← sadows.net
./analyze --symbol NQ --period 2020-2025 --trades 10464
2025-12-08 12:46:22
[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"
+243.1R
Total R
10,464
Trades
18.8%
Win Rate
1.06
Profit Factor
0.44
Sharpe Ratio
1.66
Sortino Ratio
-211.8R
Max Drawdown
+0.0232R
Expectancy
[LONG] 4741 trades
21.9% Win Rate
+0.034R Avg R
+162.47R Total
+27.05R Best
-1.06R Worst
[SHORT] 5723 trades
15.4% Win Rate
+0.014R Avg R
+80.68R Total
+33.89R Best
-1.06R Worst
[PD_MID]
+258.1R
[HTF_FALLBACK]
-14.9R
[AVG_WINNER]
+2.638R
[AVG_LOSER]
-0.582R
[STREAKS]
4Win
10Loss
9BE
6Win*
22Loss*
* ignoring breakevens
[BEST_WORST]
+33.89RBest Trade
-1.06RWorst Trade
Wednesday +170.2RBest Day
Monday -96.7RWorst Day
07:00 +115.4RBest Hour
04:00 -67.0RWorst Hour
2025-10 +126.0RBest Month
2023-02 -40.2RWorst Month
[EQUITY_CURVE] 10464 trades
[STRATEGY_COMPARISON] 8 variations
Strategy Total R Trades Win% Sharpe Max DD Avg R
All Trades +243.2R 10,464 18.8% 0.44 -211.8R +0.0232R
No Sunday +258.2R 9,938 19.0% 0.48 -213.3R +0.0260R
Skip Bad Hours +149.6R 8,849 19.1% 0.32 -246.8R +0.0169R
No Early Exit +19.9R 10,408 18.4% 0.04 -345.8R +0.0019R
PD Mid Only +258.1R 6,919 16.6% 0.63 -171.4R +0.0373R
HTF Fallback -14.9R 3,545 23.1% -0.11 -79.2R -0.0042R
LONG Only +162.5R 4,741 22.3% 0.74 -90.6R +0.0343R
SHORT Only +80.7R 5,723 15.9% 0.24 -179.2R +0.0141R
Optimized +156.7R 8,485 19.3% 0.35 -265.0R +0.0185R
[MONTE_CARLO] 1000 simulations
❯ risk_analysis.json
{
"p5": -71.8,
"median": 226.9,
"p95": 573.9,
"prob_profit": 89.8,
"expectancy": 0.0232
}
[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 -211.8R +243.2R 10,464 1.15x
No Sunday -213.3R +258.2R 9,938 1.21x
Skip Bad Hours -246.8R +149.6R 8,849 0.61x
No Early Exit -345.8R +19.9R 10,408 0.06x
PD Mid Only -171.4R +258.1R 6,919 1.51x
HTF Fallback -79.2R -14.9R 3,545 0.19x
LONG Only -90.6R +162.5R 4,741 1.79x
SHORT Only -179.2R +80.7R 5,723 0.45x
Optimized -265.0R +156.7R 8,485 0.59x
[MONTHLY_PNL]
[R_DISTRIBUTION]
[TRADE_LOG] 10464 trades
Date Time Dir Entry Stop Target Type Exit P&L R Result