{
  "schema_version": "1.0",
  "generated_at": "2026-10-06T21:33:26+00:00",
  "date": "2026-10-06",
  "_notes": "WR = wins/trades pris (taken). dd_current = realized-peak (état global). loss_streak = trades PRIS perdants consecutifs. timezone trades=NY.",
  "metadata": {
    "pool_sha": "d5df5ea8e0bc2c4b",
    "pool_file": "pool_ref_v317_latest.csv",
    "pool_ecrit_le": "2026-10-06 17:33",
    "sizing_module": "PortefeuilleL1GK.taille_demandee",
    "moteur_sizing_sha": "aa31e386",
    "n_pool_total": 5317,
    "n_taken_total": 3157,
    "rolling_period_start": "2022-01-03",
    "rolling_period_end": "2026-10-06",
    "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": 54.03,
    "pnl_total": 1025924.6,
    "peak": 1028939.44,
    "dd_max_histo": -18988.54,
    "dd_max_date": "2022-01-26",
    "dd_current": -3014.84,
    "dd_current_R": -3.01,
    "loss_streak": 3,
    "wr_global": 56.9,
    "pnl_per_trade_mean": 325.0,
    "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": 1025924.6,
      "wr": 56.9,
      "n": 3157,
      "n_wins": 1795,
      "n_losses": 1362,
      "period_label": "Global (2022-2026)",
      "dd_current": -3014.84,
      "loss_streak": 3
    },
    "year_2026": {
      "pnl": 139209.74,
      "wr": 56.6,
      "n": 583,
      "n_wins": 330,
      "n_losses": 253,
      "period_label": "2026",
      "dd_current": -3014.84,
      "loss_streak": 3
    },
    "last_3_months": {
      "pnl": 11621.89,
      "wr": 46.5,
      "n": 185,
      "n_wins": 86,
      "n_losses": 99,
      "period_label": "3 derniers mois (90j glissants)",
      "dd_current": -3014.84,
      "loss_streak": 3
    },
    "current_month": {
      "pnl": -819.95,
      "wr": 44.4,
      "n": 18,
      "n_wins": 8,
      "n_losses": 10,
      "period_label": "October 2026",
      "dd_current": -3014.84,
      "loss_streak": 3
    }
  },
  "trades_today": [
    {
      "entry_time": "2026-10-05T22:42:00-04:00",
      "exit_time": "2026-10-06T02:44:00-04:00",
      "direction": "LONG",
      "combo": "40min->2min",
      "sl_dist": 25.25,
      "pnl_t9_base": 2386.97,
      "pnl_sized": 3392.01,
      "size_factor": 1.3635,
      "taken": true
    },
    {
      "entry_time": "2026-10-06T06:05:00-04:00",
      "exit_time": "2026-10-06T06:10:00-04:00",
      "direction": "SHORT",
      "combo": "40min->5min",
      "sl_dist": 27.5,
      "pnl_t9_base": -1001.16,
      "pnl_sized": -1557.36,
      "size_factor": 1.54,
      "taken": true
    },
    {
      "entry_time": "2026-10-06T06:01:00-04:00",
      "exit_time": "2026-10-06T06:12:00-04:00",
      "direction": "SHORT",
      "combo": "1h->1min",
      "sl_dist": 20.0,
      "pnl_t9_base": -1015.5,
      "pnl_sized": -649.92,
      "size_factor": 0.64,
      "taken": true
    },
    {
      "entry_time": "2026-10-06T06:04:00-04:00",
      "exit_time": "2026-10-06T06:12:00-04:00",
      "direction": "SHORT",
      "combo": "15min->4min",
      "sl_dist": 30.75,
      "pnl_t9_base": -993.92,
      "pnl_sized": -807.56,
      "size_factor": 0.7995,
      "taken": true
    }
  ]
}