{
  "schema_version": "1.0",
  "generated_at": "2026-09-11T21:41:56+00:00",
  "date": "2026-09-11",
  "_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": 2109,
    "n_taken_total": 1873,
    "socle_period_start": "2022-01-05",
    "socle_period_end": "2026-06-19",
    "rolling_period_end": "2026-09-11",
    "base_risk": 1000,
    "initial_capital": 150000
  },
  "global_stats": {
    "R_socle_fige": 76.73,
    "R_rolling": 70.39,
    "pnl_total": 937550.94,
    "peak": 944381.31,
    "dd_max_histo": -13319.58,
    "dd_max_date": "2026-07-14",
    "dd_current": -6830.37,
    "dd_current_R": -6.83,
    "loss_streak": 2,
    "loss_streak_threshold": 12,
    "wr_global": 58.8,
    "pnl_per_trade_mean": 500.6,
    "pnl_per_trade_median": 305.4,
    "maxL": 19,
    "months_positive": 44,
    "months_total": 57,
    "best_month_pnl": 60547.76,
    "best_month_date": "2023-10",
    "worst_month_pnl": -8296.26,
    "worst_month_date": "2023-05",
    "max_underwater_days": 76
  },
  "risk_paliers": {
    "p50": 3472.0,
    "p75": 5856.0,
    "p90": 7586.0,
    "p95": 8480.0,
    "p99": 9877.0,
    "max": 11786.0,
    "current_palier": "normal"
  },
  "stats_by_period": {
    "global": {
      "pnl": 937550.99,
      "wr": 58.8,
      "n": 1873,
      "n_wins": 1102,
      "n_losses": 771,
      "period_label": "Global (2022-2026)",
      "dd_current": -6830.37,
      "loss_streak": 2
    },
    "year_2026": {
      "pnl": 160286.59,
      "wr": 57.1,
      "n": 296,
      "n_wins": 169,
      "n_losses": 127,
      "period_label": "2026",
      "dd_current": -6830.37,
      "loss_streak": 2
    },
    "last_3_months": {
      "pnl": -4621.48,
      "wr": 35.7,
      "n": 84,
      "n_wins": 30,
      "n_losses": 54,
      "period_label": "3 derniers mois (90j glissants)",
      "dd_current": -6830.37,
      "loss_streak": 2
    },
    "current_month": {
      "pnl": -154.8,
      "wr": 35.0,
      "n": 20,
      "n_wins": 7,
      "n_losses": 13,
      "period_label": "September 2026",
      "dd_current": -6830.37,
      "loss_streak": 2
    }
  },
  "last_5_months": [
    {
      "month": "2026-05",
      "pnl": -3121.39,
      "n": 26,
      "wr": 34.6,
      "dd_max": -7046.68
    },
    {
      "month": "2026-06",
      "pnl": 3051.03,
      "n": 11,
      "wr": 63.6,
      "dd_max": -6262.1
    },
    {
      "month": "2026-07",
      "pnl": -7200.14,
      "n": 29,
      "wr": 31.0,
      "dd_max": -13319.58
    },
    {
      "month": "2026-08",
      "pnl": 4520.25,
      "n": 30,
      "wr": 40.0,
      "dd_max": -11553.12
    },
    {
      "month": "2026-09",
      "pnl": -154.8,
      "n": 20,
      "wr": 35.0,
      "dd_max": -9469.73
    }
  ],
  "trades_today": [
    {
      "entry_time": "2026-09-11T09:15:00-04:00",
      "exit_time": "2026-09-11T09:30:00-04:00",
      "direction": "SHORT",
      "combo": "10min->5min",
      "sl_dist": 57.0,
      "pnl_t9_base": 1135.04,
      "pnl_sized": 776.37,
      "size_factor": 0.684,
      "taken": true
    },
    {
      "entry_time": "2026-09-11T09:18:00-04:00",
      "exit_time": "2026-09-11T10:45:00-04:00",
      "direction": "SHORT",
      "combo": "15min->3min",
      "sl_dist": 70.25,
      "pnl_t9_base": 1225.04,
      "pnl_sized": 860.59,
      "size_factor": 0.7025,
      "taken": true
    },
    {
      "entry_time": "2026-09-11T10:06:00-04:00",
      "exit_time": "2026-09-11T16:00:00-04:00",
      "direction": "SHORT",
      "combo": "1h->6min",
      "sl_dist": 111.75,
      "pnl_t9_base": 19.52,
      "pnl_sized": 8.73,
      "size_factor": 0.447,
      "taken": true
    },
    {
      "entry_time": "2026-09-11T10:48:00-04:00",
      "exit_time": "2026-09-11T16:00:00-04:00",
      "direction": "SHORT",
      "combo": "1h->8min",
      "sl_dist": 156.75,
      "pnl_t9_base": -276.36,
      "pnl_sized": -86.64,
      "size_factor": 0.3135,
      "taken": true
    },
    {
      "entry_time": "2026-09-11T09:12:00-04:00",
      "exit_time": "2026-09-11T16:00:00-04:00",
      "direction": "SHORT",
      "combo": "10min->2min",
      "sl_dist": 53.5,
      "pnl_t9_base": 1056.42,
      "pnl_sized": 678.22,
      "size_factor": 0.642,
      "taken": true
    },
    {
      "entry_time": "2026-09-11T09:16:00-04:00",
      "exit_time": "2026-09-11T16:00:00-04:00",
      "direction": "SHORT",
      "combo": "10min->4min",
      "sl_dist": 62.75,
      "pnl_t9_base": 681.66,
      "pnl_sized": 427.74,
      "size_factor": 0.6275,
      "taken": true
    },
    {
      "entry_time": "2026-09-11T10:53:00-04:00",
      "exit_time": "2026-09-11T16:02:00-04:00",
      "direction": "SHORT",
      "combo": "1h->7min",
      "sl_dist": 125.25,
      "pnl_t9_base": -102.36,
      "pnl_sized": -25.64,
      "size_factor": 0.2505,
      "taken": true
    }
  ]
}