← sadows.net
./analyze --symbol NQ --period 2023 --trades 847
2025-12-08 17:03:25
[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"
+118.5R
Total R
847
Trades
29.5%
Win Rate
1.34
Profit Factor
2.74
Sharpe Ratio
10.20
Sortino Ratio
-17.3R
Max Drawdown
+0.1399R
Expectancy
[LONG] 437 trades
31.6% Win Rate
+0.149R Avg R
+65.06R Total
+21.77R Best
-1.03R Worst
[SHORT] 410 trades
26.8% Win Rate
+0.13R Avg R
+53.46R Total
+13.01R Best
-1.03R Worst
[PD_MID - Tier 1] 478 trades
+105.1R Total
23.8% Win Rate
+2.83R Avg Win
-0.6R Avg Loss
[VWAP_6H - Tier 2] 232 trades
+36.3R Total
44.8% Win Rate
+1.12R Avg Win
-0.63R Avg Loss
[HTF - Tier 3] 137 trades
-22.8R Total
23.4% Win Rate
+1.71R Avg Win
-0.74R Avg Loss
[STREAKS]
4Win
7Loss
4BE
7Win*
11Loss*
* ignoring breakevens
[BEST_WORST]
+21.77RBest Trade
-1.03RWorst Trade
Thursday +43.1RBest Day
Monday 2.6RWorst Day
10:00 +24.8RBest Hour
14:00 -12.3RWorst Hour
2023-10 +31.6RBest Month
2023-03 -3.0RWorst Month
[EQUITY_CURVE] 847 trades
[STRATEGY_COMPARISON] 8 variations
Strategy Total R Trades Win% Sharpe Max DD Avg R
All Trades +118.5R 847 29.5% 2.74 -17.3R +0.1399R
No Sunday +118.5R 847 29.5% 2.74 -17.3R +0.1399R
Skip Bad Hours +100.3R 753 30.0% 2.63 -21.7R +0.1332R
No Early Exit +108.7R 842 29.1% 2.53 -17.3R +0.1291R
PD Mid Only +105.1R 478 23.8% 3.54 -15.1R +0.2198R
HTF Fallback -22.8R 137 23.4% -5.13 -25.5R -0.1666R
LONG Only +65.1R 437 31.8% 2.96 -11.5R +0.1489R
SHORT Only +53.5R 410 27.1% 2.52 -16.3R +0.1304R
Optimized +100.3R 753 30.0% 2.63 -21.7R +0.1332R
[MONTE_CARLO] 1000 simulations
❯ risk_analysis.json
{
"p5": 32.5,
"median": 116.6,
"p95": 201.6,
"prob_profit": 98.9,
"expectancy": 0.1399
}
[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 -17.3R +118.5R 847 6.84x
No Sunday -17.3R +118.5R 847 6.84x
Skip Bad Hours -21.7R +100.3R 753 4.62x
No Early Exit -17.3R +108.7R 842 6.27x
PD Mid Only -15.1R +105.1R 478 6.97x
HTF Fallback -25.5R -22.8R 137 0.89x
LONG Only -11.5R +65.1R 437 5.66x
SHORT Only -16.3R +53.5R 410 3.27x
Optimized -21.7R +100.3R 753 4.62x
[MONTHLY_PNL]
[R_DISTRIBUTION]
[TRADE_LOG] 847 trades
Date Time Dir Entry Stop Target Type Exit P&L R Result