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fx-quant/logs/backtest_trades_EUR_USD_M1.csv
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Brent NealeandClaude Opus 4.6 187ebe9a9e Add backtesting engine with SMA cross strategy 
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>
2026-02-16 15:58:00 +10:00

1.3 KiB
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1timeinstrumentgranularitysidepriceposition_sizeequitydrawdown
22026-02-16 02:52:00+00:00EUR_USDM1BUY1.18646100.010000.00.0
32026-02-16 03:03:00+00:00EUR_USDM1FLAT1.186540.010000.012e-06
42026-02-16 03:13:00+00:00EUR_USDM1BUY1.18672100.010000.012e-06
52026-02-16 03:30:00+00:00EUR_USDM1FLAT1.186590.010000.03e-06
62026-02-16 03:44:00+00:00EUR_USDM1BUY1.18676100.010000.03e-06
72026-02-16 03:47:00+00:00EUR_USDM1FLAT1.186660.09999.993e-06
82026-02-16 03:55:00+00:00EUR_USDM1BUY1.18672100.09999.993e-06
92026-02-16 04:07:00+00:00EUR_USDM1FLAT1.186640.09999.984e-06
102026-02-16 04:10:00+00:00EUR_USDM1BUY1.18674100.09999.984e-06
112026-02-16 04:15:00+00:00EUR_USDM1FLAT1.186660.09999.975e-06
122026-02-16 04:27:00+00:00EUR_USDM1BUY1.18672100.09999.975e-06
132026-02-16 04:31:00+00:00EUR_USDM1FLAT1.186610.09999.966e-06
142026-02-16 05:01:00+00:00EUR_USDM1BUY1.18627100.09999.966e-06
152026-02-16 05:02:00+00:00EUR_USDM1FLAT1.186190.09999.966e-06
162026-02-16 05:09:00+00:00EUR_USDM1BUY1.18628100.09999.966e-06
172026-02-16 05:19:00+00:00EUR_USDM1FLAT1.18620.09999.957e-06
182026-02-16 05:25:00+00:00EUR_USDM1BUY1.18635100.09999.957e-06
192026-02-16 05:32:00+00:00EUR_USDM1FLAT1.186230.09999.948e-06
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