fx-quant/results/phase1/S7_tight_GBP_JPY_FULL_trades.csv at 4e2db680494844d0d596d60daa4fda1f35af713f

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-22 06:28:05 +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

12 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	2023-03-17 09:00:00+00:00	7	GBP_JPY	SHORT	161.441	162.27833430132225	160.8184985480166	160.16699709603324	160.16699709603324	1194.27	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	94.82628456038721	1132.4818686193364	180	True
3	2023-03-23 12:00:00+00:00	7	GBP_JPY	SHORT	161.36	162.2062721045544	160.84859184316844	160.30818368633686	160.30818368633686	1195.04	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	78.16210367629104	934.0684037731484	360	True
4	2023-04-05 08:00:00+00:00	7	GBP_JPY	LONG	164.101	163.3533081201414	164.57253781978793	165.07307563957585	165.07307563957585	1365.09	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	163.3533081201414	SL	2023-04-05 13:00:00+00:00	-74.76918798585928	-1020.6667082761663	300	False
5	2023-04-06 08:00:00+00:00	7	GBP_JPY	LONG	163.826	163.0348498316098	164.2532252525853	164.70945050517062	164.70945050517062	1277.2	3	LONDON	2.5	0.30415016839020953	31.91056776341332	55.32584375415158	163.8411612918208	163.43503852873582	11.999999999997613	False	0.10566291359791252	82.9918195293413	-4.416129182081363	0.09712230215827504	8	3	liquidity_sweep_bullish	163.826	TP1+SL	2023-04-07 09:00:00+00:00	21.36126262926581	272.8260463009829	1500	True
6	2023-04-14 10:00:00+00:00	7	GBP_JPY	LONG	165.85	165.37674011098275	166.19188983352586	166.56277966705173	166.56277966705173	2140.87	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	365.97084395026343	420	True
7	2023-04-24 10:00:00+00:00	7	GBP_JPY	LONG	167.549	166.74543564498754	167.9498465325187	168.37969306503743	168.37969306503743	1265.42	3	LONDON	2.5	0.28656435501246924	25.553204894724374	64.90492628035466	166.8342213725533	166.39363247975925	30.64687650166036	False	0.05544740248788585	84.88591492977494	68.5778627446723	0.8355387523629685	10	0	liquidity_sweep_bullish	167.549	TP1+SL	2023-04-25 05:00:00+00:00	20.042326625934948	253.61960958990602	1140	True
8	2023-04-25 08:00:00+00:00	7	GBP_JPY	LONG	167.31799999999998	166.73611524125687	167.70732713811466	168.12565427622934	168.12565427622934	1751.86	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	166.73611524125687	SL	2023-04-25 11:00:00+00:00	-58.18847587431151	-1019.3806334517135	180	False
9	2023-04-26 11:00:00+00:00	7	GBP_JPY	LONG	166.826	165.8994563017889	167.33031554731667	167.86363109463335	167.86363109463335	1089.2	4	LONDON	2.5	0.35554369821111276	38.196503064035404	59.77982653140025	166.5364413909423	166.5131500618944	25.591999543357247	False	0.13986527214800878	68.71590582830845	26.055860905771056	0.3602739726027379	11	2	liquidity_sweep_bullish	166.826	TP1+SL	2023-04-28 03:00:00+00:00	25.215777365833954	274.6502470686635	2400	True
10	2023-05-02 10:00:00+00:00	7	GBP_JPY	LONG	171.553	170.81778797300282	171.97281804049575	172.4216360809915	172.4216360809915	1376.39	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	170.81778797300282	SL	2023-05-02 13:00:00+00:00	-73.52120269971749	-1011.9384818386417	180	False
11	2023-05-04 12:00:00+00:00	7	GBP_JPY	LONG	169.257	168.4864908803068	169.7612636795398	170.2945273590796	170.2945273590796	1300.2	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	168.4864908803068	SL	2023-05-04 14:00:00+00:00	-77.05091196932017	-1001.8159574251009	120	False
12	2023-05-09 08:00:00+00:00	7	GBP_JPY	LONG	170.295	169.59399055001666	170.67401417497504	171.0820283499501	171.0820283499501	1414.81	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	58.302682524733534	824.8721826281825	1380	True
13	2023-05-31 10:00:00+00:00	7	GBP_JPY	LONG	173.138	172.4305484649206	173.55517730261911	174.00135460523822	174.00135460523822	1413.59	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	294.8588316046731	300	True
14	2023-06-05 14:00:00+00:00	7	GBP_JPY	LONG	173.323	172.59250170785805	173.67124743821296	174.04849487642588	174.04849487642588	1373.03	5	OVERLAP	2.5	0.2514982921419598	48.3674244231449	23.92850720721752	173.90016393884807	173.23688494337688	-20.862975566728892	False	-0.10665107070820957	21.843028577647786	-60.616393884805575	0.029978586723728468	14	0	liquidity_sweep_bullish	173.323	TP1+SL	2023-06-05 21:00:00+00:00	17.41237191064755	239.07709004476405	420	True
15	2023-06-07 11:00:00+00:00	7	GBP_JPY	LONG	173.835	173.22436728657453	174.1774490701382	174.54889814027644	174.54889814027644	1646.47	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	52.817794113897584	869.6291347470896	2220	True
16	2023-06-22 08:00:00+00:00	7	GBP_JPY	LONG	181.409	180.6982371368287	181.80864429475693	182.23728858951387	182.23728858951387	1426.75	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	61.39722475574467	875.9849042025871	180	True
17	2023-06-26 13:00:00+00:00	7	GBP_JPY	LONG	182.418	181.48575590401765	182.96086614397353	183.53273228794706	183.53273228794706	1097.18	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	82.88093759366633	909.3530710901882	1500	True
18	2023-06-29 15:00:00+00:00	7	GBP_JPY	LONG	182.59199999999998	182.09286376589014	182.95020435116476	183.33740870232955	183.33740870232955	2067.44	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	17.910217558238624	370.2830018860487	780	True
19	2023-07-05 08:00:00+00:00	7	GBP_JPY	LONG	183.535	182.98273468863977	183.81839796704034	184.13079593408068	184.13079593408068	1875.26	4	LONDON	2.5	0.20826531136022383	27.705714032145924	43.85604031116006	183.54145154686174	182.6922822519295	7.766666666668698	False	-0.02107732839312732	39.06187809844926	-3.545154686173646	0.20654911838789777	8	2	liquidity_sweep_bullish	183.535	TP1+SL	2023-07-05 21:00:00+00:00	14.169898352017183	265.72243583603745	780	True
20	2023-07-06 09:00:00+00:00	7	GBP_JPY	LONG	183.474	182.60717045049375	183.93524432425934	184.42548864851872	184.42548864851872	1197.81	4	LONDON	2.5	0.3268295495062394	43.03712801412934	52.278347692855704	183.41298884925865	182.8445631173554	30.50797141506507	False	-0.012236777088990208	82.92135282297106	3.201115074134009	0.7744916820702129	9	3	liquidity_sweep_bullish	183.474	TP1+SL	2023-07-06 14:00:00+00:00	23.062216212967712	276.24153202054856	300	True
21	2023-07-06 15:00:00+00:00	7	GBP_JPY	LONG	183.28799999999998	182.4308528575967	183.8352207136049	184.41144142720984	184.41144142720984	1214.56	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	182.4308528575967	SL	2023-07-07 07:00:00+00:00	-85.7147142403278	-1041.0566332773253	960	False
22	2023-07-18 14:00:00+00:00	7	GBP_JPY	SHORT	181.303	182.24584661840953	180.7232300723857	180.11446014477139	180.11446014477139	1093.12	5	OVERLAP	2.5	0.40584661840953357	21.540886484627293	51.31237532673888	181.27613736906008	181.54163421949403	23.51278824399685	False	0.007855340905717823	56.626395945562024	5.586263093991306	0.011475409836073517	14	1	liquidity_sweep_bearish	180.11446014477139	TP3	2023-07-19 12:00:00+00:00	88.41657643343626	966.4992803091784	1320	True
23	2023-08-08 12:00:00+00:00	7	GBP_JPY	LONG	181.785	181.0533662449825	182.23545063252624	182.71490126505248	182.71490126505248	1421.9	5	LONDON	2.5	0.31963375501749464	44.59552252823842	42.45040920791141	181.8629128901112	181.65583251458378	-25.91445320686603	False	-0.13896720786922373	21.990170149313844	-10.691289011120375	0.08315098468273321	12	1	liquidity_sweep_bullish	182.71490126505248	TP3	2023-08-08 18:00:00+00:00	69.01824886393146	981.3704805962415	360	True
24	2023-08-21 09:00:00+00:00	7	GBP_JPY	LONG	185.746	185.00312289067608	186.12931566398586	186.54163132797174	186.54163132797174	1413.59	3	LONDON	2.5	0.2748771093239053	20.21769725192914	62.95033921827559	185.3184242752771	184.5564165468287	35.332419491351175	False	0.06972998900722238	81.27876540200803	39.857572472291736	0.9172259507830481	9	0	liquidity_sweep_bullish	186.54163132797174	TP3	2023-08-21 19:00:00+00:00	58.94791244235903	833.281795493943	600	True
25	2023-08-24 11:00:00+00:00	7	GBP_JPY	SHORT	184.31300000000002	184.91314371103246	183.8932844334513	183.4445688669026	183.4445688669026	1763.68	3	LONDON	2.5	0.2991437110324665	21.613431296715227	47.47266395181888	184.7307509349721	184.8654247406399	-6.864836329779678	False	0.06092711939200332	30.603247728081282	-38.87509349720801	0.3846153846153311	11	3	liquidity_sweep_bearish	183.4445688669026	TP3	2023-08-25 03:00:00+00:00	64.40782737952834	1135.9479699272656	960	True
26	2023-08-25 14:00:00+00:00	7	GBP_JPY	SHORT	183.92000000000002	184.64183149497364	183.55025275753957	183.15150551507912	183.15150551507912	1482.09	4	OVERLAP	2.5	0.2658314949736258	37.10464179450578	49.9501201551098	184.15891785868124	184.62946582868443	-7.567181470571427	False	0.07189556754084372	66.00448228145036	-20.991785868122292	0.46074380165285267	14	4	liquidity_sweep_bearish	184.64183149497364	SL	2023-08-28 18:00:00+00:00	-72.18314949736282	-1069.8192403854646	4560	False

12 KiB Raw Blame History

12 KiB

Raw Blame History