fx-quant/results/phase1/S9_GBP_NZD_TEST_trades.csv at 4e2db680494844d0d596d60daa4fda1f35af713f

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-18 12:38:06 +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

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	2022-11-25 08:00:00+00:00	9	GBP_NZD	LONG	1.9393300000000002	1.93184	1.94432	1.9496	1.9496	133511.35	5	LONDON	2.5	0.002998328152026919	30.77449727907638	63.453161951273884	1.933459241299593	1.9339951928606043	13.83333333333514	False	0.00022521586764849913	70.22704562050752	55.80758700407085	0.9662921348314898	8	4	london_breakout_long	1.9393300000000002	TP1+SL	2022-11-28 10:00:00+00:00	24.94999999999914	333.11081824998854	4440	True
3	2022-12-13 08:00:00+00:00	9	GBP_NZD	SHORT	1.91671	1.92282	1.91262	1.90824	1.90824	164211.31	4	LONDON	2.5	0.003082960057347514	18.00502002818862	42.796142099102305	1.9189059426941673	1.9208857239404602	0.633333333335262	False	-0.0005810823337594924	33.27589810859663	-19.059426941672175	0.4752688172043064	8	1	london_breakout_short	1.92282	SL	2022-12-13 10:00:00+00:00	-61.100000000000605	-1003.3311041000098	120	False
4	2022-12-14 07:00:00+00:00	9	GBP_NZD	LONG	1.9205	1.91203	1.92764	1.93513	1.93513	117272.47	4	ASIAN	2.5	0.0033373872195904953	27.659319912312142	59.71386692720742	1.9169576836266469	1.9197839914005093	52.81592628227693	False	0.0008012040711938046	79.26739712970046	31.923163733531545	0.41567695961992845	7	2	london_breakout_long	1.93513	TP3	2022-12-15 09:00:00+00:00	108.8500124752204	1276.510982249991	1560	True
5	2022-12-15 09:00:00+00:00	9	GBP_NZD	LONG	1.93439	1.9250222664900083	1.9403599999999999	1.9466199999999998	1.9466199999999998	107396.62	5	LONDON	2.5	0.004013872446568312	31.62200623036108	68.43841484122851	1.9219990308433461	1.9208157382849058	45.91695869127443	False	0.0005436072735633161	84.8229150850605	121.00969156653818	0.7964404894326994	9	3	london_breakout_long	1.9250222664900083	SL	2022-12-15 13:00:00+00:00	-93.6773350999176	-1006.0629160338513	240	False
6	2022-12-16 07:00:00+00:00	9	GBP_NZD	SHORT	1.91611	1.92269	1.91029	1.90412	1.90412	151368.13	5	ASIAN	2.5	0.003892157944523817	29.109418807754682	40.07079913128638	1.9218112383077204	1.9211370373709455	-83.88762428143569	False	-0.0005652955141608206	23.09714233253092	-53.512383077203296	0.22119815668204368	7	4	london_breakout_short	1.91611	TP1+SL	2022-12-16 10:00:00+00:00	29.099999999999678	440.4812582999952	180	True
7	2023-01-04 07:00:00+00:00	9	GBP_NZD	SHORT	1.9040899999999998	1.9149165441885732	1.8946399999999999	1.8848399999999998	1.8848399999999998	92403.18	5	ASIAN	2.5	0.004414859270041505	33.89004815799043	35.59519666674463	1.910904283856194	1.9109132625883787	-112.25425788982778	False	-0.0014926441036582365	7.751621693033431	-64.6428385619413	0.5729877216916709	7	2	london_breakout_short	1.9149165441885732	SL	2023-01-04 15:00:00+00:00	-108.26544188573317	-1000.4071114346941	480	False
8	2023-01-13 08:00:00+00:00	9	GBP_NZD	SHORT	1.9100899999999998	1.9164	1.9046199999999998	1.8988599999999995	1.8988599999999995	156957.69	4	LONDON	2.5	0.003864447934048397	35.99811030999987	47.33326889644102	1.9108026350153628	1.9097819602397434	-11.266666666667202	False	-0.00011287651107833485	31.70430153687741	-4.226350153628822	0.6583629893238548	8	4	london_breakout_short	1.9164	SL	2023-01-13 13:00:00+00:00	-63.1000000000026	-990.4030239000408	300	False
9	2023-01-24 09:00:00+00:00	9	GBP_NZD	SHORT	1.90099	1.90947	1.89391	1.8865399999999999	1.8865399999999999	115624.88	5	LONDON	2.5	0.003940223748551841	25.23294107571721	35.4874537826248	1.911785402582541	1.914415713047228	-32.46809570471631	False	0.00013012222655956873	63.954659743992046	-105.05402582540846	0.5009765624999847	9	1	london_breakout_short	1.90099	TP1+SL	2023-01-24 23:00:00+00:00	35.39999999999987	409.31207519999856	840	True
10	2023-02-01 07:00:00+00:00	9	GBP_NZD	SHORT	1.91041	1.91787	1.9040700000000002	1.8973800000000003	1.8973800000000003	131982.86	4	ASIAN	2.5	0.003603666171774015	27.173569838124354	47.29622650953141	1.911405930727985	1.9107436920575678	-9.465876817191798	False	5.4065005276266245e-06	25.91276228758329	-6.459307279849114	0.7552447552447704	7	2	london_breakout_short	1.8973800000000003	TP3	2023-02-02 01:00:00+00:00	96.85000987249124	1278.254129399963	1080	True
11	2023-02-03 07:00:00+00:00	9	GBP_NZD	SHORT	1.88435	1.88891	1.88089	1.8770799999999999	1.8770799999999999	218722.51	5	ASIAN	2.5	0.003067110584644575	27.418205878030825	33.29707473802743	1.895247119216552	1.905048301992543	-45.61443701086576	False	0.0003558769001567692	24.42069981175736	-105.47119216552048	0.5779220779220484	7	4	london_breakout_short	1.88891	SL	2023-02-03 09:00:00+00:00	-45.60000000000119	-997.3746456000262	120	False
12	2023-02-03 09:00:00+00:00	9	GBP_NZD	LONG	1.89267	1.8851	1.89619	1.9000000000000001	1.9000000000000001	130436.05	4	LONDON	2.5	0.003325365759208841	26.909299341389435	54.38790525629495	1.894851077754303	1.9047515439520484	38.42160817810303	False	0.0008922318844820929	66.2816490347085	-24.71077754303108	0.8838095238095234	9	4	london_breakout_long	1.9000000000000001	TP3	2023-02-03 14:00:00+00:00	54.250005619612196	707.6156445500018	300	True
13	2023-02-06 08:00:00+00:00	9	GBP_NZD	LONG	1.9089900000000002	1.90356	1.91324	1.91778	1.91778	183144.95	5	LONDON	2.5	0.003049039824815995	63.108307264238995	69.95591178528457	1.9000945213804483	1.9043412194711649	9.166666666666767	False	9.542762794378544e-05	86.40216423642242	86.05478619551742	0.4743202416918753	8	0	london_breakout_long	1.91778	TP3	2023-02-06 15:00:00+00:00	65.20000479947574	1194.1051618999743	420	True
14	2023-02-10 07:00:00+00:00	9	GBP_NZD	SHORT	1.9132099999999999	1.91904	1.90865	1.90374	1.90374	172627.46	4	ASIAN	2.5	0.002649571710581339	43.09782869483586	49.745086888352624	1.9117882514408275	1.9077439144070159	8.628860621249235	False	-0.00020581253555555052	35.22181153771842	17.717485591723925	0.3962264150943483	7	4	london_breakout_short	1.90374	TP3	2023-02-13 08:00:00+00:00	70.15000548580045	1210.9817265999798	4380	True
15	2023-02-17 09:00:00+00:00	9	GBP_NZD	LONG	1.92629	1.9188183258197387	1.9330599999999998	1.9401199999999996	1.9401199999999996	136318.57	5	LONDON	2.5	0.003063907552668473	26.937140097234618	67.0557874634668	1.918061252137633	1.9140566354155488	30.49056352295132	False	0.0007295739279986214	61.41802996489605	79.38747862366924	0.7117117117117006	9	4	london_breakout_long	1.92358	TIME	2023-02-21 01:00:00+00:00	-27.0999999999999	-369.42332469999866	5280	False
16	2023-02-24 08:00:00+00:00	9	GBP_NZD	LONG	1.93521	1.9281067883691416	1.93843	1.9419400000000002	1.9419400000000002	142869.7	5	LONDON	2.5	0.002774907177175959	26.563976563120146	60.10084390141102	1.9325806619011663	1.9276617698766592	3.666666666666263	False	0.000757216214856938	91.38056361819376	23.393380988336876	0.44152046783623095	8	4	london_breakout_long	1.9419400000000002	TP3	2023-02-24 15:00:00+00:00	49.75000471058656	710.776824800009	420	True
17	2023-02-28 07:00:00+00:00	9	GBP_NZD	LONG	1.96069	1.95458	1.96504	1.9697399999999998	1.9697399999999998	167257.2	5	ASIAN	2.5	0.0025440758726265797	56.90656887631068	73.78604321341378	1.947899258483607	1.935152838698314	79.13805793453353	False	-0.0001824634483063273	74.84164365762622	124.40741516392961	0.8338192419824565	7	1	london_breakout_long	1.96069	TP1+SL	2023-02-28 15:00:00+00:00	21.749999999999268	363.7844099999878	480	True
18	2023-03-06 08:00:00+00:00	9	GBP_NZD	LONG	1.94269	1.9366297486057842	1.9459799999999998	1.9495599999999997	1.9495599999999997	169230.49	5	LONDON	2.5	0.0026910933749944217	67.97512826937823	76.60646473785907	1.9314832918485154	1.9327163374266243	15.900000000002024	False	0.00015766744531159034	53.55336145490506	109.16708151484488	0.7561929595827582	8	0	london_breakout_long	1.94269	TP1+SL	2023-03-06 20:00:00+00:00	16.449999999998965	278.3841560499825	720	True
19	2023-03-10 07:00:00+00:00	9	GBP_NZD	LONG	1.95655	1.95102	1.9612399999999999	1.9662799999999998	1.9662799999999998	185960.79	5	ASIAN	2.5	0.0028022088227317964	65.13627187724393	72.10947998541846	1.944886302164347	1.938198545332761	88.69154221877729	False	0.0001464676969909701	83.73620233534245	113.13697835652947	0.10112359550559415	7	4	london_breakout_long	1.95655	TP1+SL	2023-03-10 13:00:00+00:00	23.449999999999303	436.0780525499871	360	True
20	2023-03-14 07:00:00+00:00	9	GBP_NZD	SHORT	1.94991	1.9585682395791786	1.9451	1.93994	1.93994	119276.43	4	ASIAN	2.5	0.0036002032722662995	20.338536276810277	38.500374544035296	1.9547666783820097	1.9455349639754074	-26.682225464575993	False	-0.0004099603252020454	12.416543778869942	-45.066783820095765	0.6305555555555457	7	1	london_breakout_short	1.9585682395791786	SL	2023-03-14 12:00:00+00:00	-86.5823957917855	-1032.7239070891198	300	False
21	2023-03-17 08:00:00+00:00	9	GBP_NZD	SHORT	1.9445	1.95504	1.9355900000000001	1.9263900000000003	1.9263900000000003	97001.58	5	LONDON	2.5	0.004164590049759226	55.04992575432544	36.15747337570177	1.953126994475184	1.9495470395909629	-2.733333333331256	False	-0.0011128882403857484	21.58442668771086	-83.36994475183879	0.30603448275861717	8	4	london_breakout_short	1.95504	SL	2023-03-20 09:00:00+00:00	-105.39999999999993	-1022.3966531999994	4380	False
22	2023-04-04 07:00:00+00:00	9	GBP_NZD	LONG	1.98027	1.9731722020918216	1.98441	1.9889000000000001	1.9889000000000001	142603.77	4	ASIAN	2.5	0.0033013249373233075	31.32203814870708	65.27688349382484	1.973281634635516	1.9724207707760926	76.21775650514806	False	0.0005715194445515535	67.06987506009953	66.38365364483923	0.885893980233612	7	1	london_breakout_long	1.98027	TP1+SL	2023-04-04 20:00:00+00:00	20.70000000000016	295.1898039000023	780	True
23	2023-05-17 07:00:00+00:00	9	GBP_NZD	SHORT	1.99309	1.999008554931016	1.98835	1.98326	1.98326	171515.62	5	ASIAN	2.5	0.0025261775458058897	44.965384952258376	23.701923143229678	2.002822316558113	2.0021009533769045	-84.22021634947541	False	-0.0007012574949349195	19.571046450080644	-93.82316558113057	0.6333853354134065	7	2	london_breakout_short	1.999008554931016	SL	2023-05-17 15:00:00+00:00	-59.18554931015895	-1015.1246184972485	480	False
24	2023-06-08 07:00:00+00:00	9	GBP_NZD	SHORT	2.0509399999999998	2.0583616691015907	2.0471799999999996	2.0430699999999993	2.0430699999999993	135410.7	4	ASIAN	2.5	0.003178048523447971	30.22733971595245	41.639767595365406	2.0529381513960034	2.0471220786391924	-43.14401569724069	False	-0.0009923402667018875	25.484833394828545	-16.481513960036054	0.8432642487046708	7	3	london_breakout_short	2.0583616691015907	SL	2023-06-08 14:00:00+00:00	-74.21669101590922	-1004.9734082147979	420	False
25	2023-06-19 07:00:00+00:00	9	GBP_NZD	SHORT	2.05725	2.06508	2.05166	2.04572	2.04572	127065.6	4	ASIAN	2.5	0.0032257451883728585	24.642309978376208	49.306826801329215	2.0551952766283708	2.0507207723970162	-18.063804964043584	False	-0.00044571687866593263	13.032829591440338	24.04723371629114	0.5967741935484853	7	0	london_breakout_short	2.06508	SL	2023-06-19 10:00:00+00:00	-78.30000000000226	-994.9236480000287	180	False
26	2023-07-07 07:00:00+00:00	9	GBP_NZD	SHORT	2.06173	2.06927	2.0563	2.0505199999999997	2.0505199999999997	130633.21	4	ASIAN	2.5	0.003181820768834878	21.681253249181225	46.36567955440962	2.0615744873129436	2.062899162591658	-17.34816208300849	False	-0.0008644203439484317	45.698219293621804	5.05512687056342	0.6737588652482208	7	4	london_breakout_short	2.06927	SL	2023-07-07 12:00:00+00:00	-75.40000000000101	-984.9744034000134	300	False
27	2023-07-17 07:00:00+00:00	9	GBP_NZD	LONG	2.06519	2.0579988807748015	2.0713399999999997	2.0778399999999997	2.0778399999999997	135601.24	4	ASIAN	2.5	0.0029024157122165798	44.54294489683721	66.2358558698281	2.058775305448945	2.0638179286328695	74.42326605570759	False	0.0007063840111550155	79.65761388034755	60.64694551054739	0.7292490118576166	7	0	london_breakout_long	2.0778399999999997	TP3	2023-07-18 08:00:00+00:00	94.00000932882178	1274.65178249998	1500	True
28	2023-07-24 08:00:00+00:00	9	GBP_NZD	SHORT	2.0695400000000004	2.077880245779769	2.06259	2.0553500000000002	2.0553500000000002	118446.29	4	LONDON	2.5	0.0035186627181999436	45.94440967379018	31.485268008735048	2.0752463568387505	2.0691910936790667	-16.06666666666534	False	-0.0019529397709328244	4.0565369513567475	-54.163568387504135	0.5094594594594313	8	0	london_breakout_short	2.0695400000000004	TP1+SL	2023-07-25 16:00:00+00:00	34.750000000001165	411.6008577500138	1920	True
29	2023-08-14 07:00:00+00:00	9	GBP_NZD	SHORT	2.11966	2.127024299702288	2.1131	2.1061900000000002	2.1061900000000002	134702.18	4	ASIAN	2.5	0.003031739889421116	36.801133320961085	50.89817251102199	2.114932973144335	2.1000073261576304	-4.330868136066535	False	-0.0006845538776212102	21.344791863856628	50.770268556652454	0.55778894472355	7	0	london_breakout_short	2.127024299702288	SL	2023-08-15 07:00:00+00:00	-73.64299702287802	-991.9872240715179	1440	False
30	2023-08-28 07:00:00+00:00	9	GBP_NZD	LONG	2.1322900000000002	2.12654	2.13648	2.14102	2.14102	170794.32	3	ASIAN	2.5	0.002438077000734884	17.111808655463935	58.54640665816327	2.1306438320276953	2.1328714486630695	18.396950303984916	False	0.00012351134935283017	73.70738076099583	12.96167972304918	0.5314685314685814	7	0	london_breakout_long	2.12654	SL	2023-08-29 10:00:00+00:00	-57.50000000000366	-982.0673400000626	1620	False

13 KiB Raw Blame History

13 KiB

Raw Blame History