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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>
14 lines
6.0 KiB
CSV
14 lines
6.0 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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2022-02-03 14:45:00+00:00,6,GBP_AUD,LONG,1.9043700000000001,1.9006531723129472,1.9157117832638844,1.9157117832638844,1.9620389163194218,266356.17,3,OVERLAP,2.0,0.002895445815971089,23.587734946778344,49.797692269975414,1.9038837629021759,1.9021008952209326,-5.102836447572479,False,-0.0006751471226748833,45.90077470927614,2.462370978242312,0.8329466357308989,14,3,ema_bounce_strong_bullish_close,1.9125,TP1+TP2+TIME,2022-02-04 20:45:00+00:00,100.57069958330533,2678.7626355229804,1800,True
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2022-04-18 08:00:00+00:00,6,GBP_AUD,LONG,1.76717,1.7633902209258159,1.7713866222685646,1.7713866222685646,1.7892131113428233,403510.74,4,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,-37.7977907418403,-1525.181451260513,1230,False
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2022-06-23 08:30:00+00:00,6,GBP_AUD,LONG,1.77303,1.7676688208595548,1.7811818152347736,1.7811818152347736,1.8147490761738672,280218.9,4,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+00:00,48.9108914086409,1370.5756188548805,1785,True
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2022-07-22 14:15:00+00:00,6,GBP_AUD,SHORT,1.72814,1.734115432553292,1.719703873419652,1.719703873419652,1.6849993670982597,254853.91,4,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,-1522.862350147728,330,False
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2022-08-30 14:00:00+00:00,6,GBP_AUD,SHORT,1.69344,1.6978069658663375,1.686938538919128,1.686938538919128,1.6599726945956403,343492.36,4,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,-1500.019411467694,135,False
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2022-12-07 15:15:00+00:00,6,GBP_AUD,LONG,1.81674,1.8120769407377804,1.825148564585733,1.825148564585733,1.8597428229286657,211237.45,3,OVERLAP,2.0,0.0021621411464332802,30.273153926842202,46.70282253685759,1.8166582632903867,1.813158011310997,-13.373315785703,False,-0.0008356872292595566,42.0946933182993,-1.582632903867065,0.6859504132231132,15,2,ema_bounce_strong_bullish_close,1.8120769407377804,SL,2022-12-07 15:45:00+00:00,-46.630592622196595,-985.0127477501624,30,False
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2022-12-28 14:30:00+00:00,6,GBP_AUD,SHORT,1.7819,1.787233928056531,1.7749353096776963,1.7749353096776963,1.7461165483884815,274233.91,4,OVERLAP,2.0,0.0018011725805759217,33.74367047244601,59.72136707500271,1.7808006780310615,1.786333341766243,26.535989828635476,False,0.000482019569222599,79.70628112504212,13.393219689386004,0.2603305785123732,14,2,ema_bounce_shooting_star,1.787233928056531,SL,2022-12-29 07:15:00+00:00,-53.3392805653099,-1462.7439466011942,1005,False
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2023-01-11 15:15:00+00:00,6,GBP_AUD,SHORT,1.75838,1.7615638614530384,1.7506426852619463,1.7506426852619463,1.718733426309731,301688.75,3,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,-31.838614530383946,-960.535181940337,975,False
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2023-02-07 15:30:00+00:00,6,GBP_AUD,SHORT,1.73729,1.7396053989293156,1.7309277286155849,1.7309277286155849,1.7045186430779242,616047.08,4,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+00:00,55.26959610730219,3404.8673294682885,1080,True
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2023-03-31 13:45:00+00:00,6,GBP_AUD,LONG,1.84717,1.8444610375317467,1.8539779572779442,1.8539779572779442,1.882169786389721,545399.86,4,OVERLAP,2.0,0.0017619893194860585,31.13851609704376,44.72452261187161,1.847775470618725,1.8453420321914897,-20.947094251653198,False,-0.0005413283105229109,18.064395190237036,-8.45470618725086,0.6547619047619142,13,4,ema_bounce_strong_bullish_close,1.8444610375317467,SL,2023-03-31 16:00:00+00:00,-27.08962468253251,-1477.4677509305775,135,False
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2023-04-18 08:00:00+00:00,6,GBP_AUD,SHORT,1.84474,1.848870027359804,1.8391874900924263,1.8391874900924263,1.8160174504621316,352371.94,4,LONDON,2.0,0.001448127476893428,39.40821115102018,54.220142451589275,1.844786138863478,1.8481459636213573,-5.466666666671394,False,0.0004873102302823074,77.23548634058699,1.9386113652197778,0.8725490196078677,8,1,ema_bounce_strong_bearish_close,1.848870027359804,SL,2023-04-18 14:30:00+00:00,-41.30027359803945,-1455.3057530271942,390,False
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