Files
fx-quant/results/phase1/S9_TRAIN_trades.csv
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

23 KiB

1timestampstrategy_idpairsignal_directionentry_pricesl_pricetp1_pricetp2_pricetp3_pricelot_sizeconfluence_scoresessionspread_at_entryatr_at_entryadx_at_entryrsi_at_entryema_50_valueema_200_valuevwap_deviationnews_within_60minmacd_hist_at_entrystoch_k_at_entrydistance_from_ema50_pipscandle_body_ratiohour_of_dayday_of_weekentry_patternexit_priceexit_reasonexit_timepnl_pipspnl_dollarshold_time_minuteswin
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32023-03-22 07:00:00+00:009GBP_USDLONG1.226151.22224413501468691.229051.23221.2322256886.735ASIAN1.50.00167432128025918726.927225256652965.069012920970241.22221488359315141.214366450536280632.25033709433944False0.0003635068324817868364.0076059703485636.851164068485430.690744920993252572london_breakout_long1.22615TP1+SL2023-03-22 12:00:00+00:0014.499999999999513372.4857584999875300True
42023-04-06 07:00:00+00:009GBP_USDLONG1.247091.243691.249821.25281.2528296202.865ASIAN1.50.001601891280933540635.2124511892572954.068360561909381.24552883413150631.23777308039238123.664286041404896False9.517627260932702e-0582.1395434571102813.1116586849366890.2159090909090775373london_breakout_long1.24369SL2023-04-06 12:00:00+00:00-34.000000000000696-1007.0897240000206300False
52023-04-12 08:00:00+00:009GBP_USDSHORT1.24159999999999981.244591.23929999999999981.23680999999999971.2368099999999997333451.114LONDON1.50.00139473279748159822.18507223530806645.823889485320941.24212134182643761.24041941985247580.09999999999843467False-0.0001616837005405982230.389406899051824-3.31341826437681060.271356783919599182london_breakout_short1.24459SL2023-04-12 12:00:00+00:00-29.9000000000027-997.0188189000901240False
62023-04-13 08:00:00+00:009GBP_USDLONG1.25223000000000021.24848328894526621.253911.25578000000000011.2557800000000001263444.025LONDON1.50.001501064106043985540.2854820803589277.547045066819761.24578193662729151.24195597021663238.266666666667533False3.78753864859931e-0571.6612891203756862.580633727085110.992063492063527783london_breakout_long1.2522300000000002TP1+SL2023-04-14 08:00:00+00:008.399999999999519221.292976799987341440True
72023-05-01 07:00:00+00:009GBP_USDSHORT1.253251.256891.250671.24783999999999981.2478399999999998271775.164ASIAN1.50.001609503661007863428.1459865073430149.0281405721307951.2517320883666651.2469819216545611.7906237503884093False-0.0004849670042376798621.96901227999484617.6791163333511750.569506726457301370london_breakout_short1.2478399999999998TP32023-05-02 08:00:00+00:0039.950001990616881085.7418183000221500True
82023-05-02 08:00:00+00:009GBP_USDSHORT1.246841.25065155215777371.244231.24142999999999981.2414299999999998262391.534LONDON1.50.001540862230030232323.893728524406933.9503830990427251.25062356369766281.247703739372643-4.133333333333766False-7.347598144957247e-0535.58622603813877-35.935636976627270.722627737226239581london_breakout_short1.24684TP1+SL2023-05-02 14:00:00+00:0013.050000000000004342.4209466500002360True
92023-05-23 07:00:00+00:009GBP_USDSHORT1.24061999999999981.24408629731367331.238291.23570999999999991.2357099999999999289514.465ASIAN1.50.001433196145078623527.2882330096816236.2963306623577251.24379017988962231.247459900796634-26.308130134888863False-0.0001532343885579116350.98226029598459-29.201798896223430.75075075075078971london_breakout_short1.2406199999999998TP1+SL2023-05-23 13:00:00+00:0011.649999999999716337.2843458999918360True
102023-06-05 07:00:00+00:009GBP_USDSHORT1.23956999999999981.24352462047807081.23637999999999981.23293999999999971.2329399999999997254617.625ASIAN1.50.00156028760614060567.7177105063854323.399000902243161.24603966693781.243122611687758-73.0129996890061False-0.000356961439957678220.98535163117375-62.196669378000720.37209302325583870london_breakout_short1.2435246204780708SL2023-06-05 15:00:00+00:00-39.54620478070936-1006.9160541296839480False
112023-03-14 07:00:00+00:009EUR_AUDSHORT1.602221.61083815175233941.59469999999999981.58687999999999961.5868799999999996116034.164ASIAN2.00.00338531350801177120.19588079739561337.4442619455508561.60819953469530041.595798799245981-50.363257625787305False-0.00057358960122827886.40237922010096-56.7953469530046960.823671497584567371london_breakout_short1.6108381517523394SL2023-03-14 09:00:00+00:00-86.18151752339375-999.9999993352276120False
122023-03-15 07:00:00+00:009EUR_AUDLONG1.608331.602711.613051.61807000000000011.6180700000000001176156.584ASIAN2.00.00318230494534028112.4492660390733752.831906346612171.607074107294781.598087175497640511.652912062243281False0.0002407851917801934876.264392268035989.5589270522000720.566037735849094372london_breakout_long1.60271SL2023-03-15 09:00:00+00:00-56.19999999999958-989.9999795999926120False
132023-03-31 07:00:00+00:009EUR_AUDLONG1.629631.62339192564917731.63493999999999981.64054999999999971.6405499999999997157115.795ASIAN2.00.00256842761601982924.8987569638274163.4216676126751651.62322705316758681.617307433788206341.643946355061075False0.0002089504387067248873.0695278160083661.029468324131920.653543307086615674london_breakout_long1.6233919256491773SL2023-03-31 10:00:00+00:00-62.380743508225756-980.0999797082262180False
142023-04-17 07:00:00+00:009EUR_AUDLONG1.639661.635331.643191.647021.64702224087.535ASIAN2.00.002102078219433188522.66466104104914759.194835049525511.635852191985191.632871264622342940.298760239996234False-0.0001383172632071767553.3228833591385935.078080148098760.884297520661133870london_breakout_long1.63533SL2023-04-17 12:00:00+00:00-43.29999999999945-970.2990048999877300False
152023-04-19 08:00:00+00:009EUR_AUDLONG1.633771.6285527757666931.638061.64259000000000021.6425900000000002184120.135LONDON2.00.002000111858085373825.15938888119662362.838915069065071.63106940074554351.6319318054182874.533333333334166False0.000376634239180679671.9059608506834424.605992544564080.712264150943382982london_breakout_long1.628552775766693SL2023-04-19 12:00:00+00:00-52.17224233306838-960.5960040756055240False
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172023-05-09 08:00:00+00:009EUR_AUDLONG1.624891.61981181116295141.629471.634291.63429189096.084LONDON2.00.00187275585376090644.8014811428713850.608992710800531.62868930016638741.64251862072986542.80000000000058False0.000812593481957165584.18735150575706-40.393001663874270.433962264150828881london_breakout_long1.6198118111629514SL2023-05-09 21:00:00+00:00-50.78188837048581-960.2656025856453780False
182023-05-11 07:00:00+00:009EUR_AUDLONG1.622991.617781.627071.631451.63145182468.93ASIAN2.00.00232018589517998418.10662065473861355.960980370435321.62209903864093531.634478081711364220.277864828393False0.0002077790846421624863.268167465071375.90961359064667850.53141361256544873london_breakout_long1.63145TP32023-05-11 16:00:00+00:0062.700004636407621144.0800876000199540True
192023-05-19 07:00:00+00:009EUR_AUDSHORT1.620211.6259063969617391.615551.61059000000000021.6105900000000002168896.895ASIAN2.00.00214937601436029844.24350172668841528.1678670750492731.62688688029386721.6296081070607988-63.319201958085266False-0.000486842339256232616.846224221501227-63.768802938672930.87684729064036574london_breakout_short1.625906396961739SL2023-05-21 22:00:00+00:00-56.96396961739181-962.10373104319673780False
202023-05-23 07:00:00+00:009EUR_AUDLONG1.630081.62465768453213391.633671.637561.63756175659.774ASIAN2.00.002199717173778854530.79720081896053764.480907098522121.62609649070584751.628131363330054328.2940501635065False0.000247994899673402780.4589261152112836.835092941525090.932692307692296471london_breakout_long1.63756TP32023-05-24 06:00:00+00:0055.35000425823125972.27690174999221380True
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332023-03-28 07:00:00+00:009GBP_JPYLONG161.477160.724162.14800000000002162.85400000000004162.854000000000041340.645ASIAN2.50.3230801766358424339.7211647131699361.157646445123405160.87612363874905161.1417498223356420.395387889911376False-0.0584288511067196166.8651902069675856.587636125095740.326612903225831471london_breakout_long162.85400000000004TP32023-03-29 11:00:00+00:00102.40102712137781372.82913000003941680True
342023-03-30 07:00:00+00:009GBP_JPYLONG163.558162.966163.933164.343164.3431728.435ASIAN2.50.279355232441499924.8282365420035368.3361231368581162.55671466361966161.6782013436639736.73769797897535False-0.0567393317812757774.5174867422082296.628533638033790.413793103448300873london_breakout_long163.558TP1+SL2023-03-30 11:00:00+00:0018.749999999999996324.080625240True
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372023-04-14 07:00:00+00:009GBP_JPYSHORT165.591166.171165.27200000000002164.91800000000003164.918000000000031734.564ASIAN2.50.2517447134562179627.02127533552677736.75709259224387166.03178405086405165.08231253966645-44.15826348090661False-0.02020976093942834843.92989105819333-40.5784050864042460.752830188679245374london_breakout_short166.171SL2023-04-14 15:00:00+00:00-57.9999999999984-1006.0447999999724480False
382023-04-18 08:00:00+00:009GBP_JPYLONG166.879166.2663390385099167.431168.01200000000003168.012000000000031625.675LONDON2.50.236216928553464529.9740957939043767.56045438933802166.29827517989304165.53425883134088-1.4000000000010004False0.040305462780582677.2203972286694355.172482010695490.0514705882352280481london_breakout_long167.559TP1+TIME2023-04-20 00:00:00+00:0061.600000000001381001.41272000002252400True
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422023-05-11 07:00:00+00:009GBP_JPYSHORT169.035169.51168.66168.25168.252148.025ASIAN2.50.269995715565922452.8330870203197632.04444680616015169.90225302719327169.69909113048885-72.14426318185474False-0.00756923816886018237.52069415478382-83.225302719327490.1841269841269623573london_breakout_short169.51SL2023-05-11 08:00:00+00:00-47.49999999999943-1020.309499999987860False
432023-05-11 08:00:00+00:009GBP_JPYLONG169.642169.1170.023170.433170.4331863.664LONDON2.50.2920674501683570646.44387358075170648.57280373558007169.89090977122493169.698234502324816.866666666666674False0.0252483863230698636.19537818973668-27.7909771224926770.935986159169539983london_breakout_long169.1SL2023-05-11 11:00:00+00:00-54.20000000000016-1010.103720000003180False
442023-05-17 07:00:00+00:009GBP_JPYSHORT170.122170.593169.77900000000002169.40100000000004169.401000000000042123.154ASIAN2.50.2452921685862740621.20535579660053245.874581951991495170.13595628615445169.72850989127656-17.880387838059164False-0.01725987321255661337.809483205927672.10437138455574770.4343434343434372572london_breakout_short170.593SL2023-05-17 11:00:00+00:00-47.09999999999752-1000.0036499999475240False
452023-05-23 07:00:00+00:009GBP_JPYSHORT171.651172.37479215902175171.047170.408170.4081367.84ASIAN2.50.290551373350934225.5263186285496939.515248189741826171.96943008527992171.03206666112442-44.18397978828921False-0.0724795998635942321.526932764604187-28.3430085279917420.890946502057616571london_breakout_short172.37479215902175SL2023-05-23 15:00:00+00:00-72.37921590217411-990.0029151099375480False
462023-05-25 09:00:00+00:009GBP_JPYLONG172.746172.161173.07500000000002173.43300000000002173.433000000000021675.394LONDON2.50.3115582024785893414.96901261357108561.12375461492745172.14705945537435171.4509979510625318.860630816993762False0.02952494855658770272.5764607250402556.994054462566620.800000000000043793london_breakout_long172.161SL2023-05-25 12:00:00+00:00-58.500000000000796-980.1031500000134180False
472023-05-26 08:00:00+00:009GBP_JPYLONG172.571172.2172.86800000000002173.19400000000005173.194000000000052615.375LONDON2.50.2765815095869972321.44849891468247455.98336229077327172.30190308409865171.647383873310531.9000000000005457False-0.00986281344073268537.51647500776465424.0096915901347070.5010060362172884london_breakout_long173.19400000000005TP32023-05-26 11:00:00+00:0046.0002382072171441203.0764300000951180True
482023-06-06 07:00:00+00:009GBP_JPYSHORT173.162173.76809618588015172.7172.20299999999997172.202999999999971620.754ASIAN2.50.246264297612627828.93158206960802733.793077011015173.71380309480588173.28326739074143-30.285882919605456False-0.00695504498542315328.945210988662854-51.6803094805879940.2740585774058532771london_breakout_short173.162TP1+SL2023-06-06 11:00:00+00:0023.100000000000875374.3932500000142240True
492023-06-12 07:00:00+00:009GBP_JPYLONG175.657175.136176.001176.38176.381892.665ASIAN2.50.2088445385530768322.3153890788610170.7143469525148174.91547145309647174.0101451519576635.640137897036084False-0.01174951524185047274.8100472733947470.652854690354160.593314763231245270london_breakout_long175.136SL2023-06-12 10:00:00+00:00-52.1000000000015-986.0758600000285180False
502023-06-22 08:00:00+00:009GBP_JPYLONG181.409180.727181.82182.26182.261431.44LONDON2.50.285762863171289617.89568290460016462.01872161262305180.87989547482394179.1781396165699210.699999999999932False0.01191086815306856366.4666645166808150.0104525176055860.840764331210156183london_breakout_long182.26TP32023-06-22 11:00:00+00:0063.10059452284479903.2219100000004180True
512023-06-23 07:00:00+00:009GBP_JPYSHORT181.561182.43902920219338180.786179.976179.9761122.114ASIAN2.50.3966965608146808532.82312519745454445.42653224518613181.5695765161413179.759160597376-21.3447902018288False-0.0772590544980957562.641456632025552.64234838587071860.670940170940158974london_breakout_short182.43902920219338SL2023-06-23 10:00:00+00:00-87.80292021933745-985.2453480732075180False
522023-06-26 08:00:00+00:009GBP_JPYSHORT182.296182.988181.673181.02100000000002181.021000000000021409.533LONDON2.50.3418902340674601618.51113147355444347.17363211075133182.1659601730865180.362442549031870.26666666666699257False-0.0620300803324524450.9975290997168115.9039826913499380.4172413793103475580london_breakout_short182.988SL2023-06-27 06:00:00+00:00-69.20000000000073-975.39476000001031320False
532023-06-28 07:00:00+00:009GBP_JPYLONG183.444183.063183.749184.089184.0892534.495ASIAN2.50.2371807377328766528.89772671017924258.448662242952075182.94849538419362181.326367400740419.24927737586586False-0.0486254663781087753.1236574460896946.050461580637150.448275862068947572london_breakout_long183.063SL2023-06-28 08:00:00+00:00-38.10000000000002-965.640690000000560False
542023-06-28 09:00:00+00:009GBP_JPYSHORT182.828183.403182.517182.177182.1771662.584LONDON2.50.265232370800286526.7855464369542940.77774647708259182.95159531620487181.35932619085472-21.981006352717714False-0.0777211734021624531.042215876939185-9.4595316204873820.603563474387519792london_breakout_short182.177TP32023-06-28 14:00:00+00:0048.10039156010626799.7074900000146300True
552023-07-05 08:00:00+00:009GBP_JPYSHORT183.477183.9183.165182.82399999999998182.823999999999982278.924LONDON2.50.2082653113602238327.70571403214592443.85604031116006183.54145154686174182.69228225192957.766666666668698False-0.0210773283931273239.06187809844926-3.5451546861736460.2065491183878977782london_breakout_short183.477TP1+SL2023-07-05 11:00:00+00:0015.600000000000591355.5115200000135180True