Files
fx-quant/results/phase1/S7T_EUR_USD_FULL_TEST_trades.csv
T
Brent NealeandClaude Opus 4.6 39a6536284 Phase 1 complete: S7-S9 Smart Money strategies, expanded pair testing, consolidated scorecard
- S7 Liquidity Sweep: built, tested across 6 pairs, tight SL (1.0 ATR) on GBP_JPY
  is Phase 2 candidate (107 trades, OOS PF 1.39, gen ratio 1.81)
- S8 Order Block: built, tested on GBP_JPY (watchlist, 32 trades, OOS PF 1.55)
- S9 London Session: built, tested across 8 pairs with filter experiments
  GBP_USD (OOS PF 1.45) and GBP_AUD filtered (OOS PF 1.94) advance to Phase 2
- Added OBV indicator to technical.py
- Added GBP_NZD to engine spread/pip config
- Standalone OANDA fetcher (bypasses Supabase dependency)
- Fetched EUR_GBP, EUR_USD, GBP_NZD H1 data (2021-2023)
- Consolidated STRATEGY_LEARNINGS.md with full Phase 1 scorecard and 11 design principles
- Phase 2 roster: S7/GBP_JPY, S9/GBP_USD, S9F/GBP_AUD, S4-F/EUR_AUD, S3/GBP_JPY

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-19 13:56:03 +10:00

19 KiB

1timestampstrategy_idpairsignal_directionentry_pricesl_pricetp1_pricetp2_pricetp3_pricelot_sizeconfluence_scoresessionspread_at_entryatr_at_entryadx_at_entryrsi_at_entryema_50_valueema_200_valuevwap_deviationnews_within_60minmacd_hist_at_entrystoch_k_at_entrydistance_from_ema50_pipscandle_body_ratiohour_of_dayday_of_weekentry_patternexit_priceexit_reasonexit_timepnl_pipspnl_dollarshold_time_minuteswin
22022-11-25 15:00:00+00:007EUR_USDLONG1.04087000000000021.03561269642320861.0437509553651871.0468219107303741.046821910730374190211.585OVERLAP1.50.00204730357679129839.4328780094883151.776662770685981.03919866047441231.03258396093055413.570630164807529False-0.0003206212903628394548.0132967449750414.8133952558771040.8235294117647144154liquidity_sweep_bullish1.0356126964232086SL2022-11-28 01:00:00+00:00-52.5730357679155-1000.0000198811723480False
32022-11-29 08:00:00+00:007EUR_USDLONG1.038511.03266482611029641.04197276083455531.04562552166911061.0456255216691106169370.54LONDON1.50.002435173889703535323.02047240757283651.379558926690831.03830715234955841.0345622731998677.533333333333836False0.0003381014560719401457.0368649918056360.128476504415164780.0622009569377804981liquidity_sweep_bullish1.0326648261102964SL2022-11-29 13:00:00+00:00-58.45173889703626-990.0000242860478300False
42022-11-29 16:00:00+00:007EUR_USDLONG1.03571000000000011.03038699197873831.03961951203189251.04371902406378531.0437190240637853184125.224OVERLAP1.50.00273300802126173320.2133860442782245.958389906017981.03767367741496821.0346776573811634-4.177481736888922False-0.0001170072864366982841.51925208178341-21.5367741496819140.04379562043791953161liquidity_sweep_bullish1.0357100000000001TP1+SL2022-11-30 15:00:00+00:0019.547560159461902359.919881482415861380True
52022-12-02 16:00:00+00:007EUR_USDLONG1.052171.0435022387008851.05665664194867271.06133328389734551.0613332838973455113489.424OVERLAP1.50.00311776129911518635.397009864797255.4516957354987241.04747571449689251.039762540455663624.0289575343966False-0.000795381585445849351.14547537227887445.042855031074410.7746243739565983164liquidity_sweep_bullish1.05217TP1+SL2022-12-05 10:00:00+00:0022.433209743363268254.593196251264633960True
62022-12-15 09:00:00+00:007EUR_USDLONG1.062371.05883840603163651.06477739095254531.06737478190509051.0673747819050905279263.454LONDON1.50.001731593968363542435.88646225319414638.4361000520380361.0631690726715641.0556336902253622-1.9783550046570397False-0.000737865770244066212.460577942351783-9.8907267156400640.01156069364169417293liquidity_sweep_bullish1.0673747819050905TP32022-12-15 14:00:00+00:0037.060866080315061034.974532157676300True
72022-12-20 08:00:00+00:007EUR_USDLONG1.06358000000000021.05841211186333761.06638683220499391.06938366440998771.0693836644099877192843.744LONDON1.50.001997888136662545623.9893211920940958.837468767963381.06133612883244681.058736049275189.733333333332705False0.0001808819265302777254.27179222819529520.5387116755328950.743421052631645381liquidity_sweep_bullish1.06181TIME2022-12-22 00:00:00+00:00-17.700000000002714-341.33341980005232400False
82022-12-22 14:00:00+00:007EUR_USDLONG1.061021.05665297520398351.06375053719402481.06667107438804961.0666710743880496227427.54OVERLAP1.50.001947024796016575233.7996611911936443.7882245203776251.06221228696430431.0601954675783853-16.382685831259902False-0.0002784362977852000532.12311993561954-13.8228696430431340.08588957055216395143liquidity_sweep_bullish1.0664TP1+TIME2022-12-27 06:00:00+00:0040.55268597012329922.27959884702156720True
92023-01-17 11:00:00+00:007EUR_USDLONG1.083421.07982916054051371.08551125918922931.08779251837845871.0877925183784587279155.994LONDON1.50.00152083945948628724.2917514375030653.921067553228631.08224599879563171.07568640841501428.315189497885012False8.488469742747048e-0547.771242465486229.8400120436825670.5221674876846558111liquidity_sweep_bullish1.08342TP1+SL2023-01-17 15:00:00+00:0010.456295946146277291.89376465794504240True
102023-01-19 16:00:00+00:007EUR_USDLONG1.08111000000000021.0766718414213451.08405223786798241.08718447573596481.0871844757359648226518.113OVERLAP1.50.002088158578654879323.7885187583927850.600569472611951.080934798775691.077785446686777-2.7560850468888454False5.318584317071147e-0634.90798799458094-0.14798775689994770.8949771689498163liquidity_sweep_bullish1.0811100000000002TP1+SL2023-01-20 13:00:00+00:0014.711189339911003333.235080512878771260True
112023-01-27 14:00:00+00:007EUR_USDLONG1.08670000000000021.08298781409563441.08882327885654861.09113655771309711.0911365577130971271714.745OVERLAP1.50.001542185904365726.08411107035714641.09603357651021.08849813429779151.0856113824662237-8.811936621417882False-0.0001118064876540555817.11759663855472-19.881342977914330.09177215189877176144liquidity_sweep_bullish1.0911365577130971TP32023-01-30 10:00:00+00:0032.79918448102637891.20218834741164080True
122023-02-09 11:00:00+00:007EUR_USDSHORT1.07612999999999981.07920674263752961.07413488604370541.0719497720874111.071949772087411330728.884LONDON1.50.001456742637529654740.8066253478220562.2200520725157841.074030536643151.0799619832664062.5042236349381852False0.000519874459343404185.8761569504752522.8946335684998560.7647058823529481113liquidity_sweep_bearish1.071949772087411TP32023-02-10 03:00:00+00:0030.8767106083602451021.1819917587102960True
132023-02-13 13:00:00+00:007EUR_USDSHORT1.06788999999999981.07096905152123421.06596642271814871.06385284543629721.0638528454362972333797.424OVERLAP1.50.001409051521234203723.6740979652483947.78088804924811.0697471104526561.07611391104956940.4590320790298641False0.0003652872062288978460.50645648163735-16.6711045265599540.5051546391752342130liquidity_sweep_bearish1.0709690515212342SL2023-02-13 15:00:00+00:00-30.790515212344435-1027.7794538351325120False
142023-02-15 13:00:00+00:007EUR_USDSHORT1.068111.07234898433327541.0656765235000871.0630530470001741.063053047000174240034.314OVERLAP1.50.00174898433327537332.6309699586644829.825031834343321.07211631351440651.0748581567691102-24.32769793302647False-0.0003998843233987429316.792187674890283-38.1631351440647750.452830188679215132liquidity_sweep_bearish1.06811TP1+SL2023-02-16 16:00:00+00:0012.167382499564948292.05892627891481620True
152023-02-21 14:00:00+00:007EUR_USDSHORT1.064691.06880543290288181.06266685064567711.06045370129135441.0604537012913544247950.164OVERLAP1.50.00147543290288189719.68279299419613435.972059002319131.06728821209092571.0702906018533644-10.061314187792547False-0.0002097076178643568528.853257844337403-24.0821209092567660.13945578231293518141liquidity_sweep_bearish1.0688054329028818SL2023-02-21 15:00:00+00:00-41.154329028818545-1020.422246738820460False
162023-02-21 16:00:00+00:007EUR_USDSHORT1.06544999999999981.07040177632952571.06289233550571141.06014467101142281.0601446710114228204011.244OVERLAP1.50.001831776329525705823.2548002598715144.832001281217131.06727074095744451.0702270816067692-6.137237771384196False7.002426681990831e-0738.583078491337176-16.307409574445320.9932203389830817161liquidity_sweep_bearish1.0654499999999998TP1+SL2023-02-22 14:00:00+00:0012.788322471442015260.8961524918751320True
172023-02-28 09:00:00+00:007EUR_USDSHORT1.06040999999999991.0639875797213361.05854863041799591.05649726083599171.0564972608359917283103.963LONDON1.50.001367579721336069332.27959438599046458.274233514477841.05876267830503721.0628619304305225-4.918304863927858False-3.7252332782086056e-0573.7516546399742618.373216949627570.4508928571428779791liquidity_sweep_bearish1.063987579721336SL2023-02-28 14:00:00+00:00-35.775797213362104-1012.8269863259777300False
182023-03-02 10:00:00+00:007EUR_USDSHORT1.06120999999999981.06462562366283641.0592615645057451.05712312901149021.0571231290114902293562.423LONDON1.50.00142562366283660446.8387868313324135.282370842904841.06319034142971921.0630173766059854-14.006942828330704False-0.000662174025111792323.706241906887414-17.9034142971934430.5526315789473623103liquidity_sweep_bearish1.0612099999999998TP1+SL2023-03-02 15:00:00+00:009.742177471273594285.9937194536557300True
192023-03-09 15:00:00+00:007EUR_USDSHORT1.05670999999999981.06002027258870251.05473959111694661.0525791822338931.052579182233893303769.144OVERLAP1.50.001440272588702276240.2481400028788357.044798830136561.05679857607201581.06040016858882020.9003562657805553False0.0003204545335725901663.635296729786971.01423927984178870.3263157894737162153liquidity_sweep_bearish1.0600202725887025SL2023-03-10 07:00:00+00:00-33.10272588702645-1005.5586574357762960False
202023-03-15 11:00:00+00:007EUR_USDSHORT1.05856999999999981.06537792100866161.05513311848700761.05150623697401511.0515062369740151146227.184LONDON1.50.00241792100866157345.0738964301880818.7219579400375271.07050959901361381.0656253205425543-70.84774485561107False-0.00160997195018941878.45437632676091-117.495990136138320.8146639511201687112liquidity_sweep_bearish1.0585699999999998TP1+SL2023-03-15 18:00:00+00:0017.184407564960754251.28274581948781420True
212023-03-20 16:00:00+00:007EUR_USDLONG1.07273000000000021.06868888799088271.0755266680136761.0785133360273521.078513336027352246965.663OVERLAP1.50.00199111200911729228.63706643873921868.528448314905561.06676962944494581.064838793688732528.291402640467922False0.000418131156128854884.0124440973689157.7037055505424950.2258064516129533160liquidity_sweep_bullish1.078513336027352TP32023-03-21 13:00:00+00:0042.900022546894881059.48323823087751260True
222023-03-24 15:00:00+00:007EUR_USDLONG1.076311.071866495399741.07956025690038971.08300051380077941.0830005138007794226985.425OVERLAP1.50.002293504600259826260.56505861943783536.240646510159161.08105881142817631.07461273342003178.381832530222066False-0.000461783656700679470.87090935555786-49.388114281763150.5154liquidity_sweep_bullish1.0830005138007794TP32023-03-28 07:00:00+00:0049.7038564533969451128.20507326940175280True
232023-04-17 09:00:00+00:007EUR_USDLONG1.09825000000000021.09507443937859851.10016834093210211.1022766818642041.102276681864204321169.373LONDON1.50.001405560621401350937.0799441016356542.236752843829191.10015667739737651.09529685156611015.234718143916073False7.282676186320513e-0538.28158878614207-20.9667739737651180.780000000000002290liquidity_sweep_bullish1.0950744393785985SL2023-04-17 13:00:00+00:00-31.755606214016737-1019.8928041723841240False
242023-04-18 08:00:00+00:007EUR_USDLONG1.09831000000000011.09545599240270651.09992601139594021.101732022791881.10173202279188353781.073LONDON1.50.001204007597293402942.1458651463941866.667364262930651.09641149364569321.09499553154282414.266666666667973False0.000830238283819864493.6051750829285417.085063543067490.676829268292613681liquidity_sweep_bullish1.0954559924027065SL2023-04-18 12:00:00+00:00-28.540075972935952-1009.6938615586572240False
252023-04-25 15:00:00+00:007EUR_USDSHORT1.09666999999999981.10025543535271451.09461684697092791.0923736939418561.092373693941856278793.744OVERLAP1.50.001495435352714653752.75821295332665524.2033628010071031.10131335588330531.0980259204762424-39.108409400783195False-0.00103263980685489664.237408036218655-44.53355883305310.4315789473684407151liquidity_sweep_bearish1.1002554353527145SL2023-04-26 06:00:00+00:00-35.85435352714716-999.5969315115549900False
262023-05-04 13:00:00+00:007EUR_USDSHORT1.102211.10777484113539631.09904773829690571.09569547659381141.0956954765938114177830.944OVERLAP1.50.002234841135396205545.320308318432541.257035105901811.10403418961420361.1014010548486504-16.55465381518839False-0.000760255210955066543.943304941475134-16.341896142035850.27756653992395536133liquidity_sweep_bearish1.10221TP1+SL2023-05-04 16:00:00+00:0015.811308515470966281.17398559362067180True
272023-05-23 14:00:00+00:007EUR_USDSHORT1.07768999999999981.08092526472539661.07583210291190511.07378420582381031.0737842058238103306748.534OVERLAP1.50.001365264725396579842.1476743582038637.850403397005511.08027433190847471.0847785292397687-2.8913220262083428False-0.0003348982789774505532.42518285636665-23.9433190847471170.18579234972677994141liquidity_sweep_bearish1.0776899999999998TP1+SL2023-05-24 11:00:00+00:009.289485440473475284.953600332164171260True
282023-05-24 13:00:00+00:007EUR_USDSHORT1.07676999999999981.0808467814201041.0747898278698441.0726196557396881.072619655739688244129.414OVERLAP1.50.001446781420103957821.23674591683064245.5989701824091261.07859984935263081.083274804694253-7.077605323757563False0.0001080885326889578362.54187529626103-16.39849352630840.8104838709678293132liquidity_sweep_bearish1.072619655739688TP32023-05-25 07:00:00+00:0030.652583652396437748.31971620351871080True
292023-05-26 13:00:00+00:007EUR_USDSHORT1.07209999999999981.07644872478557141.0702069128216431.06812382564328571.0681238256432857230583.794OVERLAP1.50.00138872478557140322.66117957884227343.5672620980217861.07415992099633441.0795596108365446-15.133149051826944False9.02963214104148e-0545.61855283944363-18.6992099633442880.6433333333333523134liquidity_sweep_bearish1.0720999999999998TP1+SL2023-05-26 16:00:00+00:009.465435891784502218.25760819297003180True
302023-05-30 12:00:00+00:007EUR_USDSHORT1.07205999999999981.07604760962375771.07018358556436331.0681171711287271.068117171128727252012.634LONDON1.50.0013776096237576828.49551865870025253.201953804784351.07194594024455661.07660959189817770.47498837223880486False0.0003656549988689198583.865920903018933.0405975544334220.863453815261047121liquidity_sweep_bearish1.068117171128727TP32023-05-31 06:00:00+00:0029.09621809908274733.26144462034431080True
312023-06-06 08:00:00+00:007EUR_USDSHORT1.06972999999999981.07259877276284881.0682868408557271.06665368171145381.0666536817114538352854.934LONDON1.50.001088772762848714334.00432650977927639.6996142288336241.07140013769674841.0730792309270631-3.933333333332456False-2.165002423261449e-0530.871102712866684-14.8013769674837370.780000000000002281liquidity_sweep_bearish1.0697299999999998TP1+SL2023-06-06 11:00:00+00:007.21579572136477254.61290941564656180True
322023-06-19 10:00:00+00:007EUR_USDLONG1.092171.08956493582772421.09371259625841331.0954451925168271.095445192516827389551.543LONDON1.50.00115506417227564229.489107589630242.864374579193171.09171600136537751.083329005042156-2.335560253698965False-0.000366151624025435122.4854194823384432.6399863462245320.7142857142856136100liquidity_sweep_bullish1.09217TP1+SL2023-06-20 12:00:00+00:007.712981292066212300.46037403155831560True
332023-06-20 16:00:00+00:007EUR_USDLONG1.091691.08816284753867821.09359572869198261.09569145738396531.0956914573839653288564.63OVERLAP1.50.001397152461321818932.8472888249083146.684414986369381.09194171204197321.0855971923499033-2.922248343979472False-0.0001954504889068797830.428134556572616-4.4171204197329670.7281553398057624161liquidity_sweep_bullish1.0956914573839653TP32023-06-21 14:00:00+00:0029.5359317664158852.30243358030681320True
342023-06-26 16:00:00+00:007EUR_USDLONG1.09107000000000021.08886365644223561.0925845153366471.09428903067329371.0942890306732937465174.333OVERLAP1.50.001136343557764535218.7040744343964851.326279581151891.09139075783564631.09001180361187292.108402530107689False0.0001770236287928231845.17279314138375-5.1075783564624720.05999999999995559160liquidity_sweep_bullish1.0942890306732937TP32023-06-27 08:00:00+00:0023.6677307417064641100.9620790393708960True
352023-06-27 10:00:00+00:007EUR_USDLONG1.095351.09271936344740151.09685595482889791.09855190965779561.0985519096577956394331.933LONDON1.50.00113063655259856833.6969437530237371.844869034920681.0919134461133381.090374118213934610.61711216792327False0.00034461256334867489.3037108282430832.465538866619510.7412587412586066101liquidity_sweep_bullish1.09535TP1+SL2023-06-27 14:00:00+00:007.5297741444890764296.92303708604766240True
362023-06-29 11:00:00+00:007EUR_USDLONG1.094061.09141104534343421.09563843198484841.0974068639696971.097406863969697392725.953LONDON1.50.001178954656565681440.5742124552336361.40860087778851.09226026114151351.091411120769881316.83462280067438False0.000489629931117708194.5292829775576116.0973885848636480.7841726618703679113liquidity_sweep_bullish1.0914110453434342SL2023-06-29 12:00:00+00:00-26.48954656565783-1040.31323400672160False
372023-07-05 14:00:00+00:007EUR_USDSHORT1.08718999999999991.09093379238391241.08525931142413131.08313862284826271.0831386228482627275098.084OVERLAP1.50.001413792383912464821.3941192404171141.235830615083541.08910157031209941.090015182907103-11.299313628436725False7.420695092698727e-0552.47319143237595-17.2157031209940750.6382978723404239142liquidity_sweep_bearish1.0871899999999999TP1+SL2023-07-06 07:00:00+00:009.653442879342665265.56436014968391020True
382023-07-17 13:00:00+00:007EUR_USDLONG1.122331.1190039095328321.12412913570075211.12611827140150431.1261182714015043310444.275OVERLAP1.50.001326090467168115624.33505676919233845.528512729173431.12099872332494171.1080428067521197-10.728710583898238False-0.0001579426521608586339.668532642991111.412766750582560.43692307692307314130liquidity_sweep_bullish1.1261182714015043TP32023-07-18 05:00:00+00:0027.937036731556017867.2892974091094960True
392023-08-08 10:00:00+00:007EUR_USDSHORT1.09516999999999981.0985461611958481.09334075820622781.09132151641245571.0913215164124557308409.044LONDON1.50.001346161195848039428.5404722290336834.039609711035381.09861083069396731.0999797188258476-18.571982623494243False-0.0004098543790842560314.280336622177643-32.508306939673660.8550000000000494101liquidity_sweep_bearish1.0951699999999998TP1+SL2023-08-08 14:00:00+00:009.14620896885987282.07735277254625240True
402023-08-22 10:00:00+00:007EUR_USDSHORT1.088491.0922354057176991.08687189142345141.08506378284690271.0850637828469027278757.363LONDON1.50.001205405717699106229.254049217501242.14639877190651.08950148567691561.0913860991922923-18.977591682545203False-0.0001614583406542368716.6961849218432-8.2148567691553430.8178137651821593101liquidity_sweep_bearish1.0850637828469027TP32023-08-22 13:00:00+00:0025.22162987733249703.0714959502328180True
412023-08-29 14:00:00+00:007EUR_USDSHORT1.08260999999999991.08653610322601481.08058584516097781.07837169032195531.0783716903219553267718.414OVERLAP1.50.00147610322601485436.99767569328514657.187256937381521.0814095685952341.084693607804361615.662292792197885False-0.0001427567526442775449.04225134901718513.9043140476591280.5128205128205019141liquidity_sweep_bearish1.0865361032260148SL2023-08-29 17:00:00+00:00-39.26103226014943-1051.090113164591180False