Files
fx-quant/results/phase1/S1_GBP_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

15 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
22021-02-02 14:00:00+00:001GBP_AUDSHORT1.794461.79503921114885651.792791.78738999999999981.78695293118926731726486.14OVERLAP2.00.001456896035775010439.2314535680086737.4919717846026761.79603237680994551.7934057221423516-24.71911109379832False-0.00049616092987821257.589401075444144-13.323768099455790.8406374501992215141strong_close1.7950392111488565SL2021-02-02 14:15:00+00:00-5.792111488565065-999.999997465789515False
32021-02-19 08:00:00+00:001GBP_AUDSHORT1.791711.7933227573329161.787441.787091.78293613855.534LONDON2.00.000977057253725907865.824631522244717.938181815857661.79616612743683151.7935701273123592-1.8333333333320212False-0.0003767443267892517316.781184642102613-42.161274368315290.630573248407644284engulfing1.78293TP32021-02-19 12:15:00+00:0052.7699999999995343239.315631809972255True
42021-03-09 14:00:00+00:001GBP_AUDSHORT1.801981.80364747605919941.799271.79882008236889581.7962210982519446613138.133OVERLAP2.00.001499725437013800536.1679365386158847.279316602117171.80371986588419151.8026261790501978-0.8786332681975928False0.00051620597856629976.75948971718115-14.998658841915980.7230769230769476141strong_close1.8036474760591994SL2021-03-09 14:15:00+00:00-16.674760591994797-1022.393152757338315False
52021-03-16 12:45:00+00:001GBP_AUDLONG1.792181.7909048980692711.79265273570954741.798271.7986976414257283793794.764LONDON2.00.001425471419094520417.68535175805314860.6286984080611551.7905748105531311.79351672523355817.396847002917326False0.0001729095701815481262.47887927893600613.6518944686914170.7094594594594918121engulfing1.790904898069271SL2021-03-16 13:00:00+00:00-12.751019307291054-1012.16923107864715False
62021-03-18 13:00:00+00:001GBP_AUDLONG1.793381.79063722651215371.796741.79737500000000021.8014820392038802365340.973OVERLAP2.00.002085509800970045631.55885506873548366.90645329071681.78795709282456761.791201952102345544.14714496381311False0.000256744205546788586.9129228625147951.829071754323490.8464419475655321133strong_close1.7906372265121537SL2021-03-18 13:30:00+00:00-27.427734878462395-1002.047526540028230False
72021-04-15 09:45:00+00:001GBP_AUDSHORT1.778921.78040472529259961.776451.77577758284079511.77374668155.294LONDON2.00.001352966863681938450.3094456382706939.056175071695831.78260990065637431.79008307995319425.843840077242035False-0.0001445098209336675377.42971887550074-34.499006563741830.363636363636307293engulfing1.7804047252925996SL2021-04-15 12:00:00+00:00-14.847252925995756-992.0270584472045135False
82021-04-27 12:00:00+00:001GBP_AUDLONG1.787651.784830051317771.788761.78916500000000011.792634652147341348271.162LONDON2.00.001306163036835306734.2690628730158560.324459524183171.78441676219192711.78618997382481411.842411435833977False-3.826703116939631e-0638.3926628414114329.9323780807281280.7537688442209626121engulfing1.7892126291598565TP1+TP2+SL2021-04-27 15:45:00+00:0013.220258319713185460.4234700506161225True
92021-06-17 08:15:00+00:001GBP_AUDLONG1.837881.83615845561507231.840051.840490659117471.8435154548995978573154.564LONDON2.00.00146886372489945223.13079855346496759.411843271325251.83515125523486991.832999057964596712.006937250612637False0.0002050561548504149263.85964912280880424.8874476513005760.749999999999950583strong_close1.83788TP1+SL2021-06-17 10:15:00+00:0010.850000000000025621.8726976000015120True
102021-07-29 13:15:00+00:001GBP_AUDLONG1.891471.8898846674897721.892311.89276999999999981.8972420120143119626322.712OVERLAP2.00.001503003003577973826.7721088213082768.004014276622231.887328479238851.884787224557296740.131958663960354False0.000317833217064091974.5685968838627739.015207611499120.9583333333333123133strong_close1.89147TP1+TP2+SL2021-07-29 13:45:00+00:008.099999999999332507.3213950999580730True
112021-08-20 14:30:00+00:001GBP_AUDLONG1.91051.90734921512768451.913251.9140451683548521.9163162693677631316747.413OVERLAP2.00.001514067341940783445.00272395711850551.220158456549391.91008922258040361.9060898981445231-3.673068606255825False-7.849246575789069e-0560.579910718268251.70777419596479520.7155555555555779144strong_close1.9073492151276845SL2021-08-20 19:45:00+00:00-31.507848723155707-998.0029477731376315False
122021-09-15 09:00:00+00:001GBP_AUDSHORT1.886111.8871506475106871.88567598420937291.88388333333333341.880957873674984949430.934LONDON2.00.0013480315812540126.6618035037785845.1491577158034761.88694831699188171.8843182156113643-12.44340963707291False-0.00013808732013902837.456696239966678-5.983169918817310.602484472049816392engulfing1.88611TP1+SL2021-09-15 09:30:00+00:002.170078953135368206.034007864873930True
132021-09-28 08:00:00+00:001GBP_AUDLONG1.881541.87951750332635581.884321.8848251.88734489535.185LONDON2.00.001491778223264601336.0796417545639657.440259397022521.8798420425307351.88125400602224274.6333333333348214False0.000483900097017917844.39686880739293414.5795746926502550.702702702702780681engulfing1.8795175033263558SL2021-09-28 08:30:00+00:00-20.224966736441804-990.083273181805230False
142021-11-01 08:00:00+00:001GBP_AUDLONG1.823661.82334335293269031.8311.83295666666666681.83857999999999993095504.563LONDON2.00.001113789291059379316.74549541783138260.017482647539091.821935784350571.82537060750730024.533333333334166False5.4704412669288644e-0590.0813215459619314.8421564943013170.689655172413903180strong_close1.8233433529326903SL2021-11-01 08:15:00+00:00-3.1664706730971663-980.182440767854715False
152021-11-30 12:45:00+00:001GBP_AUDSHORT1.867271.86760666431201241.8666107435629021.86292333333333351.86031594850321572882338.822LONDON2.00.001798512874196061645.6070876077705836.3165498792048851.87003448979180041.8664524968298737-55.04072859799258False-0.000978977107888305312.09885022384851-25.2448979180042170.6241134751773385121engulfing1.8676066643120124SL2021-11-30 13:00:00+00:00-3.3666431201240243-970.380615821939815False
162021-12-15 15:30:00+00:001GBP_AUDSHORT1.856271.85795290550250131.85567542718413141.8529351.8498334174730504570844.184OVERLAP2.00.001669145631737422336.1423048258771245.8892643851652551.8585396734262631.8577369103969985-13.328213019889734False0.000285215911831300972.01210097488973-20.2967342626281240.6847133757961555152engulfing1.85627TP1+SL2021-12-15 16:00:00+00:002.9728640793436067169.7042157624356430True
172022-01-07 15:15:00+00:001GBP_AUDLONG1.892771.8899484699707271.897891.89841110332712761.90325341082.263OVERLAP2.00.001737011090425386320.71119639598106646.952137039684591.8924067630420061.8859014923638746-13.322475422770097False-0.0003292031830603523327.097143226175671.23236957993988480.21014492753629718154pin_bar1.889948469970727SL2022-01-07 17:00:00+00:00-28.215300292731-962.3738390423352105False
182022-02-03 08:45:00+00:001GBP_AUDSHORT1.902071.90370568609961951.901091.90002499999999991.8980367207960644582477.363LONDON2.00.001068319800983874823.15673811695884547.141193358812151.9025262792493251.9013617964092528-2.8764223771560182False1.084053165197773e-0563.11274509804054-2.162792493249910.208333333333387383pin_bar1.90207TP1+SL2022-02-03 09:30:00+00:004.8999999999999035285.413906399994445True
192022-02-25 11:45:00+00:001GBP_AUDSHORT1.858431.86107195328376471.857311.85463319027644811.852211104442317361703.692LONDON2.00.0016147238894207527.03247420286540537.306294826244221.86319529314440711.8700248772070094-12.836818223731505False0.0002321888704622985261.79131464716511-45.252931444070830.7658227848100181114strong_close1.85843TP1+SL2022-02-25 12:15:00+00:005.600000000000049202.554066400001830True
202022-02-28 08:00:00+00:001GBP_AUDSHORT1.855371.8564487333270061.852851.85147597021022661.8489955523363626887735.434LONDON2.00.001653611915909367227.9627049436385336.767193988986851.85862033656473161.8631594916820524-0.7000000000023654False-0.0004849592921594105710.936378856734118-30.103365647315970.432835820895519180engulfing1.856448733327006SL2022-02-28 08:15:00+00:00-10.787333270061428-957.629793905128815False
212022-03-02 09:15:00+00:001GBP_AUDSHORT1.831931.83528015161223631.829581.82818098627130431.8257875780340869282988.244LONDON2.00.001595605491478313529.49295180368497848.702416923911091.83350607315488781.8424724451211323-8.38384414050486False0.000367736374871405163.69871958107374-13.360731548877070.751196172248758692strong_close1.8352801516122363SL2022-03-02 10:30:00+00:00-33.50151612236285-948.053508479908775False
222022-04-18 11:15:00+00:001GBP_AUDLONG1.769011.76806117988418281.771931.77223120103626351.77509989200.114LONDON2.00.001004003454212010734.8294737375068357.990117864141961.76746387068372421.764331600651141417.754261952389605False0.000170735567311463381.6332936797264213.061293162757170.7258064516127473110strong_close1.7680611798841828SL2022-04-18 11:30:00+00:00-9.48820115817206-938.57296293659315False
232022-06-01 15:30:00+00:001GBP_AUDSHORT1.739751.74398800345961471.73631.73426511663049961.7308301866087994219251.172OVERLAP2.00.002289953347800122437.4875712302928136.934793543221821.74724437998187441.754029014379151-36.824418982908114False0.0001583550532719829643.68846862044947-72.543799818745030.6033519553072598152strong_close1.7439880034596147SL2022-06-02 05:15:00+00:00-42.3800345961478-929.1872169845885825False
242022-07-21 13:00:00+00:001GBP_AUDSHORT1.73272999999999991.73420356591276011.73204302479225911.72833512396129561.725554198338073624264.824OVERLAP2.00.001853950415481683839.2258439469106832.809378012976991.73738664293610961.7395892143169551-41.07062309819609False-0.000530210119179501928.593436434577118-44.1664293610966040.8124999999999849133strong_close1.7327299999999999TP1+SL2022-07-21 14:45:00+00:003.4348760387037376214.42722720237018105True
252022-11-16 11:45:00+00:001GBP_AUDLONG1.758081.75696622982662781.75892602277813671.75957763644501861.766528182225093827854.484LONDON2.00.002172045556273223327.2486178302293957.798192705338881.7556306157201741.757173504939556724.622416966688654False0.000319220911495194825.3378095716233522.0938427982608760.6975806451612835112engulfing1.7569662298266278SL2022-11-16 12:00:00+00:00-11.137701733723304-922.039627716660415False
262022-11-24 08:15:00+00:001GBP_AUDSHORT1.789451.79238606481014061.787251.78683304554523971.784130607269862310898.874LONDON2.00.001389848182534539727.95907131503001349.981333979497371.79010887290850931.7895385233471757-12.884764451910335False0.000179479966382742972.43960233146485-4.1887290850928240.814159292035452183strong_close1.7923860648101406SL2022-11-24 09:45:00+00:00-29.360648101406372-912.819231719488790False
272023-01-04 15:30:00+00:001GBP_AUDSHORT1.758371.75897007836690781.750381.74960935332799951.742151505955.044OVERLAP2.00.00256882224000169830.78866984904255657.443360068552541.75926889090181551.768836523771999832.48008971044713False0.000877312168003179487.29776204780053-6.5889090181547870.08203125000002033152pin_bar1.7589700783669078SL2023-01-04 15:45:00+00:00-6.000783669077858-903.691041039749315False
282023-03-27 12:00:00+00:001GBP_AUDLONG1.84543000000000011.84395691813336731.847761.84889245576397051.8511139292223528607334.973LONDON2.00.001480982305588171143.5346349726796259.009698187547591.84218204450477761.83861533652760349.62942233976749False-3.457436458670056e-0522.5760106916152830.0795549522248070.6689655172414966120engulfing1.8439569181333673SL2023-03-27 13:00:00+00:00-14.730818666328638-894.654131279014360False
292023-03-29 09:00:00+00:001GBP_AUDLONG1.849841.8493372612308541.8517447360475471.8531745600792451.85531929612679241761765.044LONDON2.00.001429824031698104349.7004770688967875.103255723113991.84294564991002591.841927184305525222.538497254200873False0.000436777689846509391.050163879233766.54350089974060.753623188405659692strong_close1.849337261230854SL2023-03-29 09:15:00+00:00-5.027387691458607-885.70758773380815False
302023-04-25 13:45:00+00:001GBP_AUDLONG1.87091.86816963472537331.873491.87413154710904521.8763200000000002321147.693OVERLAP2.00.001388618843618109336.775560981177559.6595116635900451.86852265154783571.863206815460719511.351921035362977False-3.1038021783737896e-0578.7858156028402921.3734845216428940.8792452830189065131strong_close1.8681696347253733SL2023-04-25 14:15:00+00:00-27.303652746266668-876.850500802569730False
312023-05-17 13:00:00+00:001GBP_AUDSHORT1.87191.87341226877661131.870471.87010259048732871.8672412064977162574026.273OVERLAP2.00.001224698375570958227.32323947526232647.096534261122111.87314520295337421.87280421235925081.606579922754925False0.0002602957103508634367.93328702143735-10.0520295337425130.5833333333334595132engulfing1.8734122687766113SL2023-05-17 13:30:00+00:00-15.122687766113696-868.082005075687830False
322023-06-21 14:15:00+00:001GBP_AUDSHORT1.87991.88305986560113861.876331.87534333333333341.8725200000000002271973.975OVERLAP2.00.001883973157424089830.52322042549890645.326003053967141.88105080016335481.877308660360381-9.62216943043881False-8.56516744295129e-057.428668622698442-9.1080016335487460.18232044198905398142pin_bar1.8799TP1+SL2023-06-22 02:45:00+00:0017.849999999999255485.4735364499797750True
332023-06-23 08:30:00+00:001GBP_AUDLONG1.897691.8939968203774631.901011.90231495214196891.9052339234271503234014.052LONDON2.00.001945980856787564238.3720869018014160.086801523286321.89300971123339081.885389711791176-2.1086141114312618False-0.000427558121370855445.4513277223190444.40288766609290.0305343511450687984pin_bar1.9052339234271503TP32023-06-23 12:00:00+00:0045.562703280206611066.2312723549435210True
342023-06-27 08:45:00+00:001GBP_AUDLONG1.904621.90363991731525181.90524835753557121.9057693720569141.91132686028457892698.392LONDON2.00.001736715071142521851.5132855810984371.807443243598531.89965397359998041.899622061569345324.135494049875028False0.001016457310109523396.7423914257305347.2602640001951140.975409836065594681strong_close1.9036399173152518SL2023-06-27 09:00:00+00:00-9.800826847481403-874.918234741542415False
352023-08-10 09:45:00+00:001GBP_AUDSHORT1.944821.94666324288578621.94341.94184333333333361.9397693006408627469915.852LONDON2.00.001322674839784308538.081969921751248.288948461682611.94548739341906751.9462642969428534-16.69069302766335False0.0001714780324767212617.29299281642157-4.2739341906750110.895522388059683393engulfing1.9434609290892448TP1+TP2+SL2023-08-10 12:30:00+00:0018.74814182150941881.0048999975143165True