№ 138 / 2026
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US100 · Strategy
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2026 · 05 · 18
·
live · in-place refresh 60s
← Trading / US100
US100
/home/debian/multi_market/config/strategies/us100.json
Mode
LIVE
risk ladder · 5.0%
Sessions
LONDON
excl. Fri · h— UTC
Backtest PF
2.58
46 signals · WR 65.2%
Daily limits
2 / 2
trades/day · loss streak
Backtest stats
Signals (N)
46
Win rate
65.2%
Profit factor
2.58
Total R
26.6R
Avg R
0.578
Sharpe
0.43
Sortino
0.00
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
0.65
Reentry cooldown
180 min
Lookback bars
4
ATR period
14
Min avg range
0
Active setup-directions (5)
sweep_reclaim::long, sweep_reclaim::short, continuation_pullback::long, failed_breakout_reversal::long, ema_bounce::long
Disabled setup-directions (7)
breakout_retest::long, breakout_retest::short, continuation_pullback::short, ema_bounce::short, failed_breakout_reversal::short, range_breakout::long, range_breakout::short
RSI∈[30, 55)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 |
|---|---|---|---|---|---|
| 2026-05-06T08:30 | 12d ago | ema_bounce | long | 0.671 | LONDON |
| 2026-04-21T10:30 | 27d ago | ema_bounce | long | 0.677 | LONDON |
| 2026-04-14T10:00 | 34d ago | failed_breakout_reversal | long | 0.704 | LONDON |
| 2026-04-08T10:15 | 40d ago | ema_bounce | long | 0.655 | LONDON |
| 2026-04-06T06:00 | 42d ago | ema_bounce | long | 0.794 | LONDON |
| 2026-02-19T06:45 | 88d ago | ema_bounce | long | 0.676 | LONDON |
| 2026-02-12T08:45 | 95d ago | failed_breakout_reversal | long | 0.707 | LONDON |
| 2026-02-10T09:00 | 97d ago | ema_bounce | long | 0.743 | LONDON |