fx-quant/results/phase1/S7_TRAIN_trades.csv at 4e2db680494844d0d596d60daa4fda1f35af713f

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-12 17:58:05 +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

16 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	2023-04-06 14:00:00+00:00	7	GBP_USD	LONG	1.2436600000000002	1.2386584964849883	1.2464115035150118	1.2493530070300236	1.2493530070300236	199939.88	4	OVERLAP	1.5	0.001961002343341209	27.564424835241265	42.217595004777685	1.2453806977921154	1.2382623917642934	-11.22499478022343	False	-0.00022617922112120844	17.62034879048408	-19.10697792115279	0.5874439461884176	14	3	liquidity_sweep_bullish	1.2436600000000002	TP1+SL	2023-04-06 21:00:00+00:00	13.757517575058163	275.06764130550204	420	True
3	2023-04-07 08:00:00+00:00	7	GBP_USD	LONG	1.2441900000000001	1.240966453468105	1.245853546531895	1.24770709306379	1.24770709306379	311070.64	3	LONDON	1.5	0.0012356976879299901	18.333059481391107	45.687644420921735	1.2448747257328407	1.2392814714836944	3.833333333331801	False	3.058676929892961e-05	23.840115311951	-8.747257328407532	0.3636363636363803	8	4	liquidity_sweep_bullish	1.240966453468105	SL	2023-04-07 12:00:00+00:00	-32.235465318950496	-1002.7506827463735	240	False
4	2023-05-31 11:00:00+00:00	7	GBP_USD	SHORT	1.2358999999999998	1.239895543129547	1.2336544568704528	1.2312189137409058	1.2312189137409058	248457.63	3	LONDON	1.5	0.0016236954196980377	24.965564375345643	41.1206649581323	1.2378551416570254	1.2393739608373315	1.1703454022948812	False	-0.0005968934084111234	34.39508328992515	-17.651416570254597	0.3312500000000789	11	2	liquidity_sweep_bearish	1.239895543129547	SL	2023-05-31 13:00:00+00:00	-39.955431295473076	-992.723176530107	120	False
5	2023-05-31 15:00:00+00:00	7	GBP_USD	SHORT	1.23914	1.2447040326250258	1.2359859673749742	1.2326419347499482	1.2326419347499482	176633.75	4	OVERLAP	1.5	0.002229355083350596	29.73924620652191	54.0843536756812	1.2379814341154924	1.2393466734411835	14.575319501981543	False	6.510213141506773e-05	68.49122816840469	13.48565884507602	0.009411764705891572	15	2	liquidity_sweep_bearish	1.2447040326250258	SL	2023-05-31 23:00:00+00:00	-55.64032625025916	-982.7959476806715	480	False
6	2023-06-21 16:00:00+00:00	7	GBP_USD	LONG	1.2757800000000001	1.2695761337913647	1.2792138662086354	1.2828377324172706	1.2828377324172706	156832.52	3	OVERLAP	1.5	0.0024159108057568777	18.957057355445926	53.43796397569034	1.2755357352095729	1.269243668418886	31.25344386721185	False	0.0001795126534399464	72.61712998027754	0.5426479042713872	0.750889679715328	16	2	liquidity_sweep_bullish	1.2757800000000001	TP1+SL	2023-06-22 11:00:00+00:00	17.169331043176417	269.2709454215586	1140	True
7	2023-06-22 13:00:00+00:00	7	GBP_USD	LONG	1.2761000000000002	1.2689279983051265	1.2796920016948736	1.2834740033897472	1.2834740033897472	136037.43	4	OVERLAP	1.5	0.002521334463249007	37.31049518278077	48.65759340073298	1.27619931564621	1.270661692323134	-12.132333224732506	False	-8.877856449388888e-05	25.000404732830077	-2.893156462098201	0.29041095890413177	13	3	liquidity_sweep_bullish	1.2689279983051265	SL	2023-06-23 08:00:00+00:00	-71.72001694873754	-975.6606785262695	1140	False
8	2023-06-30 14:00:00+00:00	7	GBP_USD	LONG	1.27146	1.2665627885939308	1.274397211406069	1.277524422812138	1.277524422812138	197235.53	4	OVERLAP	1.5	0.002084807604046081	40.04553185177969	73.81777493039705	1.2647640861289189	1.2684264212021679	40.38899241378901	False	0.0011000515038322317	88.42029133112082	65.05913871081015	0.5197368421052468	14	4	liquidity_sweep_bullish	1.2665627885939308	SL	2023-07-03 07:00:00+00:00	-48.972114060692455	-965.904087198113	3900	False
9	2023-07-03 15:00:00+00:00	7	GBP_USD	LONG	1.2694900000000002	1.2644740743148715	1.2721859256851287	1.2750718513702572	1.2750718513702572	190641.79	3	OVERLAP	1.5	0.0019239504567523874	32.66627139083437	56.21652990581336	1.2674032129436785	1.2685708244385467	8.580686504220392	False	-0.00011234514472990061	59.02188666440634	18.967870563215694	0.23214285714288901	15	0	liquidity_sweep_bullish	1.27101	TP1+TIME	2023-07-05 07:00:00+00:00	21.079628425640927	401.8658095599069	2400	True
10	2023-04-13 08:00:00+00:00	7	EUR_AUD	LONG	1.63834	1.6313290895694645	1.6423509104305354	1.6466018208610707	1.6466018208610707	142634.83	3	LONDON	2.0	0.0028339402870236063	30.582513932128176	47.451748725232925	1.6385967309102423	1.6320001499859678	7.0000000000014495	False	-0.0005152255349456892	31.464408412937644	-4.9673091024238225	0.7993197278911218	8	3	liquidity_sweep_bullish	1.6313290895694645	SL	2023-04-13 15:00:00+00:00	-70.10910430535367	-1000.0000174046387	420	False
11	2023-04-17 12:00:00+00:00	7	EUR_AUD	LONG	1.63672	1.6316970518747915	1.6396329481252083	1.6427858962504165	1.6427858962504165	197095.41	5	LONDON	2.0	0.0021019654168055197	19.926081322961075	49.84887685082317	1.6360354056922994	1.63306678569918	-6.152412736635249	False	-0.0003013419957997068	18.48597235966793	4.445943077004966	0.1523437499999502	12	0	liquidity_sweep_bullish	1.6316970518747915	SL	2023-04-17 14:00:00+00:00	-50.229481252084256	-990.0000201466861	120	False
12	2023-04-19 11:00:00+00:00	7	EUR_AUD	SHORT	1.62989	1.6360159980423907	1.6268440019576094	1.6235580039152184	1.6235580039152184	159990.26	4	LONDON	2.0	0.002190665361593868	27.23690921871784	47.87087992204069	1.631075713626829	1.6319084430336557	-20.182115562377145	False	0.00012501674222205322	37.329138378319264	-9.457136268289368	0.39010989010987435	11	2	liquidity_sweep_bearish	1.6360159980423907	SL	2023-04-20 09:00:00+00:00	-61.259980423906676	-980.1000195615741	1320	False
13	2023-04-28 13:00:00+00:00	7	EUR_AUD	LONG	1.67008	1.662907184930514	1.673692815069486	1.6775456301389722	1.6775456301389722	135274.5	4	OVERLAP	2.0	0.002568543379657385	30.472814133722476	60.47304385538367	1.6654630406215734	1.6525459625408836	15.755450161485385	False	0.0005619336934119822	44.11628410582548	43.76959378426637	0.5422535211267775	13	4	liquidity_sweep_bullish	1.662907184930514	SL	2023-05-01 00:00:00+00:00	-71.72815069486083	-970.298972117195	3540	False
14	2023-05-11 08:00:00+00:00	7	EUR_AUD	SHORT	1.62252	1.6286363303540008	1.6192336696459992	1.6157073392919985	1.6157073392919985	157054.3	3	LONDON	2.0	0.0023508869026671302	20.896424535958666	56.1663443518899	1.6221249586942321	1.6343614838833904	-6.4999999999959535	False	0.0003019564327029346	65.8676657456954	6.350413057678583	0.025454545454550444	8	3	liquidity_sweep_bearish	1.6286363303540008	SL	2023-05-11 14:00:00+00:00	-61.163303540008314	-960.5959823163528	360	False
15	2023-05-16 13:00:00+00:00	7	EUR_AUD	SHORT	1.62849	1.6341744824104334	1.6252655175895667	1.6218010351791334	1.6218010351791334	167295.8	4	OVERLAP	2.0	0.0023096549402888493	38.813453102219675	55.224388509283436	1.627137663282473	1.6309440145732303	-4.5143003690184536	False	0.0005921938368954151	60.28231801748516	15.923367175270098	0.19910514541387436	13	1	liquidity_sweep_bearish	1.6341744824104334	SL	2023-05-17 01:00:00+00:00	-56.844824104334	-950.990032439384	720	False
16	2023-05-17 09:00:00+00:00	7	EUR_AUD	SHORT	1.6282	1.634491031068006	1.625008968931994	1.6215779378639879	1.6215779378639879	149654.35	3	LONDON	2.0	0.002287354045337446	20.743766807259775	42.1940157355644	1.6298104111957068	1.6311302521692375	-22.61153476415645	False	-0.0004198530362958357	24.68361016596589	-13.704111957066889	0.9065743944635956	9	2	liquidity_sweep_bearish	1.6282	TP1+SL	2023-05-17 14:00:00+00:00	15.955155340030556	238.77584015613022	300	True
17	2023-05-30 10:00:00+00:00	7	EUR_AUD	LONG	1.6406100000000001	1.63408555634038	1.64378444365962	1.6471988873192402	1.6471988873192402	144666.42	4	LONDON	2.0	0.0022762957730800455	23.77111818984421	52.39055947214574	1.6403381929627723	1.6372817818617857	26.716091054284075	False	0.00012177954629123298	35.1978511258909	0.3180703722782674	0.7535410764872753	10	1	liquidity_sweep_bullish	1.6471988873192402	TP3	2023-05-30 16:00:00+00:00	48.81665944883848	706.2131358822637	360	True
18	2023-06-15 12:00:00+00:00	7	EUR_AUD	SHORT	1.595	1.6032160170012588	1.5903139829987412	1.5853879659974823	1.5853879659974823	115741.0	4	LONDON	2.0	0.0032840113341725437	26.73411279411899	59.321880205668194	1.5923107452898253	1.6020128952122974	24.30414572619055	False	0.00038522570911124943	77.92605154896617	29.29254710174689	0.4646739130434733	12	3	liquidity_sweep_bearish	1.595	TP1+SL	2023-06-16 13:00:00+00:00	23.430085006294064	271.18214687134815	1500	True
19	2023-07-03 09:00:00+00:00	7	EUR_AUD	LONG	1.63815	1.630802652971864	1.641877347028136	1.645844694056272	1.645844694056272	129794.04	3	LONDON	2.0	0.0026448980187573803	12.75781763812942	48.20627235148541	1.6398078650894679	1.6328334451498658	17.813568335474095	False	7.30830093040721e-05	42.2722967613112	-18.97865089467876	0.8504672897196119	9	0	liquidity_sweep_bullish	1.630802652971864	SL	2023-07-04 04:00:00+00:00	-73.47347028135997	-953.6418540637648	1140	False
20	2023-03-17 09:00:00+00:00	7	GBP_JPY	SHORT	161.441	162.4955014519834	160.8184985480166	160.16699709603324	160.16699709603324	948.32	3	LONDON	2.5	0.4343343013222553	25.59309143444508	51.1959070513113	161.4329863305534	162.09993913786568	-24.4159628208223	False	-0.007590317979641492	39.83896129878966	3.701366944659412	0.4830659536542096	9	4	liquidity_sweep_bearish	160.16699709603324	TP3	2023-03-17 12:00:00+00:00	94.82656122894868	899.2592454463661	180	True
21	2023-03-23 12:00:00+00:00	7	GBP_JPY	SHORT	161.36	162.38640815683158	160.84859184316844	160.30818368633686	160.30818368633686	983.03	4	LONDON	2.5	0.36027210455438236	25.72746134531387	48.31568171738155	161.52545861624577	161.67898364589897	-9.816317381205408	False	0.05808695066670985	46.80189585997888	-13.645861624576128	0.2023809523809638	12	3	liquidity_sweep_bearish	160.30818368633686	TP3	2023-03-23 18:00:00+00:00	78.16229349850508	768.3587937783544	360	True
22	2023-04-05 08:00:00+00:00	7	GBP_JPY	LONG	164.101	163.1864621802121	164.57253781978793	165.07307563957585	165.07307563957585	1111.68	5	LONDON	2.5	0.3336918798586102	24.79327060064265	39.31662138494484	164.50485552811688	163.4338302290187	10.400000000001342	False	-0.055322332028951815	21.40316825175562	-43.28555281168747	0.18777292576422058	8	2	liquidity_sweep_bullish	163.1864621802121	SL	2023-04-05 14:00:00+00:00	-91.45378197879096	-1016.6734035018235	360	False
23	2023-04-06 11:00:00+00:00	7	GBP_JPY	LONG	164.047	163.20016440235787	164.49983559764212	164.9816711952842	164.9816711952842	1188.55	3	LONDON	2.5	0.32122373176140423	26.00153579211706	59.43401160210618	163.8345578911688	163.44518768358608	30.136451528909447	False	0.11436292017347932	67.70979799507349	18.344210883120127	0.6879432624113371	11	3	liquidity_sweep_bullish	164.659	TP1+TIME	2023-04-10 03:00:00+00:00	53.24177988210579	632.8051747887683	5280	True
24	2023-04-14 10:00:00+00:00	7	GBP_JPY	LONG	165.85	165.25311016647413	166.19188983352586	166.56277966705173	166.56277966705173	1696.86	4	LONDON	2.5	0.24725988901724322	35.335259244596344	44.01614272595107	165.9991741471991	165.10180527349922	13.86900074088544	False	-0.027435194528438872	44.54111816741813	-17.81741471991154	0.31153846153842957	10	4	liquidity_sweep_bullish	165.85	TP1+SL	2023-04-14 17:00:00+00:00	17.094491676293444	290.06959145835293	420	True
25	2023-04-25 08:00:00+00:00	7	GBP_JPY	LONG	167.31799999999998	166.5966728618853	167.70732713811466	168.12565427622934	168.12565427622934	1408.15	4	LONDON	2.5	0.2788847587431201	19.492935415607384	46.58410450125601	167.25863101698675	166.6241489183895	8.733333333333348	False	-0.06991891227443747	44.169335608619434	3.0368983013232764	0.4020979020978326	8	1	liquidity_sweep_bullish	166.5966728618853	SL	2023-04-25 12:00:00+00:00	-72.1327138114674	-1015.7368095361783	240	False
26	2023-05-02 10:00:00+00:00	7	GBP_JPY	LONG	171.553	170.66818195950424	171.97281804049575	172.4216360809915	172.4216360809915	1136.48	3	LONDON	2.5	0.29921202699716715	27.036188444356352	49.41193732405757	170.97304944919085	168.57461269351236	5.560857486790383	False	-0.09966249908075522	16.480171879638764	55.09505508091479	0.6550925925925377	10	1	liquidity_sweep_bullish	170.66818195950424	SL	2023-05-02 14:00:00+00:00	-88.48180404957589	-1005.57800666262	240	False
27	2023-05-04 12:00:00+00:00	7	GBP_JPY	LONG	169.257	168.3087363204602	169.7612636795398	170.2945273590796	170.2945273590796	1049.84	4	LONDON	2.5	0.3555091196932014	26.590068899600485	45.81717441284099	169.6920142120847	169.00965686426886	9.24644021950769	False	0.03772958873607929	58.53802365118008	-46.40142120846917	0.12871287128712536	12	3	liquidity_sweep_bullish	168.3087363204602	SL	2023-05-04 14:00:00+00:00	-94.82636795397923	-995.5251413280555	120	False
28	2023-05-09 08:00:00+00:00	7	GBP_JPY	LONG	170.295	169.45798582502496	170.67401417497504	171.0820283499501	171.0820283499501	1177.48	4	LONDON	2.5	0.2720094499833694	30.68395762265886	49.0840563465889	170.19138760389558	169.49266297631556	12.233333333327323	False	-0.04809688659215581	54.09889260880656	7.461239610441339	0.9237875288683233	8	1	liquidity_sweep_bullish	171.0820283499501	TP3	2023-05-10 07:00:00+00:00	58.302794646867746	686.5037464079384	1380	True
29	2023-05-31 10:00:00+00:00	7	GBP_JPY	LONG	173.138	172.2818226973809	173.55517730261911	174.00135460523822	174.00135460523822	1159.15	3	LONDON	2.5	0.2974515350794068	32.340158933238904	47.39589159119422	173.24329217527796	172.54277951537372	23.9411961935474	False	-0.03582781620810173	62.53072311735078	-13.42921752779489	0.5184331797235577	10	2	liquidity_sweep_bullish	173.138	TP1+SL	2023-05-31 15:00:00+00:00	20.85886513095545	241.78553516547012	300	True
30	2023-06-07 11:00:00+00:00	7	GBP_JPY	LONG	173.835	173.1005509298618	174.1774490701382	174.54889814027644	174.54889814027644	1354.56	4	LONDON	2.5	0.2476327134254741	36.832661497450694	63.57060864352053	173.4187369756332	173.28071485975977	35.89950334251455	False	0.07641434846964724	96.28172601678277	38.72630243668027	0.6556886227545522	11	2	liquidity_sweep_bullish	174.54889814027644	TP3	2023-06-09 00:00:00+00:00	52.817887553967516	715.4499776510224	2220	True
31	2023-06-22 08:00:00+00:00	7	GBP_JPY	LONG	181.409	180.55535570524307	181.80864429475693	182.23728858951387	182.23728858951387	1173.8	3	LONDON	2.5	0.2857628631712896	17.895682904600164	62.01872161262305	180.87989547482394	179.17813961656992	10.699999999999932	False	0.011910868153068563	66.46666451668081	50.010452517605586	0.8407643312101561	8	3	liquidity_sweep_bullish	182.23728858951387	TP3	2023-06-22 11:00:00+00:00	61.397349860660746	720.6820926644358	180	True
32	2023-06-26 13:00:00+00:00	7	GBP_JPY	LONG	182.418	181.29513385602647	182.96086614397353	183.53273228794706	183.53273228794706	898.78	4	OVERLAP	2.5	0.381244095982346	32.391090547936486	51.29800024175066	182.1571955238508	180.44799731410885	23.496576952126702	False	-0.07723905252521529	51.16356898903041	23.180447614922173	0.7530864197530902	13	0	liquidity_sweep_bullish	183.53273228794706	TP3	2023-06-27 14:00:00+00:00	82.88116186871838	744.919306643667	1500	True
33	2023-06-29 15:00:00+00:00	7	GBP_JPY	LONG	182.59199999999998	181.96379564883523	182.95020435116476	183.33740870232955	183.33740870232955	1618.36	3	OVERLAP	2.5	0.258136234109854	12.267319086170339	49.941186815284844	182.62696038224874	181.65089266038888	5.135898068320444	False	0.027442638534731223	51.11111111111413	-6.396038224875156	0.4560669456066045	15	3	liquidity_sweep_bullish	182.59199999999998	TP1+SL	2023-06-30 04:00:00+00:00	17.910217558238628	289.8517968755106	780	True
34	2023-07-05 11:00:00+00:00	7	GBP_JPY	LONG	183.515	182.79387670058762	183.84112329941237	184.19624659882479	184.19624659882479	1413.85	4	LONDON	2.5	0.23674886627493083	24.7053281086675	46.83576962840995	183.52111467713578	182.71205034852392	9.82498360659747	False	-0.04461319084423006	23.51413947873296	-3.5114677135794636	0.973760932944646	11	2	liquidity_sweep_bullish	183.515	TP1+SL	2023-07-05 21:00:00+00:00	16.306164970619363	230.54471343710185	600	True
35	2023-07-06 15:00:00+00:00	7	GBP_JPY	LONG	183.28799999999998	182.23877928639507	183.8352207136049	184.41144142720984	184.41144142720984	973.93	4	OVERLAP	2.5	0.3841471424032852	33.235564823386774	47.28284034373919	183.43160712699503	182.88324756814768	-19.34606737529805	False	0.026899377248891007	39.23309924633907	-17.260712699504666	0.19144602851322085	15	3	liquidity_sweep_bullish	182.23877928639507	SL	2023-07-07 08:00:00+00:00	-104.92207136049102	-1021.8675296012302	1020	False

16 KiB Raw Blame History

16 KiB

Raw Blame History