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Brent NealeandClaude Opus 4.6
8df1bac3a4
Downloaded 2025 data (Oct 2024-Dec 2025) for GBP_JPY H1, GBP_AUD H1, GBP_USD M15+H1 via Dukascopy. Ran all 4 Phase 2 passing strategies on 2025 data. Results: S7_Tight PF=0.52 FAIL, S9_Filtered PF=0.74 FAIL, S3 PF=1.05 PASS (+52p), S8_OB PF=0.84 FAIL. Portfolio PF=0.83 (-373p). Only S3 (Key Level Breakout) maintained edge into 2025. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
21 lines
9.3 KiB
CSV
21 lines
9.3 KiB
CSV
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
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2025-01-17 11:30:00+00:00,8,GBP_USD,SHORT,1.2207,1.2217998788056657,1.2189574746288963,1.2179912119433443,1.2179912119433443,897661.16,5,LONDON,1.5,0.0009662626855518997,20.84501130864583,53.967290313344606,1.2209548175727356,1.221705788136929,14.408661075588913,False,0.00037833557154009085,88.21294508794394,-0.6481757273557598,0.8987341772150974,11,4,order_block_retest_short,1.2179912119433443,TP3,2025-01-17 13:15:00+00:00,22.256567440557063,1997.8856146308688,105,True
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2025-01-17 15:15:00+00:00,8,GBP_USD,SHORT,1.2205099999999998,1.2219572350762553,1.2177184328249644,1.2162276492374466,1.2162276492374466,696015.01,5,OVERLAP,1.5,0.0014907835875177175,38.66636444850098,55.4246627620362,1.2200578193653082,1.2213180863115822,14.479532997535571,False,0.00032359126019247285,82.13631322628801,6.421806346916803,0.718750000000112,15,4,order_block_retest_short,1.2162276492374466,TP3,2025-01-17 21:45:00+00:00,35.36959030320947,2461.7765748584243,390,True
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2025-02-13 09:30:00+00:00,8,GBP_USD,LONG,1.2489700000000001,1.248398624562227,1.250855836251821,1.2518937543777313,1.2518937543777313,1806019.37,4,LONDON,1.5,0.0010379181259104386,35.09352882568999,52.085764201705594,1.2475087132733504,1.24435769918256,2.7325698144498034,False,-0.00032123831776868523,52.96958315262347,12.712867266495564,0.7692307692306817,9,3,order_block_retest_long,1.248398624562227,SL,2025-02-13 11:45:00+00:00,-5.713754377731917,-1031.915108160614,135,False
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2025-02-13 15:00:00+00:00,8,GBP_USD,LONG,1.25058,1.2483212696581678,1.252981535612214,1.254277303418321,1.254277303418321,452287.7,5,OVERLAP,1.5,0.001295767806107029,39.05716517195158,62.96342902975745,1.2477175533034277,1.2450732701657392,23.75098904269679,False,0.00023017811654424148,85.44331884617651,26.724466965721838,0.7571428571428447,15,3,order_block_retest_long,1.25058,TP1+SL,2025-02-13 18:30:00+00:00,12.007678061070058,543.0925092581837,210,True
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2025-02-18 11:00:00+00:00,8,GBP_USD,LONG,1.2605400000000002,1.2593886277358495,1.2619591484276704,1.2627637226415054,1.2627637226415054,892002.45,5,LONDON,1.5,0.0008045742138351297,30.607208048935153,48.95731631995742,1.260606195375266,1.2590680755001311,-2.2740659569375765,False,-0.00013346633113002124,30.73067283593535,-2.5619537526599956,0.8829787234044262,11,1,order_block_retest_long,1.2593886277358495,SL,2025-02-18 12:15:00+00:00,-11.513722641507407,-1027.0268804845077,75,False
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2025-02-18 13:30:00+00:00,8,GBP_USD,LONG,1.2598300000000002,1.2594042680750746,1.2611448794995037,1.2618973192492555,1.2618973192492555,2388255.5,5,OVERLAP,1.5,0.0007524397497518295,24.996574345740935,46.785356587396834,1.2602352463740532,1.2591098426653864,-4.691727773975529,False,-5.292202501422491e-05,62.63449326409103,-5.9524637405306,0.6521739130437021,13,1,order_block_retest_long,1.2594042680750746,SL,2025-02-18 13:45:00+00:00,-4.2573192492567635,-1016.7566112293337,15,False
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2025-02-18 14:00:00+00:00,8,GBP_USD,LONG,1.2605100000000002,1.2593817005341204,1.2619753297725314,1.262802994658797,1.262802994658797,892129.33,5,OVERLAP,1.5,0.0008276648862656256,21.231541234515117,53.74009502256932,1.2601995642230301,1.259122772193559,2.651101806887546,False,3.812354488079634e-05,82.44274140922572,1.2043577696996266,0.730263157894756,14,1,order_block_retest_long,1.2605100000000002,TP1+SL,2025-02-18 16:45:00+00:00,7.326648862655549,653.6318340986157,165,True
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2025-03-28 09:15:00+00:00,8,GBP_USD,LONG,1.2949100000000002,1.2938994835849424,1.2961901094337167,1.296925164150575,1.296925164150575,1002581.8,5,LONDON,1.5,0.0007350547168583399,24.961002924520145,50.09906009469786,1.2946157175483293,1.2933809042338165,-1.5100220579311596,False,-1.7796324347916882e-05,31.075837742507275,1.0428245167082295,0.18421052631585866,9,4,order_block_retest_long,1.2938994835849424,SL,2025-03-28 10:45:00+00:00,-10.105164150577828,-1013.125366338179,90,False
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2025-03-28 16:15:00+00:00,8,GBP_USD,LONG,1.2947300000000002,1.2938032211457426,1.2966518590283813,1.2977077885425718,1.2977077885425718,1082236.72,5,OVERLAP,1.5,0.0010559295141906345,29.806889425109837,48.87858970804048,1.2946034576957266,1.2936569539321616,-2.1709510945577826,False,-8.893257477541881e-05,28.903654485050524,-0.6345769572657645,0.676470588235467,16,4,order_block_retest_long,1.2938032211457426,SL,2025-03-28 17:00:00+00:00,-9.26778854257515,-1002.9941073970111,45,False
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2025-04-29 08:15:00+00:00,8,GBP_USD,LONG,1.3425900000000002,1.3417277912302759,1.3444147251314953,1.345422087697243,1.345422087697243,1151651.67,5,LONDON,1.5,0.001007362565747635,23.448879557850997,55.98278969477211,1.3413145737352126,1.3368985113098952,6.225963849175731,False,0.00018832212096023027,80.65480073307857,10.854262647874702,0.8983050847458456,8,1,order_block_retest_long,1.3417277912302759,SL,2025-04-29 08:30:00+00:00,-8.622087697243153,-992.9641695416531,15,False
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2025-09-23 11:00:00+00:00,8,GBP_USD,SHORT,1.3510699999999998,1.352348109569772,1.3493392695348534,1.34837890430228,1.34837890430228,769131.65,5,LONDON,1.5,0.0009603652325732603,18.527140609522668,52.50995405776254,1.3509659563533851,1.3511426410867804,5.125306603559476,False,1.7955590843987803e-05,47.39716627721859,2.9404364661478333,0.21212121212106938,11,1,order_block_retest_short,1.352348109569772,SL,2025-09-23 12:45:00+00:00,-12.781095697722566,-983.0345222797259,105,False
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2025-09-23 13:30:00+00:00,8,GBP_USD,SHORT,1.35144,1.3523304322105039,1.3498271185966406,1.348925677894961,1.348925677894961,1092957.07,5,OVERLAP,1.5,0.0009014407016797055,28.621085204356604,51.85424880448976,1.3512452815855094,1.3512035944197989,4.245638161839427,False,0.00012402369854182547,46.1241520388657,3.8471841449072564,0.6220472440943161,13,1,order_block_retest_short,1.3523304322105039,SL,2025-09-23 14:15:00+00:00,-8.904322105038887,-973.2041798259535,45,False
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2025-09-23 15:15:00+00:00,8,GBP_USD,SHORT,1.3512,1.352352518843887,1.3494398743740872,1.3484648115611306,1.3484648115611306,835970.83,5,OVERLAP,1.5,0.0009750628129565047,14.531792544779664,48.10119297719565,1.3513983682422297,1.351248689260827,-0.15546186224124625,False,-1.858984620550013e-05,60.35129740519671,-0.08368242229606082,0.9499999999996808,15,1,order_block_retest_short,1.352352518843887,SL,2025-09-23 16:45:00+00:00,-11.525188438870071,-963.4721345148618,90,False
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2025-11-07 11:30:00+00:00,8,GBP_USD,SHORT,1.31134,1.312677689934505,1.3102120671033006,1.309553100654951,1.309553100654951,713048.21,5,LONDON,1.5,0.0006589664483497063,28.947200369303815,55.405300474563205,1.3113355009177095,1.309593476640256,7.658962541503556,False,0.00017318438208830967,78.9208558484841,1.944990822906334,0.09638554216878428,11,4,order_block_retest_short,1.312677689934505,SL,2025-11-07 12:00:00+00:00,-13.37689934505004,-953.8374133338104,30,False
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2025-11-07 12:15:00+00:00,8,GBP_USD,SHORT,1.31222,1.3126824310444998,1.311060459703335,1.3103856895550028,1.3103856895550028,2042032.12,5,LONDON,1.5,0.0006747701483324636,40.32938370984814,61.99124665500826,1.311451959408279,1.309675279691457,13.231795975916505,False,0.0003053314419751475,86.54409872377703,9.580405917211099,0.6046511627906256,12,4,order_block_retest_short,1.31222,TP1+SL,2025-11-07 13:00:00+00:00,5.797701483324369,1183.9092651120006,45,True
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2025-11-18 14:15:00+00:00,8,GBP_USD,LONG,1.3156800000000002,1.3147493620356634,1.3172275864289114,1.318096379643367,1.318096379643367,1027400.74,5,OVERLAP,1.5,0.0008687932144556389,20.169414535307315,54.05851174471317,1.3152266854353665,1.3156221120846152,3.501596141906038,False,0.00012574352104018186,71.7461081688361,2.633145646335766,0.7037037037038103,14,1,order_block_retest_long,1.3147493620356634,SL,2025-11-18 15:45:00+00:00,-9.30637964336789,-956.1381332317106,90,False
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2025-11-26 12:15:00+00:00,8,GBP_USD,LONG,1.3155200000000002,1.3147597228312242,1.3185985144585055,1.320232771687758,1.320232771687758,1245041.67,4,LONDON,1.5,0.0016342572292526614,45.734629650170305,43.12562598634748,1.3173516711000095,1.3148759397381775,-14.286202300348716,False,-0.00019862877186547047,32.159064877289765,-20.216711000093923,0.6917293233082669,12,2,order_block_retest_long,1.3147597228312242,SL,2025-11-26 12:30:00+00:00,-7.602771687760246,-946.5767558757734,15,False
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2025-12-04 13:15:00+00:00,8,GBP_USD,LONG,1.3339,1.332928403032527,1.3353206464498197,1.3361259696747299,1.3361259696747299,964505.88,5,OVERLAP,1.5,0.0008053232249099331,32.15385950013448,41.332027117944854,1.3342078271104736,1.3298869918749696,-9.59350743660714,False,-0.00018535728177609777,19.911912384751183,-4.978271104736365,0.20833333333344897,13,3,order_block_retest_long,1.332928403032527,SL,2025-12-04 13:30:00+00:00,-9.715969674730651,-937.1109881179401,15,False
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2025-12-04 13:30:00+00:00,8,GBP_USD,LONG,1.3336400000000002,1.3329062313873465,1.33520845741769,1.336087686126535,1.336087686126535,1264349.36,5,OVERLAP,1.5,0.0008792287088449424,36.12844519641167,39.319260594322266,1.3341781084002589,1.329922444692134,-10.96753521290239,False,-0.00023886255406293383,18.124639588484566,-7.281084002588312,0.15760869565211488,13,3,order_block_retest_long,1.336087686126535,TP3,2025-12-04 14:15:00+00:00,20.080717914715176,2538.904284381067,45,True
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