← sadows.net
./analyze --symbol NQ --period 2024 --trades 1856
2025-12-08 12:46:15
[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"
+27.3R
Total R
1,856
Trades
18.2%
Win Rate
1.08
Profit Factor
0.26
Sharpe Ratio
1.05
Sortino Ratio
-104.8R
Max Drawdown
+0.0147R
Expectancy
[LONG] 812 trades
20.7% Win Rate
-0.019R Avg R
-15.62R Total
+26.09R Best
-1.06R Worst
[SHORT] 1044 trades
15.6% Win Rate
+0.041R Avg R
+42.9R Total
+33.51R Best
-1.03R Worst
[PD_MID]
+49.2R
[HTF_FALLBACK]
-21.9R
[AVG_WINNER]
+2.716R
[AVG_LOSER]
-0.585R
[STREAKS]
3Win
6Loss
9BE
6Win*
18Loss*
* ignoring breakevens
[BEST_WORST]
+33.51RBest Trade
-1.06RWorst Trade
Friday +53.2RBest Day
Monday -42.2RWorst Day
09:00 +35.4RBest Hour
08:00 -22.3RWorst Hour
2024-03 +53.1RBest Month
2024-08 -27.9RWorst Month
[EQUITY_CURVE] 1856 trades
[STRATEGY_COMPARISON] 8 variations
Strategy Total R Trades Win% Sharpe Max DD Avg R
All Trades +27.3R 1,856 18.2% 0.26 -104.8R +0.0147R
No Sunday +48.0R 1,745 18.4% 0.47 -102.5R +0.0275R
Skip Bad Hours +3.1R 1,580 18.7% 0.03 -92.5R +0.0019R
No Early Exit +10.4R 1,848 17.8% 0.10 -108.3R +0.0057R
PD Mid Only +49.2R 1,258 15.8% 0.60 -86.8R +0.0391R
HTF Fallback -21.9R 598 23.1% -1.05 -48.3R -0.0366R
LONG Only -15.6R 812 21.1% -0.43 -58.8R -0.0192R
SHORT Only +42.9R 1,044 15.9% 0.63 -83.7R +0.0411R
Optimized +25.7R 1,500 19.0% 0.30 -82.2R +0.0171R
[MONTE_CARLO] 1000 simulations
❯ risk_analysis.json
{
"p5": -111.8,
"median": 23.2,
"p95": 160.8,
"prob_profit": 61.7,
"expectancy": 0.0147
}
[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 -104.8R +27.3R 1,856 0.26x
No Sunday -102.5R +48.0R 1,745 0.47x
Skip Bad Hours -92.5R +3.1R 1,580 0.03x
No Early Exit -108.3R +10.4R 1,848 0.10x
PD Mid Only -86.8R +49.2R 1,258 0.57x
HTF Fallback -48.3R -21.9R 598 0.45x
LONG Only -58.8R -15.6R 812 0.27x
SHORT Only -83.7R +42.9R 1,044 0.51x
Optimized -82.2R +25.7R 1,500 0.31x
[MONTHLY_PNL]
[R_DISTRIBUTION]
[TRADE_LOG] 1856 trades
Date Time Dir Entry Stop Target Type Exit P&L R Result