fx-quant/results/phase2/trades_S8_OB_OOS.csv at ea5472b737867d38e669a40118044bc602343035

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-17 03:58:07 +00:00

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T

Brent NealeandClaude Opus 4.6 ea5472b737 Add S8 Order Block (GBP_USD/M15) to Phase 2 portfolio

Tested all 9 untested strategies across 22 pair combos. S8 Order Block
on GBP_USD was the standout: OOS PF=2.14, WR=65.4%, Gen=1.850 PASS.
Parameter sweep confirmed DISPLACEMENT_ATR=2.0, TP1_ATR_MULT=1.0,
OB_RETEST_WINDOW=40 as best params (all top-5 PASS OOS validation).

Portfolio now 4 strategies: S7_Tight, S9_Filtered, S3, S8_OB.
OOS portfolio: 82 trades, PF=1.61, WR=64.6%, Sharpe=2.98, +672 pips.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-02-20 21:00:30 +10:00

12 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	2023-01-04 16:15:00+00:00	8	GBP_USD	LONG	1.20365	1.2019955181829898	1.2055082727233672	1.209604818170102	1.209604818170102	613640.29	5	OVERLAP	1.5	0.0020482727233673242	24.828586903533257	46.39099175780478	1.203604895620366	1.2022247720538362	-17.790803671431377	False	-0.0003182727667833351	43.12800562857442	-1.4489562036601455	0.017241379310331626	16	2	order_block_retest_long	1.20455	TP1+TIME	2023-01-05 02:15:00+00:00	13.791363616835193	846.2936369330198	600	True
3	2023-01-12 15:00:00+00:00	8	GBP_USD	LONG	1.2146800000000002	1.212450171307346	1.218122762308847	1.2253882869265413	1.2253882869265413	459102.37	4	OVERLAP	1.5	0.0036327623088471023	28.89217519507534	47.38838993188958	1.215728944775918	1.2147773768710421	-21.244394912429687	False	-0.00029395750630274226	28.953810293643233	-12.389447759180161	0.6983372921615515	15	3	order_block_retest_long	1.22135	TP1+TIME	2023-01-13 01:00:00+00:00	50.56381154423306	2321.396571619076	600	True
4	2023-02-07 09:15:00+00:00	8	GBP_USD	SHORT	1.2022	1.2032208252403203	1.2011205825322655	1.1985817475967961	1.1985817475967961	1025575.75	4	LONDON	1.5	0.0012694174677346079	42.8597230543391	45.77773191704183	1.2033762526691942	1.2080886864170148	7.392625945485953	False	-0.00011524751076478362	81.45385867782814	-9.862526691941653	0.6473988439306381	9	1	order_block_retest_short	1.1985817475967961	TP3	2023-02-07 11:00:00+00:00	23.488349707493192	2408.908186752461	105	True
5	2023-02-21 08:15:00+00:00	8	GBP_USD	SHORT	1.2021	1.2030230392116337	1.2012798692945545	1.1992596078836637	1.1992596078836637	1160321.99	5	LONDON	1.5	0.0010101307054454392	26.54969383935887	50.63198756722975	1.2025370449724608	1.2024373969230482	1.6196966840675842	False	7.1416540544322555e-06	69.20631021918076	-2.4704497246075263	0.07182320441998846	8	1	order_block_retest_short	1.2021	TP1+SL	2023-02-21 09:00:00+00:00	4.100653527226994	475.8078461012545	45	True
6	2023-03-22 14:00:00+00:00	8	GBP_USD	LONG	1.2233900000000002	1.2224991079170466	1.2243363069431774	1.226608920829532	1.226608920829532	1207532.08	5	OVERLAP	1.5	0.0011363069431773619	52.961220490356354	31.10235100541459	1.2254561335743301	1.2232547239990288	-37.58683324111889	False	-0.0006889110765645307	13.006996210894407	-22.56133574330077	0.21176470588229915	14	2	order_block_retest_long	1.2224991079170466	SL	2023-03-22 14:15:00+00:00	-8.90892082953565	-1075.780769984451	15	False
7	2023-03-22 16:30:00+00:00	8	GBP_USD	LONG	1.22316	1.2225125696550438	1.2240614344831866	1.22624430344956	1.22624430344956	1645000.07	5	OVERLAP	1.5	0.0010914344831867435	55.531165851663296	35.23118199137821	1.224802314722933	1.2232783635738496	-29.709779643041223	False	-0.0001888055284099445	32.30293412554723	-18.32314722933104	0.14814814814830043	16	2	order_block_retest_long	1.22624430344956	TP3	2023-03-22 18:00:00+00:00	19.928689851228597	3278.2696200279333	90	True
8	2023-04-17 08:00:00+00:00	8	GBP_USD	SHORT	1.2403499999999998	1.2410353112109351	1.2397889626302159	1.2382868878906477	1.2382868878906477	1601908.22	4	LONDON	1.5	0.0007510373697840877	34.93705569993603	42.26660268104398	1.2415868467369284	1.2453386082038231	-2.366666666666628	False	-5.59092643423903e-05	14.875365374219017	-10.468467369284529	0.7142857142857445	8	0	order_block_retest_short	1.2382868878906477	TP3	2023-04-17 08:45:00+00:00	13.120747524471604	2101.8233311995714	45	True
9	2023-04-17 10:45:00+00:00	8	GBP_USD	SHORT	1.2404099999999998	1.2410814805179435	1.239695064940188	1.2378851948205645	1.2378851948205645	1666204.55	5	LONDON	1.5	0.0009049350598118129	35.408856430896606	52.880471730360966	1.240817341135284	1.244714239716178	12.958143718451165	False	0.00010414304926448248	84.7864611022511	-2.1734113528415477	0.09375000000027105	10	0	order_block_retest_short	1.2410814805179435	SL	2023-04-17 11:00:00+00:00	-6.714805179437454	-1118.8238942342255	15	False
10	2023-04-19 12:15:00+00:00	8	GBP_USD	LONG	1.24239	1.2407230516078274	1.2435231613072424	1.246169483921727	1.246169483921727	664469.07	4	LONDON	1.5	0.0013231613072423173	29.756143573916148	50.30855591681825	1.242379101267775	1.2421607130872452	-0.6684668013745565	False	-0.00015925954277813507	68.09784502563475	-1.791012677749837	0.9428571428570884	12	2	order_block_retest_long	1.246169483921727	TP3	2023-04-19 14:00:00+00:00	24.56322671364342	1632.15044106138	105	True
11	2023-04-20 10:15:00+00:00	8	GBP_USD	LONG	1.2430100000000002	1.2421087316329926	1.2437575612233587	1.2456326836700757	1.2456326836700757	1247083.78	4	LONDON	1.5	0.0009375612233585675	17.354460143583257	47.02494713646246	1.243227897611525	1.2429226121995482	-5.340435273353261	False	-9.878322658389219e-05	42.998306041783316	-4.078976115249322	0.011627906976819242	10	3	order_block_retest_long	1.2430100000000002	TP1+SL	2023-04-20 11:45:00+00:00	3.73780611679253	466.135738103675	90	True
12	2023-04-26 15:15:00+00:00	8	GBP_USD	LONG	1.2475600000000002	1.246499647895895	1.248704507013683	1.2513735210410493	1.2513735210410493	1064380.89	5	OVERLAP	1.5	0.0013345070136830542	26.34195359670421	51.29017731534317	1.2460574479327802	1.244526771072989	-3.4121820094146216	False	-0.00027560185090648383	33.00332434861023	13.125520672199187	0.15306122448989534	15	2	order_block_retest_long	1.2475600000000002	TP1+SL	2023-04-26 16:15:00+00:00	5.722535068414246	609.0956969174966	60	True
13	2023-05-10 14:45:00+00:00	8	GBP_USD	LONG	1.26197	1.2607197055404828	1.2632476481983905	1.2661829445951716	1.2661829445951716	907553.79	5	OVERLAP	1.5	0.0014676481983905464	23.980289771359818	45.27490378414957	1.262617719959161	1.262076892421481	-15.489512537254502	False	-0.00016066831904927635	18.98077534844604	-8.37719959161154	0.22321428571416005	14	2	order_block_retest_long	1.2607197055404828	SL	2023-05-10 17:30:00+00:00	-12.502944595171872	-1134.709475350825	165	False
14	2023-05-12 08:30:00+00:00	8	GBP_USD	SHORT	1.25256	1.253868280156616	1.2518890661446125	1.2501671984338374	1.2501671984338374	858655.83	4	LONDON	1.5	0.000860933855387582	20.679617585225813	54.010390574321384	1.2522976210453727	1.2560853457614982	3.188924475667765	False	2.2852086423018282e-05	48.80496259806694	4.523789546273527	0.7058823529412149	8	4	order_block_retest_short	1.25256	TP1+SL	2023-05-12 09:45:00+00:00	3.354669276937061	288.0506332363892	75	True
15	2023-05-12 10:45:00+00:00	8	GBP_USD	SHORT	1.25321	1.2538950927062247	1.2524496909792506	1.2505490729377517	1.2505490729377517	1643927.71	4	LONDON	1.5	0.000950309020749464	15.612495224743	55.32833981513413	1.2525050884668534	1.2558169124359604	6.133020150200785	False	5.010901511437379e-05	83.36477987421839	8.949115331466917	0.06060606060613197	10	4	order_block_retest_short	1.2505490729377517	TP3	2023-05-12 12:15:00+00:00	17.106180576851454	2812.1324262549892	90	True
16	2023-05-16 08:15:00+00:00	8	GBP_USD	SHORT	1.2519399999999998	1.2529850840895402	1.251179719701532	1.2492791591045957	1.2492791591045957	1104565.86	5	LONDON	1.5	0.0009502802984680438	35.15215178281975	56.516566002886144	1.2514082719721524	1.2512077734494853	-1.6330472376924199	False	0.00031663419130228986	90.97651461577807	7.2172802784753465	0.6705882352940562	8	1	order_block_retest_short	1.2529850840895402	SL	2023-05-16 08:30:00+00:00	-10.450840895404044	-1154.364206135514	15	False
17	2023-05-16 11:45:00+00:00	8	GBP_USD	SHORT	1.25158	1.2529864622852407	1.2508151257158644	1.2489053771475929	1.2489053771475929	812549.74	5	LONDON	1.5	0.0009548742841357593	31.402513434601197	44.995672477055756	1.2521906797019333	1.251474000723345	-13.125142193917139	False	-5.627656120118206e-05	27.842131174965555	-4.2067970193326865	0.8773584905660535	11	1	order_block_retest_short	1.25158	TP1+SL	2023-05-16 13:00:00+00:00	3.8243714206775965	310.7492003535012	75	True
18	2023-05-16 13:45:00+00:00	8	GBP_USD	SHORT	1.25131	1.2530970298852058	1.250176567049314	1.2475297011479416	1.2475297011479416	641247.28	5	OVERLAP	1.5	0.0013234329506861644	32.80094027257984	46.95301649878922	1.2520196236700625	1.2514799985877245	-5.287070796238247	False	-0.00013263251404523494	58.10711184240629	-5.1962367006241905	0.9348837209301187	13	1	order_block_retest_short	1.24836	TP1+TIME	2023-05-16 23:45:00+00:00	20.417164753430136	1309.2451363448947	600	True
19	2023-05-23 14:15:00+00:00	8	GBP_USD	SHORT	1.24237	1.2437653729455918	1.241275423514694	1.2387062705440823	1.2387062705440823	830617.01	4	OVERLAP	1.5	0.0012845764853059527	41.43951273219814	65.35758249875914	1.240789497620608	1.2427858970621604	28.209191144135115	False	0.0006123172139903094	86.43022005614006	17.70502379392136	0.02752293577979222	14	1	order_block_retest_short	1.24237	TP1+SL	2023-05-23 17:30:00+00:00	5.472882426529324	454.5869237205332	195	True
20	2023-05-25 10:45:00+00:00	8	GBP_USD	SHORT	1.2354599999999998	1.2362597660440784	1.234684113186405	1.2327523395592155	1.2327523395592155	1454883.45	5	LONDON	1.5	0.0009658868135947878	37.09213068703965	46.781478566249206	1.2360094490026665	1.2384931897638667	-12.742739577773499	False	-5.509036675288906e-05	10.917123031529355	-3.5944900266660085	0.8194444444445087	10	3	order_block_retest_short	1.2362597660440784	SL	2023-05-25 11:00:00+00:00	-7.997660440786091	-1163.566381401939	15	False
21	2023-05-25 11:30:00+00:00	8	GBP_USD	SHORT	1.2357399999999998	1.236259331996662	1.234965560011127	1.2330366800333807	1.2330366800333807	2218100.8	5	LONDON	1.5	0.0009644399888730731	27.29758742867364	48.69653331951773	1.236035570675794	1.2384266750182578	-8.706892601768601	False	-0.00013167141959900342	34.73748354384417	-1.055706757939756	0.6428571428571853	11	3	order_block_retest_short	1.236259331996662	SL	2023-05-25 11:45:00+00:00	-5.193319966620979	-1151.9307172617966	15	False
22	2023-05-25 12:30:00+00:00	8	GBP_USD	SHORT	1.2345599999999999	1.2363153712556398	1.2335987624812004	1.2312962874436013	1.2312962874436013	649669.64	5	LONDON	1.5	0.0011512375187995674	25.071726005857933	41.960735197634946	1.2360721847151899	1.2383434199412342	-16.847903009227227	False	-0.00017713820104579083	54.70385628419199	-13.221847151898558	0.7073170731706864	12	3	order_block_retest_short	1.2345599999999999	TP1+SL	2023-05-25 13:15:00+00:00	4.806187593997534	312.24341639648446	45	True
23	2023-05-31 15:45:00+00:00	8	GBP_USD	SHORT	1.23914	1.2414107390662144	1.237560869779286	1.2340226093378575	1.2340226093378575	503595.44	5	OVERLAP	1.5	0.001769130220714206	30.96208538630321	54.49555859325747	1.2379837435866534	1.237891609141245	17.38356794060536	False	0.0002630570115639937	70.75829013947667	13.462564133466248	0.675889328063214	15	2	order_block_retest_short	1.23914	TP1+SL	2023-05-31 16:30:00+00:00	7.895651103569934	397.6213891588786	45	True
24	2023-07-05 14:45:00+00:00	8	GBP_USD	LONG	1.2718300000000002	1.2700194303892116	1.272808565369295	1.275145696107885	1.275145696107885	633784.0	4	OVERLAP	1.5	0.0011685653692949912	33.735444534485914	52.51237040219962	1.2710746525739183	1.2703244937129279	5.3228735163646235	False	3.390395401762678e-05	28.070575075458922	5.653474260818303	0.6688741721855921	14	2	order_block_retest_long	1.2700194303892116	SL	2023-07-05 18:15:00+00:00	-18.10569610788626	-1147.5100502040586	210	False
25	2023-08-22 11:15:00+00:00	8	GBP_USD	LONG	1.2765900000000001	1.2756016309531895	1.277261230156035	1.2789836904681053	1.2789836904681053	1149403.62	4	LONDON	1.5	0.0008612301560351482	31.175972411376108	41.58462475954048	1.2772887864996425	1.275412799816495	-13.90770917667039	False	-0.0003520272892787923	12.664560511221731	-8.887864996425243	0.8902439024390938	11	1	order_block_retest_long	1.2756016309531895	SL	2023-08-22 12:15:00+00:00	-9.883690468106552	-1136.0349603001168	60	False
26	2023-08-23 16:30:00+00:00	8	GBP_USD	SHORT	1.27137	1.2735848051383152	1.2702106495389494	1.267511948616848	1.267511948616848	507798.45	5	OVERLAP	1.5	0.001349350461050656	68.55560281556299	66.03190653406516	1.2690627231639777	1.272287520885155	48.083376389722595	False	0.0007462097963985394	84.31695649446279	24.972768360222997	0.6222222222222661	16	2	order_block_retest_short	1.27121	TIME	2023-08-24 02:30:00+00:00	1.5999999999993797	81.2477519999685	600	True
27	2023-08-29 15:45:00+00:00	8	GBP_USD	SHORT	1.2609499999999998	1.263424947307137	1.2594235089762094	1.255990526928628	1.255990526928628	454751.94	4	OVERLAP	1.5	0.0017164910237906332	36.04019870741589	54.16072968760498	1.2601316513093	1.2605680853022792	14.310598401192642	False	0.0005103817726420816	73.82834818151917	10.083486906999894	0.8244680851065211	15	1	order_block_retest_short	1.263424947307137	SL	2023-08-29 17:30:00+00:00	-24.749473071372652	-1125.4870893184473	105	False

12 KiB Raw Blame History

12 KiB

Raw Blame History