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Brent NealeandClaude Opus 4.6
8df1bac3a4
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>
9.3 KiB
9.3 KiB
| 1 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | 2025-01-17 11:30:00+00:00 | 8 | GBP_USD | SHORT | 1.2207 | 1.2217998788056657 | 1.2189574746288963 | 1.2179912119433443 | 1.2179912119433443 | 897661.16 | 5 | LONDON | 1.5 | 0.0009662626855518997 | 20.84501130864583 | 53.967290313344606 | 1.2209548175727356 | 1.221705788136929 | 14.408661075588913 | False | 0.00037833557154009085 | 88.21294508794394 | -0.6481757273557598 | 0.8987341772150974 | 11 | 4 | order_block_retest_short | 1.2179912119433443 | TP3 | 2025-01-17 13:15:00+00:00 | 22.256567440557063 | 1997.8856146308688 | 105 | True |
| 3 | 2025-01-17 15:15:00+00:00 | 8 | GBP_USD | SHORT | 1.2205099999999998 | 1.2219572350762553 | 1.2177184328249644 | 1.2162276492374466 | 1.2162276492374466 | 696015.01 | 5 | OVERLAP | 1.5 | 0.0014907835875177175 | 38.66636444850098 | 55.4246627620362 | 1.2200578193653082 | 1.2213180863115822 | 14.479532997535571 | False | 0.00032359126019247285 | 82.13631322628801 | 6.421806346916803 | 0.718750000000112 | 15 | 4 | order_block_retest_short | 1.2162276492374466 | TP3 | 2025-01-17 21:45:00+00:00 | 35.36959030320947 | 2461.7765748584243 | 390 | True |
| 4 | 2025-02-13 09:30:00+00:00 | 8 | GBP_USD | LONG | 1.2489700000000001 | 1.248398624562227 | 1.250855836251821 | 1.2518937543777313 | 1.2518937543777313 | 1806019.37 | 4 | LONDON | 1.5 | 0.0010379181259104386 | 35.09352882568999 | 52.085764201705594 | 1.2475087132733504 | 1.24435769918256 | 2.7325698144498034 | False | -0.00032123831776868523 | 52.96958315262347 | 12.712867266495564 | 0.7692307692306817 | 9 | 3 | order_block_retest_long | 1.248398624562227 | SL | 2025-02-13 11:45:00+00:00 | -5.713754377731917 | -1031.915108160614 | 135 | False |
| 5 | 2025-02-13 15:00:00+00:00 | 8 | GBP_USD | LONG | 1.25058 | 1.2483212696581678 | 1.252981535612214 | 1.254277303418321 | 1.254277303418321 | 452287.7 | 5 | OVERLAP | 1.5 | 0.001295767806107029 | 39.05716517195158 | 62.96342902975745 | 1.2477175533034277 | 1.2450732701657392 | 23.75098904269679 | False | 0.00023017811654424148 | 85.44331884617651 | 26.724466965721838 | 0.7571428571428447 | 15 | 3 | order_block_retest_long | 1.25058 | TP1+SL | 2025-02-13 18:30:00+00:00 | 12.007678061070058 | 543.0925092581837 | 210 | True |
| 6 | 2025-02-18 11:00:00+00:00 | 8 | GBP_USD | LONG | 1.2605400000000002 | 1.2593886277358495 | 1.2619591484276704 | 1.2627637226415054 | 1.2627637226415054 | 892002.45 | 5 | LONDON | 1.5 | 0.0008045742138351297 | 30.607208048935153 | 48.95731631995742 | 1.260606195375266 | 1.2590680755001311 | -2.2740659569375765 | False | -0.00013346633113002124 | 30.73067283593535 | -2.5619537526599956 | 0.8829787234044262 | 11 | 1 | order_block_retest_long | 1.2593886277358495 | SL | 2025-02-18 12:15:00+00:00 | -11.513722641507407 | -1027.0268804845077 | 75 | False |
| 7 | 2025-02-18 13:30:00+00:00 | 8 | GBP_USD | LONG | 1.2598300000000002 | 1.2594042680750746 | 1.2611448794995037 | 1.2618973192492555 | 1.2618973192492555 | 2388255.5 | 5 | OVERLAP | 1.5 | 0.0007524397497518295 | 24.996574345740935 | 46.785356587396834 | 1.2602352463740532 | 1.2591098426653864 | -4.691727773975529 | False | -5.292202501422491e-05 | 62.63449326409103 | -5.9524637405306 | 0.6521739130437021 | 13 | 1 | order_block_retest_long | 1.2594042680750746 | SL | 2025-02-18 13:45:00+00:00 | -4.2573192492567635 | -1016.7566112293337 | 15 | False |
| 8 | 2025-02-18 14:00:00+00:00 | 8 | GBP_USD | LONG | 1.2605100000000002 | 1.2593817005341204 | 1.2619753297725314 | 1.262802994658797 | 1.262802994658797 | 892129.33 | 5 | OVERLAP | 1.5 | 0.0008276648862656256 | 21.231541234515117 | 53.74009502256932 | 1.2601995642230301 | 1.259122772193559 | 2.651101806887546 | False | 3.812354488079634e-05 | 82.44274140922572 | 1.2043577696996266 | 0.730263157894756 | 14 | 1 | order_block_retest_long | 1.2605100000000002 | TP1+SL | 2025-02-18 16:45:00+00:00 | 7.326648862655549 | 653.6318340986157 | 165 | True |
| 9 | 2025-03-28 09:15:00+00:00 | 8 | GBP_USD | LONG | 1.2949100000000002 | 1.2938994835849424 | 1.2961901094337167 | 1.296925164150575 | 1.296925164150575 | 1002581.8 | 5 | LONDON | 1.5 | 0.0007350547168583399 | 24.961002924520145 | 50.09906009469786 | 1.2946157175483293 | 1.2933809042338165 | -1.5100220579311596 | False | -1.7796324347916882e-05 | 31.075837742507275 | 1.0428245167082295 | 0.18421052631585866 | 9 | 4 | order_block_retest_long | 1.2938994835849424 | SL | 2025-03-28 10:45:00+00:00 | -10.105164150577828 | -1013.125366338179 | 90 | False |
| 10 | 2025-03-28 16:15:00+00:00 | 8 | GBP_USD | LONG | 1.2947300000000002 | 1.2938032211457426 | 1.2966518590283813 | 1.2977077885425718 | 1.2977077885425718 | 1082236.72 | 5 | OVERLAP | 1.5 | 0.0010559295141906345 | 29.806889425109837 | 48.87858970804048 | 1.2946034576957266 | 1.2936569539321616 | -2.1709510945577826 | False | -8.893257477541881e-05 | 28.903654485050524 | -0.6345769572657645 | 0.676470588235467 | 16 | 4 | order_block_retest_long | 1.2938032211457426 | SL | 2025-03-28 17:00:00+00:00 | -9.26778854257515 | -1002.9941073970111 | 45 | False |
| 11 | 2025-04-29 08:15:00+00:00 | 8 | GBP_USD | LONG | 1.3425900000000002 | 1.3417277912302759 | 1.3444147251314953 | 1.345422087697243 | 1.345422087697243 | 1151651.67 | 5 | LONDON | 1.5 | 0.001007362565747635 | 23.448879557850997 | 55.98278969477211 | 1.3413145737352126 | 1.3368985113098952 | 6.225963849175731 | False | 0.00018832212096023027 | 80.65480073307857 | 10.854262647874702 | 0.8983050847458456 | 8 | 1 | order_block_retest_long | 1.3417277912302759 | SL | 2025-04-29 08:30:00+00:00 | -8.622087697243153 | -992.9641695416531 | 15 | False |
| 12 | 2025-09-23 11:00:00+00:00 | 8 | GBP_USD | SHORT | 1.3510699999999998 | 1.352348109569772 | 1.3493392695348534 | 1.34837890430228 | 1.34837890430228 | 769131.65 | 5 | LONDON | 1.5 | 0.0009603652325732603 | 18.527140609522668 | 52.50995405776254 | 1.3509659563533851 | 1.3511426410867804 | 5.125306603559476 | False | 1.7955590843987803e-05 | 47.39716627721859 | 2.9404364661478333 | 0.21212121212106938 | 11 | 1 | order_block_retest_short | 1.352348109569772 | SL | 2025-09-23 12:45:00+00:00 | -12.781095697722566 | -983.0345222797259 | 105 | False |
| 13 | 2025-09-23 13:30:00+00:00 | 8 | GBP_USD | SHORT | 1.35144 | 1.3523304322105039 | 1.3498271185966406 | 1.348925677894961 | 1.348925677894961 | 1092957.07 | 5 | OVERLAP | 1.5 | 0.0009014407016797055 | 28.621085204356604 | 51.85424880448976 | 1.3512452815855094 | 1.3512035944197989 | 4.245638161839427 | False | 0.00012402369854182547 | 46.1241520388657 | 3.8471841449072564 | 0.6220472440943161 | 13 | 1 | order_block_retest_short | 1.3523304322105039 | SL | 2025-09-23 14:15:00+00:00 | -8.904322105038887 | -973.2041798259535 | 45 | False |
| 14 | 2025-09-23 15:15:00+00:00 | 8 | GBP_USD | SHORT | 1.3512 | 1.352352518843887 | 1.3494398743740872 | 1.3484648115611306 | 1.3484648115611306 | 835970.83 | 5 | OVERLAP | 1.5 | 0.0009750628129565047 | 14.531792544779664 | 48.10119297719565 | 1.3513983682422297 | 1.351248689260827 | -0.15546186224124625 | False | -1.858984620550013e-05 | 60.35129740519671 | -0.08368242229606082 | 0.9499999999996808 | 15 | 1 | order_block_retest_short | 1.352352518843887 | SL | 2025-09-23 16:45:00+00:00 | -11.525188438870071 | -963.4721345148618 | 90 | False |
| 15 | 2025-11-07 11:30:00+00:00 | 8 | GBP_USD | SHORT | 1.31134 | 1.312677689934505 | 1.3102120671033006 | 1.309553100654951 | 1.309553100654951 | 713048.21 | 5 | LONDON | 1.5 | 0.0006589664483497063 | 28.947200369303815 | 55.405300474563205 | 1.3113355009177095 | 1.309593476640256 | 7.658962541503556 | False | 0.00017318438208830967 | 78.9208558484841 | 1.944990822906334 | 0.09638554216878428 | 11 | 4 | order_block_retest_short | 1.312677689934505 | SL | 2025-11-07 12:00:00+00:00 | -13.37689934505004 | -953.8374133338104 | 30 | False |
| 16 | 2025-11-07 12:15:00+00:00 | 8 | GBP_USD | SHORT | 1.31222 | 1.3126824310444998 | 1.311060459703335 | 1.3103856895550028 | 1.3103856895550028 | 2042032.12 | 5 | LONDON | 1.5 | 0.0006747701483324636 | 40.32938370984814 | 61.99124665500826 | 1.311451959408279 | 1.309675279691457 | 13.231795975916505 | False | 0.0003053314419751475 | 86.54409872377703 | 9.580405917211099 | 0.6046511627906256 | 12 | 4 | order_block_retest_short | 1.31222 | TP1+SL | 2025-11-07 13:00:00+00:00 | 5.797701483324369 | 1183.9092651120006 | 45 | True |
| 17 | 2025-11-18 14:15:00+00:00 | 8 | GBP_USD | LONG | 1.3156800000000002 | 1.3147493620356634 | 1.3172275864289114 | 1.318096379643367 | 1.318096379643367 | 1027400.74 | 5 | OVERLAP | 1.5 | 0.0008687932144556389 | 20.169414535307315 | 54.05851174471317 | 1.3152266854353665 | 1.3156221120846152 | 3.501596141906038 | False | 0.00012574352104018186 | 71.7461081688361 | 2.633145646335766 | 0.7037037037038103 | 14 | 1 | order_block_retest_long | 1.3147493620356634 | SL | 2025-11-18 15:45:00+00:00 | -9.30637964336789 | -956.1381332317106 | 90 | False |
| 18 | 2025-11-26 12:15:00+00:00 | 8 | GBP_USD | LONG | 1.3155200000000002 | 1.3147597228312242 | 1.3185985144585055 | 1.320232771687758 | 1.320232771687758 | 1245041.67 | 4 | LONDON | 1.5 | 0.0016342572292526614 | 45.734629650170305 | 43.12562598634748 | 1.3173516711000095 | 1.3148759397381775 | -14.286202300348716 | False | -0.00019862877186547047 | 32.159064877289765 | -20.216711000093923 | 0.6917293233082669 | 12 | 2 | order_block_retest_long | 1.3147597228312242 | SL | 2025-11-26 12:30:00+00:00 | -7.602771687760246 | -946.5767558757734 | 15 | False |
| 19 | 2025-12-04 13:15:00+00:00 | 8 | GBP_USD | LONG | 1.3339 | 1.332928403032527 | 1.3353206464498197 | 1.3361259696747299 | 1.3361259696747299 | 964505.88 | 5 | OVERLAP | 1.5 | 0.0008053232249099331 | 32.15385950013448 | 41.332027117944854 | 1.3342078271104736 | 1.3298869918749696 | -9.59350743660714 | False | -0.00018535728177609777 | 19.911912384751183 | -4.978271104736365 | 0.20833333333344897 | 13 | 3 | order_block_retest_long | 1.332928403032527 | SL | 2025-12-04 13:30:00+00:00 | -9.715969674730651 | -937.1109881179401 | 15 | False |
| 20 | 2025-12-04 13:30:00+00:00 | 8 | GBP_USD | LONG | 1.3336400000000002 | 1.3329062313873465 | 1.33520845741769 | 1.336087686126535 | 1.336087686126535 | 1264349.36 | 5 | OVERLAP | 1.5 | 0.0008792287088449424 | 36.12844519641167 | 39.319260594322266 | 1.3341781084002589 | 1.329922444692134 | -10.96753521290239 | False | -0.00023886255406293383 | 18.124639588484566 | -7.281084002588312 | 0.15760869565211488 | 13 | 3 | order_block_retest_long | 1.336087686126535 | TP3 | 2025-12-04 14:15:00+00:00 | 20.080717914715176 | 2538.904284381067 | 45 | True |