{
  "schema_version": "1.0",
  "generated_at": "2026-09-30T21:45:25+00:00",
  "date": "2026-09-30",
  "_notes": "WR = wins/trades pris (taken). dd_current = realized-peak (état global). loss_streak = trades PRIS perdants consecutifs. timezone trades=NY.",
  "metadata": {
    "pool_sha": "12e74d2a3aee6891",
    "pool_file": "pool_ref_v317_latest.csv",
    "pool_ecrit_le": "2026-09-30 17:45",
    "sizing_module": "PortefeuilleL1GK.taille_demandee",
    "moteur_sizing_sha": "aa31e386",
    "n_pool_total": 5299,
    "n_taken_total": 3139,
    "rolling_period_start": "2022-01-03",
    "rolling_period_end": "2026-09-30",
    "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": 54.07,
    "pnl_total": 1026744.55,
    "peak": 1026744.55,
    "dd_max_histo": -18988.54,
    "dd_max_date": "2022-01-26",
    "dd_current": 0.0,
    "dd_current_R": 0.0,
    "loss_streak": 0,
    "wr_global": 56.9,
    "pnl_per_trade_mean": 327.1,
    "pnl_per_trade_median": 167.8,
    "maxL": 12,
    "months_positive": 49,
    "months_total": 57,
    "max_underwater_days": 40
  },
  "risk_paliers": {
    "p90": 8054.0,
    "p95": 9460.0,
    "current_palier": "normal"
  },
  "stats_by_period": {
    "global": {
      "pnl": 1026744.55,
      "wr": 56.9,
      "n": 3139,
      "n_wins": 1787,
      "n_losses": 1352,
      "period_label": "Global (2022-2026)",
      "dd_current": 0.0,
      "loss_streak": 0
    },
    "year_2026": {
      "pnl": 140029.69,
      "wr": 57.0,
      "n": 565,
      "n_wins": 322,
      "n_losses": 243,
      "period_label": "2026",
      "dd_current": 0.0,
      "loss_streak": 0
    },
    "last_3_months": {
      "pnl": 12266.92,
      "wr": 46.6,
      "n": 176,
      "n_wins": 82,
      "n_losses": 94,
      "period_label": "3 derniers mois (90j glissants)",
      "dd_current": 0.0,
      "loss_streak": 0
    },
    "current_month": {
      "pnl": 5430.13,
      "wr": 44.2,
      "n": 52,
      "n_wins": 23,
      "n_losses": 29,
      "period_label": "September 2026",
      "dd_current": 0.0,
      "loss_streak": 0
    }
  },
  "trades_today": [
    {
      "entry_time": "2026-09-29T20:48:00-04:00",
      "exit_time": "2026-09-30T00:12:00-04:00",
      "direction": "SHORT",
      "combo": "40min->4min",
      "sl_dist": 73.0,
      "pnl_t9_base": 71.28,
      "pnl_sized": 118.8,
      "size_factor": 1.46,
      "taken": true
    },
    {
      "entry_time": "2026-09-29T21:06:00-04:00",
      "exit_time": "2026-09-30T02:36:00-04:00",
      "direction": "SHORT",
      "combo": "1h->6min",
      "sl_dist": 75.25,
      "pnl_t9_base": 1350.78,
      "pnl_sized": 1125.65,
      "size_factor": 0.7525,
      "taken": true
    },
    {
      "entry_time": "2026-09-29T21:12:00-04:00",
      "exit_time": "2026-09-30T07:12:00-04:00",
      "direction": "SHORT",
      "combo": "1h->8min",
      "sl_dist": 89.0,
      "pnl_t9_base": 1331.9,
      "pnl_sized": 2397.42,
      "size_factor": 1.602,
      "taken": true
    },
    {
      "entry_time": "2026-09-29T21:10:00-04:00",
      "exit_time": "2026-09-30T07:13:00-04:00",
      "direction": "SHORT",
      "combo": "1h->7min",
      "sl_dist": 86.0,
      "pnl_t9_base": 1286.9,
      "pnl_sized": 1029.52,
      "size_factor": 0.688,
      "taken": true
    },
    {
      "entry_time": "2026-09-30T07:36:00-04:00",
      "exit_time": "2026-09-30T08:24:00-04:00",
      "direction": "LONG",
      "combo": "1h->8min",
      "sl_dist": 85.5,
      "pnl_t9_base": 1279.4,
      "pnl_sized": 170.38,
      "size_factor": 0.171,
      "taken": true
    }
  ]
}