fx-quant/results/phase1/S8_GBP_JPY_TRAIN_trades.csv at 4e2db680494844d0d596d60daa4fda1f35af713f

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-22 14:38:08 +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

10 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	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
3	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
4	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
5	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
6	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
7	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
8	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
9	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
10	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
11	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
12	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
13	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
14	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
15	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
16	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
17	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
18	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
19	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
20	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
21	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
22	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
23	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

10 KiB Raw Blame History

10 KiB

Raw Blame History