← sadows.net
./analyze --symbol NQ --period 2023 --trades 1850
2025-12-08 12:46:13
[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"
-66.7R
Total R
1,850
Trades
17.8%
Win Rate
0.89
Profit Factor
-0.74
Sharpe Ratio
-2.59
Sortino Ratio
-85.1R
Max Drawdown
-0.0361R
Expectancy
[LONG] 862 trades
20.3% Win Rate
+0.022R Avg R
+19.09R Total
+21.77R Best
-1.03R Worst
[SHORT] 988 trades
14.3% Win Rate
-0.087R Avg R
-85.8R Total
+25.76R Best
-1.04R Worst
[PD_MID]
-36.3R
[HTF_FALLBACK]
-30.4R
[AVG_WINNER]
+2.559R
[AVG_LOSER]
-0.597R
[STREAKS]
3Win
10Loss
7BE
4Win*
22Loss*
* ignoring breakevens
[BEST_WORST]
+25.76RBest Trade
-1.04RWorst Trade
Sunday +11.0RBest Day
Monday -24.3RWorst Day
21:00 +23.7RBest Hour
14:00 -35.2RWorst Hour
2023-09 +20.3RBest Month
2023-02 -40.2RWorst Month
[EQUITY_CURVE] 1850 trades
[STRATEGY_COMPARISON] 8 variations
Strategy Total R Trades Win% Sharpe Max DD Avg R
All Trades -66.7R 1,850 17.8% -0.74 -85.1R -0.0361R
No Sunday -77.7R 1,766 17.9% -0.91 -100.5R -0.0440R
Skip Bad Hours -93.8R 1,594 17.7% -1.21 -106.4R -0.0589R
No Early Exit -95.8R 1,841 17.4% -1.08 -107.9R -0.0520R
PD Mid Only -36.3R 1,247 15.4% -0.54 -57.2R -0.0291R
HTF Fallback -30.4R 603 22.7% -1.39 -42.8R -0.0504R
LONG Only +19.1R 862 20.9% 0.47 -62.5R +0.0221R
SHORT Only -85.8R 988 15.1% -1.72 -88.8R -0.0868R
Optimized -98.8R 1,534 17.9% -1.34 -111.3R -0.0644R
[MONTE_CARLO] 1000 simulations
❯ risk_analysis.json
{
"p5": -183.5,
"median": -64.3,
"p95": 61.7,
"prob_profit": 18.5,
"expectancy": -0.0361
}
[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 -85.1R -66.7R 1,850 0.78x
No Sunday -100.5R -77.7R 1,766 0.77x
Skip Bad Hours -106.4R -93.8R 1,594 0.88x
No Early Exit -107.9R -95.8R 1,841 0.89x
PD Mid Only -57.2R -36.3R 1,247 0.63x
HTF Fallback -42.8R -30.4R 603 0.71x
LONG Only -62.5R +19.1R 862 0.31x
SHORT Only -88.8R -85.8R 988 0.97x
Optimized -111.3R -98.8R 1,534 0.89x
[MONTHLY_PNL]
[R_DISTRIBUTION]
[TRADE_LOG] 1850 trades
Date Time Dir Entry Stop Target Type Exit P&L R Result