{
  "schema_version": "1.0",
  "generated_at": "2026-10-02T21:46:18+00:00",
  "date": "2026-10-02",
  "_notes": "WR = wins/trades pris (taken). dd_current = realized-peak (état global). loss_streak = trades PRIS perdants consecutifs. timezone trades=NY.",
  "metadata": {
    "pool_sha": "ac49441b2bb23ae8",
    "pool_file": "pool_ref_v317_latest.csv",
    "pool_ecrit_le": "2026-10-02 17:45",
    "sizing_module": "PortefeuilleL1GK.taille_demandee",
    "moteur_sizing_sha": "aa31e386",
    "n_pool_total": 5306,
    "n_taken_total": 3146,
    "rolling_period_start": "2022-01-03",
    "rolling_period_end": "2026-10-02",
    "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": 53.86,
    "pnl_total": 1022752.59,
    "peak": 1028690.45,
    "dd_max_histo": -18988.54,
    "dd_max_date": "2022-01-26",
    "dd_current": -5937.86,
    "dd_current_R": -5.94,
    "loss_streak": 5,
    "wr_global": 56.9,
    "pnl_per_trade_mean": 325.1,
    "pnl_per_trade_median": 167.3,
    "maxL": 12,
    "months_positive": 49,
    "months_total": 58,
    "max_underwater_days": 40
  },
  "risk_paliers": {
    "p90": 8054.0,
    "p95": 9460.0,
    "current_palier": "normal"
  },
  "stats_by_period": {
    "global": {
      "pnl": 1022752.59,
      "wr": 56.9,
      "n": 3146,
      "n_wins": 1789,
      "n_losses": 1357,
      "period_label": "Global (2022-2026)",
      "dd_current": -5937.86,
      "loss_streak": 5
    },
    "year_2026": {
      "pnl": 136037.73,
      "wr": 56.6,
      "n": 572,
      "n_wins": 324,
      "n_losses": 248,
      "period_label": "2026",
      "dd_current": -5937.86,
      "loss_streak": 5
    },
    "last_3_months": {
      "pnl": 8588.58,
      "wr": 46.2,
      "n": 182,
      "n_wins": 84,
      "n_losses": 98,
      "period_label": "3 derniers mois (90j glissants)",
      "dd_current": -5937.86,
      "loss_streak": 5
    },
    "current_month": {
      "pnl": -3991.96,
      "wr": 28.6,
      "n": 7,
      "n_wins": 2,
      "n_losses": 5,
      "period_label": "October 2026",
      "dd_current": -5937.86,
      "loss_streak": 5
    }
  },
  "trades_today": [
    {
      "entry_time": "2026-10-01T20:35:00-04:00",
      "exit_time": "2026-10-02T00:53:00-04:00",
      "direction": "SHORT",
      "combo": "30min->5min",
      "sl_dist": 60.0,
      "pnl_t9_base": -964.96,
      "pnl_sized": -1360.06,
      "size_factor": 1.56,
      "taken": true
    },
    {
      "entry_time": "2026-10-01T20:36:00-04:00",
      "exit_time": "2026-10-02T00:53:00-04:00",
      "direction": "SHORT",
      "combo": "30min->4min",
      "sl_dist": 62.75,
      "pnl_t9_base": -882.84,
      "pnl_sized": -1321.44,
      "size_factor": 1.506,
      "taken": true
    },
    {
      "entry_time": "2026-10-01T20:32:00-04:00",
      "exit_time": "2026-10-02T00:53:00-04:00",
      "direction": "SHORT",
      "combo": "30min->2min",
      "sl_dist": 72.0,
      "pnl_t9_base": -867.72,
      "pnl_sized": -1157.58,
      "size_factor": 1.296,
      "taken": true
    },
    {
      "entry_time": "2026-10-01T20:33:00-04:00",
      "exit_time": "2026-10-02T00:53:00-04:00",
      "direction": "SHORT",
      "combo": "30min->3min",
      "sl_dist": 69.0,
      "pnl_t9_base": -970.34,
      "pnl_sized": -1471.44,
      "size_factor": 1.656,
      "taken": true
    },
    {
      "entry_time": "2026-10-02T03:22:00-04:00",
      "exit_time": "2026-10-02T03:50:00-04:00",
      "direction": "SHORT",
      "combo": "40min->2min",
      "sl_dist": 44.5,
      "pnl_t9_base": -985.82,
      "pnl_sized": -627.34,
      "size_factor": 0.623,
      "taken": true
    }
  ]
}