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./analyze --symbol NQ --period 2020 --trades 1706
2025-12-08 12:46:06
[STRATEGY_CONFIG] iFVG v2.8
❯ targets.json
"pd_mid": {
"enabled": true,
"min_rr": 0.75,
"lookback_hours": 120
},
"htf_fallback": {
"enabled": true,
"min_rr": 1.0,
"timeframe": "1h"
}
❯ breakeven.json
"lbe": {
"enabled": true,
"trigger": "htf_sweep",
"long": "sweep_1h_high",
"short": "sweep_1h_low",
"action": "move_stop_to_entry"
}
❯ risk.json
"mode": "static",
"target_risk": 1000,
"max_risk": 1500,
"day_scale": {
"monday": 0.5,
"sunday": 0.5,
"default": 1.0
}
❯ sessions.json
"timezone": "America/New_York",
"sessions": [
"00:00-00:59", "02:00-05:59",
"06:00-10:59", "14:00-14:59",
"18:00-23:59"
],
"early_exit": "16:30"
❯ swing_fail.json
"on_swing_fail": {
"check": "htf_close",
"if_underwater": {
"action": "target_to_entry"
},
"keep_stop": true
}
❯ fvg.json
"detection": {
"timeframe": "3m",
"htf_unlock": "1h",
"min_gap_pct": 0.02,
"inversion": true
}
❯ position.json
"symbol": "NQ",
"point_value": 20,
"single_position": true,
"worst_case_fills": true,
"slippage": 0
❯ order.json
"entry_type": "limit",
"fill_on_next_bar": true,
"gap_fill_at": "limit_price",
"stop_exit_at": "stop_price",
"cancel_on_htf": "if_no_swing"
+123.7R
Total R
1,706
Trades
19.8%
Win Rate
1.21
Profit Factor
1.37
Sharpe Ratio
5.14
Sortino Ratio
-58.2R
Max Drawdown
+0.0725R
Expectancy
[LONG] 782 trades
26.3% Win Rate
+0.127R Avg R
+99.08R Total
+11.41R Best
-1.05R Worst
[SHORT] 924 trades
13.7% Win Rate
+0.027R Avg R
+24.64R Total
+33.89R Best
-1.04R Worst
[PD_MID]
+126.9R
[HTF_FALLBACK]
-3.2R
[AVG_WINNER]
+2.585R
[AVG_LOSER]
-0.548R
[STREAKS]
4Win
6Loss
6BE
6Win*
17Loss*
* ignoring breakevens
[BEST_WORST]
+33.89RBest Trade
-1.05RWorst Trade
Friday +49.3RBest Day
Monday -18.4RWorst Day
10:00 +44.3RBest Hour
21:00 -24.1RWorst Hour
2020-07 +84.1RBest Month
2020-12 -26.6RWorst Month
[EQUITY_CURVE] 1706 trades
[STRATEGY_COMPARISON] 8 variations
Strategy Total R Trades Win% Sharpe Max DD Avg R
All Trades +123.7R 1,706 19.8% 1.37 -58.2R +0.0725R
No Sunday +132.0R 1,629 20.3% 1.51 -56.2R +0.0810R
Skip Bad Hours +107.6R 1,429 20.9% 1.54 -42.7R +0.0753R
No Early Exit +107.5R 1,700 19.5% 1.20 -59.9R +0.0633R
PD Mid Only +126.9R 1,088 18.7% 1.94 -62.2R +0.1166R
HTF Fallback -3.2R 618 21.8% -0.14 -33.1R -0.0051R
LONG Only +99.1R 782 26.7% 3.05 -21.8R +0.1267R
SHORT Only +24.6R 924 14.0% 0.44 -52.2R +0.0267R
Optimized +111.3R 1,382 21.2% 1.64 -45.0R +0.0805R
[MONTE_CARLO] 1000 simulations
❯ risk_analysis.json
{
"p5": -10.0,
"median": 119.0,
"p95": 258.7,
"prob_profit": 93.7,
"expectancy": 0.0725
}
[BY_DAY]
[BY_HOUR]
[HEATMAP] Hour x Day
[EXIT_TYPES]
[TARGET_TYPES]
[DRAWDOWN_ANALYSIS] 9 variations
Strategy Max DD Total R Trades Recovery
All Trades -58.2R +123.7R 1,706 2.13x
No Sunday -56.2R +132.0R 1,629 2.35x
Skip Bad Hours -42.7R +107.6R 1,429 2.52x
No Early Exit -59.9R +107.5R 1,700 1.80x
PD Mid Only -62.2R +126.9R 1,088 2.04x
HTF Fallback -33.1R -3.2R 618 0.10x
LONG Only -21.8R +99.1R 782 4.55x
SHORT Only -52.2R +24.6R 924 0.47x
Optimized -45.0R +111.3R 1,382 2.47x
[MONTHLY_PNL]
[R_DISTRIBUTION]
[TRADE_LOG] 1706 trades
Date Time Dir Entry Stop Target Type Exit P&L R Result