{
  "schema_version": "1.0",
  "generated_at": "2026-09-17T11:55:42+00:00",
  "date": "2026-09-16",
  "_notes": "WR = wins/trades pris (taken). dd_current = realized-peak (état global). loss_streak = trades PRIS perdants consecutifs. timezone trades=NY.",
  "metadata": {
    "pool_sha": "11b41ec2606c2ccf",
    "sizing_module": "PortefeuilleL1GK.taille_demandee",
    "moteur_sizing_sha": "a59cf0da",
    "n_pool_socle": 1987,
    "n_pool_total": 2118,
    "n_taken_total": 1577,
    "socle_period_start": "2022-01-05",
    "socle_period_end": "2026-06-19",
    "rolling_period_end": "2026-09-16",
    "base_risk": 1000,
    "initial_capital": 150000
  },
  "global_stats": {
    "R_socle_fige": 76.73,
    "R_rolling": 43.0,
    "pnl_total": 678710.99,
    "peak": 687429.31,
    "dd_max_histo": -15785.31,
    "dd_max_date": "2023-04-06",
    "dd_current": -8718.32,
    "dd_current_R": -8.72,
    "loss_streak": 5,
    "loss_streak_threshold": 12,
    "wr_global": 60.6,
    "pnl_per_trade_mean": 430.4,
    "pnl_per_trade_median": 246.9,
    "maxL": 15,
    "months_positive": 48,
    "months_total": 57,
    "best_month_pnl": 51557.17,
    "best_month_date": "2023-10",
    "worst_month_pnl": -7955.86,
    "worst_month_date": "2023-05",
    "max_underwater_days": 62
  },
  "risk_paliers": {
    "p50": 3472.0,
    "p75": 5856.0,
    "p90": 7586.0,
    "p95": 8480.0,
    "p99": 9877.0,
    "max": 11786.0,
    "current_palier": "alerte"
  },
  "stats_by_period": {
    "global": {
      "pnl": 678710.66,
      "wr": 60.6,
      "n": 1577,
      "n_wins": 956,
      "n_losses": 621,
      "period_label": "Global (2022-2026)",
      "dd_current": -8718.32,
      "loss_streak": 5
    },
    "year_2026": {
      "pnl": 101912.01,
      "wr": 54.8,
      "n": 263,
      "n_wins": 144,
      "n_losses": 119,
      "period_label": "2026",
      "dd_current": -8718.32,
      "loss_streak": 5
    },
    "last_3_months": {
      "pnl": -8269.94,
      "wr": 30.3,
      "n": 76,
      "n_wins": 23,
      "n_losses": 53,
      "period_label": "3 derniers mois (90j glissants)",
      "dd_current": -8718.32,
      "loss_streak": 5
    },
    "current_month": {
      "pnl": -1976.09,
      "wr": 18.8,
      "n": 16,
      "n_wins": 3,
      "n_losses": 13,
      "period_label": "September 2026",
      "dd_current": -8718.32,
      "loss_streak": 5
    }
  },
  "last_5_months": [
    {
      "month": "2026-05",
      "pnl": -75.79,
      "n": 22,
      "wr": 36.4,
      "dd_max": -4644.01
    },
    {
      "month": "2026-06",
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      "n": 11,
      "wr": 63.6,
      "dd_max": -2336.11
    },
    {
      "month": "2026-07",
      "pnl": -5674.54,
      "n": 28,
      "wr": 32.1,
      "dd_max": -9456.58
    },
    {
      "month": "2026-08",
      "pnl": 185.97,
      "n": 27,
      "wr": 33.3,
      "dd_max": -8275.51
    },
    {
      "month": "2026-09",
      "pnl": -1976.09,
      "n": 16,
      "wr": 18.8,
      "dd_max": -8718.31
    }
  ],
  "trades_today": [
    {
      "entry_time": "2026-09-16T14:42:00-04:00",
      "exit_time": "2026-09-16T14:54:00-04:00",
      "direction": "LONG",
      "combo": "40min->2min",
      "sl_dist": 141.75,
      "pnl_t9_base": -852.36,
      "pnl_sized": -483.29,
      "size_factor": 0.567,
      "taken": true
    },
    {
      "entry_time": "2026-09-16T15:40:00-04:00",
      "exit_time": "2026-09-16T16:00:00-04:00",
      "direction": "LONG",
      "combo": "1h->5min",
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      "pnl_t9_base": 454.14,
      "pnl_sized": 0.0,
      "size_factor": 0.0,
      "taken": false
    },
    {
      "entry_time": "2026-09-16T15:42:00-04:00",
      "exit_time": "2026-09-16T16:00:00-04:00",
      "direction": "LONG",
      "combo": "1h->6min",
      "sl_dist": 108.0,
      "pnl_t9_base": 835.52,
      "pnl_sized": 0.0,
      "size_factor": 0.0,
      "taken": false
    },
    {
      "entry_time": "2026-09-16T15:44:00-04:00",
      "exit_time": "2026-09-16T16:00:00-04:00",
      "direction": "LONG",
      "combo": "1h->8min",
      "sl_dist": 125.25,
      "pnl_t9_base": 481.14,
      "pnl_sized": 0.0,
      "size_factor": 0.0,
      "taken": false
    },
    {
      "entry_time": "2026-09-16T15:51:00-04:00",
      "exit_time": "2026-09-16T16:00:00-04:00",
      "direction": "LONG",
      "combo": "1h->3min",
      "sl_dist": 187.25,
      "pnl_t9_base": 103.76,
      "pnl_sized": 0.0,
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      "taken": false
    },
    {
      "entry_time": "2026-09-16T15:52:00-04:00",
      "exit_time": "2026-09-16T16:00:00-04:00",
      "direction": "LONG",
      "combo": "1h->4min",
      "sl_dist": 170.0,
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      "pnl_sized": 0.0,
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      "taken": false
    },
    {
      "entry_time": "2026-09-16T15:50:00-04:00",
      "exit_time": "2026-09-16T16:05:00-04:00",
      "direction": "LONG",
      "combo": "1h->7min",
      "sl_dist": 170.0,
      "pnl_t9_base": 137.76,
      "pnl_sized": 0.0,
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      "taken": false
    }
  ]
}