fx-quant/results/test_set_validation/trades_S8_OB_test.csv

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
2023-09-13 14:15:00+00:00,8,GBP_USD,SHORT,1.2484399999999998,1.2498940607493132,1.2455362616712462,1.2439893925068692,1.2439893925068692,680851.88,5,OVERLAP,1.5,0.001546869164376862,17.115933374357265,54.72391899369659,1.2478413916180524,1.2486964462924597,8.940748705617008,False,0.00023171863443344253,50.936467550135326,7.886083819474976,0.6125000000001943,14,2,order_block_retest_short,1.2498940607493132,SL,2023-09-13 14:30:00+00:00,-14.540607493134239,-989.9999948042533,15,False
2023-09-13 14:45:00+00:00,8,GBP_USD,SHORT,1.2488899999999998,1.2499017360542546,1.2459350929716357,1.2443626394574538,1.2443626394574538,968730.92,5,OVERLAP,1.5,0.0015724535141820744,16.522027259584696,55.715858883311896,1.24796602125142,1.2487117251956066,12.360720150876858,False,0.00019013474362509467,48.02305249655095,11.139787485798802,0.5602836879433462,14,2,order_block_retest_short,1.2499017360542546,SL,2023-09-13 15:15:00+00:00,-10.117360542547527,-980.0999986353766,30,False
2023-09-13 15:30:00+00:00,8,GBP_USD,SHORT,1.2483499999999998,1.249869526279591,1.2456098248027274,1.244144737204091,1.244144737204091,638553.62,5,OVERLAP,1.5,0.0014650875986363119,15.495825841804148,51.418843271204075,1.2480947062156211,1.2487235254268463,6.145744333041492,False,4.954072423843007e-05,46.56277630415406,4.452937843788529,0.787878787878742,15,2,order_block_retest_short,1.249869526279591,SL,2023-09-13 16:30:00+00:00,-15.195262795910658,-970.2990065180072,60,False
2023-09-22 14:30:00+00:00,8,GBP_USD,SHORT,1.22742,1.2284928983097843,1.2255240112681054,1.2244810169021578,1.2244810169021578,895328.1,5,OVERLAP,1.5,0.001042994365947385,33.61400361033329,60.51390558530429,1.226604919843853,1.2300752004088493,19.52405198722973,False,0.00035228200547396296,75.56935817805697,10.050801561471978,0.07999999999992895,14,4,order_block_retest_short,1.2244810169021578,TP3,2023-09-22 17:45:00+00:00,24.17485947694111,2164.4431003256677,195,True
2023-10-13 09:00:00+00:00,8,GBP_USD,SHORT,1.21959,1.2207902034168876,1.2179119772207487,1.216977965831123,1.216977965831123,818394.97,4,LONDON,1.5,0.0009340113896256419,38.37855291647575,45.89228942500955,1.2203558629899702,1.2238173530964238,-13.244039322721779,False,-1.0637396353468628e-05,18.554389347431478,-5.75862989970144,0.9285714285714852,9,4,order_block_retest_short,1.216977965831123,TP3,2023-10-13 10:45:00+00:00,21.450285059806063,1755.480539801143,105,True
2023-10-16 12:15:00+00:00,8,GBP_USD,SHORT,1.21694,1.217776181982709,1.2152221201152722,1.214268180172908,1.214268180172908,1195667.05,5,LONDON,1.5,0.000953939942363963,38.01569477161607,57.63974045624886,1.2159750471214152,1.218380235424817,10.267454210508564,False,0.0002223628707677459,78.70694109862755,11.549528785848029,0.21621621621614323,12,0,order_block_retest_short,1.217776181982709,SL,2023-10-16 12:45:00+00:00,-8.361819827091832,-999.7952445290401,30,False
2023-10-20 12:15:00+00:00,8,GBP_USD,SHORT,1.2125,1.2138602906103184,1.2106213959312102,1.2095870938968152,1.2095870938968152,727636.64,5,LONDON,1.5,0.0010343020343949387,23.474812314368123,49.57664965238673,1.2128140655498598,1.2141002487752863,1.8903395715419435,False,0.00017621169369687586,61.72859637741274,-1.2406554985977536,0.7016806722689185,12,4,order_block_retest_short,1.2138602906103184,SL,2023-10-20 12:30:00+00:00,-13.602906103185042,-989.7972891157058,15,False
2023-12-22 10:00:00+00:00,8,GBP_USD,LONG,1.2704300000000002,1.2680125522052135,1.27215631863191,1.273114477947865,1.273114477947865,405344.56,4,LONDON,1.5,0.0009581593159549691,49.58136091956205,59.12405120294558,1.2687471034559865,1.2674978706270392,5.810637927503581,False,-6.707125066424233e-07,35.79234972678289,14.928965440135222,0.8140703517587974,10,4,order_block_retest_long,1.273114477947865,TP3,2023-12-22 11:00:00+00:00,22.05398356114368,893.9462262839019,60,True
2024-02-08 15:00:00+00:00,8,GBP_USD,SHORT,1.2591499999999998,1.2603661805333823,1.2573654631107838,1.2563781946661758,1.2563781946661758,813069.08,5,OVERLAP,1.5,0.0009872684446080222,39.43493501375464,43.12431701071015,1.2612472368854,1.261362137817366,-11.994779500772434,False,0.00010091561754063422,78.26518535076112,-19.072368854000654,0.8186813186812443,15,3,order_block_retest_short,1.2603661805333823,SL,2024-02-08 15:30:00+00:00,-12.161805333825715,-988.8387873912766,30,False
2024-02-08 15:30:00+00:00,8,GBP_USD,SHORT,1.2593699999999999,1.2603760281129675,1.2575198125802167,1.256499718870325,1.256499718870325,973084.53,5,OVERLAP,1.5,0.0010200937098916103,31.725647767859876,44.785057575201385,1.2611254116731434,1.2613285215639594,-9.030811982744247,False,0.00014579277045401033,46.09545771675234,-15.65411673143391,0.16788321167881318,15,3,order_block_retest_short,1.2603760281129675,SL,2024-02-08 15:45:00+00:00,-10.060281129675717,-978.9503934738366,15,False
2024-04-19 11:00:00+00:00,8,GBP_USD,SHORT,1.2428299999999999,1.2437548594387142,1.2414542704085716,1.2406714056128574,1.2406714056128574,1047900.74,5,LONDON,1.5,0.0007828647957142035,24.359206452620775,45.480473091023846,1.2433117044904947,1.2443104284519229,-11.129973676125005,False,-0.00017186236025877317,3.4700287040686457,-2.9170449049464864,0.8644067796609022,11,4,order_block_retest_short,1.2437548594387142,SL,2024-04-19 11:15:00+00:00,-9.248594387143427,-969.1608902247444,15,False
2024-05-03 15:30:00+00:00,8,GBP_USD,LONG,1.2559300000000002,1.2549434932880823,1.2588500447461182,1.260405067119177,1.260405067119177,972592.76,5,OVERLAP,1.5,0.0015550223730590057,24.192942999628713,49.118495185755386,1.2555745115563162,1.2535088799474368,-12.132706779552915,False,-0.00029105403041294973,67.42722602739839,1.6548844368391435,0.6055045871560399,15,4,order_block_retest_long,1.2549434932880823,SL,2024-05-03 15:45:00+00:00,-9.865067119179116,-959.4692857027666,15,False
2024-05-09 13:00:00+00:00,8,GBP_USD,SHORT,1.2488799999999998,1.2501128719121242,1.246317520585839,1.2449412808787585,1.2449412808787585,770456.83,5,OVERLAP,1.5,0.0013762397070804491,32.21686778008623,53.36282916150309,1.2484809269806643,1.2499506072028035,12.358090808068933,False,0.00029058979593005126,78.6947840226057,5.890730193356397,0.8759689922481114,13,3,order_block_retest_short,1.2501128719121242,SL,2024-05-09 13:15:00+00:00,-12.328719121244003,-949.874585211404,15,False
2024-05-10 15:30:00+00:00,8,GBP_USD,LONG,1.2521000000000002,1.2514318811385297,1.2535641257431354,1.254391188614703,1.254391188614703,1407497.82,5,OVERLAP,1.5,0.0008270628715676509,30.56008922575121,47.91106006832501,1.2522589957406811,1.251443669125959,-4.379911567347072,False,-0.00010582309177767152,60.93373269946161,-3.489957406810351,0.6144578313252336,15,4,order_block_retest_long,1.2521000000000002,TP1+SL,2024-05-12 21:00:00+00:00,7.3206287156757375,1030.3768958343,3210,True
2024-05-22 12:00:00+00:00,8,GBP_USD,LONG,1.2717600000000002,1.2707715331489968,1.2731597790066873,1.273954668510031,1.273954668510031,961771.87,5,LONDON,1.5,0.0007948895033435753,32.87151984700118,45.15578884035636,1.272146707926527,1.271080881381681,-8.55809534163754,False,-0.0002625755414457748,30.666666666667826,-5.767079265268649,0.7831325301206367,12,2,order_block_retest_long,1.273954668510031,TP3,2024-05-22 13:15:00+00:00,17.972237811779035,1728.519276831943,75,True
2024-06-11 11:00:00+00:00,8,GBP_USD,SHORT,1.27328,1.273873050203915,1.2720496653072324,1.2713394979608486,1.2713394979608486,1632180.21,5,LONDON,1.5,0.0007101673463838207,41.7863883326303,53.07199229910303,1.2730139856876117,1.2734954610629359,1.0452605068844711,False,0.00016440931382096267,51.66716097616151,4.560143123883975,0.7731958762885276,11,1,order_block_retest_short,1.273873050203915,SL,2024-06-11 11:15:00+00:00,-5.930502039150909,-967.9648063666758,15,False
2024-06-11 13:15:00+00:00,8,GBP_USD,SHORT,1.27294,1.2739094892702347,1.2714667381984346,1.2706351072976518,1.2706351072976518,988443.28,5,OVERLAP,1.5,0.0008316309007827352,28.667274686770696,45.95815733047805,1.2733089743236627,1.2735381027553043,-5.00293719290168,False,-2.1958292594242653e-05,58.41086714983371,-1.7897432366265065,0.8170731707316017,13,1,order_block_retest_short,1.2706351072976518,TP3,2024-06-11 14:00:00+00:00,18.890772752751612,1867.2457381464435,45,True
2024-08-05 08:15:00+00:00,8,GBP_USD,SHORT,1.2791199999999998,1.2808255856876052,1.2754727620826325,1.2735541431239488,1.2735541431239488,572798.91,4,LONDON,1.5,0.001918618958683692,31.14705859345893,53.51563337722139,1.278448154618502,1.2784566464943503,-8.189484116609691,False,0.0004705735017570261,72.47297823824509,8.618453814979166,0.8268156424580999,8,0,order_block_retest_short,1.2808255856876052,SL,2024-08-05 08:30:00+00:00,-17.05585687605371,-976.9576227719571,15,False
2024-08-05 08:30:00+00:00,8,GBP_USD,SHORT,1.2795299999999998,1.2808209009956335,1.2759139933624446,1.274010990043667,1.274010990043667,749234.87,4,LONDON,1.5,0.0019030033187777166,30.170216437587303,54.76718049635132,1.2784980309079728,1.2784692171759986,-3.451307666642034,False,0.00047257579934096796,61.921008138775825,12.219690920272086,0.24117647058824299,8,0,order_block_retest_short,1.274010990043667,TP3,2024-08-05 10:00:00+00:00,45.67508370606024,3422.136540274917,90,True
2024-08-22 12:30:00+00:00,8,GBP_USD,LONG,1.3115500000000002,1.309418010780054,1.3132399281329743,1.3141798921994614,1.3141798921994614,469706.6,5,LONDON,1.5,0.0009399640664871318,27.16831037729934,54.84073873051602,1.310006808336491,1.3058537211610477,1.8317249275945358,False,-0.00019480693059481145,44.18083070301435,13.531916635090013,0.6368421052632354,12,3,order_block_retest_long,1.309418010780054,SL,2024-08-22 14:00:00+00:00,-21.319892199462842,-1001.4094077376213,90,False
2024-08-22 14:45:00+00:00,8,GBP_USD,LONG,1.3104300000000002,1.3093324270521345,1.3126904863191047,1.3139157294786568,1.3139157294786568,903261.43,5,OVERLAP,1.5,0.0012252431595522642,23.86359903473371,48.43307428267984,1.3101380657324035,1.306254841441342,-5.605161518216217,False,-0.0002882972143026115,33.13685896616656,1.0193426759652624,0.5696202531645854,14,3,order_block_retest_long,1.3093324270521345,SL,2024-08-22 15:00:00+00:00,-10.975729478657213,-991.395310418507,15,False
2024-08-22 16:15:00+00:00,8,GBP_USD,LONG,1.3103000000000002,1.3093702938097496,1.3123080412683372,1.3134070619025058,1.3134070619025058,1055689.82,5,OVERLAP,1.5,0.001099020634168569,16.942892704813943,50.20083135964596,1.3099473120771126,1.306427795000149,-5.168777259598745,False,-0.00010320929204055189,65.08971769630054,1.6268792288753886,0.9876543209878472,16,3,order_block_retest_long,1.3093702938097496,SL,2024-08-22 16:45:00+00:00,-9.297061902506787,-981.4813606386248,30,False
2024-08-27 08:00:00+00:00,8,GBP_USD,LONG,1.32092,1.3191306988100466,1.322192007933023,1.3229230118995343,1.3229230118995343,543042.47,5,LONDON,1.5,0.0007310039665114671,32.490187454362534,60.961778921237574,1.3194117214724586,1.3175912521838873,2.2333333333324212,False,7.100868302589497e-05,41.159653004874194,13.182785275414055,0.6548672566372203,8,1,order_block_retest_long,1.3229230118995343,TP3,2024-08-27 09:00:00+00:00,16.3750995316353,889.2374496155076,60,True
2024-09-12 10:45:00+00:00,8,GBP_USD,SHORT,1.3048799999999998,1.3056377073801664,1.3038186174655582,1.303192926198337,1.303192926198337,1294112.93,4,LONDON,1.5,0.0006256912672209431,15.553432068455853,52.592619663350234,1.3047444019825456,1.3062516353443483,0.976727027408586,False,3.186497891587541e-05,43.98669517700216,3.255980174543538,0.666666666666774,10,3,order_block_retest_short,1.3048799999999998,TP1+SL,2024-09-12 12:15:00+00:00,5.306912672208286,686.7744307485594,90,True
2024-09-12 12:45:00+00:00,8,GBP_USD,SHORT,1.3051799999999998,1.3056842947079037,1.3038080352806416,1.3030270529209624,1.3030270529209624,1958034.95,4,LONDON,1.5,0.0007809823596791501,23.86088481694282,56.15718660290497,1.3047505064405964,1.3061360545630523,4.429449842884292,False,4.758012836492012e-06,80.22746044908375,6.194935594034945,0.05468750000001355,12,3,order_block_retest_short,1.3056842947079037,SL,2024-09-12 13:00:00+00:00,-5.042947079039184,-987.4266631759134,15,False
2024-09-20 08:15:00+00:00,8,GBP_USD,LONG,1.32997,1.3289713143460002,1.3318379043599984,1.3328668565399977,1.3328668565399977,978838.93,4,LONDON,1.5,0.0010289521799992452,41.920155416327,46.44024974719503,1.3293908064214235,1.3252141136986377,-3.2659497947484795,False,-0.00019225830457813664,11.464673384176512,3.891935785764744,0.19642857142866701,8,4,order_block_retest_long,1.3289713143460002,SL,2024-09-20 09:45:00+00:00,-9.986856539998533,-977.5523969675668,90,False
2024-09-20 09:45:00+00:00,8,GBP_USD,LONG,1.3295400000000002,1.328993006466282,1.3312632902247867,1.3322199353371802,1.3322199353371802,1769265.65,4,LONDON,1.5,0.0009566451123933762,30.16926109642083,43.87889110773405,1.3294652291565963,1.3254784041413623,-5.097549075692154,False,-0.0003380111670704889,38.41744306418216,-1.1522915659623045,0.18421052631584073,9,4,order_block_retest_long,1.328993006466282,SL,2024-09-20 10:15:00+00:00,-5.469935337181208,-967.776869979588,30,False
2024-09-20 11:45:00+00:00,8,GBP_USD,LONG,1.33013,1.3290187375323117,1.3316817497845894,1.3325526246768842,1.3325526246768842,862171.75,5,LONDON,1.5,0.0008708748922947549,30.84131304324018,53.04713666304238,1.329327971732914,1.3257445570524313,5.507707831291508,False,-7.033641068532738e-05,95.30078338214544,6.120282670858401,0.5733333333332189,11,4,order_block_retest_long,1.33013,TP1+SL,2024-09-20 13:15:00+00:00,7.758748922946924,668.9374136707764,90,True
2024-09-20 15:30:00+00:00,8,GBP_USD,LONG,1.3303600000000002,1.3289132953524794,1.3326146976501376,1.3338370464752063,1.3338370464752063,666886.97,5,OVERLAP,1.5,0.0012223488250687321,28.9718333996383,54.452105825766,1.329265055916607,1.326245905273107,7.903049964741449,False,-9.73143750413885e-05,39.81178758098226,9.049440833930333,0.9174041297935588,15,4,order_block_retest_long,1.33137,TP1+TIME,2024-09-23 01:30:00+00:00,16.323488250685745,1088.5921619330418,3480,True
2024-09-27 16:15:00+00:00,8,GBP_USD,LONG,1.33905,1.3377994402470073,1.3409303983532845,1.341965597529927,1.341965597529927,780190.15,5,OVERLAP,1.5,0.0010351991766423185,21.138958141744858,43.64558792059899,1.3394412862674583,1.3382079470085404,-9.640405901780724,False,-0.00031244811335634807,13.314107248493267,-5.812862674583474,0.6119402985075418,16,4,order_block_retest_long,1.3377994402470073,SL,2024-09-27 17:00:00+00:00,-12.505597529928192,-975.6744012714306,45,False
2024-11-26 09:15:00+00:00,8,GBP_USD,SHORT,1.2557299999999998,1.2573800940898894,1.2538527060674034,1.252819059101105,1.252819059101105,585371.26,4,LONDON,1.5,0.0010336469662983096,27.060883061922922,55.422065337892384,1.255090675123738,1.256624472950574,5.745443404232553,False,0.00016703036097843728,77.28520157389643,8.29324876261861,0.9738562091504425,9,1,order_block_retest_short,1.2573800940898894,SL,2024-11-26 10:00:00+00:00,-16.500940898895866,-965.9176565172206,45,False
2024-12-11 15:45:00+00:00,8,GBP_USD,LONG,1.27451,1.2736529365845242,1.2769004227698393,1.2781906341547589,1.2781906341547589,1115738.3,5,OVERLAP,1.5,0.0012902113849196887,28.30107793977507,45.338460930400345,1.275146746313043,1.2753596838461745,-5.196573242189917,False,-2.491596767837794e-05,25.39688678658941,-8.267463130431363,0.13740458015273257,15,2,order_block_retest_long,1.2736529365845242,SL,2024-12-11 18:45:00+00:00,-8.570634154758672,-956.2584781752378,180,False
2024-12-13 13:00:00+00:00,8,GBP_USD,SHORT,1.2661099999999998,1.2666284545799624,1.2645769694669173,1.263715454200376,1.263715454200376,1825995.81,5,OVERLAP,1.5,0.0008615152665413355,28.938220308224327,62.14002923694721,1.2654847072495254,1.2698972453245314,20.99739261357536,False,0.00034250105188025887,85.35509702483442,8.152927504745389,0.12727272727274194,13,4,order_block_retest_short,1.2666284545799624,SL,2024-12-13 13:30:00+00:00,-5.184545799625795,-946.6958906869801,30,False
2024-12-13 14:00:00+00:00,8,GBP_USD,SHORT,1.2654899999999998,1.2666334874598684,1.2639234169342102,1.2630451254013155,1.2630451254013155,819623.27,5,OVERLAP,1.5,0.0008782915328948181,22.2035389614109,53.84872619867752,1.2655888000070912,1.2697520165711167,10.568508168422586,False,0.00020356187663689404,68.15723578360793,0.9119999290874148,0.8681318681317636,14,4,order_block_retest_short,1.2630451254013155,TP3,2024-12-13 15:00:00+00:00,20.057288620661787,1643.9420486600602,60,True