{
  "schema_version": "1.0",
  "generated_at": "2026-10-05T21:33:42+00:00",
  "date": "2026-10-05",
  "_notes": "WR = wins/trades pris (taken). dd_current = realized-peak (état global). loss_streak = trades PRIS perdants consecutifs. timezone trades=NY.",
  "metadata": {
    "pool_sha": "c6b8176f34fb56d9",
    "pool_file": "pool_ref_v317_latest.csv",
    "pool_ecrit_le": "2026-10-05 17:33",
    "sizing_module": "PortefeuilleL1GK.taille_demandee",
    "moteur_sizing_sha": "aa31e386",
    "n_pool_total": 5311,
    "n_taken_total": 3151,
    "rolling_period_start": "2022-01-03",
    "rolling_period_end": "2026-10-05",
    "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": 53.95,
    "pnl_total": 1024371.73,
    "peak": 1028690.45,
    "dd_max_histo": -18988.54,
    "dd_max_date": "2022-01-26",
    "dd_current": -4318.72,
    "dd_current_R": -4.32,
    "loss_streak": 0,
    "wr_global": 56.9,
    "pnl_per_trade_mean": 325.1,
    "pnl_per_trade_median": 167.8,
    "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": 1024371.73,
      "wr": 56.9,
      "n": 3151,
      "n_wins": 1792,
      "n_losses": 1359,
      "period_label": "Global (2022-2026)",
      "dd_current": -4318.72,
      "loss_streak": 0
    },
    "year_2026": {
      "pnl": 137656.87,
      "wr": 56.7,
      "n": 577,
      "n_wins": 327,
      "n_losses": 250,
      "period_label": "2026",
      "dd_current": -4318.72,
      "loss_streak": 0
    },
    "last_3_months": {
      "pnl": 10207.72,
      "wr": 46.5,
      "n": 187,
      "n_wins": 87,
      "n_losses": 100,
      "period_label": "3 derniers mois (90j glissants)",
      "dd_current": -4318.72,
      "loss_streak": 0
    },
    "current_month": {
      "pnl": -2372.82,
      "wr": 41.7,
      "n": 12,
      "n_wins": 5,
      "n_losses": 7,
      "period_label": "October 2026",
      "dd_current": -4318.72,
      "loss_streak": 0
    }
  },
  "trades_today": [
    {
      "entry_time": "2026-10-05T04:54:00-04:00",
      "exit_time": "2026-10-05T05:39:00-04:00",
      "direction": "LONG",
      "combo": "10min->3min",
      "sl_dist": 49.0,
      "pnl_t9_base": -986.2,
      "pnl_sized": -788.96,
      "size_factor": 0.784,
      "taken": true
    },
    {
      "entry_time": "2026-10-05T04:52:00-04:00",
      "exit_time": "2026-10-05T05:40:00-04:00",
      "direction": "LONG",
      "combo": "10min->2min",
      "sl_dist": 62.0,
      "pnl_t9_base": -996.96,
      "pnl_sized": -623.1,
      "size_factor": 0.62,
      "taken": true
    },
    {
      "entry_time": "2026-10-05T06:56:00-04:00",
      "exit_time": "2026-10-05T09:28:00-04:00",
      "direction": "LONG",
      "combo": "1h->8min",
      "sl_dist": 77.75,
      "pnl_t9_base": 1395.78,
      "pnl_sized": 930.52,
      "size_factor": 0.622,
      "taken": true
    },
    {
      "entry_time": "2026-10-05T07:01:00-04:00",
      "exit_time": "2026-10-05T09:29:00-04:00",
      "direction": "LONG",
      "combo": "1h->7min",
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      "pnl_t9_base": 1405.04,
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      "taken": true
    },
    {
      "entry_time": "2026-10-05T07:00:00-04:00",
      "exit_time": "2026-10-05T09:30:00-04:00",
      "direction": "LONG",
      "combo": "1h->6min",
      "sl_dist": 70.0,
      "pnl_t9_base": 1465.66,
      "pnl_sized": 1046.9,
      "size_factor": 0.7,
      "taken": true
    }
  ]
}