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fx-quant/logs/backtest_trades_EUR_USD_M5.csv
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Brent NealeandClaude Opus 4.6 187ebe9a9e Add backtesting engine with SMA cross strategy 
Reads features from Supabase, simulates SMA(3)/SMA(20) crossover signals,
and outputs P&L, drawdown, and trade logs per instrument/granularity.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-16 15:58:00 +10:00

1.0 KiB
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1timeinstrumentgranularitysidepriceposition_sizeequitydrawdown
22026-02-13 16:20:00+00:00EUR_USDM5BUY1.18684100.010000.00.0
32026-02-13 18:15:00+00:00EUR_USDM5FLAT1.187420.010000.057e-06
42026-02-13 18:30:00+00:00EUR_USDM5BUY1.1878100.010000.057e-06
52026-02-13 19:00:00+00:00EUR_USDM5FLAT1.187120.09999.991.2e-05
62026-02-13 20:50:00+00:00EUR_USDM5BUY1.18708100.09999.991.2e-05
72026-02-13 21:40:00+00:00EUR_USDM5FLAT1.186820.09999.971.5e-05
82026-02-15 22:10:00+00:00EUR_USDM5BUY1.18719100.09999.971.5e-05
92026-02-15 22:55:00+00:00EUR_USDM5FLAT1.187080.09999.961.6e-05
102026-02-16 01:20:00+00:00EUR_USDM5BUY1.18645100.09999.961.6e-05
112026-02-16 01:40:00+00:00EUR_USDM5FLAT1.18640.09999.961.6e-05
122026-02-16 01:55:00+00:00EUR_USDM5BUY1.18654100.09999.961.6e-05
132026-02-16 02:15:00+00:00EUR_USDM5FLAT1.186250.09999.931.8e-05
142026-02-16 02:30:00+00:00EUR_USDM5BUY1.18654100.09999.931.8e-05
152026-02-16 04:20:00+00:00EUR_USDM5FLAT1.186630.09999.941.8e-05
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