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"higher_timeframe_filter_label": "daily close versus simple moving average 100", "timeframe": "90", "rank": 20, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_all_pullback_candle2_closure_vol1.0", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 2.0, "squeeze_window": 50, "vp_lookback": 36, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.25, "session_filter": "all", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "candle2_closure" } }, "total_trades": 1, "long_trades": 0, "short_trades": 1, "net_profit": 2.552250000000015, "final_equity": 102.55225000000002, "maximum_drawdown": 0.0, "maximum_drawdown_percent": 0.0, "profit_factor": "infinite", "win_probability_percent": 100.0, "loss_probability_percent": 0.0, "breakeven_probability_percent": 0.0, "take_profit_hits": 1, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_percent": 100.0, "stop_loss_hit_probability_percent": 0.0, "breakeven_or_better_probability_percent": 100.0, "average_win": 2.5522500000000123, "average_loss": 0.0, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "objective_score": -0.9211441666666664 } ] } ], "best": { "higher_timeframe_filter": "money_flow", "higher_timeframe_filter_label": "daily money flow", "timeframe": "90", "rank": 1, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_money_flow_only", "params": { "layers": [ "money_flow" ], "confirm_mode": "one_enabled", "minimum_score": 1, "fast_ema": 21, "slow_ema": 55, "money_flow_len": 14, "money_flow_scale": 190.0, "money_flow_threshold": 5.0, "wave_channel_len": 9, "wave_average_len": 13, "wave_signal_len": 3, "wave_overbought": 53.0, "wave_oversold": -53.0, "squeeze_len": 20, "squeeze_window": 50, "bollinger_mult": 2.0, "donchian_len": 20, "candle_model": "any_reversal", "structure_lookback": 20, "volume_len": 20, "volume_mult": 1.2 } }, "total_trades": 32, "long_trades": 0, "short_trades": 32, "net_profit": -21.15092425007215, "final_equity": 78.84907574992785, "maximum_drawdown": 26.231885351224747, "maximum_drawdown_percent": 26.231885351224747, "profit_factor": 0.5206173768134114, "win_probability_percent": 28.125, "loss_probability_percent": 71.875, "breakeven_probability_percent": 0.0, "take_profit_hits": 9, "stop_loss_hits": 22, "breakeven_or_better_count": 9, "take_profit_hit_probability_percent": 28.125, "stop_loss_hit_probability_percent": 68.75, "breakeven_or_better_probability_percent": 28.125, "average_win": 2.5522500000000026, "average_loss": -1.918311923916183, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "objective_score": -1.5025717029803654 }, "next_action": "Keep the daily filter fixed and change only one lower-timeframe entry rule next. Current best row is still not profitable after costs." }