{
  "version": "LPS_V2",
  "wfo": {
    "train": {
      "timerange": "20230101-20250101",
      "profit_pct": -3.5049591933000004,
      "trades": 3,
      "dd_pct": 3.504959193300001,
      "pf": 0.0,
      "winrate": 0.0,
      "final": 9649.50408067,
      "fee_used": 0.0005,
      "regime_loaded": "trend"
    },
    "validate": {
      "timerange": "20250101-20260101",
      "profit_pct": -1.6143743830000001,
      "trades": 2,
      "dd_pct": 1.614374382999995,
      "pf": 0.0,
      "winrate": 0.0,
      "final": 9838.5625617,
      "fee_used": 0.0005,
      "regime_loaded": "trend"
    },
    "test": {
      "timerange": "20260101-",
      "profit_pct": 1.2174468187999996,
      "trades": 2,
      "dd_pct": 1.4924489317000007,
      "pf": 1.81573767312309,
      "winrate": 50.0,
      "final": 10121.74468188,
      "fee_used": 0.0005,
      "regime_loaded": "trend"
    },
    "full": {
      "timerange": "20230101-",
      "profit_pct": -3.9055710949000004,
      "trades": 7,
      "dd_pct": 6.479119889400008,
      "pf": 0.39720654015221873,
      "winrate": 14.285714285714285,
      "final": 9609.44289051,
      "fee_used": 0.0005,
      "regime_loaded": "trend"
    }
  },
  "regimes": {
    "trend": {
      "profit_pct": -3.9055710949000004,
      "trades": 7,
      "dd_pct": 6.479119889400008,
      "pf": 0.39720654015221873,
      "winrate": 14.285714285714285,
      "final": 9609.44289051,
      "fee_used": 0.0005,
      "regime_loaded": "trend"
    },
    "bull": {
      "profit_pct": -5.0599199851,
      "trades": 5,
      "dd_pct": 5.059919985100005,
      "pf": 0.0,
      "winrate": 0.0,
      "final": 9494.00800149,
      "fee_used": 0.0005,
      "regime_loaded": "bull"
    },
    "bear": {
      "profit_pct": 1.2174468187999996,
      "trades": 2,
      "dd_pct": 1.4924489317000007,
      "pf": 1.81573767312309,
      "winrate": 50.0,
      "final": 10121.74468188,
      "fee_used": 0.0005,
      "regime_loaded": "bear"
    },
    "range": {
      "profit_pct": 0.0,
      "trades": 0,
      "dd_pct": 0.0,
      "pf": 0.0,
      "winrate": 0.0,
      "final": 10000.0,
      "fee_used": 0.0005,
      "regime_loaded": "range"
    },
    "all": {
      "profit_pct": -3.9055710949000004,
      "trades": 7,
      "dd_pct": 6.479119889400008,
      "pf": 0.39720654015221873,
      "winrate": 14.285714285714285,
      "final": 9609.44289051,
      "fee_used": 0.0005,
      "regime_loaded": "all"
    }
  },
  "cost_stress": {
    "fee_5bps": {
      "profit_pct": -3.9055710949000004,
      "trades": 7,
      "dd_pct": 6.479119889400008,
      "pf": 0.39720654015221873,
      "winrate": 14.285714285714285,
      "final": 9609.44289051,
      "fee_used": 0.0005,
      "regime_loaded": "trend"
    },
    "fee_5bps+slip_5bps": {
      "profit_pct": -4.5549168852,
      "trades": 7,
      "dd_pct": 7.020877735199993,
      "pf": 0.3512325585213674,
      "winrate": 14.285714285714285,
      "final": 9544.50831148,
      "fee_used": 0.001,
      "regime_loaded": "trend"
    },
    "fee_10bps+slip_10bps": {
      "profit_pct": -5.371762636800001,
      "trades": 7,
      "dd_pct": 8.1297357765,
      "pf": 0.33924511392759654,
      "winrate": 14.285714285714285,
      "final": 9462.82373632,
      "fee_used": 0.002,
      "regime_loaded": "trend"
    }
  },
  "target": {
    "pf": 1.2,
    "dd": 15.0,
    "note": "LPS V2: 4h SOS→1h LPS; PF>1.2; ~5-15/yr"
  },
  "verdict": {
    "full_pf": 0.39720654015221873,
    "full_dd": 6.479119889400008,
    "trades_per_year": 1.9444444444444444,
    "net_mid_pf": 0.3512325585213674,
    "target_pf_ok": false,
    "target_dd_ok": true,
    "freq_ok": false,
    "regime_logic_ok": true,
    "status": "FAIL",
    "hypothesis": "4h native SOS → 1h LPS"
  }
}