fx-quant/results/phase1/S9_USD_JPY_FULL_trades.csv at 4e2db680494844d0d596d60daa4fda1f35af713f

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-20 13:38:06 +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

8.7 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	2023-03-13 09:00:00+00:00	9	USD_JPY	SHORT	133.21400000000003	134.6365623516348	131.94600000000003	130.65900000000005	130.65900000000005	702.96	5	LONDON	1.5	0.5935374448929305	38.4472667395841	33.633754304928544	135.32298839822434	135.93447263227625	-44.57098586926236	False	-0.0344210185553408	34.213718094960996	-208.99883982243352	0.5657764589515383	9	0	london_breakout_short	134.6365623516348	SL	2023-03-14 12:00:00+00:00	-142.2562351634781	-1000.0044307051857	1620	False
3	2023-03-21 07:00:00+00:00	9	USD_JPY	LONG	131.89199999999997	131.1083095568418	132.558	133.249	133.249	1263.25	4	ASIAN	1.5	0.30729930745875605	29.565499051939636	58.90300357370788	131.8292271787304	133.3808889536425	55.265369877835724	False	0.08303076331452403	82.85639414094027	3.7772821269584256	0.4565826330531731	7	1	london_breakout_long	131.89199999999997	TP1+SL	2023-03-22 18:00:00+00:00	33.30000000000126	420.66225000001594	2100	True
4	2023-04-11 07:00:00+00:00	9	USD_JPY	SHORT	133.11800000000002	133.64290114677095	132.677	132.21099999999998	132.21099999999998	1894.08	4	ASIAN	1.5	0.22260614022921577	20.426084394739046	48.94462389767846	132.84961422576728	132.30529814831434	-4.466837196079609	False	-0.082483681504543	33.56955410771238	29.338577423271772	0.6537717601547322	7	1	london_breakout_short	133.64290114677095	SL	2023-04-11 15:00:00+00:00	-52.49011467709295	-994.204764075882	480	False
5	2023-04-14 07:00:00+00:00	9	USD_JPY	SHORT	132.20200000000003	132.639	131.85299999999998	131.47899999999996	131.47899999999996	2252.32	5	ASIAN	1.5	0.21314778764477493	39.5180021586621	34.19103830645824	132.82909990385033	132.69489915873922	-42.83425987645728	False	0.0038289370893971886	42.68439234938529	-60.20999038503305	0.5879396984924483	7	4	london_breakout_short	132.639	SL	2023-04-14 11:00:00+00:00	-43.69999999999834	-984.2638399999627	240	False
6	2023-05-04 07:00:00+00:00	9	USD_JPY	LONG	134.69699999999997	134.147	135.151	135.63000000000002	135.63000000000002	1771.68	4	ASIAN	1.5	0.28304139810979345	60.039145437187486	37.19285229843053	135.49802016258374	135.28017758248313	-38.826243381058134	False	0.034990160571731876	48.20978589821387	-82.60201625837453	0.6791666666666674	7	3	london_breakout_long	134.147	SL	2023-05-04 14:00:00+00:00	-54.99999999999829	-974.4239999999699	420	False
7	2023-05-11 07:00:00+00:00	9	USD_JPY	LONG	134.57699999999997	134.0840276754586	135.001	135.45000000000002	135.45000000000002	1956.86	4	ASIAN	1.5	0.1906040062582355	42.461768170210206	52.953297348825124	134.64714193423612	134.89545079378436	7.859362131750913	False	0.051401207844186114	97.02423145405362	-9.514193423612483	0.9106382978722818	7	3	london_breakout_long	134.0840276754586	SL	2023-05-11 11:00:00+00:00	-49.297232454136974	-964.6778230020248	240	False
8	2023-05-16 07:00:00+00:00	9	USD_JPY	SHORT	135.76600000000002	136.102	135.49099999999999	135.19099999999997	135.19099999999997	2842.35	4	ASIAN	1.5	0.15311223587255499	31.9764020527712	42.82159214557087	135.71857556035505	135.20237256804097	-22.299243606104824	False	-0.053997285780131285	12.751463218569425	7.2424439644947824	0.3087248322147113	7	1	london_breakout_short	136.102	SL	2023-05-16 12:00:00+00:00	-33.59999999999843	-955.0295999999554	300	False
9	2023-05-18 08:00:00+00:00	9	USD_JPY	LONG	137.789	137.29722896813632	138.228	138.686	138.686	1922.6	5	LONDON	1.5	0.189386383263661	39.988562881031015	68.72101727784725	137.00435657300463	135.89813186450525	-4.633333333330825	False	-0.01884559251258	68.85444623367458	76.5643426995382	0.212435233160592	8	3	london_breakout_long	138.686	TP3	2023-05-18 17:00:00+00:00	66.80046655570789	1284.3057700000397	540	True
10	2023-06-05 07:00:00+00:00	9	USD_JPY	LONG	140.43399999999997	139.984	140.77999999999997	141.15099999999995	141.15099999999995	2129.61	5	ASIAN	1.5	0.18279666557055982	59.613735567744975	74.30810733983049	139.63526132337495	139.33678310083044	77.42687356954718	False	0.015336629473368779	74.30913183849583	77.37386766250438	0.5913043478258978	7	0	london_breakout_long	139.984	SL	2023-06-05 13:00:00+00:00	-44.99999999999602	-958.3244999999154	360	False
11	2023-06-12 08:00:00+00:00	9	USD_JPY	SHORT	139.18400000000003	139.5970111538935	138.82500000000002	138.44700000000003	138.44700000000003	2297.13	3	LONDON	1.5	0.17298985716044213	15.472377231057209	39.92709676645084	139.41781315391705	139.4413715220339	-9.499999999999886	False	-0.01243162483465337	38.56862702714542	-21.481315391704925	0.8123324396782358	8	0	london_breakout_short	139.5970111538935	SL	2023-06-12 13:00:00+00:00	-41.301115389347835	-948.7403119433261	300	False
12	2023-06-26 07:00:00+00:00	9	USD_JPY	SHORT	143.15600000000003	143.659	142.75300000000001	142.32500000000002	142.32500000000002	1867.3	4	ASIAN	1.5	0.2382779380019185	24.489231710322485	44.78724837649501	143.08750387724413	141.85573123396597	-23.06650205522942	False	-0.06895358153879677	41.56424348453981	9.349612275588015	0.5585443037974326	7	0	london_breakout_short	143.659	SL	2023-06-26 14:00:00+00:00	-50.299999999995755	-939.2518999999206	420	False
13	2023-06-27 08:00:00+00:00	9	USD_JPY	LONG	143.72699999999998	143.281	144.084	144.46	144.46	2084.89	5	LONDON	1.5	0.1774505265718718	24.071162055621794	60.519408359565105	143.3170983923603	142.20424069769604	4.300000000000637	False	0.014078619335074538	58.379002793896184	39.090160763970516	0.7413127413128091	8	1	london_breakout_long	144.46	TP3	2023-06-28 13:00:00+00:00	54.50035157730444	1136.2723800000626	1740	True
14	2023-07-17 09:00:00+00:00	9	USD_JPY	SHORT	138.122	138.737	137.768	137.395	137.395	1530.44	5	LONDON	1.5	0.2581736327234582	27.15170731195002	40.3210353171402	138.57811084353776	140.39734673778494	-21.846508482258287	False	-0.05651250376501021	34.59581879499231	-43.71108435377664	0.6304347826087046	9	0	london_breakout_short	138.737	SL	2023-07-17 12:00:00+00:00	-61.49999999999806	-941.2205999999704	180	False
15	2023-07-21 08:00:00+00:00	9	USD_JPY	LONG	141.92999999999998	141.20838593924816	142.488	143.065	143.065	1291.29	5	LONDON	1.5	0.3086852225649685	34.7098486923251	83.5655616527844	139.8860001442985	139.84588271959407	19.533333333333758	False	0.14303635277674848	92.12998434432355	202.4999855701509	0.8098802395209456	8	4	london_breakout_long	141.20838593924816	SL	2023-07-24 09:00:00+00:00	-72.16140607518183	-931.8130205082156	4380	False
16	2023-07-24 09:00:00+00:00	9	USD_JPY	SHORT	141.26200000000003	141.811	140.811	140.341	140.341	1680.31	4	LONDON	1.5	0.2314886506956429	20.664603328601675	47.852268950725396	140.9553978606228	140.2340091976292	-7.942720487650945	False	-0.09374168235876254	41.331396756234334	32.560213937719595	0.5739436619717859	9	0	london_breakout_short	141.26200000000003	TP1+SL	2023-07-24 14:00:00+00:00	22.55000000000109	378.90990500001834	300	True
17	2023-08-11 07:00:00+00:00	9	USD_JPY	SHORT	144.59700000000004	144.892	144.359	144.096	144.096	3139.94	4	ASIAN	1.5	0.14938180262637588	23.35386396100247	59.75093094063586	144.1255853070236	143.02796047955692	23.903749278485975	False	-0.03946974192355962	51.13110613437698	49.64146929764013	0.6536585365852583	7	4	london_breakout_short	144.892	SL	2023-08-11 15:00:00+00:00	-29.499999999995907	-926.2822999998715	480	False
18	2023-08-15 07:00:00+00:00	9	USD_JPY	LONG	145.82299999999998	145.37960187911577	146.213	146.628	146.628	2068.16	5	ASIAN	1.5	0.1691907306141413	24.8567342732985	70.91053599931803	145.11336728123837	143.84148330582033	38.05271653531577	False	0.007334555239812329	82.81702491084685	68.46327187616339	0.39378238341968835	7	1	london_breakout_long	145.37960187911577	SL	2023-08-15 13:00:00+00:00	-44.33981208842113	-917.0182576878904	360	False
19	2023-08-21 08:00:00+00:00	9	USD_JPY	LONG	145.69299999999998	145.18823948434127	146.157	146.64000000000001	146.64000000000001	1798.57	5	LONDON	1.5	0.19913962010182143	27.17929371730109	58.49830543141102	145.52153140151083	144.96871211485345	7.400000000001228	False	0.049419082667677874	66.33247275583595	15.246859848917893	0.8435114503816918	8	0	london_breakout_long	145.69299999999998	TP1+SL	2023-08-22 08:00:00+00:00	23.20000000000135	417.2682400000243	1440	True
20	2023-08-23 07:00:00+00:00	9	USD_JPY	SHORT	145.37300000000002	145.7621238418937	145.11700000000002	144.83600000000004	144.83600000000004	2343.78	4	ASIAN	1.5	0.16410314127480385	39.53255362914757	32.243923727647214	145.7798841827193	145.31516959861295	-35.503024349725365	False	-0.026616976024063557	49.41423677599706	-38.18841827192898	0.7178217821782046	7	2	london_breakout_short	144.83600000000004	TP3	2023-08-23 13:00:00+00:00	39.650229117066196	929.3141399999743	360	True

8.7 KiB Raw Blame History

8.7 KiB

Raw Blame History