← sadows.net
./analyze --symbol NQ --period 2024 --trades 818
2025-12-08 17:03:27
[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"
+107.2R
Total R
818
Trades
27.1%
Win Rate
1.41
Profit Factor
2.45
Sharpe Ratio
9.40
Sortino Ratio
-49.4R
Max Drawdown
+0.1311R
Expectancy
[LONG] 369 trades
31.4% Win Rate
+0.153R Avg R
+56.28R Total
+26.09R Best
-1.06R Worst
[SHORT] 449 trades
23.4% Win Rate
+0.113R Avg R
+50.94R Total
+20.49R Best
-1.03R Worst
[PD_MID - Tier 1] 487 trades
+128.8R Total
24.0% Win Rate
+2.77R Avg Win
-0.53R Avg Loss
[VWAP_6H - Tier 2] 204 trades
-7.9R Total
37.7% Win Rate
+1.11R Avg Win
-0.74R Avg Loss
[HTF - Tier 3] 127 trades
-13.7R Total
22.0% Win Rate
+1.81R Avg Win
-0.65R Avg Loss
[STREAKS]
4Win
5Loss
5BE
5Win*
9Loss*
* ignoring breakevens
[BEST_WORST]
+26.09RBest Trade
-1.06RWorst Trade
Friday +53.4RBest Day
Monday -19.5RWorst Day
09:00 +39.5RBest Hour
08:00 -15.5RWorst Hour
2024-11 +48.5RBest Month
2024-07 -18.2RWorst Month
[EQUITY_CURVE] 818 trades
[STRATEGY_COMPARISON] 8 variations
Strategy Total R Trades Win% Sharpe Max DD Avg R
All Trades +107.2R 818 27.1% 2.45 -49.4R +0.1311R
No Sunday +107.2R 818 27.1% 2.45 -49.4R +0.1311R
Skip Bad Hours +77.4R 719 27.7% 2.24 -40.3R +0.1077R
No Early Exit +101.0R 816 27.0% 2.32 -51.4R +0.1238R
PD Mid Only +128.8R 487 24.0% 4.09 -32.0R +0.2645R
HTF Fallback -13.7R 127 22.0% -3.36 -22.0R -0.1076R
LONG Only +56.3R 369 31.7% 2.90 -19.2R +0.1525R
SHORT Only +50.9R 449 23.4% 2.08 -42.6R +0.1135R
Optimized +77.4R 719 27.7% 2.24 -40.3R +0.1077R
[MONTE_CARLO] 1000 simulations
❯ risk_analysis.json
{
"p5": 23.6,
"median": 103.6,
"p95": 196.1,
"prob_profit": 99.0,
"expectancy": 0.1311
}
[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 -49.4R +107.2R 818 2.17x
No Sunday -49.4R +107.2R 818 2.17x
Skip Bad Hours -40.3R +77.4R 719 1.92x
No Early Exit -51.4R +101.0R 816 1.97x
PD Mid Only -32.0R +128.8R 487 4.02x
HTF Fallback -22.0R -13.7R 127 0.62x
LONG Only -19.2R +56.3R 369 2.93x
SHORT Only -42.6R +50.9R 449 1.20x
Optimized -40.3R +77.4R 719 1.92x
[MONTHLY_PNL]
[R_DISTRIBUTION]
[TRADE_LOG] 818 trades
Date Time Dir Entry Stop Target Type Exit P&L R Result