{
  "schema_version": "1.0",
  "generated_at": "2026-09-23T21:45:04+00:00",
  "date": "2026-09-23",
  "_notes": "WR = wins/trades pris (taken). dd_current = realized-peak (état global). loss_streak = trades PRIS perdants consecutifs. timezone trades=NY.",
  "metadata": {
    "pool_sha": "a424697dcfaaf395",
    "pool_file": "pool_ref_v317_latest.csv",
    "pool_ecrit_le": "2026-09-23 17:44",
    "sizing_module": "PortefeuilleL1GK.taille_demandee",
    "moteur_sizing_sha": "aa31e386",
    "n_pool_total": 5275,
    "n_taken_total": 3122,
    "rolling_period_start": "2022-01-03",
    "rolling_period_end": "2026-09-23",
    "base_risk": 1000.0,
    "initial_capital": 150000
  },
  "baseline_v317": {
    "n": 3001,
    "pnl": 1013315.28,
    "dd_max": 18988.54,
    "pf": 2.3011,
    "wr": 57.28,
    "trace": "L1_GK_NOPWH_3001_TRACE_REFERENCE.csv",
    "trace_sha": "78fc8b7d"
  },
  "global_stats": {
    "R_rolling": 53.52,
    "pnl_total": 1016317.02,
    "peak": 1024591.4,
    "dd_max_histo": -18988.54,
    "dd_max_date": "2022-01-26",
    "dd_current": -8274.38,
    "dd_current_R": -8.27,
    "loss_streak": 5,
    "wr_global": 56.9,
    "pnl_per_trade_mean": 325.5,
    "pnl_per_trade_median": 166.8,
    "maxL": 12,
    "months_positive": 48,
    "months_total": 57,
    "max_underwater_days": 40
  },
  "risk_paliers": {
    "p90": 8054.0,
    "p95": 9460.0,
    "current_palier": "vigilance"
  },
  "stats_by_period": {
    "global": {
      "pnl": 1016317.03,
      "wr": 56.9,
      "n": 3122,
      "n_wins": 1775,
      "n_losses": 1347,
      "period_label": "Global (2022-2026)",
      "dd_current": -8274.38,
      "loss_streak": 5
    },
    "year_2026": {
      "pnl": 129602.17,
      "wr": 56.6,
      "n": 548,
      "n_wins": 310,
      "n_losses": 238,
      "period_label": "2026",
      "dd_current": -8274.38,
      "loss_streak": 5
    },
    "last_3_months": {
      "pnl": 15379.23,
      "wr": 46.2,
      "n": 186,
      "n_wins": 86,
      "n_losses": 100,
      "period_label": "3 derniers mois (90j glissants)",
      "dd_current": -8274.38,
      "loss_streak": 5
    },
    "current_month": {
      "pnl": -4997.39,
      "wr": 31.4,
      "n": 35,
      "n_wins": 11,
      "n_losses": 24,
      "period_label": "September 2026",
      "dd_current": -8274.38,
      "loss_streak": 5
    }
  },
  "trades_today": [
    {
      "entry_time": "2026-09-23T10:42:00-04:00",
      "exit_time": "2026-09-23T15:42:00-04:00",
      "direction": "LONG",
      "combo": "40min->2min",
      "sl_dist": 63.25,
      "pnl_t9_base": 517.16,
      "pnl_sized": 443.28,
      "size_factor": 0.759,
      "taken": true
    },
    {
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      "exit_time": "2026-09-23T16:00:00-04:00",
      "direction": "LONG",
      "combo": "1h->6min",
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      "pnl_sized": -70.12,
      "size_factor": 0.3105,
      "taken": true
    },
    {
      "entry_time": "2026-09-23T11:00:00-04:00",
      "exit_time": "2026-09-23T16:00:00-04:00",
      "direction": "LONG",
      "combo": "40min->5min",
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      "pnl_t9_base": -241.24,
      "pnl_sized": -241.24,
      "size_factor": 0.729,
      "taken": true
    },
    {
      "entry_time": "2026-09-23T11:12:00-04:00",
      "exit_time": "2026-09-23T16:00:00-04:00",
      "direction": "LONG",
      "combo": "1h->8min",
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      "taken": true
    },
    {
      "entry_time": "2026-09-23T10:36:00-04:00",
      "exit_time": "2026-09-23T16:00:00-04:00",
      "direction": "LONG",
      "combo": "30min->3min",
      "sl_dist": 90.75,
      "pnl_t9_base": 346.9,
      "pnl_sized": 208.14,
      "size_factor": 0.5445,
      "taken": true
    },
    {
      "entry_time": "2026-09-23T10:56:00-04:00",
      "exit_time": "2026-09-23T16:00:00-04:00",
      "direction": "LONG",
      "combo": "40min->4min",
      "sl_dist": 174.0,
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      "pnl_sized": -197.24,
      "size_factor": 0.696,
      "taken": true
    },
    {
      "entry_time": "2026-09-23T11:10:00-04:00",
      "exit_time": "2026-09-23T16:05:00-04:00",
      "direction": "LONG",
      "combo": "1h->7min",
      "sl_dist": 162.5,
      "pnl_t9_base": -258.36,
      "pnl_sized": -86.12,
      "size_factor": 0.325,
      "taken": true
    }
  ]
}