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Brent Neale
98cc843d14
IS PF improved from 1.02 to 1.39, reducing IS/OOS divergence. Portfolio: IS +1,089 pips PF=1.31, OOS +643 pips PF=1.55, Gen=1.473 PASS. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
8.3 KiB
8.3 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 | 2023-01-04 11:45:00+00:00 | 8 | GBP_USD | LONG | 1.2056300000000002 | 1.2021137625869927 | 1.208748249420049 | 1.2104023741300733 | 1.2104023741300733 | 292848.06 | 5 | LONDON | 1.5 | 0.0016541247100244187 | 31.45889832356335 | 54.537098237592936 | 1.202463981591371 | 1.2017286499841255 | -8.55274112740334 | False | -0.0002897724683561661 | 15.878405862329627 | 29.760184086291552 | 0.25806451612905534 | 11 | 2 | order_block_retest_long | 1.2021137625869927 | SL | 2023-01-04 15:00:00+00:00 | -35.1623741300755 | -1029.7233048986798 | 195 | False |
| 3 | 2023-01-04 16:15:00+00:00 | 8 | GBP_USD | LONG | 1.20365 | 1.2019955181829898 | 1.2075565454467345 | 1.209604818170102 | 1.209604818170102 | 616160.34 | 5 | OVERLAP | 1.5 | 0.0020482727233673242 | 24.828586903533257 | 46.39099175780478 | 1.203604895620366 | 1.2022247720538362 | -17.790803671431377 | False | -0.0003182727667833351 | 43.12800562857442 | -1.4489562036601455 | 0.017241379310331626 | 16 | 2 | order_block_retest_long | 1.20455 | TP1+TIME | 2023-01-05 02:15:00+00:00 | 24.032727233671558 | 1480.8013383426326 | 600 | True |
| 4 | 2023-01-12 15:00:00+00:00 | 8 | GBP_USD | LONG | 1.2146800000000002 | 1.212450171307346 | 1.2217555246176943 | 1.2253882869265413 | 1.2253882869265413 | 463817.74 | 4 | OVERLAP | 1.5 | 0.0036327623088471023 | 28.89217519507534 | 47.38838993188958 | 1.215728944775918 | 1.2147773768710421 | -21.244394912429687 | False | -0.00029395750630274226 | 28.953810293643233 | -12.389447759180161 | 0.6983372921615515 | 15 | 3 | order_block_retest_long | 1.22135 | TP1+TIME | 2023-01-13 01:00:00+00:00 | 68.72762308846924 | 3187.7090816465625 | 600 | True |
| 5 | 2023-02-07 09:15:00+00:00 | 8 | GBP_USD | SHORT | 1.2022 | 1.2032208252403203 | 1.199851165064531 | 1.1985817475967961 | 1.1985817475967961 | 1044362.1 | 4 | LONDON | 1.5 | 0.0012694174677346079 | 42.8597230543391 | 45.77773191704183 | 1.2033762526691942 | 1.2080886864170148 | 7.392625945485953 | False | -0.00011524751076478362 | 81.45385867782814 | -9.862526691941653 | 0.6473988439306381 | 9 | 1 | order_block_retest_short | 1.1985817475967961 | TP3 | 2023-02-07 11:00:00+00:00 | 29.83543703981971 | 3115.8999681323894 | 105 | True |
| 6 | 2023-03-22 14:00:00+00:00 | 8 | GBP_USD | LONG | 1.2233900000000002 | 1.2224991079170466 | 1.2254726138863548 | 1.226608920829532 | 1.226608920829532 | 1231653.32 | 5 | OVERLAP | 1.5 | 0.0011363069431773619 | 52.961220490356354 | 31.10235100541459 | 1.2254561335743301 | 1.2232547239990288 | -37.58683324111889 | False | -0.0006889110765645307 | 13.006996210894407 | -22.56133574330077 | 0.21176470588229915 | 14 | 2 | order_block_retest_long | 1.2224991079170466 | SL | 2023-03-22 14:15:00+00:00 | -8.90892082953565 | -1097.2701917314737 | 15 | False |
| 7 | 2023-03-22 14:45:00+00:00 | 8 | GBP_USD | LONG | 1.2244800000000002 | 1.2224889369875187 | 1.2266304200832077 | 1.2278006301248112 | 1.2278006301248112 | 545586.69 | 5 | OVERLAP | 1.5 | 0.0011702100416037435 | 57.013268762513384 | 40.94471034816697 | 1.2252757058664194 | 1.2232724700661963 | -22.67395635111802 | False | -0.0004920480727602897 | 56.09295374733685 | -9.857058664193286 | 0.5937500000000976 | 14 | 2 | order_block_retest_long | 1.2224889369875187 | SL | 2023-03-22 15:45:00+00:00 | -19.91063012481531 | -1086.297478561227 | 60 | False |
| 8 | 2023-03-22 16:30:00+00:00 | 8 | GBP_USD | LONG | 1.22316 | 1.2225125696550438 | 1.2251528689663733 | 1.22624430344956 | 1.22624430344956 | 1661081.41 | 5 | OVERLAP | 1.5 | 0.0010914344831867435 | 55.531165851663296 | 35.23118199137821 | 1.224802314722933 | 1.2232783635738496 | -29.709779643041223 | False | -0.0001888055284099445 | 32.30293412554723 | -18.32314722933104 | 0.14814814814830043 | 16 | 2 | order_block_retest_long | 1.22624430344956 | TP3 | 2023-03-22 18:00:00+00:00 | 25.385862265346987 | 4216.798388578836 | 90 | True |
| 9 | 2023-04-19 12:15:00+00:00 | 8 | GBP_USD | LONG | 1.24239 | 1.2405930516078274 | 1.2448463226144846 | 1.246169483921727 | 1.246169483921727 | 621944.68 | 5 | LONDON | 1.5 | 0.0013231613072423173 | 29.756143573916148 | 50.30855591681825 | 1.242379101267775 | 1.2421607130872452 | -0.6684668013745565 | False | -0.00015925954277813507 | 68.09784502563475 | -1.791012677749837 | 0.9428571428570884 | 12 | 2 | order_block_retest_long | 1.246169483921727 | TP3 | 2023-04-19 14:00:00+00:00 | 31.179033288744932 | 1939.1633881477817 | 105 | True |
| 10 | 2023-05-10 14:45:00+00:00 | 8 | GBP_USD | LONG | 1.26197 | 1.2607197055404828 | 1.264715296396781 | 1.2661829445951716 | 1.2661829445951716 | 909381.08 | 5 | OVERLAP | 1.5 | 0.0014676481983905464 | 23.980289771359818 | 45.27490378414957 | 1.262617719959161 | 1.262076892421481 | -15.489512537254502 | False | -0.00016066831904927635 | 18.98077534844604 | -8.37719959161154 | 0.22321428571416005 | 14 | 2 | order_block_retest_long | 1.2607197055404828 | SL | 2023-05-10 17:30:00+00:00 | -12.50294459517187 | -1136.9941259137559 | 165 | False |
| 11 | 2023-05-16 08:15:00+00:00 | 8 | GBP_USD | SHORT | 1.2519399999999998 | 1.2529850840895402 | 1.250229439403064 | 1.2492791591045957 | 1.2492791591045957 | 1077065.66 | 5 | LONDON | 1.5 | 0.0009502802984680438 | 35.15215178281975 | 56.516566002886144 | 1.2514082719721524 | 1.2512077734494853 | -1.6330472376924199 | False | 0.00031663419130228986 | 90.97651461577807 | 7.2172802784753465 | 0.6705882352940562 | 8 | 1 | order_block_retest_short | 1.2529850840895402 | SL | 2023-05-16 08:30:00+00:00 | -10.450840895404045 | -1125.6241846563348 | 15 | False |
| 12 | 2023-05-16 11:45:00+00:00 | 8 | GBP_USD | SHORT | 1.25158 | 1.2529864622852407 | 1.2498602514317285 | 1.2489053771475929 | 1.2489053771475929 | 792319.82 | 5 | LONDON | 1.5 | 0.0009548742841357593 | 31.402513434601197 | 44.995672477055756 | 1.2521906797019333 | 1.251474000723345 | -13.125142193917139 | False | -5.627656120118206e-05 | 27.842131174965555 | -4.2067970193326865 | 0.8773584905660535 | 11 | 1 | order_block_retest_short | 1.25158 | TP1+SL | 2023-05-16 13:00:00+00:00 | 8.598742841356977 | 681.2954380290248 | 75 | True |
| 13 | 2023-05-16 13:45:00+00:00 | 8 | GBP_USD | SHORT | 1.25131 | 1.2530970298852058 | 1.2488531340986277 | 1.2475297011479416 | 1.2475297011479416 | 627399.08 | 5 | OVERLAP | 1.5 | 0.0013234329506861644 | 32.80094027257984 | 46.95301649878922 | 1.2520196236700625 | 1.2514799985877245 | -5.287070796238247 | False | -0.00013263251404523494 | 58.10711184240629 | -5.1962367006241905 | 0.9348837209301187 | 13 | 1 | order_block_retest_short | 1.24836 | TP1+TIME | 2023-05-16 23:45:00+00:00 | 27.034329506860907 | 1696.1313461021387 | 600 | True |
| 14 | 2023-05-23 14:15:00+00:00 | 8 | GBP_USD | SHORT | 1.24237 | 1.2437653729455918 | 1.239990847029388 | 1.2387062705440823 | 1.2387062705440823 | 815654.49 | 4 | OVERLAP | 1.5 | 0.0012845764853059527 | 41.43951273219814 | 65.35758249875914 | 1.240789497620608 | 1.2427858970621604 | 28.209191144135115 | False | 0.0006123172139903094 | 86.43022005614006 | 17.70502379392136 | 0.02752293577979222 | 14 | 1 | order_block_retest_short | 1.24268 | TIME | 2023-05-24 00:15:00+00:00 | -3.1000000000003247 | -252.8528919000265 | 600 | False |
| 15 | 2023-05-31 15:00:00+00:00 | 8 | GBP_USD | SHORT | 1.2376299999999998 | 1.241380552570638 | 1.2344829828624124 | 1.2328144742936187 | 1.2328144742936187 | 302785.7 | 5 | OVERLAP | 1.5 | 0.001668508568793711 | 27.549194604299217 | 51.00601996837317 | 1.2377709096593525 | 1.2378381863185781 | 5.5660075393371145 | False | 0.00017637970907879937 | 57.28340049977252 | 0.49090340647373054 | 0.5927419354838952 | 15 | 2 | order_block_retest_short | 1.241380552570638 | SL | 2023-05-31 17:30:00+00:00 | -37.50552570638277 | -1135.61368548751 | 150 | False |
| 16 | 2023-07-11 08:00:00+00:00 | 8 | GBP_USD | LONG | 1.2886400000000002 | 1.2864806921102587 | 1.2906453859316087 | 1.2917430788974131 | 1.2917430788974131 | 520656.44 | 5 | LONDON | 1.5 | 0.0010976929658043188 | 29.066828616140565 | 52.925480661585745 | 1.2870306721042892 | 1.28247054698277 | 3.1333333333338764 | False | -0.00014817048529548857 | 23.74225291912016 | 14.193278957108646 | 0.5894736842105276 | 8 | 1 | order_block_retest_long | 1.2917430788974131 | TP3 | 2023-07-11 10:00:00+00:00 | 25.542324741100497 | 1329.8775869025308 | 120 | True |
| 17 | 2023-08-23 16:30:00+00:00 | 8 | GBP_USD | SHORT | 1.27137 | 1.2735848051383152 | 1.2688612990778987 | 1.267511948616848 | 1.267511948616848 | 513614.63 | 5 | OVERLAP | 1.5 | 0.001349350461050656 | 68.55560281556299 | 66.03190653406516 | 1.2690627231639777 | 1.272287520885155 | 48.083376389722595 | False | 0.0007462097963985394 | 84.31695649446279 | 24.972768360222997 | 0.6222222222222661 | 16 | 2 | order_block_retest_short | 1.27121 | TIME | 2023-08-24 02:30:00+00:00 | 1.5999999999993797 | 82.17834079996814 | 600 | True |
| 18 | 2023-08-29 15:45:00+00:00 | 8 | GBP_USD | SHORT | 1.2609499999999998 | 1.263424947307137 | 1.2577070179524186 | 1.255990526928628 | 1.255990526928628 | 459960.54 | 4 | OVERLAP | 1.5 | 0.0017164910237906332 | 36.04019870741589 | 54.16072968760498 | 1.2601316513093 | 1.2605680853022792 | 14.310598401192642 | False | 0.0005103817726420816 | 73.82834818151917 | 10.083486906999894 | 0.8244680851065211 | 15 | 1 | order_block_retest_short | 1.263424947307137 | SL | 2023-08-29 17:30:00+00:00 | -24.74947307137265 | -1138.3780998624022 | 105 | False |