fx-quant/results/phase1/S9F_GBP_AUD_TEST_trades.csv at 4e2db680494844d0d596d60daa4fda1f35af713f

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-18 20:48:06 +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

6.4 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	2022-12-14 07:00:00+00:00	9	GBP_AUD	SHORT	1.80411	1.81009	1.79892	1.79343	1.79343	167224.08	5	ASIAN	2.0	0.0030921733197262127	27.769912172281646	41.128784656609675	1.8088711116846772	1.8069674669128137	-19.432327123729554	False	0.00023518256229637918	23.557001257428496	-44.611116846771104	0.2051282051281723	7	2	london_breakout_short	1.80411	TP1+SL	2022-12-14 15:00:00+00:00	25.95000000000014	433.9464876000023	480	True
3	2022-12-29 09:00:00+00:00	9	GBP_AUD	LONG	1.79124	1.78392485163061	1.79667	1.80234	1.80234	137295.84	4	LONDON	2.0	0.002842912251487661	30.736314901989378	67.7878075247542	1.785500141028101	1.7960380817199464	12.410910641786899	False	0.0008836579592779685	88.15918411643736	54.99858971898863	0.7774086378737681	9	3	london_breakout_long	1.78392485163061	SL	2022-12-29 14:00:00+00:00	-73.15148369389846	-1004.3394401000091	300	False
4	2023-01-10 09:00:00+00:00	9	GBP_AUD	LONG	1.76596	1.75821	1.77169	1.77766	1.77766	128296.27	4	LONDON	2.0	0.0031293656582303112	27.533929553131717	65.56133844260384	1.7597651372737415	1.7683377708946086	26.256457613063056	False	0.0002798888766244224	66.65003707948505	59.548627262584475	0.9107551487413927	9	1	london_breakout_long	1.75821	SL	2023-01-11 05:00:00+00:00	-77.49999999999923	-994.2960924999902	1200	False
5	2023-01-23 08:00:00+00:00	9	GBP_AUD	SHORT	1.77066	1.7777385928039753	1.76592	1.76094	1.76094	139060.56	4	LONDON	2.0	0.0031264773271908407	36.29784442658625	27.143161626141747	1.7800462823183103	1.7706336197301533	-24.966666666670356	False	-0.00024643706013675794	26.590488156606792	-91.46282318310384	0.9317904993909999	8	0	london_breakout_short	1.77066	TP1+SL	2023-01-23 14:00:00+00:00	23.69999999999983	329.57352719999767	360	True
6	2023-01-24 07:00:00+00:00	9	GBP_AUD	LONG	1.76326	1.7583	1.76652	1.77008	1.77008	199122.75	4	ASIAN	2.0	0.0028548691162802523	40.1635721061256	45.422703725175666	1.7689912165755912	1.7688811665866468	-12.74544130682731	False	0.0008285313067096069	56.75821282729468	-60.31216575591136	0.9081364829396157	7	1	london_breakout_long	1.7583	SL	2023-01-24 09:00:00+00:00	-49.600000000000755	-987.6488400000151	120	False
7	2023-01-24 09:00:00+00:00	9	GBP_AUD	SHORT	1.75636	1.76186	1.75304	1.74948	1.74948	177776.79	5	LONDON	2.0	0.0034004738808742926	38.948420637744555	33.50279830595241	1.7682878396762765	1.7687031964059754	-40.07826861342822	False	0.0006591529116195616	63.99123684946442	-116.87839676276512	0.6273584905660453	9	1	london_breakout_short	1.74948	TP3	2023-01-24 13:00:00+00:00	51.00000387002143	906.6616977999988	240	True
8	2023-02-02 09:00:00+00:00	9	GBP_AUD	SHORT	1.7306	1.73521	1.72715	1.72346	1.72346	214064.85	5	LONDON	2.0	0.002860788752543763	46.57115211754893	28.807758722447886	1.7401085760977721	1.7484351472991098	-10.995924924008804	False	6.533550360325168e-05	18.997273668142462	-92.68576097772207	0.22460937499999636	9	3	london_breakout_short	1.73521	SL	2023-02-02 12:00:00+00:00	-46.10000000000003	-986.8389585000007	180	False
9	2023-02-06 09:00:00+00:00	9	GBP_AUD	LONG	1.74561	1.7375017847081538	1.7523300000000002	1.7592900000000002	1.7592900000000002	120491.45	4	LONDON	2.0	0.003333908536971501	36.153914310163586	68.76589440590384	1.737217212983482	1.743222645572988	25.87608791038587	False	0.0001425608109258021	87.01024457592062	81.52787016518114	0.5815972222222558	9	0	london_breakout_long	1.74561	TP1+SL	2023-02-06 21:00:00+00:00	33.60000000000029	404.8512720000036	720	True
10	2023-02-28 07:00:00+00:00	9	GBP_AUD	LONG	1.7933999999999999	1.7874317070388241	1.79844	1.8037800000000002	1.8037800000000002	164371.81	5	ASIAN	2.0	0.0023489373855796196	34.31524903913857	70.69590616533989	1.7821431399317356	1.7658516009366423	62.20260599311356	False	-0.0001939382878945982	82.60892037818884	109.5686006826435	0.9120234604105052	7	1	london_breakout_long	1.7933999999999999	TP1+SL	2023-02-28 16:00:00+00:00	25.200000000000777	414.21696120001275	540	True
11	2023-03-06 08:00:00+00:00	9	GBP_AUD	LONG	1.78502	1.7792252784507003	1.7894400000000001	1.7941000000000003	1.7941000000000003	170010.11	5	LONDON	2.0	0.0023824680040255967	33.49629293005964	70.05188536782839	1.778724802919714	1.7745787888634912	10.233333333335981	False	0.000387708898703375	69.41187588520465	60.55197080286012	0.6912751677852472	8	0	london_breakout_long	1.7941000000000003	TP3	2023-03-07 03:00:00+00:00	67.5000053408603	1147.5683333000245	1140	True
12	2023-04-04 08:00:00+00:00	9	GBP_AUD	LONG	1.8498	1.84051205636336	1.85827	1.86698	1.86698	107304.37	5	LONDON	2.0	0.003744236207894884	55.237238294638146	72.37892202420971	1.8372886597721643	1.8377898647186126	13.499999999999623	False	0.002540964135507997	92.4095789454962	122.71340227835825	0.7206703910614768	8	1	london_breakout_long	1.86698	TP3	2023-04-05 09:00:00+00:00	128.25001601053128	1376.1787170499974	1500	True
13	2023-04-25 08:00:00+00:00	9	GBP_AUD	LONG	1.87155	1.8650421271467714	1.87749	1.8836700000000002	1.8836700000000002	155257.91	5	LONDON	2.0	0.0025287813454848876	37.33178157794148	74.12172205021234	1.8620163389779507	1.8552622661873193	-5.166666666664987	False	0.0002596857809977391	67.4340064949768	92.93661022049315	0.0	8	1	london_breakout_long	1.8836700000000002	TP3	2023-04-26 07:00:00+00:00	90.30000780636647	1401.9790485000144	1380	True
14	2023-05-25 08:00:00+00:00	9	GBP_AUD	LONG	1.89388	1.88877	1.89729	1.9009399999999999	1.9009399999999999	200473.29	5	LONDON	2.0	0.002496204732754208	27.640572256220842	67.19279404105967	1.8850510668785292	1.8767614959541643	4.333333333332856	False	-0.00021962338390203642	65.6645952845588	85.88933121470798	0.6428571428571564	8	3	london_breakout_long	1.89388	TP1+SL	2023-05-25 16:00:00+00:00	17.049999999999567	341.8069594499913	480	True
15	2023-08-23 09:00:00+00:00	9	GBP_AUD	SHORT	1.96832	1.9769340856582875	1.9603800000000002	1.9522000000000004	1.9522000000000004	119320.45	5	LONDON	2.0	0.0033975175302210954	35.54493322737665	28.721820356951724	1.9825818040211565	1.9746353079522043	-36.070368076843714	False	-0.0008011920375182594	6.934332287890008	-140.21804021156382	0.7487562189054369	9	2	london_breakout_short	1.96043	TP1+TIME	2023-08-25 01:00:00+00:00	79.15000000000005	944.4213617500006	2400	True

6.4 KiB Raw Blame History

6.4 KiB

Raw Blame History