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./analyze --symbol NQ --period 2021 --trades 1710
2025-12-08 12:46:08
[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"
-83.4R
Total R
1,710
Trades
18.8%
Win Rate
0.89
Profit Factor
-1.18
Sharpe Ratio
-3.49
Sortino Ratio
-106.0R
Max Drawdown
-0.0488R
Expectancy
[LONG] 740 trades
22.8% Win Rate
-0.016R Avg R
-11.64R Total
+16.76R Best
-1.03R Worst
[SHORT] 970 trades
14.9% Win Rate
-0.074R Avg R
-71.74R Total
+12.69R Best
-1.06R Worst
[PD_MID]
-76.9R
[HTF_FALLBACK]
-6.5R
[AVG_WINNER]
+2.278R
[AVG_LOSER]
-0.586R
[STREAKS]
3Win
8Loss
6BE
5Win*
21Loss*
* ignoring breakevens
[BEST_WORST]
+16.76RBest Trade
-1.06RWorst Trade
Tuesday +12.9RBest Day
Wednesday -60.9RWorst Day
07:00 +13.0RBest Hour
19:00 -18.2RWorst Hour
2021-05 +42.7RBest Month
2021-08 -32.7RWorst Month
[EQUITY_CURVE] 1710 trades
[STRATEGY_COMPARISON] 8 variations
Strategy Total R Trades Win% Sharpe Max DD Avg R
All Trades -83.4R 1,710 18.8% -1.18 -106.0R -0.0488R
No Sunday -88.5R 1,607 18.7% -1.32 -111.7R -0.0551R
Skip Bad Hours -89.3R 1,429 19.0% -1.57 -99.1R -0.0625R
No Early Exit -107.2R 1,701 18.4% -1.54 -129.8R -0.0630R
PD Mid Only -76.9R 1,081 16.4% -1.62 -103.9R -0.0712R
HTF Fallback -6.5R 629 22.9% -0.28 -22.7R -0.0103R
LONG Only -11.6R 740 23.1% -0.40 -48.2R -0.0157R
SHORT Only -71.7R 970 15.5% -1.72 -91.3R -0.0740R
Optimized -101.3R 1,361 18.8% -1.88 -111.2R -0.0745R
[MONTE_CARLO] 1000 simulations
❯ risk_analysis.json
{
"p5": -183.6,
"median": -84.6,
"p95": 21.2,
"prob_profit": 9.7,
"expectancy": -0.0488
}
[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 -106.0R -83.4R 1,710 0.79x
No Sunday -111.7R -88.5R 1,607 0.79x
Skip Bad Hours -99.1R -89.3R 1,429 0.90x
No Early Exit -129.8R -107.2R 1,701 0.83x
PD Mid Only -103.9R -76.9R 1,081 0.74x
HTF Fallback -22.7R -6.5R 629 0.28x
LONG Only -48.2R -11.6R 740 0.24x
SHORT Only -91.3R -71.7R 970 0.79x
Optimized -111.2R -101.3R 1,361 0.91x
[MONTHLY_PNL]
[R_DISTRIBUTION]
[TRADE_LOG] 1710 trades
Date Time Dir Entry Stop Target Type Exit P&L R Result