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This commit introduces a new CSV file containing the results of a lot escalation what-if analysis. The report includes various regimes, timeframes, trade counts, net profits, final balances, final equities, returns, maximum drawdowns, and profit factors for different escalation scenarios.
9.7 KiB
9.7 KiB
| 1 | trade_id | entry_time | entry_price | exit_time | exit_price | side | leg | floating_max_usd | floating_min_usd | realised_pnl_usd | exit_reason |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | 0 | 2026-02-02 14:30:00 | 4796.01 | 2026-02-02 15:00:00 | 4751.65 | SHORT | A | 15.21 | -3.06 | 8.87 | TP(leg A) |
| 3 | 1 | 2026-02-02 14:30:00 | 4796.01 | 2026-02-02 15:00:00 | 4738.341 | SHORT | B | 15.21 | -3.06 | 11.53 | TP(fixed) |
| 4 | 2 | 2026-02-03 15:30:00 | 4940.88 | 2026-02-03 16:00:00 | 4918.78 | SHORT | A | 4.8 | -1.86 | 4.42 | TP(leg A) |
| 5 | 3 | 2026-02-03 15:30:00 | 4940.88 | 2026-02-03 16:15:00 | 4912.15 | SHORT | B | 8.97 | -1.86 | 5.75 | TP(fixed) |
| 6 | 4 | 2026-02-04 13:15:00 | 5023.11 | 2026-02-04 13:15:00 | 5041.101 | LONG | A | 3.94 | -2.06 | 3.6 | TP(leg A) |
| 7 | 5 | 2026-02-04 13:15:00 | 5023.11 | 2026-02-04 13:45:00 | 5046.499 | LONG | B | 5.16 | -2.06 | 4.68 | TP(fixed) |
| 8 | 6 | 2026-02-06 15:45:00 | 4928.82 | 2026-02-06 16:15:00 | 4907.9 | SHORT | A | 6.99 | -1.07 | 4.18 | TP(leg A) |
| 9 | 7 | 2026-02-06 15:45:00 | 4928.82 | 2026-02-06 16:15:00 | 4901.625 | SHORT | B | 6.99 | -1.07 | 5.44 | TP(fixed) |
| 10 | 8 | 2026-02-06 17:15:00 | 4954.78 | 2026-02-06 17:45:00 | 4930.904 | SHORT | A | 5.37 | -0.99 | 4.78 | TP(leg A) |
| 11 | 9 | 2026-02-06 17:15:00 | 4954.78 | 2026-02-06 18:15:00 | 4923.741 | SHORT | B | 6.73 | -0.99 | 6.21 | TP(fixed) |
| 12 | 10 | 2026-02-10 18:15:00 | 5009.27 | 2026-02-10 19:15:00 | 5026.797 | LONG | A | 8.49 | -1.49 | 5.26 | TP(leg A) |
| 13 | 11 | 2026-02-10 18:15:00 | 5009.27 | 2026-02-10 19:15:00 | 5032.055 | LONG | B | 8.49 | -1.49 | 6.84 | TP(fixed) |
| 14 | 12 | 2026-02-13 16:00:00 | 4998.03 | 2026-02-13 16:30:00 | 4983.007 | SHORT | A | 10.37 | -3.81 | 4.51 | TP(leg A) |
| 15 | 13 | 2026-02-13 16:00:00 | 4998.03 | 2026-02-13 16:30:00 | 4978.5 | SHORT | B | 10.37 | -3.81 | 5.86 | TP(fixed) |
| 16 | 14 | 2026-02-17 14:15:00 | 4942.44 | 2026-02-17 14:45:00 | 4930.877 | SHORT | A | 4.18 | -0.57 | 3.47 | TP(leg A) |
| 17 | 15 | 2026-02-17 14:15:00 | 4942.44 | 2026-02-17 15:00:00 | 4927.408 | SHORT | B | 7.46 | -0.57 | 4.51 | TP(fixed) |
| 18 | 16 | 2026-02-20 14:15:00 | 5011.18 | 2026-02-20 14:15:00 | 5020.587 | LONG | A | 3.38 | -0.24 | 2.82 | TP(leg A) |
| 19 | 17 | 2026-02-20 14:15:00 | 5011.18 | 2026-02-20 14:30:00 | 5023.409 | LONG | B | 4.07 | -1.63 | 3.67 | TP(fixed) |
| 20 | 18 | 2026-02-24 16:00:00 | 5103.25 | 2026-02-24 16:00:00 | 5117.532 | LONG | A | 6.61 | -3.89 | 4.28 | TP(leg A) |
| 21 | 19 | 2026-02-24 16:00:00 | 5103.25 | 2026-02-24 16:00:00 | 5121.816 | LONG | B | 6.61 | -3.89 | 5.57 | TP(fixed) |
| 22 | 20 | 2026-02-25 13:00:00 | 5161.9 | 2026-02-25 13:00:00 | 5171.039 | LONG | A | 3.51 | -0.38 | 2.74 | TP(leg A) |
| 23 | 21 | 2026-02-25 13:00:00 | 5161.9 | 2026-02-25 13:45:00 | 5173.78 | LONG | B | 5.56 | -2.79 | 3.56 | TP(fixed) |
| 24 | 22 | 2026-02-25 16:30:00 | 5173.83 | 2026-02-25 16:45:00 | 5183.407 | LONG | A | 5.41 | -5.4 | 2.87 | TP(leg A) |
| 25 | 23 | 2026-02-25 16:30:00 | 5173.83 | 2026-02-25 16:45:00 | 5186.281 | LONG | B | 5.41 | -5.4 | 3.74 | TP(fixed) |
| 26 | 24 | 2026-02-26 17:15:00 | 5139.69 | 2026-02-26 17:15:00 | 5152.896 | LONG | A | 6.37 | -3.58 | 3.96 | TP(leg A) |
| 27 | 25 | 2026-02-26 17:15:00 | 5139.69 | 2026-02-26 17:15:00 | 5156.858 | LONG | B | 6.37 | -3.58 | 5.15 | TP(fixed) |
| 28 | 26 | 2026-03-12 14:00:00 | 5167.09 | 2026-03-12 14:00:00 | 5174.577 | LONG | A | 3.7 | -0.36 | 2.25 | TP(leg A) |
| 29 | 27 | 2026-03-12 14:00:00 | 5167.09 | 2026-03-12 14:00:00 | 5176.823 | LONG | B | 3.7 | -0.36 | 2.92 | TP(fixed) |
| 30 | 28 | 2026-03-13 14:45:00 | 5116.59 | 2026-03-13 15:30:00 | 5106.3 | SHORT | A | 5.62 | -1.0 | 3.09 | TP(leg A) |
| 31 | 29 | 2026-03-13 14:45:00 | 5116.59 | 2026-03-13 15:30:00 | 5103.213 | SHORT | B | 5.62 | -1.0 | 4.01 | TP(fixed) |
| 32 | 30 | 2026-03-16 13:15:00 | 5016.84 | 2026-03-16 13:15:00 | 5004.632 | SHORT | A | 4.69 | -1.01 | 3.66 | TP(leg A) |
| 33 | 31 | 2026-03-16 13:30:00 | 5013.81 | 2026-03-16 13:30:00 | 5018.045 | SHORT | C | 0.59 | -1.35 | -1.27 | SL |
| 34 | 32 | 2026-03-16 13:15:00 | 5016.84 | 2026-03-16 13:45:00 | 5000.969 | SHORT | B | 8.06 | -1.01 | 4.76 | TP(fixed) |
| 35 | 33 | 2026-03-16 15:30:00 | 5029.52 | 2026-03-16 15:30:00 | 5016.83 | SHORT | A | 3.92 | -0.86 | 3.81 | TP(leg A) |
| 36 | 34 | 2026-03-16 15:30:00 | 5029.52 | 2026-03-16 16:15:00 | 5013.023 | SHORT | B | 5.14 | -2.01 | 4.95 | TP(fixed) |
| 37 | 35 | 2026-03-23 20:30:00 | 4461.77 | 2026-03-23 21:00:00 | 4423.526 | SHORT | A | 17.74 | -1.54 | 11.47 | TP(leg A) |
| 38 | 36 | 2026-03-23 20:30:00 | 4461.77 | 2026-03-23 21:00:00 | 4412.053 | SHORT | B | 17.74 | -1.54 | 14.92 | TP(fixed) |
| 39 | 37 | 2026-03-26 16:45:00 | 4464.96 | 2026-03-26 17:30:00 | 4445.291 | SHORT | A | 8.45 | -1.35 | 5.9 | TP(leg A) |
| 40 | 38 | 2026-03-26 16:45:00 | 4464.96 | 2026-03-26 17:30:00 | 4439.391 | SHORT | B | 8.45 | -1.35 | 7.67 | TP(fixed) |
| 41 | 39 | 2026-03-27 14:45:00 | 4438.08 | 2026-03-27 15:00:00 | 4426.341 | SHORT | A | 4.27 | -2.21 | 3.52 | TP(leg A) |
| 42 | 40 | 2026-03-27 14:45:00 | 4438.08 | 2026-03-27 15:15:00 | 4422.819 | SHORT | B | 5.87 | -2.21 | 4.58 | TP(fixed) |
| 43 | 41 | 2026-04-08 17:45:00 | 4736.4 | 2026-04-08 17:45:00 | 4753.819 | LONG | A | 8.67 | -1.29 | 5.23 | TP(leg A) |
| 44 | 42 | 2026-04-08 17:45:00 | 4736.4 | 2026-04-08 17:45:00 | 4759.045 | LONG | B | 8.67 | -1.29 | 6.79 | TP(fixed) |
| 45 | 43 | 2026-04-15 18:15:00 | 4797.93 | 2026-04-15 18:15:00 | 4807.527 | LONG | A | 3.61 | -0.33 | 2.88 | TP(leg A) |
| 46 | 44 | 2026-04-15 18:15:00 | 4797.93 | 2026-04-15 19:15:00 | 4810.406 | LONG | B | 4.46 | -3.62 | 3.74 | TP(fixed) |
| 47 | 45 | 2026-04-16 13:00:00 | 4807.44 | 2026-04-16 13:00:00 | 4814.971 | LONG | A | 2.41 | -0.15 | 2.26 | TP(leg A) |
| 48 | 46 | 2026-04-16 13:15:00 | 4807.33 | 2026-04-16 13:15:00 | 4809.717 | LONG | C | 0.81 | -0.67 | 0.72 | TP(fixed) |
| 49 | 47 | 2026-04-16 13:00:00 | 4807.44 | 2026-04-16 14:00:00 | 4817.23 | LONG | B | 3.97 | -0.75 | 2.94 | TP(fixed) |
| 50 | 48 | 2026-04-16 17:30:00 | 4787.5 | 2026-04-16 17:30:00 | 4799.1 | LONG | A | 3.9 | -4.54 | 3.48 | TP(leg A) |
| 51 | 49 | 2026-04-16 17:45:00 | 4788.99 | 2026-04-16 17:45:00 | 4785.301 | LONG | C | 1.3 | -1.13 | -1.11 | SL |
| 52 | 50 | 2026-04-16 17:30:00 | 4787.5 | 2026-04-16 18:00:00 | 4802.58 | LONG | B | 7.6 | -4.54 | 4.52 | TP(fixed) |
| 53 | 51 | 2026-04-20 16:15:00 | 4824.12 | 2026-04-20 16:15:00 | 4814.471 | SHORT | A | 3.64 | -0.41 | 2.89 | TP(leg A) |
| 54 | 52 | 2026-04-20 16:30:00 | 4822.32 | 2026-04-20 16:30:00 | 4825.873 | SHORT | C | 1.95 | -1.16 | -1.07 | SL |
| 55 | 53 | 2026-04-20 16:15:00 | 4824.12 | 2026-04-20 17:00:00 | 4811.576 | SHORT | B | 5.24 | -0.62 | 3.76 | TP(fixed) |
| 56 | 54 | 2026-04-23 15:30:00 | 4739.79 | 2026-04-23 16:00:00 | 4729.955 | SHORT | A | 4.5 | -1.06 | 2.95 | TP(leg A) |
| 57 | 55 | 2026-04-23 15:30:00 | 4739.79 | 2026-04-23 16:00:00 | 4727.004 | SHORT | B | 4.5 | -1.06 | 3.84 | TP(fixed) |
| 58 | 56 | 2026-05-01 15:15:00 | 4602.6 | 2026-05-01 15:15:00 | 4593.307 | SHORT | A | 6.08 | -1.39 | 2.79 | TP(leg A) |
| 59 | 57 | 2026-05-01 15:15:00 | 4602.6 | 2026-05-01 15:15:00 | 4590.519 | SHORT | B | 6.08 | -1.39 | 3.62 | TP(fixed) |
| 60 | 58 | 2026-05-06 15:00:00 | 4673.39 | 2026-05-06 15:00:00 | 4685.33 | LONG | A | 5.88 | -0.77 | 3.58 | TP(leg A) |
| 61 | 59 | 2026-05-06 15:00:00 | 4673.39 | 2026-05-06 15:00:00 | 4688.912 | LONG | B | 5.88 | -0.77 | 4.66 | TP(fixed) |
| 62 | 60 | 2026-05-11 16:30:00 | 4743.23 | 2026-05-11 16:30:00 | 4731.912 | SHORT | A | 4.62 | -0.56 | 3.4 | TP(leg A) |
| 63 | 61 | 2026-05-11 16:30:00 | 4743.23 | 2026-05-11 16:30:00 | 4728.517 | SHORT | B | 4.62 | -0.56 | 4.41 | TP(fixed) |
| 64 | 62 | 2026-05-11 16:45:00 | 4735.56 | 2026-05-11 17:00:00 | 4724.046 | SHORT | A | 5.27 | -3.78 | 3.45 | TP(leg A) |
| 65 | 63 | 2026-05-11 16:45:00 | 4735.56 | 2026-05-11 17:00:00 | 4720.592 | SHORT | B | 5.27 | -3.78 | 4.49 | TP(fixed) |
| 66 | 64 | 2026-05-21 20:45:00 | 4551.32 | 2026-05-21 21:45:00 | 4540.294 | SHORT | A | 7.21 | -2.39 | 3.31 | TP(leg A) |
| 67 | 65 | 2026-05-21 20:45:00 | 4551.32 | 2026-05-21 21:45:00 | 4536.986 | SHORT | B | 7.21 | -2.39 | 4.3 | TP(fixed) |
| 68 | 66 | 2026-05-25 15:00:00 | 4556.96 | 2026-05-25 15:00:00 | 4563.195 | LONG | A | 3.89 | -0.22 | 1.87 | TP(leg A) |
| 69 | 67 | 2026-05-25 15:00:00 | 4556.96 | 2026-05-25 15:00:00 | 4565.066 | LONG | B | 3.89 | -0.22 | 2.43 | TP(fixed) |
| 70 | 68 | 2026-06-02 15:45:00 | 4514.81 | 2026-06-02 15:45:00 | 4521.962 | LONG | A | 3.35 | -0.43 | 2.15 | TP(leg A) |
| 71 | 69 | 2026-06-02 15:45:00 | 4514.81 | 2026-06-02 15:45:00 | 4524.108 | LONG | B | 3.35 | -0.43 | 2.79 | TP(fixed) |
| 72 | 70 | 2026-06-02 17:15:00 | 4495.69 | 2026-06-02 17:15:00 | 4504.043 | LONG | A | 2.79 | -1.66 | 2.51 | TP(leg A) |
| 73 | 71 | 2026-06-02 17:15:00 | 4495.69 | 2026-06-02 18:00:00 | 4506.549 | LONG | B | 3.72 | -1.66 | 3.26 | TP(fixed) |
| 74 | 72 | 2026-06-04 14:45:00 | 4511.71 | 2026-06-04 14:45:00 | 4502.248 | SHORT | A | 6.21 | -0.96 | 2.84 | TP(leg A) |
| 75 | 73 | 2026-06-04 14:45:00 | 4511.71 | 2026-06-04 14:45:00 | 4499.409 | SHORT | B | 6.21 | -0.96 | 3.69 | TP(fixed) |
| 76 | 74 | 2026-06-11 19:00:00 | 4102.54 | 2026-06-11 19:00:00 | 4088.22 | SHORT | A | 4.71 | -0.2 | 4.3 | TP(leg A) |
| 77 | 75 | 2026-06-11 19:00:00 | 4102.54 | 2026-06-11 19:15:00 | 4083.924 | SHORT | B | 6.92 | -1.47 | 5.58 | TP(fixed) |
| 78 | 76 | 2026-06-17 14:45:00 | 4323.59 | 2026-06-17 15:30:00 | 4328.977 | LONG | A | 2.6 | -1.09 | 1.62 | TP(leg A) |
| 79 | 77 | 2026-06-17 14:45:00 | 4323.59 | 2026-06-17 15:30:00 | 4330.593 | LONG | B | 2.6 | -1.09 | 2.1 | TP(fixed) |
| 80 | 78 | 2026-06-19 15:45:00 | 4178.79 | 2026-06-19 15:45:00 | 4169.301 | SHORT | A | 9.5 | -0.32 | 2.85 | TP(leg A) |
| 81 | 79 | 2026-06-19 15:45:00 | 4178.79 | 2026-06-19 15:45:00 | 4166.454 | SHORT | B | 9.5 | -0.32 | 3.7 | TP(fixed) |
| 82 | 80 | 2026-06-23 17:00:00 | 4137.36 | 2026-06-23 17:30:00 | 4126.21 | SHORT | A | 4.61 | -2.26 | 3.34 | TP(leg A) |
| 83 | 81 | 2026-06-23 17:00:00 | 4137.36 | 2026-06-23 17:30:00 | 4122.865 | SHORT | B | 4.61 | -2.26 | 4.35 | TP(fixed) |
| 84 | 82 | 2026-06-25 16:00:00 | 4030.93 | 2026-06-25 16:00:00 | 4019.519 | SHORT | A | 5.61 | -0.89 | 3.42 | TP(leg A) |
| 85 | 83 | 2026-06-25 16:00:00 | 4030.93 | 2026-06-25 16:00:00 | 4016.095 | SHORT | B | 5.61 | -0.89 | 4.45 | TP(fixed) |
| 86 | 84 | 2026-06-30 14:15:00 | 4033.05 | 2026-06-30 15:15:00 | 4024.939 | SHORT | A | 5.5 | -1.59 | 2.43 | TP(leg A) |
| 87 | 85 | 2026-06-30 14:15:00 | 4033.05 | 2026-06-30 15:15:00 | 4022.506 | SHORT | B | 5.5 | -1.59 | 3.16 | TP(fixed) |
| 88 | 86 | 2026-06-30 17:15:00 | 4054.27 | 2026-06-30 17:45:00 | 4042.693 | SHORT | A | 5.12 | -2.7 | 3.47 | TP(leg A) |
| 89 | 87 | 2026-06-30 17:15:00 | 4054.27 | 2026-06-30 17:45:00 | 4039.22 | SHORT | B | 5.12 | -2.7 | 4.52 | TP(fixed) |
| 90 | 88 | 2026-07-02 20:45:00 | 4107.15 | 2026-07-02 21:00:00 | 4118.327 | LONG | A | 4.98 | -0.4 | 3.35 | TP(leg A) |
| 91 | 89 | 2026-07-02 20:45:00 | 4107.15 | 2026-07-02 21:00:00 | 4121.679 | LONG | B | 4.98 | -0.4 | 4.36 | TP(fixed) |
| 92 | 90 | 2026-07-03 17:00:00 | 4162.58 | 2026-07-03 17:45:00 | 4169.449 | LONG | A | 2.51 | -2.2 | 2.06 | TP(leg A) |
| 93 | 91 | 2026-07-03 17:00:00 | 4162.58 | 2026-07-03 18:00:00 | 4171.51 | LONG | B | 3.43 | -2.2 | 2.68 | TP(fixed) |
| 94 | 92 | 2026-07-06 17:30:00 | 4130.4 | 2026-07-06 17:30:00 | 4139.42 | LONG | A | 3.35 | -0.61 | 2.71 | TP(leg A) |
| 95 | 93 | 2026-07-06 17:30:00 | 4130.4 | 2026-07-06 18:00:00 | 4142.126 | LONG | B | 4.81 | -0.61 | 3.52 | TP(fixed) |
| 96 | 94 | 2026-07-07 15:00:00 | 4173.33 | 2026-07-07 15:00:00 | 4164.677 | SHORT | A | 5.58 | -0.47 | 2.6 | TP(leg A) |
| 97 | 95 | 2026-07-07 15:00:00 | 4173.33 | 2026-07-07 15:00:00 | 4162.081 | SHORT | B | 5.58 | -0.47 | 3.37 | TP(fixed) |
| 98 | 96 | 2026-07-09 16:30:00 | 4127.35 | 2026-07-09 16:45:00 | 4118.568 | SHORT | A | 2.86 | -0.65 | 2.63 | TP(leg A) |
| 99 | 97 | 2026-07-09 16:30:00 | 4127.35 | 2026-07-09 17:15:00 | 4115.933 | SHORT | B | 3.9 | -2.72 | 3.43 | TP(fixed) |
| 100 | 98 | 2026-07-15 15:45:00 | 4067.89 | 2026-07-15 16:15:00 | 4060.068 | SHORT | A | 4.07 | -1.94 | 2.35 | TP(leg A) |
| 101 | 99 | 2026-07-15 15:45:00 | 4067.89 | 2026-07-15 16:15:00 | 4057.721 | SHORT | B | 4.07 | -1.94 | 3.05 | TP(fixed) |
| 102 | 100 | 2026-07-20 17:00:00 | 3998.53 | 2026-07-20 17:00:00 | 4006.127 | LONG | A | 2.73 | -0.15 | 2.28 | TP(leg A) |
| 103 | 101 | 2026-07-20 17:00:00 | 3998.53 | 2026-07-20 17:30:00 | 4008.406 | LONG | B | 3.65 | -0.15 | 2.96 | TP(fixed) |
| 104 | 102 | 2026-07-21 14:30:00 | 4056.7 | 2026-07-21 15:15:00 | 4062.706 | LONG | A | 2.75 | -0.61 | 1.8 | TP(leg A) |
| 105 | 103 | 2026-07-21 14:30:00 | 4056.7 | 2026-07-21 15:15:00 | 4064.508 | LONG | B | 2.75 | -0.61 | 2.34 | TP(fixed) |
| 106 | 104 | 2026-07-27 16:15:00 | 4076.36 | 2026-07-27 16:15:00 | 4083.251 | LONG | A | 3.2 | -0.2 | 2.07 | TP(leg A) |
| 107 | 105 | 2026-07-27 16:15:00 | 4076.36 | 2026-07-27 16:15:00 | 4085.318 | LONG | B | 3.2 | -0.2 | 2.69 | TP(fixed) |