Files
fx-quant/logs/backtest_trades_USD_JPY_M1.csv
T
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

760 B

1timeinstrumentgranularitysidepriceposition_sizeequitydrawdown
22026-02-16 03:05:00+00:00USD_JPYM1BUY153.046100.010000.00.0
32026-02-16 03:19:00+00:00USD_JPYM1FLAT153.0540.010000.013e-06
42026-02-16 03:34:00+00:00USD_JPYM1BUY153.057100.010000.013e-06
52026-02-16 04:04:00+00:00USD_JPYM1FLAT153.060.010000.013e-06
62026-02-16 04:16:00+00:00USD_JPYM1BUY153.056100.010000.013e-06
72026-02-16 05:09:00+00:00USD_JPYM1FLAT153.2150.010000.112e-06
82026-02-16 05:23:00+00:00USD_JPYM1BUY153.228100.010000.112e-06
92026-02-16 05:29:00+00:00USD_JPYM1FLAT153.1840.010000.085e-06
102026-02-16 05:30:00+00:00USD_JPYM1BUY153.214100.010000.085e-06
112026-02-16 05:44:00+00:00USD_JPYM1FLAT153.2050.010000.085e-06