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./analyze --symbol NQ --period 2021 --trades 764
2025-12-08 17:03:20
[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"
+45.3R
Total R
764
Trades
27.0%
Win Rate
1.09
Profit Factor
1.39
Sharpe Ratio
4.29
Sortino Ratio
-32.5R
Max Drawdown
+0.0593R
Expectancy
[LONG] 343 trades
32.4% Win Rate
+0.057R Avg R
+19.63R Total
+6.02R Best
-1.02R Worst
[SHORT] 421 trades
22.1% Win Rate
+0.061R Avg R
+25.67R Total
+12.69R Best
-1.06R Worst
[PD_MID - Tier 1] 409 trades
+25.4R Total
20.3% Win Rate
+2.52R Avg Win
-0.56R Avg Loss
[VWAP_6H - Tier 2] 225 trades
+9.6R Total
36.0% Win Rate
+1.22R Avg Win
-0.62R Avg Loss
[HTF - Tier 3] 130 trades
+10.3R Total
32.3% Win Rate
+1.89R Avg Win
-0.78R Avg Loss
[STREAKS]
4Win
6Loss
5BE
6Win*
12Loss*
* ignoring breakevens
[BEST_WORST]
+12.69RBest Trade
-1.06RWorst Trade
Friday +22.3RBest Day
Wednesday -14.3RWorst Day
07:00 +23.4RBest Hour
14:00 -7.7RWorst Hour
2021-11 +27.3RBest Month
2021-08 -26.7RWorst Month
[EQUITY_CURVE] 764 trades
[STRATEGY_COMPARISON] 8 variations
Strategy Total R Trades Win% Sharpe Max DD Avg R
All Trades +45.3R 764 27.0% 1.39 -32.5R +0.0593R
No Sunday +45.3R 764 27.0% 1.39 -32.5R +0.0593R
Skip Bad Hours +21.9R 674 26.6% 0.79 -30.4R +0.0325R
No Early Exit +38.6R 757 26.7% 1.19 -32.4R +0.0510R
PD Mid Only +25.4R 409 20.3% 1.26 -30.5R +0.0622R
HTF Fallback +10.3R 130 32.3% 2.07 -14.4R +0.0793R
LONG Only +19.6R 343 32.7% 1.65 -19.5R +0.0572R
SHORT Only +25.7R 421 22.3% 1.26 -37.3R +0.0610R
Optimized +21.9R 674 26.6% 0.79 -30.4R +0.0325R
[MONTE_CARLO] 1000 simulations
❯ risk_analysis.json
{
"p5": -18.7,
"median": 46.4,
"p95": 113.4,
"prob_profit": 87.5,
"expectancy": 0.0593
}
[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 -32.5R +45.3R 764 1.39x
No Sunday -32.5R +45.3R 764 1.39x
Skip Bad Hours -30.4R +21.9R 674 0.72x
No Early Exit -32.4R +38.6R 757 1.19x
PD Mid Only -30.5R +25.4R 409 0.83x
HTF Fallback -14.4R +10.3R 130 0.72x
LONG Only -19.5R +19.6R 343 1.01x
SHORT Only -37.3R +25.7R 421 0.69x
Optimized -30.4R +21.9R 674 0.72x
[MONTHLY_PNL]
[R_DISTRIBUTION]
[TRADE_LOG] 764 trades
Date Time Dir Entry Stop Target Type Exit P&L R Result