harwinder
15a7074574
Track gpu_backtest.py, diagnose_filters.py, and instructions. Data files (CSVs, parquet cache) remain gitignored.
60 lines
2.0 KiB
Plaintext
60 lines
2.0 KiB
Plaintext
Note down entery and exit Why we took trade?
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What were each indicator signal on that specific time when we took trade
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How many indicators agreed at trade time
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Always backtest using engine.py and signal_aggregator.py
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Dont take trades on weekends and Fridays
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Keep TP small 1.3 Reward ratio
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At the end of test make table of results and print all values you observed.
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Trade context
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Time of day and trading session (Asian/London/NY/overlap)
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Day of week (track Mon/Tue/Wed/Thu performance separately)
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Market regime at entry: trending, ranging, or choppy (use ATR or ADX)
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Volatility level (ATR value or ATR percentile vs recent average)
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Pair/instrument traded
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News proximity (high-impact news within 30 min before/after entry)
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Trade execution details
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Spread at entry in pips
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Slippage on entry and exit (planned vs actual fill)
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Time in trade (minutes/hours from entry to exit)
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Maximum Adverse Excursion (MAE): how far against you it went
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Maximum Favorable Excursion (MFE): how far in profit before pullback
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Risk metrics
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Max consecutive losses (streak)
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Max consecutive wins (streak)
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Expectancy: (Win% x Avg Win) minus (Loss% x Avg Loss)
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Expectancy per hour in trade
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Recovery factor: Total R divided by Max DD
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Indicator/signal analysis
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Each indicator's standalone win rate when it agreed with the trade
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Confluence level performance (2 vs 3 vs 4+ indicators agreeing)
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Which indicator disagreed on losing trades (find the "canary")
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Decision quality
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Rate each setup A/B/C at entry, before knowing outcome
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Verify A-grade setups actually win more often
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Track system trades vs discretionary deviations separately
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Process notes
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Screenshot or chart snapshot at entry and exit
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Emotional state (calm, FOMO, revenge, tired)
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What would have happened if you held longer or exited sooner
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Aggregate analysis at end of backtest
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Equity curve, not just total R
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Performance breakdown by session, day, volatility regime
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Win rate over rolling 20-trade windows (check for edge decay)
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Critical extra
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"Do not trade" log: setups flagged but skipped, and what happened after
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