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./analyze --symbol NQ --period 2022 --trades 1721
2025-12-08 12:46:10
[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"
+32.5R
Total R
1,721
Trades
18.9%
Win Rate
1.05
Profit Factor
0.34
Sharpe Ratio
1.36
Sortino Ratio
-43.0R
Max Drawdown
+0.0189R
Expectancy
[LONG] 860 trades
18.7% Win Rate
-0.001R Avg R
-0.46R Total
+27.05R Best
-1.02R Worst
[SHORT] 861 trades
18.1% Win Rate
+0.038R Avg R
+32.97R Total
+20.49R Best
-1.03R Worst
[PD_MID]
+24.1R
[HTF_FALLBACK]
+8.4R
[AVG_WINNER]
+2.658R
[AVG_LOSER]
-0.595R
[STREAKS]
3Win
7Loss
6BE
6Win*
19Loss*
* ignoring breakevens
[BEST_WORST]
+27.05RBest Trade
-1.03RWorst Trade
Wednesday +91.4RBest Day
Tuesday -22.5RWorst Day
07:00 +62.0RBest Hour
05:00 -16.3RWorst Hour
2022-02 +47.0RBest Month
2022-03 -25.3RWorst Month
[EQUITY_CURVE] 1721 trades
[STRATEGY_COMPARISON] 8 variations
Strategy Total R Trades Win% Sharpe Max DD Avg R
All Trades +32.5R 1,721 18.9% 0.34 -43.0R +0.0189R
No Sunday +33.6R 1,645 19.0% 0.36 -42.8R +0.0204R
Skip Bad Hours -0.0R 1,458 18.9% -0.00 -40.1R -0.0000R
No Early Exit -42.3R 1,709 18.3% -0.48 -74.7R -0.0248R
PD Mid Only +24.1R 1,148 16.6% 0.34 -57.6R +0.0210R
HTF Fallback +8.4R 573 23.4% 0.38 -31.9R +0.0147R
LONG Only -0.5R 860 18.8% -0.01 -36.9R -0.0005R
SHORT Only +33.0R 861 18.9% 0.72 -48.9R +0.0383R
Optimized -1.5R 1,406 18.8% -0.02 -39.4R -0.0011R
[MONTE_CARLO] 1000 simulations
❯ risk_analysis.json
{
"p5": -96.2,
"median": 35.8,
"p95": 179.0,
"prob_profit": 67.6,
"expectancy": 0.0189
}
[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 -43.0R +32.5R 1,721 0.76x
No Sunday -42.8R +33.6R 1,645 0.78x
Skip Bad Hours -40.1R -0.0R 1,458 0.00x
No Early Exit -74.7R -42.3R 1,709 0.57x
PD Mid Only -57.6R +24.1R 1,148 0.42x
HTF Fallback -31.9R +8.4R 573 0.26x
LONG Only -36.9R -0.5R 860 0.01x
SHORT Only -48.9R +33.0R 861 0.67x
Optimized -39.4R -1.5R 1,406 0.04x
[MONTHLY_PNL]
[R_DISTRIBUTION]
[TRADE_LOG] 1721 trades
Date Time Dir Entry Stop Target Type Exit P&L R Result