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fx-quant/results/2025_validation/trades_S3_2025.csv
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Brent NealeandClaude Opus 4.6 8df1bac3a4 Add 2025 forward validation: only S3 survives out of 4 strategies 
Downloaded 2025 data (Oct 2024-Dec 2025) for GBP_JPY H1, GBP_AUD H1,
GBP_USD M15+H1 via Dukascopy. Ran all 4 Phase 2 passing strategies on
2025 data. Results: S7_Tight PF=0.52 FAIL, S9_Filtered PF=0.74 FAIL,
S3 PF=1.05 PASS (+52p), S8_OB PF=0.84 FAIL. Portfolio PF=0.83 (-373p).
Only S3 (Key Level Breakout) maintained edge into 2025.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-21 12:00:22 +10:00

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timestamp,strategy_id,pair,signal_direction,entry_price,sl_price,tp1_price,tp2_price,tp3_price,lot_size,confluence_score,session,spread_at_entry,atr_at_entry,adx_at_entry,rsi_at_entry,ema_50_value,ema_200_value,vwap_deviation,news_within_60min,macd_hist_at_entry,stoch_k_at_entry,distance_from_ema50_pips,candle_body_ratio,hour_of_day,day_of_week,entry_pattern,exit_price,exit_reason,exit_time,pnl_pips,pnl_dollars,hold_time_minutes,win
2025-01-02 13:00:00+00:00,3,GBP_JPY,SHORT,194.497,194.98438307256333,193.84185078231008,193.38575130385013,192.70160208616022,1979.34,5,OVERLAP,2.5,0.4560994784599478,53.23697312740748,25.584911052554403,196.64761627313277,196.71736396264131,-91.60168368109396,False,-0.21127471707582773,15.097389036726605,-212.16162731327586,0.7547169811320885,13,3,key_level_break,194.98438307256333,SL,2025-01-02 16:00:00+00:00,-48.73830725633184,-964.6968108474786,180,False
2025-01-10 14:00:00+00:00,3,GBP_JPY,SHORT,193.326,193.7494785203664,192.6760644389007,192.22344073150117,191.5445051704019,2255.25,5,OVERLAP,2.5,0.45262370739952645,38.95561719942836,33.86544229081126,194.82731880126565,195.86690709305736,-65.81650341895511,False,-0.04922672962035998,40.5053411064868,-147.23188012656578,0.7123115577889354,14,4,key_level_break,191.5445051704019,TP3,2025-01-13 03:00:00+00:00,105.7296897758863,2384.468828670676,3660,True
2025-01-15 14:00:00+00:00,3,GBP_JPY,SHORT,191.684,192.5355808996434,191.05640015821268,190.61866693035446,189.96206708856715,1149.5,5,OVERLAP,2.5,0.4377332278582107,39.08655852417394,42.44381925580649,192.305609092027,193.93147797889625,-15.601164374157861,False,-0.05266014396619048,57.517099250059495,-59.26090920270042,0.8589562764457412,14,2,key_level_break,189.96206708856715,TP3,2025-01-16 02:00:00+00:00,102.15597468597082,1174.2829290152347,720,True
2025-01-16 13:00:00+00:00,3,GBP_JPY,SHORT,190.121,190.48273843390464,189.53398469828616,189.12330783047693,188.50729252876312,2738.55,5,OVERLAP,2.5,0.4106768678092243,35.357876072374715,37.267574188200975,191.32080681058747,193.27965894755692,-5.978630270192298,False,-0.005761267357707378,47.62532981530526,-117.08068105874645,0.5643340857787656,13,3,key_level_break,190.48273843390464,SL,2025-01-16 14:00:00+00:00,-36.17384339046339,-990.6387881695352,60,False
2025-01-24 14:00:00+00:00,3,GBP_JPY,LONG,194.435,193.7414257343567,195.09772279692987,195.55887132821647,196.25059412514634,1414.02,4,OVERLAP,2.5,0.4611485312865839,35.210979018501284,71.5768836064153,192.83189299725,192.3137179355624,78.83496325360397,False,0.16366671314045877,93.07563527837654,157.41070027499973,0.6077057793345177,14,4,key_level_break,193.7414257343567,SL,2025-01-27 00:00:00+00:00,-69.35742656432922,-980.727883104928,3480,False
2025-02-05 15:00:00+00:00,3,GBP_JPY,SHORT,190.40800000000002,191.365121240855,189.756636277435,189.30306046239167,188.62269673982667,1014.42,5,OVERLAP,2.5,0.45357581504334,37.0766631656943,28.591132666787416,191.87502906266835,192.2470668376155,-83.71675860483379,False,-0.057439498137697775,29.003530032027246,-143.80290626683347,0.815648445873528,15,2,key_level_break,188.62269673982667,TP3,2025-02-06 12:00:00+00:00,105.95819561040116,1074.8611279110314,1260,True
2025-02-21 14:00:00+00:00,3,GBP_JPY,SHORT,189.529,190.03210189281828,188.96719432154512,188.57332386924188,187.98251819078698,1951.24,4,OVERLAP,2.5,0.393870452303251,25.37110924847192,41.66245176977919,190.13341884916542,190.63185283680852,-62.080102935590276,False,-0.04347769886035274,30.296925529481314,-57.54188491654304,0.8506329113924099,14,4,key_level_break,188.95046974789906,TP1+TP2+SL,2025-02-23 23:00:00+00:00,72.26987741053847,1410.1587559853908,3420,True
2025-03-12 12:00:00+00:00,3,GBP_JPY,LONG,193.04,192.30577528273506,193.70000748512817,194.15934580854696,194.84835329367513,1356.23,4,LONDON,2.5,0.45933832341878533,44.8237062015922,75.68273202405237,191.09851162254492,190.53276109434807,61.19302513729963,False,0.09335510950043424,86.70092908715687,191.24883774550767,0.6380208333333446,12,2,key_level_break,192.30577528273506,SL,2025-03-12 13:00:00+00:00,-73.42247172649365,-995.7775882962248,60,False
2025-03-17 12:00:00+00:00,3,GBP_JPY,LONG,193.069,192.49210171162414,193.60069486512756,193.97449144187928,194.53518630700685,1708.82,5,LONDON,2.5,0.3737965767517135,20.702241997285892,66.16853350006848,192.18451043243147,191.33195391746656,35.24717288279646,False,0.031617572507774305,59.971167102327364,85.54895675685259,0.6022443890274422,12,0,key_level_break,194.53518630700685,TP3,2025-03-18 07:00:00+00:00,86.81117842041202,1483.4467790836848,1140,True
2025-04-01 11:00:00+00:00,3,GBP_JPY,SHORT,192.294,192.82981145377798,191.699190638666,191.28331773111,190.65950836977598,1867.54,4,LONDON,2.5,0.4158729075560048,21.238453476934822,32.06595400189933,193.64223469017827,193.75382938222035,-70.84659242934492,False,-0.0958450162681939,20.394408011251898,-131.92346901782628,0.8409090909091119,11,1,key_level_break,192.82981145377798,SL,2025-04-01 13:00:00+00:00,-53.5811453777967,-1000.6493223885045,120,False
2025-04-03 12:00:00+00:00,3,GBP_JPY,SHORT,191.928,192.64626960621501,191.07452451468836,190.48620752448062,189.60373203916902,1379.21,4,LONDON,2.5,0.5883169902077462,31.64199341633001,35.125989686055135,193.26838281307124,193.57390896517083,-83.48143394310057,False,-0.08721327615007979,14.818278035185685,-131.13828130712477,0.5105140186916058,12,3,key_level_break,189.60373203916902,TP3,2025-04-04 10:00:00+00:00,138.29607764986005,1907.393332554635,1320,True
2025-04-08 14:00:00+00:00,3,GBP_JPY,SHORT,187.91,188.63083883373105,186.91760849880683,186.2366808313447,185.21528933015153,1400.75,4,OVERLAP,2.5,0.6809276674621171,28.930013206360904,47.46077070596699,188.62995989716217,191.10662056541338,10.755495988894381,False,-0.0023966979134897037,62.02546554790512,-69.09598971621733,0.5141987829614707,14,1,key_level_break,186.95191160126862,TP1+TP2+SL,2025-04-09 01:00:00+00:00,125.79019476856617,1762.0061532206905,660,True
2025-05-13 12:00:00+00:00,3,GBP_JPY,LONG,196.01,195.6190644549294,196.40180663521178,196.68234439201962,197.1031510272314,2627.9,4,LONDON,2.5,0.28053775680785176,38.807915943812134,69.6859185053641,194.64227274492103,192.7793750609354,36.11116818764515,False,0.016342516742202773,88.18678049574855,133.87272550789646,0.608108108108083,12,1,key_level_break,195.6190644549294,SL,2025-05-13 13:00:00+00:00,-39.09355450705903,-1027.3395188910042,60,False
2025-05-13 14:00:00+00:00,3,GBP_JPY,LONG,196.058,195.60318567797484,196.49744296607545,196.80973827679244,197.2781812428679,2236.22,4,OVERLAP,2.5,0.3122953107169743,40.05359194386566,65.34169001065715,194.73251321051725,192.8394371869039,33.840990569945006,False,0.025155391240539393,72.32001479764033,129.6486789482742,0.8932238193018623,14,1,key_level_break,195.60318567797484,SL,2025-05-14 04:00:00+00:00,-45.48143220251575,-1017.0648831990976,840,False
2025-05-20 14:00:00+00:00,3,GBP_JPY,SHORT,193.229,193.60457105757715,192.8329118272686,192.54951971211432,192.12443153938293,2680.97,4,OVERLAP,2.5,0.2833921151542737,23.184969277480825,46.27056158522468,193.4905849278543,193.51749423374523,0.1945930788252781,False,-0.008528704790559546,57.00972555289216,-23.25849278542762,0.7781818181817971,14,1,key_level_break,193.60457105757715,SL,2025-05-20 16:00:00+00:00,-37.557105757713316,-1006.8947382325666,120,False
2025-05-23 13:00:00+00:00,3,GBP_JPY,SHORT,192.46800000000002,192.85036911612343,191.93339265162982,191.55765441938303,190.99404707101286,2606.97,4,OVERLAP,2.5,0.37573823224678926,34.201849808097535,41.98970011088173,192.9670361178132,193.2292748311599,-27.41814198580812,False,-0.06866208982446759,31.30562317009658,-47.003611781318,0.6403061224489259,13,4,key_level_break,192.85036911612343,SL,2025-05-23 16:00:00+00:00,-38.23691161234137,-996.8248146602558,180,False
2025-06-05 14:00:00+00:00,3,GBP_JPY,LONG,195.007,194.5958173733494,195.47579787995178,195.80766313325296,196.30546101320473,2400.05,4,OVERLAP,2.5,0.3318652533011814,49.31009875592514,69.98015372886118,194.1207308633276,194.01335008379831,39.0768205082594,False,0.13009248094344875,68.92088292288908,85.72691366724143,0.7970204841713502,14,3,key_level_break,195.007,TP1+SL,2025-06-05 17:00:00+00:00,18.751915198071174,450.0553407113073,180,True
2025-06-06 12:00:00+00:00,3,GBP_JPY,LONG,195.787,195.17899431133128,196.19601706600622,196.4880284433437,196.9260455093499,1630.51,5,LONDON,2.5,0.29201137733747584,33.92620529336979,69.52672082231129,194.7152106319891,194.23149251382875,42.63092402857467,False,0.01870868440868262,94.85791834694639,104.2789368010915,0.6704180064308861,12,4,key_level_break,195.787,TP1+SL,2025-06-10 05:00:00+00:00,16.360682640248573,266.762566517517,5340,True
2025-06-13 14:00:00+00:00,3,GBP_JPY,LONG,195.67,195.15743499729416,196.23902834145088,196.63771390241814,197.23574224386905,1939.32,4,OVERLAP,2.5,0.3986855609672636,27.31081836738945,60.64249109971264,195.15013520488617,195.06423605960205,42.14309237741247,False,0.12031382579923301,68.22167027966398,49.08647951138221,0.8216463414633878,14,4,key_level_break,195.15743499729416,SL,2025-06-13 18:00:00+00:00,-51.256500270582706,-994.0275610474645,240,False
2025-06-20 11:00:00+00:00,3,GBP_JPY,LONG,196.536,196.0945227368836,196.91093178934918,197.1802196489153,197.58415143826448,2229.07,4,LONDON,2.5,0.2692878595661198,22.156552735049925,67.43644425450441,195.60580202448418,195.38159334021114,32.363239947252964,False,0.014633608046707047,86.86021199183216,90.11979755158279,0.7329192546584361,11,4,key_level_break,197.58415143826448,TP3,2025-06-23 05:00:00+00:00,61.72908629586914,1375.9845438953303,3960,True
2025-06-30 14:00:00+00:00,3,GBP_JPY,LONG,197.968,197.50116887949284,198.37549336152154,198.6664889358692,199.10298229739075,2137.49,4,OVERLAP,2.5,0.29099557434768725,27.50051685447893,50.730643162174694,198.00442456262942,197.32268310650338,28.837764064334692,False,0.020965312855296542,72.70966511507753,-6.542456262943119,0.6548672566371788,14,0,key_level_break,197.50116887949284,SL,2025-06-30 21:00:00+00:00,-46.68311205071518,-997.8468517728318,420,False
2025-08-01 12:00:00+00:00,3,GBP_JPY,SHORT,197.42000000000002,197.9240625869552,196.9521455724677,196.62090928744615,196.12405485991385,1959.81,5,LONDON,2.5,0.3312362850215407,39.70741883714897,30.883748563855576,198.39358929989507,198.42740572261104,-44.094734242111144,False,-0.18151460798487157,13.76468588256765,-94.45892998950569,0.7970822281167195,12,4,key_level_break,196.12405485991385,TP3,2025-08-01 14:00:00+00:00,76.5967084051698,1501.1499509953583,120,True
2025-08-14 13:00:00+00:00,3,GBP_JPY,LONG,199.554,199.10977887941726,199.96666336174815,200.26110560291357,200.7027689646617,2257.61,5,OVERLAP,2.5,0.2944422411654218,40.79848802125706,54.95548743490444,199.34556971024975,198.53565295788798,39.03909081138863,False,0.029277806124416605,62.14737037230483,17.943028975025754,0.8668224299065693,13,3,key_level_break,199.554,TP1+SL,2025-08-15 01:00:00+00:00,16.506534469925782,372.6531728464915,720,True
2025-08-29 13:00:00+00:00,3,GBP_JPY,SHORT,198.084,198.37054912924077,197.78001927894445,197.5580321315741,197.22505141051857,3512.85,5,OVERLAP,2.5,0.22198714737035677,23.895428385806568,41.067792364739496,198.51657552909555,198.76682716062209,-1.8543425743160924,False,-0.009635298687658958,51.726292866489956,-40.357552909554784,0.7254098360655437,13,4,key_level_break,198.37054912924077,SL,2025-08-29 14:00:00+00:00,-28.65491292407682,-1006.6041086534327,60,False
2025-09-03 12:00:00+00:00,3,GBP_JPY,LONG,199.683,199.1745151348446,200.076097452609,200.3574957543483,200.7795932069573,1959.82,4,LONDON,2.5,0.28139830173932046,28.386640186435333,68.17455925510868,198.98764035953457,198.89036605529782,38.32679347516148,False,0.09955251783628763,94.46670215278057,66.635964046543,0.9243243243243422,12,2,key_level_break,199.1745151348446,SL,2025-09-03 14:00:00+00:00,-50.84848651553955,-996.5388084288471,120,False
2025-09-04 12:00:00+00:00,3,GBP_JPY,LONG,199.53,199.1580373683451,199.85858020265707,200.09696700442842,200.45454720708548,2652.34,5,LONDON,2.5,0.2383868017713703,31.76344050115275,63.05367443103985,199.07477481470764,198.9360884908947,14.62417504868938,False,0.044334013057012955,78.00884632110103,42.622518529236686,0.5539215686274278,12,3,key_level_break,199.1580373683451,SL,2025-09-04 21:00:00+00:00,-37.19626316548954,-986.5713664435453,540,False
2025-09-26 12:00:00+00:00,3,GBP_JPY,LONG,200.176,199.8810095833572,200.4204712499284,200.60278541654733,200.8762566664757,3310.98,5,LONDON,2.5,0.18231416661893246,27.37506137572165,57.91734386625047,199.92203116078872,199.8615161940762,7.902698610351422,False,0.025858923587124133,44.57708928787432,22.496883921127164,0.6569343065692621,12,4,key_level_break,200.176,TP1+SL,2025-09-28 21:00:00+00:00,9.778849997136376,323.775767635186,3420,True
2025-09-30 08:00:00+00:00,3,GBP_JPY,SHORT,198.775,199.17284708382297,198.4574587485311,198.22643124755186,197.87988999608297,2463.12,4,LONDON,2.5,0.23102750097925917,41.63705591756108,28.296084190987116,199.69308888938565,199.8329516544229,-10.666666666665492,False,-0.0658756422070308,9.996304863001129,-88.9088889385647,0.7949438202246949,8,1,key_level_break,199.17284708382297,SL,2025-10-01 00:00:00+00:00,-39.784708382296685,-979.945109106026,960,False
2025-10-02 13:00:00+00:00,3,GBP_JPY,SHORT,197.699,198.3673694359172,197.31846312081979,197.04543853469963,196.63590165551938,1451.51,5,OVERLAP,2.5,0.27302458612015656,31.897686513797137,38.36260126547985,198.45704338867026,199.24615107819562,-23.65148586146404,False,-0.030908554095362292,35.14437143789346,-72.90433886702488,0.877300613496929,13,3,key_level_break,198.3673694359172,SL,2025-10-03 01:00:00+00:00,-66.83694359171852,-970.1449199281535,720,False
2025-10-31 12:00:00+00:00,3,GBP_JPY,SHORT,201.986,202.36644328422398,201.53581300447095,201.21635500745157,200.73716801192253,2524.54,5,LONDON,2.5,0.3194579970193616,22.82419881407295,39.57823725047947,202.35922671547286,202.5386506524266,-38.64908045094637,False,-0.0749015214121307,13.06374361376191,-34.42267154728711,0.6082474226804637,12,4,key_level_break,202.36644328422398,SL,2025-10-31 15:00:00+00:00,-38.04432842239862,-960.4442887548221,180,False
2025-11-06 14:00:00+00:00,3,GBP_JPY,SHORT,200.678,201.43266638276307,200.2760008517108,199.98866808618465,199.55766893789541,1259.95,5,OVERLAP,2.5,0.2873327655261438,24.04747874311413,43.14585488567115,200.94600444412532,201.68973527402446,-32.44439173315925,False,-0.028705453789163754,58.49429881151105,-23.900444412532806,0.911602209944749,14,3,key_level_break,201.43266638276307,SL,2025-11-07 14:00:00+00:00,-75.46663827630766,-950.8419089623384,1440,False
2025-11-13 12:00:00+00:00,3,GBP_JPY,LONG,203.814,203.41034258243914,204.18957225268252,204.4592870878042,204.86385934048673,2332.01,4,LONDON,2.5,0.2697148351216835,20.56868702841438,66.40371602508213,203.0716856504323,202.39146860117472,35.692269634708396,False,0.04425282361647792,86.96687805168501,71.33143495676961,0.8272506082725116,12,3,key_level_break,203.41034258243914,SL,2025-11-13 14:00:00+00:00,-40.365741756085065,-941.3331343260795,120,False
2025-11-17 15:00:00+00:00,3,GBP_JPY,LONG,204.529,203.90295581495903,204.93363255512293,205.2227209252049,205.65635348032782,1488.58,4,OVERLAP,2.5,0.28908837008195803,44.120884639178314,73.67198224700778,203.50822492476817,202.83440965015498,50.228252496739856,False,0.08715369092268493,80.83038665305689,99.17750752318284,0.9121621621621302,15,0,key_level_break,203.90295581495903,SL,2025-11-17 22:00:00+00:00,-62.60441850409677,-931.9168529682837,420,False
2025-12-08 14:00:00+00:00,3,GBP_JPY,LONG,207.684,207.1324838268482,207.97334851945539,208.185580865759,208.50392938521438,1672.84,5,OVERLAP,2.5,0.2122323463035939,34.45429430805797,72.73022063720836,206.91691881158908,206.36578333963027,41.749328469771285,False,0.057577265589728144,85.74299857507897,73.80811884109164,0.8208616780045186,14,0,key_level_break,208.50392938521438,TP3,2025-12-09 08:00:00+00:00,48.035763112862924,803.5614596572161,1080,True
2025-12-17 15:00:00+00:00,3,GBP_JPY,LONG,208.258,207.80254291435278,208.65337125694163,208.936285428236,209.36065668517762,2043.3,5,OVERLAP,2.5,0.28291417129439966,24.794927127520445,64.23431513733097,207.6347248984463,207.61650916690658,69.46564805469961,False,0.05282173222311107,92.80520178810885,59.427510155370555,0.8038194444444924,15,2,key_level_break,208.45334380723025,TP1+TP2+SL,2025-12-18 14:00:00+00:00,46.85314355170931,957.3502821920763,1380,True
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