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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>
9 lines
3.7 KiB
CSV
9 lines
3.7 KiB
CSV
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
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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
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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
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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
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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
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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
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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
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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
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