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Brent NealeandClaude Opus 4.6
187ebe9a9e
Reads features from Supabase, simulates SMA(3)/SMA(20) crossover signals, and outputs P&L, drawdown, and trade logs per instrument/granularity. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
1.6 KiB
1.6 KiB
| 1 | time | instrument | granularity | side | price | position_size | equity | drawdown |
|---|---|---|---|---|---|---|---|---|
| 2 | 2026-02-13 15:15:00+00:00 | USD_JPY | M5 | BUY | 153.089 | 100.0 | 10000.0 | 0.0 |
| 3 | 2026-02-13 15:45:00+00:00 | USD_JPY | M5 | FLAT | 152.948 | 0.0 | 9999.91 | 9e-06 |
| 4 | 2026-02-13 15:55:00+00:00 | USD_JPY | M5 | BUY | 153.132 | 100.0 | 9999.91 | 9e-06 |
| 5 | 2026-02-13 16:20:00+00:00 | USD_JPY | M5 | FLAT | 152.894 | 0.0 | 9999.75 | 2.5e-05 |
| 6 | 2026-02-13 17:45:00+00:00 | USD_JPY | M5 | BUY | 152.828 | 100.0 | 9999.75 | 2.5e-05 |
| 7 | 2026-02-13 17:50:00+00:00 | USD_JPY | M5 | FLAT | 152.757 | 0.0 | 9999.71 | 2.9e-05 |
| 8 | 2026-02-13 17:55:00+00:00 | USD_JPY | M5 | BUY | 152.808 | 100.0 | 9999.71 | 2.9e-05 |
| 9 | 2026-02-13 18:00:00+00:00 | USD_JPY | M5 | FLAT | 152.792 | 0.0 | 9999.7 | 3e-05 |
| 10 | 2026-02-13 18:05:00+00:00 | USD_JPY | M5 | BUY | 152.818 | 100.0 | 9999.7 | 3e-05 |
| 11 | 2026-02-13 19:10:00+00:00 | USD_JPY | M5 | FLAT | 152.81 | 0.0 | 9999.69 | 3.1e-05 |
| 12 | 2026-02-13 20:10:00+00:00 | USD_JPY | M5 | BUY | 152.788 | 100.0 | 9999.69 | 3.1e-05 |
| 13 | 2026-02-13 20:25:00+00:00 | USD_JPY | M5 | FLAT | 152.734 | 0.0 | 9999.65 | 3.5e-05 |
| 14 | 2026-02-13 21:50:00+00:00 | USD_JPY | M5 | BUY | 152.717 | 100.0 | 9999.65 | 3.5e-05 |
| 15 | 2026-02-15 22:05:00+00:00 | USD_JPY | M5 | FLAT | 152.632 | 0.0 | 9999.6 | 4e-05 |
| 16 | 2026-02-15 23:00:00+00:00 | USD_JPY | M5 | BUY | 152.695 | 100.0 | 9999.6 | 4e-05 |
| 17 | 2026-02-16 01:30:00+00:00 | USD_JPY | M5 | FLAT | 153.008 | 0.0 | 9999.8 | 2e-05 |
| 18 | 2026-02-16 02:10:00+00:00 | USD_JPY | M5 | BUY | 153.089 | 100.0 | 9999.8 | 2e-05 |
| 19 | 2026-02-16 02:55:00+00:00 | USD_JPY | M5 | FLAT | 153.012 | 0.0 | 9999.75 | 2.5e-05 |
| 20 | 2026-02-16 03:05:00+00:00 | USD_JPY | M5 | BUY | 153.087 | 100.0 | 9999.75 | 2.5e-05 |
| 21 | 2026-02-16 03:20:00+00:00 | USD_JPY | M5 | FLAT | 153.022 | 0.0 | 9999.71 | 2.9e-05 |
| 22 | 2026-02-16 03:50:00+00:00 | USD_JPY | M5 | BUY | 153.062 | 100.0 | 9999.71 | 2.9e-05 |
| 23 | 2026-02-16 04:05:00+00:00 | USD_JPY | M5 | FLAT | 153.02 | 0.0 | 9999.68 | 3.2e-05 |
| 24 | 2026-02-16 04:15:00+00:00 | USD_JPY | M5 | BUY | 153.092 | 100.0 | 9999.68 | 3.2e-05 |