fx-quant/results/phase1/S6_GBP_AUD_trades.csv at 4e2db680494844d0d596d60daa4fda1f35af713f

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-17 20:18:06 +00:00

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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

7.0 KiB

Raw Blame History

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	2021-01-22 08:15:00+00:00	6	GBP_AUD	LONG	1.76891	1.7665842037893797	1.773039256744286	1.773039256744286	1.7905162837214301	644940.43	5	LONDON	2.0	0.0010923141860715076	33.76232745332691	45.28828184984068	1.7690843458128613	1.7671303608824156	6.3631976462397155	False	-0.0003021626136908054	24.136654451271713	-4.1434581286137195	0.6923076923075508	8	4	ema_bounce_strong_bullish_close	1.76891	TP1+TP2+SL	2021-01-22 13:45:00+00:00	24.775540465716617	1597.8747721441675	330	True
3	2021-03-16 13:00:00+00:00	6	GBP_AUD	SHORT	1.79054	1.7942123915812862	1.7849968204433633	1.7849968204433633	1.761864102216816	414979.74	5	OVERLAP	2.0	0.0014457948891592046	20.52112578459967	53.353670909701385	1.7905828571981062	1.7934894941367066	5.267374519322132	False	0.00016908332874184366	63.39905411215594	1.9714280189386812	0.6783625730994046	13	1	ema_bounce_strong_bearish_close	1.7942123915812862	SL	2021-03-16 13:45:00+00:00	-36.723915812861826	-1523.968103580329	45	False
4	2021-07-14 13:30:00+00:00	6	GBP_AUD	LONG	1.85672	1.8543190354618997	1.8622105643449685	1.8622105643449685	1.8851328217248424	625210.65	5	OVERLAP	2.0	0.00143264108624213	38.269076902477124	46.02205929926185	1.8565712772812848	1.8550353560050208	-18.779488956968127	False	-0.000557165066368712	23.865337847502573	-0.9127728128488499	0.7727272727270957	13	2	ema_bounce_strong_bullish_close	1.8543190354618997	SL	2021-07-14 14:45:00+00:00	-24.00964538100236	-1501.1085994925986	75	False
5	2022-02-14 13:30:00+00:00	6	GBP_AUD	LONG	1.90056	1.896962417736793	1.9075074793948512	1.9075074793948512	1.9362573969742558	410996.01	5	OVERLAP	2.0	0.0017968698487127906	37.33580626659776	40.96432369805699	1.9016126616736142	1.8978608526611493	-18.576848460316597	False	-0.0006116477758129565	25.751959600420122	-12.926616736141927	0.6036866359446632	13	0	ema_bounce_strong_bullish_close	1.896962417736793	SL	2022-02-14 16:30:00+00:00	-35.97582263207055	-1478.5919558248695	180	False
6	2022-04-18 08:00:00+00:00	6	GBP_AUD	LONG	1.76717	1.7633902209258159	1.7713866222685646	1.7713866222685646	1.7892131113428233	385316.99	5	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	-1456.4130957295774	1230	False
7	2022-05-31 14:30:00+00:00	6	GBP_AUD	SHORT	1.75575	1.7602859960105757	1.748592931836237	1.748592931836237	1.7190046591811847	210841.88	4	OVERLAP	2.0	0.0018492670409407663	20.81776485347845	54.951829729770544	1.7550228586407326	1.7593613624901052	16.50327076383684	False	0.00028080605963464085	60.98079836036627	9.671413592673428	0.6291390728477279	14	1	ema_bounce_strong_bearish_close	1.74058	TP1+TP2+TIME	2022-06-01 20:30:00+00:00	103.62240898257724	2184.7943520015474	1800	True
8	2022-06-24 12:30:00+00:00	6	GBP_AUD	LONG	1.77745	1.773136699503915	1.7838177125916868	1.7838177125916868	1.8102485629584335	226792.89	4	LONDON	2.0	0.0016519281479216814	23.263087725885505	48.348463083503155	1.7772589803543126	1.7739626635778758	-7.1433835826772984	False	-0.00024203715626112227	28.85326900964307	-0.48980354312666563	0.6395348837208807	12	4	ema_bounce_strong_bullish_close	1.773136699503915	SL	2022-06-24 14:00:00+00:00	-43.13300496084915	-978.2258849455317	90	False
9	2022-08-30 14:00:00+00:00	6	GBP_AUD	SHORT	1.69344	1.6978069658663375	1.686938538919128	1.686938538919128	1.6599726945956403	332648.68	5	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	-1452.665431042208	135	False
10	2022-12-28 14:30:00+00:00	6	GBP_AUD	SHORT	1.7819	1.787233928056531	1.7749353096776963	1.7749353096776963	1.7461165483884815	268259.23	5	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	-53.33928056530989	-1430.8754333203997	1005	False
11	2023-01-11 15:15:00+00:00	6	GBP_AUD	SHORT	1.75838	1.7615638614530384	1.7506426852619463	1.7506426852619463	1.718733426309731	295115.92	4	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	-939.6082018659625	975	False
12	2023-02-07 15:30:00+00:00	6	GBP_AUD	SHORT	1.73729	1.7396053989293156	1.7309277286155849	1.7309277286155849	1.7045186430779242	602625.39	5	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	55.2695961073022	3330.686190930547	1080	True
13	2023-02-10 14:30:00+00:00	6	GBP_AUD	LONG	1.74635	1.7424489219175698	1.7515884354937645	1.7515884354937645	1.7735021774688229	370481.81	5	OVERLAP	2.0	0.0013696088734411426	30.849202518839295	49.98216673998426	1.7461091722803541	1.7431337263542903	5.837273862026038	False	-0.00025052798944208003	39.465000672653844	0.008277196459349767	0.8930041152262829	14	4	ema_bounce_strong_bullish_close	1.7424489219175698	SL	2023-02-10 17:30:00+00:00	-39.010780824302316	-1445.2784689300813	180	False
14	2023-03-31 13:45:00+00:00	6	GBP_AUD	LONG	1.84717	1.8444610375317467	1.8539779572779442	1.8539779572779442	1.882169786389721	525514.59	5	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	-1423.5993008294952	135	False
15	2023-04-18 08:00:00+00:00	6	GBP_AUD	SHORT	1.84474	1.848870027359804	1.8391874900924263	1.8391874900924263	1.8160174504621316	339524.46	5	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	-1402.2453091226603	390	False

7.0 KiB Raw Blame History

7.0 KiB

Raw Blame History