fx-quant/results/phase1/S9_GBP_JPY_TEST_trades.csv at 4e2db680494844d0d596d60daa4fda1f35af713f

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-19 13:08:07 +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

4.7 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	2023-07-24 07:00:00+00:00	9	GBP_JPY	SHORT	181.667	182.336	181.10399999999998	180.50599999999997	180.50599999999997	1494.77	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	28.15000000000083	420.7777550000124	1320	True
3	2023-07-26 08:00:00+00:00	9	GBP_JPY	SHORT	181.141	181.80542243841543	180.551	179.932	179.932	1511.4	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	-1004.2080734211002	1440	False
4	2023-08-03 07:00:00+00:00	9	GBP_JPY	SHORT	181.27700000000002	182.0550298595512	180.625	179.938	179.938	1277.8	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	32.600000000000755	416.5628000000097	540	True
5	2023-08-09 07:00:00+00:00	9	GBP_JPY	LONG	182.963	182.425	183.34099999999998	183.75399999999996	183.75399999999996	1855.63	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	-998.3289399999676	180	False
6	2023-08-16 07:00:00+00:00	9	GBP_JPY	LONG	185.245	184.69	185.639	186.068	186.068	1780.81	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	60.85046214924734	1083.6311150000115	600	True
7	2023-08-23 07:00:00+00:00	9	GBP_JPY	SHORT	184.9	185.41700403812501	184.511	184.087	184.087	1932.64	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	60.100420668102984	1161.5247700000257	120	True
8	2023-08-23 09:00:00+00:00	9	GBP_JPY	SHORT	183.839	184.6603402165466	183.444	183.01999999999998	183.01999999999998	1230.67	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	19.75000000000051	243.0573250000063	360	True
9	2023-08-28 07:00:00+00:00	9	GBP_JPY	SHORT	184.234	184.637	184.023	183.777	183.777	2514.22	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	-1013.2306599999788	660	False
10	2023-08-30 07:00:00+00:00	9	GBP_JPY	LONG	185.097	184.49928619439865	185.60900000000004	186.15600000000006	186.15600000000006	1678.22	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	429.6243200000242	1560	True
11	2023-08-31 09:00:00+00:00	9	GBP_JPY	SHORT	185.054	185.67768129262146	184.69400000000002	184.30500000000004	184.30500000000004	1615.24	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	55.45046370817719	895.6580699999612	420	True

4.7 KiB Raw Blame History

4.7 KiB

Raw Blame History