{ "timestamp": "2026-03-11T18:59:56.112980", "elapsed_seconds": 14.4, "symbols_tested": 30, "total_trades": 1456, "overall": { "label": "OVERALL", "total_trades": 1456, "win_rate": 52.34, "avg_pnl": -0.0053, "median_pnl": 0.1265, "std_pnl": 5.334, "sharpe": -0.01, "profit_factor": 1.0, "max_drawdown": -365.24, "total_return": -7.67, "avg_win": 3.6146, "avg_loss": -3.9798, "best_trade": 16.8266, "worst_trade": -8.0, "avg_hold_days": 5.5, "tp_rate": 34.4, "sl_rate": 32.1, "expire_rate": 33.5, "t_stat": -0.038, "p_value": 0.515024, "significant_at_005": "False", "significant_at_001": "False" }, "per_strategy": { "penny_deep_oversold": { "label": "penny_deep_oversold", "total_trades": 380, "win_rate": 38.42, "avg_pnl": -0.4184, "median_pnl": -3.3816, "std_pnl": 8.7417, "sharpe": -0.4, "profit_factor": 0.9, "max_drawdown": -267.67, "total_return": -159.0, "avg_win": 9.4136, "avg_loss": -6.5529, "best_trade": 15.0, "worst_trade": -8.0, "avg_hold_days": 3.6, "tp_rate": 17.4, "sl_rate": 42.9, "expire_rate": 39.7, "t_stat": -0.933, "p_value": 0.824307, "significant_at_005": "False", "significant_at_001": "False" }, "futures_mean_reversion": { "label": "futures_mean_reversion", "total_trades": 261, "win_rate": 57.85, "avg_pnl": 0.0198, "median_pnl": 0.2542, "std_pnl": 2.3916, "sharpe": 0.06, "profit_factor": 1.02, "max_drawdown": -34.12, "total_return": 5.17, "avg_win": 1.5441, "avg_loss": -2.0726, "best_trade": 16.8266, "worst_trade": -3.0, "avg_hold_days": 5.0, "tp_rate": 54.8, "sl_rate": 24.9, "expire_rate": 20.3, "t_stat": 0.134, "p_value": 0.446841, "significant_at_005": "False", "significant_at_001": "False" }, "forex_carry_momentum": { "label": "forex_carry_momentum", "total_trades": 180, "win_rate": 46.11, "avg_pnl": -0.0406, "median_pnl": -0.2659, "std_pnl": 1.743, "sharpe": -0.11, "profit_factor": 0.95, "max_drawdown": -21.8, "total_return": -7.31, "avg_win": 1.5698, "avg_loss": -1.4185, "best_trade": 3.0, "worst_trade": -2.0, "avg_hold_days": 10.9, "tp_rate": 12.8, "sl_rate": 27.8, "expire_rate": 59.4, "t_stat": -0.312, "p_value": 0.622448, "significant_at_005": "False", "significant_at_001": "False" }, "extreme_oversold_bounce": { "label": "extreme_oversold_bounce", "total_trades": 497, "win_rate": 59.96, "avg_pnl": 0.0377, "median_pnl": 0.3558, "std_pnl": 4.1012, "sharpe": 0.07, "profit_factor": 1.03, "max_drawdown": -147.15, "total_return": 18.74, "avg_win": 2.4286, "avg_loss": -3.5426, "best_trade": 15.0, "worst_trade": -8.0, "avg_hold_days": 4.6, "tp_rate": 50.5, "sl_rate": 29.4, "expire_rate": 20.1, "t_stat": 0.205, "p_value": 0.418839, "significant_at_005": "False", "significant_at_001": "False" }, "hyperopt_connors_rsi2": { "label": "hyperopt_connors_rsi2", "total_trades": 138, "win_rate": 60.87, "avg_pnl": 0.9763, "median_pnl": 1.3149, "std_pnl": 3.6872, "sharpe": 1.46, "profit_factor": 1.85, "max_drawdown": -22.32, "total_return": 134.73, "avg_win": 3.4852, "avg_loss": -2.9265, "best_trade": 8.0, "worst_trade": -4.0, "avg_hold_days": 8.2, "tp_rate": 13.0, "sl_rate": 31.2, "expire_rate": 55.8, "t_stat": 3.11, "p_value": 0.001137, "significant_at_005": "True", "significant_at_001": "True" } }, "per_asset_class": { "PENNY_STOCK": { "label": "PENNY_STOCK", "total_trades": 474, "win_rate": 38.4, "avg_pnl": -0.5814, "median_pnl": -3.3816, "std_pnl": 8.5301, "sharpe": -0.57, "profit_factor": 0.86, "max_drawdown": -363.1, "total_return": -275.61, "avg_win": 8.9566, "avg_loss": -6.5264, "best_trade": 15.0, "worst_trade": -8.0, "avg_hold_days": 3.6, "tp_rate": 17.9, "sl_rate": 43.0, "expire_rate": 39.0, "t_stat": -1.484, "p_value": 0.930768, "significant_at_005": "False", "significant_at_001": "False" }, "FUTURES": { "label": "FUTURES", "total_trades": 431, "win_rate": 60.56, "avg_pnl": 0.2611, "median_pnl": 0.3262, "std_pnl": 2.5692, "sharpe": 0.72, "profit_factor": 1.3, "max_drawdown": -34.12, "total_return": 112.51, "avg_win": 1.8531, "avg_loss": -2.1833, "best_trade": 16.8266, "worst_trade": -3.0, "avg_hold_days": 5.0, "tp_rate": 51.3, "sl_rate": 25.3, "expire_rate": 23.4, "t_stat": 2.109, "p_value": 0.01774, "significant_at_005": "True", "significant_at_001": "False" }, "FOREX": { "label": "FOREX", "total_trades": 350, "win_rate": 56.0, "avg_pnl": -0.0193, "median_pnl": 0.1875, "std_pnl": 1.5233, "sharpe": -0.07, "profit_factor": 0.97, "max_drawdown": -21.8, "total_return": -6.76, "avg_win": 1.1081, "avg_loss": -1.4542, "best_trade": 3.0, "worst_trade": -2.0, "avg_hold_days": 8.3, "tp_rate": 36.6, "sl_rate": 24.9, "expire_rate": 38.6, "t_stat": -0.237, "p_value": 0.593659, "significant_at_005": "False", "significant_at_001": "False" }, "ETF": { "label": "ETF", "total_trades": 71, "win_rate": 69.01, "avg_pnl": 0.8256, "median_pnl": 1.1633, "std_pnl": 2.938, "sharpe": 1.66, "profit_factor": 1.93, "max_drawdown": -15.75, "total_return": 58.62, "avg_win": 2.4832, "avg_loss": -2.8663, "best_trade": 6.0, "worst_trade": -3.0, "avg_hold_days": 7.3, "tp_rate": 36.6, "sl_rate": 29.6, "expire_rate": 33.8, "t_stat": 2.368, "p_value": 0.01033, "significant_at_005": "True", "significant_at_001": "False" }, "EQUITY": { "label": "EQUITY", "total_trades": 130, "win_rate": 56.92, "avg_pnl": 0.7966, "median_pnl": 1.081, "std_pnl": 4.3201, "sharpe": 1.19, "profit_factor": 1.52, "max_drawdown": -26.76, "total_return": 103.56, "avg_win": 4.0763, "avg_loss": -3.5372, "best_trade": 8.0, "worst_trade": -4.0, "avg_hold_days": 6.0, "tp_rate": 31.5, "sl_rate": 35.4, "expire_rate": 33.1, "t_stat": 2.102, "p_value": 0.018727, "significant_at_005": "True", "significant_at_001": "False" } }, "monte_carlo_1000": { "n_picks": 1000, "n_simulations": 10000, "mean_total_return_pct": -4.34, "ci_95_low": -332.64, "ci_95_high": 327.15, "prob_positive": 48.62, "median_total_return": -5.45 }, "monte_carlo_5000": { "n_picks": 5000, "n_simulations": 10000, "mean_total_return_pct": -21.94, "ci_95_low": -769.33, "ci_95_high": 705.59, "prob_positive": 47.59, "median_total_return": -20.19 }, "can_sustain_positive_pnl": "False", "top_10_trades": [ { "strategy": "futures_mean_reversion", "symbol": "HG=F", "asset_class": "FUTURES", "direction": "LONG", "entry_date": "2025-04-07", "exit_date": "2025-04-22", "entry_price": 4.169, "exit_price": 4.8705, "tp": 4.9561, "sl": 4.0439, "pnl_pct": 16.8266, "exit_reason": "MAX_HOLD", "hold_days": 10 }, { "strategy": "penny_deep_oversold", "symbol": "SOFI", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2024-07-08", "exit_date": "2024-07-15", "entry_price": 6.35, "exit_price": 7.3025, "tp": 7.3025, "sl": 5.842, "pnl_pct": 15.0, "exit_reason": "TP_HIT", "hold_days": 5 }, { "strategy": "penny_deep_oversold", "symbol": "SOFI", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2025-02-12", "exit_date": "2025-02-18", "entry_price": 14.77, "exit_price": 16.9855, "tp": 16.9855, "sl": 13.5884, "pnl_pct": 15.0, "exit_reason": "TP_HIT", "hold_days": 3 }, { "strategy": "penny_deep_oversold", "symbol": "MARA", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2024-10-09", "exit_date": "2024-10-14", "entry_price": 15.44, "exit_price": 17.756, "tp": 17.756, "sl": 14.2048, "pnl_pct": 15.0, "exit_reason": "TP_HIT", "hold_days": 3 }, { "strategy": "penny_deep_oversold", "symbol": "MARA", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2024-12-30", "exit_date": "2025-01-06", "entry_price": 17.29, "exit_price": 19.8835, "tp": 19.8835, "sl": 15.9068, "pnl_pct": 15.0, "exit_reason": "TP_HIT", "hold_days": 4 }, { "strategy": "penny_deep_oversold", "symbol": "MARA", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2025-02-26", "exit_date": "2025-02-27", "entry_price": 12.45, "exit_price": 14.3175, "tp": 14.3175, "sl": 11.454, "pnl_pct": 15.0, "exit_reason": "TP_HIT", "hold_days": 1 }, { "strategy": "penny_deep_oversold", "symbol": "MARA", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2025-03-18", "exit_date": "2025-03-24", "entry_price": 12.07, "exit_price": 13.8805, "tp": 13.8805, "sl": 11.1044, "pnl_pct": 15.0, "exit_reason": "TP_HIT", "hold_days": 4 }, { "strategy": "penny_deep_oversold", "symbol": "MARA", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2025-04-08", "exit_date": "2025-04-09", "entry_price": 10.52, "exit_price": 12.098, "tp": 12.098, "sl": 9.6784, "pnl_pct": 15.0, "exit_reason": "TP_HIT", "hold_days": 1 }, { "strategy": "penny_deep_oversold", "symbol": "MARA", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2025-04-16", "exit_date": "2025-04-23", "entry_price": 12.32, "exit_price": 14.168, "tp": 14.168, "sl": 11.3344, "pnl_pct": 15.0, "exit_reason": "TP_HIT", "hold_days": 4 }, { "strategy": "penny_deep_oversold", "symbol": "MARA", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2025-09-25", "exit_date": "2025-09-29", "entry_price": 16.07, "exit_price": 18.4805, "tp": 18.4805, "sl": 14.7844, "pnl_pct": 15.0, "exit_reason": "TP_HIT", "hold_days": 2 } ], "worst_10_trades": [ { "strategy": "penny_deep_oversold", "symbol": "SOFI", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2024-08-02", "exit_date": "2024-08-05", "entry_price": 6.65, "exit_price": 6.118, "tp": 7.6475, "sl": 6.118, "pnl_pct": -8.0, "exit_reason": "SL_HIT", "hold_days": 1 }, { "strategy": "penny_deep_oversold", "symbol": "SOFI", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2024-12-31", "exit_date": "2025-01-02", "entry_price": 15.4, "exit_price": 14.168, "tp": 17.71, "sl": 14.168, "pnl_pct": -8.0, "exit_reason": "SL_HIT", "hold_days": 1 }, { "strategy": "penny_deep_oversold", "symbol": "SOFI", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2025-02-20", "exit_date": "2025-02-24", "entry_price": 15.56, "exit_price": 14.3152, "tp": 17.894, "sl": 14.3152, "pnl_pct": -8.0, "exit_reason": "SL_HIT", "hold_days": 2 }, { "strategy": "penny_deep_oversold", "symbol": "SOFI", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2025-02-25", "exit_date": "2025-03-04", "entry_price": 13.92, "exit_price": 12.8064, "tp": 16.008, "sl": 12.8064, "pnl_pct": -8.0, "exit_reason": "SL_HIT", "hold_days": 5 }, { "strategy": "penny_deep_oversold", "symbol": "SOFI", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2025-03-26", "exit_date": "2025-03-28", "entry_price": 13.07, "exit_price": 12.0244, "tp": 15.0305, "sl": 12.0244, "pnl_pct": -8.0, "exit_reason": "SL_HIT", "hold_days": 2 }, { "strategy": "penny_deep_oversold", "symbol": "SOFI", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2025-03-31", "exit_date": "2025-04-03", "entry_price": 11.63, "exit_price": 10.6996, "tp": 13.3745, "sl": 10.6996, "pnl_pct": -8.0, "exit_reason": "SL_HIT", "hold_days": 3 }, { "strategy": "penny_deep_oversold", "symbol": "SOFI", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2025-04-04", "exit_date": "2025-04-07", "entry_price": 9.57, "exit_price": 8.8044, "tp": 11.0055, "sl": 8.8044, "pnl_pct": -8.0, "exit_reason": "SL_HIT", "hold_days": 1 }, { "strategy": "penny_deep_oversold", "symbol": "SOFI", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2025-11-14", "exit_date": "2025-11-19", "entry_price": 27.82, "exit_price": 25.5944, "tp": 31.993, "sl": 25.5944, "pnl_pct": -8.0, "exit_reason": "SL_HIT", "hold_days": 3 }, { "strategy": "penny_deep_oversold", "symbol": "SOFI", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2026-01-26", "exit_date": "2026-01-30", "entry_price": 25.8, "exit_price": 23.736, "tp": 29.67, "sl": 23.736, "pnl_pct": -8.0, "exit_reason": "SL_HIT", "hold_days": 4 }, { "strategy": "penny_deep_oversold", "symbol": "SOFI", "asset_class": "PENNY_STOCK", "direction": "LONG", "entry_date": "2026-02-02", "exit_date": "2026-02-04", "entry_price": 22.08, "exit_price": 20.3136, "tp": 25.392, "sl": 20.3136, "pnl_pct": -8.0, "exit_reason": "SL_HIT", "hold_days": 2 } ] }