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./analyze --symbol NQ --period 2020 --trades 806
2025-12-08 17:03:18
[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": [
"02:00-05:59" // London (skip 4am)
"06:00-10:59" // NY Open
"14:00-14:59" // NY Close
],
"skip_hours": [0, 1, 4, 13, 15, 16, 17],
"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"
+210.5R
Total R
806
Trades
30.4%
Win Rate
1.68
Profit Factor
4.14
Sharpe Ratio
18.73
Sortino Ratio
-23.0R
Max Drawdown
+0.2612R
Expectancy
[LONG] 395 trades
37.5% Win Rate
+0.177R Avg R
+69.95R Total
+7.43R Best
-1.03R Worst
[SHORT] 411 trades
22.6% Win Rate
+0.342R Avg R
+140.58R Total
+33.89R Best
-1.03R Worst
[PD_MID - Tier 1] 439 trades
+208.0R Total
28.0% Win Rate
+3.06R Avg Win
-0.53R Avg Loss
[VWAP_6H - Tier 2] 203 trades
+22.6R Total
40.9% Win Rate
+1.22R Avg Win
-0.65R Avg Loss
[HTF - Tier 3] 164 trades
-20.1R Total
23.8% Win Rate
+1.68R Avg Win
-0.68R Avg Loss
[STREAKS]
3Win
5Loss
4BE
6Win*
12Loss*
* ignoring breakevens
[BEST_WORST]
+33.89RBest Trade
-1.03RWorst Trade
Tuesday +70.5RBest Day
Monday 8.0RWorst Day
10:00 +61.4RBest Hour
03:00 -3.7RWorst Hour
2020-07 +74.3RBest Month
2020-12 -5.1RWorst Month
[EQUITY_CURVE] 806 trades
[STRATEGY_COMPARISON] 8 variations
Strategy Total R Trades Win% Sharpe Max DD Avg R
All Trades +210.5R 806 30.4% 4.14 -23.0R +0.2612R
No Sunday +210.5R 806 30.4% 4.14 -23.0R +0.2612R
Skip Bad Hours +189.0R 717 31.9% 4.80 -18.9R +0.2636R
No Early Exit +204.5R 804 30.2% 4.03 -23.0R +0.2543R
PD Mid Only +208.0R 439 28.0% 5.93 -20.3R +0.4738R
HTF Fallback -20.1R 164 23.8% -3.85 -30.6R -0.1224R
LONG Only +70.0R 395 37.7% 4.67 -14.9R +0.1771R
SHORT Only +140.6R 411 23.4% 4.27 -16.6R +0.3420R
Optimized +189.0R 717 31.9% 4.80 -18.9R +0.2636R
[MONTE_CARLO] 1000 simulations
❯ risk_analysis.json
{
"p5": 110.2,
"median": 212.4,
"p95": 312.5,
"prob_profit": 100.0,
"expectancy": 0.2612
}
[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 -23.0R +210.5R 806 9.16x
No Sunday -23.0R +210.5R 806 9.16x
Skip Bad Hours -18.9R +189.0R 717 9.98x
No Early Exit -23.0R +204.5R 804 8.89x
PD Mid Only -20.3R +208.0R 439 10.23x
HTF Fallback -30.6R -20.1R 164 0.66x
LONG Only -14.9R +70.0R 395 4.68x
SHORT Only -16.6R +140.6R 411 8.47x
Optimized -18.9R +189.0R 717 9.98x
[MONTHLY_PNL]
[R_DISTRIBUTION]
[TRADE_LOG] 806 trades
Date Time Dir Entry Stop Target Type Exit P&L R Result