← sadows.net
./analyze --symbol NQ --period 2020-2025 --trades 4726
2025-12-08 17:03:32
[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"
+790.7R
Total R
4,726
Trades
28.9%
Win Rate
1.41
Profit Factor
3.08
Sharpe Ratio
12.10
Sortino Ratio
-49.4R
Max Drawdown
+0.1673R
Expectancy
[LONG] 2272 trades
32.7% Win Rate
+0.144R Avg R
+327.59R Total
+26.09R Best
-1.06R Worst
[SHORT] 2454 trades
24.7% Win Rate
+0.189R Avg R
+463.14R Total
+33.89R Best
-1.06R Worst
[PD_MID - Tier 1] 2667 trades
+685.7R Total
23.6% Win Rate
+2.92R Avg Win
-0.57R Avg Loss
[VWAP_6H - Tier 2] 1255 trades
+115.2R Total
41.1% Win Rate
+1.18R Avg Win
-0.67R Avg Loss
[HTF - Tier 3] 804 trades
-10.1R Total
27.4% Win Rate
+1.79R Avg Win
-0.69R Avg Loss
[STREAKS]
6Win
10Loss
5BE
7Win*
15Loss*
* ignoring breakevens
[BEST_WORST]
+33.89RBest Trade
-1.06RWorst Trade
Friday +230.8RBest Day
Monday 36.7RWorst Day
07:00 +156.8RBest Hour
14:00 9.0RWorst Hour
2025-10 +79.9RBest Month
2021-08 -26.7RWorst Month
[EQUITY_CURVE] 4726 trades
[STRATEGY_COMPARISON] 8 variations
Strategy Total R Trades Win% Sharpe Max DD Avg R
All Trades +790.7R 4,726 28.9% 3.08 -49.4R +0.1673R
No Sunday +790.7R 4,726 28.9% 3.08 -49.4R +0.1673R
Skip Bad Hours +633.9R 4,179 29.2% 2.98 -40.3R +0.1517R
No Early Exit +723.2R 4,699 28.6% 2.85 -51.4R +0.1539R
PD Mid Only +685.7R 2,667 23.6% 3.88 -33.0R +0.2571R
HTF Fallback -10.1R 804 27.4% -0.36 -46.1R -0.0126R
LONG Only +327.6R 2,272 33.1% 3.13 -23.0R +0.1442R
SHORT Only +463.1R 2,454 25.1% 3.10 -42.6R +0.1887R
Optimized +633.9R 4,179 29.2% 2.98 -40.3R +0.1517R
[MONTE_CARLO] 1000 simulations
❯ risk_analysis.json
{
"p5": 571.1,
"median": 784.0,
"p95": 1010.9,
"prob_profit": 100.0,
"expectancy": 0.1673
}
[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 +790.7R 4,726 15.99x
No Sunday -49.4R +790.7R 4,726 15.99x
Skip Bad Hours -40.3R +633.9R 4,179 15.74x
No Early Exit -51.4R +723.2R 4,699 14.08x
PD Mid Only -33.0R +685.7R 2,667 20.75x
HTF Fallback -46.1R -10.1R 804 0.22x
LONG Only -23.0R +327.6R 2,272 14.23x
SHORT Only -42.6R +463.1R 2,454 10.87x
Optimized -40.3R +633.9R 4,179 15.74x
[MONTHLY_PNL]
[R_DISTRIBUTION]
[TRADE_LOG] 4726 trades
Date Time Dir Entry Stop Target Type Exit P&L R Result