{
  "schema_version": "1.0",
  "generated_at": "2026-08-02T14:06:18+00:00",
  "date": "2026-07-31",
  "_notes": "WR = wins/trades pris (taken). dd_current = realized-peak (état global). loss_streak suit compute_sizing_v2 (trades pris) = réf certifiée. timezone trades=NY.",
  "metadata": {
    "pool_sha": "11b41ec2606c2ccf",
    "sizing_module": "compute_sizing_v2",
    "risk_manager_sha": "21aa0a37",
    "n_pool_socle": 1987,
    "n_pool_total": 2057,
    "n_taken_total": 1825,
    "socle_period_start": "2022-01-05",
    "socle_period_end": "2026-06-19",
    "rolling_period_end": "2026-07-31",
    "base_risk": 1000,
    "initial_capital": 150000
  },
  "global_stats": {
    "R_socle_fige": 76.73,
    "R_rolling": 60.02,
    "pnl_total": 931172.96,
    "peak": 944381.31,
    "dd_max_histo": -15515.23,
    "dd_max_date": "2026-07-14",
    "dd_current": -13208.35,
    "dd_current_R": -13.21,
    "loss_streak": 0,
    "loss_streak_threshold": 12,
    "wr_global": 59.4,
    "pnl_per_trade_mean": 510.2,
    "pnl_per_trade_median": 330.9,
    "maxL": 19,
    "months_positive": 43,
    "months_total": 55,
    "best_month_pnl": 60547.76,
    "best_month_date": "2023-10",
    "worst_month_pnl": -8296.26,
    "worst_month_date": "2023-05",
    "max_underwater_days": 52
  },
  "risk_paliers": {
    "p50": 3472.0,
    "p75": 5856.0,
    "p90": 7586.0,
    "p95": 8480.0,
    "p99": 9877.0,
    "max": 11786.0,
    "current_palier": "stop"
  },
  "stats_by_period": {
    "global": {
      "pnl": 931173.02,
      "wr": 59.4,
      "n": 1825,
      "n_wins": 1084,
      "n_losses": 741,
      "period_label": "Global (2022-2026)",
      "dd_current": -13208.35,
      "loss_streak": 0
    },
    "year_2026": {
      "pnl": 153908.62,
      "wr": 60.9,
      "n": 248,
      "n_wins": 151,
      "n_losses": 97,
      "period_label": "2026",
      "dd_current": -13208.35,
      "loss_streak": 0
    },
    "last_3_months": {
      "pnl": -9283.02,
      "wr": 38.2,
      "n": 68,
      "n_wins": 26,
      "n_losses": 42,
      "period_label": "3 derniers mois (90j glissants)",
      "dd_current": -13208.35,
      "loss_streak": 0
    },
    "current_month": {
      "pnl": -8224.53,
      "wr": 33.3,
      "n": 30,
      "n_wins": 10,
      "n_losses": 20,
      "period_label": "July 2026",
      "dd_current": -13208.35,
      "loss_streak": 0
    }
  },
  "last_5_months": [
    {
      "month": "2026-03",
      "pnl": 46519.96,
      "n": 38,
      "wr": 68.4,
      "dd_max": -3520.3
    },
    {
      "month": "2026-04",
      "pnl": 50771.84,
      "n": 53,
      "wr": 73.6,
      "dd_max": -8435.63
    },
    {
      "month": "2026-05",
      "pnl": -3121.39,
      "n": 26,
      "wr": 34.6,
      "dd_max": -7046.68
    },
    {
      "month": "2026-06",
      "pnl": 2062.9,
      "n": 12,
      "wr": 58.3,
      "dd_max": -6262.1
    },
    {
      "month": "2026-07",
      "pnl": -8224.53,
      "n": 30,
      "wr": 33.3,
      "dd_max": -15515.23
    }
  ],
  "trades_today": [
    {
      "entry_time": "2026-07-31T09:44:00-04:00",
      "exit_time": "2026-07-31T10:33:00-04:00",
      "direction": "SHORT",
      "combo": "20min->4min",
      "sl_dist": 255.0,
      "pnl_t9_base": 426.88,
      "pnl_sized": 435.42,
      "size_factor": 1.02,
      "taken": true
    },
    {
      "entry_time": "2026-07-31T09:50:00-04:00",
      "exit_time": "2026-07-31T10:33:00-04:00",
      "direction": "SHORT",
      "combo": "20min->5min",
      "sl_dist": 366.5,
      "pnl_t9_base": 203.88,
      "pnl_sized": 149.44,
      "size_factor": 0.733,
      "taken": true
    },
    {
      "entry_time": "2026-07-31T10:08:00-04:00",
      "exit_time": "2026-07-31T10:33:00-04:00",
      "direction": "SHORT",
      "combo": "2h->8min",
      "sl_dist": 535.5,
      "pnl_t9_base": -134.12,
      "pnl_sized": -143.64,
      "size_factor": 1.071,
      "taken": true
    },
    {
      "entry_time": "2026-07-31T10:11:00-04:00",
      "exit_time": "2026-07-31T10:33:00-04:00",
      "direction": "SHORT",
      "combo": "2h->7min",
      "sl_dist": 598.25,
      "pnl_t9_base": -259.62,
      "pnl_sized": -310.64,
      "size_factor": 1.1965,
      "taken": true
    },
    {
      "entry_time": "2026-07-31T10:33:00-04:00",
      "exit_time": "2026-07-31T13:33:00-04:00",
      "direction": "LONG",
      "combo": "30min->3min",
      "sl_dist": 177.25,
      "pnl_t9_base": 885.01,
      "pnl_sized": 313.74,
      "size_factor": 0.3545,
      "taken": true
    },
    {
      "entry_time": "2026-07-31T12:00:00-04:00",
      "exit_time": "2026-07-31T16:00:00-04:00",
      "direction": "LONG",
      "combo": "1h->6min",
      "sl_dist": 194.0,
      "pnl_t9_base": 344.76,
      "pnl_sized": 267.53,
      "size_factor": 0.776,
      "taken": true
    },
    {
      "entry_time": "2026-07-31T12:03:00-04:00",
      "exit_time": "2026-07-31T16:02:00-04:00",
      "direction": "LONG",
      "combo": "1h->7min",
      "sl_dist": 201.5,
      "pnl_t9_base": 440.76,
      "pnl_sized": 177.63,
      "size_factor": 0.403,
      "taken": true
    }
  ]
}