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fx-quant/results/phase1/S1_EUR_AUD_trades.csv
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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

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timestamp,strategy_id,pair,signal_direction,entry_price,sl_price,tp1_price,tp2_price,tp3_price,lot_size,confluence_score,session,spread_at_entry,atr_at_entry,adx_at_entry,rsi_at_entry,ema_50_value,ema_200_value,vwap_deviation,news_within_60min,macd_hist_at_entry,stoch_k_at_entry,distance_from_ema50_pips,candle_body_ratio,hour_of_day,day_of_week,entry_pattern,exit_price,exit_reason,exit_time,pnl_pips,pnl_dollars,hold_time_minutes,win
2021-01-14 14:00:00+00:00,1,EUR_AUD,SHORT,1.56478,1.5663540406602323,1.56349,1.5622071154304047,1.5605193846886474,635307.6,3,OVERLAP,2.0,0.0011251538278381976,17.55809566242349,45.889690479213215,1.5665711617707434,1.570358001622695,-4.655282906622649,False,7.001911207590807e-05,72.26178839081898,-15.511617707433256,0.23611111111109825,14,3,engulfing,1.56478,TP1+SL,2021-01-14 14:45:00+00:00,6.450000000000067,409.77340200000424,45,True
2021-02-08 10:15:00+00:00,1,EUR_AUD,LONG,1.57125,1.5702797271248767,1.57155,1.576295,1.576550199029792,1034861.18,4,LONDON,2.0,0.0008506634326399959,41.105567906462845,66.00978892550175,1.5692904288573024,1.572112569117742,14.693341352300937,False,0.0001909389645207594,55.14107156302751,17.195711426976068,0.8513513513512926,10,0,strong_close,1.57125,TP1+SL,2021-02-08 11:00:00+00:00,1.4999999999998348,155.2291769999829,45,True
2021-02-16 15:45:00+00:00,1,EUR_AUD,SHORT,1.55862,1.5588810537670386,1.5582777841748587,1.5559489208742938,1.55420227339887,3852271.65,4,OVERLAP,2.0,0.0011644316502824707,27.8653499811515,38.54601157494601,1.5598305932947985,1.5604183710169872,-16.48047308518752,False,-0.0002739226894717125,11.765021819400891,-9.705932947985385,0.8364779874214275,15,1,engulfing,1.5588810537670386,SL,2021-02-16 16:00:00+00:00,-2.610537670386659,-1005.6500258887571,15,False
2021-03-11 12:45:00+00:00,1,EUR_AUD,SHORT,1.53613,1.5370796219478877,1.53531,1.5335426457760712,1.5318462332417138,1048410.4,4,LONDON,2.0,0.0011309416895715486,35.092822044899854,36.26539431498763,1.539278532689535,1.5422679397717538,-19.849695948672696,False,-4.079328640189913e-05,39.11609656027826,-29.085326895350594,0.8387096774193064,12,3,strong_close,1.5370796219478877,SL,2021-03-11 13:00:00+00:00,-9.496219478877244,-995.5935262337483,15,False
2021-03-12 08:45:00+00:00,1,EUR_AUD,LONG,1.54044,1.5385778323328185,1.54177,1.5420836798856579,1.5443823984754372,529295.83,4,LONDON,2.0,0.001045599618859299,49.708556804391776,59.802899197032126,1.5389348532066267,1.5404013353840256,-1.6613741921345238,False,0.0001206369131672067,26.49930264992916,12.651467933733063,0.34831460674158704,8,4,engulfing,1.5385778323328185,SL,2021-03-12 09:30:00+00:00,-18.621676671815024,-985.637580999997,45,False
2021-03-12 15:00:00+00:00,1,EUR_AUD,LONG,1.54035,1.537464882065371,1.54177,1.5421844178100699,1.5456355708009308,338211.9,4,OVERLAP,2.0,0.001381392700232691,21.6972121989325,53.01772259608501,1.5393299012179917,1.5401832209489925,3.875388630494303,False,1.6518895322401755e-05,31.573868335847635,7.800987820083538,0.6232876712329986,15,4,strong_close,1.54035,TP1+TP2+SL,2021-03-12 15:45:00+00:00,12.603253430209183,426.25702888125653,45,True
2021-03-25 12:45:00+00:00,1,EUR_AUD,SHORT,1.55387,1.5558127100407506,1.55256,1.551335,1.5496438767473308,504472.5,4,LONDON,2.0,0.0011165308131673342,31.842578504348836,49.21675310322317,1.5544562688431682,1.552725273895402,1.514354495022463,False,0.0002498952201257542,54.488915892429276,-3.4626884316812934,0.6917293233081,12,3,strong_close,1.55387,TP1+SL,2021-03-25 14:30:00+00:00,6.550000000000722,330.42948750003643,105,True
2021-04-06 14:45:00+00:00,1,EUR_AUD,SHORT,1.5456699999999999,1.5472780776375155,1.54513,1.5438299999999998,1.5406618546164528,611505.35,4,OVERLAP,2.0,0.0013120363458867857,23.764006060139806,34.97203217334939,1.5476601927086153,1.5455214212894717,-31.558315087814037,False,-0.0003586757301123026,32.095327296173345,-17.50192708615428,0.6983240223463888,14,1,strong_close,1.5472780776375155,SL,2021-04-06 15:45:00+00:00,-16.080776375155814,-983.3480785561387,60,False
2021-04-13 08:00:00+00:00,1,EUR_AUD,SHORT,1.56293,1.5650753780475666,1.56046,1.55912,1.55775,453772.98,5,LONDON,2.0,0.001047561029389203,23.62079282116228,46.249802510106356,1.5633659226067544,1.5615575868114708,-4.700000000001925,False,-7.960678027223479e-05,68.020324683228,-1.9592260675449502,0.451957295373706,8,1,engulfing,1.5650753780475666,SL,2021-04-13 12:00:00+00:00,-21.45378047566648,-973.5145898708997,240,False
2021-05-20 15:15:00+00:00,1,EUR_AUD,SHORT,1.57083,1.5730110913988404,1.56964,1.569255,1.5666311510883526,441879.44,2,OVERLAP,2.0,0.0011097122279118154,29.47425501246105,38.91321694716041,1.572845033442254,1.5719784013440392,-14.73780266239455,False,-3.799814746305275e-05,56.34920634920562,-17.75033442253937,0.8947368421054323,15,3,strong_close,1.5730110913988404,SL,2021-05-20 16:30:00+00:00,-21.810913988404845,-963.7794459084499,75,False
2021-05-21 09:30:00+00:00,1,EUR_AUD,SHORT,1.57476,1.57526603996045,1.57404,1.57367,1.5711931934226626,1885506.55,2,LONDON,2.0,0.0009517016443343281,32.66921715557937,34.393850254603635,1.576060398106699,1.57365750566889,-16.80215042769939,False,-0.0004640607306018701,14.211972667855031,-10.60398106699001,0.6448598130841102,9,4,strong_close,1.57526603996045,SL,2021-05-21 09:45:00+00:00,-5.060399604499555,-954.141659990132,15,False
2021-06-03 09:30:00+00:00,1,EUR_AUD,SHORT,1.57623,1.576573370124664,1.57541,1.57516,1.57361057071,2750968.05,3,LONDON,2.0,0.0007148573224999899,26.165315245329605,45.28279044577512,1.576583605535823,1.5765464346554336,-3.545708816596882,False,-0.00016008159483793841,36.66456494326296,-1.136055358230692,0.5873015873014362,9,3,engulfing,1.576573370124664,SL,2021-06-03 09:45:00+00:00,-3.433701246640108,-944.6002422752108,15,False
2021-07-29 11:30:00+00:00,1,EUR_AUD,SHORT,1.60533,1.6068489872777576,1.60423,1.60237,1.6016988835449086,615643.23,3,LONDON,2.0,0.0009677791137728483,33.44133641177473,49.99768590042467,1.6058685876568621,1.6054192172384183,7.082884321147898,False,0.00028360651470588734,53.46106347250156,-2.9858765686219257,0.8604651162791899,11,3,strong_close,1.6068489872777576,SL,2021-07-29 12:30:00+00:00,-15.189872777576772,-935.1542340076436,60,False
2021-08-02 12:30:00+00:00,1,EUR_AUD,SHORT,1.6119999999999999,1.6134254646220487,1.61134,1.6099466666666666,1.6084853872387084,649474.34,4,LONDON,2.0,0.000938653190322876,34.131104567779325,25.86406537395004,1.6153748956173948,1.612484599308289,-27.780424754419997,False,-0.00029978104721116775,7.342132505174058,-31.34895617394884,0.6733333333334262,12,0,strong_close,1.6119999999999999,TP1+SL,2021-08-02 13:00:00+00:00,3.2999999999994145,214.32653219996197,30,True
2021-09-06 08:00:00+00:00,1,EUR_AUD,SHORT,1.59536,1.5961731352069926,1.59461,1.59223,1.5919775968927903,1141195.16,5,LONDON,2.0,0.000841343690699116,17.932880117106095,45.40391359932928,1.5960992851431672,1.5996427954532055,-2.766666666667028,False,-0.00011505414499433887,55.24691358024364,-4.992851431673273,0.5858585858585836,8,0,engulfing,1.5961731352069926,SL,2021-09-06 08:15:00+00:00,-8.131352069926656,-927.9459626456281,15,False
2021-10-12 08:15:00+00:00,1,EUR_AUD,SHORT,1.57097,1.5727084220793177,1.56972,1.5693413125770748,1.5661608343609965,528448.48,4,LONDON,2.0,0.0012622914097508617,31.319780556673294,40.74555200341047,1.5729566776670072,1.576719165838116,-0.6935656598106021,False,-0.00022439256628381418,28.495541560818868,-17.466776670072015,0.18354430379741588,8,1,pin_bar,1.5661608343609965,TP3,2021-10-12 10:30:00+00:00,20.75439354678243,1096.7627723118985,135,True
2021-10-12 13:00:00+00:00,1,EUR_AUD,SHORT,1.56711,1.567405901976277,1.56447,1.5641062783013573,1.56159,3141696.25,4,OVERLAP,2.0,0.001212405662142643,41.640072267379715,44.11286977395952,1.5698136103342355,1.5750821105833113,-5.219110493650536,False,0.00022628342197617284,78.07737598216839,-24.636103342354776,0.0833333333332648,13,1,pin_bar,1.567405901976277,SL,2021-10-12 13:15:00+00:00,-2.959019762769355,-929.6341292368372,15,False
2022-01-07 08:15:00+00:00,1,EUR_AUD,LONG,1.58186,1.5805241575145001,1.58225,1.58255,1.5854925979585581,688956.82,3,LONDON,2.0,0.0009681494896395193,55.124641338889674,76.1936501879071,1.577581280268708,1.5730480707959233,8.30075344227188,False,0.00025493663459145435,80.0686184026103,40.38719731292106,0.8104575163399376,8,4,strong_close,1.58186,TP1+TP2+SL,2022-01-07 08:45:00+00:00,4.019999999999024,276.96064163993276,30,True
2022-02-24 09:30:00+00:00,1,EUR_AUD,SHORT,1.56197,1.5636801750060334,1.5603,1.5572343496573762,1.554248959451802,539773.64,5,LONDON,2.0,0.001990260137049529,34.14659814110972,40.43443639092922,1.5642048645779125,1.5660505227900854,-29.11302023135498,False,-0.0002372613161295745,19.72813909522884,-19.948645779124252,0.6134185303513976,9,3,strong_close,1.5586619329097617,TP1+TP2+SL,2022-02-24 11:00:00+00:00,29.173085208348713,1574.6862392940543,90,True
2022-02-24 14:30:00+00:00,1,EUR_AUD,SHORT,1.55875,1.5609276514797725,1.55788,1.5539640578777576,1.550948492604412,431131.55,4,OVERLAP,2.0,0.0020103768488970255,22.154246722288626,44.632074444759056,1.561388821143498,1.5647788060109251,-18.423292989673268,False,0.0003528195821356165,56.720985498813036,-23.988211434979867,0.8085106382978522,14,3,strong_close,1.55875,TP1+SL,2022-02-24 15:00:00+00:00,4.350000000000742,187.54222425003198,30,True
2022-03-01 08:00:00+00:00,1,EUR_AUD,SHORT,1.5405,1.54214817318598,1.53843,1.537432792905757,1.5354484686492111,570771.14,4,LONDON,2.0,0.0013228828376971964,29.781206886069075,44.193375885203686,1.543053242774052,1.549994876481887,-1.4666666666629524,False,6.111791869049452e-05,78.38804361045,-23.132427740519823,0.3405172413793578,8,1,engulfing,1.54214817318598,SL,2022-03-01 08:45:00+00:00,-16.481731859800952,-940.7296882792909,45,False
2022-03-24 14:30:00+00:00,1,EUR_AUD,SHORT,1.46142,1.461714435551834,1.460855648994582,1.457638244972911,1.455225191956658,3163077.21,4,OVERLAP,2.0,0.0016087020108355252,45.87706395985467,28.211306148446468,1.4669448788306352,1.4727296389685411,-51.74095405769297,False,-0.0004025438087118525,16.468413335884556,-52.8487883063522,0.9045454545454339,14,3,strong_close,1.461714435551834,SL,2022-03-24 14:45:00+00:00,-2.944355518339492,-931.3223838197384,15,False
2022-06-02 12:00:00+00:00,1,EUR_AUD,SHORT,1.4823,1.4835972957635348,1.4819698388876272,1.4816277422202035,1.4779787111010172,710716.23,4,LONDON,2.0,0.0011403222247456737,44.30693613615631,27.34056211151696,1.4860035629887325,1.4891113644116494,-29.29453641765889,False,-0.00037024171794402313,20.209236207867423,-34.63562988732516,0.8645833333333816,12,3,strong_close,1.482141239756432,TP1+TP2+SL,2022-06-02 13:00:00+00:00,3.9850993883887575,283.22748134909637,60,True
2022-07-21 10:00:00+00:00,1,EUR_AUD,LONG,1.48283,1.4810621534633204,1.48383,1.48458,1.488556468130461,523145.77,2,LONDON,2.0,0.0014916170326152367,26.666871511696016,55.63265245148769,1.4807161598996919,1.4812874580461806,-0.2626620578571881,False,-7.591060750346506e-05,27.919406113841948,18.738401003082217,0.4965517241379089,10,3,engulfing,1.488556468130461,TP3,2022-07-21 12:15:00+00:00,21.702936260921124,1135.3799301480503,135,True
2022-10-04 10:00:00+00:00,1,EUR_AUD,LONG,1.52528,1.5243477845545508,1.53357,1.5343274805934901,1.5421000000000002,1004269.17,4,LONDON,2.0,0.0025249353116331527,41.5646448078503,73.35607645035522,1.515076033277682,1.5133279008783718,55.57887783486759,False,0.0009757680404247082,96.31203755264973,99.63966722317917,0.8497409326424221,10,1,strong_close,1.5243477845545508,SL,2022-10-04 10:15:00+00:00,-9.322154454491915,-936.1952316624399,15,False
2022-10-05 09:30:00+00:00,1,EUR_AUD,LONG,1.53436,1.5307161709497912,1.53875,1.5392919264914247,1.5433800000000002,254356.96,4,LONDON,2.0,0.0018064216380817204,13.709782528760229,50.28197309615085,1.5339828249981433,1.5262720468656175,5.043203290229226,False,6.01181505095882e-05,37.23119640156315,1.3717500185661535,0.655172413793028,9,2,strong_close,1.53675392789596,TP1+TP2+SL,2022-10-05 12:30:00+00:00,41.53363526619503,1056.4369204058157,180,True
2022-11-23 08:30:00+00:00,1,EUR_AUD,SHORT,1.55075,1.5534759081813723,1.54965,1.5484349999999998,1.5459932929129974,343884.53,4,LONDON,2.0,0.0012491767717507014,38.48120276443112,40.58208629831538,1.5519132754375558,1.5498827335868282,-7.303611729014836,False,-0.0004040992854864536,34.06765912085868,-9.232754375556596,0.5844748858447479,8,2,engulfing,1.55075,TP1+SL,2022-11-23 09:00:00+00:00,5.5000000000005045,189.13649150001737,30,True
2023-01-03 15:45:00+00:00,1,EUR_AUD,SHORT,1.56493,1.5655678500991081,1.5639954216695442,1.561835,1.5557733733563532,1472585.83,3,OVERLAP,2.0,0.0023491566609116737,30.488784520598152,39.615776636855436,1.5687153140396486,1.5692658414413385,-45.81905653542773,False,-0.00043361509182686885,60.01667742286029,-35.45314039648639,0.8904494382022782,15,1,strong_close,1.5655678500991081,SL,2023-01-03 16:00:00+00:00,-6.37850099108217,-939.289017610856,15,False
2023-01-05 10:30:00+00:00,1,EUR_AUD,SHORT,1.55425,1.5564372616269977,1.54164,1.5411373766142522,1.5287899999999999,425141.7,4,LONDON,2.0,0.0016754112858257876,18.74332175896693,43.54299280754885,1.555167881253811,1.55695983889194,-27.2965644877754,False,-0.000318847981034643,30.0955752212362,-6.778812538110746,0.7459016393442355,10,3,strong_close,1.5564372616269977,SL,2023-01-05 13:45:00+00:00,-21.87261626997783,-929.8961264466034,195,False
2023-03-02 08:30:00+00:00,1,EUR_AUD,SHORT,1.57685,1.5779287762459353,1.57639,1.56937,1.5690335047652593,853371.74,3,LONDON,2.0,0.0011216507824690087,24.83496455449778,37.93693170161315,1.5786254504619655,1.5756237579434191,-15.265130087414036,False,-0.00018800859826652113,20.207736830764542,-15.354504619653486,0.6577540106950894,8,3,strong_close,1.57685,TP1+SL,2023-03-02 09:00:00+00:00,2.300000000000635,196.27550020005418,30,True
2023-06-07 11:45:00+00:00,1,EUR_AUD,SHORT,1.5996299999999999,1.6014215790998862,1.59771,1.5970513187053272,1.5953601099285235,514942.33,3,LONDON,2.0,0.001127472517869081,25.295489023713902,49.20019753608919,1.600695390479121,1.608033225138121,4.590638465635788,False,0.00015563978121837943,85.77626667012777,-8.25390479121113,0.6105263157894958,11,2,engulfing,1.6014215790998862,SL,2023-06-07 12:45:00+00:00,-17.915790998863645,-922.5599160747873,60,False
2023-06-13 08:45:00+00:00,1,EUR_AUD,LONG,1.59437,1.5930115464813401,1.59504,1.597995,1.5997730586430643,672333.88,3,LONDON,2.0,0.00141076466076608,35.688245832963304,49.81160200700153,1.5941099699405537,1.5958072381137487,3.222460175584807,False,-0.00010216079654503814,64.86229819563242,0.20030059446396464,0.7931034482758554,8,1,engulfing,1.59437,TP1+SL,2023-06-13 09:45:00+00:00,3.3499999999997416,225.23184979998265,60,True
2023-06-26 15:45:00+00:00,1,EUR_AUD,SHORT,1.63273,1.6347266714089563,1.62951,1.6184633333333334,1.6180959466344607,458556.49,4,OVERLAP,2.0,0.0012246223295759692,19.868035411638417,45.21195904883821,1.633191418368886,1.6283832779196588,-6.278377168840166,False,-0.00021053828605545143,31.20467365028446,-2.214183688860061,0.8943089430894471,15,0,engulfing,1.6347266714089563,SL,2023-06-26 23:15:00+00:00,-19.966714089563187,-915.5866329743641,450,False
2023-06-28 15:15:00+00:00,1,EUR_AUD,SHORT,1.64885,1.650787966206653,1.64682,1.6462942680959034,1.6420802412787128,467722.69,5,OVERLAP,2.0,0.0017524396803218184,24.05521156899682,42.799258366922594,1.6493687706994542,1.6408537818979856,-21.80964244274275,False,-0.0004985087208506071,29.2636454245832,-2.7877069945425603,0.8323699421965897,15,2,strong_close,1.64885,TP1+SL,2023-06-28 16:15:00+00:00,10.149999999999881,474.73853034999445,60,True
2023-07-05 08:00:00+00:00,1,EUR_AUD,LONG,1.62978,1.6282980667314864,1.63199,1.6361933333333332,1.6365746095348923,614857.75,5,LONDON,2.0,0.0012709206718640065,37.27870147687901,58.24651781890374,1.6278203773798936,1.6310769697383884,9.066666666668333,False,0.00017122731941517913,42.81666250240329,17.19622620106387,0.13120567375885658,8,2,pin_bar,1.62978,TP1+SL,2023-07-05 09:15:00+00:00,11.050000000000226,679.4178137500139,75,True
2023-07-05 13:30:00+00:00,1,EUR_AUD,LONG,1.63204,1.6301513547251107,1.63519,1.6357566666666665,1.63858,486048.04,3,OVERLAP,2.0,0.0015111887941369664,25.724556932129317,49.93490975792919,1.6306491283751479,1.6313788579078552,-2.9042489435959773,False,-0.0003788700184789897,18.002701199647706,11.508716248520567,0.7510548523206352,13,2,strong_close,1.6301513547251107,SL,2023-07-05 14:45:00+00:00,-18.886452748891887,-917.9723341151515,75,False
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