← sadows.net
./analyze --symbol NQ --period 2025 --trades 1621
2025-12-08 12:46:18
[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"
+209.7R
Total R
1,621
Trades
19.5%
Win Rate
1.28
Profit Factor
2.13
Sharpe Ratio
9.23
Sortino Ratio
-43.0R
Max Drawdown
+0.1294R
Expectancy
[LONG] 685 trades
23.1% Win Rate
+0.105R Avg R
+72.01R Total
+10.44R Best
-1.02R Worst
[SHORT] 936 trades
15.9% Win Rate
+0.147R Avg R
+137.72R Total
+27.15R Best
-1.02R Worst
[PD_MID]
+171.2R
[HTF_FALLBACK]
+38.6R
[AVG_WINNER]
+3.04R
[AVG_LOSER]
-0.575R
[STREAKS]
3Win
8Loss
6BE
5Win*
20Loss*
* ignoring breakevens
[BEST_WORST]
+27.15RBest Trade
-1.02RWorst Trade
Wednesday +88.3RBest Day
Sunday -1.1RWorst Day
02:00 +50.0RBest Hour
04:00 -10.7RWorst Hour
2025-10 +126.0RBest Month
2025-09 -27.4RWorst Month
[EQUITY_CURVE] 1621 trades
[STRATEGY_COMPARISON] 8 variations
Strategy Total R Trades Win% Sharpe Max DD Avg R
All Trades +209.7R 1,621 19.5% 2.13 -43.0R +0.1294R
No Sunday +210.8R 1,546 20.0% 2.23 -41.2R +0.1363R
Skip Bad Hours +222.1R 1,359 20.0% 2.58 -34.4R +0.1634R
No Early Exit +147.2R 1,609 18.9% 1.57 -53.5R +0.0915R
PD Mid Only +171.2R 1,097 16.9% 2.26 -49.7R +0.1560R
HTF Fallback +38.6R 524 25.0% 1.91 -20.4R +0.0736R
LONG Only +72.0R 685 23.9% 2.43 -23.9R +0.1051R
SHORT Only +137.7R 936 16.2% 2.07 -47.1R +0.1471R
Optimized +221.3R 1,302 20.5% 2.67 -37.4R +0.1700R
[MONTE_CARLO] 1000 simulations
❯ risk_analysis.json
{
"p5": 73.3,
"median": 208.2,
"p95": 354.6,
"prob_profit": 99.7,
"expectancy": 0.1294
}
[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 +209.7R 1,621 4.88x
No Sunday -41.2R +210.8R 1,546 5.12x
Skip Bad Hours -34.4R +222.1R 1,359 6.46x
No Early Exit -53.5R +147.2R 1,609 2.75x
PD Mid Only -49.7R +171.2R 1,097 3.44x
HTF Fallback -20.4R +38.6R 524 1.89x
LONG Only -23.9R +72.0R 685 3.01x
SHORT Only -47.1R +137.7R 936 2.92x
Optimized -37.4R +221.3R 1,302 5.92x
[MONTHLY_PNL]
[R_DISTRIBUTION]
[TRADE_LOG] 1621 trades
Date Time Dir Entry Stop Target Type Exit P&L R Result