Files
fx-quant/logs/backtest_trades_EUR_USD_M5.csv
T
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

16 lines
1.0 KiB
CSV

time,instrument,granularity,side,price,position_size,equity,drawdown
2026-02-13 16:20:00+00:00,EUR_USD,M5,BUY,1.18684,100.0,10000.0,0.0
2026-02-13 18:15:00+00:00,EUR_USD,M5,FLAT,1.18742,0.0,10000.05,7e-06
2026-02-13 18:30:00+00:00,EUR_USD,M5,BUY,1.1878,100.0,10000.05,7e-06
2026-02-13 19:00:00+00:00,EUR_USD,M5,FLAT,1.18712,0.0,9999.99,1.2e-05
2026-02-13 20:50:00+00:00,EUR_USD,M5,BUY,1.18708,100.0,9999.99,1.2e-05
2026-02-13 21:40:00+00:00,EUR_USD,M5,FLAT,1.18682,0.0,9999.97,1.5e-05
2026-02-15 22:10:00+00:00,EUR_USD,M5,BUY,1.18719,100.0,9999.97,1.5e-05
2026-02-15 22:55:00+00:00,EUR_USD,M5,FLAT,1.18708,0.0,9999.96,1.6e-05
2026-02-16 01:20:00+00:00,EUR_USD,M5,BUY,1.18645,100.0,9999.96,1.6e-05
2026-02-16 01:40:00+00:00,EUR_USD,M5,FLAT,1.1864,0.0,9999.96,1.6e-05
2026-02-16 01:55:00+00:00,EUR_USD,M5,BUY,1.18654,100.0,9999.96,1.6e-05
2026-02-16 02:15:00+00:00,EUR_USD,M5,FLAT,1.18625,0.0,9999.93,1.8e-05
2026-02-16 02:30:00+00:00,EUR_USD,M5,BUY,1.18654,100.0,9999.93,1.8e-05
2026-02-16 04:20:00+00:00,EUR_USD,M5,FLAT,1.18663,0.0,9999.94,1.8e-05