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fx-quant/results/phase1/S9_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

44 lines
18 KiB
CSV

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
2023-03-13 08:00:00+00:00,9,GBP_JPY,SHORT,161.868,162.976,161.01999999999998,160.14299999999997,160.14299999999997,902.53,5,LONDON,2.5,0.5363057260139953,28.227643827932535,40.446696035544285,162.60735414576448,162.8014400201556,-33.36666666666872,False,-0.015045453207035486,53.84505738903888,-71.03541457644837,0.7770925110132265,8,0,london_breakout_short,160.14299999999997,TP3,2023-03-13 12:00:00+00:00,128.65191129380923,1161.1220950000163,240,True
2023-03-14 08:00:00+00:00,9,GBP_JPY,LONG,163.153,161.94380283734037,164.09099999999998,165.05799999999996,165.05799999999996,836.6,4,LONDON,2.5,0.5060018032735761,20.46860943657984,60.82757183877343,162.32899196727908,162.63898489775096,23.63333333333344,False,0.09065336892747261,56.243691585671485,79.5008032720915,0.8521647307286015,8,1,london_breakout_long,163.153,TP1+SL,2023-03-15 09:00:00+00:00,46.899999999999416,392.3653999999951,1500,True
2023-03-15 09:00:00+00:00,9,GBP_JPY,SHORT,162.532,163.44399149284666,161.93200000000002,161.30300000000003,161.30300000000003,1113.54,4,LONDON,2.5,0.4298254116287577,41.09866535875318,39.48030910288938,162.9980197162918,162.80139886016264,-74.28865980145645,False,-0.06577072315821503,48.878649005362604,-43.701971629178615,0.8281907433380038,9,2,london_breakout_short,161.30300000000003,TP3,2023-03-15 10:00:00+00:00,91.45110368733843,1018.3446199999885,60,True
2023-03-21 08:00:00+00:00,9,GBP_JPY,LONG,161.721,160.75,162.531,163.37,163.37,1056.35,4,LONDON,2.5,0.39731169121341314,25.394872934096703,62.99478411157186,161.05918773363302,161.65742158600693,3.6333333333345763,False,0.04091309847223196,86.82621056902964,63.28122663669831,0.5160305343511348,8,1,london_breakout_long,161.721,TP1+SL,2023-03-22 18:00:00+00:00,40.500000000000114,427.82175000000115,2040,True
2023-03-23 08:00:00+00:00,9,GBP_JPY,LONG,161.666,160.78794375358643,162.232,162.827,162.827,1173.04,4,LONDON,2.5,0.3595066058107605,34.196786318389,53.58857261665425,161.54367903178,161.68952543765548,13.333333333332575,False,0.027113576000035833,81.03456004730693,9.33209682200129,0.7508090614886425,8,3,london_breakout_long,160.78794375358643,SL,2023-03-23 18:00:00+00:00,-87.80562464135642,-1029.9950992929673,600,False
2023-03-24 09:00:00+00:00,9,GBP_JPY,SHORT,158.441,159.5182257483925,157.476,156.482,156.482,946.6,5,LONDON,2.5,0.4685552779743609,65.94804180163453,17.74548005242214,160.78113228859178,161.42518602227898,-63.32777621281309,False,-0.14380503548286327,10.91453920394551,-231.11322885917787,0.6609558160504944,9,4,london_breakout_short,159.5182257483925,SL,2023-03-24 14:00:00+00:00,-107.7225748392493,-1019.7018934283341,300,False
2023-03-28 07:00:00+00:00,9,GBP_JPY,LONG,161.477,160.724,162.14800000000002,162.85400000000004,162.85400000000004,1340.64,5,ASIAN,2.5,0.32308017663584243,39.72116471316993,61.157646445123405,160.87612363874905,161.14174982233564,20.395387889911376,False,-0.05842885110671961,66.86519020696758,56.58763612509574,0.3266129032258314,7,1,london_breakout_long,162.85400000000004,TP3,2023-03-29 11:00:00+00:00,102.4010271213778,1372.8291300000394,1680,True
2023-03-30 07:00:00+00:00,9,GBP_JPY,LONG,163.558,162.966,163.933,164.343,164.343,1728.43,5,ASIAN,2.5,0.2793552324414999,24.82823654200353,68.3361231368581,162.55671466361966,161.67820134366397,36.73769797897535,False,-0.05673933178127577,74.51748674220822,96.62853363803379,0.4137931034483008,7,3,london_breakout_long,163.558,TP1+SL,2023-03-30 11:00:00+00:00,18.749999999999996,324.080625,240,True
2023-04-04 09:00:00+00:00,9,GBP_JPY,LONG,166.20499999999998,165.41198206264667,166.932,167.688,167.688,1294.38,5,LONDON,2.5,0.33006380530265633,43.022904585954905,79.44907544927793,164.4792985210317,163.1286466393903,28.712208517916338,False,0.15910221310599093,91.8584711470777,169.67014789682935,0.5941358024691253,9,1,london_breakout_long,165.41198206264667,SL,2023-04-04 14:00:00+00:00,-79.30179373533122,-1026.4665577513804,300,False
2023-04-13 08:00:00+00:00,9,GBP_JPY,LONG,166.752,166.09725129208448,167.151,167.579,167.579,1552.05,4,LONDON,2.5,0.2701352343686219,19.329548184743818,64.92645199207155,166.02002333484432,164.83006504340563,16.33333333333269,False,0.009006034897837412,39.8814886314902,70.29766651556884,0.962121212121246,8,3,london_breakout_long,166.09725129208448,SL,2023-04-13 12:00:00+00:00,-65.47487079155303,-1016.2027321202988,240,False
2023-04-14 07:00:00+00:00,9,GBP_JPY,SHORT,165.591,166.171,165.27200000000002,164.91800000000003,164.91800000000003,1734.56,4,ASIAN,2.5,0.25174471345621796,27.021275335526777,36.75709259224387,166.03178405086405,165.08231253966645,-44.15826348090661,False,-0.020209760939428348,43.92989105819333,-40.578405086404246,0.7528301886792453,7,4,london_breakout_short,166.171,SL,2023-04-14 15:00:00+00:00,-57.9999999999984,-1006.0447999999724,480,False
2023-04-18 08:00:00+00:00,9,GBP_JPY,LONG,166.879,166.2663390385099,167.431,168.01200000000003,168.01200000000003,1625.67,5,LONDON,2.5,0.2362169285534645,29.97409579390437,67.56045438933802,166.29827517989304,165.53425883134088,-1.4000000000010004,False,0.0403054627805826,77.22039722866943,55.17248201069549,0.05147058823522804,8,1,london_breakout_long,167.559,TP1+TIME,2023-04-20 00:00:00+00:00,61.60000000000138,1001.4127200000225,2400,True
2023-04-20 07:00:00+00:00,9,GBP_JPY,SHORT,167.16,167.699,166.73899999999998,166.28299999999996,166.28299999999996,1866.41,3,ASIAN,2.5,0.2081146756485367,16.950804107078106,44.51701640715389,167.13623422669338,166.14599288927442,-24.783777073810143,False,-0.0627250254603399,25.624535791263824,5.876577330661803,0.40562248995979716,7,3,london_breakout_short,166.28299999999996,TP3,2023-04-21 06:00:00+00:00,64.90046988604082,1211.3088600000547,1380,True
2023-04-25 07:00:00+00:00,9,GBP_JPY,SHORT,167.138,167.78487001055697,166.62,166.067,166.067,1573.9,3,ASIAN,2.5,0.27833743249259074,17.71900298138429,43.40184559272177,167.2573914666597,166.61746699797126,-30.86681119135619,False,-0.05801884431681298,35.75891345454232,-8.439146665969588,0.8097902097902168,7,1,london_breakout_short,166.067,TP3,2023-04-25 13:00:00+00:00,79.4506804752525,1250.474259999999,360,True
2023-05-09 07:00:00+00:00,9,GBP_JPY,SHORT,169.83,170.45801556504054,169.315,168.765,168.765,1641.06,4,ASIAN,2.5,0.2595486384436288,28.21806618223512,38.14615233523165,170.18834219997294,169.48489074492173,-58.10968044014544,False,-0.06374806129545493,33.36485581227064,-32.334219997292735,0.8909090909090374,7,1,london_breakout_short,170.45801556504054,SL,2023-05-09 15:00:00+00:00,-62.80155650405277,-1030.6112231654083,480,False
2023-05-11 07:00:00+00:00,9,GBP_JPY,SHORT,169.035,169.51,168.66,168.25,168.25,2148.02,5,ASIAN,2.5,0.2699957155659224,52.83308702031976,32.04444680616015,169.90225302719327,169.69909113048885,-72.14426318185474,False,-0.007569238168860182,37.52069415478382,-83.22530271932749,0.18412698412696235,7,3,london_breakout_short,169.51,SL,2023-05-11 08:00:00+00:00,-47.49999999999943,-1020.3094999999878,60,False
2023-05-11 08:00:00+00:00,9,GBP_JPY,LONG,169.642,169.1,170.023,170.433,170.433,1863.66,4,LONDON,2.5,0.29206745016835706,46.443873580751706,48.57280373558007,169.89090977122493,169.6982345023248,16.866666666666674,False,0.02524838632306986,36.19537818973668,-27.790977122492677,0.9359861591695399,8,3,london_breakout_long,169.1,SL,2023-05-11 11:00:00+00:00,-54.20000000000016,-1010.103720000003,180,False
2023-05-17 07:00:00+00:00,9,GBP_JPY,SHORT,170.122,170.593,169.77900000000002,169.40100000000004,169.40100000000004,2123.15,4,ASIAN,2.5,0.24529216858627406,21.205355796600532,45.874581951991495,170.13595628615445,169.72850989127656,-17.880387838059164,False,-0.017259873212556613,37.80948320592767,2.1043713845557477,0.43434343434343725,7,2,london_breakout_short,170.593,SL,2023-05-17 11:00:00+00:00,-47.09999999999752,-1000.0036499999475,240,False
2023-05-23 07:00:00+00:00,9,GBP_JPY,SHORT,171.651,172.37479215902175,171.047,170.408,170.408,1367.8,4,ASIAN,2.5,0.2905513733509342,25.52631862854969,39.515248189741826,171.96943008527992,171.03206666112442,-44.18397978828921,False,-0.07247959986359423,21.526932764604187,-28.343008527991742,0.8909465020576165,7,1,london_breakout_short,172.37479215902175,SL,2023-05-23 15:00:00+00:00,-72.37921590217411,-990.0029151099375,480,False
2023-05-25 09:00:00+00:00,9,GBP_JPY,LONG,172.746,172.161,173.07500000000002,173.43300000000002,173.43300000000002,1675.39,4,LONDON,2.5,0.31155820247858934,14.969012613571085,61.12375461492745,172.14705945537435,171.45099795106253,18.860630816993762,False,0.029524948556587702,72.57646072504025,56.99405446256662,0.8000000000000437,9,3,london_breakout_long,172.161,SL,2023-05-25 12:00:00+00:00,-58.500000000000796,-980.1031500000134,180,False
2023-05-26 08:00:00+00:00,9,GBP_JPY,LONG,172.571,172.2,172.86800000000002,173.19400000000005,173.19400000000005,2615.37,5,LONDON,2.5,0.27658150958699723,21.448498914682474,55.98336229077327,172.30190308409865,171.64738387331053,1.9000000000005457,False,-0.009862813440732685,37.516475007764654,24.009691590134707,0.50100603621728,8,4,london_breakout_long,173.19400000000005,TP3,2023-05-26 11:00:00+00:00,46.000238207217144,1203.0764300000951,180,True
2023-06-06 07:00:00+00:00,9,GBP_JPY,SHORT,173.162,173.76809618588015,172.7,172.20299999999997,172.20299999999997,1620.75,4,ASIAN,2.5,0.2462642976126278,28.931582069608027,33.793077011015,173.71380309480588,173.28326739074143,-30.285882919605456,False,-0.006955044985423153,28.945210988662854,-51.680309480587994,0.27405857740585327,7,1,london_breakout_short,173.162,TP1+SL,2023-06-06 11:00:00+00:00,23.100000000000875,374.3932500000142,240,True
2023-06-12 07:00:00+00:00,9,GBP_JPY,LONG,175.657,175.136,176.001,176.38,176.38,1892.66,5,ASIAN,2.5,0.20884453855307683,22.31538907886101,70.7143469525148,174.91547145309647,174.01014515195766,35.640137897036084,False,-0.011749515241850472,74.81004727339474,70.65285469035416,0.5933147632312452,7,0,london_breakout_long,175.136,SL,2023-06-12 10:00:00+00:00,-52.1000000000015,-986.0758600000285,180,False
2023-06-22 08:00:00+00:00,9,GBP_JPY,LONG,181.409,180.727,181.82,182.26,182.26,1431.4,4,LONDON,2.5,0.2857628631712896,17.895682904600164,62.01872161262305,180.87989547482394,179.17813961656992,10.699999999999932,False,0.011910868153068563,66.46666451668081,50.010452517605586,0.8407643312101561,8,3,london_breakout_long,182.26,TP3,2023-06-22 11:00:00+00:00,63.10059452284479,903.2219100000004,180,True
2023-06-23 07:00:00+00:00,9,GBP_JPY,SHORT,181.561,182.43902920219338,180.786,179.976,179.976,1122.11,4,ASIAN,2.5,0.39669656081468085,32.823125197454544,45.42653224518613,181.5695765161413,179.759160597376,-21.3447902018288,False,-0.07725905449809575,62.64145663202555,2.6423483858707186,0.6709401709401589,7,4,london_breakout_short,182.43902920219338,SL,2023-06-23 10:00:00+00:00,-87.80292021933745,-985.2453480732075,180,False
2023-06-26 08:00:00+00:00,9,GBP_JPY,SHORT,182.296,182.988,181.673,181.02100000000002,181.02100000000002,1409.53,3,LONDON,2.5,0.34189023406746016,18.511131473554443,47.17363211075133,182.1659601730865,180.36244254903187,0.26666666666699257,False,-0.06203008033245244,50.99752909971681,15.903982691349938,0.41724137931034755,8,0,london_breakout_short,182.988,SL,2023-06-27 06:00:00+00:00,-69.20000000000073,-975.3947600000103,1320,False
2023-06-28 07:00:00+00:00,9,GBP_JPY,LONG,183.444,183.063,183.749,184.089,184.089,2534.49,5,ASIAN,2.5,0.23718073773287665,28.897726710179242,58.448662242952075,182.94849538419362,181.3263674007404,19.24927737586586,False,-0.04862546637810877,53.12365744608969,46.05046158063715,0.4482758620689475,7,2,london_breakout_long,183.063,SL,2023-06-28 08:00:00+00:00,-38.10000000000002,-965.6406900000005,60,False
2023-06-28 09:00:00+00:00,9,GBP_JPY,SHORT,182.828,183.403,182.517,182.177,182.177,1662.58,4,LONDON,2.5,0.2652323708002865,26.78554643695429,40.77774647708259,182.95159531620487,181.35932619085472,-21.981006352717714,False,-0.07772117340216245,31.042215876939185,-9.459531620487382,0.6035634743875197,9,2,london_breakout_short,182.177,TP3,2023-06-28 14:00:00+00:00,48.10039156010626,799.7074900000146,300,True
2023-07-05 08:00:00+00:00,9,GBP_JPY,SHORT,183.477,183.9,183.165,182.82399999999998,182.82399999999998,2278.92,4,LONDON,2.5,0.20826531136022383,27.705714032145924,43.85604031116006,183.54145154686174,182.6922822519295,7.766666666668698,False,-0.02107732839312732,39.06187809844926,-3.545154686173646,0.20654911838789777,8,2,london_breakout_short,183.477,TP1+SL,2023-07-05 11:00:00+00:00,15.600000000000591,355.5115200000135,180,True
2023-07-17 07:00:00+00:00,9,GBP_JPY,LONG,181.719,180.95985315622235,182.345,183.006,183.006,1274.51,4,ASIAN,2.5,0.31646882768883894,34.18406353589906,55.67034878716951,181.29710628440114,181.63328168234352,1.41116788652198,False,-0.046079273383887134,68.67360691274149,38.6893715598859,0.8526315789473896,7,0,london_breakout_long,180.95985315622235,SL,2023-07-17 09:00:00+00:00,-75.91468437776427,-967.5402438630434,120,False
2023-07-17 09:00:00+00:00,9,GBP_JPY,SHORT,180.846,181.595,180.214,179.553,179.553,1278.85,5,LONDON,2.5,0.36568485652762356,35.10397005047089,40.5479036094376,181.2775725447317,181.62164555091422,-30.1853785536764,False,-0.07942032134845609,47.89483669423239,-40.25725447316972,0.4487678339818377,9,0,london_breakout_short,181.595,SL,2023-07-17 12:00:00+00:00,-74.89999999999952,-957.8586499999939,180,False
2023-07-18 07:00:00+00:00,9,GBP_JPY,SHORT,180.888,181.65,180.302,179.68099999999998,179.68099999999998,1244.47,4,ASIAN,2.5,0.29877886575550133,18.12107071240511,39.74023169153067,181.31766055363792,181.5706162823703,-46.76421448955921,False,-0.04995608665972605,8.194088944559331,-39.46605536379195,0.3368983957219422,7,1,london_breakout_short,181.65,SL,2023-07-18 14:00:00+00:00,-76.20000000000005,-948.2861400000006,420,False
2023-07-24 07:00:00+00:00,9,GBP_JPY,SHORT,181.667,182.336,181.10399999999998,180.50599999999997,180.50599999999997,1403.29,3,ASIAN,2.5,0.3331836348954604,18.786605650490444,48.08544112001042,181.47948872208767,181.28066469334323,-30.47795274905809,False,-0.09024897340096255,61.93415557234357,22.251127791233216,0.5381355932203405,7,0,london_breakout_short,181.667,TP1+SL,2023-07-25 05:00:00+00:00,28.150000000000833,395.02613500001166,1320,True
2023-07-26 08:00:00+00:00,9,GBP_JPY,SHORT,181.141,181.80542243841543,180.551,179.932,179.932,1418.9,4,LONDON,2.5,0.2792997628400264,43.733202957053706,37.337897248311535,181.5401743548579,181.36315855513502,-7.066666666668198,False,-0.05835705021983957,20.801575849522937,-37.017435485790884,0.5462046204620796,8,2,london_breakout_short,181.80542243841543,SL,2023-07-27 08:00:00+00:00,-66.44224384154427,-942.7489978676717,1440,False
2023-08-03 07:00:00+00:00,9,GBP_JPY,SHORT,181.27700000000002,182.0550298595512,180.625,179.938,179.938,1199.6,4,ASIAN,2.5,0.3490539478332984,30.15607427024611,30.553126192547182,182.30170494836983,181.78533032679744,-82.538183925476,False,-0.027100320026927333,26.70013055734296,-98.97049483698197,0.9696969696969638,7,3,london_breakout_short,181.27700000000002,TP1+SL,2023-08-03 16:00:00+00:00,32.60000000000076,391.06960000000913,540,True
2023-08-09 07:00:00+00:00,9,GBP_JPY,LONG,182.963,182.425,183.34099999999998,183.75399999999996,183.75399999999996,1742.07,4,ASIAN,2.5,0.25198454956877386,14.67021539868963,62.728601768901875,182.25865791076126,181.81531366358925,64.68830421702307,False,-0.001367221191524104,56.58157425441443,66.93420892387394,0.9396984924623044,7,2,london_breakout_long,182.425,SL,2023-08-09 10:00:00+00:00,-53.79999999999825,-937.2336599999695,180,False
2023-08-16 07:00:00+00:00,9,GBP_JPY,LONG,185.245,184.69,185.639,186.068,186.068,1671.82,5,ASIAN,2.5,0.22596648607585001,29.7002832296063,62.87690656580655,184.64623812130682,183.46470926188073,19.987506924493914,False,-0.010322598958339757,55.59223923535986,56.37618786931853,0.5943877551020144,7,2,london_breakout_long,186.068,TP3,2023-08-16 17:00:00+00:00,60.85049227787745,1017.3107000000108,600,True
2023-08-23 07:00:00+00:00,9,GBP_JPY,SHORT,184.9,185.41700403812501,184.511,184.087,184.087,1814.37,4,ASIAN,2.5,0.2603157855892955,48.01991134633976,25.99061550445184,185.79216209991066,185.0925685048437,-82.91549663562989,False,-0.02706400948981985,61.70539246771647,-85.71620999106528,0.7434094903339189,7,2,london_breakout_short,184.087,TP3,2023-08-23 09:00:00+00:00,60.10044808942079,1090.444500000024,120,True
2023-08-23 09:00:00+00:00,9,GBP_JPY,SHORT,183.839,184.6603402165466,183.444,183.01999999999998,183.01999999999998,1155.35,5,LONDON,2.5,0.33108350900301386,57.42546181391417,15.703542940547251,185.66006889730318,185.0724675963545,-41.129638262810886,False,-0.15888194252057475,8.4550382537422,-179.20688973031815,0.8174757281553464,9,2,london_breakout_short,183.839,TP1+SL,2023-08-23 15:00:00+00:00,19.750000000000508,228.18162500000588,360,True
2023-08-28 07:00:00+00:00,9,GBP_JPY,SHORT,184.234,184.637,184.023,183.777,183.777,2360.35,5,ASIAN,2.5,0.19467432889993236,43.14768742059697,50.41071370342816,184.26008787830426,184.585042545376,12.09561089257818,False,-0.001532767953672895,19.985396745159854,0.8912121695743735,0.7307692307692476,7,0,london_breakout_short,184.637,SL,2023-08-28 18:00:00+00:00,-40.29999999999916,-951.2210499999801,660,False
2023-08-30 07:00:00+00:00,9,GBP_JPY,LONG,185.097,184.49928619439865,185.60900000000004,186.15600000000006,186.15600000000006,1575.52,5,ASIAN,2.5,0.23850798493764452,26.18078286252744,65.85985718704794,184.55250124186608,184.58914565736094,43.40188533696221,False,0.05739152528444708,78.14134861555232,50.949875813392964,0.5690072639225362,7,2,london_breakout_long,185.097,TP1+SL,2023-08-31 09:00:00+00:00,25.600000000001444,403.33312000002275,1560,True
2023-08-31 09:00:00+00:00,9,GBP_JPY,SHORT,185.054,185.67768129262146,184.69400000000002,184.30500000000004,184.30500000000004,1516.39,4,LONDON,2.5,0.25152448011654055,40.95991981199591,37.93731681243616,185.21326886939877,184.81585110775876,-8.410810172327388,False,-0.10567709527408028,32.85742332695667,-13.026886939877613,0.4615384615385074,9,3,london_breakout_short,184.30500000000004,TP3,2023-08-31 16:00:00+00:00,55.450493936254105,840.8457449999637,420,True