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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>
16 lines
7.0 KiB
CSV
16 lines
7.0 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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2021-01-22 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
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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
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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
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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
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2022-04-18 08:00:00+00:00,6,GBP_AUD,LONG,1.76717,1.7633902209258159,1.7713866222685646,1.7713866222685646,1.7892131113428233,385316.99,5,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
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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
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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
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2022-08-30 14:00:00+00:00,6,GBP_AUD,SHORT,1.69344,1.6978069658663375,1.686938538919128,1.686938538919128,1.6599726945956403,332648.68,5,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
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2022-12-28 14:30:00+00:00,6,GBP_AUD,SHORT,1.7819,1.787233928056531,1.7749353096776963,1.7749353096776963,1.7461165483884815,268259.23,5,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
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2023-01-11 15:15:00+00:00,6,GBP_AUD,SHORT,1.75838,1.7615638614530384,1.7506426852619463,1.7506426852619463,1.718733426309731,295115.92,4,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
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2023-02-07 15:30:00+00:00,6,GBP_AUD,SHORT,1.73729,1.7396053989293156,1.7309277286155849,1.7309277286155849,1.7045186430779242,602625.39,5,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
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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
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2023-03-31 13:45:00+00:00,6,GBP_AUD,LONG,1.84717,1.8444610375317467,1.8539779572779442,1.8539779572779442,1.882169786389721,525514.59,5,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
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2023-04-18 08:00:00+00:00,6,GBP_AUD,SHORT,1.84474,1.848870027359804,1.8391874900924263,1.8391874900924263,1.8160174504621316,339524.46,5,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
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