{
  "metadata": {
    "source": "/home/aryy/.hermes/profiles/finance/backtests/xauusd_2026/hybrid/data/journal.json",
    "generated_at": "2026-07-18T08:48:46Z",
    "risk_per_R_usd": 100,
    "daily_loss_cap_test": "30% of start-of-day equity"
  },
  "trade_count": 6693,
  "strategy_total_counts": {
    "Aryy HTF Narrative Fib 50/62": 1703,
    "OTE Continuation with Displacement": 1260,
    "Breaker Continuation": 76,
    "ICT Sweep + MSS + FVG": 435,
    "IFVG Continuation": 3182,
    "Liquidity Sweep Reversal": 37
  },
  "daily": {
    "days": 156,
    "avg_trades_per_day": 42.9,
    "max_trades_per_day": 119,
    "strategy_avg_per_day": {
      "Aryy HTF Narrative Fib 50/62": 10.92,
      "Breaker Continuation": 0.49,
      "ICT Sweep + MSS + FVG": 2.79,
      "IFVG Continuation": 20.4,
      "Liquidity Sweep Reversal": 0.24,
      "OTE Continuation with Displacement": 8.08
    },
    "csv": "reports/trades_per_strategy_daily.csv"
  },
  "weekly": {
    "weeks": 29,
    "avg_trades_per_week": 230.79,
    "max_trades_per_week": 404,
    "strategy_avg_per_week": {
      "Aryy HTF Narrative Fib 50/62": 58.72,
      "Breaker Continuation": 2.62,
      "ICT Sweep + MSS + FVG": 15,
      "IFVG Continuation": 109.72,
      "Liquidity Sweep Reversal": 1.28,
      "OTE Continuation with Displacement": 43.45
    },
    "csv": "reports/trades_per_strategy_weekly.csv"
  },
  "baseline_no_daily_cap": {
    "start_equity": 10000.0,
    "final_equity": 265900.8,
    "min_equity": 8850.0,
    "peak_equity": 265900.8,
    "margin_call": false,
    "executed_trades": 6693,
    "skipped_trades": 0,
    "wins": 2850,
    "losses": 3843,
    "winrate": 42.58,
    "net_R": 2559.01,
    "avg_R": 0.382,
    "maxDD_usd": 6750.0,
    "maxDD_pct_peak": 15.04
  },
  "with_daily_loss_cap_30pct": {
    "start_equity": 10000.0,
    "final_equity": 265900.8,
    "min_equity": 8850.0,
    "peak_equity": 265900.8,
    "margin_call": false,
    "executed_trades": 6693,
    "skipped_trades": 0,
    "wins": 2850,
    "losses": 3843,
    "winrate": 42.58,
    "net_R": 2559.01,
    "avg_R": 0.382,
    "maxDD_usd": 6750.0,
    "maxDD_pct_peak": 15.04
  },
  "max_daily_loss_baseline_usd": 6600.0,
  "max_daily_loss_baseline_pct_of_day_start": 23.0,
  "days_cap_would_skip": 0
}
