{
  "config": {
    "tp": 3.0,
    "sl": 5.0,
    "balance_threshold": 0.08,
    "cluster_gap": 3.0,
    "random_exclude_radius": 10.0,
    "theoretical_p_tp": 0.625,
    "is_fraction": 0.6
  },
  "is": {
    "divergence": {
      "n": 920,
      "win_rate": 67.28,
      "avg_bars": 9.1,
      "profit_factor": 1.234,
      "total_pnl": 352.0
    },
    "hv_imbalanced": {
      "n": 8,
      "win_rate": 75.0,
      "avg_bars": 11.8,
      "profit_factor": 1.8,
      "total_pnl": 8.0
    },
    "low_volume": {
      "n": 1285,
      "win_rate": 68.25,
      "avg_bars": 6.8,
      "profit_factor": 1.29,
      "total_pnl": 591.0
    },
    "random_non_zone": {
      "n": 714,
      "win_rate": 68.21,
      "avg_bars": 4.3,
      "profit_factor": 1.287,
      "total_pnl": 326.0
    },
    "pure_random": {
      "n": 922,
      "win_rate": 62.15,
      "avg_bars": 7.6,
      "profit_factor": 0.985,
      "total_pnl": -26.0
    },
    "microstructure": {
      "n": 66719,
      "win_rate": 63.25,
      "avg_bars": 12.8,
      "profit_factor": 1.033,
      "total_pnl": 4005.0
    }
  },
  "oos": {
    "divergence": {
      "n": 653,
      "win_rate": 61.26,
      "avg_bars": 6.2,
      "profit_factor": 0.949,
      "total_pnl": -65.0
    },
    "hv_imbalanced": {
      "n": 1,
      "win_rate": 100.0,
      "avg_bars": 1.0,
      "profit_factor": Infinity,
      "total_pnl": 3.0
    },
    "low_volume": {
      "n": 931,
      "win_rate": 64.77,
      "avg_bars": 4.2,
      "profit_factor": 1.103,
      "total_pnl": 169.0
    },
    "random_non_zone": {
      "n": 604,
      "win_rate": 64.24,
      "avg_bars": 2.6,
      "profit_factor": 1.078,
      "total_pnl": 84.0
    },
    "pure_random": {
      "n": 655,
      "win_rate": 60.31,
      "avg_bars": 5.3,
      "profit_factor": 0.912,
      "total_pnl": -115.0
    },
    "microstructure": {
      "n": 44415,
      "win_rate": 62.18,
      "avg_bars": 8.3,
      "profit_factor": 0.986,
      "total_pnl": -1147.0
    }
  },
  "combined": {
    "divergence": {
      "n": 1573,
      "win_rate": 64.78,
      "avg_bars": 7.9,
      "profit_factor": 1.104,
      "total_pnl": 287.0
    },
    "hv_imbalanced": {
      "n": 9,
      "win_rate": 77.78,
      "avg_bars": 10.6,
      "profit_factor": 2.1,
      "total_pnl": 11.0
    },
    "low_volume": {
      "n": 2216,
      "win_rate": 66.79,
      "avg_bars": 5.7,
      "profit_factor": 1.207,
      "total_pnl": 760.0
    },
    "random_non_zone": {
      "n": 1318,
      "win_rate": 66.39,
      "avg_bars": 3.5,
      "profit_factor": 1.185,
      "total_pnl": 410.0
    },
    "pure_random": {
      "n": 1577,
      "win_rate": 61.38,
      "avg_bars": 6.6,
      "profit_factor": 0.954,
      "total_pnl": -141.0
    },
    "microstructure": {
      "n": 111134,
      "win_rate": 62.82,
      "avg_bars": 11.0,
      "profit_factor": 1.014,
      "total_pnl": 2858.0
    }
  },
  "statistical_tests": {
    "divergence_vs_hv_imbalanced": {
      "stat": 0.5255,
      "p_value": 0.506842,
      "significant_p05": "False",
      "significant_p01": "False"
    },
    "divergence_vs_low_volume": {
      "stat": 1.5611,
      "p_value": 0.211511,
      "significant_p05": "False",
      "significant_p01": "False"
    },
    "divergence_vs_random_non_zone": {
      "stat": 0.7509,
      "p_value": 0.386198,
      "significant_p05": "False",
      "significant_p01": "False"
    },
    "divergence_vs_pure_random": {
      "stat": 3.7604,
      "p_value": 0.05248,
      "significant_p05": "False",
      "significant_p01": "False"
    },
    "divergence_vs_microstructure": {
      "stat": 2.4667,
      "p_value": 0.116285,
      "significant_p05": "False",
      "significant_p01": "False"
    },
    "divergence_is_vs_oos": {
      "stat": 5.8191,
      "p_value": 0.015853,
      "significant_p05": "True"
    }
  }
}