fx-quant/results/phase1/S9_TEST_trades.csv at bdab78ee48523dbc1fbba8c4f2ed662a1460fbdd

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-12 17:58:05 +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

10 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	2023-07-21 08:00:00+00:00	9	GBP_USD	SHORT	1.2855999999999999	1.2897913558397587	1.28203	1.27827	1.27827	238586.28	5	LONDON	1.5	0.0017326464547674724	28.056819901180887	37.09452662814107	1.291169858811311	1.2949791503696597	0.43333333333395174	False	0.0002827559650740853	35.614894654758466	-53.79858811310978	0.32753623188408426	8	4	london_breakout_short	1.2855999999999999	TP1+SL	2023-07-21 13:00:00+00:00	17.849999999999255	425.8765097999822	300	True
3	2023-07-24 07:00:00+00:00	9	GBP_USD	SHORT	1.2846199999999999	1.28768	1.28211	1.2793500000000002	1.2793500000000002	328189.14	5	ASIAN	1.5	0.0015670087422769432	20.866442041793498	43.01025239844903	1.2878102574311745	1.293021976549047	-4.159757289443622	False	0.00021256279194816445	60.09106166791518	-29.402574311745422	0.5096618357488019	7	0	london_breakout_short	1.2846199999999999	TP1+SL	2023-07-24 11:00:00+00:00	12.54999999999895	411.8773706999656	240	True
4	2023-08-10 07:00:00+00:00	9	GBP_USD	LONG	1.27468	1.2713896111335032	1.27709	1.2797500000000002	1.2797500000000002	306461.51	4	ASIAN	1.5	0.001332144436127334	30.410717189143163	60.81493988524677	1.2732766967893256	1.2762958577778547	16.309651709480733	False	0.0002951767061432928	83.90512513034172	11.533032106743057	0.4260563380281525	7	3	london_breakout_long	1.2797500000000002	TP3	2023-08-10 12:00:00+00:00	37.40000165436838	1146.1660981000234	300	True
5	2023-08-23 07:00:00+00:00	9	GBP_USD	SHORT	1.27172	1.2748836148119613	1.26935	1.26673	1.26673	322365.16	4	ASIAN	1.5	0.001499342644442791	30.766548721143213	37.20261150793753	1.2744753283471275	1.2737396100951996	-24.27226446471531	False	4.88802178820677e-05	63.49884332358278	-25.053283471274668	0.5530821917807889	7	2	london_breakout_short	1.26673	TP3	2023-08-23 09:00:00+00:00	36.800001547934194	1186.3038387000054	120	True
6	2023-08-23 09:00:00+00:00	9	GBP_USD	SHORT	1.2641399999999998	1.2689677597103135	1.2617099999999999	1.2590899999999998	1.2590899999999998	213702.07	5	LONDON	1.5	0.0020168821781164693	42.186579779794904	20.125385411340787	1.2738274676514623	1.2735878636513949	-32.662350742391766	False	-0.000783655790168436	11.683406515189487	-94.9746765146231	0.8543689320388476	9	2	london_breakout_short	1.2641399999999998	TP1+SL	2023-08-23 13:00:00+00:00	12.149999999999661	259.64801504999275	240	True
7	2023-08-31 09:00:00+00:00	9	GBP_USD	SHORT	1.2684099999999998	1.2722723433905554	1.2653499999999998	1.2620999999999996	1.2620999999999996	267790.46	4	LONDON	1.5	0.0015232989736348786	36.99517781687099	44.7476814301016	1.2676696712015272	1.2666557925776516	-7.270478393759383	False	-0.0006850485229470691	19.79660441577769	9.303287984727682	0.39910313901344713	9	3	london_breakout_short	1.26706	TP1+END	2023-08-31 23:00:00+00:00	22.049999999999013	590.4779642999737	840	True
8	2023-07-21 08:00:00+00:00	9	EUR_AUD	LONG	1.64963	1.642876633870035	1.6550299999999998	1.6606699999999996	1.6606699999999996	148074.31	5	LONDON	2.0	0.0027149645625584107	23.644236270704738	62.76256588906082	1.6454413418507388	1.6440677060861233	4.266666666665753	False	0.0009129606029675335	73.54172786459081	39.48658149261153	0.6449275362318669	8	4	london_breakout_long	1.64963	TP1+SL	2023-07-24 07:00:00+00:00	26.999999999999247	399.80063699998885	4260	True
9	2023-07-24 07:00:00+00:00	9	EUR_AUD	SHORT	1.64509	1.6508406909480062	1.6405299999999998	1.6356699999999997	1.6356699999999997	174587.37	4	ASIAN	2.0	0.0027173994949737505	26.46155374534178	36.809724459260174	1.6492527185242392	1.6456374075079383	-57.75723224937579	False	-0.000726418434032825	35.29945603754138	-38.6271852423925	0.87113402061856	7	0	london_breakout_short	1.6356699999999997	TP3	2023-07-25 06:00:00+00:00	69.90000539558093	1220.3658105000284	1380	True
10	2023-08-03 08:00:00+00:00	9	EUR_AUD	LONG	1.67632	1.67005	1.68081	1.6855399999999998	1.6855399999999998	162073.63	5	LONDON	2.0	0.00264825541026776	24.085244308269772	68.12181356729867	1.6660683942817103	1.6522958572204145	13.066666666667892	False	-0.00034950791777567424	65.07057027108013	100.11605718289739	0.7777777777777936	8	3	london_breakout_long	1.67005	SL	2023-08-03 15:00:00+00:00	-62.699999999999974	-1016.2016600999997	420	False
11	2023-08-10 08:00:00+00:00	9	EUR_AUD	LONG	1.68189	1.67714	1.68511	1.6885700000000001	1.6885700000000001	211797.82	5	LONDON	2.0	0.00214041991677935	25.32031543773258	59.696102360423694	1.678024108837152	1.6688596169185121	3.0333333333354418	False	-1.0979814594946555e-05	69.06978720638458	36.25891162848171	0.6682464454976758	8	3	london_breakout_long	1.67714	SL	2023-08-10 11:00:00+00:00	-47.50000000000031	-1006.0396450000068	180	False
12	2023-08-21 07:00:00+00:00	9	EUR_AUD	LONG	1.70132	1.6951445882493363	1.7062899999999999	1.7115599999999997	1.7115599999999997	161281.43	4	ASIAN	2.0	0.002431581507389369	12.848324253840353	60.461501709084715	1.6970400096502694	1.6882326106346586	30.70491257545438	False	0.0003684071821593045	93.2255244721863	39.79990349730622	0.33524355300856606	7	0	london_breakout_long	1.6951445882493363	SL	2023-08-22 06:00:00+00:00	-61.75411750663606	-995.9792379858299	1380	False
13	2023-08-24 07:00:00+00:00	9	EUR_AUD	LONG	1.68144	1.675584329578428	1.68486	1.68858	1.68858	168387.12	4	ASIAN	2.0	0.002278534728012487	31.8954958677168	52.867704759212025	1.6836797603120932	1.6877108482704493	12.461695619141455	False	0.0007450885606438426	85.35346135260421	-25.39760312093131	0.7840531561462369	7	3	london_breakout_long	1.68144	TP1+SL	2023-08-25 01:00:00+00:00	17.09999999999989	287.9419751999982	1080	True
14	2023-08-25 07:00:00+00:00	9	EUR_AUD	SHORT	1.678	1.6837582435861047	1.67422	1.6701400000000002	1.6701400000000002	171736.2	5	ASIAN	2.0	0.00222949047483896	30.34569583123611	36.407563511723	1.6829926956906411	1.6866477249876393	-44.54339911416527	False	-0.0004886568748600157	19.409772038895923	-46.92695690641235	0.8939929328622768	7	4	london_breakout_short	1.6837582435861047	SL	2023-08-25 13:00:00+00:00	-57.58243586104771	-988.8988721520064	360	False
15	2023-07-24 07:00:00+00:00	9	GBP_JPY	SHORT	181.667	182.336	181.10399999999998	180.50599999999997	180.50599999999997	1494.77	3	ASIAN	2.5	0.3331836348954604	18.786605650490444	48.08544112001042	181.47948872208767	181.28066469334323	-30.47795274905809	False	-0.09024897340096255	61.93415557234357	22.251127791233216	0.5381355932203405	7	0	london_breakout_short	181.667	TP1+SL	2023-07-25 05:00:00+00:00	28.15000000000083	420.7777550000124	1320	True
16	2023-07-26 08:00:00+00:00	9	GBP_JPY	SHORT	181.141	181.80542243841543	180.551	179.932	179.932	1511.4	4	LONDON	2.5	0.2792997628400264	43.733202957053706	37.337897248311535	181.5401743548579	181.36315855513502	-7.066666666668198	False	-0.05835705021983957	20.801575849522937	-37.017435485790884	0.5462046204620796	8	2	london_breakout_short	181.80542243841543	SL	2023-07-27 08:00:00+00:00	-66.44224384154427	-1004.2080734211002	1440	False
17	2023-08-03 07:00:00+00:00	9	GBP_JPY	SHORT	181.27700000000002	182.0550298595512	180.625	179.938	179.938	1277.8	4	ASIAN	2.5	0.3490539478332984	30.15607427024611	30.553126192547182	182.30170494836983	181.78533032679744	-82.538183925476	False	-0.027100320026927333	26.70013055734296	-98.97049483698197	0.9696969696969638	7	3	london_breakout_short	181.27700000000002	TP1+SL	2023-08-03 16:00:00+00:00	32.600000000000755	416.5628000000097	540	True
18	2023-08-09 07:00:00+00:00	9	GBP_JPY	LONG	182.963	182.425	183.34099999999998	183.75399999999996	183.75399999999996	1855.63	4	ASIAN	2.5	0.25198454956877386	14.67021539868963	62.728601768901875	182.25865791076126	181.81531366358925	64.68830421702307	False	-0.001367221191524104	56.58157425441443	66.93420892387394	0.9396984924623044	7	2	london_breakout_long	182.425	SL	2023-08-09 10:00:00+00:00	-53.79999999999825	-998.3289399999676	180	False
19	2023-08-16 07:00:00+00:00	9	GBP_JPY	LONG	185.245	184.69	185.639	186.068	186.068	1780.81	5	ASIAN	2.5	0.22596648607585001	29.7002832296063	62.87690656580655	184.64623812130682	183.46470926188073	19.987506924493914	False	-0.010322598958339757	55.59223923535986	56.37618786931853	0.5943877551020144	7	2	london_breakout_long	186.068	TP3	2023-08-16 17:00:00+00:00	60.85046214924734	1083.6311150000115	600	True
20	2023-08-23 07:00:00+00:00	9	GBP_JPY	SHORT	184.9	185.41700403812501	184.511	184.087	184.087	1932.64	4	ASIAN	2.5	0.2603157855892955	48.01991134633976	25.99061550445184	185.79216209991066	185.0925685048437	-82.91549663562989	False	-0.02706400948981985	61.70539246771647	-85.71620999106528	0.7434094903339189	7	2	london_breakout_short	184.087	TP3	2023-08-23 09:00:00+00:00	60.100420668102984	1161.5247700000257	120	True
21	2023-08-23 09:00:00+00:00	9	GBP_JPY	SHORT	183.839	184.6603402165466	183.444	183.01999999999998	183.01999999999998	1230.67	5	LONDON	2.5	0.33108350900301386	57.42546181391417	15.703542940547251	185.66006889730318	185.0724675963545	-41.129638262810886	False	-0.15888194252057475	8.4550382537422	-179.20688973031815	0.8174757281553464	9	2	london_breakout_short	183.839	TP1+SL	2023-08-23 15:00:00+00:00	19.75000000000051	243.0573250000063	360	True
22	2023-08-28 07:00:00+00:00	9	GBP_JPY	SHORT	184.234	184.637	184.023	183.777	183.777	2514.22	5	ASIAN	2.5	0.19467432889993236	43.14768742059697	50.41071370342816	184.26008787830426	184.585042545376	12.09561089257818	False	-0.001532767953672895	19.985396745159854	0.8912121695743735	0.7307692307692476	7	0	london_breakout_short	184.637	SL	2023-08-28 18:00:00+00:00	-40.29999999999916	-1013.2306599999788	660	False
23	2023-08-30 07:00:00+00:00	9	GBP_JPY	LONG	185.097	184.49928619439865	185.60900000000004	186.15600000000006	186.15600000000006	1678.22	5	ASIAN	2.5	0.23850798493764452	26.18078286252744	65.85985718704794	184.55250124186608	184.58914565736094	43.40188533696221	False	0.05739152528444708	78.14134861555232	50.949875813392964	0.5690072639225362	7	2	london_breakout_long	185.097	TP1+SL	2023-08-31 09:00:00+00:00	25.600000000001444	429.6243200000242	1560	True
24	2023-08-31 09:00:00+00:00	9	GBP_JPY	SHORT	185.054	185.67768129262146	184.69400000000002	184.30500000000004	184.30500000000004	1615.24	4	LONDON	2.5	0.25152448011654055	40.95991981199591	37.93731681243616	185.21326886939877	184.81585110775876	-8.410810172327388	False	-0.10567709527408028	32.85742332695667	-13.026886939877613	0.4615384615385074	9	3	london_breakout_short	184.30500000000004	TP3	2023-08-31 16:00:00+00:00	55.45046370817719	895.6580699999612	420	True

10 KiB Raw Blame History

10 KiB

Raw Blame History