← sadows.net
./analyze --symbol NQ --period 2025 --trades 696
2025-12-08 17:03:29
[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"
+183.3R
Total R
696
Trades
31.0%
Win Rate
1.67
Profit Factor
4.78
Sharpe Ratio
18.87
Sortino Ratio
-26.0R
Max Drawdown
+0.2634R
Expectancy
[LONG] 314 trades
36.0% Win Rate
+0.234R Avg R
+73.63R Total
+9.03R Best
-1.01R Worst
[SHORT] 382 trades
25.9% Win Rate
+0.287R Avg R
+109.7R Total
+26.05R Best
-1.02R Worst
[PD_MID - Tier 1] 403 trades
+138.1R Total
23.8% Win Rate
+3.22R Avg Win
-0.56R Avg Loss
[VWAP_6H - Tier 2] 180 trades
+29.2R Total
46.7% Win Rate
+1.15R Avg Win
-0.7R Avg Loss
[HTF - Tier 3] 113 trades
+16.0R Total
31.9% Win Rate
+1.67R Avg Win
-0.57R Avg Loss
[STREAKS]
6Win
10Loss
4BE
7Win*
12Loss*
* ignoring breakevens
[BEST_WORST]
+26.05RBest Trade
-1.02RWorst Trade
Friday +66.5RBest Day
Monday 10.0RWorst Day
08:00 +40.1RBest Hour
05:00 -8.5RWorst Hour
2025-10 +79.9RBest Month
2025-09 -9.9RWorst Month
[EQUITY_CURVE] 696 trades
[STRATEGY_COMPARISON] 8 variations
Strategy Total R Trades Win% Sharpe Max DD Avg R
All Trades +183.3R 696 31.0% 4.78 -26.0R +0.2634R
No Sunday +183.3R 696 31.0% 4.78 -26.0R +0.2634R
Skip Bad Hours +174.0R 613 31.3% 4.95 -24.4R +0.2838R
No Early Exit +164.0R 689 30.3% 4.37 -26.0R +0.2380R
PD Mid Only +138.1R 403 23.8% 5.09 -21.6R +0.3427R
HTF Fallback +16.0R 113 31.9% 4.28 -11.5R +0.1418R
LONG Only +73.6R 314 36.9% 6.02 -8.2R +0.2345R
SHORT Only +109.7R 382 26.2% 4.39 -23.2R +0.2872R
Optimized +174.0R 613 31.3% 4.95 -24.4R +0.2838R
[MONTE_CARLO] 1000 simulations
❯ risk_analysis.json
{
"p5": 108.4,
"median": 184.9,
"p95": 273.4,
"prob_profit": 100.0,
"expectancy": 0.2634
}
[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 -26.0R +183.3R 696 7.05x
No Sunday -26.0R +183.3R 696 7.05x
Skip Bad Hours -24.4R +174.0R 613 7.14x
No Early Exit -26.0R +164.0R 689 6.31x
PD Mid Only -21.6R +138.1R 403 6.38x
HTF Fallback -11.5R +16.0R 113 1.40x
LONG Only -8.2R +73.6R 314 8.95x
SHORT Only -23.2R +109.7R 382 4.72x
Optimized -24.4R +174.0R 613 7.14x
[MONTHLY_PNL]
[R_DISTRIBUTION]
[TRADE_LOG] 696 trades
Date Time Dir Entry Stop Target Type Exit P&L R Result