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fx-quant/results/phase1/S9F_EUR_USD_TEST_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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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