fx-quant/results/phase1/S9_GBP_JPY_TRAIN_trades.csv at 4e2db680494844d0d596d60daa4fda1f35af713f

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-23 06:58:05 +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

13 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	2023-03-13 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
3	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
4	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
5	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
6	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
7	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
8	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
9	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
10	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
11	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
12	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
13	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
14	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
15	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
16	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
17	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
18	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
19	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
20	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
21	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
22	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
23	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
24	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
25	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
26	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
27	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
28	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
29	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
30	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

13 KiB Raw Blame History

13 KiB

Raw Blame History