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fx-quant/results/phase1/S1_GBP_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
2021-02-02 14:00:00+00:00,1,GBP_AUD,SHORT,1.79446,1.7950392111488565,1.79279,1.7873899999999998,1.7869529311892673,1726486.1,4,OVERLAP,2.0,0.0014568960357750104,39.23145356800867,37.491971784602676,1.7960323768099455,1.7934057221423516,-24.71911109379832,False,-0.0004961609298782125,7.589401075444144,-13.32376809945579,0.8406374501992215,14,1,strong_close,1.7950392111488565,SL,2021-02-02 14:15:00+00:00,-5.792111488565065,-999.9999974657895,15,False
2021-02-19 08:00:00+00:00,1,GBP_AUD,SHORT,1.79171,1.793322757332916,1.78744,1.78709,1.78293,613855.53,4,LONDON,2.0,0.0009770572537259078,65.8246315222447,17.93818181585766,1.7961661274368315,1.7935701273123592,-1.8333333333320212,False,-0.00037674432678925173,16.781184642102613,-42.16127436831529,0.6305732484076442,8,4,engulfing,1.78293,TP3,2021-02-19 12:15:00+00:00,52.769999999999534,3239.315631809972,255,True
2021-03-09 14:00:00+00:00,1,GBP_AUD,SHORT,1.80198,1.8036474760591994,1.79927,1.7988200823688958,1.7962210982519446,613138.13,3,OVERLAP,2.0,0.0014997254370138005,36.16793653861588,47.27931660211717,1.8037198658841915,1.8026261790501978,-0.8786332681975928,False,0.000516205978566299,76.75948971718115,-14.99865884191598,0.7230769230769476,14,1,strong_close,1.8036474760591994,SL,2021-03-09 14:15:00+00:00,-16.674760591994797,-1022.3931527573383,15,False
2021-03-16 12:45:00+00:00,1,GBP_AUD,LONG,1.79218,1.790904898069271,1.7926527357095474,1.79827,1.7986976414257283,793794.76,4,LONDON,2.0,0.0014254714190945204,17.685351758053148,60.628698408061155,1.790574810553131,1.793516725233558,17.396847002917326,False,0.00017290957018154812,62.478879278936006,13.651894468691417,0.7094594594594918,12,1,engulfing,1.790904898069271,SL,2021-03-16 13:00:00+00:00,-12.751019307291054,-1012.169231078647,15,False
2021-03-18 13:00:00+00:00,1,GBP_AUD,LONG,1.79338,1.7906372265121537,1.79674,1.7973750000000002,1.8014820392038802,365340.97,3,OVERLAP,2.0,0.0020855098009700456,31.558855068735483,66.9064532907168,1.7879570928245676,1.7912019521023455,44.14714496381311,False,0.0002567442055467885,86.91292286251479,51.82907175432349,0.8464419475655321,13,3,strong_close,1.7906372265121537,SL,2021-03-18 13:30:00+00:00,-27.427734878462395,-1002.0475265400282,30,False
2021-04-15 09:45:00+00:00,1,GBP_AUD,SHORT,1.77892,1.7804047252925996,1.77645,1.7757775828407951,1.77374,668155.29,4,LONDON,2.0,0.0013529668636819384,50.30944563827069,39.05617507169583,1.7826099006563743,1.7900830799531942,5.843840077242035,False,-0.00014450982093366753,77.42971887550074,-34.49900656374183,0.3636363636363072,9,3,engulfing,1.7804047252925996,SL,2021-04-15 12:00:00+00:00,-14.847252925995756,-992.0270584472045,135,False
2021-04-27 12:00:00+00:00,1,GBP_AUD,LONG,1.78765,1.78483005131777,1.78876,1.7891650000000001,1.792634652147341,348271.16,2,LONDON,2.0,0.0013061630368353067,34.26906287301585,60.32445952418317,1.7844167621919271,1.786189973824814,11.842411435833977,False,-3.826703116939631e-06,38.39266284141143,29.932378080728128,0.7537688442209626,12,1,engulfing,1.7892126291598565,TP1+TP2+SL,2021-04-27 15:45:00+00:00,13.220258319713185,460.4234700506161,225,True
2021-06-17 08:15:00+00:00,1,GBP_AUD,LONG,1.83788,1.8361584556150723,1.84005,1.84049065911747,1.8435154548995978,573154.56,4,LONDON,2.0,0.001468863724899452,23.130798553464967,59.41184327132525,1.8351512552348699,1.8329990579645967,12.006937250612637,False,0.00020505615485041492,63.859649122808804,24.887447651300576,0.7499999999999505,8,3,strong_close,1.83788,TP1+SL,2021-06-17 10:15:00+00:00,10.850000000000025,621.8726976000015,120,True
2021-07-29 13:15:00+00:00,1,GBP_AUD,LONG,1.89147,1.889884667489772,1.89231,1.8927699999999998,1.8972420120143119,626322.71,2,OVERLAP,2.0,0.0015030030035779738,26.77210882130827,68.00401427662223,1.88732847923885,1.8847872245572967,40.131958663960354,False,0.0003178332170640919,74.56859688386277,39.01520761149912,0.9583333333333123,13,3,strong_close,1.89147,TP1+TP2+SL,2021-07-29 13:45:00+00:00,8.099999999999332,507.32139509995807,30,True
2021-08-20 14:30:00+00:00,1,GBP_AUD,LONG,1.9105,1.9073492151276845,1.91325,1.914045168354852,1.9163162693677631,316747.41,3,OVERLAP,2.0,0.0015140673419407834,45.002723957118505,51.22015845654939,1.9100892225804036,1.9060898981445231,-3.673068606255825,False,-7.849246575789069e-05,60.57991071826825,1.7077741959647952,0.7155555555555779,14,4,strong_close,1.9073492151276845,SL,2021-08-20 19:45:00+00:00,-31.507848723155707,-998.0029477731376,315,False
2021-09-15 09:00:00+00:00,1,GBP_AUD,SHORT,1.88611,1.887150647510687,1.8856759842093729,1.8838833333333334,1.880957873674984,949430.93,4,LONDON,2.0,0.00134803158125401,26.66180350377858,45.149157715803476,1.8869483169918817,1.8843182156113643,-12.44340963707291,False,-0.0001380873201390283,7.456696239966678,-5.98316991881731,0.6024844720498163,9,2,engulfing,1.88611,TP1+SL,2021-09-15 09:30:00+00:00,2.170078953135368,206.0340078648739,30,True
2021-09-28 08:00:00+00:00,1,GBP_AUD,LONG,1.88154,1.8795175033263558,1.88432,1.884825,1.88734,489535.18,5,LONDON,2.0,0.0014917782232646013,36.07964175456396,57.44025939702252,1.879842042530735,1.8812540060222427,4.6333333333348214,False,0.0004839000970179178,44.396868807392934,14.579574692650255,0.7027027027027806,8,1,engulfing,1.8795175033263558,SL,2021-09-28 08:30:00+00:00,-20.224966736441804,-990.0832731818052,30,False
2021-11-01 08:00:00+00:00,1,GBP_AUD,LONG,1.82366,1.8233433529326903,1.831,1.8329566666666668,1.8385799999999999,3095504.56,3,LONDON,2.0,0.0011137892910593793,16.745495417831382,60.01748264753909,1.82193578435057,1.8253706075073002,4.533333333334166,False,5.4704412669288644e-05,90.08132154596193,14.842156494301317,0.6896551724139031,8,0,strong_close,1.8233433529326903,SL,2021-11-01 08:15:00+00:00,-3.1664706730971663,-980.1824407678547,15,False
2021-11-30 12:45:00+00:00,1,GBP_AUD,SHORT,1.86727,1.8676066643120124,1.866610743562902,1.8629233333333335,1.8603159485032157,2882338.82,2,LONDON,2.0,0.0017985128741960616,45.60708760777058,36.316549879204885,1.8700344897918004,1.8664524968298737,-55.04072859799258,False,-0.0009789771078883053,12.09885022384851,-25.244897918004217,0.6241134751773385,12,1,engulfing,1.8676066643120124,SL,2021-11-30 13:00:00+00:00,-3.3666431201240243,-970.3806158219398,15,False
2021-12-15 15:30:00+00:00,1,GBP_AUD,SHORT,1.85627,1.8579529055025013,1.8556754271841314,1.852935,1.8498334174730504,570844.18,4,OVERLAP,2.0,0.0016691456317374223,36.14230482587712,45.889264385165255,1.858539673426263,1.8577369103969985,-13.328213019889734,False,0.0002852159118313009,72.01210097488973,-20.296734262628124,0.6847133757961555,15,2,engulfing,1.85627,TP1+SL,2021-12-15 16:00:00+00:00,2.9728640793436067,169.70421576243564,30,True
2022-01-07 15:15:00+00:00,1,GBP_AUD,LONG,1.89277,1.889948469970727,1.89789,1.8984111033271276,1.90325,341082.26,3,OVERLAP,2.0,0.0017370110904253863,20.711196395981066,46.95213703968459,1.892406763042006,1.8859014923638746,-13.322475422770097,False,-0.00032920318306035233,27.09714322617567,1.2323695799398848,0.21014492753629718,15,4,pin_bar,1.889948469970727,SL,2022-01-07 17:00:00+00:00,-28.215300292731,-962.3738390423352,105,False
2022-02-03 08:45:00+00:00,1,GBP_AUD,SHORT,1.90207,1.9037056860996195,1.90109,1.9000249999999999,1.8980367207960644,582477.36,3,LONDON,2.0,0.0010683198009838748,23.156738116958845,47.14119335881215,1.902526279249325,1.9013617964092528,-2.8764223771560182,False,1.084053165197773e-05,63.11274509804054,-2.16279249324991,0.2083333333333873,8,3,pin_bar,1.90207,TP1+SL,2022-02-03 09:30:00+00:00,4.8999999999999035,285.4139063999944,45,True
2022-02-25 11:45:00+00:00,1,GBP_AUD,SHORT,1.85843,1.8610719532837647,1.85731,1.8546331902764481,1.852211104442317,361703.69,2,LONDON,2.0,0.00161472388942075,27.032474202865405,37.30629482624422,1.8631952931444071,1.8700248772070094,-12.836818223731505,False,0.00023218887046229852,61.79131464716511,-45.25293144407083,0.7658227848100181,11,4,strong_close,1.85843,TP1+SL,2022-02-25 12:15:00+00:00,5.600000000000049,202.5540664000018,30,True
2022-02-28 08:00:00+00:00,1,GBP_AUD,SHORT,1.85537,1.856448733327006,1.85285,1.8514759702102266,1.8489955523363626,887735.43,4,LONDON,2.0,0.0016536119159093672,27.96270494363853,36.76719398898685,1.8586203365647316,1.8631594916820524,-0.7000000000023654,False,-0.00048495929215941057,10.936378856734118,-30.10336564731597,0.4328358208955191,8,0,engulfing,1.856448733327006,SL,2022-02-28 08:15:00+00:00,-10.787333270061428,-957.6297939051288,15,False
2022-03-02 09:15:00+00:00,1,GBP_AUD,SHORT,1.83193,1.8352801516122363,1.82958,1.8281809862713043,1.8257875780340869,282988.24,4,LONDON,2.0,0.0015956054914783135,29.492951803684978,48.70241692391109,1.8335060731548878,1.8424724451211323,-8.38384414050486,False,0.0003677363748714051,63.69871958107374,-13.36073154887707,0.7511961722487586,9,2,strong_close,1.8352801516122363,SL,2022-03-02 10:30:00+00:00,-33.50151612236285,-948.0535084799087,75,False
2022-04-18 11:15:00+00:00,1,GBP_AUD,LONG,1.76901,1.7680611798841828,1.77193,1.7722312010362635,1.77509,989200.11,4,LONDON,2.0,0.0010040034542120107,34.82947373750683,57.99011786414196,1.7674638706837242,1.7643316006511414,17.754261952389605,False,0.0001707355673114633,81.63329367972642,13.06129316275717,0.7258064516127473,11,0,strong_close,1.7680611798841828,SL,2022-04-18 11:30:00+00:00,-9.48820115817206,-938.572962936593,15,False
2022-06-01 15:30:00+00:00,1,GBP_AUD,SHORT,1.73975,1.7439880034596147,1.7363,1.7342651166304996,1.7308301866087994,219251.17,2,OVERLAP,2.0,0.0022899533478001224,37.48757123029281,36.93479354322182,1.7472443799818744,1.754029014379151,-36.824418982908114,False,0.00015835505327198296,43.68846862044947,-72.54379981874503,0.6033519553072598,15,2,strong_close,1.7439880034596147,SL,2022-06-02 05:15:00+00:00,-42.3800345961478,-929.1872169845885,825,False
2022-07-21 13:00:00+00:00,1,GBP_AUD,SHORT,1.7327299999999999,1.7342035659127601,1.7320430247922591,1.7283351239612956,1.725554198338073,624264.82,4,OVERLAP,2.0,0.0018539504154816838,39.22584394691068,32.80937801297699,1.7373866429361096,1.7395892143169551,-41.07062309819609,False,-0.0005302101191795019,28.593436434577118,-44.166429361096604,0.8124999999999849,13,3,strong_close,1.7327299999999999,TP1+SL,2022-07-21 14:45:00+00:00,3.4348760387037376,214.42722720237018,105,True
2022-11-16 11:45:00+00:00,1,GBP_AUD,LONG,1.75808,1.7569662298266278,1.7589260227781367,1.7595776364450186,1.766528182225093,827854.48,4,LONDON,2.0,0.0021720455562732233,27.24861783022939,57.79819270533888,1.755630615720174,1.7571735049395567,24.622416966688654,False,0.0003192209114951948,25.33780957162335,22.093842798260876,0.6975806451612835,11,2,engulfing,1.7569662298266278,SL,2022-11-16 12:00:00+00:00,-11.137701733723304,-922.0396277166604,15,False
2022-11-24 08:15:00+00:00,1,GBP_AUD,SHORT,1.78945,1.7923860648101406,1.78725,1.7868330455452397,1.784130607269862,310898.87,4,LONDON,2.0,0.0013898481825345397,27.959071315030013,49.98133397949737,1.7901088729085093,1.7895385233471757,-12.884764451910335,False,0.0001794799663827429,72.43960233146485,-4.188729085092824,0.8141592920354521,8,3,strong_close,1.7923860648101406,SL,2022-11-24 09:45:00+00:00,-29.360648101406372,-912.8192317194887,90,False
2023-01-04 15:30:00+00:00,1,GBP_AUD,SHORT,1.75837,1.7589700783669078,1.75038,1.7496093533279995,1.74215,1505955.04,4,OVERLAP,2.0,0.002568822240001698,30.788669849042556,57.44336006855254,1.7592688909018155,1.7688365237719998,32.48008971044713,False,0.0008773121680031794,87.29776204780053,-6.588909018154787,0.08203125000002033,15,2,pin_bar,1.7589700783669078,SL,2023-01-04 15:45:00+00:00,-6.000783669077858,-903.6910410397493,15,False
2023-03-27 12:00:00+00:00,1,GBP_AUD,LONG,1.8454300000000001,1.8439569181333673,1.84776,1.8488924557639705,1.8511139292223528,607334.97,3,LONDON,2.0,0.0014809823055881711,43.53463497267962,59.00969818754759,1.8421820445047776,1.8386153365276034,9.62942233976749,False,-3.457436458670056e-05,22.57601069161528,30.079554952224807,0.6689655172414966,12,0,engulfing,1.8439569181333673,SL,2023-03-27 13:00:00+00:00,-14.730818666328638,-894.6541312790143,60,False
2023-03-29 09:00:00+00:00,1,GBP_AUD,LONG,1.84984,1.849337261230854,1.851744736047547,1.853174560079245,1.8553192961267924,1761765.04,4,LONDON,2.0,0.0014298240316981043,49.70047706889678,75.10325572311399,1.8429456499100259,1.8419271843055252,22.538497254200873,False,0.0004367776898465093,91.0501638792337,66.5435008997406,0.7536231884056596,9,2,strong_close,1.849337261230854,SL,2023-03-29 09:15:00+00:00,-5.027387691458607,-885.707587733808,15,False
2023-04-25 13:45:00+00:00,1,GBP_AUD,LONG,1.8709,1.8681696347253733,1.87349,1.8741315471090452,1.8763200000000002,321147.69,3,OVERLAP,2.0,0.0013886188436181093,36.7755609811775,59.659511663590045,1.8685226515478357,1.8632068154607195,11.351921035362977,False,-3.1038021783737896e-05,78.78581560284029,21.373484521642894,0.8792452830189065,13,1,strong_close,1.8681696347253733,SL,2023-04-25 14:15:00+00:00,-27.303652746266668,-876.8505008025697,30,False
2023-05-17 13:00:00+00:00,1,GBP_AUD,SHORT,1.8719,1.8734122687766113,1.87047,1.8701025904873287,1.8672412064977162,574026.27,3,OVERLAP,2.0,0.0012246983755709582,27.323239475262326,47.09653426112211,1.8731452029533742,1.8728042123592508,1.606579922754925,False,0.00026029571035086343,67.93328702143735,-10.052029533742513,0.5833333333334595,13,2,engulfing,1.8734122687766113,SL,2023-05-17 13:30:00+00:00,-15.122687766113696,-868.0820050756878,30,False
2023-06-21 14:15:00+00:00,1,GBP_AUD,SHORT,1.8799,1.8830598656011386,1.87633,1.8753433333333334,1.8725200000000002,271973.97,5,OVERLAP,2.0,0.0018839731574240898,30.523220425498906,45.32600305396714,1.8810508001633548,1.877308660360381,-9.62216943043881,False,-8.56516744295129e-05,7.428668622698442,-9.108001633548746,0.18232044198905398,14,2,pin_bar,1.8799,TP1+SL,2023-06-22 02:45:00+00:00,17.849999999999255,485.4735364499797,750,True
2023-06-23 08:30:00+00:00,1,GBP_AUD,LONG,1.89769,1.893996820377463,1.90101,1.9023149521419689,1.9052339234271503,234014.05,2,LONDON,2.0,0.0019459808567875642,38.37208690180141,60.08680152328632,1.8930097112333908,1.885389711791176,-2.1086141114312618,False,-0.0004275581213708554,45.45132772231904,44.4028876660929,0.03053435114506879,8,4,pin_bar,1.9052339234271503,TP3,2023-06-23 12:00:00+00:00,45.56270328020661,1066.2312723549435,210,True
2023-06-27 08:45:00+00:00,1,GBP_AUD,LONG,1.90462,1.9036399173152518,1.9052483575355712,1.905769372056914,1.91132686028457,892698.39,2,LONDON,2.0,0.0017367150711425218,51.51328558109843,71.80744324359853,1.8996539735999804,1.8996220615693453,24.135494049875028,False,0.0010164573101095233,96.74239142573053,47.260264000195114,0.9754098360655946,8,1,strong_close,1.9036399173152518,SL,2023-06-27 09:00:00+00:00,-9.800826847481403,-874.9182347415424,15,False
2023-08-10 09:45:00+00:00,1,GBP_AUD,SHORT,1.94482,1.9466632428857862,1.9434,1.9418433333333336,1.9397693006408627,469915.85,2,LONDON,2.0,0.0013226748397843085,38.0819699217512,48.28894846168261,1.9454873934190675,1.9462642969428534,-16.69069302766335,False,0.00017147803247672126,17.29299281642157,-4.273934190675011,0.8955223880596833,9,3,engulfing,1.9434609290892448,TP1+TP2+SL,2023-08-10 12:30:00+00:00,18.74814182150941,881.0048999975143,165,True
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