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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>
760 B
760 B
| 1 | time | instrument | granularity | side | price | position_size | equity | drawdown |
|---|---|---|---|---|---|---|---|---|
| 2 | 2026-02-16 03:05:00+00:00 | USD_JPY | M1 | BUY | 153.046 | 100.0 | 10000.0 | 0.0 |
| 3 | 2026-02-16 03:19:00+00:00 | USD_JPY | M1 | FLAT | 153.054 | 0.0 | 10000.01 | 3e-06 |
| 4 | 2026-02-16 03:34:00+00:00 | USD_JPY | M1 | BUY | 153.057 | 100.0 | 10000.01 | 3e-06 |
| 5 | 2026-02-16 04:04:00+00:00 | USD_JPY | M1 | FLAT | 153.06 | 0.0 | 10000.01 | 3e-06 |
| 6 | 2026-02-16 04:16:00+00:00 | USD_JPY | M1 | BUY | 153.056 | 100.0 | 10000.01 | 3e-06 |
| 7 | 2026-02-16 05:09:00+00:00 | USD_JPY | M1 | FLAT | 153.215 | 0.0 | 10000.11 | 2e-06 |
| 8 | 2026-02-16 05:23:00+00:00 | USD_JPY | M1 | BUY | 153.228 | 100.0 | 10000.11 | 2e-06 |
| 9 | 2026-02-16 05:29:00+00:00 | USD_JPY | M1 | FLAT | 153.184 | 0.0 | 10000.08 | 5e-06 |
| 10 | 2026-02-16 05:30:00+00:00 | USD_JPY | M1 | BUY | 153.214 | 100.0 | 10000.08 | 5e-06 |
| 11 | 2026-02-16 05:44:00+00:00 | USD_JPY | M1 | FLAT | 153.205 | 0.0 | 10000.08 | 5e-06 |