№ 138 / 2026
·
GBPUSD · Strategy
·
2026 · 05 · 18
·
live · in-place refresh 60s
← Trading / GBPUSD
GBPUSD
/home/debian/multi_market/config/strategies/gbpusd.json
Mode
paper
risk ladder · 0.5%
Sessions
LONDON, NY_OPEN
excl. Fri · h6 UTC
Backtest PF
1.18
10 signals · WR 40.0%
Daily limits
3 / 2
trades/day · loss streak
Backtest stats
Signals (N)
10
Win rate
40.0%
Profit factor
1.18
Total R
1.1R
Avg R
0.115
Sharpe
0.07
Sortino
0.00
Max loss
-1.08R
Walk-forward
no walk-forward report
Active config
Account USD
$1000
Risk %
0.5%
Max daily loss
1.5%
Quality threshold
0.75
Reentry cooldown
180 min
Lookback bars
4
ATR period
14
Min avg range
0
Active setup-directions (7)
breakout_retest::long, breakout_retest::short, sweep_reclaim::long, sweep_reclaim::short, continuation_pullback::long, failed_breakout_reversal::long, ema_bounce::long
Disabled setup-directions (5)
continuation_pullback::short, ema_bounce::short, failed_breakout_reversal::short, range_breakout::long, range_breakout::short
RSI∈[30, 45)RSI∈[70, 101)RSI∈[55, 70)RSI∈[0, 30)ADX∈[30, 100)
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 |
|---|---|---|---|---|---|
| 2026-05-11T10:15 | 7d ago | failed_breakout_reversal | long | 0.766 | LONDON |
| 2026-02-09T07:30 | 98d ago | failed_breakout_reversal | long | 0.756 | LONDON |
| 2025-12-23T15:00 | 146d ago | failed_breakout_reversal | long | 0.756 | NY_OPEN |
| 2025-11-10T07:00 | 189d ago | failed_breakout_reversal | long | 0.796 | LONDON |
| 2025-10-15T13:30 | 215d ago | failed_breakout_reversal | long | 0.797 | NY_OPEN |
| 2025-09-30T13:30 | 230d ago | failed_breakout_reversal | long | 0.864 | NY_OPEN |
| 2025-09-23T15:45 | 237d ago | failed_breakout_reversal | long | 0.751 | NY_OPEN |
| 2025-05-22T07:15 | 361d ago | failed_breakout_reversal | long | 0.792 | LONDON |