{
  "schema_version": "1.0",
  "generated_at": "2026-09-29T21:45:27+00:00",
  "date": "2026-09-29",
  "_notes": "WR = wins/trades pris (taken). dd_current = realized-peak (état global). loss_streak = trades PRIS perdants consecutifs. timezone trades=NY.",
  "metadata": {
    "pool_sha": "5b3585e16db4ef42",
    "pool_file": "pool_ref_v317_latest.csv",
    "pool_ecrit_le": "2026-09-29 17:45",
    "sizing_module": "PortefeuilleL1GK.taille_demandee",
    "moteur_sizing_sha": "aa31e386",
    "n_pool_total": 5291,
    "n_taken_total": 3131,
    "rolling_period_start": "2022-01-03",
    "rolling_period_end": "2026-09-29",
    "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": 53.63,
    "pnl_total": 1018402.62,
    "peak": 1024591.4,
    "dd_max_histo": -18988.54,
    "dd_max_date": "2022-01-26",
    "dd_current": -6188.78,
    "dd_current_R": -6.19,
    "loss_streak": 0,
    "wr_global": 56.8,
    "pnl_per_trade_mean": 325.3,
    "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": "normal"
  },
  "stats_by_period": {
    "global": {
      "pnl": 1018402.63,
      "wr": 56.8,
      "n": 3131,
      "n_wins": 1779,
      "n_losses": 1352,
      "period_label": "Global (2022-2026)",
      "dd_current": -6188.78,
      "loss_streak": 0
    },
    "year_2026": {
      "pnl": 131687.77,
      "wr": 56.4,
      "n": 557,
      "n_wins": 314,
      "n_losses": 243,
      "period_label": "2026",
      "dd_current": -6188.78,
      "loss_streak": 0
    },
    "last_3_months": {
      "pnl": 1413.54,
      "wr": 43.7,
      "n": 174,
      "n_wins": 76,
      "n_losses": 98,
      "period_label": "3 derniers mois (90j glissants)",
      "dd_current": -6188.78,
      "loss_streak": 0
    },
    "current_month": {
      "pnl": -2911.79,
      "wr": 34.1,
      "n": 44,
      "n_wins": 15,
      "n_losses": 29,
      "period_label": "September 2026",
      "dd_current": -6188.78,
      "loss_streak": 0
    }
  },
  "trades_today": [
    {
      "entry_time": "2026-09-29T13:27:00-04:00",
      "exit_time": "2026-09-29T14:39:00-04:00",
      "direction": "LONG",
      "combo": "1h->3min",
      "sl_dist": 66.5,
      "pnl_t9_base": 1159.41,
      "pnl_sized": 993.78,
      "size_factor": 0.798,
      "taken": true
    },
    {
      "entry_time": "2026-09-29T12:52:00-04:00",
      "exit_time": "2026-09-29T14:40:00-04:00",
      "direction": "LONG",
      "combo": "10min->2min",
      "sl_dist": 41.0,
      "pnl_t9_base": 2452.56,
      "pnl_sized": 1635.04,
      "size_factor": 0.656,
      "taken": true
    },
    {
      "entry_time": "2026-09-29T13:28:00-04:00",
      "exit_time": "2026-09-29T16:00:00-04:00",
      "direction": "LONG",
      "combo": "1h->4min",
      "sl_dist": 73.75,
      "pnl_t9_base": 653.28,
      "pnl_sized": 544.4,
      "size_factor": 0.7375,
      "taken": true
    },
    {
      "entry_time": "2026-09-29T13:30:00-04:00",
      "exit_time": "2026-09-29T16:00:00-04:00",
      "direction": "LONG",
      "combo": "1h->6min",
      "sl_dist": 64.25,
      "pnl_t9_base": 776.16,
      "pnl_sized": 554.4,
      "size_factor": 0.6425,
      "taken": true
    }
  ]
}