{ "run": { "generated_at": "2026-06-22T04:57:55.683255+00:00", "mode": "layout_experiment", "advisory_only": true, "paid_indicator_policy": "observable outputs only; no reverse engineering of protected LuxAlgo internals" }, "target": { "profit": 10000.0, "max_drawdown_pct": 20.0 }, "settings": { "initial_capital": 100.0, "qty": 1.0, "leverage": 3.0, "position_notional": 300.0, "take_profit_pct": 1.0, "stop_loss_pct": 0.5, "commission_pct": 0.075, "max_hold_bars": 3, "signal_timeframe": "D", "symbols": [ "BYBIT:BTCUSD.P" ], "timeframes": [ "240", "D", "W", "M", "60", "80", "90", "30", "24", "15" ], "candidate_preset": "fast", "cache_dir": "C:\\Users\\edsos\\OneDrive\\Documents2\\New project\\tradingview-codex-onboarding-agent\\data\\strategy_lab_bars", "ranking_policy": { "name": "objective_many_trades_low_drawdown_profit", "minimum_trade_count_target": 30, "maximum_drawdown_target_pct": 15, "uses_trade_count": true, "uses_profit_factor": true, "uses_net_profit": true, "uses_win_probability": true, "uses_take_profit_probability": true, "uses_stop_loss_probability": true, "minimum_trade_count_before_ranking_priority": 10 }, "execution_policy": { "orders_processed_after_bar_close": true, "calculates_on_every_tick": false, "entries_and_signal_exits_require_confirmed_bar": true, "standard_open_high_low_close_candles_required": true } }, "layer_model": [ { "layer": "price_volume_regime", "evidence": "OHLCV trend, range, volume and local volatility" }, { "layer": "marketcipher_b", "evidence": "numeric data-window values when exposed by TradingView" }, { "layer": "lux_signals_overlays", "evidence": "visible study catalog, labels, lines, tables and alertable outputs only" }, { "layer": "lux_price_action_concepts", "evidence": "observable PAC overlays and backtester panel output only" }, { "layer": "lux_screeners", "evidence": "observable screener study presence, tables or labels when exposed" }, { "layer": "volume_profile_context", "evidence": "Session Volume Profile study presence plus observable levels when exposed" } ], "screener_guidance": { "generated_at": "2026-06-22T04:56:52.135231+00:00", "source_snapshot": "C:\\Users\\edsos\\OneDrive\\Documents2\\New project\\tradingview-codex-onboarding-agent\\reports\\strategy-lab\\layout-snapshot-353-2026-06-22T045626.750605Z0000.json", "symbol": "BYBIT:BTCUSD.P", "timeframe": "480", "current_close": 63974.7, "decision": "start with one layer: Signals and Overlays bar color long", "long_probability_score": 16.0, "short_probability_score": 8.0, "no_trade_probability_score": 38.0, "reasons": [ "Signals and Overlays bar color is neutral.", "Signals and Overlays has no fresh bullish or bearish signal value.", "Trend strength is weak (29); avoid forcing entries.", "Price is below Smart Trail.", "Price Action Concepts places price under equilibrium.", "MarketCipher money flow is positive (1.1)." ], "contradictions": [], "layer_ladder": [ { "step": 1, "layer": "Signals and Overlays", "direction": "long", "clue": "Bar color value 0", "changed_variable": "baseline", "expected_effect": "Should produce the highest trade count because it uses only one screener clue.", "measure": [ "trade count", "win probability", "loss probability", "profit factor", "maximum drawdown", "take profit hit probability", "stop loss hit probability" ], "keep_if": "Keep only if it still gives enough trades and wins a little more than it loses, or profit factor is above 1.05 with controlled drawdown.", "reject_if": "Reject or loosen if trade count collapses before accuracy improves." }, { "step": 2, "layer": "Signals and Overlays trend strength", "direction": "long", "clue": "Trend strength 29", "changed_variable": "add trend strength threshold only", "expected_effect": "Should reduce weak-trend trades while keeping most of the trade count.", "measure": [ "trade count", "win probability", "loss probability", "profit factor", "maximum drawdown", "take profit hit probability", "stop loss hit probability" ], "keep_if": "Keep only if it still gives enough trades and wins a little more than it loses, or profit factor is above 1.05 with controlled drawdown.", "reject_if": "Reject or loosen if trade count collapses before accuracy improves." }, { "step": 3, "layer": "MarketCipher money flow", "direction": "long", "clue": "Money flow 1.1", "changed_variable": "add MarketCipher money flow only", "expected_effect": "Should improve win probability if momentum agrees without killing trade count.", "measure": [ "trade count", "win probability", "loss probability", "profit factor", "maximum drawdown", "take profit hit probability", "stop loss hit probability" ], "keep_if": "Keep only if it still gives enough trades and wins a little more than it loses, or profit factor is above 1.05 with controlled drawdown.", "reject_if": "Reject or loosen if trade count collapses before accuracy improves." }, { "step": 4, "layer": "Price Action Concepts zone", "direction": "long", "clue": "Price zone under equilibrium", "changed_variable": "add Price Action Concepts zone only", "expected_effect": "Should improve entry location and stop-loss behavior.", "measure": [ "trade count", "win probability", "loss probability", "profit factor", "maximum drawdown", "take profit hit probability", "stop loss hit probability" ], "keep_if": "Keep only if it still gives enough trades and wins a little more than it loses, or profit factor is above 1.05 with controlled drawdown.", "reject_if": "Reject or loosen if trade count collapses before accuracy improves." }, { "step": 5, "layer": "Signals and Overlays backtester ratio", "direction": "long", "clue": "Potential ratio unavailable", "changed_variable": "add backtester ratio only", "expected_effect": "Should improve profit factor; reject it if it just removes trades.", "measure": [ "trade count", "win probability", "loss probability", "profit factor", "maximum drawdown", "take profit hit probability", "stop loss hit probability" ], "keep_if": "Keep only if it still gives enough trades and wins a little more than it loses, or profit factor is above 1.05 with controlled drawdown.", "reject_if": "Reject or loosen if trade count collapses before accuracy improves." } ], "suggested_pine_inputs": { "lux_so_rating": "Neutral", "lux_so_signal": "None", "lux_bar_color_value": 0.0, "lux_trend_strength": 29.0, "pac_pd_zone": "Under Equilibrium", "lux_backtester_profit_factor_or_ratio": null, "marketcipher_money_flow": 1.1, "marketcipher_rsi": 45.4, "recommended_trade_direction": "start with one layer: Signals and Overlays bar color long" }, "next_experiment": "Run a one-layer baseline first: Signals and Overlays bar color only. Record trade count, win probability, loss probability, profit factor, drawdown, take profit hits, and stop loss hits. Only after that baseline is measured, add exactly one layer and compare the change." }, "experiments": [ { "symbol": "BYBIT:BTCUSD.P", "timeframe": "240", "hypothesis": "Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P 240 improve risk-adjusted BTC strategy selection.", "baseline": { "symbol": "BYBIT:BTCUSD.P", "timeframe": "240" }, "changed_variable": "baseline", "guardrail": "one variable at a time; multi-variable rows are queued but not considered valid comparisons", "expected_outcome": "profit target met with drawdown inside limit and enough trades for review" }, { "symbol": "BYBIT:BTCUSD.P", "timeframe": "D", "hypothesis": "Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P D improve risk-adjusted BTC strategy selection.", "baseline": { "symbol": "BYBIT:BTCUSD.P", "timeframe": "240" }, "changed_variable": "timeframe", "guardrail": "one variable at a time; multi-variable rows are queued but not considered valid comparisons", "expected_outcome": "profit target met with drawdown inside limit and enough trades for review" }, { "symbol": "BYBIT:BTCUSD.P", "timeframe": "W", "hypothesis": "Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P W improve risk-adjusted BTC strategy selection.", "baseline": { "symbol": "BYBIT:BTCUSD.P", "timeframe": "240" }, "changed_variable": "timeframe", "guardrail": "one variable at a time; multi-variable rows are queued but not considered valid comparisons", "expected_outcome": "profit target met with drawdown inside limit and enough trades for review" }, { "symbol": "BYBIT:BTCUSD.P", "timeframe": "M", "hypothesis": "Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P M improve risk-adjusted BTC strategy selection.", "baseline": { "symbol": "BYBIT:BTCUSD.P", "timeframe": "240" }, "changed_variable": "timeframe", "guardrail": "one variable at a time; multi-variable rows are queued but not considered valid comparisons", "expected_outcome": "profit target met with drawdown inside limit and enough trades for review" }, { "symbol": "BYBIT:BTCUSD.P", "timeframe": "60", "hypothesis": "Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P 60 improve risk-adjusted BTC strategy selection.", "baseline": { "symbol": "BYBIT:BTCUSD.P", "timeframe": "240" }, "changed_variable": "timeframe", "guardrail": "one variable at a time; multi-variable rows are queued but not considered valid comparisons", "expected_outcome": "profit target met with drawdown inside limit and enough trades for review" }, { "symbol": "BYBIT:BTCUSD.P", "timeframe": "80", "hypothesis": "Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P 80 improve risk-adjusted BTC strategy selection.", "baseline": { "symbol": "BYBIT:BTCUSD.P", "timeframe": "240" }, "changed_variable": "timeframe", "guardrail": "one variable at a time; multi-variable rows are queued but not considered valid comparisons", "expected_outcome": "profit target met with drawdown inside limit and enough trades for review" }, { "symbol": "BYBIT:BTCUSD.P", "timeframe": "90", "hypothesis": "Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P 90 improve risk-adjusted BTC strategy selection.", "baseline": { "symbol": "BYBIT:BTCUSD.P", "timeframe": "240" }, "changed_variable": "timeframe", "guardrail": "one variable at a time; multi-variable rows are queued but not considered valid comparisons", "expected_outcome": "profit target met with drawdown inside limit and enough trades for review" }, { "symbol": "BYBIT:BTCUSD.P", "timeframe": "30", "hypothesis": "Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P 30 improve risk-adjusted BTC strategy selection.", "baseline": { "symbol": "BYBIT:BTCUSD.P", "timeframe": "240" }, "changed_variable": "timeframe", "guardrail": "one variable at a time; multi-variable rows are queued but not considered valid comparisons", "expected_outcome": "profit target met with drawdown inside limit and enough trades for review" }, { "symbol": "BYBIT:BTCUSD.P", "timeframe": "24", "hypothesis": "Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P 24 improve risk-adjusted BTC strategy selection.", "baseline": { "symbol": "BYBIT:BTCUSD.P", "timeframe": "240" }, "changed_variable": "timeframe", "guardrail": "one variable at a time; multi-variable rows are queued but not considered valid comparisons", "expected_outcome": "profit target met with drawdown inside limit and enough trades for review" }, { "symbol": "BYBIT:BTCUSD.P", "timeframe": "15", "hypothesis": "Observable Lux/MarketCipher/volume-profile layers on BYBIT:BTCUSD.P 15 improve risk-adjusted BTC strategy selection.", "baseline": { "symbol": "BYBIT:BTCUSD.P", "timeframe": "240" }, "changed_variable": "timeframe", "guardrail": "one variable at a time; multi-variable rows are queued but not considered valid comparisons", "expected_outcome": "profit target met with drawdown inside limit and enough trades for review" } ], "next_experiment_recommendation": "Run a one-layer baseline first: Signals and Overlays bar color only. Record trade count, win probability, loss probability, profit factor, drawdown, take profit hits, and stop loss hits. Only after that baseline is measured, add exactly one layer and compare the change.", "probability_matrices": { "by_strategy_family": { "candle_reversal": { "strategy_count": 1, "total_trades": 123, "win_probability_pct": 24.390243902439025, "take_profit_hit_probability_pct": 10.569105691056912, "stop_loss_hit_probability_pct": 44.71544715447154, "breakeven_or_better_probability_pct": 24.390243902439025, "net_profit": -89.83741488138546, "average_max_drawdown_pct": 27.761303773131345, "best_profit": -89.83741488138546, "best_profit_strategy": "candle_reversal_exit13_trend50" }, "donchian": { "strategy_count": 4, "total_trades": 1064, "win_probability_pct": 21.616541353383457, "take_profit_hit_probability_pct": 13.345864661654135, "stop_loss_hit_probability_pct": 58.458646616541344, "breakeven_or_better_probability_pct": 21.616541353383457, "net_profit": -970.1331185698062, "average_max_drawdown_pct": 62.53199999999983, "best_profit": -172.948897023504, "best_profit_strategy": "donchian_20_ema13" }, "donchian_trend": { "strategy_count": 4, "total_trades": 846, "win_probability_pct": 22.458628841607567, "take_profit_hit_probability_pct": 14.657210401891254, "stop_loss_hit_probability_pct": 58.86524822695036, "breakeven_or_better_probability_pct": 22.458628841607567, "net_profit": -736.6777031269896, "average_max_drawdown_pct": 48.88537499999986, "best_profit": -151.69522315062687, "best_profit_strategy": "donchian_20_ema5_trend50" }, "frankie_lux_vp": { "strategy_count": 340, "total_trades": 5230, "win_probability_pct": 29.063097514340345, "take_profit_hit_probability_pct": 14.837476099426386, "stop_loss_hit_probability_pct": 44.55066921606119, "breakeven_or_better_probability_pct": 29.063097514340345, "net_profit": -3089.5753287267503, "average_max_drawdown_pct": 4.83363336280718, "best_profit": 6.771156011400407, "best_profit_strategy": "frankie_vp_ema34_bb20x1.8_vp48r24_z0.25_new_york_london_value_bounce_none_vol1.0" }, "mfw_regime": { "strategy_count": 8, "total_trades": 9074, "win_probability_pct": 18.64668283006392, "take_profit_hit_probability_pct": 11.472338549702446, "stop_loss_hit_probability_pct": 60.00661229887591, "breakeven_or_better_probability_pct": 18.64668283006392, "net_profit": -9244.671826466281, "average_max_drawdown_pct": 371.60840624999827, "best_profit": -984.821227983586, "best_profit_strategy": "mfw_14_ema13_thr10" }, "sc_aio_switchboard": { "strategy_count": 13, "total_trades": 5578, "win_probability_pct": 21.029042667622804, "take_profit_hit_probability_pct": 11.22266045177483, "stop_loss_hit_probability_pct": 51.95410541412693, "breakeven_or_better_probability_pct": 21.029042667622804, "net_profit": -4854.755033051315, "average_max_drawdown_pct": 113.56932490691662, "best_profit": -17.799882173957045, "best_profit_strategy": "sc_aio_switchboard_trend_squeeze" } }, "by_timeframe_and_strategy_family": { "15": { "candle_reversal": { "strategy_count": 1, "total_trades": 16, "win_probability_pct": 25.0, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 25.0, "net_profit": -7.62577652448806, "average_max_drawdown_pct": 7.625776524488061, "best_profit": -7.62577652448806, "best_profit_strategy": "candle_reversal_exit13_trend50" }, "donchian": { "strategy_count": 4, "total_trades": 88, "win_probability_pct": 36.36363636363637, "take_profit_hit_probability_pct": 2.272727272727273, "stop_loss_hit_probability_pct": 6.818181818181818, "breakeven_or_better_probability_pct": 36.36363636363637, "net_profit": -34.49630232978227, "average_max_drawdown_pct": 10.295301138424943, "best_profit": -6.2022705875767485, "best_profit_strategy": "donchian_20_ema13" }, "donchian_trend": { "strategy_count": 4, "total_trades": 68, "win_probability_pct": 35.294117647058826, "take_profit_hit_probability_pct": 2.9411764705882355, "stop_loss_hit_probability_pct": 8.823529411764707, "breakeven_or_better_probability_pct": 35.294117647058826, "net_profit": -28.77269434500235, "average_max_drawdown_pct": 8.534119358455364, "best_profit": -6.368024552841064, "best_profit_strategy": "donchian_20_ema5_trend50" }, "mfw_regime": { "strategy_count": 4, "total_trades": 282, "win_probability_pct": 13.829787234042554, "take_profit_hit_probability_pct": 1.7730496453900708, "stop_loss_hit_probability_pct": 3.5460992907801416, "breakeven_or_better_probability_pct": 13.829787234042554, "net_profit": -178.40457064233414, "average_max_drawdown_pct": 47.162586827619826, "best_profit": -42.806127518043745, "best_profit_strategy": "mfw_14_ema13_thr10" }, "sc_aio_switchboard": { "strategy_count": 7, "total_trades": 246, "win_probability_pct": 15.853658536585366, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 3.252032520325203, "breakeven_or_better_probability_pct": 15.853658536585366, "net_profit": -139.5479821659876, "average_max_drawdown_pct": 20.194190172503006, "best_profit": -6.2022705875767485, "best_profit_strategy": "sc_aio_switchboard_donchian_only" } }, "24": { "candle_reversal": { "strategy_count": 1, "total_trades": 14, "win_probability_pct": 50.0, "take_profit_hit_probability_pct": 7.142857142857143, "stop_loss_hit_probability_pct": 7.142857142857143, "breakeven_or_better_probability_pct": 50.0, "net_profit": -1.2162059229916053, "average_max_drawdown_pct": 3.483827417665225, "best_profit": -1.2162059229916053, "best_profit_strategy": "candle_reversal_exit13_trend50" }, "donchian": { "strategy_count": 4, "total_trades": 76, "win_probability_pct": 36.8421052631579, "take_profit_hit_probability_pct": 10.526315789473685, "stop_loss_hit_probability_pct": 15.789473684210526, "breakeven_or_better_probability_pct": 36.8421052631579, "net_profit": -18.88244023565771, "average_max_drawdown_pct": 7.469244101900667, "best_profit": -0.9026629788565543, "best_profit_strategy": "donchian_20_ema5" }, "donchian_trend": { "strategy_count": 4, "total_trades": 58, "win_probability_pct": 44.827586206896555, "take_profit_hit_probability_pct": 13.793103448275861, "stop_loss_hit_probability_pct": 10.344827586206897, "breakeven_or_better_probability_pct": 44.827586206896555, "net_profit": 1.539631673044724, "average_max_drawdown_pct": 4.606681373590003, "best_profit": 1.739685382577548, "best_profit_strategy": "donchian_20_ema5_trend50" }, "mfw_regime": { "strategy_count": 4, "total_trades": 305, "win_probability_pct": 19.672131147540984, "take_profit_hit_probability_pct": 3.6065573770491803, "stop_loss_hit_probability_pct": 15.081967213114755, "breakeven_or_better_probability_pct": 19.672131147540984, "net_profit": -212.88779788348555, "average_max_drawdown_pct": 52.996949470871385, "best_profit": -38.7313504027098, "best_profit_strategy": "mfw_14_ema21_thr10" }, "sc_aio_switchboard": { "strategy_count": 7, "total_trades": 285, "win_probability_pct": 26.666666666666668, "take_profit_hit_probability_pct": 3.8596491228070176, "stop_loss_hit_probability_pct": 16.140350877192983, "breakeven_or_better_probability_pct": 26.666666666666668, "net_profit": -153.82395637855217, "average_max_drawdown_pct": 23.313072645420768, "best_profit": -0.41743405006536705, "best_profit_strategy": "sc_aio_switchboard_donchian_only" } }, "240": { "donchian": { "strategy_count": 2, "total_trades": 42, "win_probability_pct": 28.571428571428573, "take_profit_hit_probability_pct": 23.809523809523807, "stop_loss_hit_probability_pct": 66.66666666666666, "breakeven_or_better_probability_pct": 28.571428571428573, "net_profit": -29.035315173039294, "average_max_drawdown_pct": 14.517657586519647, "best_profit": -14.517657586519647, "best_profit_strategy": "donchian_20_ema5" }, "donchian_trend": { "strategy_count": 2, "total_trades": 42, "win_probability_pct": 28.571428571428573, "take_profit_hit_probability_pct": 23.809523809523807, "stop_loss_hit_probability_pct": 66.66666666666666, "breakeven_or_better_probability_pct": 28.571428571428573, "net_profit": -29.035315173039294, "average_max_drawdown_pct": 14.517657586519647, "best_profit": -14.517657586519647, "best_profit_strategy": "donchian_20_ema5_trend50" }, "frankie_lux_vp": { "strategy_count": 11, "total_trades": 110, "win_probability_pct": 24.545454545454547, "take_profit_hit_probability_pct": 17.272727272727273, "stop_loss_hit_probability_pct": 67.27272727272727, "breakeven_or_better_probability_pct": 24.545454545454547, "net_profit": -100.26885198034262, "average_max_drawdown_pct": 9.115350180031147, "best_profit": -7.876234620715991, "best_profit_strategy": "frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_all_pullback_none_vol1.0" }, "sc_aio_switchboard": { "strategy_count": 5, "total_trades": 121, "win_probability_pct": 31.40495867768595, "take_profit_hit_probability_pct": 29.75206611570248, "stop_loss_hit_probability_pct": 61.15702479338843, "breakeven_or_better_probability_pct": 31.40495867768595, "net_profit": -55.67046614485072, "average_max_drawdown_pct": 13.99184178015906, "best_profit": -3.7301283551115034, "best_profit_strategy": "sc_aio_switchboard_wave_dots_only" } }, "30": { "candle_reversal": { "strategy_count": 1, "total_trades": 12, "win_probability_pct": 25.0, "take_profit_hit_probability_pct": 8.333333333333332, "stop_loss_hit_probability_pct": 33.33333333333333, "breakeven_or_better_probability_pct": 25.0, "net_profit": -7.227880047519477, "average_max_drawdown_pct": 7.944603258731931, "best_profit": -7.227880047519477, "best_profit_strategy": "candle_reversal_exit13_trend50" }, "donchian": { "strategy_count": 4, "total_trades": 82, "win_probability_pct": 19.51219512195122, "take_profit_hit_probability_pct": 12.195121951219512, "stop_loss_hit_probability_pct": 36.58536585365854, "breakeven_or_better_probability_pct": 19.51219512195122, "net_profit": -59.42746639821894, "average_max_drawdown_pct": 14.98127688718219, "best_profit": -14.110756667327678, "best_profit_strategy": "donchian_10_ema5" }, "donchian_trend": { "strategy_count": 4, "total_trades": 64, "win_probability_pct": 15.624999999999998, "take_profit_hit_probability_pct": 9.375, "stop_loss_hit_probability_pct": 43.75, "breakeven_or_better_probability_pct": 15.624999999999998, "net_profit": -53.407944262107634, "average_max_drawdown_pct": 13.476396353154364, "best_profit": -12.936973987814099, "best_profit_strategy": "donchian_20_ema5_trend50" }, "mfw_regime": { "strategy_count": 3, "total_trades": 261, "win_probability_pct": 22.22222222222222, "take_profit_hit_probability_pct": 6.896551724137931, "stop_loss_hit_probability_pct": 17.624521072796934, "breakeven_or_better_probability_pct": 22.22222222222222, "net_profit": -161.31535938462994, "average_max_drawdown_pct": 55.57077053474478, "best_profit": -50.93765396830401, "best_profit_strategy": "mfw_8_ema21_thr5" }, "sc_aio_switchboard": { "strategy_count": 8, "total_trades": 393, "win_probability_pct": 25.699745547073793, "take_profit_hit_probability_pct": 6.6157760814249365, "stop_loss_hit_probability_pct": 16.793893129770993, "breakeven_or_better_probability_pct": 25.699745547073793, "net_profit": -196.75676777787703, "average_max_drawdown_pct": 24.766227667236997, "best_profit": -11.702976531781871, "best_profit_strategy": "sc_aio_switchboard_donchian_only" } }, "60": { "candle_reversal": { "strategy_count": 1, "total_trades": 13, "win_probability_pct": 38.46153846153847, "take_profit_hit_probability_pct": 23.076923076923077, "stop_loss_hit_probability_pct": 23.076923076923077, "breakeven_or_better_probability_pct": 38.46153846153847, "net_profit": -0.03816981386174234, "average_max_drawdown_pct": 7.456827291845486, "best_profit": -0.03816981386174234, "best_profit_strategy": "candle_reversal_exit13_trend50" }, "donchian": { "strategy_count": 2, "total_trades": 46, "win_probability_pct": 17.391304347826086, "take_profit_hit_probability_pct": 4.3478260869565215, "stop_loss_hit_probability_pct": 56.52173913043478, "breakeven_or_better_probability_pct": 17.391304347826086, "net_profit": -50.69007252622784, "average_max_drawdown_pct": 25.440176457862528, "best_profit": -25.30426126365799, "best_profit_strategy": "donchian_20_ema13" }, "donchian_trend": { "strategy_count": 2, "total_trades": 40, "win_probability_pct": 15.0, "take_profit_hit_probability_pct": 5.0, "stop_loss_hit_probability_pct": 60.0, "breakeven_or_better_probability_pct": 15.0, "net_profit": -48.049234219735766, "average_max_drawdown_pct": 24.024617109867883, "best_profit": -23.983842110411956, "best_profit_strategy": "donchian_20_ema13_trend50" }, "frankie_lux_vp": { "strategy_count": 8, "total_trades": 80, "win_probability_pct": 40.0, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 30.0, "breakeven_or_better_probability_pct": 40.0, "net_profit": -17.52283105206027, "average_max_drawdown_pct": 7.285853881507521, "best_profit": -2.1903538815075336, "best_profit_strategy": "frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_all_pullback_none_vol1.0" }, "sc_aio_switchboard": { "strategy_count": 7, "total_trades": 200, "win_probability_pct": 29.5, "take_profit_hit_probability_pct": 9.5, "stop_loss_hit_probability_pct": 35.0, "breakeven_or_better_probability_pct": 29.5, "net_profit": -112.19196578100589, "average_max_drawdown_pct": 16.60198788198699, "best_profit": -3.088045786865706, "best_profit_strategy": "sc_aio_switchboard_wave_dots_only" } }, "80": { "candle_reversal": { "strategy_count": 1, "total_trades": 11, "win_probability_pct": 27.272727272727266, "take_profit_hit_probability_pct": 27.272727272727266, "stop_loss_hit_probability_pct": 45.45454545454545, "breakeven_or_better_probability_pct": 27.272727272727266, "net_profit": -4.0545669872567345, "average_max_drawdown_pct": 4.5133624303920215, "best_profit": -4.0545669872567345, "best_profit_strategy": "candle_reversal_exit13_trend50" }, "donchian_trend": { "strategy_count": 4, "total_trades": 84, "win_probability_pct": 33.333333333333336, "take_profit_hit_probability_pct": 21.428571428571427, "stop_loss_hit_probability_pct": 38.095238095238095, "breakeven_or_better_probability_pct": 33.333333333333336, "net_profit": -30.75967063449079, "average_max_drawdown_pct": 17.432792743312284, "best_profit": -7.50103749717799, "best_profit_strategy": "donchian_20_ema5_trend50" }, "frankie_lux_vp": { "strategy_count": 14, "total_trades": 164, "win_probability_pct": 28.048780487804876, "take_profit_hit_probability_pct": 19.51219512195122, "stop_loss_hit_probability_pct": 50.0, "breakeven_or_better_probability_pct": 28.048780487804876, "net_profit": -105.092916070672, "average_max_drawdown_pct": 10.420054014302298, "best_profit": -6.922502776781158, "best_profit_strategy": "frankie_vp_ema50_bb20x1.8_vp36r24_z0.25_all_pullback_none_vol1.2" }, "sc_aio_switchboard": { "strategy_count": 1, "total_trades": 10, "win_probability_pct": 40.0, "take_profit_hit_probability_pct": 10.0, "stop_loss_hit_probability_pct": 10.0, "breakeven_or_better_probability_pct": 40.0, "net_profit": -1.6288349858983224, "average_max_drawdown_pct": 3.487708017921023, "best_profit": -1.6288349858983224, "best_profit_strategy": "sc_aio_switchboard_wave_dots_only" } }, "90": { "donchian": { "strategy_count": 3, "total_trades": 78, "win_probability_pct": 26.923076923076923, "take_profit_hit_probability_pct": 25.641025641025642, "stop_loss_hit_probability_pct": 51.282051282051285, "breakeven_or_better_probability_pct": 26.923076923076923, "net_profit": -38.38357717262214, "average_max_drawdown_pct": 19.49602572420744, "best_profit": -11.003919658596814, "best_profit_strategy": "donchian_20_ema13" }, "donchian_trend": { "strategy_count": 4, "total_trades": 76, "win_probability_pct": 26.31578947368421, "take_profit_hit_probability_pct": 26.31578947368421, "stop_loss_hit_probability_pct": 57.89473684210526, "breakeven_or_better_probability_pct": 26.31578947368421, "net_profit": -43.25395267381538, "average_max_drawdown_pct": 13.59467566845391, "best_profit": -9.284436478679098, "best_profit_strategy": "donchian_10_ema5_trend50" }, "frankie_lux_vp": { "strategy_count": 8, "total_trades": 80, "win_probability_pct": 40.0, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 40.0, "breakeven_or_better_probability_pct": 40.0, "net_profit": -12.756729959925224, "average_max_drawdown_pct": 7.39298457663206, "best_profit": -1.594591244990653, "best_profit_strategy": "frankie_vp_ema50_bb20x1.8_vp36r24_z0.25_all_pullback_none_vol1.0" }, "sc_aio_switchboard": { "strategy_count": 5, "total_trades": 95, "win_probability_pct": 26.31578947368421, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 50.526315789473685, "breakeven_or_better_probability_pct": 26.31578947368421, "net_profit": -54.06544571635284, "average_max_drawdown_pct": 12.916475194870696, "best_profit": -5.525875025450063, "best_profit_strategy": "sc_aio_switchboard_wave_dots_only" } }, "D": { "candle_reversal": { "strategy_count": 1, "total_trades": 12, "win_probability_pct": 25.0, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 75.0, "breakeven_or_better_probability_pct": 25.0, "net_profit": -9.894374999999897, "average_max_drawdown_pct": 14.994374999999922, "best_profit": -9.894374999999897, "best_profit_strategy": "candle_reversal_exit13_trend50" }, "donchian": { "strategy_count": 2, "total_trades": 60, "win_probability_pct": 23.333333333333332, "take_profit_hit_probability_pct": 23.333333333333332, "stop_loss_hit_probability_pct": 76.66666666666667, "breakeven_or_better_probability_pct": 23.333333333333332, "net_profit": -54.015749999999, "average_max_drawdown_pct": 28.205624999999586, "best_profit": -27.0078749999995, "best_profit_strategy": "donchian_20_ema5" }, "donchian_trend": { "strategy_count": 2, "total_trades": 54, "win_probability_pct": 22.22222222222222, "take_profit_hit_probability_pct": 22.22222222222222, "stop_loss_hit_probability_pct": 77.77777777777777, "breakeven_or_better_probability_pct": 22.22222222222222, "net_profit": -51.31124999999906, "average_max_drawdown_pct": 28.64774999999968, "best_profit": -25.65562499999953, "best_profit_strategy": "donchian_20_ema5_trend50" }, "frankie_lux_vp": { "strategy_count": 10, "total_trades": 102, "win_probability_pct": 9.803921568627452, "take_profit_hit_probability_pct": 9.803921568627452, "stop_loss_hit_probability_pct": 90.19607843137256, "breakeven_or_better_probability_pct": 9.803921568627452, "net_profit": -153.91349999999778, "average_max_drawdown_pct": 16.380899999999816, "best_profit": -15.001124999999774, "best_profit_strategy": "frankie_vp_ema50_bb20x1.8_vp36r24_z0.25_all_pullback_none_vol1.0" }, "sc_aio_switchboard": { "strategy_count": 5, "total_trades": 124, "win_probability_pct": 25.806451612903224, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 74.19354838709677, "breakeven_or_better_probability_pct": 25.806451612903224, "net_profit": -99.61689084288872, "average_max_drawdown_pct": 22.173378168577763, "best_profit": -10.65899999999968, "best_profit_strategy": "sc_aio_switchboard_trend_donchian" } }, "M": { "donchian": { "strategy_count": 4, "total_trades": 56, "win_probability_pct": 10.714285714285714, "take_profit_hit_probability_pct": 10.714285714285714, "stop_loss_hit_probability_pct": 89.28571428571429, "breakeven_or_better_probability_pct": 10.714285714285714, "net_profit": -82.17525000000029, "average_max_drawdown_pct": 20.543812500000072, "best_profit": -14.994375000000076, "best_profit_strategy": "donchian_20_ema5" }, "donchian_trend": { "strategy_count": 4, "total_trades": 52, "win_probability_pct": 11.538461538461538, "take_profit_hit_probability_pct": 11.538461538461538, "stop_loss_hit_probability_pct": 88.46153846153847, "breakeven_or_better_probability_pct": 11.538461538461538, "net_profit": -74.37075000000041, "average_max_drawdown_pct": 18.592687500000103, "best_profit": -14.994375000000076, "best_profit_strategy": "donchian_20_ema5_trend50" }, "mfw_regime": { "strategy_count": 8, "total_trades": 510, "win_probability_pct": 3.1372549019607843, "take_profit_hit_probability_pct": 3.1372549019607843, "stop_loss_hit_probability_pct": 95.68627450980391, "breakeven_or_better_probability_pct": 3.1372549019607843, "net_profit": -913.1467499999992, "average_max_drawdown_pct": 113.80584374999991, "best_profit": -90.40387500000016, "best_profit_strategy": "mfw_14_ema13_thr10" }, "sc_aio_switchboard": { "strategy_count": 4, "total_trades": 104, "win_probability_pct": 2.8846153846153846, "take_profit_hit_probability_pct": 2.8846153846153846, "stop_loss_hit_probability_pct": 95.1923076923077, "breakeven_or_better_probability_pct": 2.8846153846153846, "net_profit": -186.21562500000005, "average_max_drawdown_pct": 46.32890625000001, "best_profit": -27.752249999999762, "best_profit_strategy": "sc_aio_switchboard_candles_only" } }, "W": { "candle_reversal": { "strategy_count": 1, "total_trades": 13, "win_probability_pct": 7.6923076923076925, "take_profit_hit_probability_pct": 7.6923076923076925, "stop_loss_hit_probability_pct": 92.3076923076923, "breakeven_or_better_probability_pct": 7.6923076923076925, "net_profit": -20.852249999999714, "average_max_drawdown_pct": 23.404499999999743, "best_profit": -20.852249999999714, "best_profit_strategy": "candle_reversal_exit13_trend50" }, "donchian": { "strategy_count": 4, "total_trades": 156, "win_probability_pct": 7.6923076923076925, "take_profit_hit_probability_pct": 7.6923076923076925, "stop_loss_hit_probability_pct": 92.3076923076923, "breakeven_or_better_probability_pct": 7.6923076923076925, "net_profit": -250.12799999999933, "average_max_drawdown_pct": 62.53199999999983, "best_profit": -43.038749999999894, "best_profit_strategy": "donchian_20_ema5" }, "donchian_trend": { "strategy_count": 4, "total_trades": 128, "win_probability_pct": 9.375, "take_profit_hit_probability_pct": 9.375, "stop_loss_hit_probability_pct": 90.625, "breakeven_or_better_probability_pct": 9.375, "net_profit": -195.54149999999942, "average_max_drawdown_pct": 48.88537499999986, "best_profit": -35.24099999999986, "best_profit_strategy": "donchian_20_ema5_trend50" }, "mfw_regime": { "strategy_count": 1, "total_trades": 205, "win_probability_pct": 4.390243902439024, "take_profit_hit_probability_pct": 4.390243902439024, "stop_loss_hit_probability_pct": 95.1219512195122, "breakeven_or_better_probability_pct": 4.390243902439024, "net_profit": -357.685874999998, "average_max_drawdown_pct": 357.23587499999803, "best_profit": -357.685874999998, "best_profit_strategy": "mfw_8_ema13_thr10" }, "sc_aio_switchboard": { "strategy_count": 10, "total_trades": 800, "win_probability_pct": 5.5, "take_profit_hit_probability_pct": 5.5, "stop_loss_hit_probability_pct": 94.125, "breakeven_or_better_probability_pct": 5.5, "net_profit": -1357.2761249999928, "average_max_drawdown_pct": 136.16294999999928, "best_profit": -16.956749999999687, "best_profit_strategy": "sc_aio_switchboard_wave_dots_only" } } }, "by_entry_session_top_twenty_strategies": { "london": { "total_trades": 8, "win_probability_pct": 100.0, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "net_profit": 1.9205780465883797, "average_trade_profit": 0.24007225582354746, "average_capital_required": 100.0 }, "new_york": { "total_trades": 22, "win_probability_pct": 100.0, "take_profit_hit_probability_pct": 27.27272727272727, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "net_profit": 19.285210657056886, "average_trade_profit": 0.8766004844116767, "average_capital_required": 100.0 }, "sydney": { "total_trades": 6, "win_probability_pct": 100.0, "take_profit_hit_probability_pct": 100.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "net_profit": 15.28649999999995, "average_trade_profit": 2.5477499999999917, "average_capital_required": 100.0 } }, "by_exit_reason_top_twenty_strategies": { "maximum_holding_bars": { "total_trades": 24, "win_probability_pct": 100.0, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "net_profit": 5.919288703645197, "average_trade_profit": 0.2466370293185499, "average_capital_required": 100.0 }, "take_profit": { "total_trades": 12, "win_probability_pct": 100.0, "take_profit_hit_probability_pct": 100.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "net_profit": 30.573000000000018, "average_trade_profit": 2.5477500000000015, "average_capital_required": 100.0 } } }, "results": [ { "rank": 1, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_new_york_london_value_bounce_none_vol1.2", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 36, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.25, "session_filter": "new_york_london", "session_volume_len": 20, "volume_mult": 1.2, "mode": "value_bounce", "candle_model": "none" } }, "net_profit": 0.9267810114004789, "max_drawdown_pct": 3.899999999999949, "max_drawdown": 3.899999999999949, "profit_factor": 0.6360731397978534, "total_trades": 10, "win_rate_pct": 50.0, "final_equity": 100.92678101140048, "meets_target": false, "pine_path": "connector\\pine\\generated\\01_frankie_lux_vp_frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_new_york_london_value_bounce_none_vol1.2.pine", "best_timeframe": "80", "consistency_score": 0.6, "first_bar_time": 1777780800, "last_bar_time": 1782091200, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 50.0, "loss_probability_pct": 50.0, "breakeven_probability_pct": 0.0, "average_win": 1.7916971876785588, "average_loss": -0.6654469951328184, "take_profit_hits": 3, "stop_loss_hits": 4, "breakeven_or_better_count": 5, "take_profit_hit_probability_pct": 30.0, "stop_loss_hit_probability_pct": 40.0, "breakeven_or_better_probability_pct": 50.0, "trades": [ { "direction": "LONG", "entry_bar": 169, "exit_bar": 170, "entry_price": 64681.5, "exit_price": 65328.315, "qty": 0.004638111361053779, "net_pnl": 2.5477500000000113, "entry_time": 1781467200, "exit_time": 1781472000, "entry_notional": 300.0, "exit_notional": 303.00000000000006, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 2.5477500000000113, "exit_reason": "take_profit", "take_profit_price": 65328.315, "stop_loss_price": 64358.0925, "take_profit_hit": true, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "sydney" } ], "cross_timeframe_evidence": { "best_timeframe": "80", "timeframes_tested": [ "240", "80", "30", "24", "15" ], "profitable_timeframes": [ "80", "24", "15" ], "objective_score": -0.8193988565526612, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -1.3477499999999623, "max_drawdown_pct": 1.951124999999962, "profit_factor": 0.654423076923082, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 33.33333333333333, "stop_loss_hit_probability_pct": 66.66666666666666, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.279492499999999 }, { "timeframe": "80", "net_profit": 2.5477500000000077, "max_drawdown_pct": 0.0, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 1, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 100.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9211891666666665 }, { "timeframe": "30", "net_profit": -1.5794549269923834, "max_drawdown_pct": 3.899999999999949, "profit_factor": 0.6177232026726249, "total_trades": 4, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 50.0, "breakeven_or_better_probability_pct": 25.0, "objective_score": -2.27946121593659 }, { "timeframe": "24", "net_profit": 0.9957240711406712, "max_drawdown_pct": 0.25347214598264145, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -1.0400890545683619 }, { "timeframe": "15", "net_profit": 0.31051186725214563, "max_drawdown_pct": 0.85084392480627, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -1.0549061336582288 } ] } }, { "rank": 2, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_new_york_london_value_bounce_none_vol1.2", "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": "new_york_london", "session_volume_len": 20, "volume_mult": 1.2, "mode": "value_bounce", "candle_model": "none" } }, "net_profit": 0.9267810114004789, "max_drawdown_pct": 3.899999999999949, "max_drawdown": 3.899999999999949, "profit_factor": 0.6360731397978534, "total_trades": 10, "win_rate_pct": 50.0, "final_equity": 100.92678101140048, "meets_target": false, "pine_path": "connector\\pine\\generated\\02_frankie_lux_vp_frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_new_york_london_value_bounce_none_vol1.2.pine", "best_timeframe": "80", "consistency_score": 0.6, "first_bar_time": 1777780800, "last_bar_time": 1782091200, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 50.0, "loss_probability_pct": 50.0, "breakeven_probability_pct": 0.0, "average_win": 1.7916971876785588, "average_loss": -0.6654469951328184, "take_profit_hits": 3, "stop_loss_hits": 4, "breakeven_or_better_count": 5, "take_profit_hit_probability_pct": 30.0, "stop_loss_hit_probability_pct": 40.0, "breakeven_or_better_probability_pct": 50.0, "trades": [ { "direction": "LONG", "entry_bar": 169, "exit_bar": 170, "entry_price": 64681.5, "exit_price": 65328.315, "qty": 0.004638111361053779, "net_pnl": 2.5477500000000113, "entry_time": 1781467200, "exit_time": 1781472000, "entry_notional": 300.0, "exit_notional": 303.00000000000006, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 2.5477500000000113, "exit_reason": "take_profit", "take_profit_price": 65328.315, "stop_loss_price": 64358.0925, "take_profit_hit": true, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "sydney" } ], "cross_timeframe_evidence": { "best_timeframe": "80", "timeframes_tested": [ "240", "80", "30", "24", "15" ], "profitable_timeframes": [ "80", "24", "15" ], "objective_score": -0.8193988565526612, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -1.3477499999999623, "max_drawdown_pct": 1.951124999999962, "profit_factor": 0.654423076923082, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 33.33333333333333, "stop_loss_hit_probability_pct": 66.66666666666666, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.279492499999999 }, { "timeframe": "80", "net_profit": 2.5477500000000077, "max_drawdown_pct": 0.0, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 1, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 100.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9211891666666665 }, { "timeframe": "30", "net_profit": -1.5794549269923834, "max_drawdown_pct": 3.899999999999949, "profit_factor": 0.6177232026726249, "total_trades": 4, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 50.0, "breakeven_or_better_probability_pct": 25.0, "objective_score": -2.27946121593659 }, { "timeframe": "24", "net_profit": 0.9957240711406712, "max_drawdown_pct": 0.25347214598264145, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -1.0400890545683619 }, { "timeframe": "15", "net_profit": 0.31051186725214563, "max_drawdown_pct": 0.85084392480627, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -1.0549061336582288 } ] } }, { "rank": 3, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema50_bb20x1.8_vp36r24_z0.25_all_value_bounce_none_vol1.2", "params": { "ema_len": 50, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "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": 1.2, "mode": "value_bounce", "candle_model": "none" } }, "net_profit": -1.1344003500549462, "max_drawdown_pct": 1.9511249999999762, "max_drawdown": 1.9511249999999762, "profit_factor": 0.5819967533842155, "total_trades": 15, "win_rate_pct": 40.0, "final_equity": 98.86559964994505, "meets_target": false, "pine_path": "connector\\pine\\generated\\03_frankie_lux_vp_frankie_vp_ema50_bb20x1.8_vp36r24_z0.25_all_value_bounce_none_vol1.2.pine", "best_timeframe": "90", "consistency_score": 0.5, "first_bar_time": 1756166400, "last_bar_time": 1782091200, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 59.99999999999999, "breakeven_probability_pct": 0.0, "average_win": 1.4382794922990982, "average_loss": -1.155453830527985, "take_profit_hits": 4, "stop_loss_hits": 5, "breakeven_or_better_count": 6, "take_profit_hit_probability_pct": 26.666666666666668, "stop_loss_hit_probability_pct": 33.33333333333333, "breakeven_or_better_probability_pct": 40.0, "trades": [ { "direction": "LONG", "entry_bar": 185, "exit_bar": 187, "entry_price": 65150.9, "exit_price": 65802.409, "qty": 0.0046046946396749696, "net_pnl": 2.5477499999999917, "entry_time": 1781470800, "exit_time": 1781481600, "entry_notional": 300.0, "exit_notional": 303.0, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 2.5477499999999917, "exit_reason": "take_profit", "take_profit_price": 65802.409, "stop_loss_price": 64825.1455, "take_profit_hit": true, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "sydney", "exit_session": "tokyo" } ], "cross_timeframe_evidence": { "best_timeframe": "90", "timeframes_tested": [ "240", "D", "60", "80", "90", "30", "24", "15" ], "profitable_timeframes": [ "80", "90", "30", "24" ], "objective_score": -1.5840256701672157, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -1.0421389556953784, "max_drawdown_pct": 1.9511249999999762, "profit_factor": 0.7100650573599997, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 1, "stop_loss_hits": 1, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 33.33333333333333, "stop_loss_hit_probability_pct": 33.33333333333333, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.24310305622362 }, { "timeframe": "D", "net_profit": -1.9488749999999868, "max_drawdown_pct": 1.9488749999999868, "profit_factor": 0.0, "total_trades": 1, "meets_target": false, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-21T00:00:00+00:00", "win_probability_pct": 0.0, "loss_probability_pct": 100.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 0, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 100.0, "breakeven_or_better_probability_pct": 0.0, "objective_score": -2.592140416666666 }, { "timeframe": "60", "net_profit": -1.9488750000000152, "max_drawdown_pct": 1.9488750000000152, "profit_factor": 0.0, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 0.0, "loss_probability_pct": 100.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 0, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 100.0, "breakeven_or_better_probability_pct": 0.0, "objective_score": -2.592140416666667 }, { "timeframe": "80", "net_profit": 0.5988750000000209, "max_drawdown_pct": 1.9488749999999868, "profit_factor": 1.3072926688474245, "total_trades": 2, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 50.0, "loss_probability_pct": 50.0, "take_profit_hits": 1, "stop_loss_hits": 1, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 50.0, "stop_loss_hit_probability_pct": 50.0, "breakeven_or_better_probability_pct": 50.0, "objective_score": -1.2133295833333329 }, { "timeframe": "90", "net_profit": 2.5477499999999935, "max_drawdown_pct": 0.0, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 1, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 100.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9211891666666667 }, { "timeframe": "30", "net_profit": 0.3694200730076176, "max_drawdown_pct": 1.9511249999999476, "profit_factor": 1.1692390545133395, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 1, "stop_loss_hits": 1, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 33.33333333333333, "stop_loss_hit_probability_pct": 33.33333333333333, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -1.2289874659365898 }, { "timeframe": "24", "net_profit": 0.9957240711406712, "max_drawdown_pct": 0.25347214598264145, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -1.0400890545683619 }, { "timeframe": "15", "net_profit": -0.706280538507869, "max_drawdown_pct": 1.1302956160969728, "profit_factor": 0.30538373958452913, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.228800080266372 } ] } }, { "rank": 4, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema50_bb20x2.0_vp36r24_z0.25_all_value_bounce_none_vol1.2", "params": { "ema_len": 50, "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": 1.2, "mode": "value_bounce", "candle_model": "none" } }, "net_profit": -1.1344003500549462, "max_drawdown_pct": 1.9511249999999762, "max_drawdown": 1.9511249999999762, "profit_factor": 0.5819967533842155, "total_trades": 15, "win_rate_pct": 40.0, "final_equity": 98.86559964994505, "meets_target": false, "pine_path": "connector\\pine\\generated\\04_frankie_lux_vp_frankie_vp_ema50_bb20x2.0_vp36r24_z0.25_all_value_bounce_none_vol1.2.pine", "best_timeframe": "90", "consistency_score": 0.5, "first_bar_time": 1756166400, "last_bar_time": 1782091200, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 59.99999999999999, "breakeven_probability_pct": 0.0, "average_win": 1.4382794922990982, "average_loss": -1.155453830527985, "take_profit_hits": 4, "stop_loss_hits": 5, "breakeven_or_better_count": 6, "take_profit_hit_probability_pct": 26.666666666666668, "stop_loss_hit_probability_pct": 33.33333333333333, "breakeven_or_better_probability_pct": 40.0, "trades": [ { "direction": "LONG", "entry_bar": 185, "exit_bar": 187, "entry_price": 65150.9, "exit_price": 65802.409, "qty": 0.0046046946396749696, "net_pnl": 2.5477499999999917, "entry_time": 1781470800, "exit_time": 1781481600, "entry_notional": 300.0, "exit_notional": 303.0, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 2.5477499999999917, "exit_reason": "take_profit", "take_profit_price": 65802.409, "stop_loss_price": 64825.1455, "take_profit_hit": true, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "sydney", "exit_session": "tokyo" } ], "cross_timeframe_evidence": { "best_timeframe": "90", "timeframes_tested": [ "240", "D", "60", "80", "90", "30", "24", "15" ], "profitable_timeframes": [ "80", "90", "30", "24" ], "objective_score": -1.5840256701672157, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -1.0421389556953784, "max_drawdown_pct": 1.9511249999999762, "profit_factor": 0.7100650573599997, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 1, "stop_loss_hits": 1, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 33.33333333333333, "stop_loss_hit_probability_pct": 33.33333333333333, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.24310305622362 }, { "timeframe": "D", "net_profit": -1.9488749999999868, "max_drawdown_pct": 1.9488749999999868, "profit_factor": 0.0, "total_trades": 1, "meets_target": false, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-21T00:00:00+00:00", "win_probability_pct": 0.0, "loss_probability_pct": 100.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 0, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 100.0, "breakeven_or_better_probability_pct": 0.0, "objective_score": -2.592140416666666 }, { "timeframe": "60", "net_profit": -1.9488750000000152, "max_drawdown_pct": 1.9488750000000152, "profit_factor": 0.0, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 0.0, "loss_probability_pct": 100.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 0, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 100.0, "breakeven_or_better_probability_pct": 0.0, "objective_score": -2.592140416666667 }, { "timeframe": "80", "net_profit": 0.5988750000000209, "max_drawdown_pct": 1.9488749999999868, "profit_factor": 1.3072926688474245, "total_trades": 2, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 50.0, "loss_probability_pct": 50.0, "take_profit_hits": 1, "stop_loss_hits": 1, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 50.0, "stop_loss_hit_probability_pct": 50.0, "breakeven_or_better_probability_pct": 50.0, "objective_score": -1.2133295833333329 }, { "timeframe": "90", "net_profit": 2.5477499999999935, "max_drawdown_pct": 0.0, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 1, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 100.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9211891666666667 }, { "timeframe": "30", "net_profit": 0.3694200730076176, "max_drawdown_pct": 1.9511249999999476, "profit_factor": 1.1692390545133395, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 1, "stop_loss_hits": 1, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 33.33333333333333, "stop_loss_hit_probability_pct": 33.33333333333333, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -1.2289874659365898 }, { "timeframe": "24", "net_profit": 0.9957240711406712, "max_drawdown_pct": 0.25347214598264145, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -1.0400890545683619 }, { "timeframe": "15", "net_profit": -0.706280538507869, "max_drawdown_pct": 1.1302956160969728, "profit_factor": 0.30538373958452913, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.228800080266372 } ] } }, { "rank": 5, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_new_york_london_value_bounce_none_vol1.0", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 36, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.25, "session_filter": "new_york_london", "session_volume_len": 20, "volume_mult": 1.0, "mode": "value_bounce", "candle_model": "none" } }, "net_profit": -1.0220939885995364, "max_drawdown_pct": 3.939580127417429, "max_drawdown": 3.939580127417429, "profit_factor": 0.5270445852434741, "total_trades": 11, "win_rate_pct": 45.45454545454545, "final_equity": 98.97790601140046, "meets_target": false, "pine_path": "connector\\pine\\generated\\05_frankie_lux_vp_frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_new_york_london_value_bounce_none_vol1.0.pine", "best_timeframe": "80", "consistency_score": 0.6, "first_bar_time": 1777780800, "last_bar_time": 1782091200, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 45.45454545454545, "loss_probability_pct": 54.54545454545455, "breakeven_probability_pct": 0.0, "average_win": 1.7916971876785588, "average_loss": -0.6653719951328213, "take_profit_hits": 3, "stop_loss_hits": 5, "breakeven_or_better_count": 5, "take_profit_hit_probability_pct": 27.27272727272727, "stop_loss_hit_probability_pct": 45.45454545454545, "breakeven_or_better_probability_pct": 45.45454545454545, "trades": [ { "direction": "LONG", "entry_bar": 169, "exit_bar": 170, "entry_price": 64681.5, "exit_price": 65328.315, "qty": 0.004638111361053779, "net_pnl": 2.5477500000000113, "entry_time": 1781467200, "exit_time": 1781472000, "entry_notional": 300.0, "exit_notional": 303.00000000000006, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 2.5477500000000113, "exit_reason": "take_profit", "take_profit_price": 65328.315, "stop_loss_price": 64358.0925, "take_profit_hit": true, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "sydney" } ], "cross_timeframe_evidence": { "best_timeframe": "80", "timeframes_tested": [ "240", "80", "30", "24", "15" ], "profitable_timeframes": [ "80", "24", "15" ], "objective_score": -1.8124456446151975, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -3.2966249999999775, "max_drawdown_pct": 3.939580127417429, "profit_factor": 0.4363659678143233, "total_trades": 4, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "take_profit_hits": 1, "stop_loss_hits": 3, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 75.0, "breakeven_or_better_probability_pct": 25.0, "objective_score": -2.3221606516988986 }, { "timeframe": "80", "net_profit": 2.5477500000000077, "max_drawdown_pct": 0.0, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 1, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 100.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9211891666666665 }, { "timeframe": "30", "net_profit": -1.5794549269923834, "max_drawdown_pct": 3.899999999999949, "profit_factor": 0.6177232026726249, "total_trades": 4, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 50.0, "breakeven_or_better_probability_pct": 25.0, "objective_score": -2.27946121593659 }, { "timeframe": "24", "net_profit": 0.9957240711406712, "max_drawdown_pct": 0.25347214598264145, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -1.0400890545683619 }, { "timeframe": "15", "net_profit": 0.31051186725214563, "max_drawdown_pct": 0.85084392480627, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -1.0549061336582288 } ] } }, { "rank": 6, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_new_york_london_value_bounce_none_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": "new_york_london", "session_volume_len": 20, "volume_mult": 1.0, "mode": "value_bounce", "candle_model": "none" } }, "net_profit": -1.0220939885995364, "max_drawdown_pct": 3.939580127417429, "max_drawdown": 3.939580127417429, "profit_factor": 0.5270445852434741, "total_trades": 11, "win_rate_pct": 45.45454545454545, "final_equity": 98.97790601140046, "meets_target": false, "pine_path": "connector\\pine\\generated\\06_frankie_lux_vp_frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_new_york_london_value_bounce_none_vol1.0.pine", "best_timeframe": "80", "consistency_score": 0.6, "first_bar_time": 1777780800, "last_bar_time": 1782091200, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 45.45454545454545, "loss_probability_pct": 54.54545454545455, "breakeven_probability_pct": 0.0, "average_win": 1.7916971876785588, "average_loss": -0.6653719951328213, "take_profit_hits": 3, "stop_loss_hits": 5, "breakeven_or_better_count": 5, "take_profit_hit_probability_pct": 27.27272727272727, "stop_loss_hit_probability_pct": 45.45454545454545, "breakeven_or_better_probability_pct": 45.45454545454545, "trades": [ { "direction": "LONG", "entry_bar": 169, "exit_bar": 170, "entry_price": 64681.5, "exit_price": 65328.315, "qty": 0.004638111361053779, "net_pnl": 2.5477500000000113, "entry_time": 1781467200, "exit_time": 1781472000, "entry_notional": 300.0, "exit_notional": 303.00000000000006, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 2.5477500000000113, "exit_reason": "take_profit", "take_profit_price": 65328.315, "stop_loss_price": 64358.0925, "take_profit_hit": true, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "sydney" } ], "cross_timeframe_evidence": { "best_timeframe": "80", "timeframes_tested": [ "240", "80", "30", "24", "15" ], "profitable_timeframes": [ "80", "24", "15" ], "objective_score": -1.8124456446151975, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -3.2966249999999775, "max_drawdown_pct": 3.939580127417429, "profit_factor": 0.4363659678143233, "total_trades": 4, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "take_profit_hits": 1, "stop_loss_hits": 3, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 75.0, "breakeven_or_better_probability_pct": 25.0, "objective_score": -2.3221606516988986 }, { "timeframe": "80", "net_profit": 2.5477500000000077, "max_drawdown_pct": 0.0, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 1, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 100.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9211891666666665 }, { "timeframe": "30", "net_profit": -1.5794549269923834, "max_drawdown_pct": 3.899999999999949, "profit_factor": 0.6177232026726249, "total_trades": 4, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 50.0, "breakeven_or_better_probability_pct": 25.0, "objective_score": -2.27946121593659 }, { "timeframe": "24", "net_profit": 0.9957240711406712, "max_drawdown_pct": 0.25347214598264145, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -1.0400890545683619 }, { "timeframe": "15", "net_profit": 0.31051186725214563, "max_drawdown_pct": 0.85084392480627, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -1.0549061336582288 } ] } }, { "rank": 7, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema50_bb20x1.8_vp36r24_z0.25_all_value_bounce_none_vol1.0", "params": { "ema_len": 50, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "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": "value_bounce", "candle_model": "none" } }, "net_profit": -3.0832753500549615, "max_drawdown_pct": 5.5828440831128034, "max_drawdown": 5.5828440831128034, "profit_factor": 0.5403898574674552, "total_trades": 16, "win_rate_pct": 37.5, "final_equity": 96.91672464994504, "meets_target": false, "pine_path": "connector\\pine\\generated\\07_frankie_lux_vp_frankie_vp_ema50_bb20x1.8_vp36r24_z0.25_all_value_bounce_none_vol1.0.pine", "best_timeframe": "90", "consistency_score": 0.5, "first_bar_time": 1756166400, "last_bar_time": 1782091200, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 37.5, "loss_probability_pct": 62.5, "breakeven_probability_pct": 0.0, "average_win": 1.4382794922990982, "average_loss": -1.1617738522843322, "take_profit_hits": 4, "stop_loss_hits": 6, "breakeven_or_better_count": 6, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 37.5, "breakeven_or_better_probability_pct": 37.5, "trades": [ { "direction": "LONG", "entry_bar": 185, "exit_bar": 187, "entry_price": 65150.9, "exit_price": 65802.409, "qty": 0.0046046946396749696, "net_pnl": 2.5477499999999917, "entry_time": 1781470800, "exit_time": 1781481600, "entry_notional": 300.0, "exit_notional": 303.0, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 2.5477499999999917, "exit_reason": "take_profit", "take_profit_price": 65802.409, "stop_loss_price": 64825.1455, "take_profit_hit": true, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "sydney", "exit_session": "tokyo" } ], "cross_timeframe_evidence": { "best_timeframe": "90", "timeframes_tested": [ "240", "D", "60", "80", "90", "30", "24", "15" ], "profitable_timeframes": [ "80", "90", "30", "24" ], "objective_score": -1.614437341275387, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -2.9910139556953936, "max_drawdown_pct": 5.5828440831128034, "profit_factor": 0.460423681859438, "total_trades": 4, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 50.0, "breakeven_or_better_probability_pct": 25.0, "objective_score": -2.3160147273317913 }, { "timeframe": "D", "net_profit": -1.9488749999999868, "max_drawdown_pct": 1.9488749999999868, "profit_factor": 0.0, "total_trades": 1, "meets_target": false, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-21T00:00:00+00:00", "win_probability_pct": 0.0, "loss_probability_pct": 100.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 0, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 100.0, "breakeven_or_better_probability_pct": 0.0, "objective_score": -2.592140416666666 }, { "timeframe": "60", "net_profit": -1.9488750000000152, "max_drawdown_pct": 1.9488750000000152, "profit_factor": 0.0, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 0.0, "loss_probability_pct": 100.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 0, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 100.0, "breakeven_or_better_probability_pct": 0.0, "objective_score": -2.592140416666667 }, { "timeframe": "80", "net_profit": 0.5988750000000209, "max_drawdown_pct": 1.9488749999999868, "profit_factor": 1.3072926688474245, "total_trades": 2, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 50.0, "loss_probability_pct": 50.0, "take_profit_hits": 1, "stop_loss_hits": 1, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 50.0, "stop_loss_hit_probability_pct": 50.0, "breakeven_or_better_probability_pct": 50.0, "objective_score": -1.2133295833333329 }, { "timeframe": "90", "net_profit": 2.5477499999999935, "max_drawdown_pct": 0.0, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 1, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 100.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9211891666666667 }, { "timeframe": "30", "net_profit": 0.3694200730076176, "max_drawdown_pct": 1.9511249999999476, "profit_factor": 1.1692390545133395, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 1, "stop_loss_hits": 1, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 33.33333333333333, "stop_loss_hit_probability_pct": 33.33333333333333, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -1.2289874659365898 }, { "timeframe": "24", "net_profit": 0.9957240711406712, "max_drawdown_pct": 0.25347214598264145, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -1.0400890545683619 }, { "timeframe": "15", "net_profit": -0.706280538507869, "max_drawdown_pct": 1.1302956160969728, "profit_factor": 0.30538373958452913, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.228800080266372 } ] } }, { "rank": 8, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema50_bb20x2.0_vp36r24_z0.25_all_value_bounce_none_vol1.0", "params": { "ema_len": 50, "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": "value_bounce", "candle_model": "none" } }, "net_profit": -3.0832753500549615, "max_drawdown_pct": 5.5828440831128034, "max_drawdown": 5.5828440831128034, "profit_factor": 0.5403898574674552, "total_trades": 16, "win_rate_pct": 37.5, "final_equity": 96.91672464994504, "meets_target": false, "pine_path": "connector\\pine\\generated\\08_frankie_lux_vp_frankie_vp_ema50_bb20x2.0_vp36r24_z0.25_all_value_bounce_none_vol1.0.pine", "best_timeframe": "90", "consistency_score": 0.5, "first_bar_time": 1756166400, "last_bar_time": 1782091200, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 37.5, "loss_probability_pct": 62.5, "breakeven_probability_pct": 0.0, "average_win": 1.4382794922990982, "average_loss": -1.1617738522843322, "take_profit_hits": 4, "stop_loss_hits": 6, "breakeven_or_better_count": 6, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 37.5, "breakeven_or_better_probability_pct": 37.5, "trades": [ { "direction": "LONG", "entry_bar": 185, "exit_bar": 187, "entry_price": 65150.9, "exit_price": 65802.409, "qty": 0.0046046946396749696, "net_pnl": 2.5477499999999917, "entry_time": 1781470800, "exit_time": 1781481600, "entry_notional": 300.0, "exit_notional": 303.0, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 2.5477499999999917, "exit_reason": "take_profit", "take_profit_price": 65802.409, "stop_loss_price": 64825.1455, "take_profit_hit": true, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "sydney", "exit_session": "tokyo" } ], "cross_timeframe_evidence": { "best_timeframe": "90", "timeframes_tested": [ "240", "D", "60", "80", "90", "30", "24", "15" ], "profitable_timeframes": [ "80", "90", "30", "24" ], "objective_score": -1.614437341275387, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -2.9910139556953936, "max_drawdown_pct": 5.5828440831128034, "profit_factor": 0.460423681859438, "total_trades": 4, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 50.0, "breakeven_or_better_probability_pct": 25.0, "objective_score": -2.3160147273317913 }, { "timeframe": "D", "net_profit": -1.9488749999999868, "max_drawdown_pct": 1.9488749999999868, "profit_factor": 0.0, "total_trades": 1, "meets_target": false, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-21T00:00:00+00:00", "win_probability_pct": 0.0, "loss_probability_pct": 100.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 0, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 100.0, "breakeven_or_better_probability_pct": 0.0, "objective_score": -2.592140416666666 }, { "timeframe": "60", "net_profit": -1.9488750000000152, "max_drawdown_pct": 1.9488750000000152, "profit_factor": 0.0, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 0.0, "loss_probability_pct": 100.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 0, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 100.0, "breakeven_or_better_probability_pct": 0.0, "objective_score": -2.592140416666667 }, { "timeframe": "80", "net_profit": 0.5988750000000209, "max_drawdown_pct": 1.9488749999999868, "profit_factor": 1.3072926688474245, "total_trades": 2, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 50.0, "loss_probability_pct": 50.0, "take_profit_hits": 1, "stop_loss_hits": 1, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 50.0, "stop_loss_hit_probability_pct": 50.0, "breakeven_or_better_probability_pct": 50.0, "objective_score": -1.2133295833333329 }, { "timeframe": "90", "net_profit": 2.5477499999999935, "max_drawdown_pct": 0.0, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 1, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 100.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9211891666666667 }, { "timeframe": "30", "net_profit": 0.3694200730076176, "max_drawdown_pct": 1.9511249999999476, "profit_factor": 1.1692390545133395, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 1, "stop_loss_hits": 1, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 33.33333333333333, "stop_loss_hit_probability_pct": 33.33333333333333, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -1.2289874659365898 }, { "timeframe": "24", "net_profit": 0.9957240711406712, "max_drawdown_pct": 0.25347214598264145, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -1.0400890545683619 }, { "timeframe": "15", "net_profit": -0.706280538507869, "max_drawdown_pct": 1.1302956160969728, "profit_factor": 0.30538373958452913, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.228800080266372 } ] } }, { "rank": 9, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_new_york_london_pullback_none_vol1.0", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 36, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.25, "session_filter": "new_york_london", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -12.239085228436153, "max_drawdown_pct": 6.205298990465067, "max_drawdown": 6.205298990465067, "profit_factor": 0.7006463681263886, "total_trades": 39, "win_rate_pct": 41.02564102564102, "final_equity": 87.76091477156385, "meets_target": false, "pine_path": "connector\\pine\\generated\\09_frankie_lux_vp_frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_new_york_london_pullback_none_vol1.0.pine", "best_timeframe": "15", "consistency_score": 0.3333333333333333, "first_bar_time": 1777780800, "last_bar_time": 1782091200, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 41.02564102564102, "loss_probability_pct": 58.974358974358964, "breakeven_probability_pct": 0.0, "average_win": 1.417193954429611, "average_loss": -1.2040209559416322, "take_profit_hits": 7, "stop_loss_hits": 14, "breakeven_or_better_count": 16, "take_profit_hit_probability_pct": 17.94871794871795, "stop_loss_hit_probability_pct": 35.8974358974359, "breakeven_or_better_probability_pct": 41.02564102564102, "trades": [ { "direction": "SHORT", "entry_bar": 200, "exit_bar": 203, "entry_price": 63254.5, "exit_price": 63119.8, "qty": 0.004742745575413607, "net_pnl": 0.18932696487995526, "entry_time": 1781961300, "exit_time": 1781964000, "entry_notional": 300.0, "exit_notional": 299.36115217099183, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.18932696487995526, "exit_reason": "maximum_holding_bars", "take_profit_price": 62621.955, "stop_loss_price": 63570.77249999999, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "new_york" }, { "direction": "LONG", "entry_bar": 206, "exit_bar": 209, "entry_price": 63856.4, "exit_price": 64018.4, "qty": 0.004698041230009834, "net_pnl": 0.31051186725214697, "entry_time": 1781966700, "exit_time": 1781969400, "entry_notional": 300.0, "exit_notional": 300.76108267926156, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.31051186725214697, "exit_reason": "maximum_holding_bars", "take_profit_price": 64494.964, "stop_loss_price": 63537.118, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "new_york" }, { "direction": "SHORT", "entry_bar": 294, "exit_bar": 297, "entry_price": 64084.8, "exit_price": 63937.5, "qty": 0.004681297281102539, "net_pnl": 0.24007225582354746, "entry_time": 1782045900, "exit_time": 1782048600, "entry_notional": 300.0, "exit_notional": 299.3104449104936, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.24007225582354744, "exit_reason": "maximum_holding_bars", "take_profit_price": 63443.952000000005, "stop_loss_price": 64405.223999999995, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "london", "exit_session": "new_york" } ], "cross_timeframe_evidence": { "best_timeframe": "15", "timeframes_tested": [ "240", "60", "80", "30", "24", "15" ], "profitable_timeframes": [ "30", "15" ], "objective_score": -1.0038127339717857, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -5.9273596207159756, "max_drawdown_pct": 5.9273596207159756, "profit_factor": 0.4936801741972715, "total_trades": 9, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 6, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 22.22222222222222, "stop_loss_hit_probability_pct": 66.66666666666666, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.069416168927817 }, { "timeframe": "60", "net_profit": -1.3744018245172072, "max_drawdown_pct": 3.9221518245172007, "profit_factor": 0.7414107719757346, "total_trades": 7, "meets_target": false, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 42.857142857142854, "loss_probability_pct": 57.14285714285714, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 14.285714285714285, "stop_loss_hit_probability_pct": 28.57142857142857, "breakeven_or_better_probability_pct": 42.857142857142854, "objective_score": -2.0355631854292113 }, { "timeframe": "80", "net_profit": -4.132857309403846, "max_drawdown_pct": 6.205298990465067, "profit_factor": 0.5647866861586082, "total_trades": 9, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 4, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 22.22222222222222, "stop_loss_hit_probability_pct": 44.44444444444444, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.0329547818557945 }, { "timeframe": "30", "net_profit": 1.4310780260329352, "max_drawdown_pct": 2.2459437628220655, "profit_factor": 1.3900540911437165, "total_trades": 6, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 1, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 33.33333333333333, "stop_loss_hit_probability_pct": 16.666666666666664, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -1.0456351365772985 }, { "timeframe": "24", "net_profit": -2.9754555877877067, "max_drawdown_pct": 5.517097732924739, "profit_factor": 0.3133001171566121, "total_trades": 5, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 20.0, "breakeven_or_better_probability_pct": 40.0, "objective_score": -2.1966491923168734 }, { "timeframe": "15", "net_profit": 0.7399110879556474, "max_drawdown_pct": 0.85084392480627, "profit_factor": Infinity, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9439454747845272 } ] } }, { "rank": 10, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x1.8_vp36r24_z0.5_new_york_london_pullback_none_vol1.0", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 36, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.5, "session_filter": "new_york_london", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -12.239085228436153, "max_drawdown_pct": 6.205298990465067, "max_drawdown": 6.205298990465067, "profit_factor": 0.7006463681263886, "total_trades": 39, "win_rate_pct": 41.02564102564102, "final_equity": 87.76091477156385, "meets_target": false, "pine_path": "connector\\pine\\generated\\10_frankie_lux_vp_frankie_vp_ema34_bb20x1.8_vp36r24_z0.5_new_york_london_pullback_none_vol1.0.pine", "best_timeframe": "15", "consistency_score": 0.3333333333333333, "first_bar_time": 1777780800, "last_bar_time": 1782091200, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 41.02564102564102, "loss_probability_pct": 58.974358974358964, "breakeven_probability_pct": 0.0, "average_win": 1.417193954429611, "average_loss": -1.2040209559416322, "take_profit_hits": 7, "stop_loss_hits": 14, "breakeven_or_better_count": 16, "take_profit_hit_probability_pct": 17.94871794871795, "stop_loss_hit_probability_pct": 35.8974358974359, "breakeven_or_better_probability_pct": 41.02564102564102, "trades": [ { "direction": "SHORT", "entry_bar": 200, "exit_bar": 203, "entry_price": 63254.5, "exit_price": 63119.8, "qty": 0.004742745575413607, "net_pnl": 0.18932696487995526, "entry_time": 1781961300, "exit_time": 1781964000, "entry_notional": 300.0, "exit_notional": 299.36115217099183, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.18932696487995526, "exit_reason": "maximum_holding_bars", "take_profit_price": 62621.955, "stop_loss_price": 63570.77249999999, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "new_york" }, { "direction": "LONG", "entry_bar": 206, "exit_bar": 209, "entry_price": 63856.4, "exit_price": 64018.4, "qty": 0.004698041230009834, "net_pnl": 0.31051186725214697, "entry_time": 1781966700, "exit_time": 1781969400, "entry_notional": 300.0, "exit_notional": 300.76108267926156, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.31051186725214697, "exit_reason": "maximum_holding_bars", "take_profit_price": 64494.964, "stop_loss_price": 63537.118, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "new_york" }, { "direction": "SHORT", "entry_bar": 294, "exit_bar": 297, "entry_price": 64084.8, "exit_price": 63937.5, "qty": 0.004681297281102539, "net_pnl": 0.24007225582354746, "entry_time": 1782045900, "exit_time": 1782048600, "entry_notional": 300.0, "exit_notional": 299.3104449104936, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.24007225582354744, "exit_reason": "maximum_holding_bars", "take_profit_price": 63443.952000000005, "stop_loss_price": 64405.223999999995, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "london", "exit_session": "new_york" } ], "cross_timeframe_evidence": { "best_timeframe": "15", "timeframes_tested": [ "240", "60", "80", "30", "24", "15" ], "profitable_timeframes": [ "30", "15" ], "objective_score": -1.0038127339717857, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -5.9273596207159756, "max_drawdown_pct": 5.9273596207159756, "profit_factor": 0.4936801741972715, "total_trades": 9, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 6, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 22.22222222222222, "stop_loss_hit_probability_pct": 66.66666666666666, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.069416168927817 }, { "timeframe": "60", "net_profit": -1.3744018245172072, "max_drawdown_pct": 3.9221518245172007, "profit_factor": 0.7414107719757346, "total_trades": 7, "meets_target": false, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 42.857142857142854, "loss_probability_pct": 57.14285714285714, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 14.285714285714285, "stop_loss_hit_probability_pct": 28.57142857142857, "breakeven_or_better_probability_pct": 42.857142857142854, "objective_score": -2.0355631854292113 }, { "timeframe": "80", "net_profit": -4.132857309403846, "max_drawdown_pct": 6.205298990465067, "profit_factor": 0.5647866861586082, "total_trades": 9, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 4, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 22.22222222222222, "stop_loss_hit_probability_pct": 44.44444444444444, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.0329547818557945 }, { "timeframe": "30", "net_profit": 1.4310780260329352, "max_drawdown_pct": 2.2459437628220655, "profit_factor": 1.3900540911437165, "total_trades": 6, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 1, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 33.33333333333333, "stop_loss_hit_probability_pct": 16.666666666666664, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -1.0456351365772985 }, { "timeframe": "24", "net_profit": -2.9754555877877067, "max_drawdown_pct": 5.517097732924739, "profit_factor": 0.3133001171566121, "total_trades": 5, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 20.0, "breakeven_or_better_probability_pct": 40.0, "objective_score": -2.1966491923168734 }, { "timeframe": "15", "net_profit": 0.7399110879556474, "max_drawdown_pct": 0.85084392480627, "profit_factor": Infinity, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9439454747845272 } ] } }, { "rank": 11, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x1.8_vp48r24_z0.25_new_york_london_pullback_none_vol1.0", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 48, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.25, "session_filter": "new_york_london", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -12.239085228436153, "max_drawdown_pct": 6.205298990465067, "max_drawdown": 6.205298990465067, "profit_factor": 0.7006463681263886, "total_trades": 39, "win_rate_pct": 41.02564102564102, "final_equity": 87.76091477156385, "meets_target": false, "pine_path": "connector\\pine\\generated\\11_frankie_lux_vp_frankie_vp_ema34_bb20x1.8_vp48r24_z0.25_new_york_london_pullback_none_vol1.0.pine", "best_timeframe": "15", "consistency_score": 0.3333333333333333, "first_bar_time": 1777780800, "last_bar_time": 1782091200, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 41.02564102564102, "loss_probability_pct": 58.974358974358964, "breakeven_probability_pct": 0.0, "average_win": 1.417193954429611, "average_loss": -1.2040209559416322, "take_profit_hits": 7, "stop_loss_hits": 14, "breakeven_or_better_count": 16, "take_profit_hit_probability_pct": 17.94871794871795, "stop_loss_hit_probability_pct": 35.8974358974359, "breakeven_or_better_probability_pct": 41.02564102564102, "trades": [ { "direction": "SHORT", "entry_bar": 200, "exit_bar": 203, "entry_price": 63254.5, "exit_price": 63119.8, "qty": 0.004742745575413607, "net_pnl": 0.18932696487995526, "entry_time": 1781961300, "exit_time": 1781964000, "entry_notional": 300.0, "exit_notional": 299.36115217099183, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.18932696487995526, "exit_reason": "maximum_holding_bars", "take_profit_price": 62621.955, "stop_loss_price": 63570.77249999999, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "new_york" }, { "direction": "LONG", "entry_bar": 206, "exit_bar": 209, "entry_price": 63856.4, "exit_price": 64018.4, "qty": 0.004698041230009834, "net_pnl": 0.31051186725214697, "entry_time": 1781966700, "exit_time": 1781969400, "entry_notional": 300.0, "exit_notional": 300.76108267926156, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.31051186725214697, "exit_reason": "maximum_holding_bars", "take_profit_price": 64494.964, "stop_loss_price": 63537.118, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "new_york" }, { "direction": "SHORT", "entry_bar": 294, "exit_bar": 297, "entry_price": 64084.8, "exit_price": 63937.5, "qty": 0.004681297281102539, "net_pnl": 0.24007225582354746, "entry_time": 1782045900, "exit_time": 1782048600, "entry_notional": 300.0, "exit_notional": 299.3104449104936, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.24007225582354744, "exit_reason": "maximum_holding_bars", "take_profit_price": 63443.952000000005, "stop_loss_price": 64405.223999999995, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "london", "exit_session": "new_york" } ], "cross_timeframe_evidence": { "best_timeframe": "15", "timeframes_tested": [ "240", "60", "80", "30", "24", "15" ], "profitable_timeframes": [ "30", "15" ], "objective_score": -1.0038127339717857, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -5.9273596207159756, "max_drawdown_pct": 5.9273596207159756, "profit_factor": 0.4936801741972715, "total_trades": 9, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 6, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 22.22222222222222, "stop_loss_hit_probability_pct": 66.66666666666666, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.069416168927817 }, { "timeframe": "60", "net_profit": -1.3744018245172072, "max_drawdown_pct": 3.9221518245172007, "profit_factor": 0.7414107719757346, "total_trades": 7, "meets_target": false, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 42.857142857142854, "loss_probability_pct": 57.14285714285714, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 14.285714285714285, "stop_loss_hit_probability_pct": 28.57142857142857, "breakeven_or_better_probability_pct": 42.857142857142854, "objective_score": -2.0355631854292113 }, { "timeframe": "80", "net_profit": -4.132857309403846, "max_drawdown_pct": 6.205298990465067, "profit_factor": 0.5647866861586082, "total_trades": 9, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 4, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 22.22222222222222, "stop_loss_hit_probability_pct": 44.44444444444444, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.0329547818557945 }, { "timeframe": "30", "net_profit": 1.4310780260329352, "max_drawdown_pct": 2.2459437628220655, "profit_factor": 1.3900540911437165, "total_trades": 6, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 1, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 33.33333333333333, "stop_loss_hit_probability_pct": 16.666666666666664, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -1.0456351365772985 }, { "timeframe": "24", "net_profit": -2.9754555877877067, "max_drawdown_pct": 5.517097732924739, "profit_factor": 0.3133001171566121, "total_trades": 5, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 20.0, "breakeven_or_better_probability_pct": 40.0, "objective_score": -2.1966491923168734 }, { "timeframe": "15", "net_profit": 0.7399110879556474, "max_drawdown_pct": 0.85084392480627, "profit_factor": Infinity, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9439454747845272 } ] } }, { "rank": 12, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x1.8_vp48r24_z0.5_new_york_london_pullback_none_vol1.0", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 48, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.5, "session_filter": "new_york_london", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -12.239085228436153, "max_drawdown_pct": 6.205298990465067, "max_drawdown": 6.205298990465067, "profit_factor": 0.7006463681263886, "total_trades": 39, "win_rate_pct": 41.02564102564102, "final_equity": 87.76091477156385, "meets_target": false, "pine_path": "connector\\pine\\generated\\12_frankie_lux_vp_frankie_vp_ema34_bb20x1.8_vp48r24_z0.5_new_york_london_pullback_none_vol1.0.pine", "best_timeframe": "15", "consistency_score": 0.3333333333333333, "first_bar_time": 1777780800, "last_bar_time": 1782091200, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 41.02564102564102, "loss_probability_pct": 58.974358974358964, "breakeven_probability_pct": 0.0, "average_win": 1.417193954429611, "average_loss": -1.2040209559416322, "take_profit_hits": 7, "stop_loss_hits": 14, "breakeven_or_better_count": 16, "take_profit_hit_probability_pct": 17.94871794871795, "stop_loss_hit_probability_pct": 35.8974358974359, "breakeven_or_better_probability_pct": 41.02564102564102, "trades": [ { "direction": "SHORT", "entry_bar": 200, "exit_bar": 203, "entry_price": 63254.5, "exit_price": 63119.8, "qty": 0.004742745575413607, "net_pnl": 0.18932696487995526, "entry_time": 1781961300, "exit_time": 1781964000, "entry_notional": 300.0, "exit_notional": 299.36115217099183, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.18932696487995526, "exit_reason": "maximum_holding_bars", "take_profit_price": 62621.955, "stop_loss_price": 63570.77249999999, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "new_york" }, { "direction": "LONG", "entry_bar": 206, "exit_bar": 209, "entry_price": 63856.4, "exit_price": 64018.4, "qty": 0.004698041230009834, "net_pnl": 0.31051186725214697, "entry_time": 1781966700, "exit_time": 1781969400, "entry_notional": 300.0, "exit_notional": 300.76108267926156, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.31051186725214697, "exit_reason": "maximum_holding_bars", "take_profit_price": 64494.964, "stop_loss_price": 63537.118, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "new_york" }, { "direction": "SHORT", "entry_bar": 294, "exit_bar": 297, "entry_price": 64084.8, "exit_price": 63937.5, "qty": 0.004681297281102539, "net_pnl": 0.24007225582354746, "entry_time": 1782045900, "exit_time": 1782048600, "entry_notional": 300.0, "exit_notional": 299.3104449104936, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.24007225582354744, "exit_reason": "maximum_holding_bars", "take_profit_price": 63443.952000000005, "stop_loss_price": 64405.223999999995, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "london", "exit_session": "new_york" } ], "cross_timeframe_evidence": { "best_timeframe": "15", "timeframes_tested": [ "240", "60", "80", "30", "24", "15" ], "profitable_timeframes": [ "30", "15" ], "objective_score": -1.0038127339717857, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -5.9273596207159756, "max_drawdown_pct": 5.9273596207159756, "profit_factor": 0.4936801741972715, "total_trades": 9, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 6, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 22.22222222222222, "stop_loss_hit_probability_pct": 66.66666666666666, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.069416168927817 }, { "timeframe": "60", "net_profit": -1.3744018245172072, "max_drawdown_pct": 3.9221518245172007, "profit_factor": 0.7414107719757346, "total_trades": 7, "meets_target": false, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 42.857142857142854, "loss_probability_pct": 57.14285714285714, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 14.285714285714285, "stop_loss_hit_probability_pct": 28.57142857142857, "breakeven_or_better_probability_pct": 42.857142857142854, "objective_score": -2.0355631854292113 }, { "timeframe": "80", "net_profit": -4.132857309403846, "max_drawdown_pct": 6.205298990465067, "profit_factor": 0.5647866861586082, "total_trades": 9, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 4, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 22.22222222222222, "stop_loss_hit_probability_pct": 44.44444444444444, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.0329547818557945 }, { "timeframe": "30", "net_profit": 1.4310780260329352, "max_drawdown_pct": 2.2459437628220655, "profit_factor": 1.3900540911437165, "total_trades": 6, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 1, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 33.33333333333333, "stop_loss_hit_probability_pct": 16.666666666666664, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -1.0456351365772985 }, { "timeframe": "24", "net_profit": -2.9754555877877067, "max_drawdown_pct": 5.517097732924739, "profit_factor": 0.3133001171566121, "total_trades": 5, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 20.0, "breakeven_or_better_probability_pct": 40.0, "objective_score": -2.1966491923168734 }, { "timeframe": "15", "net_profit": 0.7399110879556474, "max_drawdown_pct": 0.85084392480627, "profit_factor": Infinity, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9439454747845272 } ] } }, { "rank": 13, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_new_york_london_pullback_none_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": "new_york_london", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -12.239085228436153, "max_drawdown_pct": 6.205298990465067, "max_drawdown": 6.205298990465067, "profit_factor": 0.7006463681263886, "total_trades": 39, "win_rate_pct": 41.02564102564102, "final_equity": 87.76091477156385, "meets_target": false, "pine_path": "connector\\pine\\generated\\13_frankie_lux_vp_frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_new_york_london_pullback_none_vol1.0.pine", "best_timeframe": "15", "consistency_score": 0.3333333333333333, "first_bar_time": 1777780800, "last_bar_time": 1782091200, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 41.02564102564102, "loss_probability_pct": 58.974358974358964, "breakeven_probability_pct": 0.0, "average_win": 1.417193954429611, "average_loss": -1.2040209559416322, "take_profit_hits": 7, "stop_loss_hits": 14, "breakeven_or_better_count": 16, "take_profit_hit_probability_pct": 17.94871794871795, "stop_loss_hit_probability_pct": 35.8974358974359, "breakeven_or_better_probability_pct": 41.02564102564102, "trades": [ { "direction": "SHORT", "entry_bar": 200, "exit_bar": 203, "entry_price": 63254.5, "exit_price": 63119.8, "qty": 0.004742745575413607, "net_pnl": 0.18932696487995526, "entry_time": 1781961300, "exit_time": 1781964000, "entry_notional": 300.0, "exit_notional": 299.36115217099183, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.18932696487995526, "exit_reason": "maximum_holding_bars", "take_profit_price": 62621.955, "stop_loss_price": 63570.77249999999, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "new_york" }, { "direction": "LONG", "entry_bar": 206, "exit_bar": 209, "entry_price": 63856.4, "exit_price": 64018.4, "qty": 0.004698041230009834, "net_pnl": 0.31051186725214697, "entry_time": 1781966700, "exit_time": 1781969400, "entry_notional": 300.0, "exit_notional": 300.76108267926156, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.31051186725214697, "exit_reason": "maximum_holding_bars", "take_profit_price": 64494.964, "stop_loss_price": 63537.118, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "new_york" }, { "direction": "SHORT", "entry_bar": 294, "exit_bar": 297, "entry_price": 64084.8, "exit_price": 63937.5, "qty": 0.004681297281102539, "net_pnl": 0.24007225582354746, "entry_time": 1782045900, "exit_time": 1782048600, "entry_notional": 300.0, "exit_notional": 299.3104449104936, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.24007225582354744, "exit_reason": "maximum_holding_bars", "take_profit_price": 63443.952000000005, "stop_loss_price": 64405.223999999995, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "london", "exit_session": "new_york" } ], "cross_timeframe_evidence": { "best_timeframe": "15", "timeframes_tested": [ "240", "60", "80", "30", "24", "15" ], "profitable_timeframes": [ "30", "15" ], "objective_score": -1.0038127339717857, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -5.9273596207159756, "max_drawdown_pct": 5.9273596207159756, "profit_factor": 0.4936801741972715, "total_trades": 9, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 6, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 22.22222222222222, "stop_loss_hit_probability_pct": 66.66666666666666, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.069416168927817 }, { "timeframe": "60", "net_profit": -1.3744018245172072, "max_drawdown_pct": 3.9221518245172007, "profit_factor": 0.7414107719757346, "total_trades": 7, "meets_target": false, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 42.857142857142854, "loss_probability_pct": 57.14285714285714, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 14.285714285714285, "stop_loss_hit_probability_pct": 28.57142857142857, "breakeven_or_better_probability_pct": 42.857142857142854, "objective_score": -2.0355631854292113 }, { "timeframe": "80", "net_profit": -4.132857309403846, "max_drawdown_pct": 6.205298990465067, "profit_factor": 0.5647866861586082, "total_trades": 9, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 4, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 22.22222222222222, "stop_loss_hit_probability_pct": 44.44444444444444, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.0329547818557945 }, { "timeframe": "30", "net_profit": 1.4310780260329352, "max_drawdown_pct": 2.2459437628220655, "profit_factor": 1.3900540911437165, "total_trades": 6, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 1, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 33.33333333333333, "stop_loss_hit_probability_pct": 16.666666666666664, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -1.0456351365772985 }, { "timeframe": "24", "net_profit": -2.9754555877877067, "max_drawdown_pct": 5.517097732924739, "profit_factor": 0.3133001171566121, "total_trades": 5, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 20.0, "breakeven_or_better_probability_pct": 40.0, "objective_score": -2.1966491923168734 }, { "timeframe": "15", "net_profit": 0.7399110879556474, "max_drawdown_pct": 0.85084392480627, "profit_factor": Infinity, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9439454747845272 } ] } }, { "rank": 14, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp36r24_z0.5_new_york_london_pullback_none_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": 0.5, "session_filter": "new_york_london", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -12.239085228436153, "max_drawdown_pct": 6.205298990465067, "max_drawdown": 6.205298990465067, "profit_factor": 0.7006463681263886, "total_trades": 39, "win_rate_pct": 41.02564102564102, "final_equity": 87.76091477156385, "meets_target": false, "pine_path": "connector\\pine\\generated\\14_frankie_lux_vp_frankie_vp_ema34_bb20x2.0_vp36r24_z0.5_new_york_london_pullback_none_vol1.0.pine", "best_timeframe": "15", "consistency_score": 0.3333333333333333, "first_bar_time": 1777780800, "last_bar_time": 1782091200, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 41.02564102564102, "loss_probability_pct": 58.974358974358964, "breakeven_probability_pct": 0.0, "average_win": 1.417193954429611, "average_loss": -1.2040209559416322, "take_profit_hits": 7, "stop_loss_hits": 14, "breakeven_or_better_count": 16, "take_profit_hit_probability_pct": 17.94871794871795, "stop_loss_hit_probability_pct": 35.8974358974359, "breakeven_or_better_probability_pct": 41.02564102564102, "trades": [ { "direction": "SHORT", "entry_bar": 200, "exit_bar": 203, "entry_price": 63254.5, "exit_price": 63119.8, "qty": 0.004742745575413607, "net_pnl": 0.18932696487995526, "entry_time": 1781961300, "exit_time": 1781964000, "entry_notional": 300.0, "exit_notional": 299.36115217099183, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.18932696487995526, "exit_reason": "maximum_holding_bars", "take_profit_price": 62621.955, "stop_loss_price": 63570.77249999999, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "new_york" }, { "direction": "LONG", "entry_bar": 206, "exit_bar": 209, "entry_price": 63856.4, "exit_price": 64018.4, "qty": 0.004698041230009834, "net_pnl": 0.31051186725214697, "entry_time": 1781966700, "exit_time": 1781969400, "entry_notional": 300.0, "exit_notional": 300.76108267926156, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.31051186725214697, "exit_reason": "maximum_holding_bars", "take_profit_price": 64494.964, "stop_loss_price": 63537.118, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "new_york" }, { "direction": "SHORT", "entry_bar": 294, "exit_bar": 297, "entry_price": 64084.8, "exit_price": 63937.5, "qty": 0.004681297281102539, "net_pnl": 0.24007225582354746, "entry_time": 1782045900, "exit_time": 1782048600, "entry_notional": 300.0, "exit_notional": 299.3104449104936, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.24007225582354744, "exit_reason": "maximum_holding_bars", "take_profit_price": 63443.952000000005, "stop_loss_price": 64405.223999999995, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "london", "exit_session": "new_york" } ], "cross_timeframe_evidence": { "best_timeframe": "15", "timeframes_tested": [ "240", "60", "80", "30", "24", "15" ], "profitable_timeframes": [ "30", "15" ], "objective_score": -1.0038127339717857, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -5.9273596207159756, "max_drawdown_pct": 5.9273596207159756, "profit_factor": 0.4936801741972715, "total_trades": 9, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 6, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 22.22222222222222, "stop_loss_hit_probability_pct": 66.66666666666666, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.069416168927817 }, { "timeframe": "60", "net_profit": -1.3744018245172072, "max_drawdown_pct": 3.9221518245172007, "profit_factor": 0.7414107719757346, "total_trades": 7, "meets_target": false, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 42.857142857142854, "loss_probability_pct": 57.14285714285714, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 14.285714285714285, "stop_loss_hit_probability_pct": 28.57142857142857, "breakeven_or_better_probability_pct": 42.857142857142854, "objective_score": -2.0355631854292113 }, { "timeframe": "80", "net_profit": -4.132857309403846, "max_drawdown_pct": 6.205298990465067, "profit_factor": 0.5647866861586082, "total_trades": 9, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 4, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 22.22222222222222, "stop_loss_hit_probability_pct": 44.44444444444444, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.0329547818557945 }, { "timeframe": "30", "net_profit": 1.4310780260329352, "max_drawdown_pct": 2.2459437628220655, "profit_factor": 1.3900540911437165, "total_trades": 6, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 1, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 33.33333333333333, "stop_loss_hit_probability_pct": 16.666666666666664, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -1.0456351365772985 }, { "timeframe": "24", "net_profit": -2.9754555877877067, "max_drawdown_pct": 5.517097732924739, "profit_factor": 0.3133001171566121, "total_trades": 5, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 20.0, "breakeven_or_better_probability_pct": 40.0, "objective_score": -2.1966491923168734 }, { "timeframe": "15", "net_profit": 0.7399110879556474, "max_drawdown_pct": 0.85084392480627, "profit_factor": Infinity, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9439454747845272 } ] } }, { "rank": 15, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp48r24_z0.25_new_york_london_pullback_none_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": 48, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.25, "session_filter": "new_york_london", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -12.239085228436153, "max_drawdown_pct": 6.205298990465067, "max_drawdown": 6.205298990465067, "profit_factor": 0.7006463681263886, "total_trades": 39, "win_rate_pct": 41.02564102564102, "final_equity": 87.76091477156385, "meets_target": false, "pine_path": "connector\\pine\\generated\\15_frankie_lux_vp_frankie_vp_ema34_bb20x2.0_vp48r24_z0.25_new_york_london_pullback_none_vol1.0.pine", "best_timeframe": "15", "consistency_score": 0.3333333333333333, "first_bar_time": 1777780800, "last_bar_time": 1782091200, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 41.02564102564102, "loss_probability_pct": 58.974358974358964, "breakeven_probability_pct": 0.0, "average_win": 1.417193954429611, "average_loss": -1.2040209559416322, "take_profit_hits": 7, "stop_loss_hits": 14, "breakeven_or_better_count": 16, "take_profit_hit_probability_pct": 17.94871794871795, "stop_loss_hit_probability_pct": 35.8974358974359, "breakeven_or_better_probability_pct": 41.02564102564102, "trades": [ { "direction": "SHORT", "entry_bar": 200, "exit_bar": 203, "entry_price": 63254.5, "exit_price": 63119.8, "qty": 0.004742745575413607, "net_pnl": 0.18932696487995526, "entry_time": 1781961300, "exit_time": 1781964000, "entry_notional": 300.0, "exit_notional": 299.36115217099183, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.18932696487995526, "exit_reason": "maximum_holding_bars", "take_profit_price": 62621.955, "stop_loss_price": 63570.77249999999, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "new_york" }, { "direction": "LONG", "entry_bar": 206, "exit_bar": 209, "entry_price": 63856.4, "exit_price": 64018.4, "qty": 0.004698041230009834, "net_pnl": 0.31051186725214697, "entry_time": 1781966700, "exit_time": 1781969400, "entry_notional": 300.0, "exit_notional": 300.76108267926156, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.31051186725214697, "exit_reason": "maximum_holding_bars", "take_profit_price": 64494.964, "stop_loss_price": 63537.118, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "new_york" }, { "direction": "SHORT", "entry_bar": 294, "exit_bar": 297, "entry_price": 64084.8, "exit_price": 63937.5, "qty": 0.004681297281102539, "net_pnl": 0.24007225582354746, "entry_time": 1782045900, "exit_time": 1782048600, "entry_notional": 300.0, "exit_notional": 299.3104449104936, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.24007225582354744, "exit_reason": "maximum_holding_bars", "take_profit_price": 63443.952000000005, "stop_loss_price": 64405.223999999995, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "london", "exit_session": "new_york" } ], "cross_timeframe_evidence": { "best_timeframe": "15", "timeframes_tested": [ "240", "60", "80", "30", "24", "15" ], "profitable_timeframes": [ "30", "15" ], "objective_score": -1.0038127339717857, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -5.9273596207159756, "max_drawdown_pct": 5.9273596207159756, "profit_factor": 0.4936801741972715, "total_trades": 9, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 6, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 22.22222222222222, "stop_loss_hit_probability_pct": 66.66666666666666, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.069416168927817 }, { "timeframe": "60", "net_profit": -1.3744018245172072, "max_drawdown_pct": 3.9221518245172007, "profit_factor": 0.7414107719757346, "total_trades": 7, "meets_target": false, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 42.857142857142854, "loss_probability_pct": 57.14285714285714, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 14.285714285714285, "stop_loss_hit_probability_pct": 28.57142857142857, "breakeven_or_better_probability_pct": 42.857142857142854, "objective_score": -2.0355631854292113 }, { "timeframe": "80", "net_profit": -4.132857309403846, "max_drawdown_pct": 6.205298990465067, "profit_factor": 0.5647866861586082, "total_trades": 9, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 4, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 22.22222222222222, "stop_loss_hit_probability_pct": 44.44444444444444, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.0329547818557945 }, { "timeframe": "30", "net_profit": 1.4310780260329352, "max_drawdown_pct": 2.2459437628220655, "profit_factor": 1.3900540911437165, "total_trades": 6, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 1, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 33.33333333333333, "stop_loss_hit_probability_pct": 16.666666666666664, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -1.0456351365772985 }, { "timeframe": "24", "net_profit": -2.9754555877877067, "max_drawdown_pct": 5.517097732924739, "profit_factor": 0.3133001171566121, "total_trades": 5, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 20.0, "breakeven_or_better_probability_pct": 40.0, "objective_score": -2.1966491923168734 }, { "timeframe": "15", "net_profit": 0.7399110879556474, "max_drawdown_pct": 0.85084392480627, "profit_factor": Infinity, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9439454747845272 } ] } }, { "rank": 16, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp48r24_z0.5_new_york_london_pullback_none_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": 48, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.5, "session_filter": "new_york_london", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -12.239085228436153, "max_drawdown_pct": 6.205298990465067, "max_drawdown": 6.205298990465067, "profit_factor": 0.7006463681263886, "total_trades": 39, "win_rate_pct": 41.02564102564102, "final_equity": 87.76091477156385, "meets_target": false, "pine_path": "connector\\pine\\generated\\16_frankie_lux_vp_frankie_vp_ema34_bb20x2.0_vp48r24_z0.5_new_york_london_pullback_none_vol1.0.pine", "best_timeframe": "15", "consistency_score": 0.3333333333333333, "first_bar_time": 1777780800, "last_bar_time": 1782091200, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 41.02564102564102, "loss_probability_pct": 58.974358974358964, "breakeven_probability_pct": 0.0, "average_win": 1.417193954429611, "average_loss": -1.2040209559416322, "take_profit_hits": 7, "stop_loss_hits": 14, "breakeven_or_better_count": 16, "take_profit_hit_probability_pct": 17.94871794871795, "stop_loss_hit_probability_pct": 35.8974358974359, "breakeven_or_better_probability_pct": 41.02564102564102, "trades": [ { "direction": "SHORT", "entry_bar": 200, "exit_bar": 203, "entry_price": 63254.5, "exit_price": 63119.8, "qty": 0.004742745575413607, "net_pnl": 0.18932696487995526, "entry_time": 1781961300, "exit_time": 1781964000, "entry_notional": 300.0, "exit_notional": 299.36115217099183, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.18932696487995526, "exit_reason": "maximum_holding_bars", "take_profit_price": 62621.955, "stop_loss_price": 63570.77249999999, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "new_york" }, { "direction": "LONG", "entry_bar": 206, "exit_bar": 209, "entry_price": 63856.4, "exit_price": 64018.4, "qty": 0.004698041230009834, "net_pnl": 0.31051186725214697, "entry_time": 1781966700, "exit_time": 1781969400, "entry_notional": 300.0, "exit_notional": 300.76108267926156, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.31051186725214697, "exit_reason": "maximum_holding_bars", "take_profit_price": 64494.964, "stop_loss_price": 63537.118, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "new_york" }, { "direction": "SHORT", "entry_bar": 294, "exit_bar": 297, "entry_price": 64084.8, "exit_price": 63937.5, "qty": 0.004681297281102539, "net_pnl": 0.24007225582354746, "entry_time": 1782045900, "exit_time": 1782048600, "entry_notional": 300.0, "exit_notional": 299.3104449104936, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 0.24007225582354744, "exit_reason": "maximum_holding_bars", "take_profit_price": 63443.952000000005, "stop_loss_price": 64405.223999999995, "take_profit_hit": false, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "london", "exit_session": "new_york" } ], "cross_timeframe_evidence": { "best_timeframe": "15", "timeframes_tested": [ "240", "60", "80", "30", "24", "15" ], "profitable_timeframes": [ "30", "15" ], "objective_score": -1.0038127339717857, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -5.9273596207159756, "max_drawdown_pct": 5.9273596207159756, "profit_factor": 0.4936801741972715, "total_trades": 9, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 6, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 22.22222222222222, "stop_loss_hit_probability_pct": 66.66666666666666, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.069416168927817 }, { "timeframe": "60", "net_profit": -1.3744018245172072, "max_drawdown_pct": 3.9221518245172007, "profit_factor": 0.7414107719757346, "total_trades": 7, "meets_target": false, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 42.857142857142854, "loss_probability_pct": 57.14285714285714, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 14.285714285714285, "stop_loss_hit_probability_pct": 28.57142857142857, "breakeven_or_better_probability_pct": 42.857142857142854, "objective_score": -2.0355631854292113 }, { "timeframe": "80", "net_profit": -4.132857309403846, "max_drawdown_pct": 6.205298990465067, "profit_factor": 0.5647866861586082, "total_trades": 9, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 4, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 22.22222222222222, "stop_loss_hit_probability_pct": 44.44444444444444, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.0329547818557945 }, { "timeframe": "30", "net_profit": 1.4310780260329352, "max_drawdown_pct": 2.2459437628220655, "profit_factor": 1.3900540911437165, "total_trades": 6, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 2, "stop_loss_hits": 1, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 33.33333333333333, "stop_loss_hit_probability_pct": 16.666666666666664, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -1.0456351365772985 }, { "timeframe": "24", "net_profit": -2.9754555877877067, "max_drawdown_pct": 5.517097732924739, "profit_factor": 0.3133001171566121, "total_trades": 5, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 20.0, "breakeven_or_better_probability_pct": 40.0, "objective_score": -2.1966491923168734 }, { "timeframe": "15", "net_profit": 0.7399110879556474, "max_drawdown_pct": 0.85084392480627, "profit_factor": Infinity, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9439454747845272 } ] } }, { "rank": 17, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_all_value_bounce_none_vol1.2", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "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": 1.2, "mode": "value_bounce", "candle_model": "none" } }, "net_profit": -5.340011394359507, "max_drawdown_pct": 3.9022499999999383, "max_drawdown": 3.9022499999999383, "profit_factor": 0.4444329630206239, "total_trades": 17, "win_rate_pct": 35.294117647058826, "final_equity": 94.65998860564049, "meets_target": false, "pine_path": "connector\\pine\\generated\\17_frankie_lux_vp_frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_all_value_bounce_none_vol1.2.pine", "best_timeframe": "90", "consistency_score": 0.375, "first_bar_time": 1756166400, "last_bar_time": 1782091200, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 35.294117647058826, "loss_probability_pct": 64.70588235294117, "breakeven_probability_pct": 0.0, "average_win": 1.4382794922990982, "average_loss": -1.2103288973180124, "take_profit_hits": 4, "stop_loss_hits": 8, "breakeven_or_better_count": 6, "take_profit_hit_probability_pct": 23.52941176470588, "stop_loss_hit_probability_pct": 47.05882352941176, "breakeven_or_better_probability_pct": 35.294117647058826, "trades": [ { "direction": "LONG", "entry_bar": 185, "exit_bar": 187, "entry_price": 65150.9, "exit_price": 65802.409, "qty": 0.0046046946396749696, "net_pnl": 2.5477499999999917, "entry_time": 1781470800, "exit_time": 1781481600, "entry_notional": 300.0, "exit_notional": 303.0, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 2.5477499999999917, "exit_reason": "take_profit", "take_profit_price": 65802.409, "stop_loss_price": 64825.1455, "take_profit_hit": true, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "sydney", "exit_session": "tokyo" } ], "cross_timeframe_evidence": { "best_timeframe": "90", "timeframes_tested": [ "240", "D", "60", "80", "90", "30", "24", "15" ], "profitable_timeframes": [ "80", "90", "24" ], "objective_score": -1.581116388453398, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -3.2988749999999385, "max_drawdown_pct": 3.9022499999999383, "profit_factor": 0.43619816701916525, "total_trades": 4, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "take_profit_hits": 1, "stop_loss_hits": 3, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 75.0, "breakeven_or_better_probability_pct": 25.0, "objective_score": -2.321685416666665 }, { "timeframe": "D", "net_profit": -1.9488749999999868, "max_drawdown_pct": 1.9488749999999868, "profit_factor": 0.0, "total_trades": 1, "meets_target": false, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-21T00:00:00+00:00", "win_probability_pct": 0.0, "loss_probability_pct": 100.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 0, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 100.0, "breakeven_or_better_probability_pct": 0.0, "objective_score": -2.592140416666666 }, { "timeframe": "60", "net_profit": -1.9488750000000152, "max_drawdown_pct": 1.9488750000000152, "profit_factor": 0.0, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 0.0, "loss_probability_pct": 100.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 0, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 100.0, "breakeven_or_better_probability_pct": 0.0, "objective_score": -2.592140416666667 }, { "timeframe": "80", "net_profit": 0.5988750000000209, "max_drawdown_pct": 1.9488749999999868, "profit_factor": 1.3072926688474245, "total_trades": 2, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 50.0, "loss_probability_pct": 50.0, "take_profit_hits": 1, "stop_loss_hits": 1, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 50.0, "stop_loss_hit_probability_pct": 50.0, "breakeven_or_better_probability_pct": 50.0, "objective_score": -1.2133295833333329 }, { "timeframe": "90", "net_profit": 2.5477499999999935, "max_drawdown_pct": 0.0, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 1, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 100.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9211891666666667 }, { "timeframe": "30", "net_profit": -1.5794549269923834, "max_drawdown_pct": 3.899999999999949, "profit_factor": 0.6177232026726249, "total_trades": 4, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 50.0, "breakeven_or_better_probability_pct": 25.0, "objective_score": -2.27946121593659 }, { "timeframe": "24", "net_profit": 0.9957240711406712, "max_drawdown_pct": 0.25347214598264145, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -1.0400890545683619 }, { "timeframe": "15", "net_profit": -0.706280538507869, "max_drawdown_pct": 1.1302956160969728, "profit_factor": 0.30538373958452913, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.228800080266372 } ] } }, { "rank": 18, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_all_value_bounce_none_vol1.2", "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": 1.2, "mode": "value_bounce", "candle_model": "none" } }, "net_profit": -5.340011394359507, "max_drawdown_pct": 3.9022499999999383, "max_drawdown": 3.9022499999999383, "profit_factor": 0.4444329630206239, "total_trades": 17, "win_rate_pct": 35.294117647058826, "final_equity": 94.65998860564049, "meets_target": false, "pine_path": "connector\\pine\\generated\\18_frankie_lux_vp_frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_all_value_bounce_none_vol1.2.pine", "best_timeframe": "90", "consistency_score": 0.375, "first_bar_time": 1756166400, "last_bar_time": 1782091200, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 35.294117647058826, "loss_probability_pct": 64.70588235294117, "breakeven_probability_pct": 0.0, "average_win": 1.4382794922990982, "average_loss": -1.2103288973180124, "take_profit_hits": 4, "stop_loss_hits": 8, "breakeven_or_better_count": 6, "take_profit_hit_probability_pct": 23.52941176470588, "stop_loss_hit_probability_pct": 47.05882352941176, "breakeven_or_better_probability_pct": 35.294117647058826, "trades": [ { "direction": "LONG", "entry_bar": 185, "exit_bar": 187, "entry_price": 65150.9, "exit_price": 65802.409, "qty": 0.0046046946396749696, "net_pnl": 2.5477499999999917, "entry_time": 1781470800, "exit_time": 1781481600, "entry_notional": 300.0, "exit_notional": 303.0, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 2.5477499999999917, "exit_reason": "take_profit", "take_profit_price": 65802.409, "stop_loss_price": 64825.1455, "take_profit_hit": true, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "sydney", "exit_session": "tokyo" } ], "cross_timeframe_evidence": { "best_timeframe": "90", "timeframes_tested": [ "240", "D", "60", "80", "90", "30", "24", "15" ], "profitable_timeframes": [ "80", "90", "24" ], "objective_score": -1.581116388453398, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -3.2988749999999385, "max_drawdown_pct": 3.9022499999999383, "profit_factor": 0.43619816701916525, "total_trades": 4, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "take_profit_hits": 1, "stop_loss_hits": 3, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 75.0, "breakeven_or_better_probability_pct": 25.0, "objective_score": -2.321685416666665 }, { "timeframe": "D", "net_profit": -1.9488749999999868, "max_drawdown_pct": 1.9488749999999868, "profit_factor": 0.0, "total_trades": 1, "meets_target": false, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-21T00:00:00+00:00", "win_probability_pct": 0.0, "loss_probability_pct": 100.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 0, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 100.0, "breakeven_or_better_probability_pct": 0.0, "objective_score": -2.592140416666666 }, { "timeframe": "60", "net_profit": -1.9488750000000152, "max_drawdown_pct": 1.9488750000000152, "profit_factor": 0.0, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 0.0, "loss_probability_pct": 100.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 0, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 100.0, "breakeven_or_better_probability_pct": 0.0, "objective_score": -2.592140416666667 }, { "timeframe": "80", "net_profit": 0.5988750000000209, "max_drawdown_pct": 1.9488749999999868, "profit_factor": 1.3072926688474245, "total_trades": 2, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 50.0, "loss_probability_pct": 50.0, "take_profit_hits": 1, "stop_loss_hits": 1, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 50.0, "stop_loss_hit_probability_pct": 50.0, "breakeven_or_better_probability_pct": 50.0, "objective_score": -1.2133295833333329 }, { "timeframe": "90", "net_profit": 2.5477499999999935, "max_drawdown_pct": 0.0, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 1, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 100.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9211891666666667 }, { "timeframe": "30", "net_profit": -1.5794549269923834, "max_drawdown_pct": 3.899999999999949, "profit_factor": 0.6177232026726249, "total_trades": 4, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 50.0, "breakeven_or_better_probability_pct": 25.0, "objective_score": -2.27946121593659 }, { "timeframe": "24", "net_profit": 0.9957240711406712, "max_drawdown_pct": 0.25347214598264145, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -1.0400890545683619 }, { "timeframe": "15", "net_profit": -0.706280538507869, "max_drawdown_pct": 1.1302956160969728, "profit_factor": 0.30538373958452913, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 33.33333333333333, "objective_score": -2.228800080266372 } ] } }, { "rank": 19, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x1.8_vp48r24_z0.5_new_york_london_value_bounce_none_vol1.2", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 48, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.5, "session_filter": "new_york_london", "session_volume_len": 20, "volume_mult": 1.2, "mode": "value_bounce", "candle_model": "none" } }, "net_profit": -11.59326239733403, "max_drawdown_pct": 7.8044999999998765, "max_drawdown": 7.8044999999998765, "profit_factor": 0.6424261971745826, "total_trades": 22, "win_rate_pct": 36.36363636363637, "final_equity": 88.40673760266597, "meets_target": false, "pine_path": "connector\\pine\\generated\\19_frankie_lux_vp_frankie_vp_ema34_bb20x1.8_vp48r24_z0.5_new_york_london_value_bounce_none_vol1.2.pine", "best_timeframe": "80", "consistency_score": 0.42857142857142855, "first_bar_time": 1777780800, "last_bar_time": 1782091200, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 36.36363636363637, "loss_probability_pct": 63.63636363636363, "breakeven_probability_pct": 0.0, "average_win": 1.339731559864608, "average_loss": -1.257330904528882, "take_profit_hits": 3, "stop_loss_hits": 10, "breakeven_or_better_count": 8, "take_profit_hit_probability_pct": 13.636363636363635, "stop_loss_hit_probability_pct": 45.45454545454545, "breakeven_or_better_probability_pct": 36.36363636363637, "trades": [ { "direction": "LONG", "entry_bar": 169, "exit_bar": 170, "entry_price": 64681.5, "exit_price": 65328.315, "qty": 0.004638111361053779, "net_pnl": 2.5477500000000113, "entry_time": 1781467200, "exit_time": 1781472000, "entry_notional": 300.0, "exit_notional": 303.00000000000006, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 2.5477500000000113, "exit_reason": "take_profit", "take_profit_price": 65328.315, "stop_loss_price": 64358.0925, "take_profit_hit": true, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "sydney" } ], "cross_timeframe_evidence": { "best_timeframe": "80", "timeframes_tested": [ "240", "60", "80", "90", "30", "24", "15" ], "profitable_timeframes": [ "80", "30", "15" ], "objective_score": -1.4330229270036416, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -7.203374999999866, "max_drawdown_pct": 7.8044999999998765, "profit_factor": 0.26161829713626944, "total_trades": 6, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 16.666666666666664, "loss_probability_pct": 83.33333333333334, "take_profit_hits": 1, "stop_loss_hits": 5, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 16.666666666666664, "stop_loss_hit_probability_pct": 83.33333333333334, "breakeven_or_better_probability_pct": 16.666666666666664, "objective_score": -2.356093749999997 }, { "timeframe": "60", "net_profit": -1.2363608678732732, "max_drawdown_pct": 1.951124999999962, "profit_factor": 0.3663343620355919, "total_trades": 2, "meets_target": false, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 50.0, "loss_probability_pct": 50.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 50.0, "breakeven_or_better_probability_pct": 50.0, "objective_score": -2.2817119420120653 }, { "timeframe": "80", "net_profit": 2.5477500000000077, "max_drawdown_pct": 0.0, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 1, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 100.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9211891666666665 }, { "timeframe": "90", "net_profit": -1.948875000000001, "max_drawdown_pct": 1.948875000000001, "profit_factor": 0.0, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 0.0, "loss_probability_pct": 100.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 0, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 100.0, "breakeven_or_better_probability_pct": 0.0, "objective_score": -2.5921404166666666 }, { "timeframe": "30", "net_profit": 0.06785131018556001, "max_drawdown_pct": 1.9511249999999476, "profit_factor": 1.0273605169696054, "total_trades": 4, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "take_profit_hits": 1, "stop_loss_hits": 1, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 25.0, "breakeven_or_better_probability_pct": 25.0, "objective_score": -1.2120031535648104 }, { "timeframe": "24", "net_profit": -4.060487225881218, "max_drawdown_pct": 4.060487225881218, "profit_factor": 0.2738577508872647, "total_trades": 5, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "take_profit_hits": 0, "stop_loss_hits": 2, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 40.0, "breakeven_or_better_probability_pct": 40.0, "objective_score": -2.208078035270562 }, { "timeframe": "15", "net_profit": 0.24023438623476068, "max_drawdown_pct": 1.1104483707036081, "profit_factor": 1.925386256018764, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 66.66666666666666, "loss_probability_pct": 33.33333333333333, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 66.66666666666666, "objective_score": -1.0857369677470339 } ] } }, { "rank": 20, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp48r24_z0.5_new_york_london_value_bounce_none_vol1.2", "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": 48, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.5, "session_filter": "new_york_london", "session_volume_len": 20, "volume_mult": 1.2, "mode": "value_bounce", "candle_model": "none" } }, "net_profit": -11.59326239733403, "max_drawdown_pct": 7.8044999999998765, "max_drawdown": 7.8044999999998765, "profit_factor": 0.6424261971745826, "total_trades": 22, "win_rate_pct": 36.36363636363637, "final_equity": 88.40673760266597, "meets_target": false, "pine_path": "connector\\pine\\generated\\20_frankie_lux_vp_frankie_vp_ema34_bb20x2.0_vp48r24_z0.5_new_york_london_value_bounce_none_vol1.2.pine", "best_timeframe": "80", "consistency_score": 0.42857142857142855, "first_bar_time": 1777780800, "last_bar_time": 1782091200, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 36.36363636363637, "loss_probability_pct": 63.63636363636363, "breakeven_probability_pct": 0.0, "average_win": 1.339731559864608, "average_loss": -1.257330904528882, "take_profit_hits": 3, "stop_loss_hits": 10, "breakeven_or_better_count": 8, "take_profit_hit_probability_pct": 13.636363636363635, "stop_loss_hit_probability_pct": 45.45454545454545, "breakeven_or_better_probability_pct": 36.36363636363637, "trades": [ { "direction": "LONG", "entry_bar": 169, "exit_bar": 170, "entry_price": 64681.5, "exit_price": 65328.315, "qty": 0.004638111361053779, "net_pnl": 2.5477500000000113, "entry_time": 1781467200, "exit_time": 1781472000, "entry_notional": 300.0, "exit_notional": 303.00000000000006, "leverage": 3.0, "capital_required": 100.0, "return_on_capital_pct": 2.5477500000000113, "exit_reason": "take_profit", "take_profit_price": 65328.315, "stop_loss_price": 64358.0925, "take_profit_hit": true, "stop_loss_hit": false, "breakeven_or_better": true, "entry_session": "new_york", "exit_session": "sydney" } ], "cross_timeframe_evidence": { "best_timeframe": "80", "timeframes_tested": [ "240", "60", "80", "90", "30", "24", "15" ], "profitable_timeframes": [ "80", "30", "15" ], "objective_score": -1.4330229270036416, "timeframe_metrics": [ { "timeframe": "240", "net_profit": -7.203374999999866, "max_drawdown_pct": 7.8044999999998765, "profit_factor": 0.26161829713626944, "total_trades": 6, "meets_target": false, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 16.666666666666664, "loss_probability_pct": 83.33333333333334, "take_profit_hits": 1, "stop_loss_hits": 5, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 16.666666666666664, "stop_loss_hit_probability_pct": 83.33333333333334, "breakeven_or_better_probability_pct": 16.666666666666664, "objective_score": -2.356093749999997 }, { "timeframe": "60", "net_profit": -1.2363608678732732, "max_drawdown_pct": 1.951124999999962, "profit_factor": 0.3663343620355919, "total_trades": 2, "meets_target": false, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 50.0, "loss_probability_pct": 50.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 50.0, "breakeven_or_better_probability_pct": 50.0, "objective_score": -2.2817119420120653 }, { "timeframe": "80", "net_profit": 2.5477500000000077, "max_drawdown_pct": 0.0, "profit_factor": Infinity, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 100.0, "loss_probability_pct": 0.0, "take_profit_hits": 1, "stop_loss_hits": 0, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 100.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 100.0, "objective_score": -0.9211891666666665 }, { "timeframe": "90", "net_profit": -1.948875000000001, "max_drawdown_pct": 1.948875000000001, "profit_factor": 0.0, "total_trades": 1, "meets_target": false, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 0.0, "loss_probability_pct": 100.0, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 0, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 100.0, "breakeven_or_better_probability_pct": 0.0, "objective_score": -2.5921404166666666 }, { "timeframe": "30", "net_profit": 0.06785131018556001, "max_drawdown_pct": 1.9511249999999476, "profit_factor": 1.0273605169696054, "total_trades": 4, "meets_target": false, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "take_profit_hits": 1, "stop_loss_hits": 1, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 25.0, "breakeven_or_better_probability_pct": 25.0, "objective_score": -1.2120031535648104 }, { "timeframe": "24", "net_profit": -4.060487225881218, "max_drawdown_pct": 4.060487225881218, "profit_factor": 0.2738577508872647, "total_trades": 5, "meets_target": false, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "take_profit_hits": 0, "stop_loss_hits": 2, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 40.0, "breakeven_or_better_probability_pct": 40.0, "objective_score": -2.208078035270562 }, { "timeframe": "15", "net_profit": 0.24023438623476068, "max_drawdown_pct": 1.1104483707036081, "profit_factor": 1.925386256018764, "total_trades": 3, "meets_target": false, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 66.66666666666666, "loss_probability_pct": 33.33333333333333, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 66.66666666666666, "objective_score": -1.0857369677470339 } ] } } ], "timeframe_results": [ { "symbol": "BYBIT:BTCUSD.P", "timeframe": "240", "bar_count": 300, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "top_results": [ { "rank": 1, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_wave_dots_only", "params": { "layers": [ "wave_dots" ], "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 } }, "net_profit": -3.7301283551115034, "max_drawdown_pct": 5.846625000000003, "max_drawdown": 5.846625000000003, "profit_factor": 0.706797791514818, "total_trades": 11, "win_rate_pct": 36.36363636363637, "final_equity": 96.2698716448885, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1777780800, "last_bar_time": 1782086400, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 36.36363636363637, "loss_probability_pct": 63.63636363636363, "breakeven_probability_pct": 0.0, "average_win": 2.24797631733464, "average_loss": -1.8174333749214373, "take_profit_hits": 3, "stop_loss_hits": 6, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 27.27272727272727, "stop_loss_hit_probability_pct": 54.54545454545454, "breakeven_or_better_probability_pct": 36.36363636363637 }, { "rank": 2, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_trend_donchian", "params": { "layers": [ "trend", "donchian" ], "confirm_mode": "all_enabled", "minimum_score": 2, "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 } }, "net_profit": -4.824395640444152, "max_drawdown_pct": 9.154499999999814, "max_drawdown": 9.154499999999814, "profit_factor": 0.7255926468553915, "total_trades": 15, "win_rate_pct": 33.33333333333333, "final_equity": 95.17560435955585, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1777780800, "last_bar_time": 1782086400, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "breakeven_probability_pct": 0.0, "average_win": 2.551349999999998, "average_loss": -1.7581145640444138, "take_profit_hits": 5, "stop_loss_hits": 9, "breakeven_or_better_count": 5, "take_profit_hit_probability_pct": 33.33333333333333, "stop_loss_hit_probability_pct": 60.0, "breakeven_or_better_probability_pct": 33.33333333333333 }, { "rank": 3, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_all_pullback_none_vol1.0", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "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": "none" } }, "net_profit": -7.876234620715991, "max_drawdown_pct": 7.876234620715991, "max_drawdown": 7.876234620715991, "profit_factor": 0.42322415702568617, "total_trades": 10, "win_rate_pct": 30.0, "final_equity": 92.12376537928401, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1777780800, "last_bar_time": 1782086400, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 30.0, "loss_probability_pct": 70.0, "breakeven_probability_pct": 0.0, "average_win": 1.9264634597612609, "average_loss": -1.9508035714285366, "take_profit_hits": 2, "stop_loss_hits": 7, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 70.0, "breakeven_or_better_probability_pct": 30.0 }, { "rank": 4, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x1.8_vp36r24_z0.5_all_pullback_none_vol1.0", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 36, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.5, "session_filter": "all", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -7.876234620715991, "max_drawdown_pct": 7.876234620715991, "max_drawdown": 7.876234620715991, "profit_factor": 0.42322415702568617, "total_trades": 10, "win_rate_pct": 30.0, "final_equity": 92.12376537928401, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1777780800, "last_bar_time": 1782086400, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 30.0, "loss_probability_pct": 70.0, "breakeven_probability_pct": 0.0, "average_win": 1.9264634597612609, "average_loss": -1.9508035714285366, "take_profit_hits": 2, "stop_loss_hits": 7, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 70.0, "breakeven_or_better_probability_pct": 30.0 }, { "rank": 5, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x1.8_vp48r24_z0.25_all_pullback_none_vol1.0", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 48, "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": "none" } }, "net_profit": -7.876234620715991, "max_drawdown_pct": 7.876234620715991, "max_drawdown": 7.876234620715991, "profit_factor": 0.42322415702568617, "total_trades": 10, "win_rate_pct": 30.0, "final_equity": 92.12376537928401, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1777780800, "last_bar_time": 1782086400, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 30.0, "loss_probability_pct": 70.0, "breakeven_probability_pct": 0.0, "average_win": 1.9264634597612609, "average_loss": -1.9508035714285366, "take_profit_hits": 2, "stop_loss_hits": 7, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 70.0, "breakeven_or_better_probability_pct": 30.0 }, { "rank": 6, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x1.8_vp48r24_z0.5_all_pullback_none_vol1.0", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 48, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.5, "session_filter": "all", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -7.876234620715991, "max_drawdown_pct": 7.876234620715991, "max_drawdown": 7.876234620715991, "profit_factor": 0.42322415702568617, "total_trades": 10, "win_rate_pct": 30.0, "final_equity": 92.12376537928401, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1777780800, "last_bar_time": 1782086400, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 30.0, "loss_probability_pct": 70.0, "breakeven_probability_pct": 0.0, "average_win": 1.9264634597612609, "average_loss": -1.9508035714285366, "take_profit_hits": 2, "stop_loss_hits": 7, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 70.0, "breakeven_or_better_probability_pct": 30.0 }, { "rank": 7, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_all_pullback_none_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": "none" } }, "net_profit": -7.876234620715991, "max_drawdown_pct": 7.876234620715991, "max_drawdown": 7.876234620715991, "profit_factor": 0.42322415702568617, "total_trades": 10, "win_rate_pct": 30.0, "final_equity": 92.12376537928401, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1777780800, "last_bar_time": 1782086400, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 30.0, "loss_probability_pct": 70.0, "breakeven_probability_pct": 0.0, "average_win": 1.9264634597612609, "average_loss": -1.9508035714285366, "take_profit_hits": 2, "stop_loss_hits": 7, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 70.0, "breakeven_or_better_probability_pct": 30.0 }, { "rank": 8, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp36r24_z0.5_all_pullback_none_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": 0.5, "session_filter": "all", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -7.876234620715991, "max_drawdown_pct": 7.876234620715991, "max_drawdown": 7.876234620715991, "profit_factor": 0.42322415702568617, "total_trades": 10, "win_rate_pct": 30.0, "final_equity": 92.12376537928401, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1777780800, "last_bar_time": 1782086400, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 30.0, "loss_probability_pct": 70.0, "breakeven_probability_pct": 0.0, "average_win": 1.9264634597612609, "average_loss": -1.9508035714285366, "take_profit_hits": 2, "stop_loss_hits": 7, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 70.0, "breakeven_or_better_probability_pct": 30.0 }, { "rank": 9, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp48r24_z0.25_all_pullback_none_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": 48, "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": "none" } }, "net_profit": -7.876234620715991, "max_drawdown_pct": 7.876234620715991, "max_drawdown": 7.876234620715991, "profit_factor": 0.42322415702568617, "total_trades": 10, "win_rate_pct": 30.0, "final_equity": 92.12376537928401, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1777780800, "last_bar_time": 1782086400, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 30.0, "loss_probability_pct": 70.0, "breakeven_probability_pct": 0.0, "average_win": 1.9264634597612609, "average_loss": -1.9508035714285366, "take_profit_hits": 2, "stop_loss_hits": 7, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 70.0, "breakeven_or_better_probability_pct": 30.0 }, { "rank": 10, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp48r24_z0.5_all_pullback_none_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": 48, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.5, "session_filter": "all", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -7.876234620715991, "max_drawdown_pct": 7.876234620715991, "max_drawdown": 7.876234620715991, "profit_factor": 0.42322415702568617, "total_trades": 10, "win_rate_pct": 30.0, "final_equity": 92.12376537928401, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1777780800, "last_bar_time": 1782086400, "first_bar_at": "2026-05-03T04:00:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 30.0, "loss_probability_pct": 70.0, "breakeven_probability_pct": 0.0, "average_win": 1.9264634597612609, "average_loss": -1.9508035714285366, "take_profit_hits": 2, "stop_loss_hits": 7, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 70.0, "breakeven_or_better_probability_pct": 30.0 } ] }, { "symbol": "BYBIT:BTCUSD.P", "timeframe": "D", "bar_count": 300, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-21T00:00:00+00:00", "top_results": [ { "rank": 1, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_trend_donchian", "params": { "layers": [ "trend", "donchian" ], "confirm_mode": "all_enabled", "minimum_score": 2, "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 } }, "net_profit": -10.65899999999968, "max_drawdown_pct": 15.005624999999725, "max_drawdown": 15.005624999999725, "profit_factor": 0.5447060707993026, "total_trades": 17, "win_rate_pct": 29.411764705882355, "final_equity": 89.34100000000032, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1756166400, "last_bar_time": 1782000000, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-21T00:00:00+00:00", "win_probability_pct": 29.411764705882355, "loss_probability_pct": 70.58823529411765, "breakeven_probability_pct": 0.0, "average_win": 2.5504499999999988, "average_loss": -1.9509374999999727, "take_profit_hits": 5, "stop_loss_hits": 12, "breakeven_or_better_count": 5, "take_profit_hit_probability_pct": 29.411764705882355, "stop_loss_hit_probability_pct": 70.58823529411765, "breakeven_or_better_probability_pct": 29.411764705882355 }, { "rank": 2, "candidate": { "family": "candle_reversal", "name": "candle_reversal_exit13_trend50", "params": { "exit_ema": 13, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -9.894374999999897, "max_drawdown_pct": 14.994374999999922, "max_drawdown": 14.99437499999992, "profit_factor": 0.4359648560251409, "total_trades": 12, "win_rate_pct": 25.0, "final_equity": 90.1056250000001, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1756166400, "last_bar_time": 1782000000, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-21T00:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "breakeven_probability_pct": 0.0, "average_win": 2.549249999999997, "average_loss": -1.9491249999999916, "take_profit_hits": 3, "stop_loss_hits": 9, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 25.0, "stop_loss_hit_probability_pct": 75.0, "breakeven_or_better_probability_pct": 25.0 }, { "rank": 3, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_wave_dots_only", "params": { "layers": [ "wave_dots" ], "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 } }, "net_profit": -11.691015842890664, "max_drawdown_pct": 14.238765842890643, "max_drawdown": 14.238765842890643, "profit_factor": 0.33388795060768667, "total_trades": 12, "win_rate_pct": 25.0, "final_equity": 88.30898415710934, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1756166400, "last_bar_time": 1782000000, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-21T00:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "breakeven_probability_pct": 0.0, "average_win": 1.9533697190364407, "average_loss": -1.950124999999996, "take_profit_hits": 2, "stop_loss_hits": 9, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 16.666666666666664, "stop_loss_hit_probability_pct": 75.0, "breakeven_or_better_probability_pct": 25.0 }, { "rank": 4, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_donchian_only", "params": { "layers": [ "donchian" ], "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 } }, "net_profit": -23.706749999999573, "max_drawdown_pct": 24.307874999999598, "max_drawdown": 24.307874999999598, "profit_factor": 0.3922398046491992, "total_trades": 26, "win_rate_pct": 23.076923076923077, "final_equity": 76.29325000000043, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1756166400, "last_bar_time": 1782000000, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-21T00:00:00+00:00", "win_probability_pct": 23.076923076923077, "loss_probability_pct": 76.92307692307693, "breakeven_probability_pct": 0.0, "average_win": 2.549999999999996, "average_loss": -1.9503374999999774, "take_profit_hits": 6, "stop_loss_hits": 20, "breakeven_or_better_count": 6, "take_profit_hit_probability_pct": 23.076923076923077, "stop_loss_hit_probability_pct": 76.92307692307693, "breakeven_or_better_probability_pct": 23.076923076923077 }, { "rank": 5, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema50_bb20x1.8_vp36r24_z0.25_all_pullback_none_vol1.0", "params": { "ema_len": 50, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "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": "none" } }, "net_profit": -15.001124999999774, "max_drawdown_pct": 15.599999999999826, "max_drawdown": 15.599999999999824, "profit_factor": 0.1451802465970074, "total_trades": 10, "win_rate_pct": 10.0, "final_equity": 84.99887500000023, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1756166400, "last_bar_time": 1782000000, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-21T00:00:00+00:00", "win_probability_pct": 10.0, "loss_probability_pct": 90.0, "breakeven_probability_pct": 0.0, "average_win": 2.547750000000031, "average_loss": -1.949874999999979, "take_profit_hits": 1, "stop_loss_hits": 9, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 10.0, "stop_loss_hit_probability_pct": 90.0, "breakeven_or_better_probability_pct": 10.0 }, { "rank": 6, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema50_bb20x1.8_vp36r24_z0.5_all_pullback_none_vol1.0", "params": { "ema_len": 50, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 36, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.5, "session_filter": "all", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -15.001124999999774, "max_drawdown_pct": 15.599999999999826, "max_drawdown": 15.599999999999824, "profit_factor": 0.1451802465970074, "total_trades": 10, "win_rate_pct": 10.0, "final_equity": 84.99887500000023, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1756166400, "last_bar_time": 1782000000, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-21T00:00:00+00:00", "win_probability_pct": 10.0, "loss_probability_pct": 90.0, "breakeven_probability_pct": 0.0, "average_win": 2.547750000000031, "average_loss": -1.949874999999979, "take_profit_hits": 1, "stop_loss_hits": 9, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 10.0, "stop_loss_hit_probability_pct": 90.0, "breakeven_or_better_probability_pct": 10.0 }, { "rank": 7, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema50_bb20x1.8_vp48r24_z0.25_all_pullback_none_vol1.0", "params": { "ema_len": 50, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 48, "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": "none" } }, "net_profit": -15.001124999999774, "max_drawdown_pct": 15.599999999999826, "max_drawdown": 15.599999999999824, "profit_factor": 0.1451802465970074, "total_trades": 10, "win_rate_pct": 10.0, "final_equity": 84.99887500000023, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1756166400, "last_bar_time": 1782000000, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-21T00:00:00+00:00", "win_probability_pct": 10.0, "loss_probability_pct": 90.0, "breakeven_probability_pct": 0.0, "average_win": 2.547750000000031, "average_loss": -1.949874999999979, "take_profit_hits": 1, "stop_loss_hits": 9, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 10.0, "stop_loss_hit_probability_pct": 90.0, "breakeven_or_better_probability_pct": 10.0 }, { "rank": 8, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema50_bb20x1.8_vp48r24_z0.5_all_pullback_none_vol1.0", "params": { "ema_len": 50, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 48, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.5, "session_filter": "all", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -15.001124999999774, "max_drawdown_pct": 15.599999999999826, "max_drawdown": 15.599999999999824, "profit_factor": 0.1451802465970074, "total_trades": 10, "win_rate_pct": 10.0, "final_equity": 84.99887500000023, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1756166400, "last_bar_time": 1782000000, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-21T00:00:00+00:00", "win_probability_pct": 10.0, "loss_probability_pct": 90.0, "breakeven_probability_pct": 0.0, "average_win": 2.547750000000031, "average_loss": -1.949874999999979, "take_profit_hits": 1, "stop_loss_hits": 9, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 10.0, "stop_loss_hit_probability_pct": 90.0, "breakeven_or_better_probability_pct": 10.0 }, { "rank": 9, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema50_bb20x2.0_vp36r24_z0.25_all_pullback_none_vol1.0", "params": { "ema_len": 50, "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": "none" } }, "net_profit": -15.001124999999774, "max_drawdown_pct": 15.599999999999826, "max_drawdown": 15.599999999999824, "profit_factor": 0.1451802465970074, "total_trades": 10, "win_rate_pct": 10.0, "final_equity": 84.99887500000023, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1756166400, "last_bar_time": 1782000000, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-21T00:00:00+00:00", "win_probability_pct": 10.0, "loss_probability_pct": 90.0, "breakeven_probability_pct": 0.0, "average_win": 2.547750000000031, "average_loss": -1.949874999999979, "take_profit_hits": 1, "stop_loss_hits": 9, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 10.0, "stop_loss_hit_probability_pct": 90.0, "breakeven_or_better_probability_pct": 10.0 }, { "rank": 10, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema50_bb20x2.0_vp36r24_z0.5_all_pullback_none_vol1.0", "params": { "ema_len": 50, "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": 0.5, "session_filter": "all", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -15.001124999999774, "max_drawdown_pct": 15.599999999999826, "max_drawdown": 15.599999999999824, "profit_factor": 0.1451802465970074, "total_trades": 10, "win_rate_pct": 10.0, "final_equity": 84.99887500000023, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1756166400, "last_bar_time": 1782000000, "first_bar_at": "2025-08-26T00:00:00+00:00", "last_bar_at": "2026-06-21T00:00:00+00:00", "win_probability_pct": 10.0, "loss_probability_pct": 90.0, "breakeven_probability_pct": 0.0, "average_win": 2.547750000000031, "average_loss": -1.949874999999979, "take_profit_hits": 1, "stop_loss_hits": 9, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 10.0, "stop_loss_hit_probability_pct": 90.0, "breakeven_or_better_probability_pct": 10.0 } ] }, { "symbol": "BYBIT:BTCUSD.P", "timeframe": "W", "bar_count": 300, "first_bar_at": "2020-09-21T00:00:00+00:00", "last_bar_at": "2026-06-15T00:00:00+00:00", "top_results": [ { "rank": 1, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_trend_donchian", "params": { "layers": [ "trend", "donchian" ], "confirm_mode": "all_enabled", "minimum_score": 2, "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 } }, "net_profit": -21.594374999999857, "max_drawdown_pct": 22.19774999999987, "max_drawdown": 22.19774999999987, "profit_factor": 0.2615319509098616, "total_trades": 18, "win_rate_pct": 16.666666666666664, "final_equity": 78.40562500000014, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1600646400, "last_bar_time": 1781481600, "first_bar_at": "2020-09-21T00:00:00+00:00", "last_bar_at": "2026-06-15T00:00:00+00:00", "win_probability_pct": 16.666666666666664, "loss_probability_pct": 83.33333333333334, "breakeven_probability_pct": 0.0, "average_win": 2.549250000000002, "average_loss": -1.949474999999992, "take_profit_hits": 3, "stop_loss_hits": 15, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 16.666666666666664, "stop_loss_hit_probability_pct": 83.33333333333334, "breakeven_or_better_probability_pct": 16.666666666666664 }, { "rank": 2, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_wave_dots_only", "params": { "layers": [ "wave_dots" ], "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 } }, "net_profit": -16.956749999999687, "max_drawdown_pct": 19.504499999999666, "max_drawdown": 19.504499999999666, "profit_factor": 0.1306237022225653, "total_trades": 11, "win_rate_pct": 9.090909090909092, "final_equity": 83.04325000000031, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1600646400, "last_bar_time": 1781481600, "first_bar_at": "2020-09-21T00:00:00+00:00", "last_bar_at": "2026-06-15T00:00:00+00:00", "win_probability_pct": 9.090909090909092, "loss_probability_pct": 90.9090909090909, "breakeven_probability_pct": 0.0, "average_win": 2.5477499999999846, "average_loss": -1.9504499999999692, "take_profit_hits": 1, "stop_loss_hits": 10, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 9.090909090909092, "stop_loss_hit_probability_pct": 90.9090909090909, "breakeven_or_better_probability_pct": 9.090909090909092 }, { "rank": 3, "candidate": { "family": "candle_reversal", "name": "candle_reversal_exit13_trend50", "params": { "exit_ema": 13, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -20.852249999999714, "max_drawdown_pct": 23.404499999999743, "max_drawdown": 23.404499999999743, "profit_factor": 0.10904954175479302, "total_trades": 13, "win_rate_pct": 7.6923076923076925, "final_equity": 79.14775000000029, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1600646400, "last_bar_time": 1781481600, "first_bar_at": "2020-09-21T00:00:00+00:00", "last_bar_at": "2026-06-15T00:00:00+00:00", "win_probability_pct": 7.6923076923076925, "loss_probability_pct": 92.3076923076923, "breakeven_probability_pct": 0.0, "average_win": 2.5522500000000243, "average_loss": -1.950374999999978, "take_profit_hits": 1, "stop_loss_hits": 12, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 7.6923076923076925, "stop_loss_hit_probability_pct": 92.3076923076923, "breakeven_or_better_probability_pct": 7.6923076923076925 }, { "rank": 4, "candidate": { "family": "donchian_trend", "name": "donchian_20_ema5_trend50", "params": { "length": 20, "ema": 5, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -35.24099999999986, "max_drawdown_pct": 35.24099999999986, "max_drawdown": 35.24099999999986, "profit_factor": 0.17831599195593315, "total_trades": 25, "win_rate_pct": 12.0, "final_equity": 64.75900000000014, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1600646400, "last_bar_time": 1781481600, "first_bar_at": "2020-09-21T00:00:00+00:00", "last_bar_at": "2026-06-15T00:00:00+00:00", "win_probability_pct": 12.0, "loss_probability_pct": 88.0, "breakeven_probability_pct": 0.0, "average_win": 2.549250000000002, "average_loss": -1.9494886363636306, "take_profit_hits": 3, "stop_loss_hits": 22, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 12.0, "stop_loss_hit_probability_pct": 88.0, "breakeven_or_better_probability_pct": 12.0 }, { "rank": 5, "candidate": { "family": "donchian_trend", "name": "donchian_20_ema13_trend50", "params": { "length": 20, "ema": 13, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -35.24099999999986, "max_drawdown_pct": 35.24099999999986, "max_drawdown": 35.24099999999986, "profit_factor": 0.17831599195593315, "total_trades": 25, "win_rate_pct": 12.0, "final_equity": 64.75900000000014, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1600646400, "last_bar_time": 1781481600, "first_bar_at": "2020-09-21T00:00:00+00:00", "last_bar_at": "2026-06-15T00:00:00+00:00", "win_probability_pct": 12.0, "loss_probability_pct": 88.0, "breakeven_probability_pct": 0.0, "average_win": 2.549250000000002, "average_loss": -1.9494886363636306, "take_profit_hits": 3, "stop_loss_hits": 22, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 12.0, "stop_loss_hit_probability_pct": 88.0, "breakeven_or_better_probability_pct": 12.0 }, { "rank": 6, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_donchian_only", "params": { "layers": [ "donchian" ], "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 } }, "net_profit": -35.24324999999985, "max_drawdown_pct": 35.24324999999985, "max_drawdown": 35.24324999999985, "profit_factor": 0.17830663775617334, "total_trades": 25, "win_rate_pct": 12.0, "final_equity": 64.75675000000015, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1600646400, "last_bar_time": 1781481600, "first_bar_at": "2020-09-21T00:00:00+00:00", "last_bar_at": "2026-06-15T00:00:00+00:00", "win_probability_pct": 12.0, "loss_probability_pct": 88.0, "breakeven_probability_pct": 0.0, "average_win": 2.549250000000002, "average_loss": -1.949590909090903, "take_profit_hits": 3, "stop_loss_hits": 22, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 12.0, "stop_loss_hit_probability_pct": 88.0, "breakeven_or_better_probability_pct": 12.0 }, { "rank": 7, "candidate": { "family": "donchian", "name": "donchian_20_ema5", "params": { "length": 20, "ema": 5 } }, "net_profit": -43.038749999999894, "max_drawdown_pct": 43.038749999999894, "max_drawdown": 43.038749999999894, "profit_factor": 0.1508833713118882, "total_trades": 29, "win_rate_pct": 10.344827586206897, "final_equity": 56.961250000000106, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1600646400, "last_bar_time": 1781481600, "first_bar_at": "2020-09-21T00:00:00+00:00", "last_bar_at": "2026-06-15T00:00:00+00:00", "win_probability_pct": 10.344827586206897, "loss_probability_pct": 89.65517241379311, "breakeven_probability_pct": 0.0, "average_win": 2.549250000000002, "average_loss": -1.9494807692307652, "take_profit_hits": 3, "stop_loss_hits": 26, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 10.344827586206897, "stop_loss_hit_probability_pct": 89.65517241379311, "breakeven_or_better_probability_pct": 10.344827586206897 }, { "rank": 8, "candidate": { "family": "donchian", "name": "donchian_20_ema13", "params": { "length": 20, "ema": 13 } }, "net_profit": -43.038749999999894, "max_drawdown_pct": 43.038749999999894, "max_drawdown": 43.038749999999894, "profit_factor": 0.1508833713118882, "total_trades": 29, "win_rate_pct": 10.344827586206897, "final_equity": 56.961250000000106, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1600646400, "last_bar_time": 1781481600, "first_bar_at": "2020-09-21T00:00:00+00:00", "last_bar_at": "2026-06-15T00:00:00+00:00", "win_probability_pct": 10.344827586206897, "loss_probability_pct": 89.65517241379311, "breakeven_probability_pct": 0.0, "average_win": 2.549250000000002, "average_loss": -1.9494807692307652, "take_profit_hits": 3, "stop_loss_hits": 26, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 10.344827586206897, "stop_loss_hit_probability_pct": 89.65517241379311, "breakeven_or_better_probability_pct": 10.344827586206897 }, { "rank": 9, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_trend_money_flow_volume", "params": { "layers": [ "trend", "money_flow", "volume" ], "confirm_mode": "all_enabled", "minimum_score": 3, "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 } }, "net_profit": -52.77412499999988, "max_drawdown_pct": 55.326374999999885, "max_drawdown": 55.32637499999988, "profit_factor": 0.126572536850272, "total_trades": 34, "win_rate_pct": 8.823529411764707, "final_equity": 47.22587500000012, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1600646400, "last_bar_time": 1781481600, "first_bar_at": "2020-09-21T00:00:00+00:00", "last_bar_at": "2026-06-15T00:00:00+00:00", "win_probability_pct": 8.823529411764707, "loss_probability_pct": 91.17647058823529, "breakeven_probability_pct": 0.0, "average_win": 2.549250000000006, "average_loss": -1.949092741935481, "take_profit_hits": 3, "stop_loss_hits": 31, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 8.823529411764707, "stop_loss_hit_probability_pct": 91.17647058823529, "breakeven_or_better_probability_pct": 8.823529411764707 }, { "rank": 10, "candidate": { "family": "donchian_trend", "name": "donchian_10_ema5_trend50", "params": { "length": 10, "ema": 5, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -62.52974999999986, "max_drawdown_pct": 62.529749999999865, "max_drawdown": 62.52974999999986, "profit_factor": 0.10897723629368417, "total_trades": 39, "win_rate_pct": 7.6923076923076925, "final_equity": 37.47025000000014, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1600646400, "last_bar_time": 1781481600, "first_bar_at": "2020-09-21T00:00:00+00:00", "last_bar_at": "2026-06-15T00:00:00+00:00", "win_probability_pct": 7.6923076923076925, "loss_probability_pct": 92.3076923076923, "breakeven_probability_pct": 0.0, "average_win": 2.549250000000002, "average_loss": -1.9493749999999963, "take_profit_hits": 3, "stop_loss_hits": 36, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 7.6923076923076925, "stop_loss_hit_probability_pct": 92.3076923076923, "breakeven_or_better_probability_pct": 7.6923076923076925 } ] }, { "symbol": "BYBIT:BTCUSD.P", "timeframe": "M", "bar_count": 92, "first_bar_at": "2018-11-01T00:00:00+00:00", "last_bar_at": "2026-06-01T00:00:00+00:00", "top_results": [ { "rank": 1, "candidate": { "family": "donchian", "name": "donchian_20_ema5", "params": { "length": 20, "ema": 5 } }, "net_profit": -14.994375000000076, "max_drawdown_pct": 14.994375000000076, "max_drawdown": 14.994375000000076, "profit_factor": 0.14523611022039648, "total_trades": 10, "win_rate_pct": 10.0, "final_equity": 85.00562499999992, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1541030400, "last_bar_time": 1780272000, "first_bar_at": "2018-11-01T00:00:00+00:00", "last_bar_at": "2026-06-01T00:00:00+00:00", "win_probability_pct": 10.0, "loss_probability_pct": 90.0, "breakeven_probability_pct": 0.0, "average_win": 2.5477499999999784, "average_loss": -1.9491250000000047, "take_profit_hits": 1, "stop_loss_hits": 9, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 10.0, "stop_loss_hit_probability_pct": 90.0, "breakeven_or_better_probability_pct": 10.0 }, { "rank": 2, "candidate": { "family": "donchian", "name": "donchian_20_ema13", "params": { "length": 20, "ema": 13 } }, "net_profit": -14.994375000000076, "max_drawdown_pct": 14.994375000000076, "max_drawdown": 14.994375000000076, "profit_factor": 0.14523611022039648, "total_trades": 10, "win_rate_pct": 10.0, "final_equity": 85.00562499999992, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1541030400, "last_bar_time": 1780272000, "first_bar_at": "2018-11-01T00:00:00+00:00", "last_bar_at": "2026-06-01T00:00:00+00:00", "win_probability_pct": 10.0, "loss_probability_pct": 90.0, "breakeven_probability_pct": 0.0, "average_win": 2.5477499999999784, "average_loss": -1.9491250000000047, "take_profit_hits": 1, "stop_loss_hits": 9, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 10.0, "stop_loss_hit_probability_pct": 90.0, "breakeven_or_better_probability_pct": 10.0 }, { "rank": 3, "candidate": { "family": "donchian_trend", "name": "donchian_20_ema5_trend50", "params": { "length": 20, "ema": 5, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -14.994375000000076, "max_drawdown_pct": 14.994375000000076, "max_drawdown": 14.994375000000076, "profit_factor": 0.14523611022039648, "total_trades": 10, "win_rate_pct": 10.0, "final_equity": 85.00562499999992, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1541030400, "last_bar_time": 1780272000, "first_bar_at": "2018-11-01T00:00:00+00:00", "last_bar_at": "2026-06-01T00:00:00+00:00", "win_probability_pct": 10.0, "loss_probability_pct": 90.0, "breakeven_probability_pct": 0.0, "average_win": 2.5477499999999784, "average_loss": -1.9491250000000047, "take_profit_hits": 1, "stop_loss_hits": 9, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 10.0, "stop_loss_hit_probability_pct": 90.0, "breakeven_or_better_probability_pct": 10.0 }, { "rank": 4, "candidate": { "family": "donchian_trend", "name": "donchian_20_ema13_trend50", "params": { "length": 20, "ema": 13, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -14.994375000000076, "max_drawdown_pct": 14.994375000000076, "max_drawdown": 14.994375000000076, "profit_factor": 0.14523611022039648, "total_trades": 10, "win_rate_pct": 10.0, "final_equity": 85.00562499999992, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1541030400, "last_bar_time": 1780272000, "first_bar_at": "2018-11-01T00:00:00+00:00", "last_bar_at": "2026-06-01T00:00:00+00:00", "win_probability_pct": 10.0, "loss_probability_pct": 90.0, "breakeven_probability_pct": 0.0, "average_win": 2.5477499999999784, "average_loss": -1.9491250000000047, "take_profit_hits": 1, "stop_loss_hits": 9, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 10.0, "stop_loss_hit_probability_pct": 90.0, "breakeven_or_better_probability_pct": 10.0 }, { "rank": 5, "candidate": { "family": "donchian_trend", "name": "donchian_10_ema5_trend50", "params": { "length": 10, "ema": 5, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -22.19100000000013, "max_drawdown_pct": 22.19100000000013, "max_drawdown": 22.19100000000013, "profit_factor": 0.1867406959485438, "total_trades": 16, "win_rate_pct": 12.5, "final_equity": 77.80899999999987, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1541030400, "last_bar_time": 1780272000, "first_bar_at": "2018-11-01T00:00:00+00:00", "last_bar_at": "2026-06-01T00:00:00+00:00", "win_probability_pct": 12.5, "loss_probability_pct": 87.5, "breakeven_probability_pct": 0.0, "average_win": 2.5477499999999766, "average_loss": -1.949035714285719, "take_profit_hits": 2, "stop_loss_hits": 14, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 12.5, "stop_loss_hit_probability_pct": 87.5, "breakeven_or_better_probability_pct": 12.5 }, { "rank": 6, "candidate": { "family": "donchian_trend", "name": "donchian_10_ema13_trend50", "params": { "length": 10, "ema": 13, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -22.19100000000013, "max_drawdown_pct": 22.19100000000013, "max_drawdown": 22.19100000000013, "profit_factor": 0.1867406959485438, "total_trades": 16, "win_rate_pct": 12.5, "final_equity": 77.80899999999987, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1541030400, "last_bar_time": 1780272000, "first_bar_at": "2018-11-01T00:00:00+00:00", "last_bar_at": "2026-06-01T00:00:00+00:00", "win_probability_pct": 12.5, "loss_probability_pct": 87.5, "breakeven_probability_pct": 0.0, "average_win": 2.5477499999999766, "average_loss": -1.949035714285719, "take_profit_hits": 2, "stop_loss_hits": 14, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 12.5, "stop_loss_hit_probability_pct": 87.5, "breakeven_or_better_probability_pct": 12.5 }, { "rank": 7, "candidate": { "family": "donchian", "name": "donchian_10_ema5", "params": { "length": 10, "ema": 5 } }, "net_profit": -26.09325000000007, "max_drawdown_pct": 26.09325000000007, "max_drawdown": 26.09325000000007, "profit_factor": 0.16337621738607516, "total_trades": 18, "win_rate_pct": 11.11111111111111, "final_equity": 73.90674999999993, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1541030400, "last_bar_time": 1780272000, "first_bar_at": "2018-11-01T00:00:00+00:00", "last_bar_at": "2026-06-01T00:00:00+00:00", "win_probability_pct": 11.11111111111111, "loss_probability_pct": 88.88888888888889, "breakeven_probability_pct": 0.0, "average_win": 2.5477499999999766, "average_loss": -1.9492968750000006, "take_profit_hits": 2, "stop_loss_hits": 16, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 11.11111111111111, "stop_loss_hit_probability_pct": 88.88888888888889, "breakeven_or_better_probability_pct": 11.11111111111111 }, { "rank": 8, "candidate": { "family": "donchian", "name": "donchian_10_ema13", "params": { "length": 10, "ema": 13 } }, "net_profit": -26.09325000000007, "max_drawdown_pct": 26.09325000000007, "max_drawdown": 26.09325000000007, "profit_factor": 0.16337621738607516, "total_trades": 18, "win_rate_pct": 11.11111111111111, "final_equity": 73.90674999999993, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1541030400, "last_bar_time": 1780272000, "first_bar_at": "2018-11-01T00:00:00+00:00", "last_bar_at": "2026-06-01T00:00:00+00:00", "win_probability_pct": 11.11111111111111, "loss_probability_pct": 88.88888888888889, "breakeven_probability_pct": 0.0, "average_win": 2.5477499999999766, "average_loss": -1.9492968750000006, "take_profit_hits": 2, "stop_loss_hits": 16, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 11.11111111111111, "stop_loss_hit_probability_pct": 88.88888888888889, "breakeven_or_better_probability_pct": 11.11111111111111 }, { "rank": 9, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_candles_only", "params": { "layers": [ "candles" ], "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 } }, "net_profit": -27.752249999999762, "max_drawdown_pct": 27.302249999999763, "max_drawdown": 27.30224999999976, "profit_factor": 0.0, "total_trades": 15, "win_rate_pct": 0.0, "final_equity": 72.24775000000024, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1541030400, "last_bar_time": 1780272000, "first_bar_at": "2018-11-01T00:00:00+00:00", "last_bar_at": "2026-06-01T00:00:00+00:00", "win_probability_pct": 0.0, "loss_probability_pct": 100.0, "breakeven_probability_pct": 0.0, "average_win": 0.0, "average_loss": -1.8501499999999844, "take_profit_hits": 0, "stop_loss_hits": 14, "breakeven_or_better_count": 0, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 93.33333333333333, "breakeven_or_better_probability_pct": 0.0 }, { "rank": 10, "candidate": { "family": "mfw_regime", "name": "mfw_14_ema13_thr10", "params": { "mfw_len": 14, "ema": 13, "threshold": 10 } }, "net_profit": -90.40387500000016, "max_drawdown_pct": 90.40387500000016, "max_drawdown": 90.40387500000016, "profit_factor": 0.053356370133311855, "total_trades": 51, "win_rate_pct": 3.9215686274509802, "final_equity": 9.596124999999848, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1541030400, "last_bar_time": 1780272000, "first_bar_at": "2018-11-01T00:00:00+00:00", "last_bar_at": "2026-06-01T00:00:00+00:00", "win_probability_pct": 3.9215686274509802, "loss_probability_pct": 96.07843137254902, "breakeven_probability_pct": 0.0, "average_win": 2.5477499999999766, "average_loss": -1.9489668367346957, "take_profit_hits": 2, "stop_loss_hits": 49, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 3.9215686274509802, "stop_loss_hit_probability_pct": 96.07843137254902, "breakeven_or_better_probability_pct": 3.9215686274509802 } ] }, { "symbol": "BYBIT:BTCUSD.P", "timeframe": "60", "bar_count": 300, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "top_results": [ { "rank": 1, "candidate": { "family": "candle_reversal", "name": "candle_reversal_exit13_trend50", "params": { "exit_ema": 13, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -0.03816981386174234, "max_drawdown_pct": 7.456827291845486, "max_drawdown": 7.456827291845485, "profit_factor": 0.9960126487222152, "total_trades": 13, "win_rate_pct": 38.46153846153847, "final_equity": 99.96183018613826, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781013600, "last_bar_time": 1782090000, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 38.46153846153847, "loss_probability_pct": 61.53846153846154, "breakeven_probability_pct": 0.0, "average_win": 1.906910866743344, "average_loss": -1.196590518447306, "take_profit_hits": 3, "stop_loss_hits": 3, "breakeven_or_better_count": 5, "take_profit_hit_probability_pct": 23.076923076923077, "stop_loss_hit_probability_pct": 23.076923076923077, "breakeven_or_better_probability_pct": 38.46153846153847 }, { "rank": 2, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_all_pullback_none_vol1.0", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "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": "none" } }, "net_profit": -2.1903538815075336, "max_drawdown_pct": 7.285853881507521, "max_drawdown": 7.285853881507521, "profit_factor": 0.7476173520628203, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 97.80964611849247, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781013600, "last_bar_time": 1782090000, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.6220871188624493, "average_loss": -1.4464503928262218, "take_profit_hits": 2, "stop_loss_hits": 3, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 30.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 3, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x1.8_vp36r24_z0.5_all_pullback_none_vol1.0", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 36, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.5, "session_filter": "all", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -2.1903538815075336, "max_drawdown_pct": 7.285853881507521, "max_drawdown": 7.285853881507521, "profit_factor": 0.7476173520628203, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 97.80964611849247, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781013600, "last_bar_time": 1782090000, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.6220871188624493, "average_loss": -1.4464503928262218, "take_profit_hits": 2, "stop_loss_hits": 3, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 30.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 4, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x1.8_vp48r24_z0.25_all_pullback_none_vol1.0", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 48, "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": "none" } }, "net_profit": -2.1903538815075336, "max_drawdown_pct": 7.285853881507521, "max_drawdown": 7.285853881507521, "profit_factor": 0.7476173520628203, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 97.80964611849247, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781013600, "last_bar_time": 1782090000, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.6220871188624493, "average_loss": -1.4464503928262218, "take_profit_hits": 2, "stop_loss_hits": 3, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 30.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 5, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x1.8_vp48r24_z0.5_all_pullback_none_vol1.0", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 48, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.5, "session_filter": "all", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -2.1903538815075336, "max_drawdown_pct": 7.285853881507521, "max_drawdown": 7.285853881507521, "profit_factor": 0.7476173520628203, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 97.80964611849247, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781013600, "last_bar_time": 1782090000, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.6220871188624493, "average_loss": -1.4464503928262218, "take_profit_hits": 2, "stop_loss_hits": 3, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 30.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 6, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_all_pullback_none_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": "none" } }, "net_profit": -2.1903538815075336, "max_drawdown_pct": 7.285853881507521, "max_drawdown": 7.285853881507521, "profit_factor": 0.7476173520628203, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 97.80964611849247, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781013600, "last_bar_time": 1782090000, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.6220871188624493, "average_loss": -1.4464503928262218, "take_profit_hits": 2, "stop_loss_hits": 3, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 30.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 7, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp36r24_z0.5_all_pullback_none_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": 0.5, "session_filter": "all", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -2.1903538815075336, "max_drawdown_pct": 7.285853881507521, "max_drawdown": 7.285853881507521, "profit_factor": 0.7476173520628203, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 97.80964611849247, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781013600, "last_bar_time": 1782090000, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.6220871188624493, "average_loss": -1.4464503928262218, "take_profit_hits": 2, "stop_loss_hits": 3, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 30.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 8, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp48r24_z0.25_all_pullback_none_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": 48, "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": "none" } }, "net_profit": -2.1903538815075336, "max_drawdown_pct": 7.285853881507521, "max_drawdown": 7.285853881507521, "profit_factor": 0.7476173520628203, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 97.80964611849247, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781013600, "last_bar_time": 1782090000, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.6220871188624493, "average_loss": -1.4464503928262218, "take_profit_hits": 2, "stop_loss_hits": 3, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 30.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 9, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp48r24_z0.5_all_pullback_none_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": 48, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.5, "session_filter": "all", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -2.1903538815075336, "max_drawdown_pct": 7.285853881507521, "max_drawdown": 7.285853881507521, "profit_factor": 0.7476173520628203, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 97.80964611849247, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781013600, "last_bar_time": 1782090000, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.6220871188624493, "average_loss": -1.4464503928262218, "take_profit_hits": 2, "stop_loss_hits": 3, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 30.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 10, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_wave_dots_only", "params": { "layers": [ "wave_dots" ], "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 } }, "net_profit": -3.088045786865706, "max_drawdown_pct": 3.088045786865706, "max_drawdown": 3.088045786865706, "profit_factor": 0.31998540069290726, "total_trades": 11, "win_rate_pct": 18.181818181818183, "final_equity": 96.9119542131343, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781013600, "last_bar_time": 1782090000, "first_bar_at": "2026-06-09T14:00:00+00:00", "last_bar_at": "2026-06-22T01:00:00+00:00", "win_probability_pct": 18.181818181818183, "loss_probability_pct": 81.81818181818183, "breakeven_probability_pct": 0.0, "average_win": 0.7265502604467091, "average_loss": -0.5045718119732355, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 2, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 18.181818181818183 } ] }, { "symbol": "BYBIT:BTCUSD.P", "timeframe": "80", "bar_count": 300, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "top_results": [ { "rank": 1, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_wave_dots_only", "params": { "layers": [ "wave_dots" ], "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 } }, "net_profit": -1.6288349858983224, "max_drawdown_pct": 3.487708017921023, "max_drawdown": 3.4877080179210225, "profit_factor": 0.7428590187477246, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 98.37116501410168, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780656000, "last_bar_time": 1782091200, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.1763923757249, "average_loss": -1.0557340814663188, "take_profit_hits": 1, "stop_loss_hits": 1, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 10.0, "stop_loss_hit_probability_pct": 10.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 2, "candidate": { "family": "candle_reversal", "name": "candle_reversal_exit13_trend50", "params": { "exit_ema": 13, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -4.0545669872567345, "max_drawdown_pct": 4.5133624303920215, "max_drawdown": 4.5133624303920215, "profit_factor": 0.6536576089239072, "total_trades": 11, "win_rate_pct": 27.27272727272727, "final_equity": 95.94543301274327, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780656000, "last_bar_time": 1782091200, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 27.27272727272727, "loss_probability_pct": 72.72727272727273, "breakeven_probability_pct": 0.0, "average_win": 2.550750000000006, "average_loss": -1.463352123407092, "take_profit_hits": 3, "stop_loss_hits": 5, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 27.27272727272727, "stop_loss_hit_probability_pct": 45.45454545454545, "breakeven_or_better_probability_pct": 27.27272727272727 }, { "rank": 3, "candidate": { "family": "donchian_trend", "name": "donchian_10_ema5_trend50", "params": { "length": 10, "ema": 5, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -7.709173822330783, "max_drawdown_pct": 17.45204890702037, "max_drawdown": 17.45204890702037, "profit_factor": 0.6670894064061981, "total_trades": 23, "win_rate_pct": 34.78260869565217, "final_equity": 92.29082617766922, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780656000, "last_bar_time": 1782091200, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 34.78260869565217, "loss_probability_pct": 65.21739130434783, "breakeven_probability_pct": 0.0, "average_win": 1.930964457117749, "average_loss": -1.5437926319515165, "take_profit_hits": 5, "stop_loss_hits": 9, "breakeven_or_better_count": 8, "take_profit_hit_probability_pct": 21.73913043478261, "stop_loss_hit_probability_pct": 39.130434782608695, "breakeven_or_better_probability_pct": 34.78260869565217 }, { "rank": 4, "candidate": { "family": "donchian_trend", "name": "donchian_10_ema13_trend50", "params": { "length": 10, "ema": 13, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -7.878797820067405, "max_drawdown_pct": 17.62167290475699, "max_drawdown": 17.62167290475699, "profit_factor": 0.6622385155058543, "total_trades": 23, "win_rate_pct": 34.78260869565217, "final_equity": 92.1212021799326, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780656000, "last_bar_time": 1782091200, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 34.78260869565217, "loss_probability_pct": 65.21739130434783, "breakeven_probability_pct": 0.0, "average_win": 1.930964457117749, "average_loss": -1.5551008984672914, "take_profit_hits": 5, "stop_loss_hits": 9, "breakeven_or_better_count": 8, "take_profit_hit_probability_pct": 21.73913043478261, "stop_loss_hit_probability_pct": 39.130434782608695, "breakeven_or_better_probability_pct": 34.78260869565217 }, { "rank": 5, "candidate": { "family": "donchian_trend", "name": "donchian_20_ema5_trend50", "params": { "length": 20, "ema": 5, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -7.50103749717799, "max_drawdown_pct": 17.243912581867576, "max_drawdown": 17.243912581867576, "profit_factor": 0.6104751234485851, "total_trades": 19, "win_rate_pct": 31.57894736842105, "final_equity": 92.49896250282201, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780656000, "last_bar_time": 1782091200, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 31.57894736842105, "loss_probability_pct": 68.42105263157895, "breakeven_probability_pct": 0.0, "average_win": 1.9593086636824697, "average_loss": -1.4812991907132917, "take_profit_hits": 4, "stop_loss_hits": 7, "breakeven_or_better_count": 6, "take_profit_hit_probability_pct": 21.052631578947366, "stop_loss_hit_probability_pct": 36.84210526315789, "breakeven_or_better_probability_pct": 31.57894736842105 }, { "rank": 6, "candidate": { "family": "donchian_trend", "name": "donchian_20_ema13_trend50", "params": { "length": 20, "ema": 13, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -7.6706614949146115, "max_drawdown_pct": 17.413536579604198, "max_drawdown": 17.413536579604198, "profit_factor": 0.6051447160607305, "total_trades": 19, "win_rate_pct": 31.57894736842105, "final_equity": 92.32933850508539, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780656000, "last_bar_time": 1782091200, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 31.57894736842105, "loss_probability_pct": 68.42105263157895, "breakeven_probability_pct": 0.0, "average_win": 1.9593086636824697, "average_loss": -1.4943471905391859, "take_profit_hits": 4, "stop_loss_hits": 7, "breakeven_or_better_count": 6, "take_profit_hit_probability_pct": 21.052631578947366, "stop_loss_hit_probability_pct": 36.84210526315789, "breakeven_or_better_probability_pct": 31.57894736842105 }, { "rank": 7, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x1.8_vp36r24_z0.25_all_pullback_none_vol1.0", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "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": "none" } }, "net_profit": -7.436232309403792, "max_drawdown_pct": 10.105298990465045, "max_drawdown": 10.105298990465045, "profit_factor": 0.515469346506381, "total_trades": 13, "win_rate_pct": 30.76923076923077, "final_equity": 92.56376769059621, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780656000, "last_bar_time": 1782091200, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 30.76923076923077, "loss_probability_pct": 69.23076923076923, "breakeven_probability_pct": 0.0, "average_win": 1.9777643485297518, "average_loss": -1.7052544115025334, "take_profit_hits": 3, "stop_loss_hits": 7, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 23.076923076923077, "stop_loss_hit_probability_pct": 53.84615384615385, "breakeven_or_better_probability_pct": 30.76923076923077 }, { "rank": 8, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x1.8_vp36r24_z0.5_all_pullback_none_vol1.0", "params": { "ema_len": 34, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 36, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.5, "session_filter": "all", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -7.436232309403792, "max_drawdown_pct": 10.105298990465045, "max_drawdown": 10.105298990465045, "profit_factor": 0.515469346506381, "total_trades": 13, "win_rate_pct": 30.76923076923077, "final_equity": 92.56376769059621, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780656000, "last_bar_time": 1782091200, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 30.76923076923077, "loss_probability_pct": 69.23076923076923, "breakeven_probability_pct": 0.0, "average_win": 1.9777643485297518, "average_loss": -1.7052544115025334, "take_profit_hits": 3, "stop_loss_hits": 7, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 23.076923076923077, "stop_loss_hit_probability_pct": 53.84615384615385, "breakeven_or_better_probability_pct": 30.76923076923077 }, { "rank": 9, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp36r24_z0.25_all_pullback_none_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": "none" } }, "net_profit": -7.436232309403792, "max_drawdown_pct": 10.105298990465045, "max_drawdown": 10.105298990465045, "profit_factor": 0.515469346506381, "total_trades": 13, "win_rate_pct": 30.76923076923077, "final_equity": 92.56376769059621, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780656000, "last_bar_time": 1782091200, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 30.76923076923077, "loss_probability_pct": 69.23076923076923, "breakeven_probability_pct": 0.0, "average_win": 1.9777643485297518, "average_loss": -1.7052544115025334, "take_profit_hits": 3, "stop_loss_hits": 7, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 23.076923076923077, "stop_loss_hit_probability_pct": 53.84615384615385, "breakeven_or_better_probability_pct": 30.76923076923077 }, { "rank": 10, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema34_bb20x2.0_vp36r24_z0.5_all_pullback_none_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": 0.5, "session_filter": "all", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -7.436232309403792, "max_drawdown_pct": 10.105298990465045, "max_drawdown": 10.105298990465045, "profit_factor": 0.515469346506381, "total_trades": 13, "win_rate_pct": 30.76923076923077, "final_equity": 92.56376769059621, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780656000, "last_bar_time": 1782091200, "first_bar_at": "2026-06-05T10:40:00+00:00", "last_bar_at": "2026-06-22T01:20:00+00:00", "win_probability_pct": 30.76923076923077, "loss_probability_pct": 69.23076923076923, "breakeven_probability_pct": 0.0, "average_win": 1.9777643485297518, "average_loss": -1.7052544115025334, "take_profit_hits": 3, "stop_loss_hits": 7, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 23.076923076923077, "stop_loss_hit_probability_pct": 53.84615384615385, "breakeven_or_better_probability_pct": 30.76923076923077 } ] }, { "symbol": "BYBIT:BTCUSD.P", "timeframe": "90", "bar_count": 300, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "top_results": [ { "rank": 1, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema50_bb20x1.8_vp36r24_z0.25_all_pullback_none_vol1.0", "params": { "ema_len": 50, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "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": "none" } }, "net_profit": -1.594591244990653, "max_drawdown_pct": 7.39298457663206, "max_drawdown": 7.39298457663206, "profit_factor": 0.8126784576939026, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 98.40540875500935, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780471800, "last_bar_time": 1782086400, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.7294993646721493, "average_loss": -1.418764783946543, "take_profit_hits": 2, "stop_loss_hits": 4, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 40.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 2, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema50_bb20x1.8_vp36r24_z0.5_all_pullback_none_vol1.0", "params": { "ema_len": 50, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 36, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.5, "session_filter": "all", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -1.594591244990653, "max_drawdown_pct": 7.39298457663206, "max_drawdown": 7.39298457663206, "profit_factor": 0.8126784576939026, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 98.40540875500935, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780471800, "last_bar_time": 1782086400, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.7294993646721493, "average_loss": -1.418764783946543, "take_profit_hits": 2, "stop_loss_hits": 4, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 40.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 3, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema50_bb20x1.8_vp48r24_z0.25_all_pullback_none_vol1.0", "params": { "ema_len": 50, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 48, "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": "none" } }, "net_profit": -1.594591244990653, "max_drawdown_pct": 7.39298457663206, "max_drawdown": 7.39298457663206, "profit_factor": 0.8126784576939026, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 98.40540875500935, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780471800, "last_bar_time": 1782086400, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.7294993646721493, "average_loss": -1.418764783946543, "take_profit_hits": 2, "stop_loss_hits": 4, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 40.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 4, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema50_bb20x1.8_vp48r24_z0.5_all_pullback_none_vol1.0", "params": { "ema_len": 50, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 1.8, "squeeze_window": 50, "vp_lookback": 48, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.5, "session_filter": "all", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -1.594591244990653, "max_drawdown_pct": 7.39298457663206, "max_drawdown": 7.39298457663206, "profit_factor": 0.8126784576939026, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 98.40540875500935, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780471800, "last_bar_time": 1782086400, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.7294993646721493, "average_loss": -1.418764783946543, "take_profit_hits": 2, "stop_loss_hits": 4, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 40.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 5, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema50_bb20x2.0_vp36r24_z0.25_all_pullback_none_vol1.0", "params": { "ema_len": 50, "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": "none" } }, "net_profit": -1.594591244990653, "max_drawdown_pct": 7.39298457663206, "max_drawdown": 7.39298457663206, "profit_factor": 0.8126784576939026, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 98.40540875500935, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780471800, "last_bar_time": 1782086400, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.7294993646721493, "average_loss": -1.418764783946543, "take_profit_hits": 2, "stop_loss_hits": 4, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 40.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 6, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema50_bb20x2.0_vp36r24_z0.5_all_pullback_none_vol1.0", "params": { "ema_len": 50, "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": 0.5, "session_filter": "all", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -1.594591244990653, "max_drawdown_pct": 7.39298457663206, "max_drawdown": 7.39298457663206, "profit_factor": 0.8126784576939026, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 98.40540875500935, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780471800, "last_bar_time": 1782086400, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.7294993646721493, "average_loss": -1.418764783946543, "take_profit_hits": 2, "stop_loss_hits": 4, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 40.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 7, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema50_bb20x2.0_vp48r24_z0.25_all_pullback_none_vol1.0", "params": { "ema_len": 50, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 2.0, "squeeze_window": 50, "vp_lookback": 48, "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": "none" } }, "net_profit": -1.594591244990653, "max_drawdown_pct": 7.39298457663206, "max_drawdown": 7.39298457663206, "profit_factor": 0.8126784576939026, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 98.40540875500935, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780471800, "last_bar_time": 1782086400, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.7294993646721493, "average_loss": -1.418764783946543, "take_profit_hits": 2, "stop_loss_hits": 4, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 40.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 8, "candidate": { "family": "frankie_lux_vp", "name": "frankie_vp_ema50_bb20x2.0_vp48r24_z0.5_all_pullback_none_vol1.0", "params": { "ema_len": 50, "trend_slope_bars": 3, "rsi_len": 14, "rsi_reset_bars": 8, "bb_len": 20, "bb_mult": 2.0, "squeeze_window": 50, "vp_lookback": 48, "vp_rows": 24, "value_area_pct": 0.7, "value_zone_pct": 0.5, "session_filter": "all", "session_volume_len": 20, "volume_mult": 1.0, "mode": "pullback", "candle_model": "none" } }, "net_profit": -1.594591244990653, "max_drawdown_pct": 7.39298457663206, "max_drawdown": 7.39298457663206, "profit_factor": 0.8126784576939026, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 98.40540875500935, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780471800, "last_bar_time": 1782086400, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.7294993646721493, "average_loss": -1.418764783946543, "take_profit_hits": 2, "stop_loss_hits": 4, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 40.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 9, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_wave_dots_only", "params": { "layers": [ "wave_dots" ], "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 } }, "net_profit": -5.525875025450063, "max_drawdown_pct": 5.525875025450063, "max_drawdown": 5.525875025450063, "profit_factor": 0.459583862191081, "total_trades": 13, "win_rate_pct": 30.76923076923077, "final_equity": 94.47412497454994, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780471800, "last_bar_time": 1782086400, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 30.76923076923077, "loss_probability_pct": 69.23076923076923, "breakeven_probability_pct": 0.0, "average_win": 1.1748367639788815, "average_loss": -1.1361357868183999, "take_profit_hits": 1, "stop_loss_hits": 3, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 7.6923076923076925, "stop_loss_hit_probability_pct": 23.076923076923077, "breakeven_or_better_probability_pct": 30.76923076923077 }, { "rank": 10, "candidate": { "family": "donchian_trend", "name": "donchian_10_ema5_trend50", "params": { "length": 10, "ema": 5, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -9.284436478679098, "max_drawdown_pct": 13.64231147867919, "max_drawdown": 13.64231147867919, "profit_factor": 0.6224140687528483, "total_trades": 21, "win_rate_pct": 28.57142857142857, "final_equity": 90.7155635213209, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1780471800, "last_bar_time": 1782086400, "first_bar_at": "2026-06-03T07:30:00+00:00", "last_bar_at": "2026-06-22T00:00:00+00:00", "win_probability_pct": 28.57142857142857, "loss_probability_pct": 71.42857142857143, "breakeven_probability_pct": 0.0, "average_win": 2.550750000000002, "average_loss": -1.6392624319119418, "take_profit_hits": 6, "stop_loss_hits": 11, "breakeven_or_better_count": 6, "take_profit_hit_probability_pct": 28.57142857142857, "stop_loss_hit_probability_pct": 52.38095238095239, "breakeven_or_better_probability_pct": 28.57142857142857 } ] }, { "symbol": "BYBIT:BTCUSD.P", "timeframe": "30", "bar_count": 300, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "top_results": [ { "rank": 1, "candidate": { "family": "candle_reversal", "name": "candle_reversal_exit13_trend50", "params": { "exit_ema": 13, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -7.227880047519477, "max_drawdown_pct": 7.944603258731931, "max_drawdown": 7.944603258731931, "profit_factor": 0.38769991615383104, "total_trades": 12, "win_rate_pct": 25.0, "final_equity": 92.77211995248052, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781512200, "last_bar_time": 1782050400, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "breakeven_probability_pct": 0.0, "average_win": 1.5255311147386559, "average_loss": -1.3116081546372735, "take_profit_hits": 1, "stop_loss_hits": 4, "breakeven_or_better_count": 3, "take_profit_hit_probability_pct": 8.333333333333332, "stop_loss_hit_probability_pct": 33.33333333333333, "breakeven_or_better_probability_pct": 25.0 }, { "rank": 2, "candidate": { "family": "donchian", "name": "donchian_10_ema5", "params": { "length": 10, "ema": 5 } }, "net_profit": -14.110756667327678, "max_drawdown_pct": 14.110756667327678, "max_drawdown": 14.110756667327678, "profit_factor": 0.4515515036790327, "total_trades": 26, "win_rate_pct": 26.923076923076923, "final_equity": 85.88924333267232, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781512200, "last_bar_time": 1782050400, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 26.923076923076923, "loss_probability_pct": 73.07692307692307, "breakeven_probability_pct": 0.0, "average_win": 1.6596774964605492, "average_loss": -1.3541315338185012, "take_profit_hits": 4, "stop_loss_hits": 9, "breakeven_or_better_count": 7, "take_profit_hit_probability_pct": 15.384615384615385, "stop_loss_hit_probability_pct": 34.61538461538461, "breakeven_or_better_probability_pct": 26.923076923076923 }, { "rank": 3, "candidate": { "family": "donchian", "name": "donchian_10_ema13", "params": { "length": 10, "ema": 13 } }, "net_profit": -14.110756667327678, "max_drawdown_pct": 14.110756667327678, "max_drawdown": 14.110756667327678, "profit_factor": 0.4515515036790327, "total_trades": 26, "win_rate_pct": 26.923076923076923, "final_equity": 85.88924333267232, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781512200, "last_bar_time": 1782050400, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 26.923076923076923, "loss_probability_pct": 73.07692307692307, "breakeven_probability_pct": 0.0, "average_win": 1.6596774964605492, "average_loss": -1.3541315338185012, "take_profit_hits": 4, "stop_loss_hits": 9, "breakeven_or_better_count": 7, "take_profit_hit_probability_pct": 15.384615384615385, "stop_loss_hit_probability_pct": 34.61538461538461, "breakeven_or_better_probability_pct": 26.923076923076923 }, { "rank": 4, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_trend_candles", "params": { "layers": [ "trend", "candles" ], "confirm_mode": "all_enabled", "minimum_score": 2, "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 } }, "net_profit": -16.71991119378869, "max_drawdown_pct": 16.71991119378869, "max_drawdown": 16.71991119378869, "profit_factor": 0.4335895196378843, "total_trades": 39, "win_rate_pct": 30.76923076923077, "final_equity": 83.28008880621131, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781512200, "last_bar_time": 1782050400, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 30.76923076923077, "loss_probability_pct": 69.23076923076923, "breakeven_probability_pct": 0.0, "average_win": 1.0665966518175052, "average_loss": -1.093298926503658, "take_profit_hits": 3, "stop_loss_hits": 7, "breakeven_or_better_count": 12, "take_profit_hit_probability_pct": 7.6923076923076925, "stop_loss_hit_probability_pct": 17.94871794871795, "breakeven_or_better_probability_pct": 30.76923076923077 }, { "rank": 5, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_trend_money_flow_volume", "params": { "layers": [ "trend", "money_flow", "volume" ], "confirm_mode": "all_enabled", "minimum_score": 3, "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 } }, "net_profit": -14.344013248196148, "max_drawdown_pct": 14.34401324819615, "max_drawdown": 14.344013248196148, "profit_factor": 0.3524786104153658, "total_trades": 24, "win_rate_pct": 20.833333333333336, "final_equity": 85.65598675180385, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781512200, "last_bar_time": 1782050400, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 20.833333333333336, "loss_probability_pct": 79.16666666666666, "breakeven_probability_pct": 0.0, "average_win": 1.5616342375182473, "average_loss": -1.1659044439888104, "take_profit_hits": 3, "stop_loss_hits": 5, "breakeven_or_better_count": 5, "take_profit_hit_probability_pct": 12.5, "stop_loss_hit_probability_pct": 20.833333333333336, "breakeven_or_better_probability_pct": 20.833333333333336 }, { "rank": 6, "candidate": { "family": "donchian_trend", "name": "donchian_10_ema5_trend50", "params": { "length": 10, "ema": 5, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -13.766998143239718, "max_drawdown_pct": 13.766998143239718, "max_drawdown": 13.766998143239718, "profit_factor": 0.3096919147810638, "total_trades": 19, "win_rate_pct": 21.052631578947366, "final_equity": 86.23300185676028, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781512200, "last_bar_time": 1782050400, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 21.052631578947366, "loss_probability_pct": 78.94736842105263, "breakeven_probability_pct": 0.0, "average_win": 1.5440671010013765, "average_loss": -1.329551103149681, "take_profit_hits": 2, "stop_loss_hits": 8, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 10.526315789473683, "stop_loss_hit_probability_pct": 42.10526315789473, "breakeven_or_better_probability_pct": 21.052631578947366 }, { "rank": 7, "candidate": { "family": "donchian_trend", "name": "donchian_10_ema13_trend50", "params": { "length": 10, "ema": 13, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -13.766998143239718, "max_drawdown_pct": 13.766998143239718, "max_drawdown": 13.766998143239718, "profit_factor": 0.3096919147810638, "total_trades": 19, "win_rate_pct": 21.052631578947366, "final_equity": 86.23300185676028, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781512200, "last_bar_time": 1782050400, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 21.052631578947366, "loss_probability_pct": 78.94736842105263, "breakeven_probability_pct": 0.0, "average_win": 1.5440671010013765, "average_loss": -1.329551103149681, "take_profit_hits": 2, "stop_loss_hits": 8, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 10.526315789473683, "stop_loss_hit_probability_pct": 42.10526315789473, "breakeven_or_better_probability_pct": 21.052631578947366 }, { "rank": 8, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_trend_money_flow_candles", "params": { "layers": [ "trend", "money_flow", "candles" ], "confirm_mode": "all_enabled", "minimum_score": 3, "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 } }, "net_profit": -16.573345345377092, "max_drawdown_pct": 16.573345345377092, "max_drawdown": 16.573345345377092, "profit_factor": 0.3084155945129518, "total_trades": 28, "win_rate_pct": 25.0, "final_equity": 83.42665465462291, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781512200, "last_bar_time": 1782050400, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "breakeven_probability_pct": 0.0, "average_win": 1.0558525605857996, "average_loss": -1.1411577747370352, "take_profit_hits": 2, "stop_loss_hits": 6, "breakeven_or_better_count": 7, "take_profit_hit_probability_pct": 7.142857142857142, "stop_loss_hit_probability_pct": 21.428571428571427, "breakeven_or_better_probability_pct": 25.0 }, { "rank": 9, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_donchian_only", "params": { "layers": [ "donchian" ], "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 } }, "net_profit": -11.702976531781871, "max_drawdown_pct": 11.702976531781871, "max_drawdown": 11.702976531781871, "profit_factor": 0.17903959606041928, "total_trades": 13, "win_rate_pct": 7.6923076923076925, "final_equity": 88.29702346821813, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781512200, "last_bar_time": 1782050400, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 7.6923076923076925, "loss_probability_pct": 92.3076923076923, "breakeven_probability_pct": 0.0, "average_win": 2.5522499999999972, "average_loss": -1.1879355443151556, "take_profit_hits": 1, "stop_loss_hits": 4, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 7.6923076923076925, "stop_loss_hit_probability_pct": 30.76923076923077, "breakeven_or_better_probability_pct": 7.6923076923076925 }, { "rank": 10, "candidate": { "family": "donchian_trend", "name": "donchian_20_ema5_trend50", "params": { "length": 20, "ema": 5, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -12.936973987814099, "max_drawdown_pct": 13.18579456306901, "max_drawdown": 13.18579456306901, "profit_factor": 0.16477584687315133, "total_trades": 13, "win_rate_pct": 7.6923076923076925, "final_equity": 87.0630260121859, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781512200, "last_bar_time": 1782050400, "first_bar_at": "2026-06-15T08:30:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 7.6923076923076925, "loss_probability_pct": 92.3076923076923, "breakeven_probability_pct": 0.0, "average_win": 2.5522499999999972, "average_loss": -1.2907686656511743, "take_profit_hits": 1, "stop_loss_hits": 6, "breakeven_or_better_count": 1, "take_profit_hit_probability_pct": 7.6923076923076925, "stop_loss_hit_probability_pct": 46.15384615384615, "breakeven_or_better_probability_pct": 7.6923076923076925 } ] }, { "symbol": "BYBIT:BTCUSD.P", "timeframe": "24", "bar_count": 300, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "top_results": [ { "rank": 1, "candidate": { "family": "donchian_trend", "name": "donchian_20_ema5_trend50", "params": { "length": 20, "ema": 5, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": 1.739685382577548, "max_drawdown_pct": 4.448806064829057, "max_drawdown": 4.448806064829057, "profit_factor": 1.3556410178267924, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 101.73968538257755, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781619840, "last_bar_time": 1782050400, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.657843685429761, "average_loss": -0.8152815598569131, "take_profit_hits": 2, "stop_loss_hits": 1, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 10.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 2, "candidate": { "family": "donchian_trend", "name": "donchian_20_ema13_trend50", "params": { "length": 20, "ema": 13, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": 1.739685382577548, "max_drawdown_pct": 4.448806064829057, "max_drawdown": 4.448806064829057, "profit_factor": 1.3556410178267924, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 101.73968538257755, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781619840, "last_bar_time": 1782050400, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.657843685429761, "average_loss": -0.8152815598569131, "take_profit_hits": 2, "stop_loss_hits": 1, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 10.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 3, "candidate": { "family": "donchian_trend", "name": "donchian_10_ema5_trend50", "params": { "length": 10, "ema": 5, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -0.7776911664888502, "max_drawdown_pct": 4.646129513910893, "max_drawdown": 4.646129513910893, "profit_factor": 0.9182961105515816, "total_trades": 19, "win_rate_pct": 47.368421052631575, "final_equity": 99.22230883351115, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781619840, "last_bar_time": 1782050400, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 47.368421052631575, "loss_probability_pct": 52.63157894736842, "breakeven_probability_pct": 0.0, "average_win": 0.9711910469463887, "average_loss": -0.9518410589006328, "take_profit_hits": 2, "stop_loss_hits": 2, "breakeven_or_better_count": 9, "take_profit_hit_probability_pct": 10.526315789473683, "stop_loss_hit_probability_pct": 10.526315789473683, "breakeven_or_better_probability_pct": 47.368421052631575 }, { "rank": 4, "candidate": { "family": "donchian_trend", "name": "donchian_10_ema13_trend50", "params": { "length": 10, "ema": 13, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -1.162047925621522, "max_drawdown_pct": 4.882983850791007, "max_drawdown": 4.882983850791007, "profit_factor": 0.8826542233328455, "total_trades": 19, "win_rate_pct": 47.368421052631575, "final_equity": 98.83795207437848, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781619840, "last_bar_time": 1782050400, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 47.368421052631575, "loss_probability_pct": 52.63157894736842, "breakeven_probability_pct": 0.0, "average_win": 0.9711910469463887, "average_loss": -0.9902767348139008, "take_profit_hits": 2, "stop_loss_hits": 2, "breakeven_or_better_count": 9, "take_profit_hit_probability_pct": 10.526315789473683, "stop_loss_hit_probability_pct": 10.526315789473683, "breakeven_or_better_probability_pct": 47.368421052631575 }, { "rank": 5, "candidate": { "family": "candle_reversal", "name": "candle_reversal_exit13_trend50", "params": { "exit_ema": 13, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -1.2162059229916053, "max_drawdown_pct": 3.483827417665225, "max_drawdown": 3.483827417665225, "profit_factor": 0.8327365198665979, "total_trades": 14, "win_rate_pct": 50.0, "final_equity": 98.7837940770084, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781619840, "last_bar_time": 1782050400, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 50.0, "loss_probability_pct": 50.0, "breakeven_probability_pct": 0.0, "average_win": 0.8649989029672841, "average_loss": -1.0387426062518004, "take_profit_hits": 1, "stop_loss_hits": 1, "breakeven_or_better_count": 7, "take_profit_hit_probability_pct": 7.142857142857142, "stop_loss_hit_probability_pct": 7.142857142857142, "breakeven_or_better_probability_pct": 50.0 }, { "rank": 6, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_donchian_only", "params": { "layers": [ "donchian" ], "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 } }, "net_profit": -0.41743405006536705, "max_drawdown_pct": 6.399931064829032, "max_drawdown": 6.399931064829033, "profit_factor": 0.9407794902094812, "total_trades": 10, "win_rate_pct": 40.0, "final_equity": 99.58256594993463, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781619840, "last_bar_time": 1782050400, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 1.657843685429761, "average_loss": -1.1748014652974013, "take_profit_hits": 2, "stop_loss_hits": 2, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 20.0, "stop_loss_hit_probability_pct": 20.0, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 7, "candidate": { "family": "donchian", "name": "donchian_20_ema5", "params": { "length": 20, "ema": 5 } }, "net_profit": -0.9026629788565543, "max_drawdown_pct": 6.399931064829032, "max_drawdown": 6.399931064829033, "profit_factor": 0.8801886833681023, "total_trades": 12, "win_rate_pct": 33.33333333333333, "final_equity": 99.09733702114345, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781619840, "last_bar_time": 1782050400, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "breakeven_probability_pct": 0.0, "average_win": 1.657843685429761, "average_loss": -0.9417547150719483, "take_profit_hits": 2, "stop_loss_hits": 2, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 16.666666666666664, "stop_loss_hit_probability_pct": 16.666666666666664, "breakeven_or_better_probability_pct": 33.33333333333333 }, { "rank": 8, "candidate": { "family": "donchian", "name": "donchian_20_ema13", "params": { "length": 20, "ema": 13 } }, "net_profit": -0.9026629788565543, "max_drawdown_pct": 6.399931064829032, "max_drawdown": 6.399931064829033, "profit_factor": 0.8801886833681023, "total_trades": 12, "win_rate_pct": 33.33333333333333, "final_equity": 99.09733702114345, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781619840, "last_bar_time": 1782050400, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "breakeven_probability_pct": 0.0, "average_win": 1.657843685429761, "average_loss": -0.9417547150719483, "take_profit_hits": 2, "stop_loss_hits": 2, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 16.666666666666664, "stop_loss_hit_probability_pct": 16.666666666666664, "breakeven_or_better_probability_pct": 33.33333333333333 }, { "rank": 9, "candidate": { "family": "donchian", "name": "donchian_10_ema5", "params": { "length": 10, "ema": 5 } }, "net_profit": -8.346378759405965, "max_drawdown_pct": 8.346378759405965, "max_drawdown": 8.346378759405965, "profit_factor": 0.5265759600388183, "total_trades": 26, "win_rate_pct": 38.46153846153847, "final_equity": 91.65362124059403, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781619840, "last_bar_time": 1782050400, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 38.46153846153847, "loss_probability_pct": 61.53846153846154, "breakeven_probability_pct": 0.0, "average_win": 0.9283437335463912, "average_loss": -1.1018635059293667, "take_profit_hits": 2, "stop_loss_hits": 4, "breakeven_or_better_count": 10, "take_profit_hit_probability_pct": 7.6923076923076925, "stop_loss_hit_probability_pct": 15.384615384615385, "breakeven_or_better_probability_pct": 38.46153846153847 }, { "rank": 10, "candidate": { "family": "donchian", "name": "donchian_10_ema13", "params": { "length": 10, "ema": 13 } }, "net_profit": -8.730735518538637, "max_drawdown_pct": 8.730735518538637, "max_drawdown": 8.730735518538637, "profit_factor": 0.5153407492368564, "total_trades": 26, "win_rate_pct": 38.46153846153847, "final_equity": 91.26926448146136, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781619840, "last_bar_time": 1782050400, "first_bar_at": "2026-06-16T14:24:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 38.46153846153847, "loss_probability_pct": 61.53846153846154, "breakeven_probability_pct": 0.0, "average_win": 0.9283437335463912, "average_loss": -1.1258858033751593, "take_profit_hits": 2, "stop_loss_hits": 4, "breakeven_or_better_count": 10, "take_profit_hit_probability_pct": 7.6923076923076925, "stop_loss_hit_probability_pct": 15.384615384615385, "breakeven_or_better_probability_pct": 38.46153846153847 } ] }, { "symbol": "BYBIT:BTCUSD.P", "timeframe": "15", "bar_count": 300, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "top_results": [ { "rank": 1, "candidate": { "family": "donchian", "name": "donchian_20_ema13", "params": { "length": 20, "ema": 13 } }, "net_profit": -6.2022705875767485, "max_drawdown_pct": 6.976333365462907, "max_drawdown": 6.9763333654629065, "profit_factor": 0.252808553355892, "total_trades": 15, "win_rate_pct": 40.0, "final_equity": 93.79772941242325, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781781300, "last_bar_time": 1782050400, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 0.34975129462233717, "average_loss": -0.9223087061456443, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 6, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 6.666666666666667, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 2, "candidate": { "family": "sc_aio_switchboard", "name": "sc_aio_switchboard_donchian_only", "params": { "layers": [ "donchian" ], "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 } }, "net_profit": -6.2022705875767485, "max_drawdown_pct": 6.976333365462907, "max_drawdown": 6.9763333654629065, "profit_factor": 0.252808553355892, "total_trades": 15, "win_rate_pct": 40.0, "final_equity": 93.79772941242325, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781781300, "last_bar_time": 1782050400, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 0.34975129462233717, "average_loss": -0.9223087061456443, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 6, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 6.666666666666667, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 3, "candidate": { "family": "donchian", "name": "donchian_20_ema5", "params": { "length": 20, "ema": 5 } }, "net_profit": -6.3309340350623415, "max_drawdown_pct": 7.1049968129484995, "max_drawdown": 7.1049968129484995, "profit_factor": 0.2489497901317573, "total_trades": 15, "win_rate_pct": 40.0, "final_equity": 93.66906596493766, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781781300, "last_bar_time": 1782050400, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 40.0, "loss_probability_pct": 60.0, "breakeven_probability_pct": 0.0, "average_win": 0.34975129462233717, "average_loss": -0.9366046447551545, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 6, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 6.666666666666667, "breakeven_or_better_probability_pct": 40.0 }, { "rank": 4, "candidate": { "family": "donchian_trend", "name": "donchian_10_ema5_trend50", "params": { "length": 10, "ema": 5, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -7.691673606699553, "max_drawdown_pct": 10.260061940772147, "max_drawdown": 10.260061940772147, "profit_factor": 0.3552290995111102, "total_trades": 21, "win_rate_pct": 33.33333333333333, "final_equity": 92.30832639330045, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781781300, "last_bar_time": 1782050400, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "breakeven_probability_pct": 0.0, "average_win": 0.605376994475206, "average_loss": -0.8520937548589993, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 7, "take_profit_hit_probability_pct": 4.761904761904762, "stop_loss_hit_probability_pct": 9.523809523809524, "breakeven_or_better_probability_pct": 33.33333333333333 }, { "rank": 5, "candidate": { "family": "donchian_trend", "name": "donchian_10_ema13_trend50", "params": { "length": 10, "ema": 13, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -7.963792694383628, "max_drawdown_pct": 10.532181028456222, "max_drawdown": 10.532181028456222, "profit_factor": 0.3473066998120096, "total_trades": 21, "win_rate_pct": 33.33333333333333, "final_equity": 92.03620730561637, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781781300, "last_bar_time": 1782050400, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 33.33333333333333, "loss_probability_pct": 66.66666666666666, "breakeven_probability_pct": 0.0, "average_win": 0.605376994475206, "average_loss": -0.871530832550718, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 7, "take_profit_hit_probability_pct": 4.761904761904762, "stop_loss_hit_probability_pct": 9.523809523809524, "breakeven_or_better_probability_pct": 33.33333333333333 }, { "rank": 6, "candidate": { "family": "donchian_trend", "name": "donchian_20_ema5_trend50", "params": { "length": 20, "ema": 5, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -6.368024552841064, "max_drawdown_pct": 6.481527763178022, "max_drawdown": 6.481527763178022, "profit_factor": 0.16620081979073856, "total_trades": 13, "win_rate_pct": 38.46153846153847, "final_equity": 93.63197544715894, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781781300, "last_bar_time": 1782050400, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 38.46153846153847, "loss_probability_pct": 61.53846153846154, "breakeven_probability_pct": 0.0, "average_win": 0.25386710043637045, "average_loss": -0.9546700068778671, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 5, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 7.6923076923076925, "breakeven_or_better_probability_pct": 38.46153846153847 }, { "rank": 7, "candidate": { "family": "donchian_trend", "name": "donchian_20_ema13_trend50", "params": { "length": 20, "ema": 13, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -6.749203491078106, "max_drawdown_pct": 6.862706701415064, "max_drawdown": 6.862706701415064, "profit_factor": 0.15830009721830837, "total_trades": 13, "win_rate_pct": 38.46153846153847, "final_equity": 93.2507965089219, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781781300, "last_bar_time": 1782050400, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 38.46153846153847, "loss_probability_pct": 61.53846153846154, "breakeven_probability_pct": 0.0, "average_win": 0.25386710043637045, "average_loss": -1.0023173741574982, "take_profit_hits": 0, "stop_loss_hits": 1, "breakeven_or_better_count": 5, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 7.6923076923076925, "breakeven_or_better_probability_pct": 38.46153846153847 }, { "rank": 8, "candidate": { "family": "candle_reversal", "name": "candle_reversal_exit13_trend50", "params": { "exit_ema": 13, "trend_ema": 50, "trend_slope_bars": 3 } }, "net_profit": -7.62577652448806, "max_drawdown_pct": 7.625776524488061, "max_drawdown": 7.62577652448806, "profit_factor": 0.19422533318968352, "total_trades": 16, "win_rate_pct": 25.0, "final_equity": 92.37422347551194, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781781300, "last_bar_time": 1782050400, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 25.0, "loss_probability_pct": 75.0, "breakeven_probability_pct": 0.0, "average_win": 0.4595326234820142, "average_loss": -0.788658918201344, "take_profit_hits": 0, "stop_loss_hits": 0, "breakeven_or_better_count": 4, "take_profit_hit_probability_pct": 0.0, "stop_loss_hit_probability_pct": 0.0, "breakeven_or_better_probability_pct": 25.0 }, { "rank": 9, "candidate": { "family": "donchian", "name": "donchian_10_ema5", "params": { "length": 10, "ema": 5 } }, "net_profit": -10.964653436002209, "max_drawdown_pct": 13.533041770074803, "max_drawdown": 13.533041770074803, "profit_factor": 0.33184293540342297, "total_trades": 29, "win_rate_pct": 34.48275862068966, "final_equity": 89.03534656399779, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781781300, "last_bar_time": 1782050400, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 34.48275862068966, "loss_probability_pct": 65.51724137931035, "breakeven_probability_pct": 0.0, "average_win": 0.5445639917136997, "average_loss": -0.8636996501652218, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 10, "take_profit_hit_probability_pct": 3.4482758620689653, "stop_loss_hit_probability_pct": 6.896551724137931, "breakeven_or_better_probability_pct": 34.48275862068966 }, { "rank": 10, "candidate": { "family": "donchian", "name": "donchian_10_ema13", "params": { "length": 10, "ema": 13 } }, "net_profit": -10.998444271140968, "max_drawdown_pct": 13.566832605213563, "max_drawdown": 13.566832605213563, "profit_factor": 0.3311610336450895, "total_trades": 29, "win_rate_pct": 34.48275862068966, "final_equity": 89.00155572885903, "meets_target": false, "pine_path": null, "best_timeframe": null, "consistency_score": 0.0, "first_bar_time": 1781781300, "last_bar_time": 1782050400, "first_bar_at": "2026-06-18T11:15:00+00:00", "last_bar_at": "2026-06-21T14:00:00+00:00", "win_probability_pct": 34.48275862068966, "loss_probability_pct": 65.51724137931035, "breakeven_probability_pct": 0.0, "average_win": 0.5445639917136997, "average_loss": -0.8654781151725236, "take_profit_hits": 1, "stop_loss_hits": 2, "breakeven_or_better_count": 10, "take_profit_hit_probability_pct": 3.4482758620689653, "stop_loss_hit_probability_pct": 6.896551724137931, "breakeven_or_better_probability_pct": 34.48275862068966 } ] } ] }