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fx-quant/results/phase2/trades_S7_Tight_OOS.csv
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Brent NealeandClaude Opus 4.6 4f911b2072 Add Phase 2 backtesting pipeline: IS/OOS split, param sweep, generalization scoring 
Externalize hardcoded params in S4F (5 params) and S3 (9 params) as class
attributes for sweep compatibility. Add unified backtest runner with IS/OOS
validation and generalization scores, plus parameter grid sweep (90 combos)
with OOS validation. S7/S9/S9_Filtered pass generalization; S4F/S3 confirm
defaults are near-optimal.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-20 10:25:08 +10:00

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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
2023-01-17 08:00:00+00:00,7,GBP_JPY,SHORT,156.853,157.58993007850478,156.40510488224282,155.92820976448562,155.92820976448562,1327.94,4,LONDON,2.5,0.3179300785047944,29.332745285905396,50.99217185424026,157.02745972264546,158.42288242533115,-12.466666666668402,False,0.025865055741165252,39.53856717784316,-14.545972264545526,0.8596059113300711,8,1,liquidity_sweep_bearish,157.58993007850478,SL,2023-01-17 11:00:00+00:00,-73.69300785047699,-978.5989284496242,180,False
2023-01-25 14:00:00+00:00,7,GBP_JPY,LONG,160.293,159.25868918760895,160.82096621858656,161.37793243717311,161.37793243717311,936.68,4,OVERLAP,2.5,0.3713108123910361,40.56390051396234,46.85426544845374,160.50512828109868,159.7787379605993,24.78006285800518,False,-0.0332536979268942,57.51012407589763,-24.11282810986677,0.3100137174211179,14,2,liquidity_sweep_bullish,161.37793243717311,TP3,2023-01-26 14:00:00+00:00,80.64609106235355,755.3958057628531,1440,True
2023-01-27 14:00:00+00:00,7,GBP_JPY,LONG,160.845,160.1001034765563,161.26884478516553,161.72168957033105,161.72168957033105,1310.74,5,OVERLAP,2.5,0.30189652344368745,32.73459611366499,49.31038392008543,160.80278881570158,160.17464107094924,16.212754601434654,False,-0.05285242565206594,35.90566938385637,1.321118429842727,0.6779026217228109,14,4,liquidity_sweep_bullish,160.845,TP1+SL,2023-01-30 04:00:00+00:00,21.192239258276402,277.7751568539321,3720,True
2023-01-30 08:00:00+00:00,7,GBP_JPY,LONG,160.998,160.06247854774188,161.48728217838718,162.00556435677436,162.00556435677436,1046.63,4,LONDON,2.5,0.3455214522581219,29.814270281063635,52.3762512348054,160.84220911269054,160.29227975502073,12.633333333334917,False,-0.03260177565096172,43.48885057412417,12.67908873094541,0.7550471063256923,8,0,liquidity_sweep_bullish,160.06247854774188,SL,2023-01-31 13:00:00+00:00,-93.55214522581149,-979.144817576911,1740,False
2023-02-07 08:00:00+00:00,7,GBP_JPY,SHORT,158.514,159.27615697459103,158.09576453811346,157.64852907622694,157.64852907622694,1271.86,4,LONDON,2.5,0.29815697459102736,33.86494333414314,35.008196213806244,158.9704970298257,159.35304100713813,-8.500000000000796,False,-0.12859831779421368,12.796365888385523,-42.74970298257017,0.5626016260162577,8,1,liquidity_sweep_bearish,157.64852907622694,TP3,2023-02-07 15:00:00+00:00,64.18599975954622,816.3560565417645,420,True
2023-02-15 08:00:00+00:00,7,GBP_JPY,LONG,161.475,160.63822444901305,161.9331633264804,162.42032665296082,162.42032665296082,1168.2,4,LONDON,2.5,0.32477555098693867,35.760546925676536,51.202358026019404,160.9425495564048,159.76945555609316,14.799999999999613,False,-0.10316832698590783,49.40373666830891,50.345044359519875,0.6513409961685642,8,2,liquidity_sweep_bullish,160.63822444901305,SL,2023-02-16 20:00:00+00:00,-83.67755509869426,-977.5211986629463,2160,False
2023-02-20 13:00:00+00:00,7,GBP_JPY,LONG,161.402,160.94050661972355,161.70224007041466,162.0314801408293,162.0314801408293,2096.98,3,OVERLAP,2.5,0.21949338027643817,22.510894182920268,51.96097937721921,161.24768640682626,160.52936737096516,0.5778540364076434,False,-0.03742933521008679,26.21704986768218,12.531359317372903,0.42049469964661934,13,0,liquidity_sweep_bullish,162.0314801408293,TP3,2023-02-21 08:00:00+00:00,46.48631074634086,974.8086390886185,1140,True
2023-02-24 08:00:00+00:00,7,GBP_JPY,LONG,162.423,161.62274599039742,162.8338810144039,163.27376202880774,163.27376202880774,1221.48,4,LONDON,2.5,0.2932540096025817,49.40725178476419,58.24704281301323,162.23022203915804,161.64954100556935,13.866666666669403,False,0.07253722556311973,76.47493577162312,16.377796084196916,0.43518518518521687,8,4,liquidity_sweep_bullish,163.27376202880774,TP3,2023-02-27 09:00:00+00:00,63.082848661570644,770.5443798313531,4380,True
2023-03-01 10:00:00+00:00,7,GBP_JPY,LONG,163.523,162.8133527038778,163.98997094418328,164.4859418883666,164.4859418883666,1388.29,5,LONDON,2.5,0.33064729612219557,28.112807479887053,34.99153525085441,164.0190690325095,162.8173321092983,-42.234837800640435,False,-0.058051912792941085,19.471233816607725,-52.50690325094922,0.5142180094786736,10,2,liquidity_sweep_bullish,163.446,TIME,2023-03-03 02:00:00+00:00,-7.699999999999818,-106.89832999999747,2400,False
2023-03-03 10:00:00+00:00,7,GBP_JPY,LONG,163.477,162.8940483645097,163.81542745323546,164.18285490647094,164.18285490647094,1688.18,3,LONDON,2.5,0.2449516354903063,24.209943731646174,49.779455212860356,163.54019799476737,163.0700809546754,12.209907312367818,False,0.0038609886511218813,45.27194958648562,-9.219799476736057,0.680412371134087,10,4,liquidity_sweep_bullish,163.673,TIME,2023-03-07 02:00:00+00:00,19.599999999999792,330.88327999999655,5280,True
2023-03-10 08:00:00+00:00,7,GBP_JPY,LONG,163.132,162.11751173478035,163.6527323978295,164.20246479565898,164.20246479565898,973.33,4,LONDON,2.5,0.36648826521965927,39.61370075261295,62.79372119831741,162.53065173207335,162.82329435871725,17.900000000000205,False,0.08823316399821474,76.13268059191712,57.23482679266567,0.03708987161199815,8,4,liquidity_sweep_bullish,164.20246479565898,TP3,2023-03-10 11:00:00+00:00,79.56095947078887,774.3906868170293,180,True
2023-03-10 15:00:00+00:00,7,GBP_JPY,SHORT,162.441,163.48110190893985,161.73334713659025,160.9966942731805,160.9966942731805,956.81,4,OVERLAP,2.5,0.4911019089398321,38.353205888410784,42.58194566839862,162.77656439505847,162.87367816325352,-84.7592107635478,False,-0.04749520240996957,26.568477669723894,-30.65643950584729,0.6263736263736274,15,4,liquidity_sweep_bearish,162.441,TP1+SL,2023-03-12 23:00:00+00:00,35.38264317048743,338.54466811954075,3360,True
2023-03-17 09:00:00+00:00,7,GBP_JPY,SHORT,161.441,162.27833430132225,160.8184985480166,160.16699709603324,160.16699709603324,1192.55,3,LONDON,2.5,0.4343343013222553,25.59309143444508,51.1959070513113,161.4329863305534,162.09994512939522,-24.4159628208223,False,-0.007590317979641492,39.83896129878962,3.701366944659412,0.4830659536542096,9,4,liquidity_sweep_bearish,160.16699709603324,TP3,2023-03-17 12:00:00+00:00,94.82628609896602,1130.8508748732193,180,True
2023-03-23 12:00:00+00:00,7,GBP_JPY,SHORT,161.36,162.2062721045544,160.84859184316844,160.30818368633686,160.30818368633686,1193.32,4,LONDON,2.5,0.36027210455438236,25.72746134531387,48.31568171738155,161.52545861624577,161.67898587219332,-9.816317381205408,False,0.05808695066670985,46.80189585997883,-13.645861624576128,0.2023809523809638,12,3,liquidity_sweep_bearish,160.30818368633686,TP3,2023-03-23 18:00:00+00:00,78.16210494490353,932.7240307285228,360,True
2023-04-05 08:00:00+00:00,7,GBP_JPY,LONG,164.101,163.3533081201414,164.57253781978793,165.07307563957585,165.07307563957585,1363.13,5,LONDON,2.5,0.3336918798586102,24.79327060064265,39.31662138494484,164.50485552811688,163.4338304962397,10.400000000001342,False,-0.055322332028951815,21.403168251755574,-43.28555281168747,0.18777292576422058,8,2,liquidity_sweep_bullish,163.3533081201414,SL,2023-04-05 13:00:00+00:00,-74.76918798585928,-1019.2012321916436,300,False
2023-04-06 08:00:00+00:00,7,GBP_JPY,LONG,163.826,163.0348498316098,164.2532252525853,164.70945050517062,164.70945050517062,1275.37,3,LONDON,2.5,0.30415016839020953,31.91056776341332,55.32584375415158,163.8411612918208,163.43503873893894,11.999999999997613,False,0.10566291359791252,82.99181952934124,-4.416129182081363,0.09712230215827504,8,3,liquidity_sweep_bullish,163.826,TP1+SL,2023-04-07 09:00:00+00:00,21.36126262926581,272.4351351948673,1500,True
2023-04-14 10:00:00+00:00,7,GBP_JPY,LONG,165.85,165.37674011098275,166.19188983352586,166.56277966705173,166.56277966705173,2137.8,4,LONDON,2.5,0.24725988901724322,35.335259244596344,44.01614272595107,165.9991741471991,165.10180532231556,13.86900074088544,False,-0.027435194528438872,44.541118167418084,-17.81741471991154,0.31153846153842957,10,4,liquidity_sweep_bullish,165.85,TP1+SL,2023-04-14 17:00:00+00:00,17.094491676293444,365.4460430558013,420,True
2023-04-25 08:00:00+00:00,7,GBP_JPY,LONG,167.31799999999998,166.73611524125687,167.70732713811466,168.12565427622934,168.12565427622934,1745.0,4,LONDON,2.5,0.2788847587431201,19.492935415607384,46.58410450125601,167.25863101698675,166.62414892767117,8.733333333333348,False,-0.06991891227443747,44.169335608619384,3.0368983013232764,0.4020979020978326,8,1,liquidity_sweep_bullish,166.73611524125687,SL,2023-04-25 11:00:00+00:00,-58.188475874311514,-1015.3889040067359,180,False
2023-04-26 11:00:00+00:00,7,GBP_JPY,LONG,166.826,165.8994563017889,167.33031554731667,167.86363109463335,167.86363109463335,1084.93,4,LONDON,2.5,0.35554369821111276,38.196503064035404,59.77982653140025,166.5364413909423,166.51315006897983,25.591999543357247,False,0.13986527214800878,68.7159058283084,26.055860905771056,0.3602739726027379,11,2,liquidity_sweep_bullish,166.826,TP1+SL,2023-04-28 03:00:00+00:00,25.215777365833958,273.5735333751424,2400,True
2023-05-02 10:00:00+00:00,7,GBP_JPY,LONG,171.553,170.81778797300282,171.97281804049575,172.4216360809915,172.4216360809915,1370.99,3,LONDON,2.5,0.29921202699716715,27.036188444356352,49.41193732405757,170.97304944919085,168.5746126962526,5.560857486790383,False,-0.09966249908075522,16.480171879638718,55.09505508091479,0.6550925925925377,10,1,liquidity_sweep_bullish,170.81778797300282,SL,2023-05-02 13:00:00+00:00,-73.52120269971749,-1007.9683368928569,180,False
2023-05-04 12:00:00+00:00,7,GBP_JPY,LONG,169.257,168.4864908803068,169.7612636795398,170.2945273590796,170.2945273590796,1295.11,4,LONDON,2.5,0.3555091196932014,26.590068899600485,45.81717441284099,169.6920142120847,169.0096568659308,9.24644021950769,False,0.03772958873607929,58.538023651180026,-46.40142120846917,0.12871287128712536,12,3,liquidity_sweep_bullish,168.4864908803068,SL,2023-05-04 14:00:00+00:00,-77.05091196932017,-997.8940660058623,120,False
2023-05-09 08:00:00+00:00,7,GBP_JPY,LONG,170.295,169.59399055001666,170.67401417497504,171.0820283499501,171.0820283499501,1409.27,4,LONDON,2.5,0.2720094499833694,30.68395762265886,49.0840563465889,170.19138760389558,169.49266297715744,12.233333333327323,False,-0.04809688659215581,54.098892608806516,7.461239610441339,0.9237875288683233,8,1,liquidity_sweep_bullish,171.0820283499501,TP3,2023-05-10 07:00:00+00:00,58.30268471152723,821.6422448341398,1380,True
2023-05-31 10:00:00+00:00,7,GBP_JPY,LONG,173.138,172.4305484649206,173.55517730261911,174.00135460523822,174.00135460523822,1408.05,3,LONDON,2.5,0.2974515350794068,32.340158933238904,47.39589159119422,173.24329217527796,172.5427795153914,23.9411961935474,False,-0.03582781620810173,62.53072311735074,-13.42921752779489,0.5184331797235577,10,2,liquidity_sweep_bullish,173.138,TP1+SL,2023-05-31 15:00:00+00:00,20.858865130955447,293.7032504764182,300,True
2023-06-07 11:00:00+00:00,7,GBP_JPY,LONG,173.835,173.22436728657453,174.1774490701382,174.54889814027644,174.54889814027644,1636.11,4,LONDON,2.5,0.2476327134254741,36.832661497450694,63.57060864352053,173.4187369756332,173.28071485976514,35.89950334251455,False,0.07641434846964724,96.28172601678273,38.72630243668027,0.6556886227545522,11,2,liquidity_sweep_bullish,174.54889814027644,TP3,2023-06-09 00:00:00+00:00,52.81779685944965,864.1572561971417,2220,True
2023-06-22 08:00:00+00:00,7,GBP_JPY,LONG,181.409,180.6982371368287,181.80864429475693,182.23728858951387,182.23728858951387,1417.78,3,LONDON,2.5,0.2857628631712896,17.895682904600164,62.01872161262305,180.87989547482394,179.17813961657038,10.699999999999932,False,0.011910868153068563,66.46666451668075,50.010452517605586,0.8407643312101561,8,3,liquidity_sweep_bullish,182.23728858951387,TP3,2023-06-22 11:00:00+00:00,61.39722842871479,870.4776252166325,180,True
2023-06-26 13:00:00+00:00,7,GBP_JPY,LONG,182.418,181.48575590401765,182.96086614397353,183.53273228794706,183.53273228794706,1090.28,4,OVERLAP,2.5,0.381244095982346,32.391090547936486,51.29800024175066,182.1571955238508,180.44799731410907,23.496576952126702,False,-0.07723905252521529,51.16356898903035,23.180447614922173,0.7530864197530902,13,0,liquidity_sweep_bullish,183.53273228794706,TP3,2023-06-27 14:00:00+00:00,82.8809440235593,903.6343565000622,1500,True
2023-06-29 15:00:00+00:00,7,GBP_JPY,LONG,182.59199999999998,182.09286376589014,182.95020435116476,183.33740870232955,183.33740870232955,2054.44,3,OVERLAP,2.5,0.258136234109854,12.267319086170339,49.941186815284844,182.62696038224874,181.65089266038908,5.135898068320444,False,0.027442638534731223,51.11111111111408,-6.396038224875156,0.4560669456066045,15,3,liquidity_sweep_bullish,182.59199999999998,TP1+SL,2023-06-30 04:00:00+00:00,17.910217558238628,367.95467360347766,780,True
2023-07-05 08:00:00+00:00,7,GBP_JPY,LONG,183.535,182.98273468863977,183.81839796704034,184.13079593408068,184.13079593408068,1863.47,4,LONDON,2.5,0.20826531136022383,27.705714032145924,43.85604031116006,183.54145154686174,182.69228225192956,7.766666666668698,False,-0.02107732839312732,39.06187809844921,-3.545154686173646,0.20654911838789777,8,2,liquidity_sweep_bullish,183.535,TP1+SL,2023-07-05 21:00:00+00:00,14.169898352017185,264.05180482033467,780,True
2023-07-06 09:00:00+00:00,7,GBP_JPY,LONG,183.474,182.60717045049375,183.93524432425934,184.42548864851872,184.42548864851872,1190.28,4,LONDON,2.5,0.3268295495062394,43.03712801412934,52.278347692855704,183.41298884925865,182.84456311735545,30.50797141506507,False,-0.012236777088990208,82.92135282297102,3.201115074134009,0.7744916820702129,9,3,liquidity_sweep_bullish,183.474,TP1+SL,2023-07-06 14:00:00+00:00,23.062216212967716,274.5049471397121,300,True
2023-07-06 15:00:00+00:00,7,GBP_JPY,LONG,183.28799999999998,182.4308528575967,183.8352207136049,184.41144142720984,184.41144142720984,1206.93,4,OVERLAP,2.5,0.3841471424032852,33.235564823386774,47.28284034373919,183.43160712699503,182.88324756814774,-19.34606737529805,False,0.026899377248891007,39.23309924633902,-17.260712699504666,0.19144602851322085,15,3,liquidity_sweep_bullish,182.4308528575967,SL,2023-07-07 07:00:00+00:00,-85.7147142403278,-1034.5166005807882,960,False
2023-07-18 14:00:00+00:00,7,GBP_JPY,SHORT,181.303,182.24584661840953,180.7232300723857,180.11446014477139,180.11446014477139,1086.25,5,OVERLAP,2.5,0.40584661840953357,21.540886484627293,51.31237532673888,181.27613736906008,181.54163421949403,23.51278824399685,False,0.007855340905717823,56.62639594556199,5.586263093991306,0.011475409836073517,14,1,liquidity_sweep_bearish,180.11446014477139,TP3,2023-07-19 12:00:00+00:00,88.41658331002192,960.4251362051132,1320,True
2023-08-08 12:00:00+00:00,7,GBP_JPY,LONG,181.785,181.0533662449825,182.23545063252624,182.71490126505248,182.71490126505248,1412.96,5,LONDON,2.5,0.31963375501749464,44.59552252823842,42.45040920791141,181.8629128901112,181.65583251458378,-25.91445320686603,False,-0.13896720786922373,21.990170149313798,-10.691289011120375,0.08315098468273321,12,1,liquidity_sweep_bullish,182.71490126505248,TP3,2023-08-08 18:00:00+00:00,69.01825300178807,975.2003076140646,360,True
2023-08-21 09:00:00+00:00,7,GBP_JPY,LONG,185.746,185.00312289067608,186.12931566398586,186.54163132797174,186.54163132797174,1404.71,3,LONDON,2.5,0.2748771093239053,20.21769725192914,62.95033921827559,185.3184242752771,184.5564165468287,35.332419491351175,False,0.06972998900722238,81.27876540200798,39.857572472291736,0.9172259507830481,9,0,liquidity_sweep_bullish,186.54163132797174,TP3,2023-08-21 19:00:00+00:00,58.94791600043079,828.0472708496513,600,True
2023-08-24 11:00:00+00:00,7,GBP_JPY,SHORT,184.31300000000002,184.91314371103246,183.8932844334513,183.4445688669026,183.4445688669026,1752.59,3,LONDON,2.5,0.2991437110324665,21.613431296715227,47.47266395181888,184.7307509349721,184.8654247406399,-6.864836329779678,False,0.06092711939200332,30.603247728081232,-38.87509349720801,0.3846153846153311,11,3,liquidity_sweep_bearish,183.4445688669026,TP3,2023-08-25 03:00:00+00:00,64.40783049530852,1128.8051964777276,960,True
2023-08-25 14:00:00+00:00,7,GBP_JPY,SHORT,183.92000000000002,184.64183149497364,183.55025275753957,183.15150551507912,183.15150551507912,1472.77,4,OVERLAP,2.5,0.2658314949736258,37.10464179450578,49.9501201551098,184.15891785868124,184.62946582868443,-7.567181470571427,False,0.07189556754084372,66.00448228145032,-20.991785868122292,0.46074380165285267,14,4,liquidity_sweep_bearish,184.64183149497364,SL,2023-08-28 18:00:00+00:00,-72.18314949736282,-1063.0917708523104,4560,False
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