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fx-quant/results/phase1/S8_GBP_JPY_FULL_trades.csv
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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

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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
2021-01-22 13:00:00+00:00,8,GBP_JPY,LONG,141.726,141.42149619182825,141.9545190408588,142.21203808171757,142.21203808171757,3284.03,5,OVERLAP,2.5,0.17167936057252395,40.17685713274729,42.18509065004638,141.80763758440386,141.49623954314958,-1.788649387324881,False,-0.04651209156890411,44.77135767458328,-11.063758440386096,0.21229050279335462,13,4,order_block_retest_long,142.21203808171757,TP3,2021-01-25 03:00:00+00:00,35.728004129318215,1173.318374008049,3720,True
2021-04-26 10:00:00+00:00,8,GBP_JPY,SHORT,149.755,149.86043890395234,149.47680548023837,149.16961096047672,149.16961096047672,9595.44,5,LONDON,2.5,0.20479634650775638,18.746428423301484,50.757515429200595,149.8314024320392,150.2523318685534,-5.4181345237196865,False,0.0165165625813557,40.161527165933656,-4.740243203920613,0.7748344370861625,10,0,order_block_retest_short,149.86043890395234,SL,2021-04-26 11:00:00+00:00,-10.543890395234712,-1011.7326765405097,60,False
2021-05-13 10:00:00+00:00,8,GBP_JPY,LONG,153.781,153.60796415800033,154.07217920999832,154.39235841999664,154.39235841999664,5788.49,4,LONDON,2.5,0.21345280666553926,39.92797045123763,40.18457081130522,153.83910207844585,152.80138753413036,-1.181235873980313,False,-0.07084558661153068,16.522478417900174,-8.710207844583806,0.21367521367525416,10,3,order_block_retest_long,153.781,TP1+SL,2021-05-13 15:00:00+00:00,14.558960499915939,842.7439726415842,300,True
2021-05-20 12:00:00+00:00,8,GBP_JPY,LONG,154.048,153.54594885686961,154.329255715652,154.639511431304,154.639511431304,2011.83,4,LONDON,2.5,0.20683714376799803,34.28308269162989,47.2598793507004,154.195802255583,153.80885368318704,12.666989022267217,False,0.006168812367537385,67.42275323009152,-17.680225558299867,0.7222222222221983,12,3,order_block_retest_long,154.048,TP1+SL,2021-05-21 07:00:00+00:00,14.062785782600427,282.9193432100902,1140,True
2021-06-03 14:00:00+00:00,8,GBP_JPY,LONG,155.53,155.32009584328827,155.75552078355872,156.01004156711747,156.01004156711747,4825.4,4,OVERLAP,2.5,0.1696805223724854,38.27966637828518,52.901488453753366,155.389683969811,155.0407850769158,-8.455660582887958,False,0.0036440904589813,34.66743537627596,11.131603018901615,0.5648535564853073,14,3,order_block_retest_long,155.32009584328827,SL,2021-06-04 02:00:00+00:00,-20.99041567117297,-1012.8715177967804,720,False
2021-06-21 08:00:00+00:00,8,GBP_JPY,SHORT,152.127,152.50494997349875,151.72625013250627,151.29650026501253,151.29650026501253,2653.11,5,LONDON,2.5,0.28649991166248945,37.160146744299155,45.26657116313446,152.87818617088544,154.14961502738308,-3.133333333332189,False,0.06312261940276748,83.73218648918525,-72.21861708854362,0.24000000000002275,8,0,order_block_retest_short,152.50494997349875,SL,2021-06-21 09:00:00+00:00,-37.79499734987439,-1002.7428541892525,60,False
2021-07-16 09:00:00+00:00,8,GBP_JPY,SHORT,152.21800000000002,152.3395959631378,151.85402018431094,151.46104036862187,151.46104036862187,8164.06,4,LONDON,2.5,0.26198654379271313,23.501242976872746,52.42493748552505,152.24601565818895,152.61311148720202,-12.403875797204478,False,0.05763959592191507,72.22420401069776,0.0984341811061995,0.775308641975289,9,4,order_block_retest_short,152.3395959631378,SL,2021-07-16 12:00:00+00:00,-12.159596313779275,-992.7167388147284,180,False
2021-07-27 10:00:00+00:00,8,GBP_JPY,LONG,151.90699999999998,151.53218275706965,152.2120862146517,152.5461724293034,152.5461724293034,2622.05,5,LONDON,2.5,0.22272414310113786,49.7529872980879,40.05452127534117,152.02799746033978,151.6442940242267,11.601172063876675,False,-0.09883292787599401,23.490537862051173,-14.999746033979022,0.6980198019801604,10,1,order_block_retest_long,152.5461724293034,TP3,2021-07-28 00:00:00+00:00,47.213175965964,1237.953080415559,840,True
2021-08-03 11:00:00+00:00,8,GBP_JPY,SHORT,152.07,152.31678379770116,151.82008101149418,151.54116202298835,151.54116202298835,4032.55,5,LONDON,2.5,0.18594599233721182,32.86672270769162,54.890014563434676,152.14904919219376,152.19839167396955,12.04854448335766,False,0.06901660870573498,85.68024653042913,-5.004919219376802,0.1840490797545959,11,1,order_block_retest_short,151.54116202298835,TP3,2021-08-03 13:00:00+00:00,38.937979418196555,1570.1934890284854,120,True
2021-08-09 09:00:00+00:00,8,GBP_JPY,LONG,153.022,152.6965764238565,153.2351178807175,153.477235761435,153.477235761435,3106.32,4,LONDON,2.5,0.16141192047833675,23.56416171078714,56.84384708312118,152.75287814760333,152.4079149256358,20.25526393888981,False,-0.008647662271626447,37.07729715371409,24.012185239666906,0.8052631578947022,9,0,order_block_retest_long,152.6965764238565,SL,2021-08-09 11:00:00+00:00,-32.54235761434927,-1010.8697630460543,120,False
2021-08-09 12:00:00+00:00,8,GBP_JPY,LONG,152.936,152.6943946804711,153.16002659764445,153.4130531952889,153.4130531952889,4142.14,4,LONDON,2.5,0.16868439842962896,18.877417362291787,52.62986075304285,152.76365343033513,152.4209151496362,8.376081669726432,False,-0.004507987237344739,52.86993458559374,14.334656966488524,0.7708333333335461,12,0,order_block_retest_long,152.6943946804711,SL,2021-08-09 13:00:00+00:00,-24.160531952890096,-1000.7630582334419,60,False
2021-08-25 08:00:00+00:00,8,GBP_JPY,SHORT,150.64000000000001,150.9628005458507,150.39999727074635,150.13099454149267,150.13099454149267,3069.25,5,LONDON,2.5,0.17933515283577778,17.795316685023398,56.211904198229135,150.4649640402053,150.79013373274236,-4.599999999999227,False,-0.004467363944246086,37.20413010474014,20.40359597947088,0.28426395939091786,8,2,order_block_retest_short,150.9628005458507,SL,2021-08-25 14:00:00+00:00,-32.280054585069706,-990.755575352252,360,False
2021-09-17 14:00:00+00:00,8,GBP_JPY,SHORT,151.142,151.50256273102872,150.85318634485637,150.53537268971274,150.53537268971274,2720.32,5,OVERLAP,2.5,0.21187577009575292,28.917378982666452,38.712411865241705,151.46944802583954,151.6670571408625,-43.255258472649416,False,-0.027377503674747505,36.17727589100921,-29.844802583954788,0.7597402597402757,14,4,order_block_retest_short,150.53537268971274,TP3,2021-09-20 06:00:00+00:00,44.772271270055256,1217.9490498135672,3840,True
2021-10-21 10:00:00+00:00,8,GBP_JPY,LONG,157.406,157.1330775564189,157.77161221790547,158.16622443581093,158.16622443581093,3638.49,5,LONDON,2.5,0.26307481193697496,48.74166548375838,40.05410267309513,157.62341805277572,156.06948522710562,-1.190289460410554,False,-0.0762818820345399,34.954863159674986,-24.64180527757094,0.017094017093978682,10,3,order_block_retest_long,157.1330775564189,SL,2021-10-21 13:00:00+00:00,-27.292244358110903,-993.0255817454295,180,False
2021-10-21 14:00:00+00:00,8,GBP_JPY,LONG,157.402,157.12114724044358,157.8272637977821,158.28152759556423,158.28152759556423,3500.4,5,OVERLAP,2.5,0.30284253185474713,40.590554983820134,43.92951078699887,157.58870172786584,156.1213673594117,2.7210954573178014,False,-0.052140995093654954,40.378953771288415,-21.570172786584862,0.6093749999999376,14,3,order_block_retest_long,157.12114724044358,SL,2021-10-21 15:00:00+00:00,-28.085275955641006,-983.0969995512579,60,False
2021-11-08 13:00:00+00:00,8,GBP_JPY,SHORT,153.475,153.6994690562876,153.13665471856197,152.76930943712395,152.76930943712395,4335.85,4,OVERLAP,2.5,0.24489685429201116,22.14935367963153,59.3526457355698,153.53674414616904,154.91220374117023,32.02263343884226,False,0.07986655760687376,91.20946931002773,-3.274414616905119,0.25641025641017795,13,0,order_block_retest_short,153.475,TP1+SL,2021-11-09 09:00:00+00:00,16.917264071901172,733.507194261527,1200,True
2021-12-13 16:00:00+00:00,8,GBP_JPY,SHORT,150.061,150.2408182970373,149.76590851481347,149.44181702962695,149.44181702962695,5453.28,4,OVERLAP,2.5,0.21606099012435506,23.11265344137927,41.13463149109936,150.2898915967659,150.51184076252767,-38.926264915176034,False,-0.03870653610833062,15.422946069690498,-19.989159676589452,0.7136929460581222,16,0,order_block_retest_short,150.061,TP1+SL,2021-12-14 06:00:00+00:00,14.754574259326601,804.6082471690057,840,True
2022-01-03 16:00:00+00:00,8,GBP_JPY,LONG,155.245,155.07662439719658,155.54787801401716,155.8797560280343,155.8797560280343,5871.67,5,OVERLAP,2.5,0.22125200934477068,37.11994100720223,40.77579319612261,155.41093869144268,154.21800931721367,-14.675414483176041,False,-0.07342571754001656,28.72093732034216,-19.49386914426725,0.5943396226415542,16,0,order_block_retest_long,155.8797560280343,TP3,2022-01-04 03:00:00+00:00,46.88181020742682,2752.7451854064184,660,True
2022-01-17 12:00:00+00:00,8,GBP_JPY,SHORT,156.272,156.5007496487633,156.00725175618354,155.71350351236708,155.71350351236708,4442.3,5,LONDON,2.5,0.1958321625443013,27.79163707009996,47.225131266558165,156.42601615138733,156.45107673643926,-17.9668985524728,False,0.009261293699344232,24.25491023477102,-12.501615138734223,0.5176470588236985,12,0,order_block_retest_short,156.5007496487633,SL,2022-01-17 14:00:00+00:00,-22.874964876331205,-1016.1745647012611,120,False
2022-03-29 09:00:00+00:00,8,GBP_JPY,LONG,161.952,161.59980195544122,162.74899022279385,163.57498044558773,163.57498044558773,2856.38,4,LONDON,2.5,0.5506601485292415,14.374847912970544,51.07186175066171,161.63114568809738,159.43832739763084,15.022879296236624,False,-0.045230227570492804,44.44025044402198,29.185431190262534,0.6134751773049477,9,1,order_block_retest_long,161.59980195544122,SL,2022-03-29 10:00:00+00:00,-35.21980445587758,-1006.011450516796,60,False
2022-07-14 13:00:00+00:00,8,GBP_JPY,LONG,164.172,163.70161924156602,164.8249037921698,165.50680758433964,165.50680758433964,2117.33,4,OVERLAP,2.5,0.45460252811321056,36.622873861664104,54.466902263952974,163.62086929450837,163.50177403331003,-31.601705044451478,False,-0.0033620655347988415,26.456122440904185,52.213070549163376,0.3036809815951097,13,3,order_block_retest_long,163.70161924156602,SL,2022-07-14 16:00:00+00:00,-47.038075843397564,-995.9512912550097,180,False
2022-09-05 11:00:00+00:00,8,GBP_JPY,LONG,161.688,161.49059592378018,162.10102038109918,162.54304076219836,162.54304076219836,4994.79,4,LONDON,2.5,0.29468025406611964,33.03126022681936,56.07186817779969,161.5016178969194,161.67917673823726,9.685518412541683,False,0.09076291747392298,90.72634830238889,15.738210308057887,0.07619047619047963,11,0,order_block_retest_long,161.49059592378018,SL,2022-09-05 12:00:00+00:00,-19.740407621981145,-985.9919058619522,60,False
2022-11-16 14:00:00+00:00,8,GBP_JPY,SHORT,165.178,165.80217032378488,164.46114838107556,163.7152967621511,163.7152967621511,1563.89,5,OVERLAP,2.5,0.49723441261629714,19.819569023849315,43.577206049531505,165.43784080914833,166.12234340985063,-62.55328673823897,False,-0.04467946336737494,40.544631790437585,-23.084080914833294,0.9029850746268623,14,2,order_block_retest_short,165.80217032378488,SL,2022-11-16 16:00:00+00:00,-62.4170323784881,-976.1337276639376,120,False
2022-12-21 14:00:00+00:00,8,GBP_JPY,SHORT,159.89600000000002,161.05850633533194,159.0624683233403,158.1999366466806,158.1999366466806,831.28,4,OVERLAP,2.5,0.575021117773137,29.473268771315333,41.763744745097945,161.8459132834563,165.0601864702837,-7.7564430882034685,False,0.10885690214635058,57.815170023272834,-192.09132834562865,0.6561604584527081,14,2,order_block_retest_short,159.89600000000002,TP1+SL,2022-12-23 04:00:00+00:00,41.676583832985166,346.44910608683904,2280,True
2023-01-03 14:00:00+00:00,8,GBP_JPY,SHORT,156.573,156.8056736511829,155.93363174408552,155.26526348817103,155.26526348817103,4168.22,4,OVERLAP,2.5,0.4455788372763272,32.0998909232091,45.178436569671064,157.5114640691667,159.75378342348424,43.14729734342677,False,0.06325457829910303,82.89050004539054,-90.94640691666882,0.16513761467890914,14,1,order_block_retest_short,156.8056736511829,SL,2023-01-03 15:00:00+00:00,-23.267365118289263,-969.8349663335567,60,False
2023-01-03 16:00:00+00:00,8,GBP_JPY,SHORT,156.553,156.81394564821383,155.87227175893088,155.16254351786174,155.16254351786174,3679.45,4,OVERLAP,2.5,0.47315216071274935,30.9403344383074,45.57504453721962,157.45574364862333,159.69509520441076,23.37804885672483,False,0.10663027628463712,63.940149083218365,-87.37436486233321,0.728222996515711,16,1,order_block_retest_short,156.81394564821383,SL,2023-01-03 20:00:00+00:00,-26.09456482138341,-960.136465320392,240,False
2023-01-31 09:00:00+00:00,8,GBP_JPY,LONG,160.73499999999999,160.33370294948966,161.07748525255164,161.4489705051033,161.4489705051033,2368.66,5,LONDON,2.5,0.24765683503443603,38.54777832178637,44.33085740830332,160.90953217870532,160.44649664286925,11.895974593315373,False,-0.04954900379297001,35.818716631847735,-20.353217870533058,0.6677316293928552,9,1,order_block_retest_long,160.33370294948966,SL,2023-01-31 13:00:00+00:00,-40.12970505103226,-950.5362716617807,240,False
2023-04-10 09:00:00+00:00,8,GBP_JPY,LONG,164.364,163.86751193232752,164.7424403383625,165.149880676725,165.149880676725,1895.37,5,LONDON,2.5,0.2716268922416648,27.26760177077819,53.58644208059849,164.1075903401607,163.67780749414183,12.114236451211013,False,-0.02840902129098563,30.95235208290545,22.740965983931005,0.5993589743589895,9,0,order_block_retest_long,165.149880676725,TP3,2023-04-10 14:00:00+00:00,58.216465386175784,1103.4174199899599,300,True
2023-04-17 09:00:00+00:00,8,GBP_JPY,LONG,166.273,165.5694419869332,166.68179006533398,167.119580130668,167.119580130668,1353.21,4,LONDON,2.5,0.2918600435559981,29.256141736399936,53.09651232151941,166.06753677874337,165.305347065958,21.962426698141257,False,0.007302871900080041,50.49677715351593,17.64632212566255,0.8381502890173366,9,0,order_block_retest_long,166.71,TP1+TIME,2023-04-19 01:00:00+00:00,42.289503266700024,572.2657871553114,2400,True
2023-05-23 08:00:00+00:00,8,GBP_JPY,LONG,171.679,171.27401068885226,172.10494655573882,172.5598931114776,172.5598931114776,2364.97,4,LONDON,2.5,0.303297703825869,31.233772599205892,38.83007264368459,171.95690341526895,171.0382152516374,9.166666666669698,False,-0.09444737257466287,20.07149258153945,-30.690341526894827,0.07462686567163093,8,1,order_block_retest_long,172.5598931114776,TP3,2023-05-24 06:00:00+00:00,65.34235583620621,1545.327112819526,1320,True
2023-05-24 11:00:00+00:00,8,GBP_JPY,LONG,171.585,171.29486314341753,172.06168428291235,172.56736856582472,172.56736856582472,3354.42,4,LONDON,2.5,0.33712285527490027,23.16593170248944,42.39145041712392,171.9459699306664,171.25163487840535,-19.173486517050264,False,-0.06594636303357615,12.259463067492035,-38.9969930666382,0.57243816254416,11,2,order_block_retest_long,172.56736856582472,TP3,2023-05-25 08:00:00+00:00,72.9529352948033,2447.147852115941,1260,True
2023-05-30 16:00:00+00:00,8,GBP_JPY,LONG,173.498,173.19598927212806,173.95405363935978,174.4391072787196,174.4391072787196,3303.56,4,OVERLAP,2.5,0.32336909290653426,21.97028332457342,49.28556089152811,173.35569809474038,172.41953000681113,-25.40383037510594,False,-0.017279955595494667,20.70356224014166,11.330190525961825,0.19687499999996724,16,1,order_block_retest_long,173.19598927212806,SL,2023-05-30 17:00:00+00:00,-30.201072787193084,-997.7105601685959,60,False
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