{
  "schema_version": "1.0",
  "generated_at": "2026-09-28T21:45:37+00:00",
  "date": "2026-09-28",
  "_notes": "WR = wins/trades pris (taken). dd_current = realized-peak (état global). loss_streak = trades PRIS perdants consecutifs. timezone trades=NY.",
  "metadata": {
    "pool_sha": "bc9f4905e9748ad0",
    "pool_file": "pool_ref_v317_latest.csv",
    "pool_ecrit_le": "2026-09-28 17:45",
    "sizing_module": "PortefeuilleL1GK.taille_demandee",
    "moteur_sizing_sha": "aa31e386",
    "n_pool_total": 5286,
    "n_taken_total": 3126,
    "rolling_period_start": "2022-01-03",
    "rolling_period_end": "2026-09-28",
    "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": 53.47,
    "pnl_total": 1015270.84,
    "peak": 1024591.4,
    "dd_max_histo": -18988.54,
    "dd_max_date": "2022-01-26",
    "dd_current": -9320.56,
    "dd_current_R": -9.32,
    "loss_streak": 9,
    "wr_global": 56.8,
    "pnl_per_trade_mean": 324.8,
    "pnl_per_trade_median": 165.3,
    "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": 1015270.85,
      "wr": 56.8,
      "n": 3126,
      "n_wins": 1775,
      "n_losses": 1351,
      "period_label": "Global (2022-2026)",
      "dd_current": -9320.56,
      "loss_streak": 9
    },
    "year_2026": {
      "pnl": 128555.99,
      "wr": 56.2,
      "n": 552,
      "n_wins": 310,
      "n_losses": 242,
      "period_label": "2026",
      "dd_current": -9320.56,
      "loss_streak": 9
    },
    "last_3_months": {
      "pnl": 6788.52,
      "wr": 44.1,
      "n": 179,
      "n_wins": 79,
      "n_losses": 100,
      "period_label": "3 derniers mois (90j glissants)",
      "dd_current": -9320.56,
      "loss_streak": 9
    },
    "current_month": {
      "pnl": -6043.57,
      "wr": 28.2,
      "n": 39,
      "n_wins": 11,
      "n_losses": 28,
      "period_label": "September 2026",
      "dd_current": -9320.56,
      "loss_streak": 9
    }
  },
  "trades_today": []
}