fx-quant/results/phase1/S9F_EUR_USD_TEST_trades.csv at 4e2db680494844d0d596d60daa4fda1f35af713f

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-19 21:18:05 +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	2022-11-28 08:00:00+00:00	9	EUR_USD	LONG	1.0440900000000002	1.0391641987217823	1.0503200000000001	1.0524600000000002	1.0524600000000002	203012.66	5	LONDON	1.5	0.0022811547604808975	42.157494550925456	63.44308579989712	1.0386783424333519	1.0334702425961761	23.23333333333455	False	0.00040265509564688757	85.87210910391389	52.21657566648163	0.8891928864568833	8	0	london_breakout_long	1.0391641987217823	SL	2022-11-28 15:00:00+00:00	-49.25801278217845	-1000.0000201224049	420	False
3	2022-12-12 09:00:00+00:00	9	EUR_USD	LONG	1.0561300000000002	1.0517528106117378	1.0592700000000002	1.0603800000000003	1.0603800000000003	226172.53	5	LONDON	1.5	0.001701670344211729	39.001383812363045	64.51646386288598	1.053416736725523	1.049271640726737	12.292491107288583	False	0.00033214603716936813	79.6545789302986	25.23263274477161	0.6926829268294041	9	0	london_breakout_long	1.0517528106117378	SL	2022-12-12 18:00:00+00:00	-43.77189388262481	-989.9999982324777	540	False
4	2022-12-14 09:00:00+00:00	9	EUR_USD	LONG	1.06641	1.06196	1.0693549999999998	1.0703999999999998	1.0703999999999998	220247.19	5	LONDON	1.5	0.0018360029622917168	31.84262442391792	69.51093281443246	1.0593223889864538	1.0529088187710733	17.40847338935536	False	-4.4949026299355996e-05	76.26999577854737	68.97611013546134	0.7662835249042149	9	2	london_breakout_long	1.06641	TP1+SL	2022-12-15 01:00:00+00:00	14.724999999998765	324.3139872749728	960	True
5	2022-12-15 08:00:00+00:00	9	EUR_USD	SHORT	1.06201	1.0663507754112316	1.0566500000000003	1.0548000000000004	1.0548000000000004	226536.29	4	LONDON	1.5	0.0017317165813145832	30.79526068851603	38.5014430870184	1.063209442984689	1.0555678981673258	-7.799999999997809	False	-0.000667216466732018	18.219854117914384	-10.094429846889685	0.7218045112781973	8	3	london_breakout_short	1.0663507754112316	SL	2022-12-15 13:00:00+00:00	-43.40775411231679	-983.3431573836489	300	False
6	2023-01-03 08:00:00+00:00	9	EUR_USD	SHORT	1.0549899999999999	1.0594042148392282	1.0507099999999996	1.0492199999999996	1.0492199999999996	220539.72	5	LONDON	1.5	0.0021232797974276266	60.5293434424853	18.191891931673112	1.0663892872711533	1.0644265179693417	-25.199999999998557	False	-0.000873558744151091	3.2284564830162368	-112.09287271153333	0.9278350515464053	8	1	london_breakout_short	1.0594042148392282	SL	2023-01-03 14:00:00+00:00	-44.14214839228325	-973.5097046632599	360	False
7	2023-01-04 08:00:00+00:00	9	EUR_USD	LONG	1.06176	1.0570674487804372	1.066565	1.06823	1.06823	205383.93	4	LONDON	1.5	0.0019945190244089624	33.778387266553075	62.779784981366404	1.0602081556779634	1.062645466419833	1.900000000001345	False	0.0009525080128304224	67.30712625241016	13.61844322036454	0.48115299334811495	8	2	london_breakout_long	1.0570674487804372	SL	2023-01-05 13:00:00+00:00	-46.925512195628016	-963.774611200101	1740	False
8	2023-01-06 09:00:00+00:00	9	EUR_USD	SHORT	1.0505399999999998	1.05366	1.04683	1.04553	1.04553	305813.1	5	LONDON	1.5	0.0015744717119356671	39.47900939262118	32.25943960406545	1.0559747418000627	1.0604019805910216	-7.159718214666544	False	8.285557867505726e-05	30.816931533193287	-52.44741800062735	0.47844827586212013	9	4	london_breakout_short	1.05366	SL	2023-01-06 13:00:00+00:00	-31.200000000002337	-954.1368720000714	240	False
9	2023-01-09 08:00:00+00:00	9	EUR_USD	LONG	1.06922	1.06515	1.074265	1.07601	1.07601	232087.35	5	LONDON	1.5	0.0018504589962336899	75.32739979990615	72.21055785733398	1.0607022016932928	1.0608935611658026	2.7333333333334764	False	0.00018133720746640663	58.02757359069219	83.27798306707156	0.6213235294117914	8	0	london_breakout_long	1.07601	TP3	2023-01-09 16:00:00+00:00	59.175002925621705	1373.376961524979	480	True
10	2023-01-18 08:00:00+00:00	9	EUR_USD	LONG	1.08451	1.0796246391254392	1.0893	1.09096	1.09096	196163.45	5	LONDON	1.5	0.0019311340391226016	39.417325908370046	62.96072747987515	1.0809841553232762	1.0765310125449432	3.20000000000098	False	0.0005465649233845111	81.72489053076085	33.358446767237645	0.6679389312976617	8	2	london_breakout_long	1.0796246391254392	SL	2023-01-18 17:00:00+00:00	-48.853608745609286	-958.3292436488891	540	False
11	2023-01-31 08:00:00+00:00	9	EUR_USD	SHORT	1.08015	1.0834295854229128	1.07605	1.07462	1.07462	289288.39	5	LONDON	1.5	0.001450417442796156	42.7973590865493	27.784280852605818	1.086302664702564	1.0858218747722153	-13.600000000000279	False	-0.0003417703024816142	29.936837951018067	-59.62664702563902	0.9622641509433587	8	1	london_breakout_short	1.0834295854229128	SL	2023-01-31 11:00:00+00:00	-32.795854229128445	-948.7459868619261	180	False
12	2023-02-01 09:00:00+00:00	9	EUR_USD	LONG	1.0885500000000001	1.08522	1.0920649999999998	1.0933	1.0933	282059.61	5	LONDON	1.5	0.0012538494733586097	32.33236135653319	61.06725918057298	1.086307906865849	1.0858696857972463	0.910781613414624	False	0.0002740496649904882	87.50293826877619	20.520931341510007	0.3838383838384133	9	2	london_breakout_long	1.0933	TP3	2023-02-01 19:00:00+00:00	41.325001684038796	1165.6113858249325	600	True
13	2023-02-02 09:00:00+00:00	9	EUR_USD	SHORT	1.09967	1.10269	1.0965150000000001	1.0954000000000002	1.0954000000000002	314872.39	4	LONDON	1.5	0.0017408806161916676	50.26062493884531	64.58317172062715	1.0934418462805462	1.0882504851046992	-1.744173483964051	False	-0.00035646780291482844	24.313259161521728	64.18153719453868	0.36206896551717316	9	3	london_breakout_short	1.0954000000000002	TP3	2023-02-02 13:00:00+00:00	37.12500135610278	1168.9637905749323	240	True
14	2023-02-06 09:00:00+00:00	9	EUR_USD	SHORT	1.07646	1.07991	1.0739650000000003	1.0730700000000002	1.0730700000000002	279015.73	5	LONDON	1.5	0.0018212857202242767	69.56807372705	26.0403362011685	1.0851880124905438	1.0874174413215836	-12.882578015538382	False	0.0001575580263149176	15.94262005062852	-85.38012490543645	0.7982832618025829	9	0	london_breakout_short	1.0730700000000002	TP3	2023-02-06 15:00:00+00:00	29.42500121498263	821.0038194249265	360	True
15	2023-02-10 09:00:00+00:00	9	EUR_USD	SHORT	1.0704699999999998	1.07394	1.0673450000000002	1.0662400000000003	1.0662400000000003	279773.57	5	LONDON	1.5	0.001563874775111848	31.990388936641153	36.96723682594208	1.0738794866732073	1.0787964663738001	-23.29422340262788	False	-0.00019749075425304363	53.84469551956199	-32.19486673207372	0.8697788697788902	9	4	london_breakout_short	1.0662400000000003	TP3	2023-02-13 01:00:00+00:00	36.775001511932516	1028.867345974876	3840	True
16	2023-02-14 08:00:00+00:00	9	EUR_USD	LONG	1.07505	1.07255	1.0775000000000001	1.0783800000000003	1.0783800000000003	392441.19	4	LONDON	1.5	0.001210306070316019	53.92787712339244	68.66798721890775	1.0714801256218671	1.0755504915939162	5.999999999999339	False	0.00010496837510844733	62.60050157282465	33.79874378132808	0.7710280373831334	8	1	london_breakout_long	1.07255	SL	2023-02-14 13:00:00+00:00	-25.000000000001684	-981.1029750000662	300	False
17	2023-03-15 09:00:00+00:00	9	EUR_USD	SHORT	1.06761	1.071620408793545	1.06261	1.06088	1.06088	242192.75	4	LONDON	1.5	0.0018990089804595753	33.445635447488044	31.907651590550074	1.0713266918094166	1.0657242113896046	-29.706213880222876	False	-0.0005281176370267374	22.03895619455268	-35.2669180941656	0.7961309523809665	9	2	london_breakout_short	1.06088	TP3	2023-03-15 11:00:00+00:00	58.65000277877745	1420.4605460499752	120	True
18	2023-03-22 09:00:00+00:00	9	EUR_USD	LONG	1.07885	1.07638	1.0806400000000003	1.0813000000000004	1.0813000000000004	398986.46	5	LONDON	1.5	0.0011597098022688428	30.224889279019834	69.60625954867231	1.0741889185540778	1.0683532841535381	6.5010985715852065	False	-0.00011244021547256004	70.22341500193737	44.710814459221204	0.36416184971092774	9	2	london_breakout_long	1.0813000000000004	TP3	2023-03-22 18:00:00+00:00	21.20000061405825	845.8513197000929	540	True
19	2023-03-24 08:00:00+00:00	9	EUR_USD	SHORT	1.0778299999999998	1.081729016854868	1.0750350000000002	1.07404	1.07404	254924.54	4	LONDON	1.5	0.0018276348318081712	48.704947027936186	26.459065068012876	1.0831732884086853	1.0746249572411464	-12.866666666666582	False	-0.0005303430558744448	36.69745645375049	-51.532884086853414	0.7619047619047519	8	4	london_breakout_short	1.07404	TP3	2023-03-24 09:00:00+00:00	32.925001486711444	839.3390858499232	60	True
20	2023-03-24 09:00:00+00:00	9	EUR_USD	SHORT	1.07239	1.0771490870795206	1.069595	1.0686000000000002	1.0686000000000002	210617.8	4	LONDON	1.5	0.002192803772393298	53.8720460368637	18.446697555008868	1.082757865333835	1.0746046094079011	-46.08506548732905	False	-0.0009941596955017713	25.401193909016737	-101.77865333834912	0.7809798270893404	9	4	london_breakout_short	1.0771490870795206	SL	2023-03-26 21:00:00+00:00	-47.590870795206634	-1002.348450697067	3600	False
21	2023-04-04 08:00:00+00:00	9	EUR_USD	LONG	1.0919100000000002	1.08828	1.0957700000000004	1.0971200000000003	1.0971200000000003	273367.76	5	LONDON	1.5	0.0014666017957691761	42.61701180601788	63.51180413260145	1.0878019403473562	1.0834980822452074	-1.80000000000069	False	9.463962539999686e-05	77.98021961492005	39.180596526438016	0.6885245901638957	8	1	london_breakout_long	1.0971200000000003	TP3	2023-04-04 14:00:00+00:00	45.350001905859294	1239.7228437000488	360	True
22	2023-04-13 08:00:00+00:00	9	EUR_USD	LONG	1.1016500000000002	1.0984378343016852	1.1057050000000004	1.1071200000000003	1.1071200000000003	312786.54	5	LONDON	1.5	0.0013082329736598443	38.44673046002793	72.201553144567	1.095608333098657	1.0910177397877039	1.5999999999993797	False	-0.00015895039148618043	64.08088431215934	58.516669013430885	0.5846153846154714	8	3	london_breakout_long	1.1071200000000003	TP3	2023-04-14 02:00:00+00:00	47.625001748797615	1489.6459514500355	1080	True
23	2023-05-03 08:00:00+00:00	9	EUR_USD	LONG	1.1041500000000002	1.1009425707809608	1.1080400000000001	1.1094000000000002	1.1094000000000002	317892.8	5	LONDON	1.5	0.0012107594242145878	51.212315620991134	68.36455834572556	1.1002996837291745	1.0999550999399434	-0.7333333333336967	False	0.0002854064378625767	81.5867037538392	36.603162708255255	0.40476190476190055	8	2	london_breakout_long	1.1041500000000002	TP1+SL	2023-05-03 19:00:00+00:00	19.449999999999743	618.3014959999919	660	True
24	2023-05-09 08:00:00+00:00	9	EUR_USD	SHORT	1.0977	1.1001	1.09543	1.0946099999999999	1.0946099999999999	427417.36	5	LONDON	1.5	0.0011722794217683102	47.34707246545219	33.449721564566346	1.101298525335276	1.1015423370033863	-0.866666666665683	False	-0.0001585102743270866	33.17532821971361	-34.08525335276025	0.057377049180339805	8	1	london_breakout_short	1.0946099999999999	TP3	2023-05-09 13:00:00+00:00	26.800000722946923	1145.4785557000066	300	True
25	2023-05-10 09:00:00+00:00	9	EUR_USD	SHORT	1.0954899999999999	1.09775	1.0934150000000002	1.0926600000000002	1.0926600000000002	458963.04	5	LONDON	1.5	0.0010898472418266398	30.444531369163023	39.71867706179244	1.0982462049260326	1.1004205049704163	1.520672985420024	False	5.187707342405555e-05	14.629616713403003	-25.662049260326558	0.4298245614033499	9	2	london_breakout_short	1.09775	SL	2023-05-10 12:00:00+00:00	-22.600000000001508	-1037.2564704000692	180	False
26	2023-05-17 08:00:00+00:00	9	EUR_USD	SHORT	1.08273	1.0856076004135045	1.0793800000000002	1.0782000000000003	1.0782000000000003	356854.24	5	LONDON	1.5	0.0011482515821587744	43.267770417820614	21.28351873332778	1.0871117185869286	1.092370698562745	-5.666666666666043	False	-0.00036176991179036257	7.2295894149000866	-41.91718586928461	0.1190476190475536	8	2	london_breakout_short	1.0782000000000003	TP3	2023-05-18 13:00:00+00:00	39.40000126942307	1406.0057508999005	1740	True
27	2023-05-25 08:00:00+00:00	9	EUR_USD	SHORT	1.07211	1.0751753253584795	1.0681300000000005	1.0667400000000005	1.0667400000000005	339586.78	5	LONDON	1.5	0.0011922637045780854	55.703044478519715	30.086550670675763	1.0763297799048988	1.0817584861834544	-3.666666666666263	False	-0.0001954849825787652	25.29629629629666	-40.29779904898722	0.08045977011495573	8	3	london_breakout_short	1.0751753253584795	SL	2023-05-26 11:00:00+00:00	-30.65325358479587	-1040.9439681384288	1620	False
28	2023-06-06 08:00:00+00:00	9	EUR_USD	SHORT	1.0697299999999998	1.0724666958999773	1.0664849999999997	1.0653399999999997	1.0653399999999997	376561.57	5	LONDON	1.5	0.0010887727628487143	34.004326509779276	39.699614228833624	1.0714001376967484	1.0730792309270631	-3.933333333332456	False	-2.165002423261449e-05	30.871102712866684	-14.801376967483737	0.7800000000000022	8	1	london_breakout_short	1.0724666958999773	SL	2023-06-07 13:00:00+00:00	-27.366958999774923	-1030.5345047080875	1740	False
29	2023-06-12 08:00:00+00:00	9	EUR_USD	LONG	1.0779100000000001	1.0752300368764502	1.080855	1.0818999999999999	1.0818999999999999	380687.76	5	LONDON	1.5	0.0010412720173184483	39.2808777377374	66.6939229206514	1.0750164447587727	1.0734951040433318	0.7666666666672484	False	0.0003139685335873458	84.57821691454814	27.0355524122734	0.46625766871170826	8	0	london_breakout_long	1.0752300368764502	SL	2023-06-12 13:00:00+00:00	-26.799631235499	-1020.2291583868147	300	False
30	2023-06-22 09:00:00+00:00	9	EUR_USD	LONG	1.1003900000000002	1.09808	1.1023450000000001	1.1030600000000002	1.1030600000000002	437241.07	5	LONDON	1.5	0.0010764878935191917	45.81459568964304	73.18681474820838	1.095612047067561	1.088896345948175	5.322783389452024	False	-9.526922054104879e-05	72.96228165970142	45.87952932439077	0.7627118644069104	9	3	london_breakout_long	1.09808	SL	2023-06-22 12:00:00+00:00	-23.100000000002563	-1010.0268717001121	180	False
31	2023-06-30 08:00:00+00:00	9	EUR_USD	SHORT	1.08371	1.08683253347651	1.08108	1.0801399999999999	1.0801399999999999	320229.27	5	LONDON	1.5	0.0012420838627037612	32.04533660110372	30.0449694084261	1.0890805049453056	1.0905346576115842	-4.733333333333256	False	-5.690633861650681e-05	20.760296657406588	-51.805049453055304	0.8224299065420366	8	4	london_breakout_short	1.08683253347651	SL	2023-06-30 12:00:00+00:00	-31.225334765101472	-999.9266157334067	240	False
32	2023-07-13 08:00:00+00:00	9	EUR_USD	LONG	1.1162900000000002	1.11299	1.1191300000000002	1.1201400000000004	1.1201400000000004	299977.98	5	LONDON	1.5	0.001317625007201364	54.740868861738335	75.5306344795003	1.1077417115169048	1.097990919839919	0.4999999999988347	False	-0.00019267425917624025	87.04777425633364	83.58288483095276	0.30653266331659246	8	3	london_breakout_long	1.1201400000000004	TP3	2023-07-13 16:00:00+00:00	33.45000128342796	1003.4263816000126	480	True
33	2023-07-21 08:00:00+00:00	9	EUR_USD	SHORT	1.11265	1.1145	1.11056	1.1098000000000001	1.1098000000000001	540519.79	5	LONDON	1.5	0.0011747496852861832	46.54893212611956	31.354884572867732	1.117200835911603	1.1149872910562255	-0.8000000000008001	False	0.000202921469266456	42.34201206145256	-43.60835911602967	0.048192771084385695	8	4	london_breakout_short	1.1145	SL	2023-07-24 07:00:00+00:00	-18.500000000001293	-999.9616115000699	4260	False
34	2023-07-24 09:00:00+00:00	9	EUR_USD	SHORT	1.10801	1.1120602752872284	1.104525	1.1033	1.1033	244418.45	5	LONDON	1.5	0.00159381653525625	30.82612651046869	32.813613940793815	1.1137364216582955	1.1143040518062728	4.542469020583084	False	-0.00040866610000146806	11.923881633425424	-55.36421658295376	0.4955357142857842	9	0	london_breakout_short	1.1033	TP3	2023-07-25 13:00:00+00:00	40.97500192702286	1001.5046459749941	1680	True
35	2023-08-01 08:00:00+00:00	9	EUR_USD	SHORT	1.0972899999999999	1.10018	1.0943	1.0932400000000002	1.0932400000000002	346012.82	5	LONDON	1.5	0.0012456510892452418	31.52290519325923	33.47050914385042	1.10079355253542	1.105576789955051	-2.6999999999999247	False	-0.000153521933351815	39.57901308894619	-33.135525354199835	0.3081761006288158	8	1	london_breakout_short	1.10018	SL	2023-08-01 21:00:00+00:00	-28.90000000000059	-999.9770498000205	780	False
36	2023-08-23 08:00:00+00:00	9	EUR_USD	SHORT	1.08171	1.0851110927028202	1.0789	1.0779	1.0779	291076.24	5	LONDON	1.5	0.0012991201467617386	38.82659851461265	26.571910671969107	1.0868209578526222	1.090129601423623	-2.6333333333328213	False	-0.0001410450788885513	32.35138178679651	-49.20957852622143	0.053691275167839246	8	2	london_breakout_short	1.0851110927028202	SL	2023-08-23 14:00:00+00:00	-34.010927028202964	-989.9772758283692	360	False

16 KiB Raw Blame History

16 KiB

Raw Blame History