Files
fx-quant/results/phase1/S1_EUR_AUD_trades.csv
T
Brent NealeandClaude Opus 4.6 edbe359d1b Phase 1 complete: S3-S6 strategies, S4 variant analysis, learnings doc
- S3 Key Level Breakout: best performer (52-53% WR, PF ~1.0 on JPY crosses)
- S4 EMA Ribbon: tested 7 variants (D/E/F/F-v2/G/G-Minimal), exhausted
  - Only EUR_AUD S4-F marginally profitable (PF 1.06)
  - Detailed filter funnel analysis revealed contradictory filter stacking
- S5 Momentum Exhaustion: extended to 5 pairs, PF 0.43-0.77
- S6 EMA Bounce: 59-60% WR but PF 0.83-0.84, needs SL/TP restructuring
- Added STRATEGY_LEARNINGS.md with design principles and next steps
- Added M5 data downloader for 3-timeframe strategies
- Updated README with full strategy scorecard

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-18 20:42:16 +10:00

16 KiB

1timestampstrategy_idpairsignal_directionentry_pricesl_pricetp1_pricetp2_pricetp3_pricelot_sizeconfluence_scoresessionspread_at_entryatr_at_entryadx_at_entryrsi_at_entryema_50_valueema_200_valuevwap_deviationnews_within_60minmacd_hist_at_entrystoch_k_at_entrydistance_from_ema50_pipscandle_body_ratiohour_of_dayday_of_weekentry_patternexit_priceexit_reasonexit_timepnl_pipspnl_dollarshold_time_minuteswin
22021-01-14 14:00:00+00:001EUR_AUDSHORT1.564781.56635404066023231.563491.56220711543040471.5605193846886474635307.63OVERLAP2.00.001125153827838197617.5580956624234945.8896904792132151.56657116177074341.570358001622695-4.655282906622649False7.001911207590807e-0572.26178839081898-15.5116177074332560.23611111111109825143engulfing1.56478TP1+SL2021-01-14 14:45:00+00:006.450000000000067409.7734020000042445True
32021-02-08 10:15:00+00:001EUR_AUDLONG1.571251.57027972712487671.571551.5762951.5765501990297921034861.184LONDON2.00.000850663432639995941.10556790646284566.009788925501751.56929042885730241.57211256911774214.693341352300937False0.000190938964520759455.1410715630275117.1957114269760680.8513513513512926100strong_close1.57125TP1+SL2021-02-08 11:00:00+00:001.4999999999998348155.229176999982945True
42021-02-16 15:45:00+00:001EUR_AUDSHORT1.558621.55888105376703861.55827778417485871.55594892087429381.554202273398873852271.654OVERLAP2.00.001164431650282470727.865349981151538.546011574946011.55983059329479851.5604183710169872-16.48047308518752False-0.000273922689471712511.765021819400891-9.7059329479853850.8364779874214275151engulfing1.5588810537670386SL2021-02-16 16:00:00+00:00-2.610537670386659-1005.650025888757115False
52021-03-11 12:45:00+00:001EUR_AUDSHORT1.536131.53707962194788771.535311.53354264577607121.53184623324171381048410.44LONDON2.00.001130941689571548635.09282204489985436.265394314987631.5392785326895351.5422679397717538-19.849695948672696False-4.079328640189913e-0539.11609656027826-29.0853268953505940.8387096774193064123strong_close1.5370796219478877SL2021-03-11 13:00:00+00:00-9.496219478877244-995.593526233748315False
62021-03-12 08:45:00+00:001EUR_AUDLONG1.540441.53857783233281851.541771.54208367988565791.5443823984754372529295.834LONDON2.00.00104559961885929949.70855680439177659.8028991970321261.53893485320662671.5404013353840256-1.6613741921345238False0.000120636913167206726.4993026499291612.6514679337330630.3483146067415870484engulfing1.5385778323328185SL2021-03-12 09:30:00+00:00-18.621676671815024-985.63758099999745False
72021-03-12 15:00:00+00:001EUR_AUDLONG1.540351.5374648820653711.541771.54218441781006991.5456355708009308338211.94OVERLAP2.00.00138139270023269121.697212198932553.017722596085011.53932990121799171.54018322094899253.875388630494303False1.6518895322401755e-0531.5738683358476357.8009878200835380.6232876712329986154strong_close1.54035TP1+TP2+SL2021-03-12 15:45:00+00:0012.603253430209183426.2570288812565345True
82021-03-25 12:45:00+00:001EUR_AUDSHORT1.553871.55581271004075061.552561.5513351.5496438767473308504472.54LONDON2.00.001116530813167334231.84257850434883649.216753103223171.55445626884316821.5527252738954021.514354495022463False0.000249895220125754254.488915892429276-3.46268843168129340.6917293233081123strong_close1.55387TP1+SL2021-03-25 14:30:00+00:006.550000000000722330.42948750003643105True
92021-04-06 14:45:00+00:001EUR_AUDSHORT1.54566999999999991.54727807763751551.545131.54382999999999981.5406618546164528611505.354OVERLAP2.00.001312036345886785723.76400606013980634.972032173349391.54766019270861531.5455214212894717-31.558315087814037False-0.000358675730112302632.095327296173345-17.501927086154280.6983240223463888141strong_close1.5472780776375155SL2021-04-06 15:45:00+00:00-16.080776375155814-983.348078556138760False
102021-04-13 08:00:00+00:001EUR_AUDSHORT1.562931.56507537804756661.560461.559121.55775453772.985LONDON2.00.00104756102938920323.6207928211622846.2498025101063561.56336592260675441.5615575868114708-4.700000000001925False-7.960678027223479e-0568.020324683228-1.95922606754495020.45195729537370681engulfing1.5650753780475666SL2021-04-13 12:00:00+00:00-21.45378047566648-973.5145898708997240False
112021-05-20 15:15:00+00:001EUR_AUDSHORT1.570831.57301109139884041.569641.5692551.5666311510883526441879.442OVERLAP2.00.001109712227911815429.4742550124610538.913216947160411.5728450334422541.5719784013440392-14.73780266239455False-3.799814746305275e-0556.34920634920562-17.750334422539370.8947368421054323153strong_close1.5730110913988404SL2021-05-20 16:30:00+00:00-21.810913988404845-963.779445908449975False
122021-05-21 09:30:00+00:001EUR_AUDSHORT1.574761.575266039960451.574041.573671.57119319342266261885506.552LONDON2.00.000951701644334328132.6692171555793734.3938502546036351.5760603981066991.57365750566889-16.80215042769939False-0.000464060730601870114.211972667855031-10.603981066990010.644859813084110294strong_close1.57526603996045SL2021-05-21 09:45:00+00:00-5.060399604499555-954.14165999013215False
132021-06-03 09:30:00+00:001EUR_AUDSHORT1.576231.5765733701246641.575411.575161.573610570712750968.053LONDON2.00.000714857322499989926.16531524532960545.282790445775121.5765836055358231.5765464346554336-3.545708816596882False-0.0001600815948379384136.66456494326296-1.1360553582306920.587301587301436293engulfing1.576573370124664SL2021-06-03 09:45:00+00:00-3.433701246640108-944.600242275210815False
142021-07-29 11:30:00+00:001EUR_AUDSHORT1.605331.60684898727775761.604231.602371.6016988835449086615643.233LONDON2.00.000967779113772848333.4413364117747349.997685900424671.60586858765686211.60541921723841837.082884321147898False0.0002836065147058873453.46106347250156-2.98587656862192570.8604651162791899113strong_close1.6068489872777576SL2021-07-29 12:30:00+00:00-15.189872777576772-935.154234007643660False
152021-08-02 12:30:00+00:001EUR_AUDSHORT1.61199999999999991.61342546462204871.611341.60994666666666661.6084853872387084649474.344LONDON2.00.00093865319032287634.13110456777932525.864065373950041.61537489561739481.612484599308289-27.780424754419997False-0.000299781047211167757.342132505174058-31.348956173948840.6733333333334262120strong_close1.6119999999999999TP1+SL2021-08-02 13:00:00+00:003.2999999999994145214.3265321999619730True
162021-09-06 08:00:00+00:001EUR_AUDSHORT1.595361.59617313520699261.594611.592231.59197759689279031141195.165LONDON2.00.00084134369069911617.93288011710609545.403913599329281.59609928514316721.5996427954532055-2.766666666667028False-0.0001150541449943388755.24691358024364-4.9928514316732730.585858585858583680engulfing1.5961731352069926SL2021-09-06 08:15:00+00:00-8.131352069926656-927.945962645628115False
172021-10-12 08:15:00+00:001EUR_AUDSHORT1.570971.57270842207931771.569721.56934131257707481.5661608343609965528448.484LONDON2.00.001262291409750861731.31978055667329440.745552003410471.57295667766700721.576719165838116-0.6935656598106021False-0.0002243925662838141828.495541560818868-17.4667766700720150.1835443037974158881pin_bar1.5661608343609965TP32021-10-12 10:30:00+00:0020.754393546782431096.7627723118985135True
182021-10-12 13:00:00+00:001EUR_AUDSHORT1.567111.5674059019762771.564471.56410627830135731.561593141696.254OVERLAP2.00.00121240566214264341.64007226737971544.112869773959521.56981361033423551.5750821105833113-5.219110493650536False0.0002262834219761728478.07737598216839-24.6361033423547760.0833333333332648131pin_bar1.567405901976277SL2021-10-12 13:15:00+00:00-2.959019762769355-929.634129236837215False
192022-01-07 08:15:00+00:001EUR_AUDLONG1.581861.58052415751450011.582251.582551.5854925979585581688956.823LONDON2.00.000968149489639519355.12464133888967476.19365018790711.5775812802687081.57304807079592338.30075344227188False0.0002549366345914543580.068618402610340.387197312921060.810457516339937684strong_close1.58186TP1+TP2+SL2022-01-07 08:45:00+00:004.019999999999024276.9606416399327630True
202022-02-24 09:30:00+00:001EUR_AUDSHORT1.561971.56368017500603341.56031.55723434965737621.554248959451802539773.645LONDON2.00.00199026013704952934.1465981411097240.434436390929221.56420486457791251.5660505227900854-29.11302023135498False-0.000237261316129574519.72813909522884-19.9486457791242520.613418530351397693strong_close1.5586619329097617TP1+TP2+SL2022-02-24 11:00:00+00:0029.1730852083487131574.686239294054390True
212022-02-24 14:30:00+00:001EUR_AUDSHORT1.558751.56092765147977251.557881.55396405787775761.550948492604412431131.554OVERLAP2.00.002010376848897025522.15424672228862644.6320744447590561.5613888211434981.5647788060109251-18.423292989673268False0.000352819582135616556.720985498813036-23.9882114349798670.8085106382978522143strong_close1.55875TP1+SL2022-02-24 15:00:00+00:004.350000000000742187.5422242500319830True
222022-03-01 08:00:00+00:001EUR_AUDSHORT1.54051.542148173185981.538431.5374327929057571.5354484686492111570771.144LONDON2.00.001322882837697196429.78120688606907544.1933758852036861.5430532427740521.549994876481887-1.4666666666629524False6.111791869049452e-0578.38804361045-23.1324277405198230.340517241379357881engulfing1.54214817318598SL2022-03-01 08:45:00+00:00-16.481731859800952-940.729688279290945False
232022-03-24 14:30:00+00:001EUR_AUDSHORT1.461421.4617144355518341.4608556489945821.4576382449729111.4552251919566583163077.214OVERLAP2.00.001608702010835525245.8770639598546728.2113061484464681.46694487883063521.4727296389685411-51.74095405769297False-0.000402543808711852516.468413335884556-52.84878830635220.9045454545454339143strong_close1.461714435551834SL2022-03-24 14:45:00+00:00-2.944355518339492-931.322383819738415False
242022-06-02 12:00:00+00:001EUR_AUDSHORT1.48231.48359729576353481.48196983888762721.48162774222020351.4779787111010172710716.234LONDON2.00.001140322224745673744.3069361361563127.340562111516961.48600356298873251.4891113644116494-29.29453641765889False-0.0003702417179440231320.209236207867423-34.635629887325160.8645833333333816123strong_close1.482141239756432TP1+TP2+SL2022-06-02 13:00:00+00:003.9850993883887575283.2274813490963760True
252022-07-21 10:00:00+00:001EUR_AUDLONG1.482831.48106215346332041.483831.484581.488556468130461523145.772LONDON2.00.001491617032615236726.66687151169601655.632652451487691.48071615989969191.4812874580461806-0.2626620578571881False-7.591060750346506e-0527.91940611384194818.7384010030822170.4965517241379089103engulfing1.488556468130461TP32022-07-21 12:15:00+00:0021.7029362609211241135.3799301480503135True
262022-10-04 10:00:00+00:001EUR_AUDLONG1.525281.52434778455455081.533571.53432748059349011.54210000000000021004269.174LONDON2.00.002524935311633152741.564644807850373.356076450355221.5150760332776821.513327900878371855.57887783486759False0.000975768040424708296.3120375526497399.639667223179170.8497409326424221101strong_close1.5243477845545508SL2022-10-04 10:15:00+00:00-9.322154454491915-936.195231662439915False
272022-10-05 09:30:00+00:001EUR_AUDLONG1.534361.53071617094979121.538751.53929192649142471.5433800000000002254356.964LONDON2.00.001806421638081720413.70978252876022950.281973096150851.53398282499814331.52627204686561755.043203290229226False6.01181505095882e-0537.231196401563151.37175001856615350.65517241379302892strong_close1.53675392789596TP1+TP2+SL2022-10-05 12:30:00+00:0041.533635266195031056.4369204058157180True
282022-11-23 08:30:00+00:001EUR_AUDSHORT1.550751.55347590818137231.549651.54843499999999981.5459932929129974343884.534LONDON2.00.001249176771750701438.4812027644311240.582086298315381.55191327543755581.5498827335868282-7.303611729014836False-0.000404099285486453634.06765912085868-9.2327543755565960.584474885844747982engulfing1.55075TP1+SL2022-11-23 09:00:00+00:005.5000000000005045189.1364915000173730True
292023-01-03 15:45:00+00:001EUR_AUDSHORT1.564931.56556785009910811.56399542166954421.5618351.55577337335635321472585.833OVERLAP2.00.002349156660911673730.48878452059815239.6157766368554361.56871531403964861.5692658414413385-45.81905653542773False-0.0004336150918268688560.01667742286029-35.453140396486390.8904494382022782151strong_close1.5655678500991081SL2023-01-03 16:00:00+00:00-6.37850099108217-939.28901761085615False
302023-01-05 10:30:00+00:001EUR_AUDSHORT1.554251.55643726162699771.541641.54113737661425221.5287899999999999425141.74LONDON2.00.001675411285825787618.7433217589669343.542992807548851.5551678812538111.55695983889194-27.2965644877754False-0.00031884798103464330.0955752212362-6.7788125381107460.7459016393442355103strong_close1.5564372616269977SL2023-01-05 13:45:00+00:00-21.87261626997783-929.8961264466034195False
312023-03-02 08:30:00+00:001EUR_AUDSHORT1.576851.57792877624593531.576391.569371.5690335047652593853371.743LONDON2.00.001121650782469008724.8349645544977837.936931701613151.57862545046196551.5756237579434191-15.265130087414036False-0.0001880085982665211320.207736830764542-15.3545046196534860.657754010695089483strong_close1.57685TP1+SL2023-03-02 09:00:00+00:002.300000000000635196.2755002000541830True
322023-06-07 11:45:00+00:001EUR_AUDSHORT1.59962999999999991.60142157909988621.597711.59705131870532721.5953601099285235514942.333LONDON2.00.00112747251786908125.29548902371390249.200197536089191.6006953904791211.6080332251381214.590638465635788False0.0001556397812183794385.77626667012777-8.253904791211130.6105263157894958112engulfing1.6014215790998862SL2023-06-07 12:45:00+00:00-17.915790998863645-922.559916074787360False
332023-06-13 08:45:00+00:001EUR_AUDLONG1.594371.59301154648134011.595041.5979951.5997730586430643672333.883LONDON2.00.0014107646607660835.68824583296330449.811602007001531.59410996994055371.59580723811374873.222460175584807False-0.0001021607965450381464.862298195632420.200300594463964640.793103448275855481engulfing1.59437TP1+SL2023-06-13 09:45:00+00:003.3499999999997416225.2318497999826560True
342023-06-26 15:45:00+00:001EUR_AUDSHORT1.632731.63472667140895631.629511.61846333333333341.6180959466344607458556.494OVERLAP2.00.001224622329575969219.86803541163841745.211959048838211.6331914183688861.6283832779196588-6.278377168840166False-0.0002105382860554514331.20467365028446-2.2141836888600610.8943089430894471150engulfing1.6347266714089563SL2023-06-26 23:15:00+00:00-19.966714089563187-915.5866329743641450False
352023-06-28 15:15:00+00:001EUR_AUDSHORT1.648851.6507879662066531.646821.64629426809590341.6420802412787128467722.695OVERLAP2.00.001752439680321818424.0552115689968242.7992583669225941.64936877069945421.6408537818979856-21.80964244274275False-0.000498508720850607129.2636454245832-2.78770699454256030.8323699421965897152strong_close1.64885TP1+SL2023-06-28 16:15:00+00:0010.149999999999881474.7385303499944560True
362023-07-05 08:00:00+00:001EUR_AUDLONG1.629781.62829806673148641.631991.63619333333333321.6365746095348923614857.755LONDON2.00.001270920671864006537.2787014768790158.246517818903741.62782037737989361.63107696973838849.066666666668333False0.0001712273194151791342.8166625024032917.196226201063870.1312056737588565882pin_bar1.62978TP1+SL2023-07-05 09:15:00+00:0011.050000000000226679.417813750013975True
372023-07-05 13:30:00+00:001EUR_AUDLONG1.632041.63015135472511071.635191.63575666666666651.63858486048.043OVERLAP2.00.001511188794136966425.72455693212931749.934909757929191.63064912837514791.6313788579078552-2.9042489435959773False-0.000378870018478989718.00270119964770611.5087162485205670.7510548523206352132strong_close1.6301513547251107SL2023-07-05 14:45:00+00:00-18.886452748891887-917.972334115151575False