№ 138 / 2026
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DE40 · Strategy
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2026 · 05 · 18
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live · in-place refresh 60s
← Trading / DE40
DE40
/home/debian/multi_market/config/strategies/de40.json
Mode
LIVE
risk ladder · 5.0%
Sessions
LONDON, NY_OPEN
excl. Fri · h— UTC
Backtest PF
1.67
184 signals · WR 50.5%
Daily limits
2 / 2
trades/day · loss streak
Backtest stats
Signals (N)
184
Win rate
50.5%
Profit factor
1.67
Total R
53.6R
Avg R
0.291
Sharpe
0.22
Sortino
0.93
Max loss
-1.05R
Walk-forward
no walk-forward report
Active config
Account USD
$1000
Risk %
5.0%
Max daily loss
12.0%
Quality threshold
0.62
Reentry cooldown
180 min
Lookback bars
4
ATR period
14
Min avg range
0
Active setup-directions (5)
breakout_retest::long, breakout_retest::short, sweep_reclaim::long, failed_breakout_reversal::long, ema_bounce::long
Disabled setup-directions (7)
continuation_pullback::long, continuation_pullback::short, ema_bounce::short, failed_breakout_reversal::short, range_breakout::long, range_breakout::short, sweep_reclaim::short
RSI∈[30, 45)RSI∈[70, 101)ADX∈[20, 30)
Quality overrides
| Key | Min quality | Scope |
|---|---|---|
| breakout_retest::long | 0.7 | setup-level |
| sweep_reclaim::short | 0.65 | setup-level |
| breakout_retest::long::LONDON | 0.8 | setup-session |
Signal log · 8 most recent
| Time | Age | Setup | Dir | Quality | Session |
|---|---|---|---|---|---|
| 2026-05-12T06:45 | 6d ago | breakout_retest | short | 0.895 | LONDON |
| 2026-04-27T09:30 | 21d ago | ema_bounce | long | 0.807 | LONDON |
| 2026-04-23T08:30 | 25d ago | breakout_retest | short | 0.746 | LONDON |
| 2026-04-15T13:45 | 33d ago | ema_bounce | long | 0.714 | NY_OPEN |
| 2026-04-15T10:30 | 33d ago | failed_breakout_reversal | long | 0.700 | LONDON |
| 2026-04-07T13:45 | 41d ago | breakout_retest | short | 0.796 | NY_OPEN |
| 2026-04-06T06:00 | 42d ago | breakout_retest | long | 0.800 | LONDON |
| 2026-03-31T15:30 | 48d ago | failed_breakout_reversal | long | 0.629 | NY_OPEN |