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Brent NealeandClaude Opus 4.6
edbe359d1b
- 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>
3.7 KiB
3.7 KiB
| 1 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | 2021-08-02 08:45:00+00:00 | 6 | GBP_AUD | LONG | 1.89289 | 1.8899813057413355 | 1.8969024050277246 | 1.8969024050277246 | 1.913912025138623 | 343796.88 | 3 | LONDON | 2.0 | 0.0010631012569311514 | 16.006728204903926 | 48.22761969970202 | 1.8928173303429257 | 1.890512856369801 | 1.936617124205231 | False | -9.922486950991014e-05 | 36.55980989613116 | -1.6733034292570892 | 0.8617021276596046 | 8 | 0 | ema_bounce_strong_bullish_close | 1.8899813057413355 | SL | 2021-08-02 10:00:00+00:00 | -29.08694258664468 | -1000.0000110027571 | 75 | False |
| 3 | 2022-04-18 08:00:00+00:00 | 6 | GBP_AUD | LONG | 1.76717 | 1.7633902209258159 | 1.7713866222685646 | 1.7713866222685646 | 1.7892131113428233 | 392880.11 | 4 | LONDON | 2.0 | 0.0011141555671411718 | 50.93907987952902 | 41.36852357649602 | 1.7676685874480784 | 1.7639472987093865 | 3.5666666666656077 | False | -0.0006514462131314867 | 12.906388643842782 | -7.385874480785315 | 0.845161290322563 | 8 | 0 | ema_bounce_strong_bullish_close | 1.7633902209258159 | SL | 2022-04-19 04:30:00+00:00 | -37.79779074184031 | -1485.0000184411201 | 1230 | False |
| 4 | 2022-06-23 08:30:00+00:00 | 6 | GBP_AUD | LONG | 1.77303 | 1.7676688208595548 | 1.7811818152347736 | 1.7811818152347736 | 1.8147490761738672 | 272836.43 | 4 | LONDON | 2.0 | 0.002097953808693358 | 43.488062017551876 | 46.72297959827213 | 1.773568770654745 | 1.7687177977639015 | 24.975847677068952 | False | -0.0006995735593456622 | 28.605286452927988 | -7.787706547448536 | 0.9124087591241092 | 8 | 3 | ema_bounce_strong_bullish_close | 1.77303 | TP1+TP2+SL | 2022-06-24 14:15:00+00:00 | 48.9108914086409 | 1334.4673000051255 | 1785 | True |
| 5 | 2022-07-22 14:15:00+00:00 | 6 | GBP_AUD | SHORT | 1.72814 | 1.734115432553292 | 1.719703873419652 | 1.719703873419652 | 1.6849993670982597 | 248139.69 | 4 | OVERLAP | 2.0 | 0.002169031645087017 | 53.485512251340786 | 57.02729368066495 | 1.7274324149169242 | 1.7330309167307485 | 26.92050779131927 | False | 0.0008777393249180308 | 86.08012082648925 | 9.47585083075797 | 0.8151658767772028 | 14 | 4 | ema_bounce_strong_bearish_close | 1.734115432553292 | SL | 2022-07-22 19:45:00+00:00 | -59.754325532919154 | -1482.7419813897643 | 330 | False |
| 6 | 2022-08-30 14:00:00+00:00 | 6 | GBP_AUD | SHORT | 1.69344 | 1.6978069658663375 | 1.686938538919128 | 1.686938538919128 | 1.6599726945956403 | 334442.93 | 4 | OVERLAP | 2.0 | 0.0016853652702179818 | 40.32426847907159 | 56.1799775730298 | 1.6932160539885985 | 1.6969642832312286 | 27.78461219472117 | False | 0.0008843671094590939 | 79.32911818608058 | 4.639460114015392 | 0.6750902527074756 | 14 | 1 | ema_bounce_strong_bearish_close | 1.6978069658663375 | SL | 2022-08-30 16:15:00+00:00 | -43.66965866337446 | -1460.500859547884 | 135 | False |
| 7 | 2023-01-11 15:15:00+00:00 | 6 | GBP_AUD | SHORT | 1.75838 | 1.7615638614530384 | 1.7506426852619463 | 1.7506426852619463 | 1.718733426309731 | 301226.12 | 3 | OVERLAP | 2.0 | 0.0019943286845134607 | 24.942430147237506 | 50.72362106475576 | 1.7590516948822938 | 1.7605666971107816 | 3.613081599285195 | False | 0.00029128882118238837 | 73.59444940904729 | -4.316948822937761 | 0.6961538461538124 | 15 | 2 | ema_bounce_strong_bearish_close | 1.7615638614530384 | SL | 2023-01-12 07:30:00+00:00 | -31.838614530383943 | -959.0622321163178 | 975 | False |
| 8 | 2023-02-07 15:30:00+00:00 | 6 | GBP_AUD | SHORT | 1.73729 | 1.7396053989293156 | 1.7309277286155849 | 1.7309277286155849 | 1.7045186430779242 | 615102.4 | 4 | OVERLAP | 2.0 | 0.0016505678461037876 | 57.53769422264948 | 64.56214464483858 | 1.7354331055623655 | 1.7387801150062638 | 45.2009779103224 | False | 0.0009603576729119476 | 81.6268919807694 | 20.968944376345 | 0.6108949416342783 | 15 | 1 | ema_bounce_strong_bearish_close | 1.7330160080497972 | TP1+TP2+SL | 2023-02-08 09:30:00+00:00 | 55.26959610730219 | 3399.646121263224 | 1080 | True |