fx-quant/results/phase1/S7T_EUR_USD_FULL_trades.csv at 4e2db680494844d0d596d60daa4fda1f35af713f

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-21 05:58:05 +00:00

Files

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

11 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	2023-03-15 11:00:00+00:00	7	EUR_USD	SHORT	1.0585699999999998	1.0653779210086616	1.0551331184870076	1.0515062369740151	1.0515062369740151	146887.72	4	LONDON	1.5	0.002417921008661573	45.07389643018808	18.721957940037527	1.0705095990136138	1.0656253442418624	-70.84774485561107	False	-0.0016099719501894187	8.45437632676107	-117.49599013613832	0.8146639511201687	11	2	liquidity_sweep_bearish	1.0585699999999998	TP1+SL	2023-03-15 18:00:00+00:00	17.184407564960757	252.41784467678374	420	True
3	2023-03-20 16:00:00+00:00	7	EUR_USD	LONG	1.0727300000000002	1.0686888879908827	1.075526668013676	1.078513336027352	1.078513336027352	248081.26	3	OVERLAP	1.5	0.001991112009117292	28.637066438739218	68.52844831490556	1.0667696294449458	1.0648388046617514	28.291402640467922	False	0.0004181311561288548	84.01244409736908	57.703705550542495	0.2258064516129533	16	0	liquidity_sweep_bullish	1.078513336027352	TP3	2023-03-21 13:00:00+00:00	42.900022536364204	1064.2691644849629	1260	True
4	2023-03-24 15:00:00+00:00	7	EUR_USD	LONG	1.07631	1.07186649539974	1.0795602569003897	1.0830005138007794	1.0830005138007794	228010.76	5	OVERLAP	1.5	0.0022935046002598262	60.565058619437835	36.24064651015916	1.0810588114281763	1.0746127376637156	8.381832530222066	False	-0.0004617836567006794	70.87090935555803	-49.38811428176315	0.5	15	4	liquidity_sweep_bullish	1.0830005138007794	TP3	2023-03-28 07:00:00+00:00	49.70385644014212	1133.30140818477	5280	True
5	2023-04-17 09:00:00+00:00	7	EUR_USD	LONG	1.0982500000000002	1.0950744393785985	1.1001683409321021	1.102276681864204	1.102276681864204	322620.16	3	LONDON	1.5	0.0014055606214013509	37.07994410163565	42.23675284382919	1.1001566773973765	1.0952968516629595	5.234718143916073	False	7.282676186320513e-05	38.28158878614224	-20.966773973765118	0.7800000000000022	9	0	liquidity_sweep_bullish	1.0950744393785985	SL	2023-04-17 13:00:00+00:00	-31.755606214016744	-1024.4998757663075	240	False
6	2023-04-18 08:00:00+00:00	7	EUR_USD	LONG	1.0983100000000001	1.0954559924027065	1.0999260113959402	1.10173202279188	1.10173202279188	355379.18	3	LONDON	1.5	0.0012040075972934029	42.14586514639418	66.66736426293065	1.0964114936456932	1.0949955316197741	4.266666666667973	False	0.0008302382838198644	93.60517508292868	17.08506354306749	0.6768292682926136	8	1	liquidity_sweep_bullish	1.0954559924027065	SL	2023-04-18 12:00:00+00:00	-28.540075972935952	-1014.2548796399681	240	False
7	2023-04-25 15:00:00+00:00	7	EUR_USD	SHORT	1.0966699999999998	1.1002554353527145	1.0946168469709279	1.092373693941856	1.092373693941856	280053.11	4	OVERLAP	1.5	0.0014954353527146537	52.758212953326655	24.203362801007103	1.1013133558833053	1.0980259204978524	-39.108409400783195	False	-0.0010326398068548966	4.237408036218816	-44.5335588330531	0.4315789473684407	15	1	liquidity_sweep_bearish	1.1002554353527145	SL	2023-04-26 06:00:00+00:00	-35.85435352714717	-1004.1123212317033	900	False
8	2023-05-04 13:00:00+00:00	7	EUR_USD	SHORT	1.10221	1.1077748411353963	1.0990477382969057	1.0956954765938114	1.0956954765938114	178634.25	4	OVERLAP	1.5	0.0022348411353962055	45.3203083184325	41.25703510590181	1.1040341896142036	1.1014010548527593	-16.55465381518839	False	-0.0007602552109550665	43.9433049414753	-16.34189614203585	0.27756653992395536	13	3	liquidity_sweep_bearish	1.10221	TP1+SL	2023-05-04 16:00:00+00:00	15.811308515470968	282.44412381797696	180	True
9	2023-05-23 14:00:00+00:00	7	EUR_USD	SHORT	1.0776899999999998	1.0809252647253966	1.0758321029119051	1.0737842058238103	1.0737842058238103	308134.18	4	OVERLAP	1.5	0.0013652647253965798	42.14767435820386	37.85040339700551	1.0802743319084747	1.0847785292399477	-2.8913220262083428	False	-0.00033489827897745055	32.42518285636681	-23.943319084747117	0.18579234972677994	14	1	liquidity_sweep_bearish	1.0776899999999998	TP1+SL	2023-05-24 11:00:00+00:00	9.289485440473477	286.2407978822234	1260	True
10	2023-05-24 13:00:00+00:00	7	EUR_USD	SHORT	1.0767699999999998	1.080846781420104	1.074789827869844	1.072619655739688	1.072619655739688	245232.2	4	OVERLAP	1.5	0.0014467814201039578	21.236745916830642	45.598970182409126	1.0785998493526308	1.0832748046943954	-7.077605323757563	False	0.00010808853268895783	62.541875296261196	-16.3984935263084	0.8104838709678293	13	2	liquidity_sweep_bearish	1.072619655739688	TP3	2023-05-25 07:00:00+00:00	30.652583644751402	751.7000522886406	1080	True
11	2023-05-26 13:00:00+00:00	7	EUR_USD	SHORT	1.0720999999999998	1.0764487247855714	1.070206912821643	1.0681238256432857	1.0681238256432857	231625.39	4	OVERLAP	1.5	0.001388724785571403	22.661179578842273	43.567262098021786	1.0741599209963344	1.0795596108366337	-15.133149051826944	False	9.02963214104148e-05	45.618552839443794	-18.699209963344288	0.6433333333333523	13	4	liquidity_sweep_bearish	1.0720999999999998	TP1+SL	2023-05-26 16:00:00+00:00	9.465435891784502	219.24352799545832	180	True
12	2023-05-30 12:00:00+00:00	7	EUR_USD	SHORT	1.0720599999999998	1.0760476096237577	1.0701835855643633	1.068117171128727	1.068117171128727	253151.03	4	LONDON	1.5	0.00137760962375768	28.495518658700252	53.20195380478435	1.0719459402445566	1.0766095918982335	0.47498837223880486	False	0.00036565499886891985	83.8659209030191	3.040597554433422	0.863453815261047	12	1	liquidity_sweep_bearish	1.068117171128727	TP3	2023-05-31 06:00:00+00:00	29.096218092047145	736.573757910637	1080	True
13	2023-06-06 08:00:00+00:00	7	EUR_USD	SHORT	1.0697299999999998	1.0725987727628488	1.068286840855727	1.0666536817114538	1.0666536817114538	354448.86	4	LONDON	1.5	0.0010887727628487143	34.004326509779276	39.699614228833624	1.0714001376967484	1.073079230927081	-3.933333333332456	False	-2.165002423261449e-05	30.871102712866843	-14.801376967483737	0.7800000000000022	8	1	liquidity_sweep_bearish	1.0697299999999998	TP1+SL	2023-06-06 11:00:00+00:00	7.2157957213647705	255.76305674306204	180	True
14	2023-06-19 10:00:00+00:00	7	EUR_USD	LONG	1.09217	1.0895649358277242	1.0937125962584133	1.095445192516827	1.095445192516827	391311.23	3	LONDON	1.5	0.001155064172275642	29.4891075896302	42.86437457919317	1.0917160013653775	1.0833290050421582	-2.335560253698965	False	-0.0003661516240254351	22.485419482338603	2.639986346224532	0.7142857142856136	10	0	liquidity_sweep_bullish	1.09217	TP1+SL	2023-06-20 12:00:00+00:00	7.712981292066211	301.81761963654185	1560	True
15	2023-06-20 16:00:00+00:00	7	EUR_USD	LONG	1.09169	1.0881628475386782	1.0935957286919826	1.0956914573839653	1.0956914573839653	289868.12	3	OVERLAP	1.5	0.0013971524613218189	32.84728882490831	46.68441498636938	1.0919417120419732	1.0855971923499044	-2.922248343979472	False	-0.00019545048890687978	30.428134556572775	-4.417120419732967	0.7281553398057624	16	1	liquidity_sweep_bullish	1.0956914573839653	TP3	2023-06-21 14:00:00+00:00	29.535931760179995	856.1525011771666	1320	True
16	2023-06-26 16:00:00+00:00	7	EUR_USD	LONG	1.0910700000000002	1.0888636564422356	1.092584515336647	1.0942890306732937	1.0942890306732937	467275.63	3	OVERLAP	1.5	0.0011363435577645352	18.70407443439648	51.32627958115189	1.0913907578356463	1.0900118036118733	2.108402530107689	False	0.00017702362879282318	45.17279314138392	-5.107578356462472	0.05999999999995559	16	0	liquidity_sweep_bullish	1.0942890306732937	TP3	2023-06-27 08:00:00+00:00	23.667730738594575	1105.9353791547146	960	True
17	2023-06-27 10:00:00+00:00	7	EUR_USD	LONG	1.09535	1.0927193634474015	1.0968559548288979	1.0985519096577956	1.0985519096577956	396113.22	3	LONDON	1.5	0.001130636552598568	33.69694375302373	71.84486903492068	1.091913446113338	1.090374118213935	10.61711216792327	False	0.000344612563348674	89.30371082824324	32.46553886661951	0.7412587412586066	10	1	liquidity_sweep_bullish	1.09535	TP1+SL	2023-06-27 14:00:00+00:00	7.529774144489076	298.2643082246313	240	True
18	2023-06-29 11:00:00+00:00	7	EUR_USD	LONG	1.09406	1.0914110453434342	1.0956384319848484	1.097406863969697	1.097406863969697	394499.98	3	LONDON	1.5	0.0011789546565656814	40.57421245523363	61.4086008777885	1.0922602611415135	1.0914111207698813	16.83462280067438	False	0.0004896299311177081	94.52928297755777	16.097388584863648	0.7841726618703679	11	3	liquidity_sweep_bullish	1.0914110453434342	SL	2023-06-29 12:00:00+00:00	-26.489546565657825	-1045.012559036108	60	False
19	2023-07-05 14:00:00+00:00	7	EUR_USD	SHORT	1.0871899999999999	1.0909337923839124	1.0852593114241313	1.0831386228482627	1.0831386228482627	276340.76	4	OVERLAP	1.5	0.0014137923839124648	21.39411924041711	41.23583061508354	1.0891015703120994	1.090015182907103	-11.299313628436725	False	7.420695092698727e-05	52.473191432376105	-17.215703120994075	0.6382978723404239	14	2	liquidity_sweep_bearish	1.0871899999999999	TP1+SL	2023-07-06 07:00:00+00:00	9.653442879342665	266.76397418941406	1020	True
20	2023-07-17 13:00:00+00:00	7	EUR_USD	LONG	1.12233	1.119003909532832	1.1241291357007521	1.1261182714015043	1.1261182714015043	311846.62	5	OVERLAP	1.5	0.0013260904671681156	24.335056769192338	45.52851272917343	1.1209987233249417	1.1080428067521197	-10.728710583898238	False	-0.00015794265216085863	39.668532642991266	11.41276675058256	0.43692307692307314	13	0	liquidity_sweep_bullish	1.1261182714015043	TP3	2023-07-18 05:00:00+00:00	27.937036726068534	871.2070475840338	960	True
21	2023-08-08 10:00:00+00:00	7	EUR_USD	SHORT	1.0951699999999998	1.098546161195848	1.0933407582062278	1.0913215164124557	1.0913215164124557	309802.2	4	LONDON	1.5	0.0013461611958480394	28.54047222903368	34.03960971103538	1.0986108306939673	1.0999797188258476	-18.571982623494243	False	-0.00040985437908425603	14.280336622177805	-32.50830693967366	0.8550000000000494	10	1	liquidity_sweep_bearish	1.0951699999999998	TP1+SL	2023-08-08 14:00:00+00:00	9.14620896885987	283.3515660212519	240	True
22	2023-08-22 10:00:00+00:00	7	EUR_USD	SHORT	1.08849	1.092235405717699	1.0868718914234514	1.0850637828469027	1.0850637828469027	280016.57	3	LONDON	1.5	0.0012054057176991062	29.2540492175012	42.1463987719065	1.0895014856769156	1.0913860991922923	-18.977591682545203	False	-0.00016145834065423687	16.696184921843365	-8.214856769155343	0.8178137651821593	10	1	liquidity_sweep_bearish	1.0850637828469027	TP3	2023-08-22 13:00:00+00:00	25.22162987180532	706.2474286512465	180	True
23	2023-08-29 14:00:00+00:00	7	EUR_USD	SHORT	1.0826099999999999	1.0865361032260148	1.0805858451609778	1.0783716903219553	1.0783716903219553	268927.76	4	OVERLAP	1.5	0.001476103226014854	36.997675693285146	57.18725693738152	1.081409568595234	1.0846936078043616	15.662292792197885	False	-0.00014275675264427754	49.04225134901734	13.904314047659128	0.5128205128205019	14	1	liquidity_sweep_bearish	1.0865361032260148	SL	2023-08-29 17:00:00+00:00	-39.26103226014943	-1055.8381461009724	180	False

11 KiB Raw Blame History

11 KiB

Raw Blame History