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fx-quant/results/phase2/trades_S8_OB_OOS.csv
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Brent NealeandClaude Opus 4.6 98cc843d14 Update S8_OB to best sweep params (DISP=2.5, TP1=2.0, Window=40) 
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>
2026-02-20 23:12:43 +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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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