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./analyze --symbol NQ --period 2022 --trades 795
2025-12-08 17:03:22
[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": [
"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"
+125.8R
Total R
795
Trades
28.6%
Win Rate
1.33
Profit Factor
2.74
Sharpe Ratio
11.64
Sortino Ratio
-27.1R
Max Drawdown
+0.1583R
Expectancy
[LONG] 414 trades
28.3% Win Rate
+0.104R Avg R
+43.04R Total
+24.99R Best
-1.01R Worst
[SHORT] 381 trades
27.8% Win Rate
+0.217R Avg R
+82.8R Total
+20.49R Best
-1.01R Worst
[PD_MID - Tier 1] 451 trades
+80.3R Total
21.5% Win Rate
+3.05R Avg Win
-0.61R Avg Loss
[VWAP_6H - Tier 2] 211 trades
+25.5R Total
41.2% Win Rate
+1.29R Avg Win
-0.7R Avg Loss
[HTF - Tier 3] 133 trades
+20.1R Total
32.3% Win Rate
+1.94R Avg Win
-0.7R Avg Loss
[STREAKS]
5Win
9Loss
3BE
7Win*
15Loss*
* ignoring breakevens
[BEST_WORST]
+24.99RBest Trade
-1.01RWorst Trade
Wednesday +68.3RBest Day
Thursday 9.7RWorst Day
07:00 +54.6RBest Hour
09:00 -8.9RWorst Hour
2022-02 +48.2RBest Month
2022-11 -5.1RWorst Month
[EQUITY_CURVE] 795 trades
[STRATEGY_COMPARISON] 8 variations
Strategy Total R Trades Win% Sharpe Max DD Avg R
All Trades +125.8R 795 28.6% 2.74 -27.1R +0.1583R
No Sunday +125.8R 795 28.6% 2.74 -27.1R +0.1583R
Skip Bad Hours +71.3R 703 27.9% 1.95 -25.0R +0.1014R
No Early Exit +106.4R 791 28.2% 2.37 -27.1R +0.1346R
PD Mid Only +80.3R 451 21.5% 2.54 -32.7R +0.1780R
HTF Fallback +20.1R 133 32.3% 3.86 -8.0R +0.1511R
LONG Only +43.0R 414 28.5% 1.89 -23.0R +0.1040R
SHORT Only +82.8R 381 28.6% 3.58 -14.9R +0.2173R
Optimized +71.3R 703 27.9% 1.95 -25.0R +0.1014R
[MONTE_CARLO] 1000 simulations
❯ risk_analysis.json
{
"p5": 28.5,
"median": 125.5,
"p95": 220.6,
"prob_profit": 99.1,
"expectancy": 0.1583
}
[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 -27.1R +125.8R 795 4.65x
No Sunday -27.1R +125.8R 795 4.65x
Skip Bad Hours -25.0R +71.3R 703 2.86x
No Early Exit -27.1R +106.4R 791 3.93x
PD Mid Only -32.7R +80.3R 451 2.45x
HTF Fallback -8.0R +20.1R 133 2.50x
LONG Only -23.0R +43.0R 414 1.87x
SHORT Only -14.9R +82.8R 381 5.57x
Optimized -25.0R +71.3R 703 2.86x
[MONTHLY_PNL]
[R_DISTRIBUTION]
[TRADE_LOG] 795 trades
Date Time Dir Entry Stop Target Type Exit P&L R Result