in the direction of an outsized (2x ATR) displacement candle; 1.5x ATR stop; 2R target", "netPnl": -6588.251105782834, "netPnlPct": -65.88251105782834, "totalTrades": 566, "wins": 184, "losses": 382, "winRate": 32.50883392226148, "profitFactor": 0.7408591530236667, "grossProfit": 18835.186313114376, "grossLoss": 25423.437418897203, "avgWin": 102.3651430060564, "avgLoss": 66.55350109658954, "expectancy": -11.640019621524441, "avgRMultiple": -0.17994123074017307, "bestTrade": 195.31696237015137, "worstTrade": -145.24529236843185, "maxDrawdown": 7394.426926574046, "maxDrawdownPct": 69.01789017187578, "sharpe": -0.07554928340634007, "totalFees": 4876.327932952695, "maxConsecWins": 7, "maxConsecLosses": 16 }, { "runSet": "batch3", "strategy": "mss-continuation", "name": "Market structure shift continuation", "market": "ETH", "symbol": "ETHUSDT", "timeframe": "15m", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 35040, "codedRules": "Enter on a confirmed market-structure shift (close beyond the last swing); structure stop; 2R target", "netPnl": 3098.6183010603363, "netPnlPct": 30.986183010603362, "totalTrades": 149, "wins": 62, "losses": 87, "winRate": 41.61073825503356, "profitFactor": 1.322293145135877, "grossProfit": 12712.903767026362, "grossLoss": 9614.285465966022, "avgWin": 205.0468349520381, "avgLoss": 110.50902834443704, "expectancy": 20.796095980270714, "avgRMultiple": 0.19206543541975538, "bestTrade": 252.9436625047067, "worstTrade": -137.98610725765732, "maxDrawdown": 1715.9105318291986, "maxDrawdownPct": 15.500421721473545, "sharpe": 0.0814064750008303, "totalFees": 755.3340976123734, "maxConsecWins": 6, "maxConsecLosses": 9 }, { "runSet": "batch3", "strategy": "ema-20-50-cross", "name": "EMA 20/50 trend cross", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Long when EMA(20) crosses above EMA(50), short on the inverse; 1.5x ATR stop; 2R target", "netPnl": -2661.355766390606, "netPnlPct": -26.613557663906057, "totalTrades": 120, "wins": 42, "losses": 78, "winRate": 35, "profitFactor": 0.6870522594913107, "grossProfit": 5842.798192556772, "grossLoss": 8504.15395894738, "avgWin": 139.11424267992314, "avgLoss": 109.02761485829974, "expectancy": -22.177964719921714, "avgRMultiple": -0.24720393464651555, "bestTrade": 170.5240107361159, "worstTrade": -149.36169006363167, "maxDrawdown": 2915.423067070231, "maxDrawdownPct": 29.154230670702308, "sharpe": -0.1604866713194078, "totalFees": 2953.197453787407, "maxConsecWins": 4, "maxConsecLosses": 9 }, { "runSet": "batch3", "strategy": "ema-9-21-cross", "name": "EMA 9/21 fast cross", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "5m", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 105120, "codedRules": "Long when EMA(9) crosses above EMA(21), short on the inverse, on the 5m; 1.5x ATR stop; 2R target", "netPnl": -9999.99999999999, "netPnlPct": -99.99999999999991, "totalTrades": 3686, "wins": 759, "losses": 2927, "winRate": 20.591427021161152, "profitFactor": 0.1563594474600856, "grossProfit": 1853.3894202849801, "grossLoss": 11853.389420284957, "avgWin": 2.4418832941831097, "avgLoss": 4.049671821074464, "expectancy": -2.712967986977751, "avgRMultiple": -2.2121370400280216, "bestTrade": 118.70182053183423, "worstTrade": -191.3482226993524, "maxDrawdown": 10000.000000000004, "maxDrawdownPct": 100.00000000000004, "sharpe": -0.5892657754538853, "totalFees": 6645.013802591074, "maxConsecWins": 7, "maxConsecLosses": 53 }, { "runSet": "batch3", "strategy": "ema-12-26-cross", "name": "EMA 12/26 cross", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Long when EMA(12) crosses above EMA(26), short on the inverse; 1.5x ATR stop; 2R target", "netPnl": -6107.43683782637, "netPnlPct": -61.0743683782637, "totalTrades": 201, "wins": 55, "losses": 146, "winRate": 27.363184079601986, "profitFactor": 0.5208911763199431, "grossProfit": 6640.05712589333, "grossLoss": 12747.493963719702, "avgWin": 120.72831137987872, "avgLoss": 87.31160249123084, "expectancy": -30.385257899633682, "avgRMultiple": -0.46437418268770503, "bestTrade": 198.3794051661355, "worstTrade": -148.6327439331858, "maxDrawdown": 7073.142583158911, "maxDrawdownPct": 64.5023927089192, "sharpe": -0.29076014084208973, "totalFees": 3746.7828023673123, "maxConsecWins": 5, "maxConsecLosses": 9 }, { "runSet": "batch3", "strategy": "donchian-20-breakout", "name": "Donchian 20 channel breakout", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "15m", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 35040, "codedRules": "Enter on a close beyond the prior 20-bar high/low; 1.5x ATR stop; 2R target", "netPnl": -9999.720199728657, "netPnlPct": -99.99720199728658, "totalTrades": 1575, "wins": 462, "losses": 1113, "winRate": 29.333333333333332, "profitFactor": 0.2892941316412689, "grossProfit": 4070.40450997934, "grossLoss": 14070.124709708014, "avgWin": 8.810399372249654, "avgLoss": 12.641621482217444, "expectancy": -6.349028698240417, "avgRMultiple": -0.89604287263327, "bestTrade": 141.21552989211042, "worstTrade": -181.54301735514395, "maxDrawdown": 9999.720199728672, "maxDrawdownPct": 99.99720199728672, "sharpe": -0.32852269939356304, "totalFees": 6090.121005693197, "maxConsecWins": 6, "maxConsecLosses": 22 }, { "runSet": "batch3", "strategy": "donchian-55-breakout", "name": "Donchian 55 channel breakout", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Enter on a close beyond the prior 55-bar high/low (classic Turtle channel); 1.5x ATR stop; 2R target", "netPnl": 344.49816344375427, "netPnlPct": 3.4449816344375424, "totalTrades": 258, "wins": 111, "losses": 147, "winRate": 43.02325581395349, "profitFactor": 1.018920651961412, "grossProfit": 18552.01892680517, "grossLoss": 18207.520763361423, "avgWin": 167.1353056468934, "avgLoss": 123.86068546504369, "expectancy": 1.3352641993943963, "avgRMultiple": 0.023720394183423903, "bestTrade": 198.8171430807204, "worstTrade": -179.25390539267167, "maxDrawdown": 2200.9138754005908, "maxDrawdownPct": 20.007852196188992, "sharpe": -0.022112506791522088, "totalFees": 6725.884936541615, "maxConsecWins": 6, "maxConsecLosses": 8 }, { "runSet": "batch3", "strategy": "breakout-100-1h", "name": "100-bar high/low breakout", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Enter on a close beyond the prior 100-bar high/low; 1.5x ATR stop; 2R target", "netPnl": 2743.958531722774, "netPnlPct": 27.43958531722774, "totalTrades": 181, "wins": 84, "losses": 97, "winRate": 46.408839779005525, "profitFactor": 1.2129538623607714, "grossProfit": 15629.184004056118, "grossLoss": 12885.225472333339, "avgWin": 186.0617143340014, "avgLoss": 132.83737600343648, "expectancy": 15.159991887971126, "avgRMultiple": 0.14461610151750778, "bestTrade": 238.96248443255772, "worstTrade": -187.42644808443123, "maxDrawdown": 2170.5979250274395, "maxDrawdownPct": 18.824218105766384, "sharpe": 0.04873130699354513, "totalFees": 4793.196402911119, "maxConsecWins": 5, "maxConsecLosses": 7 }, { "runSet": "batch3", "strategy": "rsi-14-reversion", "name": "RSI(14) 30/70 reversion", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Long when RSI(14) crosses up through 30, short when it crosses down through 70; 1.5x ATR stop; 2R target", "netPnl": -5054.374938809419, "netPnlPct": -50.54374938809419, "totalTrades": 160, "wins": 43, "losses": 117, "winRate": 26.875, "profitFactor": 0.5244128593315478, "grossProfit": 5573.277717453195, "grossLoss": 10627.652656262611, "avgWin": 129.61110970821383, "avgLoss": 90.83463808771462, "expectancy": -31.58984336755887, "avgRMultiple": -0.4302865522904198, "bestTrade": 171.5009771219634, "worstTrade": -145.52407407407458, "maxDrawdown": 5054.374938809412, "maxDrawdownPct": 50.54374938809411, "sharpe": -0.3269709454860839, "totalFees": 2825.534346289537, "maxConsecWins": 4, "maxConsecLosses": 11 }, { "runSet": "batch3", "strategy": "rsi-7-reversion", "name": "RSI(7) 20/80 reversion", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Long when RSI(7) crosses up through 20, short when it crosses down through 80; 1.5x ATR stop; 2R target", "netPnl": -7170.128914629226, "netPnlPct": -71.70128914629225, "totalTrades": 241, "wins": 61, "losses": 180, "winRate": 25.311203319502074, "profitFactor": 0.4667855246539179, "grossProfit": 6276.8595790261015, "grossLoss": 13446.988493655332, "avgWin": 102.89933736108364, "avgLoss": 74.70549163141851, "expectancy": -29.751572259872304, "avgRMultiple": -0.5390698636627164, "bestTrade": 162.59260190201124, "worstTrade": -157.74560908068648, "maxDrawdown": 7210.795804985682, "maxDrawdownPct": 72.10795804985682, "sharpe": -0.22598398368898495, "totalFees": 3961.2214184454933, "maxConsecWins": 3, "maxConsecLosses": 11 }, { "runSet": "batch3", "strategy": "liquidity-sweep-1h", "name": "Liquidity sweep reversal (1H)", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Enter when price sweeps a recent swing high/low then reverses, on the 1H; structure stop; 2R target", "netPnl": -9788.712839473303, "netPnlPct": -97.88712839473303, "totalTrades": 498, "wins": 97, "losses": 401, "winRate": 19.477911646586346, "profitFactor": 0.2124005091408412, "grossProfit": 2639.8285106426197, "grossLoss": 12428.541350115922, "avgWin": 27.21472691384144, "avgLoss": 30.99386870353098, "expectancy": -19.656049878460447, "avgRMultiple": -3.0101996714924866, "bestTrade": 120.3407886473201, "worstTrade": -174.56592202435428, "maxDrawdown": 9788.7128394733, "maxDrawdownPct": 97.88712839473301, "sharpe": -0.19651997077211317, "totalFees": 7161.197170779767, "maxConsecWins": 3, "maxConsecLosses": 27 }, { "runSet": "batch3", "strategy": "fvg-retrace-1h", "name": "Fair value gap retrace (1H)", "market": "Gold (PAXG)", "symbol": "PAXGUSDT", "timeframe": "1h", "windowStart": "2025-01", "windowEnd": "2025-12", "barsProcessed": 8760, "codedRules": "Enter when price retraces 50% into a fresh fair value gap, on the 1H; 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