№ 138 / 2026
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US500 · Strategy
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2026 · 05 · 18
·
live · in-place refresh 60s
← Trading / US500
US500
/home/debian/multi_market/config/strategies/us500.json
Mode
LIVE
risk ladder · 5.0%
Sessions
LONDON
excl. Fri · h— UTC
Backtest PF
2.99
16 signals · WR 62.5%
Daily limits
2 / 2
trades/day · loss streak
Backtest stats
Signals (N)
16
Win rate
62.5%
Profit factor
2.99
Total R
12.5R
Avg R
0.782
Sharpe
0.53
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 (1)
failed_breakout_reversal::long
Disabled setup-directions (11)
breakout_retest::long, breakout_retest::short, continuation_pullback::long, continuation_pullback::short, ema_bounce::long, ema_bounce::short, failed_breakout_reversal::short, range_breakout::long, range_breakout::short, sweep_reclaim::long, sweep_reclaim::short
RSI∈[30, 45)RSI∈[70, 101)RSI∈[55, 70)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 |
|---|---|---|---|---|---|
| 2026-04-21T08:15 | 27d ago | failed_breakout_reversal | long | 0.812 | LONDON |
| 2026-04-15T10:30 | 33d ago | failed_breakout_reversal | long | 0.753 | LONDON |
| 2026-04-15T07:30 | 33d ago | failed_breakout_reversal | long | 0.705 | LONDON |
| 2026-01-13T08:15 | 125d ago | failed_breakout_reversal | long | 0.689 | LONDON |
| 2026-01-06T07:45 | 132d ago | failed_breakout_reversal | long | 0.719 | LONDON |
| 2025-12-08T09:00 | 161d ago | failed_breakout_reversal | long | 0.784 | LONDON |
| 2025-12-03T08:30 | 166d ago | failed_breakout_reversal | long | 0.741 | LONDON |
| 2025-11-26T09:30 | 173d ago | failed_breakout_reversal | long | 0.671 | LONDON |