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https://github.com/BrentNeale1/fx-quant.git
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Add Phase 2 backtesting pipeline: IS/OOS split, param sweep, generalization scoring
Externalize hardcoded params in S4F (5 params) and S3 (9 params) as class attributes for sweep compatibility. Add unified backtest runner with IS/OOS validation and generalization scores, plus parameter grid sweep (90 combos) with OOS validation. S7/S9/S9_Filtered pass generalization; S4F/S3 confirm defaults are near-optimal. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
Brent Neale
@@ -0,0 +1,192 @@
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{
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"S7_Tight": {
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"pair": "GBP_JPY",
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"timeframe": "H1",
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"is_metrics": {
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"trades": 63,
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"wr": 52.4,
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"pf": 0.68,
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"sharpe": -2.71,
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"pnl_pips": -567.6,
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"max_dd_pips": -703.0,
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"expectancy": -9.01
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},
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"oos_metrics": {
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"trades": 35,
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"wr": 71.4,
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"pf": 1.8,
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"sharpe": 4.17,
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"pnl_pips": 558.9,
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"max_dd_pips": -219.9,
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"expectancy": 15.97
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},
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"generalization": {
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"composite": 0.841,
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"detail": {
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"wr": 1.363,
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"pf": 2.0,
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"expectancy": 0,
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"sharpe": 0
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},
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"verdict": "PASS"
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}
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},
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"S9": {
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"pair": "GBP_USD",
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"timeframe": "H1",
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"is_metrics": {
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"trades": 253,
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"wr": 51.8,
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"pf": 0.77,
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"sharpe": -1.82,
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"pnl_pips": -1171.7,
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"max_dd_pips": -1775.8,
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"expectancy": -4.63
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},
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"oos_metrics": {
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"trades": 32,
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"wr": 68.8,
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"pf": 1.38,
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"sharpe": 2.14,
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"pnl_pips": 154.8,
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"max_dd_pips": -132.7,
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"expectancy": 4.84
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},
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"generalization": {
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"composite": 0.78,
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"detail": {
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"wr": 1.328,
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"pf": 1.792,
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"expectancy": 0,
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"sharpe": 0
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},
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"verdict": "WARN"
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}
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},
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"S9_Filtered": {
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"pair": "GBP_AUD",
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"timeframe": "H1",
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"is_metrics": {
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"trades": 54,
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"wr": 57.4,
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"pf": 1.1,
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"sharpe": 0.66,
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"pnl_pips": 131.8,
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"max_dd_pips": -561.2,
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"expectancy": 2.44
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},
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"oos_metrics": {
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"trades": 12,
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"wr": 75.0,
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"pf": 2.98,
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"sharpe": 7.38,
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"pnl_pips": 342.6,
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"max_dd_pips": -49.6,
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"expectancy": 28.55
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},
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"generalization": {
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"composite": 1.827,
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"detail": {
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"wr": 1.307,
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"pf": 2.0,
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"expectancy": 2.0,
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"sharpe": 2.0
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},
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"verdict": "PASS"
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}
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},
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"S4F": {
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"pair": "EUR_AUD",
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"timeframe": "M15",
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"is_metrics": {
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"trades": 75,
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"wr": 50.7,
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"pf": 1.43,
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"sharpe": 2.63,
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"pnl_pips": 427.8,
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"max_dd_pips": -183.7,
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"expectancy": 5.7
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},
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"oos_metrics": {
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"trades": 20,
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"wr": 25.0,
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"pf": 0.48,
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"sharpe": -5.42,
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"pnl_pips": -254.7,
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"max_dd_pips": -337.2,
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"expectancy": -12.74
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},
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"generalization": {
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"composite": 0.207,
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"detail": {
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"wr": 0.493,
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"pf": 0.336,
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"expectancy": 0.0,
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"sharpe": 0.0
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},
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"verdict": "FAIL"
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}
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},
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"S3": {
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"pair": "GBP_JPY",
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"timeframe": "H1",
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"is_metrics": {
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"trades": 112,
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"wr": 49.1,
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"pf": 1.06,
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"sharpe": 0.39,
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"pnl_pips": 146.2,
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"max_dd_pips": -533.2,
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"expectancy": 1.31
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},
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"oos_metrics": {
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"trades": 38,
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"wr": 55.3,
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"pf": 1.07,
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"sharpe": 0.51,
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"pnl_pips": 56.9,
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"max_dd_pips": -182.9,
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"expectancy": 1.5
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},
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"generalization": {
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"composite": 1.147,
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"detail": {
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"wr": 1.126,
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"pf": 1.009,
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"expectancy": 1.145,
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"sharpe": 1.308
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},
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"verdict": "PASS"
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}
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},
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"_portfolio": {
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"is_metrics": {
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"trades": 557,
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"wr": 51.7,
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"pf": 0.91,
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"sharpe": -0.64,
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"pnl_pips": -1033.5,
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"max_dd_pips": -2398.5,
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"expectancy": -1.86
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},
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"oos_metrics": {
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"trades": 137,
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"wr": 59.9,
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"pf": 1.34,
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"sharpe": 2.02,
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"pnl_pips": 858.4,
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"max_dd_pips": -452.7,
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"expectancy": 6.27
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},
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"generalization": {
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"composite": 0.658,
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"detail": {
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"wr": 1.159,
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"pf": 1.473,
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"expectancy": 0,
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"sharpe": 0
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},
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"verdict": "WARN"
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}
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}
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}
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File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,113 @@
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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
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2021-01-21 08:00:00+00:00,3,GBP_JPY,LONG,142.103,141.67087073933087,142.34798778200746,142.53064630334578,142.80463408535326,2314.12,5,LONDON,2.5,0.18265852133831076,27.26230311104218,65.36771328020032,141.55503387416744,141.34351393850062,9.600000000000364,False,0.05184910739636518,92.58608967142222,51.896612583257706,0.8470588235294354,8,3,key_level_break,141.67087073933087,SL,2021-01-22 07:00:00+00:00,-43.21292606691429,-999.998964699677,1380,False
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2021-01-26 14:00:00+00:00,3,GBP_JPY,LONG,142.188,142.00755411640975,142.4153376507707,142.58622941795122,142.84256706872193,5486.41,3,OVERLAP,2.5,0.17089176718048718,42.450112080216925,63.032770173891,141.8631088029006,141.65677934157307,29.972258964892262,False,0.06782661933959175,92.22029362143054,29.589119709939382,0.522727272727165,14,1,key_level_break,142.39174323398686,TP1+TP2+SL,2021-01-27 08:00:00+00:00,29.097547428615368,1596.4107518782964,1080,True
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2021-01-28 14:00:00+00:00,3,GBP_JPY,LONG,143.076,142.54391015512928,143.3942695346122,143.62578255768702,143.9730520922992,1890.59,4,OVERLAP,2.5,0.23151302307480484,26.647038081921053,66.25184896323412,142.4182312171034,141.9736346266331,50.91295143668901,False,0.029416686970254704,86.96952578208838,62.87687828966,0.7912087912087864,14,3,key_level_break,143.076,TP1+SL,2021-01-29 08:00:00+00:00,12.730781384487955,240.68687977699082,1080,True
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2021-02-10 09:00:00+00:00,3,GBP_JPY,LONG,144.999,144.84415879205864,145.18152362382403,145.32253937304006,145.5340629968641,6512.29,3,LONDON,2.5,0.14101574921602278,26.654237934916907,76.16324459574753,144.46901473307963,143.89242245486125,20.27364505993603,False,0.04514119255365756,78.08021776510266,50.09852669203667,0.7043879907621523,9,2,key_level_break,144.84415879205864,SL,2021-02-10 13:00:00+00:00,-15.484120794135947,-1008.3708500644359,240,False
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2021-02-12 13:00:00+00:00,3,GBP_JPY,LONG,145.02,144.84117170269667,145.20848489191005,145.35347481985008,145.57095971176008,5582.38,4,OVERLAP,2.5,0.14498992794002008,48.470360501688035,63.46950054720257,144.70387031593134,144.240161312081,15.740155379344856,False,0.037019261043647944,73.94286118690502,28.71296840686739,0.58400000000006,13,4,key_level_break,145.57095971176008,TP3,2021-02-14 23:00:00+00:00,31.897582705605597,1780.644277441186,3480,True
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2021-02-26 15:00:00+00:00,3,GBP_JPY,LONG,148.944,148.05700633450658,149.63198099648022,150.10996832746704,150.82694932394728,1145.55,4,OVERLAP,2.5,0.47798733098681734,41.57658199956032,54.44257632248389,148.84981665842298,148.04514056051397,66.554083062303,False,0.10055694658053499,77.60777640905646,6.518334157701133,0.5386100386100309,15,4,key_level_break,150.22118567337682,TP1+TP2+SL,2021-03-04 17:00:00+00:00,99.70168642542829,1142.1326688464937,8760,True
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2021-03-08 13:00:00+00:00,3,GBP_JPY,LONG,150.557,150.23233519117278,150.93274442648158,151.20257404413599,151.60731847061757,3164.85,3,OVERLAP,2.5,0.26982961765439756,24.613511423885264,67.4164588801266,149.88845432990098,149.1644087354071,33.97425053740335,False,0.05380890052131419,87.15759456082127,63.9545670099011,0.8153409090908368,13,0,key_level_break,150.79370105187294,TP1+TP2+SL,2021-03-09 10:00:00+00:00,45.58675986216258,1442.7525694976523,1260,True
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2021-03-16 15:00:00+00:00,3,GBP_JPY,LONG,151.441,151.1111158690638,151.7101523928086,151.90892065468097,152.20707304748956,3158.51,5,OVERLAP,2.5,0.1987682618723901,40.76025431068051,50.46420848145209,151.49535263323168,150.91542465774054,26.22950613472881,False,0.016564210342671498,74.48945658533246,-8.335263323166942,0.5787671232877062,15,1,key_level_break,151.67467345768543,TP1+TP2+SL,2021-03-17 08:00:00+00:00,34.15639105329092,1078.8330270572992,1020,True
|
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2021-03-17 12:00:00+00:00,3,GBP_JPY,LONG,151.846,151.62253184969637,152.08540445091091,152.26434075151818,152.53274520242908,4710.88,3,LONDON,2.5,0.17893630060726662,33.52275148347124,59.50854410680859,151.56496597460043,151.0442454033636,8.126866225589424,False,0.026036888400755076,56.87269139634227,25.20340253995812,0.5490196078431883,12,2,key_level_break,151.62253184969637,SL,2021-03-17 14:00:00+00:00,-22.346815030363132,-1052.7316399023707,120,False
|
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2021-03-23 08:00:00+00:00,3,GBP_JPY,SHORT,150.163,150.43074468988976,149.8965159303307,149.69952655055118,149.40404248088188,3892.53,4,LONDON,2.5,0.19698937977953085,38.612082430749595,34.485233933407,150.80986265581757,151.0943552519145,-10.799999999997567,False,-0.028323031578684377,47.46902304571353,-61.78626558175608,0.8675799086757559,8,1,key_level_break,149.40404248088188,TP3,2021-03-23 10:00:00+00:00,44.377451147087754,1727.405599135735,120,True
|
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2021-03-23 10:00:00+00:00,3,GBP_JPY,SHORT,149.349,149.8206739928131,149.00022802156064,148.74838003593442,148.37060805749508,2246.21,3,LONDON,2.5,0.25184798562622956,48.666052208141565,21.58600437447214,150.71151719977624,151.0634424477381,-41.362256747251536,False,-0.10847951402056732,11.614995768430944,-133.3517199776253,0.5065359477124264,10,1,key_level_break,149.8206739928131,SL,2021-03-23 12:00:00+00:00,-47.16739928131233,-1059.4788393967656,120,False
|
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2021-03-30 08:00:00+00:00,3,GBP_JPY,LONG,151.867,151.62648601157332,152.16504196528,152.38306994213337,152.7101119074134,4361.01,3,LONDON,2.5,0.2180279768533513,38.533736891783676,68.12613520971837,151.09367702423367,150.661190657514,4.6666666666652645,False,0.03753176517711303,67.06153289473713,74.43229757663232,0.630813953488338,8,1,key_level_break,151.62648601157332,SL,2021-03-30 11:00:00+00:00,-24.05139884266703,-1048.8839086685934,180,False
|
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2021-04-01 13:00:00+00:00,3,GBP_JPY,LONG,152.96099999999998,152.66600675756808,153.25197972729572,153.46529954549288,153.78527927278859,3520.06,4,OVERLAP,2.5,0.21331981819715234,26.78254996186527,70.7225590762274,152.25606333903318,151.31669481439175,24.389276341079835,False,0.003952530277822663,79.43602246682258,67.5936660966812,0.718749999999926,13,3,key_level_break,152.96099999999998,TP1+SL,2021-04-05 14:00:00+00:00,11.639189091829394,409.7064395458498,5820,True
|
||||
2021-04-08 12:00:00+00:00,3,GBP_JPY,SHORT,150.132,150.50963217010596,149.76810348968206,149.50617248280344,149.1132759724855,2760.6,5,LONDON,2.5,0.26193100687862975,52.27205074978917,31.391330293264446,151.2941925823587,151.81360895840527,-18.29465942252,False,-0.02715479393233511,25.163778411480497,-113.31925823587028,0.5290519877675927,12,3,key_level_break,150.132,TP1+SL,2021-04-09 08:00:00+00:00,14.555860412717722,401.8290825534854,1200,True
|
||||
2021-04-13 14:00:00+00:00,3,GBP_JPY,SHORT,149.892,150.28423112586154,149.5315066224153,149.27184437069215,148.88235099310745,2668.09,4,OVERLAP,2.5,0.2596622517231374,40.02607356058535,37.27476310631735,150.3833282810112,151.02265260425685,-22.21967478415081,False,-0.06832417929392262,41.93956933503932,-46.232828101119594,0.8514851485148914,14,1,key_level_break,150.28423112586154,SL,2021-04-14 07:00:00+00:00,-39.22311258615423,-1046.5079445999224,1020,False
|
||||
2021-04-19 08:00:00+00:00,3,GBP_JPY,SHORT,149.949,150.22177032317228,149.66411760191178,149.45486266985296,149.1409802717647,3798.23,5,LONDON,2.5,0.20925493205882362,26.36505008371026,42.4337863043988,150.14560287672384,150.45256114700604,-3.866666666667129,False,-0.042978442477472165,29.917610212555605,-16.760287672383356,0.6409395973154407,8,0,key_level_break,150.22177032317228,SL,2021-04-19 10:00:00+00:00,-27.277032317226713,-1036.0444245826002,120,False
|
||||
2021-04-21 14:00:00+00:00,3,GBP_JPY,LONG,150.7,150.39131532435542,151.04325402693365,151.2914233782228,151.66367740515645,3322.76,5,OVERLAP,2.5,0.24816935128911508,31.451512150703536,50.221259245680585,150.7123606261788,150.6417041391936,14.919865708208135,False,0.010266793171429311,42.64439851026106,-4.136062617880043,0.7984031936128235,14,2,key_level_break,150.39131532435542,SL,2021-04-22 04:00:00+00:00,-30.86846756445709,-1025.6850928447545,840,False
|
||||
2021-04-22 12:00:00+00:00,3,GBP_JPY,SHORT,149.92600000000002,150.16726498144175,149.66845505567483,149.47742509279138,149.1908801484662,4208.76,5,LONDON,2.5,0.19102996288345767,34.47864317275613,31.692713137946512,150.5205776904315,150.59689462675286,-17.096319062821408,False,-0.03925847747106101,24.642350162258982,-56.55776904314962,0.5674931129476284,12,3,key_level_break,149.83552105844188,TP1+TP2+SL,2021-04-22 16:00:00+00:00,30.054372892515747,1264.9164245510458,240,True
|
||||
2021-05-04 09:00:00+00:00,3,GBP_JPY,LONG,151.889,151.6707419880666,152.1087740358002,152.27462339300033,152.5233974288005,4710.37,3,LONDON,2.5,0.16584935720012037,30.297143118855566,60.60506840097212,151.60490899489142,151.141525387837,6.9238031345889794,False,0.0050643832391594895,53.84713208323288,25.50910051085964,0.5659340659341509,9,1,key_level_break,151.6707419880666,SL,2021-05-04 11:00:00+00:00,-21.825801193341476,-1028.0759916707989,120,False
|
||||
2021-05-07 15:00:00+00:00,3,GBP_JPY,LONG,151.954,151.63598268588706,152.25745194233883,152.47908657056473,152.81153851290355,3200.44,4,OVERLAP,2.5,0.2216346282258869,27.671257800086654,57.00832074807804,151.7553544765466,151.49425873518342,24.696918696420767,False,0.00875283273367037,69.27142481331558,16.964552345342554,0.7385321100917855,15,4,key_level_break,152.81153851290355,TP3,2021-05-10 05:00:00+00:00,50.29231077421286,1609.5752309422182,3720,True
|
||||
2021-05-12 12:00:00+00:00,3,GBP_JPY,LONG,154.081,153.80063586061797,154.3650924181461,154.57382069691016,154.88691311505627,3687.67,4,LONDON,2.5,0.20872827876406727,20.724516154496214,67.19209142473466,153.5165032896066,152.4849102292091,22.717922091695186,False,0.01607836102286158,45.785821121631336,53.549671039340296,0.6207455429497365,12,2,key_level_break,154.081,TP1+SL,2021-05-12 16:00:00+00:00,11.36369672584465,419.05563504995536,240,True
|
||||
2021-05-20 14:00:00+00:00,3,GBP_JPY,LONG,154.09799999999998,153.8603329660796,154.38171538747542,154.59019231245907,154.90290769993453,4367.8,3,OVERLAP,2.5,0.20847692498363246,26.494707886366264,49.379447491744344,154.18107851428482,153.81270460404173,13.02917796784584,False,0.01763224704288631,69.27800394971372,-11.207851428483195,0.6733668341707431,14,3,key_level_break,154.09799999999998,TP1+SL,2021-05-21 07:00:00+00:00,11.34861549901757,495.6848277660894,1020,True
|
||||
2021-05-27 13:00:00+00:00,3,GBP_JPY,LONG,155.16899999999998,154.713615320446,155.46315403866197,155.6785900644366,156.0017441030986,2290.46,3,OVERLAP,2.5,0.2154360257746515,44.42139504139658,81.75476693213379,154.14690095081153,154.01933927957194,51.470081747305585,False,0.11544959225919448,87.78705895881296,99.30990491884586,0.6653144016226732,13,3,key_level_break,156.0017441030986,TP3,2021-05-27 17:00:00+00:00,48.80464618591645,1117.850899029942,240,True
|
||||
2021-06-03 08:00:00+00:00,3,GBP_JPY,LONG,155.692,155.4083394861696,155.87873154149122,156.02255256915203,156.23828411064324,3716.47,4,LONDON,2.5,0.14382102766080937,28.48988446363885,70.04359863901207,155.3330181179484,155.00598702177317,7.699999999999818,False,0.023271264712231676,58.902862280382685,32.99818820516123,0.818181818181811,8,3,key_level_break,155.4083394861696,SL,2021-06-03 13:00:00+00:00,-28.366051383039803,-1054.2157898352593,300,False
|
||||
2021-06-03 14:00:00+00:00,3,GBP_JPY,LONG,155.53,155.2304930721471,155.75552078355872,155.9252013059312,156.17972208948996,3484.64,4,OVERLAP,2.5,0.1696805223724854,38.27966637828518,52.901488453753366,155.389683969811,155.0407850769158,-8.455660582887958,False,0.0036440904589813,34.66743537627596,11.131603018901615,0.5648535564853073,14,3,key_level_break,155.2304930721471,SL,2021-06-04 14:00:00+00:00,-29.950692785288876,-1043.6738210732904,1440,False
|
||||
2021-06-08 13:00:00+00:00,3,GBP_JPY,SHORT,154.543,154.8135005687607,154.34999829371785,154.20199715619643,153.97999544991427,3819.73,4,OVERLAP,2.5,0.14800113752143448,35.3983145526798,28.943587477122946,154.96136217273659,155.0459354105686,-18.207775570965623,False,-0.02427845893447178,25.480088161344963,-38.93621727365826,0.6694560669455804,13,1,key_level_break,154.8135005687607,SL,2021-06-08 14:00:00+00:00,-27.05005687606956,-1033.2391375122918,60,False
|
||||
2021-06-10 08:00:00+00:00,3,GBP_JPY,SHORT,154.21,154.38803705937258,154.03488882188225,153.89881470313705,153.6947035250193,5745.47,2,LONDON,2.5,0.1360741187451768,43.096800285413146,24.078560320877074,154.77377122619245,154.95935169879576,-1.266666666666083,False,-0.036865949369345535,23.43498697474122,-53.47712261924471,0.5416666666666948,8,3,key_level_break,154.38803705937258,SL,2021-06-10 09:00:00+00:00,-17.803705937257064,-1022.9065835133234,60,False
|
||||
2021-06-14 08:00:00+00:00,3,GBP_JPY,SHORT,154.398,154.62460459259609,154.2031862222118,154.05397703701968,153.83016325923148,4468.92,3,LONDON,2.5,0.14920918519212883,30.632692356596223,28.360408114636797,154.85804764358238,154.93658905402955,-5.433333333331802,False,-0.03284159101698226,25.752943840579828,-43.10476435823887,0.6710182767624479,8,0,key_level_break,154.62460459259609,SL,2021-06-14 10:00:00+00:00,-22.660459259608956,-1012.6777959445166,120,False
|
||||
2021-06-16 13:00:00+00:00,3,GBP_JPY,LONG,155.168,154.9359618890593,155.3521143328221,155.49419055470352,155.70730488752562,4320.63,3,OVERLAP,2.5,0.14207622188140398,26.96103732974486,52.04461932945029,155.07195086610463,155.0063142730657,0.9538143062115978,False,0.0075245104748453764,44.11703147767691,6.704913389538092,0.6933333333335279,13,2,key_level_break,154.9359618890593,SL,2021-06-16 17:00:00+00:00,-23.203811094069238,-1002.5508232736837,240,False
|
||||
2021-07-02 08:00:00+00:00,3,GBP_JPY,SHORT,153.298,153.5514223648486,153.08873290545412,152.92988817575687,152.691621081211,3916.48,4,LONDON,2.5,0.1588447296972475,27.2607902455105,37.75882072149934,153.51506243619792,153.7059888806986,-6.3333333333332575,False,-0.026784116828498093,24.6959776568423,-18.80624361979244,0.633116883116876,8,4,key_level_break,153.298,TP1+SL,2021-07-02 12:00:00+00:00,8.370683781835169,327.83615617881804,240,True
|
||||
2021-07-06 08:00:00+00:00,3,GBP_JPY,SHORT,153.476,153.6932929888071,153.26487103357871,153.1047850559645,152.86465608954322,4582.77,4,LONDON,2.5,0.16008597761419419,21.875826260996256,42.62943727877053,153.63433466334348,153.6691950540662,-3.700000000000614,False,-0.010957073848273068,36.04720397632226,-12.933466334348509,0.6763285024155511,8,1,key_level_break,153.476,TP1+SL,2021-07-06 12:00:00+00:00,8.44515865685139,387.0221973785885,240,True
|
||||
2021-07-06 13:00:00+00:00,3,GBP_JPY,SHORT,153.173,153.50694568993416,152.92376293019748,152.73827155032916,152.46003448052664,2993.52,4,OVERLAP,2.5,0.1854913798683361,29.877684487798508,36.5886755914663,153.57919012800977,153.65272750276586,-18.838274043167758,False,-0.06351732441527552,28.46723363439392,-37.719012800977225,0.7234636871508704,13,1,key_level_break,152.46003448052664,TP3,2021-07-06 15:00:00+00:00,41.617931168401576,1245.8410931123349,120,True
|
||||
2021-07-23 14:00:00+00:00,3,GBP_JPY,LONG,152.058,151.75769413020163,152.347917609395,152.5605293489917,152.87944695838675,3370.34,4,OVERLAP,2.5,0.21261173959668542,22.9740294867441,62.852674560320594,151.38877347198812,151.37426331705265,19.529910528495975,False,0.004799916343788485,70.15225900299293,64.02265280118797,0.8007812499999372,14,4,key_level_break,151.75769413020163,SL,2021-07-26 01:00:00+00:00,-30.03058697983647,-1012.1328852162205,3540,False
|
||||
2021-07-26 13:00:00+00:00,3,GBP_JPY,LONG,152.426,152.08355533614056,152.7763339915783,153.02922331929716,153.40855731087547,2926.05,4,OVERLAP,2.5,0.2528893277188701,25.871398985957015,65.82738189258899,151.72130903095484,151.4900220473937,35.09728560642884,False,0.04269173079412396,82.43078274734012,67.56909690451494,0.5343137254901976,13,0,key_level_break,152.08355533614056,SL,2021-07-27 07:00:00+00:00,-34.24446638594247,-1002.0102086858698,1080,False
|
||||
2021-07-28 08:00:00+00:00,3,GBP_JPY,LONG,152.753,152.5148624928889,153.02981252133327,153.23368753555548,153.53950005688878,4165.62,4,LONDON,2.5,0.20387501422219576,26.88373704332549,65.4967438893515,152.2216335626233,151.7801842896247,9.600000000000364,False,0.026491437031277557,82.88329725829456,50.23664373766792,0.5519480519479735,8,2,key_level_break,152.5148624928889,SL,2021-07-28 09:00:00+00:00,-23.813750711107673,-991.9903623720434,60,False
|
||||
2021-07-28 11:00:00+00:00,3,GBP_JPY,LONG,152.807,152.4969188399697,153.09452919437655,153.30554865729422,153.62207785167078,3167.14,4,LONDON,2.5,0.21101946291769638,31.23028193460563,64.56711088739877,152.27247902397323,151.8064619577581,13.57194516663185,False,0.033377796358246364,75.72918985018273,50.55209760267587,0.6766169154228863,11,2,key_level_break,153.03934069477725,TP1+TP2+SL,2021-07-29 15:00:00+00:00,36.089927962377146,1143.0185444676315,1680,True
|
||||
2021-07-30 12:00:00+00:00,3,GBP_JPY,LONG,153.146,152.91694047078855,153.38417858763435,153.56229764605726,153.82947623369162,4337.3,3,LONDON,2.5,0.17811905842291034,36.273272488183714,58.101570580260095,152.84423066424503,152.23978713737733,4.1866362561165715,False,0.03104575953436433,67.98751306926776,27.276933575495832,0.5912408759123254,12,4,key_level_break,152.91694047078855,SL,2021-07-30 13:00:00+00:00,-22.90595292114403,-993.4998960487802,60,False
|
||||
2021-08-04 12:00:00+00:00,3,GBP_JPY,SHORT,151.579,151.96860378556636,151.31118864330085,151.11331440550143,150.81650304880228,2524.53,5,LONDON,2.5,0.1978742377994295,25.83918004963195,40.3990102947799,151.94292971958018,152.1095729827559,-29.226343363956175,False,-0.0029977702234382925,21.47975695254445,-33.49297195801739,0.6564885496183444,12,2,key_level_break,151.96860378556636,SL,2021-08-04 14:00:00+00:00,-38.96037855663508,-983.5664447758196,120,False
|
||||
2021-08-05 13:00:00+00:00,3,GBP_JPY,LONG,152.627,152.2935808105078,152.9271147113338,153.14652451888963,153.4756392302234,2920.44,4,OVERLAP,2.5,0.21940980755584644,21.82798587034435,64.53640656394998,152.17884217174662,152.14839189697886,13.119404599839868,False,0.004984323316418668,55.60039947447809,41.915782825338965,0.6355421686747493,13,3,key_level_break,152.90261500208013,TP1+TP2+SL,2021-08-06 15:00:00+00:00,38.29786925053839,1118.4662927404233,1560,True
|
||||
2021-08-10 08:00:00+00:00,3,GBP_JPY,LONG,153.213,153.0365788450472,153.41240632200126,153.56467720333544,153.7930835253367,5582.74,4,LONDON,2.5,0.15227088133417463,28.56401653506545,68.40730211071514,152.7853051887561,152.48758097859923,5.433333333331802,False,0.041970567195485885,83.44483964666692,39.86948112438995,0.843881856540055,8,1,key_level_break,153.0365788450472,SL,2021-08-10 12:00:00+00:00,-17.642115495280564,-984.9134386012261,240,False
|
||||
2021-08-24 12:00:00+00:00,3,GBP_JPY,SHORT,150.151,150.36567175138148,149.83698474585557,149.60830790975928,149.26529265561481,4542.12,4,LONDON,2.5,0.22867683609629705,25.589876082417227,40.64134276965143,150.33978996741655,150.84057110352913,-24.638875514497727,False,-0.06420409013655537,26.500237670309783,-15.978996741654328,0.674747474747475,12,1,key_level_break,150.36567175138148,SL,2021-08-24 13:00:00+00:00,-21.467175138147354,-975.0648553848185,60,False
|
||||
2021-08-27 13:00:00+00:00,3,GBP_JPY,LONG,151.38,151.14076488829963,151.6457053351011,151.84217555850182,152.13688089360292,4035.0,5,OVERLAP,2.5,0.1964702234007314,47.8573344462529,67.4535680893782,150.9038355994709,150.87957695842377,26.65335023942248,False,0.07317320676600018,83.74660016780966,44.71644005290898,0.7696629213483289,13,4,key_level_break,151.14076488829963,SL,2021-08-27 14:00:00+00:00,-23.923511170036704,-965.313675710981,60,False
|
||||
2021-09-02 13:00:00+00:00,3,GBP_JPY,LONG,152.009,151.7147703546273,152.20643893611805,152.3573982268634,152.58383716298144,3248.01,4,OVERLAP,2.5,0.1509592907453629,37.65241213999423,71.16028742489613,151.529905323225,151.21450633663116,26.41604471405401,False,0.02864427352457139,73.00943379387537,45.009467677499515,0.8310626702996908,13,3,key_level_break,152.009,TP1+SL,2021-09-03 02:00:00+00:00,7.8975574447224535,256.51345556032976,780,True
|
||||
2021-09-09 11:00:00+00:00,3,GBP_JPY,LONG,152.037,151.85959555694618,152.25221332916152,152.41502221526918,152.6592355444307,5401.37,4,LONDON,2.5,0.16280888610767064,41.19918233947311,60.57897640060594,151.8087778329956,151.6977606437248,18.159749501299416,False,0.03783015362071043,85.40190818073779,19.922216700442164,0.92796610169505,11,3,key_level_break,151.85959555694618,SL,2021-09-09 17:00:00+00:00,-17.740444305383107,-958.2270365776715,360,False
|
||||
2021-09-14 12:00:00+00:00,3,GBP_JPY,LONG,152.783,152.52321687496038,153.01172437511883,153.18354062519805,153.44126500031692,3651.68,5,LONDON,2.5,0.17181625007922857,23.003367140135797,65.54478562492648,152.28356720437182,151.97143939222903,10.413368740287865,False,0.03392838596984034,68.67672811793456,47.04327956281702,0.5900277008309778,12,1,key_level_break,152.52321687496038,SL,2021-09-14 13:00:00+00:00,-25.97831250396041,-948.6448420446214,60,False
|
||||
2021-09-17 14:00:00+00:00,3,GBP_JPY,SHORT,151.142,151.57318788504787,150.85318634485637,150.6413105747606,150.32349691961699,2178.07,5,OVERLAP,2.5,0.21187577009575292,28.917378982666452,38.712411865241705,151.46944802583954,151.6670571408625,-43.255258472649416,False,-0.027377503674747505,36.17727589100921,-29.844802583954788,0.7597402597402757,14,4,key_level_break,150.32349691961699,TP3,2021-09-20 07:00:00+00:00,47.95018482298075,1044.388590573897,3900,True
|
||||
2021-09-21 14:00:00+00:00,3,GBP_JPY,SHORT,148.973,149.31905077952612,148.58384766142166,148.30507943570274,147.88692709712438,2744.11,3,OVERLAP,2.5,0.2787682257189037,34.27739680971538,30.239834367252172,150.05809894332748,151.02624868309897,-54.9847526820372,False,-0.028877320205667162,12.486027663384382,-105.60989433274699,0.8337078651685091,14,1,key_level_break,149.31905077952612,SL,2021-09-21 15:00:00+00:00,-34.60507795261094,-949.6014046053922,60,False
|
||||
2021-09-27 08:00:00+00:00,3,GBP_JPY,LONG,151.995,151.4109812227702,152.29889843695258,152.52083072825428,152.85372916520686,1609.72,5,LONDON,2.5,0.22193229130170972,26.10820731293828,70.38599568101166,151.12024058601932,150.8250003924839,11.633333333335827,False,0.031621421699426014,88.26397086976061,84.57594139806872,0.7065767284991884,8,0,key_level_break,152.22145517913046,TP1+TP2+SL,2021-09-28 07:00:00+00:00,37.718270190883345,607.1585389166875,1380,True
|
||||
2021-10-05 08:00:00+00:00,3,GBP_JPY,LONG,151.436,151.0622852426385,151.77334427208456,152.01757378680756,152.3839180588921,2531.82,4,LONDON,2.5,0.2442295147230251,26.981682784465928,66.04237037969035,150.8041080488105,150.7524197722266,7.900000000000773,False,0.011632807124999506,68.87846570742614,60.289195118951966,0.739682539682558,8,1,key_level_break,151.436,TP1+SL,2021-10-05 12:00:00+00:00,13.493770883382012,341.6379899796425,240,True
|
||||
2021-10-05 14:00:00+00:00,3,GBP_JPY,LONG,151.988,151.6469774506204,152.3469247909959,152.6055413183265,152.9934661093224,2784.55,4,OVERLAP,2.5,0.2586165273305987,52.10292899842668,75.67251852193797,150.98102711405303,150.80325078184833,38.01725532436251,False,0.05699218956286345,82.3854857445932,97.79728859469685,0.6862170087977207,14,1,key_level_break,151.6469774506204,SL,2021-10-06 07:00:00+00:00,-34.1022549379602,-949.5943398749707,1020,False
|
||||
2021-10-07 14:00:00+00:00,3,GBP_JPY,LONG,151.944,151.6733007751404,152.2508476745788,152.47474612429804,152.81059379887685,3472.85,4,OVERLAP,2.5,0.22389844971921458,22.241675414438475,66.41797593643571,151.3989704432982,151.07462874092823,37.27070275714084,False,0.05642049316525995,81.1050953113204,51.60295567017954,0.7073170731707205,14,3,key_level_break,152.19532383172174,TP1+TP2+SL,2021-10-08 11:00:00+00:00,38.530228589509655,1338.097043570786,1260,True
|
||||
2021-10-08 14:00:00+00:00,3,GBP_JPY,LONG,152.815,152.42477813904236,153.11291558287292,153.3308593047882,153.6577748876611,2443.43,3,OVERLAP,2.5,0.2179437219152792,32.32285525025072,74.80473499980397,151.90631743016175,151.3123882247928,41.39844550965108,False,0.01954997890589072,62.73014229052337,87.9682569838252,0.8242009132420085,14,4,key_level_break,153.6577748876611,TP3,2021-10-11 03:00:00+00:00,49.406493259666604,1207.2130782546717,3660,True
|
||||
2021-10-22 08:00:00+00:00,3,GBP_JPY,LONG,157.371,156.79354629735553,157.75936110793342,158.0376018465557,158.4549629544891,1672.08,3,LONDON,2.5,0.2782407386222704,20.055738654501745,50.57803871113618,157.38787736911792,156.2966690501432,16.63333333333412,False,0.016236481212010004,38.159590446539745,-4.58773691179033,0.8445297504798723,8,4,key_level_break,156.79354629735553,SL,2021-10-22 13:00:00+00:00,-57.74537026444761,-965.5487871177756,300,False
|
||||
2021-10-26 10:00:00+00:00,3,GBP_JPY,LONG,157.651,157.2340235622387,157.93992931328395,158.15188218880658,158.46981150209052,2292.44,2,LONDON,2.5,0.2119528755226295,54.02478082155544,78.9385563447504,156.79029994348832,156.42074226565194,35.79861526247612,False,0.09240074513251882,93.07647611213736,83.17000565116928,0.8768115942029329,10,1,key_level_break,157.2340235622387,SL,2021-10-26 15:00:00+00:00,-41.697643776132054,-955.8934649815617,300,False
|
||||
2021-11-02 08:00:00+00:00,3,GBP_JPY,SHORT,154.711,155.0206924477479,154.3599226567563,154.1065377612605,153.7264604180168,3055.73,2,LONDON,2.5,0.2533848954957984,50.24439734069995,20.32594928318065,155.9045812486728,156.28564548881667,-17.99999999999784,False,-0.07320421323963075,19.967255520596748,-116.45812486727891,0.8821428571428531,8,1,key_level_break,155.0206924477479,SL,2021-11-02 11:00:00+00:00,-30.969244774789214,-946.3365033566665,180,False
|
||||
2021-11-26 09:00:00+00:00,3,GBP_JPY,SHORT,151.697,152.25979123312143,151.19982630063578,150.84904383439297,150.32287013502875,1664.69,4,LONDON,2.5,0.35078246624281445,69.3022548455759,19.841076070296964,153.28995366810508,153.60346792223783,-13.096101296278562,False,-0.13192522212571428,38.256454016268854,-156.39536681050856,0.637059724349161,9,4,key_level_break,152.25979123312143,SL,2021-11-26 13:00:00+00:00,-56.27912331214304,-936.8729378649141,240,False
|
||||
2021-12-01 14:00:00+00:00,3,GBP_JPY,SHORT,150.498,150.87540861233134,150.05477416300604,149.7399569383434,149.26773110134945,2457.56,4,OVERLAP,2.5,0.3148172246626341,30.887696845207337,40.66991467193325,151.00496941436532,152.20862522929332,-38.240956850196994,False,-0.010668071311928269,37.593552101324974,-47.7969414365333,0.9684684684684471,14,2,key_level_break,150.14081846199065,TP1+TP2+SL,2021-12-02 01:00:00+00:00,55.194386706208434,1356.4351699370961,660,True
|
||||
2021-12-03 15:00:00+00:00,3,GBP_JPY,SHORT,149.638,150.24929021603927,149.20012935188217,148.88888225313696,148.42201160501912,1539.48,4,OVERLAP,2.5,0.31124709874521794,21.76958911663638,31.062420593763463,150.45285808003553,151.48122812167537,-66.18015790179186,False,-0.05586885296468044,42.157446311856035,-78.58580800355242,0.7912087912088036,15,4,key_level_break,149.638,TP1+SL,2021-12-05 23:00:00+00:00,17.514825924713477,269.63724214577906,3360,True
|
||||
2021-12-08 10:00:00+00:00,3,GBP_JPY,SHORT,149.799,150.21199131598567,149.43352605204296,149.17054342007162,148.77606947211459,2285.19,3,LONDON,2.5,0.2629826319713533,31.201439995703634,33.5760839198083,150.35253442333658,150.87885624943956,-37.314248617667545,False,-0.04123083582055127,56.2710355147124,-52.45344233365756,0.6373333333333449,10,2,key_level_break,150.21199131598567,SL,2021-12-08 11:00:00+00:00,-41.29913159856642,-943.7636253772799,60,False
|
||||
2021-12-08 14:00:00+00:00,3,GBP_JPY,SHORT,150.292,150.74598940482787,149.8395317855164,149.5185529758607,149.03708476137714,2058.04,3,OVERLAP,2.5,0.3209788096557144,40.76272288441637,49.574538199741205,150.34256981369586,150.85547655401672,13.414887873361181,False,-0.0003964441893013551,82.00364085712249,-2.1569813695862194,0.7257383966243891,14,2,key_level_break,149.95320198612083,TP1+TP2+SL,2021-12-09 15:00:00+00:00,55.81256982249897,1148.645011974958,1500,True
|
||||
2021-12-13 15:00:00+00:00,3,GBP_JPY,SHORT,150.23,150.66232130237466,149.93778609287602,149.72364348812673,149.40242958100276,2187.76,4,OVERLAP,2.5,0.21414260474930655,20.572158738972263,45.89735851615689,150.29805043745023,150.5160803681812,-26.00241694210581,False,-0.013667923693607364,38.3293126797603,-3.9050437450242725,0.883233532934171,15,0,key_level_break,150.23,TP1+SL,2021-12-14 08:00:00+00:00,11.688556284958624,255.7175589798108,1020,True
|
||||
2021-12-15 14:00:00+00:00,3,GBP_JPY,SHORT,150.361,150.8264186900762,150.08707726310467,149.88512877184112,149.5822060349458,2037.67,5,OVERLAP,2.5,0.20194849126354336,41.24269789674703,43.244236045257374,150.46524742814358,150.46867590586004,-42.6127385560676,False,-0.009274259028925258,52.30056308414675,-7.524742814359797,0.8745704467353871,14,2,key_level_break,150.8264186900762,SL,2021-12-15 19:00:00+00:00,-46.54186900762056,-948.3697022075819,300,False
|
||||
2021-12-22 15:00:00+00:00,3,GBP_JPY,LONG,152.559,152.31573805836828,152.87518582489517,153.10530970815861,153.45049553305378,3859.57,4,OVERLAP,2.5,0.2301238832634448,47.20259414781866,80.61712367655235,151.19289288323546,150.79543443016675,46.041412855791464,False,0.0654885093104452,86.97113358587593,133.71071167645425,0.8537234042553029,15,2,key_level_break,152.31573805836828,SL,2021-12-22 21:00:00+00:00,-24.32619416317152,-938.8864920635191,360,False
|
||||
2021-12-29 13:00:00+00:00,3,GBP_JPY,LONG,154.702,154.23611096409888,154.9396671077034,155.11744517950567,155.3841122872091,1995.11,4,OVERLAP,2.5,0.17777807180227084,21.350900648262467,66.89957059611967,154.14834548300033,152.88721377380418,27.199282498747834,False,0.02804330360531143,75.01318902969103,52.4654516999675,0.6729957805906673,13,2,key_level_break,155.0249945238072,TP1+TP2+SL,2021-12-30 07:00:00+00:00,32.58438196450697,650.094263012075,1080,True
|
||||
2021-12-31 15:00:00+00:00,3,GBP_JPY,LONG,155.984,155.5030038390711,156.2889884827866,156.511647471311,156.8456359540976,1945.96,4,OVERLAP,2.5,0.22265898852439156,29.697118600635378,69.5109387053499,155.18543547364675,153.8315354694637,45.995638016702856,False,0.022217841397908042,80.95502724432937,76.9564526353264,0.7265100671141597,15,4,key_level_break,155.5030038390711,SL,2022-01-02 22:00:00+00:00,-48.09961609288962,-935.9992893211949,3300,False
|
||||
2022-01-11 08:00:00+00:00,3,GBP_JPY,LONG,156.974,156.6704044835941,157.27138654921774,157.48897758202955,157.8153641312473,3052.22,4,LONDON,2.5,0.21759103281182737,25.105561182977095,58.21382713222101,156.73024943311972,156.12225987202413,6.89999999999884,False,0.05819056937973193,57.38708820617387,21.47505668802694,0.8013937282229437,8,1,key_level_break,157.35791161662107,TP1+TP2+SL,2022-01-12 15:00:00+00:00,40.17279758231382,1226.1621623668989,1860,True
|
||||
2022-01-18 14:00:00+00:00,3,GBP_JPY,SHORT,155.602,156.02443200368953,155.2847039889314,155.05383998155233,154.70754397048373,2222.61,4,OVERLAP,2.5,0.23086400737906917,43.77817243314098,29.586733094330512,156.35349827156438,156.42722953181172,-44.570605403669106,False,-0.10245934365282487,14.24839181726166,-72.24982715643762,0.6019656019655973,14,1,key_level_break,156.02443200368953,SL,2022-01-19 01:00:00+00:00,-42.243200368952216,-938.901595720369,660,False
|
||||
2022-02-03 15:00:00+00:00,3,GBP_JPY,LONG,156.38,156.041979887206,156.75726033838205,157.0281005639701,157.43436090235215,2749.87,4,OVERLAP,2.5,0.2708402255880407,52.44407022621384,81.38749856292578,155.29172669510962,154.92554163362718,42.317420464928546,False,0.09851160199534259,69.6581330747328,105.92733048903824,0.6965317919074651,15,3,key_level_break,156.041979887206,SL,2022-02-04 09:00:00+00:00,-33.802011279399835,-929.5113675688322,1080,False
|
||||
2022-02-08 14:00:00+00:00,3,GBP_JPY,LONG,156.388,156.12454933543054,156.6623519937084,156.86458665618065,157.16793864988904,3492.94,4,OVERLAP,2.5,0.20223466247225494,25.804956219372063,62.53616193558503,155.95419994326787,155.46633568581257,13.325033139290099,False,0.018253553701020248,48.44091355729582,40.48000567321424,0.5076923076924176,14,1,key_level_break,156.388,TP1+SL,2022-02-08 22:00:00+00:00,10.974079748335727,383.31802116151795,480,True
|
||||
2022-02-10 15:00:00+00:00,3,GBP_JPY,LONG,157.894,157.3752968095794,158.18410957126184,158.3968492854364,158.71595885669822,1781.46,3,OVERLAP,2.5,0.21273971417455306,66.16675735138358,84.54725615691298,156.61304146294881,155.9178901073122,58.589350696138354,False,0.1266960772053372,95.97284241292446,125.19585370511948,0.913279132791376,15,3,key_level_break,157.3752968095794,SL,2022-02-10 19:00:00+00:00,-51.87031904206094,-924.0489856066989,240,False
|
||||
2022-02-11 15:00:00+00:00,3,GBP_JPY,LONG,157.653,157.16310112921488,157.9962966123555,158.24449435392586,158.61679096628137,1867.34,5,OVERLAP,2.5,0.24819774157034383,23.652795177748057,61.927880005094536,157.04890683352377,156.21871594651702,27.103658911224215,False,0.01055617824341118,50.20239471774599,57.5093166476222,0.739316239316219,15,4,key_level_break,157.16310112921488,SL,2022-02-11 18:00:00+00:00,-48.98988707851117,-914.8077573718705,180,False
|
||||
2022-02-15 08:00:00+00:00,3,GBP_JPY,LONG,156.832,156.08861271676972,157.2264951830242,157.50882530504035,157.93232048806453,1218.29,5,LONDON,2.5,0.2823301220161348,37.521740317970085,62.1761842121879,156.41323292567782,156.2430144645059,25.933333333333053,False,0.042505842286946524,46.98376603639534,38.97670743221795,0.8890243902438607,8,1,key_level_break,156.08861271676972,SL,2022-02-17 08:00:00+00:00,-74.33872832302768,-905.661293286614,2880,False
|
||||
2022-02-23 14:00:00+00:00,3,GBP_JPY,SHORT,156.27700000000002,156.64252770063234,155.98855975524586,155.77693292540977,155.45949268065561,2452.91,4,OVERLAP,2.5,0.21162682983610032,38.81792707626329,48.59969655794729,156.30953694304844,156.36588877252566,-18.099306457799003,False,-0.018337357100569593,14.450022596412524,-0.3536943048430885,0.7078189300410719,14,2,key_level_break,155.45949268065561,TP3,2022-02-24 00:00:00+00:00,47.89043916066418,1174.7093712158478,600,True
|
||||
2022-03-03 14:00:00+00:00,3,GBP_JPY,SHORT,154.44400000000002,154.89335237281782,154.09454288154654,153.84223813591092,153.46378101745745,2021.47,5,OVERLAP,2.5,0.2523047456356428,29.009822682938424,46.30326020361187,154.3766565536127,154.79367236910844,-31.291403215158198,False,-0.08745632816359522,19.31403516363036,9.634344638732273,0.6761658031088047,14,3,key_level_break,154.07084977050457,TP1+TP2+SL,2022-03-04 01:00:00+00:00,45.51176389161185,920.0066535397661,660,True
|
||||
2022-03-14 12:00:00+00:00,3,GBP_JPY,LONG,154.087,153.76521655253262,154.45245034240227,154.7154172373371,155.1098675797394,2851.46,5,LONDON,2.5,0.26296689493485037,57.06197242667534,68.95310765562115,153.0320941571436,152.99245018928954,28.99321517412261,False,0.04633069387415617,74.46407599344617,102.5905842856389,0.7783505154638931,12,0,key_level_break,153.76521655253262,SL,2022-03-14 16:00:00+00:00,-32.1783447467368,-917.5526291153011,240,False
|
||||
2022-03-15 14:00:00+00:00,3,GBP_JPY,LONG,154.418,154.06971731061535,154.84884806815398,155.1554134469233,155.61526151507726,2608.16,3,OVERLAP,2.5,0.30656537876931234,26.35125179804093,61.892996559037414,153.63285926122504,153.2094530858936,45.30814821859508,False,0.0037554994146908605,87.65618469171267,75.61407387749739,0.7599999999999909,14,1,key_level_break,155.61526151507726,TP3,2022-03-16 18:00:00+00:00,70.67569090463564,1843.3350998983449,1680,True
|
||||
2022-03-18 14:00:00+00:00,3,GBP_JPY,LONG,156.79,156.50366831167682,157.11042363639805,157.3433727273301,157.69279636372815,3236.84,4,OVERLAP,2.5,0.23294909093203933,29.42811020540082,69.65039215769663,155.90266430598058,154.49061667578505,35.193947018308336,False,0.025711821130453227,84.30708737907717,85.83356940194165,0.6988304093567693,14,4,key_level_break,156.79,TP1+SL,2022-03-20 21:00:00+00:00,12.81694545592245,414.86401729548027,3300,True
|
||||
2022-04-01 12:00:00+00:00,3,GBP_JPY,LONG,161.035,160.63905818449288,161.4758254465214,161.78904241086903,162.25886785739047,2351.25,4,LONDON,2.5,0.31321696434761576,28.50588720179542,62.14823676611473,160.4511647523218,159.9213072059732,14.165371543646188,False,0.03378640616232917,66.92124733763751,55.48352476781986,0.6840490797546556,12,4,key_level_break,160.63905818449288,SL,2022-04-01 16:00:00+00:00,-39.59418155071148,-930.9581937111037,240,False
|
||||
2022-04-05 13:00:00+00:00,3,GBP_JPY,LONG,161.696,161.18043213052363,162.05770360842914,162.3181726807152,162.70887628914434,1787.64,3,OVERLAP,2.5,0.2604690722860818,44.014337659073064,66.45637546383908,160.92404177568434,160.31209354672717,29.967719724200492,False,0.06586003345866481,81.07866603252525,74.29582243156574,0.6322067594433817,13,1,key_level_break,161.696,TP1+SL,2022-04-06 07:00:00+00:00,14.468144337165542,258.6383354289061,1080,True
|
||||
2022-04-25 13:00:00+00:00,3,GBP_JPY,SHORT,162.498,163.04870732286423,161.77337803140733,161.27096338567887,160.51734141708621,1678.27,3,OVERLAP,2.5,0.5024146457284446,44.256163844380424,28.037983201063284,165.06876136943734,165.3131919105427,-62.25919012196357,False,-0.0748956203349922,35.673328706955004,-254.1761369437353,0.815758980301284,13,0,key_level_break,163.04870732286423,SL,2022-04-25 18:00:00+00:00,-55.070732286424125,-924.2355787433701,300,False
|
||||
2022-04-26 14:00:00+00:00,3,GBP_JPY,SHORT,160.443,161.4814155608911,159.7220033173267,159.22200552887787,158.47200884620457,881.14,3,OVERLAP,2.5,0.49999778844885734,47.98743127707735,21.629863590592933,163.42153318073375,164.70458682284078,-127.34550419252741,False,-0.17802997253020836,7.271541387195293,-294.9533180733738,0.906249999999995,14,1,key_level_break,160.443,TP1+SL,2022-04-27 00:00:00+00:00,28.83986730693209,254.11960678830144,600,True
|
||||
2022-04-29 11:00:00+00:00,3,GBP_JPY,SHORT,163.197,163.71282976905118,162.63251069284644,162.23685115474407,161.6433618475905,1778.75,2,LONDON,2.5,0.3956595381023699,22.162627827672303,55.400634552786734,162.70490219172584,163.40714683974775,-18.094502320926154,False,-0.021551646810379577,51.90697674418629,52.10978082741633,0.5343511450381692,11,4,key_level_break,163.197,TP1+SL,2022-04-29 17:00:00+00:00,22.579572286142593,401.6341420397614,360,True
|
||||
2022-05-05 11:00:00+00:00,3,GBP_JPY,SHORT,161.085,162.44066128507467,160.374616144776,159.8816935746267,159.1423097194027,679.78,5,LONDON,2.5,0.49292257014932483,28.633324936767167,30.831891600858313,162.6200259018161,163.0081594530833,-120.64025188038272,False,-0.08589113556645975,58.00905543423263,-150.60259018160878,0.7097197898423884,11,3,key_level_break,161.085,TP1+SL,2022-05-06 08:00:00+00:00,28.415354208959798,193.1618948416669,1260,True
|
||||
2022-05-30 12:00:00+00:00,3,GBP_JPY,LONG,161.375,160.9968404775873,161.75387856723805,162.0257976120634,162.43367617930144,2442.04,4,LONDON,2.5,0.27191904482535806,36.55025350426709,77.12516304401015,160.4358889328774,159.99149105041116,31.748349072563542,False,0.05863941935956751,79.43660836455483,91.01110671226138,0.6255411255411742,12,0,key_level_break,161.375,TP1+SL,2022-05-31 04:00:00+00:00,15.155142689521883,370.0946465352002,960,True
|
||||
2022-05-31 13:00:00+00:00,3,GBP_JPY,LONG,162.071,161.51691323907613,162.49311742562878,162.79386237604794,163.24497980167672,1673.35,4,OVERLAP,2.5,0.30074495041917926,34.80274079279099,68.90530735043754,161.07100350248183,160.3118765807807,61.78157214613975,False,0.009418049236498055,88.56627065104226,97.0996497518172,0.8451242829827659,13,1,key_level_break,163.24497980167672,TP3,2022-06-01 07:00:00+00:00,69.27878810060348,1159.2766006814484,1080,True
|
||||
2022-06-06 13:00:00+00:00,3,GBP_JPY,LONG,164.39,164.0436908230794,164.80112753076182,165.09454588460304,165.53467341536486,2710.8,4,OVERLAP,2.5,0.2934183538412173,42.886426753767275,65.95290661744329,163.42331091100766,162.04945618876593,15.391650802885692,False,0.08590936182036732,73.5132444431768,93.76890889923288,0.5568627450979711,13,0,key_level_break,165.53467341536486,TP3,2022-06-06 23:00:00+00:00,67.52040492189279,1830.34313662267,600,True
|
||||
2022-06-14 13:00:00+00:00,3,GBP_JPY,SHORT,162.00900000000001,162.521455983461,161.290532049617,160.79222008269502,160.04475213231203,1867.63,4,OVERLAP,2.5,0.4983119669219935,42.28011877564199,31.504685912857184,164.0678005900181,164.72342216216487,-49.63569940411503,False,-0.05897401242890954,15.833451858129541,-202.9800590018084,0.5660818713449943,13,1,key_level_break,162.521455983461,SL,2022-06-14 20:00:00+00:00,-51.24559834609954,-957.0781683912589,420,False
|
||||
2022-06-16 08:00:00+00:00,3,GBP_JPY,SHORT,161.541,162.35409756553577,160.8344573033927,160.3440955056545,159.6085528090472,1165.31,4,LONDON,2.5,0.49036179773819616,39.42968940590225,31.07050309973698,162.91641258342577,163.96940969061308,-23.63333333333344,False,-0.13824840279046513,12.357087131476874,-134.64125834257743,0.630377524143996,8,3,key_level_break,161.541,TP1+SL,2022-06-16 10:00:00+00:00,28.26170786429202,329.33650791338135,120,True
|
||||
2022-07-01 11:00:00+00:00,3,GBP_JPY,SHORT,162.861,163.3738273385794,162.19691798426183,161.73486330710307,161.0417812913649,1854.04,3,LONDON,2.5,0.4620546771587707,51.73445914524882,21.104542661753555,164.85803700828237,165.40877501964263,-62.065390623186545,False,-0.12800889268724525,19.92386166221717,-196.803700828238,0.5120593692022308,11,4,key_level_break,162.58932516451736,TP1+TP2+SL,2022-07-01 15:00:00+00:00,77.04224505505579,1428.3940402187563,240,True
|
||||
2022-07-05 08:00:00+00:00,3,GBP_JPY,SHORT,163.574,164.081190377067,162.99417886879903,162.58829811466504,161.97947698346405,1902.81,4,LONDON,2.5,0.4058807541339881,40.773397233095665,36.76960142066274,164.34938706021475,164.91221922411202,-25.300000000004275,False,-0.08646653694389411,27.687979997447375,-74.63870602147438,0.8320935175345218,8,1,key_level_break,161.97947698346405,TP3,2022-07-05 15:00:00+00:00,94.51138099215768,1798.3720086568756,420,True
|
||||
2022-07-11 13:00:00+00:00,3,GBP_JPY,SHORT,163.50900000000001,164.1020855455472,162.9062433633584,162.48507227226403,161.85331563562244,1657.55,5,OVERLAP,2.5,0.42117109109439504,22.333461002151274,46.390006906332566,163.48248945891393,163.67925973296119,-26.399894191246176,False,-0.06607861956936598,59.52489510027442,5.5510541086079,0.5818815331010246,13,0,key_level_break,161.85331563562244,TP3,2022-07-12 11:00:00+00:00,98.18106186265481,1627.4001909044348,1320,True
|
||||
2022-07-19 14:00:00+00:00,3,GBP_JPY,LONG,165.845,165.50640927376398,166.34822672416254,166.70304454027092,167.23527126443346,2951.48,5,OVERLAP,2.5,0.3548178161083654,29.052211628081402,64.39584025483782,164.97152949067905,164.1812495130492,38.45407004207857,False,0.03813257295990051,64.25727380890056,84.44705093209564,0.6267071320182067,14,1,key_level_break,165.50640927376398,SL,2022-07-20 10:00:00+00:00,-33.85907262360206,-999.3437566710901,1200,False
|
||||
2022-07-21 12:00:00+00:00,3,GBP_JPY,LONG,165.895,165.54581588820506,166.38255233538487,166.72692055897477,167.24347289435963,2833.32,5,LONDON,2.5,0.34436822358990005,23.435667200541907,55.729330299121834,165.57125046194756,164.74468982239497,25.033840029183807,False,0.0032942996342443295,67.88810086682555,29.47495380524572,0.6920731707317128,12,3,key_level_break,165.54581588820506,SL,2022-07-21 13:00:00+00:00,-34.91841117949548,-989.3503276308813,60,False
|
||||
2022-07-26 11:00:00+00:00,3,GBP_JPY,SHORT,163.697,164.15345444860404,163.25577951133076,162.94229918555126,162.47207869688205,2145.79,4,LONDON,2.5,0.3134803257794903,28.857937207876216,32.016246428579024,164.36472748145817,164.4916571623175,-32.343062360891395,False,-0.12480496780854304,11.162286098434826,-63.87274814581758,0.6138107416880167,11,1,key_level_break,164.15345444860404,SL,2022-07-26 14:00:00+00:00,-45.64544486040347,-979.4553912700517,180,False
|
||||
2022-08-04 11:00:00+00:00,3,GBP_JPY,SHORT,161.65800000000002,163.022230382466,160.941558852602,160.44459808766996,159.69915694027193,710.78,5,LONDON,2.5,0.4969607649320177,36.40272882294808,36.55906273866107,162.3517571672705,162.8334712156079,-125.14418930535669,False,-0.05995176339691771,56.66530187808462,-66.47571672704942,0.7125603864734282,11,3,key_level_break,163.022230382466,SL,2022-08-05 14:00:00+00:00,-136.42303824659905,-969.6676712491767,1620,False
|
||||
2022-08-10 11:00:00+00:00,3,GBP_JPY,LONG,163.49,163.28424184687057,163.79241731653127,164.01336219421876,164.34477951075002,4665.5,4,LONDON,2.5,0.2209448776875005,23.869071033044627,62.434704286765275,163.08308119626724,162.86180814937114,19.972661134954706,False,0.025166307555545882,68.29475308642252,37.791880373276854,0.7490494296578711,11,2,key_level_break,163.28424184687057,SL,2022-08-10 12:00:00+00:00,-20.575815312943746,-959.9646634253904,60,False
|
||||
2022-08-11 12:00:00+00:00,3,GBP_JPY,SHORT,161.386,161.74455141496927,160.96077432652072,160.65795721086786,160.2037315373886,2650.57,5,LONDON,2.5,0.3028171156528493,49.59047955166378,29.813426312113137,162.48394729571982,162.7098392088059,-36.43732405420508,False,-0.05288667742870226,14.959389830855216,-106.89472957198234,0.5573770491803278,12,3,key_level_break,161.74455141496927,SL,2022-08-11 14:00:00+00:00,-35.85514149692699,-950.3656239750977,120,False
|
||||
2022-08-12 12:00:00+00:00,3,GBP_JPY,SHORT,161.874,162.4353053136116,161.41208405916524,161.0848067652754,160.59389082444065,1676.2,3,LONDON,2.5,0.3272772938898368,23.42535605522897,41.993096907128944,162.34822086045145,162.61413318304926,-22.19030632644774,False,-0.03396047392207261,31.93948815517746,-44.52208604514567,0.8624229979466539,12,4,key_level_break,161.23476241123234,TP1+TP2+SL,2022-08-15 10:00:00+00:00,62.82911879772712,1053.141689287502,4200,True
|
||||
2022-09-01 13:00:00+00:00,3,GBP_JPY,SHORT,161.17000000000002,161.45384248288335,160.76575826563564,160.47693044272606,160.04368870836169,3351.84,4,OVERLAP,2.5,0.2888278229095802,28.38353918563223,43.8114007658087,161.51361976045771,161.7339416818822,-7.635776955274309,False,-0.025480365153961765,37.54211509530689,-31.461976045770257,0.5617647058823181,13,3,key_level_break,161.45384248288335,SL,2022-09-01 15:00:00+00:00,-28.38424828833297,-951.3945878276598,120,False
|
||||
2022-09-22 11:00:00+00:00,3,GBP_JPY,SHORT,159.778,161.65043165586988,158.41810503239032,157.49217505398386,156.10328008637418,503.02,4,LONDON,2.5,0.9259299784064511,41.47686802028414,31.528200323093586,162.8639888139169,163.80088587604763,-147.6898360685908,False,-0.21188951289766111,30.869804569226456,-305.69888139169166,0.8960674157303462,11,3,key_level_break,156.10328008637418,TP3,2022-09-23 14:00:00+00:00,219.32319481754863,1103.239534571233,1620,True
|
||||
2022-09-28 11:00:00+00:00,3,GBP_JPY,SHORT,153.094,154.17279897363701,151.855603079089,151.01067179848167,149.74327487757068,883.31,3,LONDON,2.5,0.8449312806073279,29.598910409939997,33.43205171045261,155.1485500811823,158.78787644666454,-124.90716435424645,False,-0.08130071737845679,34.53610576576275,-202.55500811823026,0.6664853101197099,11,2,key_level_break,154.17279897363701,SL,2022-09-28 12:00:00+00:00,-107.87989736370207,-952.9139214033167,60,False
|
||||
2022-10-03 14:00:00+00:00,3,GBP_JPY,LONG,162.969,162.2001336308696,163.97879910739132,164.67133184565222,165.71013095304355,1226.98,5,OVERLAP,2.5,0.6925327382608882,38.702592746671456,64.13744634831048,160.81884170851038,159.42441018741778,33.29351290003615,False,0.028637865132751017,63.71444998763953,212.11582914896212,0.5071225071225006,14,0,key_level_break,164.17928437283052,TP1+TP2+SL,2022-10-04 09:00:00+00:00,132.6909255783528,1628.0911186612732,1140,True
|
||||
2022-10-13 11:00:00+00:00,3,GBP_JPY,LONG,165.22899999999998,164.10509914870005,166.02770255389996,166.57950425649994,167.4072068103999,853.87,4,LONDON,2.5,0.5518017025999844,44.30865466401943,79.0087628742114,162.2891202284282,161.73353258668536,127.47286958392863,False,0.12925447084531144,88.6522207823546,291.08797715717856,0.7608471074380171,11,3,key_level_break,164.10509914870005,SL,2022-10-13 13:00:00+00:00,-112.39008512999362,-959.6652198994766,120,False
|
||||
2022-10-13 14:00:00+00:00,3,GBP_JPY,LONG,165.597,164.85361588788652,166.5646523363405,167.22908722723412,168.2257395635746,1278.03,4,OVERLAP,2.5,0.664434890893647,55.981274125122155,78.82664926732372,162.62599556546394,161.83787305903837,98.70451601211414,False,0.22836178614622382,86.12839555281977,294.20044345360736,0.7144772117962584,14,3,key_level_break,166.10865315567418,TP1+TP2+SL,2022-10-14 07:00:00+00:00,114.22264565646685,1459.7996782833434,1020,True
|
||||
2022-11-03 08:00:00+00:00,3,GBP_JPY,SHORT,166.717,167.26482900129378,166.17951299611863,165.80185499353104,165.23536798964966,1760.89,3,LONDON,2.5,0.3776580025875862,67.58770420916186,20.034440902182823,168.97072002228919,169.22830830901427,-32.433333333332826,False,-0.06193046868866997,15.863885750862202,-222.47200222891763,0.9432753888380491,8,3,key_level_break,165.23536798964966,TP3,2022-11-03 14:00:00+00:00,87.73792062102132,1544.9682704235024,360,True
|
||||
2022-11-09 14:00:00+00:00,3,GBP_JPY,SHORT,166.755,167.32546087772639,166.15911736682085,165.74252894470143,165.11764631152232,1718.11,4,OVERLAP,2.5,0.41658842211942104,38.65278307428849,36.188545015485005,167.6781021075958,168.04097879353353,-31.04278600133341,False,-0.10837907333525049,35.56834941929751,-89.41021075958133,0.64168618266976,14,2,key_level_break,166.755,TP1+SL,2022-11-10 05:00:00+00:00,23.83530532716577,409.5167643565678,900,True
|
||||
2022-11-11 10:00:00+00:00,3,GBP_JPY,SHORT,163.749,164.7046827821139,162.8749516536583,162.2729194227638,161.3698710764221,1029.85,4,LONDON,2.5,0.6020322308944692,35.377225895472094,27.34699879176921,166.09012058233705,167.29239382321722,-86.53902458705431,False,-0.11151339574380909,15.795022729555425,-231.21205823370587,0.5092592592592684,10,4,key_level_break,164.7046827821139,SL,2022-11-13 22:00:00+00:00,-95.56827821139109,-984.2099131600111,3600,False
|
||||
2022-11-17 13:00:00+00:00,3,GBP_JPY,SHORT,165.269,165.89959241589128,164.6812227523262,164.27003792054364,163.65326067286983,1545.16,5,OVERLAP,2.5,0.4111848317825399,26.685673236588517,38.05734342595567,165.72229509086247,166.08143530386113,-45.268796218789475,False,-0.08019943547491164,30.94295538952382,-42.42950908624721,0.5868055555555226,13,3,key_level_break,165.89959241589128,SL,2022-11-17 17:00:00+00:00,-63.05924158912717,-974.3661773385575,240,False
|
||||
2022-11-21 09:00:00+00:00,3,GBP_JPY,LONG,167.475,167.05777224421857,167.94168326734425,168.27213877890708,168.76782204625135,2311.98,4,LONDON,2.5,0.33045551156283665,26.98802787887221,68.22017098951883,166.40232856561389,166.229161244275,47.21826979084085,False,0.04761627851666379,83.44447902134006,104.36714343861127,0.9090909090909227,9,0,key_level_break,167.05777224421857,SL,2022-11-21 14:00:00+00:00,-41.722775578142546,-964.62222681154,300,False
|
||||
2022-11-23 15:00:00+00:00,3,GBP_JPY,LONG,168.627,168.09094176837218,169.08942469488352,169.41704115813917,169.90846585302268,1781.48,4,OVERLAP,2.5,0.3276164632556658,33.45219744710342,60.597067581287796,167.88582041418223,166.9525632866744,5.91418574054785,False,0.039308267745983144,49.74907294868573,71.2179585817779,0.5036496350365345,15,2,key_level_break,168.09094176837218,SL,2022-11-23 17:00:00+00:00,-53.60582316278339,-954.9770184803536,120,False
|
||||
2022-12-09 14:00:00+00:00,3,GBP_JPY,LONG,167.258,166.93317606526205,167.77528998603202,168.13948331005338,168.6857732960854,2910.59,4,OVERLAP,2.5,0.36419332402134474,25.30786585233416,58.33873135713848,166.8299437010554,166.56544572139006,39.0912214465061,False,0.004983119448548742,69.9945958248316,39.90562989446005,0.7746113989636992,14,4,key_level_break,167.258,TP1+SL,2022-12-11 22:00:00+00:00,20.69159944128046,602.247624177965,3360,True
|
||||
2022-12-29 13:00:00+00:00,3,GBP_JPY,SHORT,160.423,160.9778462295715,160.0060613112855,159.70876885214247,159.26283016342796,1714.8,5,OVERLAP,2.5,0.29729245914301194,31.59918942443141,36.334100495782224,160.97230181330514,161.63395828078927,-39.571530513285325,False,-0.06434409783701527,19.947616871690283,-52.03018133051387,0.8983050847457615,13,3,key_level_break,159.26283016342796,TP3,2022-12-30 07:00:00+00:00,68.45019019432242,1173.783861452241,1080,True
|
||||
|
@@ -0,0 +1,39 @@
|
||||
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
|
||||
2023-01-13 13:00:00+00:00,3,GBP_JPY,SHORT,155.998,156.64137816313902,155.40086551058292,154.98344251763822,154.35730802822115,1551.56,2,OVERLAP,2.5,0.41742299294470664,63.83079179875017,18.322043192740068,158.40197775085,159.38384061886364,-72.85291340477897,False,-0.030349366512340437,9.24704333977652,-237.49777508500074,0.7191358024691528,13,4,key_level_break,156.64137816313902,SL,2023-01-15 23:00:00+00:00,-64.33781631390332,-998.2398227999983,3480,False
|
||||
2023-01-18 13:00:00+00:00,3,GBP_JPY,SHORT,158.769,159.7924457384362,157.84566278469148,157.21077130781913,156.25843409251058,965.61,5,OVERLAP,2.5,0.6348914768723538,31.028818590136186,48.79583993290895,158.33655899528796,158.4892669333457,-83.41717014276355,False,-0.135721811083088,14.604048175781484,46.1441004712043,0.8890041493775939,13,2,key_level_break,158.769,TP1+SL,2023-01-19 11:00:00+00:00,36.93348861234085,356.63345938962453,1320,True
|
||||
2023-01-20 10:00:00+00:00,3,GBP_JPY,LONG,160.328,159.94182707926578,160.81505722374115,161.1590953729019,161.67515259664304,2568.33,4,LONDON,2.5,0.3440381491607585,38.99939645646456,68.98330955746383,158.98906637413737,158.65914967560394,48.62779238798964,False,0.06180562694906905,76.56611869942763,130.99336258626408,0.8850000000000182,10,4,key_level_break,160.53598877664618,TP1+TP2+SL,2023-01-20 18:00:00+00:00,56.885879398645336,1461.0171063592277,480,True
|
||||
2023-01-26 14:00:00+00:00,3,GBP_JPY,LONG,161.279,160.75645304535948,161.78230753058816,162.13717921764695,162.6694867482351,1926.01,5,OVERLAP,2.5,0.35487168705877403,39.06878538891501,67.31254903784541,160.58057197409366,159.95146215321753,29.085192896459944,False,0.07338034306497547,54.753125032774335,66.94280259063419,0.545608108108135,14,3,key_level_break,160.75645304535948,SL,2023-01-27 00:00:00+00:00,-52.25469546405179,-1006.4306601071839,600,False
|
||||
2023-02-07 08:00:00+00:00,3,GBP_JPY,SHORT,158.514,158.99395348729553,158.09576453811346,157.79760756352243,157.35037210163588,2075.96,5,LONDON,2.5,0.29815697459102736,33.86494333414314,35.008196213806244,158.9704970298257,159.35304100713813,-8.500000000000796,False,-0.12859831779421368,12.796365888385523,-42.74970298257017,0.5626016260162577,8,1,key_level_break,158.06179219514215,TP1+TP2+SL,2023-02-08 01:00:00+00:00,54.42927203172246,1129.9299156697457,1020,True
|
||||
2023-02-13 14:00:00+00:00,3,GBP_JPY,LONG,160.633,160.32846818979323,161.06609543062032,161.37415905103387,161.83625448165418,3308.9,4,OVERLAP,2.5,0.30806362041354046,67.46101581692983,81.9500163452077,159.09799266559432,159.00855279850487,57.5847527790188,False,0.1706563534143381,89.08812020478241,150.60073344056946,0.5845697329376632,14,0,key_level_break,160.633,TP1+SL,2023-02-13 20:00:00+00:00,17.323817224812505,573.227788151821,360,True
|
||||
2023-02-14 11:00:00+00:00,3,GBP_JPY,LONG,161.367,161.04480957856993,161.78657126429025,162.0856187738171,162.5341900381073,3145.34,4,LONDON,2.5,0.2990475095268327,36.4633976360608,70.66595053719567,159.99328799046145,159.3241683304111,37.87226397314214,False,0.027902287410751514,91.47825082852263,134.471200953854,0.5161290322580908,11,1,key_level_break,161.04480957856993,SL,2023-02-14 13:00:00+00:00,-32.219042143006504,-1013.3984201408408,120,False
|
||||
2023-03-08 13:00:00+00:00,3,GBP_JPY,SHORT,162.019,162.48950358266836,161.62548925199494,161.34381541999156,160.92130467198646,2132.32,4,OVERLAP,2.5,0.28167383200338253,29.70216485837463,35.02996627331983,162.87293800473702,163.0619289375677,-50.37279029973263,False,-0.008868897318817154,9.838769298933856,-82.4938004737021,0.931313131313091,13,2,key_level_break,162.48950358266836,SL,2023-03-08 19:00:00+00:00,-47.050358266835694,-1003.2641993953911,360,False
|
||||
2023-03-09 08:00:00+00:00,3,GBP_JPY,SHORT,161.8,162.19457117614462,161.45528647156613,161.20614411927687,160.83243059084302,2517.24,3,LONDON,2.5,0.2491423522892497,42.50711921648643,35.96676843121875,162.54517171014112,162.92533006745288,-8.433333333331916,False,-0.03468661504108758,24.969330532971057,-71.61717101411114,0.8250652741514827,8,3,key_level_break,162.19457117614462,SL,2023-03-09 14:00:00+00:00,-39.457117614460905,-993.2303474382558,360,False
|
||||
2023-03-10 15:00:00+00:00,3,GBP_JPY,SHORT,162.441,162.9840509544699,161.73334713659025,161.24224522765041,160.50559236424067,1810.69,5,OVERLAP,2.5,0.4911019089398321,38.353205888410784,42.58194566839862,162.77656439505847,162.87367816325352,-84.7592107635478,False,-0.04749520240996957,26.568477669723894,-30.65643950584729,0.6263736263736274,15,4,key_level_break,162.9840509544699,SL,2023-03-10 16:00:00+00:00,-54.30509544698907,-983.2969327490864,60,False
|
||||
2023-03-13 08:00:00+00:00,3,GBP_JPY,SHORT,161.868,163.006652863007,161.092541410979,160.556235684965,159.75177709594402,854.93,4,LONDON,2.5,0.5363057260139953,28.227643827932535,40.446696035544285,162.60735414576448,162.80145582560525,-33.36666666666872,False,-0.015045453207035486,53.84505738903883,-71.03541457644837,0.7770925110132265,8,0,key_level_break,161.32275025201403,TP1+TP2+SL,2023-03-13 14:00:00+00:00,94.39391112195834,807.0018643549585,360,True
|
||||
2023-03-17 11:00:00+00:00,3,GBP_JPY,SHORT,160.874,161.61937116562103,160.20824364599392,159.7450727433232,159.05031638931712,1316.84,4,LONDON,2.5,0.46317090267072086,25.86121284794328,41.51603471405291,161.4164229833367,162.08256832922902,-58.15027763444789,False,-0.06937417422435388,23.67473618870262,-51.34229833367101,0.62439024390245,11,4,key_level_break,160.874,TP1+SL,2023-03-17 13:00:00+00:00,26.630254160243112,350.6778388837454,120,True
|
||||
2023-03-24 08:00:00+00:00,3,GBP_JPY,SHORT,159.173,159.89493086396422,158.5730645509645,158.1537742516075,157.524838802572,1364.46,4,LONDON,2.5,0.41929029935700335,63.41568606213751,23.063921148684955,160.87546421873836,161.4548882070445,-16.7333333333346,False,-0.08635834635177103,22.70599275080079,-167.346421873836,0.7524038461538577,8,4,key_level_break,159.173,TP1+SL,2023-03-24 13:00:00+00:00,23.99741796142052,327.43516911639847,300,True
|
||||
2023-03-28 12:00:00+00:00,3,GBP_JPY,SHORT,160.847,161.3541895167908,160.31993144962763,159.9492190827127,159.39315053234031,1948.62,4,LONDON,2.5,0.3707123669149235,25.737177737849542,46.55733042963749,160.90574232533038,161.13681226032887,-21.742221616293023,False,-0.05900631513745194,33.94709164093933,-2.9742325330374797,0.5979166666666568,12,1,key_level_break,161.3541895167908,SL,2023-03-28 14:00:00+00:00,-50.71895167907882,-988.3196362088657,120,False
|
||||
2023-03-29 12:00:00+00:00,3,GBP_JPY,LONG,163.442,162.84834130698187,163.9139760790545,164.24796013175748,164.74893621081196,1648.14,4,LONDON,2.5,0.3339840527029853,53.594250904973244,81.20236308504545,161.7098323991905,161.33868546237952,53.33297184854473,False,0.09728105255058772,88.84690428244512,170.31676008095076,0.7647058823529411,12,2,key_level_break,163.442,TP1+SL,2023-03-30 11:00:00+00:00,18.879043162179418,311.15306197314385,1380,True
|
||||
2023-03-30 12:00:00+00:00,3,GBP_JPY,LONG,164.362,163.5168126335763,164.84356209927105,165.1839368321184,165.69449893138946,1161.34,5,LONDON,2.5,0.34037473284736725,28.740690116134274,74.50627702392578,162.7867230774072,161.78265783539686,52.5028686306257,False,0.02515578526714657,69.05567154818752,154.62769225927957,0.993523316062182,12,3,key_level_break,164.79800826932583,TP1+TP2+SL,2023-03-31 02:00:00+00:00,60.86012264209558,706.7929482917127,840,True
|
||||
2023-04-04 08:00:00+00:00,3,GBP_JPY,LONG,165.82,165.2305297458627,166.24941076241197,166.5550179373533,167.01342869976529,1677.12,2,LONDON,2.5,0.3056071749413225,36.873306762289836,75.91312567878319,164.41004539944115,163.09802031215463,14.799999999999613,False,0.11612953353478261,93.5415512446193,138.09546005588516,0.9691629955947528,8,1,key_level_break,165.82,TP1+SL,2023-04-04 12:00:00+00:00,17.17643049647904,288.0693511425493,240,True
|
||||
2023-04-10 11:00:00+00:00,3,GBP_JPY,LONG,164.933,164.33349163744342,165.3595250876697,165.6632084794495,166.1187335671192,1653.85,3,LONDON,2.5,0.3036833917798019,26.886613242270034,66.13947105326037,164.15123352815297,163.697487403171,43.640929609239265,False,0.010480173792100866,70.24626299794245,75.27664718470248,0.7073170731707232,11,0,key_level_break,165.33089541640103,TP1+TP2+SL,2023-04-11 08:00:00+00:00,54.227251012790134,896.8373908750295,1260,True
|
||||
2023-04-14 14:00:00+00:00,3,GBP_JPY,LONG,166.088,165.74866876184117,166.46424371447657,166.7344061907943,167.13964990527086,2948.34,4,OVERLAP,2.5,0.27016247631771806,34.98379674604257,52.07167482003992,165.98829428407933,165.13395742291686,19.96630949612097,False,0.0160009813708442,86.31626782394414,7.070571592066699,0.6666666666666666,14,4,key_level_break,166.088,TP1+SL,2023-04-17 08:00:00+00:00,15.049748579062905,443.7177572559433,3960,True
|
||||
2023-04-18 12:00:00+00:00,3,GBP_JPY,LONG,166.80599999999998,166.3861111121701,167.14966666348977,167.39811110581627,167.77077776930605,2393.25,4,LONDON,2.5,0.24844444232651708,26.625287735832572,60.14519239235944,166.3588385845923,165.58028041048428,3.363175519939432,False,0.012045038823326568,44.97810618500205,41.816141540769536,0.6969696969696825,12,1,key_level_break,167.77077776930605,TP3,2023-04-19 07:00:00+00:00,56.72666615836418,1357.610937835051,1140,True
|
||||
2023-04-21 14:00:00+00:00,3,GBP_JPY,LONG,166.653,166.3527652151419,167.0707043545743,167.36850725762386,167.81521161219817,3392.27,5,OVERLAP,2.5,0.29780290304954526,47.390227006858744,53.585415794455486,166.68889311984282,166.27568878950447,56.38638902681237,False,0.03756094584682862,77.14668528928941,-6.489311984282153,0.7669491525423943,14,4,key_level_break,166.653,TP1+SL,2023-04-24 06:00:00+00:00,16.708174182972474,566.7863803567203,3840,True
|
||||
2023-04-26 08:00:00+00:00,3,GBP_JPY,LONG,166.66299999999998,166.3779588284271,167.09912351471866,167.40920585786446,167.87432937258313,3592.97,4,LONDON,2.5,0.3100823431457875,36.8261911088943,58.022413192199615,166.53177688675538,166.51145666659443,16.933333333332712,False,0.12090699519463988,85.56942028174183,10.22231132446052,0.7181467181466895,8,2,key_level_break,166.3779588284271,SL,2023-04-26 09:00:00+00:00,-28.504117157288533,-1024.1443782262297,60,False
|
||||
2023-04-27 14:00:00+00:00,3,GBP_JPY,LONG,167.215,166.80085734958308,167.6534279512508,167.965046585418,168.4324745366688,2448.2,5,OVERLAP,2.5,0.31161863416719515,21.184442594419913,62.99428071076772,166.62840759258165,166.54614245403494,41.10574470523147,False,0.03537391401071513,79.65157742508022,55.75924074183547,0.6639676113361345,14,3,key_level_break,166.80085734958308,SL,2023-04-28 03:00:00+00:00,-41.41426504169203,-1013.9040367507043,780,False
|
||||
2023-05-05 12:00:00+00:00,3,GBP_JPY,LONG,169.648,169.28426614389724,170.1102015683083,170.43766928051386,170.92887084882216,2759.61,4,LONDON,2.5,0.3274677122055384,34.6813188838619,62.755859868118186,169.22702082650534,168.98306271466123,33.55477022283537,False,0.09274438240961541,78.97768788068394,39.19791734946614,0.6661562021439341,12,4,key_level_break,170.92887084882216,TP3,2023-05-08 10:00:00+00:00,75.69225092932982,2088.8109258708787,4200,True
|
||||
2023-05-11 08:00:00+00:00,3,GBP_JPY,LONG,169.642,169.30196627491583,170.05110117525254,170.3431686254209,170.7812698006734,3013.38,2,LONDON,2.5,0.29206745016835706,46.443873580751706,48.57280373558007,169.89090977122493,169.69823450284574,16.866666666666674,False,0.02524838632306986,36.19537818973663,-27.790977122492677,0.9359861591695399,8,3,key_level_break,169.30196627491583,SL,2023-05-11 10:00:00+00:00,-34.003372508416874,-1024.6508264941324,120,False
|
||||
2023-05-17 12:00:00+00:00,3,GBP_JPY,LONG,171.033,170.74704419666017,171.42206741001954,171.70077901669924,172.1188464267188,3547.42,4,LONDON,2.5,0.2787116066796996,24.87154050736727,67.26088300306282,170.22039289704216,169.7705945924169,46.8190588055478,False,0.04712083404452222,85.57620867526748,78.36071029578306,0.6643835616438463,12,2,key_level_break,171.43835494720074,TP1+TP2+SL,2023-05-18 01:00:00+00:00,50.38095601276723,1787.2241097881074,780,True
|
||||
2023-05-22 11:00:00+00:00,3,GBP_JPY,LONG,172.304,171.81492643402342,172.7002206979298,172.98370116321635,173.40892186114615,2110.68,3,LONDON,2.5,0.28348046528654025,33.187141311766084,63.882671795471154,171.61918469508075,170.75901569810745,53.04296035774598,False,0.053119747848218775,83.46779968174512,65.58153049192583,0.8973913043478778,11,0,key_level_break,171.81492643402342,SL,2023-05-22 14:00:00+00:00,-48.907356597658236,-1032.2777942354528,180,False
|
||||
2023-06-07 11:00:00+00:00,3,GBP_JPY,LONG,173.835,173.54046935757302,174.1774490701382,174.42508178356368,174.7965308537019,3469.77,4,LONDON,2.5,0.2476327134254741,36.832661497450694,63.57060864352053,173.4187369756332,173.28071485976514,35.89950334251455,False,0.07641434846964724,96.28172601678273,38.72630243668027,0.6556886227545522,11,2,key_level_break,173.93280889873208,TP1+TP2+SL,2023-06-08 04:00:00+00:00,39.25741212271647,1362.141908610379,1020,True
|
||||
2023-06-30 12:00:00+00:00,3,GBP_JPY,LONG,183.27,182.7925734906472,183.70667952805837,184.01713254676395,184.48281207482228,2169.08,5,LONDON,2.5,0.3104530187055673,25.50362143622696,60.816761801911326,182.69924092621608,181.85632206987782,32.22648645427739,False,0.05504760769302465,84.2698949716356,54.17590737839362,0.6184615384616272,12,4,key_level_break,183.27,TP1+SL,2023-06-30 18:00:00+00:00,17.467181122334527,378.8771322883337,360,True
|
||||
2023-07-06 12:00:00+00:00,3,GBP_JPY,LONG,183.81799999999998,183.3820715159867,184.29278545204,184.62864242006668,185.13242787210672,2384.25,4,LONDON,2.5,0.3358569680266796,37.81804892031097,58.01673834658227,183.44202027219117,182.8689192295088,30.641766417383565,False,0.07035538048503805,86.74581758036798,34.697972780881514,0.6045977011493688,12,3,key_level_break,183.3820715159867,SL,2023-07-06 14:00:00+00:00,-43.59284840132886,-1039.3624880086834,120,False
|
||||
2023-07-10 13:00:00+00:00,3,GBP_JPY,SHORT,181.211,181.7839739354951,180.65582819351465,180.2663803225244,179.68220851603905,1795.84,4,OVERLAP,2.5,0.38944787099024153,44.52741716423956,28.02556419937602,182.68085683934893,182.81450953629954,-63.86905071050819,False,-0.12843753607757502,7.111483322812018,-144.08568393489247,0.6262135922330155,13,0,key_level_break,181.7839739354951,SL,2023-07-10 16:00:00+00:00,-57.297393549509934,-1028.9695123195193,180,False
|
||||
2023-07-18 11:00:00+00:00,3,GBP_JPY,SHORT,181.193,181.60451636798265,180.75305089605206,180.44041816008678,179.97146905613883,2475.43,4,LONDON,2.5,0.31263273596529617,20.073578439969477,48.57990728269839,181.2926650302441,181.5538387925153,16.260113514286445,False,-0.009252063808844128,73.07481682258724,-7.0665030244100535,0.6907514450867104,11,1,key_level_break,181.193,TP1+SL,2023-07-18 13:00:00+00:00,17.597964157918113,435.62528415435236,120,True
|
||||
2023-07-19 14:00:00+00:00,3,GBP_JPY,SHORT,179.881,180.47515608752894,179.31053173741319,178.910886229022,178.3114179664352,1721.83,4,OVERLAP,2.5,0.399645508391205,28.95785682974849,31.287696850038827,181.02106978967802,181.41074837909864,-49.125052249399914,False,-0.11133341658739315,19.306523800969398,-111.10697896780266,0.7196652719665019,14,2,key_level_break,180.47515608752894,SL,2023-07-19 18:00:00+00:00,-59.4156087528944,-1023.0357761899616,240,False
|
||||
2023-08-10 12:00:00+00:00,3,GBP_JPY,LONG,183.843,183.4180447525508,184.2098657423477,184.47377623724614,184.86964197959384,2383.33,4,LONDON,2.5,0.26391049489845814,49.29358636909725,73.66709966724376,182.80880544245574,182.1077440863871,23.753167229986616,False,0.06901933282938255,83.83158275601339,100.51945575442573,0.5,12,3,key_level_break,183.843,TP1+SL,2023-08-10 15:00:00+00:00,14.674629693907944,349.74485188381624,180,True
|
||||
2023-08-11 13:00:00+00:00,3,GBP_JPY,LONG,183.97299999999998,183.69982968488415,184.32936808820475,184.58628014700793,184.9716482352127,3720.41,5,OVERLAP,2.5,0.2569120588031789,28.734339464521348,59.15162733866945,183.35579123878236,182.45167945695812,15.045908123477147,False,0.0058784416912326665,65.42185338865637,58.82087612176292,0.716621253405895,13,4,key_level_break,183.69982968488415,SL,2023-08-11 14:00:00+00:00,-27.317031511583423,-1016.3055720601008,60,False
|
||||
2023-08-14 14:00:00+00:00,3,GBP_JPY,LONG,184.168,183.79363821287615,184.53958536137168,184.8066422689528,185.20722763032447,2687.62,5,OVERLAP,2.5,0.2670569075811147,20.995620299271497,58.68058529115182,183.70319739459165,182.7727932740091,15.002489827512022,False,0.013238039429878765,44.06528043559823,43.580260540835525,0.9652406417112182,14,0,key_level_break,185.20722763032447,TP3,2023-08-15 06:00:00+00:00,61.193657819467816,1644.652986287581,960,True
|
||||
2023-08-29 14:00:00+00:00,3,GBP_JPY,SHORT,184.166,184.75950930895252,183.77572207314245,183.49620345523743,183.07692552837992,1722.95,4,OVERLAP,2.5,0.27951861790502236,29.031099470379957,36.79736771262289,184.57742866966987,184.60659996384464,-60.67680398131472,False,-0.03710285408760387,48.51370340232472,-38.242866966987776,0.8011695906432915,14,1,key_level_break,184.75950930895252,SL,2023-08-30 06:00:00+00:00,-59.35093089525196,-1022.5868638597437,960,False
|
||||
2023-08-30 12:00:00+00:00,3,GBP_JPY,LONG,185.477,185.18291624684088,185.83175125947741,186.08758543246236,186.47133669193977,3442.43,5,LONDON,2.5,0.25583417298494066,47.40563414508409,71.52420325850616,184.68108618817274,184.62173197569112,19.210514467434336,False,0.09211646083610145,83.64638674233258,76.69138118272656,0.5582524271845019,12,2,key_level_break,185.18291624684088,SL,2023-08-30 13:00:00+00:00,-29.408375315912846,-1012.3627343875786,60,False
|
||||
|
@@ -0,0 +1,76 @@
|
||||
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
|
||||
2021-02-02 13:00:00+00:00,4,EUR_AUD,LONG,1.58477,1.5821041225576473,1.588168816163529,1.588168816163529,1.588168816163529,375111.02,3,OVERLAP,2.0,0.0012129387211763706,29.41268807954628,56.646467313706076,1.5830059914323176,1.5829393781225636,13.477094343838925,False,0.000225189004457785,80.8752629355089,15.240085676824222,0.6050955414012504,13,1,ribbon_trend_context,1.588168816163529,TP3,2021-02-02 14:45:00+00:00,33.98816254137268,1274.93343188201,105,True
|
||||
2021-02-02 15:15:00+00:00,4,EUR_AUD,LONG,1.58571,1.5824222226415647,1.5900416660376526,1.5900416660376526,1.5900416660376526,308034.65,3,OVERLAP,2.0,0.0015238886792175717,39.28609964975588,53.80946483856319,1.5838196058735965,1.5831711655088203,12.214947672306575,False,0.00027248631306641606,59.54935591691508,16.503941264034427,0.9348659003831404,15,1,ribbon_trend_context,1.5824222226415647,SL,2021-02-02 21:45:00+00:00,-32.87777358435218,-1012.7493478835169,390,False
|
||||
2021-02-10 08:45:00+00:00,4,EUR_AUD,SHORT,1.56586,1.5676371411817729,1.5637942882273406,1.5637942882273406,1.5637942882273406,564176.81,3,LONDON,2.0,0.0007685705908864675,24.80146421136036,45.14218860680806,1.5665597476969155,1.5670691263225214,-7.5379430035948936,False,1.038916366802254e-05,61.00364040196055,-4.597476969154801,0.5944055944055889,8,2,ribbon_trend_context,1.5676371411817729,SL,2021-02-10 09:30:00+00:00,-17.771411817728566,-1002.6218428522405,45,False
|
||||
2021-02-10 13:30:00+00:00,4,EUR_AUD,SHORT,1.56556,1.5677038295302093,1.5629442557046864,1.5629442557046864,1.5629442557046864,463001.19,3,OVERLAP,2.0,0.0009519147651045588,19.855379187066674,37.43798855160463,1.5671781835150722,1.567191928703418,-17.406344357411285,False,-0.00018306503605263665,46.80735930735896,-13.781835150721289,0.6605839416057995,13,2,ribbon_trend_context,1.5677038295302093,SL,2021-02-10 15:15:00+00:00,-21.43829530209196,-992.5956236439987,105,False
|
||||
2021-02-11 08:45:00+00:00,4,EUR_AUD,SHORT,1.56677,1.5685624309701873,1.564681353544719,1.564681353544719,1.564681353544719,548232.92,3,LONDON,2.0,0.000776215485093631,49.23054180469261,53.10661879499535,1.5673552741467,1.5676569788965338,11.366126802527798,False,0.00021018444985839585,82.49059377220891,-3.4527414670004752,0.6990291262137367,8,3,ribbon_trend_context,1.564681353544719,TP3,2021-02-11 12:30:00+00:00,20.886464933787448,1145.06476591279,225,True
|
||||
2021-02-12 13:45:00+00:00,4,EUR_AUD,SHORT,1.5648,1.5665989736990986,1.5627015394513522,1.5627015394513522,1.5627015394513522,552604.14,3,OVERLAP,2.0,0.0007794868495492743,29.667109222310017,36.50105735267076,1.5659718907085012,1.566136212583386,-13.882135837011145,False,-0.0002323086696820913,15.545237508352114,-9.31890708501193,0.06451612903219645,13,4,ribbon_trend_context,1.5627015394513522,TP3,2021-02-12 15:30:00+00:00,20.984605866218466,1159.6180077940612,105,True
|
||||
2021-03-03 13:00:00+00:00,4,EUR_AUD,SHORT,1.54502,1.5475914053994162,1.541762891900876,1.541762891900876,1.541762891900876,391115.49,3,OVERLAP,2.0,0.0011657026997080803,26.33581234120872,53.64659037574546,1.544727750257596,1.5468064315202672,5.5395005320812984,False,-9.342223975194436e-05,41.79566932213876,5.322497424040673,0.7468354430380008,13,2,ribbon_trend_context,1.5475914053994162,SL,2021-03-03 13:30:00+00:00,-25.714053994161375,-1005.7164827812885,30,False
|
||||
2021-03-04 09:00:00+00:00,4,EUR_AUD,SHORT,1.54534,1.5485643031590395,1.5411035452614408,1.5411035452614408,1.5411035452614408,308798.3,3,LONDON,2.0,0.0014921515795197219,34.72885569568179,49.18351012848388,1.546687136702604,1.547353969134364,17.071200261378205,False,9.240621759370972e-05,47.30158730158448,-11.071367026040946,0.8346153846154073,9,3,ribbon_trend_context,1.5485643031590395,SL,2021-03-04 10:15:00+00:00,-32.243031590395425,-995.6593341960405,75,False
|
||||
2021-03-04 14:30:00+00:00,4,EUR_AUD,SHORT,1.54528,1.5484325059017012,1.5411512411474482,1.5411512411474482,1.5411512411474482,312672.76,3,OVERLAP,2.0,0.0014562529508506056,31.629259623737784,46.9416815825827,1.5464281490135718,1.5471759523096735,-4.125615667764926,False,-0.00010977367500503019,63.14261283876923,-9.08149013571835,0.059602649006567004,14,3,ribbon_trend_context,1.5484325059017012,SL,2021-03-04 17:45:00+00:00,-31.52505901701241,-985.7027212012158,195,False
|
||||
2021-03-10 15:15:00+00:00,4,EUR_AUD,SHORT,1.54341,1.5465882999915528,1.5392425500126705,1.5392425500126705,1.5392425500126705,307033.86,3,OVERLAP,2.0,0.0014691499957764558,46.989540998271316,52.3107672885206,1.5437605960884977,1.5453842226964167,6.738719364376422,False,2.00607332762955e-05,83.24634754639186,-1.105960884977275,0.7019230769231324,15,2,ribbon_trend_context,1.5392425500126705,TP3,2021-03-11 05:30:00+00:00,41.67450123062016,1279.5482976412059,855,True
|
||||
2021-03-25 14:00:00+00:00,4,EUR_AUD,LONG,1.55306,1.5502221241327523,1.5567168138008718,1.5567168138008718,1.5567168138008718,348373.66,3,OVERLAP,2.0,0.0012989379336238941,23.68213901145797,41.60866260858646,1.554439127225517,1.552806197997824,-12.66305607562579,False,3.090745586632802e-05,43.934795790314986,-16.191272255168254,0.749999999999962,14,3,ribbon_trend_context,1.5567168138008718,TP3,2021-03-25 14:45:00+00:00,36.568139058398316,1273.9376443163173,45,True
|
||||
2021-03-31 12:00:00+00:00,4,EUR_AUD,SHORT,1.54087,1.5430293970709723,1.5382309043935416,1.5382309043935416,1.5382309043935416,463731.56,3,LONDON,2.0,0.0009596985354861637,15.37859052761038,52.33179820611447,1.540862215117433,1.541587226916827,1.4686834930444093,False,1.5991071695520712e-06,78.97324991633168,2.477848825670481,0.400000000000074,12,2,ribbon_trend_context,1.5382309043935416,TP3,2021-03-31 14:15:00+00:00,26.390956633683487,1223.8319489630392,135,True
|
||||
2021-03-31 14:30:00+00:00,4,EUR_AUD,SHORT,1.54003,1.5426299442504698,1.5367300836242952,1.5367300836242952,1.5367300836242952,389861.78,3,OVERLAP,2.0,0.0011799721252349245,28.441496307615036,48.135421897071595,1.540715171625162,1.5414812122169157,-3.453144947012099,False,-0.0001601737633697563,28.06039488966282,-4.451716251618887,0.7570093457943605,14,2,ribbon_trend_context,1.5426299442504698,SL,2021-03-31 14:45:00+00:00,-25.999442504698322,-1013.6188933889347,15,False
|
||||
2021-04-02 15:15:00+00:00,4,EUR_AUD,LONG,1.54613,1.5436517053410803,1.5492474419883795,1.5492474419883795,1.5492474419883795,404908.55,3,OVERLAP,2.0,0.001119147329459857,18.23133751208041,49.116773970180994,1.545795804989764,1.545497708700839,-1.2373369666907053,False,-3.476298333022159e-05,33.59268024827758,0.9419501023599786,0.14893617021280617,15,4,ribbon_trend_context,1.5436517053410803,SL,2021-04-02 20:30:00+00:00,-24.782946589196886,-1003.4826968159157,315,False
|
||||
2021-04-29 09:15:00+00:00,4,EUR_AUD,LONG,1.55779,1.5556083892520456,1.5604624161219316,1.5604624161219316,1.5604624161219316,455373.57,3,LONDON,2.0,0.0009708053739772281,36.58140964506099,56.12539813607239,1.5566758930002507,1.5561306884731703,2.0762898660997564,False,0.00015833737943260267,78.07083988350654,8.741069997493245,0.7460317460316761,9,3,ribbon_trend_context,1.5556083892520456,SL,2021-04-29 11:15:00+00:00,-21.81610747954421,-993.447874646375,120,False
|
||||
2021-04-29 13:45:00+00:00,4,EUR_AUD,LONG,1.5581,1.5555238756457372,1.561364186531394,1.561364186531394,1.561364186531394,381780.25,3,OVERLAP,2.0,0.0011680621771313804,35.80781103640429,60.06683802925572,1.556594062628288,1.5561937256754297,10.73974387875376,False,0.0002081589725126645,77.40618817230983,12.659373717121003,0.02162162162164433,13,3,ribbon_trend_context,1.561364186531394,TP3,2021-04-29 14:15:00+00:00,32.64186616893135,1246.2019826441156,30,True
|
||||
2021-05-04 14:15:00+00:00,4,EUR_AUD,LONG,1.55903,1.555997526110298,1.5629787108345525,1.5629787108345525,1.5629787108345525,328436.6,3,OVERLAP,2.0,0.0013962369448508735,28.231992100669483,55.172371077044374,1.5569044560308525,1.55662801583186,8.421617621674482,False,3.5324736222540386e-06,75.8003255561578,18.855439691474185,0.6390243902440086,14,1,ribbon_trend_context,1.5629787108345525,TP3,2021-05-04 15:00:00+00:00,39.48710954780106,1296.9012003707319,45,True
|
||||
2021-05-07 12:15:00+00:00,4,EUR_AUD,SHORT,1.55199,1.553934720733571,1.5496729188996436,1.5496729188996436,1.5496729188996436,518811.99,3,LONDON,2.0,0.0008523603667854356,25.804115640943724,44.57506710670498,1.5524285417363115,1.5524158184470356,-11.167630642652249,False,-0.000268763511964802,21.641427404297634,-1.9854173631150829,0.05555555555567891,12,4,ribbon_trend_context,1.5496729188996436,TP3,2021-05-07 14:00:00+00:00,23.170811450176195,1202.1294798380698,105,True
|
||||
2021-05-21 15:00:00+00:00,4,EUR_AUD,LONG,1.5753,1.5723419461141968,1.5791370808287046,1.5791370808287046,1.5791370808287046,345147.78,3,OVERLAP,2.0,0.0013590269429016027,52.56518794349047,61.80988424280549,1.5735242017327047,1.5732572190664182,23.297208421191318,False,0.0008318773200122591,87.09121085492039,15.357982672952186,0.3232323232324071,15,4,ribbon_trend_context,1.57496,TIME,2021-05-24 06:00:00+00:00,-3.4000000000000696,-117.35024520000242,3780,False
|
||||
2021-06-01 08:30:00+00:00,4,EUR_AUD,LONG,1.57914,1.5766136258923797,1.5823295611614303,1.5823295611614303,1.5823295611614303,403658.43,3,LONDON,2.0,0.0011431870538100913,36.86336383466557,57.217771499237244,1.5779095486899881,1.578060259089711,12.07382686661429,False,9.698822959554088e-06,65.30655754957853,9.904513100118528,0.6627218934911422,8,1,ribbon_trend_context,1.5766136258923797,SL,2021-06-01 15:30:00+00:00,-25.263741076202443,-1019.7922058746387,420,False
|
||||
2021-06-08 12:30:00+00:00,4,EUR_AUD,SHORT,1.57223,1.5740381886094108,1.5701177170858838,1.5701177170858838,1.5701177170858838,558345.68,3,LONDON,2.0,0.0007840943047054155,26.43966334546356,53.75232106418467,1.5719843770768611,1.572724158800751,2.903130744782434,False,-6.516651337778647e-05,46.02861936362812,4.856229231389175,0.6400000000001185,12,1,ribbon_trend_context,1.5740381886094108,SL,2021-06-08 13:45:00+00:00,-18.08188609410788,-1009.5942986897209,75,False
|
||||
2021-06-10 08:15:00+00:00,4,EUR_AUD,SHORT,1.5723799999999999,1.5742750675883748,1.5701373986174376,1.5701373986174376,1.5701373986174376,527420.95,3,LONDON,2.0,0.0008275337941874125,22.445020597266847,45.252612368680516,1.5736714347577139,1.573749051594075,-2.9378259753443103,False,0.00013013237982140873,65.96171802054123,-10.514347577139649,0.578571428571543,8,3,ribbon_trend_context,1.5742750675883748,SL,2021-06-10 12:30:00+00:00,-18.950675883748765,-999.4983477748864,255,False
|
||||
2021-06-10 13:45:00+00:00,4,EUR_AUD,SHORT,1.57188,1.5744966652711536,1.5685550020932695,1.5685550020932695,1.5685550020932695,378154.36,3,OVERLAP,2.0,0.0011883326355768436,21.11155935511075,47.198547100453034,1.5728489339934684,1.5734537420230537,-3.262853564027779,False,-5.287921500490787e-05,26.552408227800168,-7.289339934684058,0.5504587155962518,13,3,ribbon_trend_context,1.572,TIME,2021-06-11 04:45:00+00:00,-1.2000000000012,-45.37852320004538,900,False
|
||||
2021-06-14 13:00:00+00:00,4,EUR_AUD,SHORT,1.5705,1.5723030453190199,1.5683954320214701,1.5683954320214701,1.5683954320214701,548543.94,3,OVERLAP,2.0,0.0007815226595099691,16.803882344373516,55.279241478372036,1.570402520963953,1.570945242015929,4.272949088230948,False,1.4322853193010819e-05,62.967364928437824,3.3747903604708362,0.6938775510204359,13,0,ribbon_trend_context,1.5723030453190199,SL,2021-06-14 16:30:00+00:00,-18.03045319019869,-989.0495832937158,210,False
|
||||
2021-06-17 13:30:00+00:00,4,EUR_AUD,LONG,1.5753,1.5721682969981534,1.5793975545027694,1.5793975545027694,1.5793975545027694,312660.26,3,OVERLAP,2.0,0.001445851500923204,47.17007857100497,52.173038883398675,1.574024448981509,1.573996377934552,8.001572874478668,False,-3.3954946769331005e-06,24.923324121761002,10.355510184909544,0.12698412698414005,13,3,ribbon_trend_context,1.5793975545027694,TP3,2021-06-18 04:30:00+00:00,40.97554633824031,1281.1424971756264,900,True
|
||||
2021-06-25 13:45:00+00:00,4,EUR_AUD,SHORT,1.57298,1.5748850534205012,1.5707224198692482,1.5707224198692482,1.5707224198692482,520704.83,3,OVERLAP,2.0,0.0008325267102505942,34.5027849297011,58.68553918568508,1.572586271471997,1.5744080797535922,10.09008375898457,False,1.1746857558022673e-05,79.80011800950307,6.337285280031413,0.5585585585586451,13,4,ribbon_trend_context,1.5707224198692482,TP3,2021-06-27 22:00:00+00:00,22.575801741080703,1175.5329007703133,3375,True
|
||||
2021-07-07 12:45:00+00:00,4,EUR_AUD,SHORT,1.5734299999999999,1.5757963266413422,1.5704805100379864,1.5704805100379864,1.5704805100379864,424170.45,3,LONDON,2.0,0.0010631633206711348,36.86301853048809,49.67514476629764,1.5745077454539427,1.5747920183486157,4.452739415110596,False,8.650778940686886e-05,68.71309451175007,-8.377454539427731,0.7204968944097812,12,2,ribbon_trend_context,1.5757963266413422,SL,2021-07-07 14:15:00+00:00,-23.663266413422868,-1003.7258363051465,90,False
|
||||
2021-07-12 08:30:00+00:00,4,EUR_AUD,LONG,1.58885,1.5868375337021192,1.5912686994468213,1.5912686994468213,1.5912686994468213,493766.57,3,LONDON,2.0,0.0008862331489403951,23.837984237669385,52.07658169420009,1.5879649339659567,1.5873467786101692,-5.237358451417595,False,-5.307288589541392e-06,23.617815575653285,6.450660340433512,0.34210526315782297,8,0,ribbon_trend_context,1.5868375337021192,SL,2021-07-12 13:45:00+00:00,-20.12466297880877,-993.688581145239,315,False
|
||||
2021-07-27 14:45:00+00:00,4,EUR_AUD,LONG,1.60254,1.5992267449265054,1.6069098826102421,1.6069098826102421,1.6069098826102421,296913.96,3,OVERLAP,2.0,0.0015366275367473324,45.72675160455468,45.91091457168751,1.6023584537547326,1.6006506910500349,-11.979541080857636,False,7.936844942421997e-05,51.36144236229446,-0.5845375473256809,0.7689075630252294,14,1,ribbon_trend_context,1.6069098826102421,TP3,2021-07-27 16:00:00+00:00,43.69882757418802,1297.479194240936,75,True
|
||||
2021-07-29 14:45:00+00:00,4,EUR_AUD,LONG,1.6059,1.6030979333892408,1.609503099916139,1.609503099916139,1.609503099916139,355711.2,3,OVERLAP,2.0,0.0012810333053796233,23.82934853839876,43.516915067373525,1.6065255745028124,1.6056665063252975,-7.813735121007248,False,-6.639783257960362e-05,12.438706357377066,-8.655745028123274,0.8701923076922097,14,3,ribbon_trend_context,1.609503099916139,TP3,2021-07-30 01:15:00+00:00,36.03100017431785,1281.6630309206812,630,True
|
||||
2021-08-09 13:00:00+00:00,4,EUR_AUD,SHORT,1.59837,1.6003870123175206,1.5959444815237191,1.5959444815237191,1.5959444815237191,500514.11,3,OVERLAP,2.0,0.0008885061587602798,20.04751138165061,40.631372002593096,1.5998148879011536,1.5999100790592533,-18.440423859182875,False,-0.00017753881463670177,32.804129665729555,-12.04887901153473,0.8064516129030526,13,0,ribbon_trend_context,1.6003870123175206,SL,2021-08-09 14:30:00+00:00,-20.170123175204946,-1009.5431249628077,90,False
|
||||
2021-09-13 13:30:00+00:00,4,EUR_AUD,SHORT,1.60178,1.6038944858287565,1.5992082712568654,1.5992082712568654,1.5992082712568654,472667.01,3,OVERLAP,2.0,0.000937242914378233,34.43233006847747,52.574701242059874,1.6023153725444423,1.6029100960006457,6.814633640461754,False,-1.6358494448210194e-05,43.728254727607606,-2.953725444423405,0.9330708661417305,13,0,ribbon_trend_context,1.6038944858287565,SL,2021-09-13 14:00:00+00:00,-21.14485828756507,-999.4476943657103,30,False
|
||||
2021-09-17 12:00:00+00:00,4,EUR_AUD,LONG,1.61109,1.6087102180918222,1.6140596728622665,1.6140596728622665,1.6140596728622665,415774.74,3,LONDON,2.0,0.001069890954088834,33.82787789941256,43.39446161227492,1.6119075725092775,1.6116099181255135,-5.720604187244849,False,9.75928364517079e-05,21.562143375867254,-10.575725092776267,0.8450704225352362,12,4,ribbon_trend_context,1.6140596728622665,TP3,2021-09-17 14:30:00+00:00,29.696729336916132,1234.7149918906678,150,True
|
||||
2021-09-17 14:45:00+00:00,4,EUR_AUD,LONG,1.61379,1.6108479494665757,1.6176030758001365,1.6176030758001365,1.6176030758001365,340510.93,3,OVERLAP,2.0,0.0013510252667121604,34.82818542753576,59.92437442718476,1.6119149437884137,1.6116312506207182,19.38686114366206,False,0.0002850496327507393,83.98375035333326,16.350562115863276,0.21764705882351404,14,4,ribbon_trend_context,1.6176030758001365,TP3,2021-09-20 01:30:00+00:00,38.13075912117466,1298.3940249957168,3525,True
|
||||
2021-09-22 13:45:00+00:00,4,EUR_AUD,LONG,1.61903,1.6167833150188573,1.6218000274717141,1.6218000274717141,1.6218000274717141,451680.73,3,OVERLAP,2.0,0.0010033424905713754,27.020061777932803,51.874399206650025,1.6184881347039701,1.6175802791063734,0.5244107969715195,False,0.00010988329142137551,70.33846153846255,3.0186529602982404,0.9029126213594368,13,2,ribbon_trend_context,1.6167833150188573,SL,2021-09-22 14:45:00+00:00,-22.46684981142666,-1014.7843123625555,60,False
|
||||
2021-10-06 14:30:00+00:00,4,EUR_AUD,SHORT,1.59195,1.5957446948255167,1.586857957761725,1.586857957761725,1.586857957761725,264747.63,3,OVERLAP,2.0,0.0017773474127583506,42.27906768021524,47.73563723763922,1.5933325459501961,1.5944732591959694,-11.694297111519703,False,5.6668027982764496e-05,55.8922558922549,-11.425459501961388,0.48314606741574434,14,2,ribbon_trend_context,1.586857957761725,TP3,2021-10-06 23:30:00+00:00,50.920424306106796,1348.106165363617,540,True
|
||||
2021-10-13 13:45:00+00:00,4,EUR_AUD,SHORT,1.57083,1.5738034099114644,1.5669698851328033,1.5669698851328033,1.5669698851328033,342407.39,3,OVERLAP,2.0,0.0013667049557322215,22.36875682484407,43.922723285700634,1.5720288899023345,1.572700482154029,-9.681990306296129,False,-8.114655213100651e-05,19.42900805779583,-9.588899023345032,0.10294117647061865,13,2,ribbon_trend_context,1.56864,TIME,2021-10-14 04:45:00+00:00,21.899999999999142,749.8721840999707,900,True
|
||||
2021-10-28 08:00:00+00:00,4,EUR_AUD,SHORT,1.5442,1.5466995307620575,1.541050703856914,1.541050703856914,1.541050703856914,410323.51,3,LONDON,2.0,0.001129765381028741,28.830720308322448,47.97955448086051,1.5448367091796464,1.5455661197962685,0.466666666665283,False,-0.00016163193148285783,68.13981570482851,-3.9670917964640395,0.5288461538461251,8,3,ribbon_trend_context,1.541050703856914,TP3,2021-10-28 11:45:00+00:00,31.49296219837662,1292.2302789535213,225,True
|
||||
2021-10-28 12:30:00+00:00,4,EUR_AUD,SHORT,1.54552,1.5488611543405697,1.5411082684891455,1.5411082684891455,1.5411082684891455,310832.26,3,LONDON,2.0,0.0015505771702848112,24.9841003333497,60.33281402192562,1.5437846499987402,1.5451120528876245,28.591535171054172,False,0.00017912511067137357,50.62406716417914,19.753500012598124,0.952272727272717,12,3,ribbon_trend_context,1.5488611543405697,SL,2021-10-28 12:45:00+00:00,-33.41154340569696,-1038.5385546880884,15,False
|
||||
2021-11-08 12:30:00+00:00,4,EUR_AUD,LONG,1.56256,1.5601446205811282,1.5655830691283072,1.5655830691283072,1.5655830691283072,425669.42,3,LONDON,2.0,0.0010876897094357944,16.766783389167536,49.77272091698738,1.5623647097158686,1.5612199059988425,-1.095198117817553,False,7.810396503680415e-05,61.526479750779195,-0.44709715868673783,0.41803278688525486,12,0,ribbon_trend_context,1.5601446205811282,SL,2021-11-08 14:00:00+00:00,-24.153794188717104,-1028.153156311058,90,False
|
||||
2021-11-17 08:00:00+00:00,4,EUR_AUD,SHORT,1.55114,1.553737916806085,1.5478431247908724,1.5478431247908724,1.5478431247908724,391803.01,3,LONDON,2.0,0.0011789584030425398,34.872006545368144,53.96002044058447,1.5509122308345251,1.5523941615020023,7.466666666668953,False,-6.469142909886426e-05,55.43818466353277,4.677691654748628,0.8362831858406289,8,2,ribbon_trend_context,1.553737916806085,SL,2021-11-17 09:15:00+00:00,-25.9791680608501,-1017.8716243536933,75,False
|
||||
2021-11-17 13:30:00+00:00,4,EUR_AUD,SHORT,1.55179,1.5541087293189408,1.5489119060215888,1.5489119060215888,1.5489119060215888,434588.42,3,OVERLAP,2.0,0.0010393646594704326,37.92649208958589,48.00337053106712,1.5520191920438786,1.5524937568399841,-6.70094629106277,False,-0.00024738431611281617,40.87065529670937,0.10807956121405837,0.5241935483870737,13,2,ribbon_trend_context,1.5541087293189408,SL,2021-11-17 14:15:00+00:00,-23.187293189408376,-1007.6929111261746,45,False
|
||||
2022-01-11 08:15:00+00:00,4,EUR_AUD,LONG,1.57887,1.5764701309069378,1.5818698036395933,1.5818698036395933,1.5818698036395933,415696.0,3,LONDON,2.0,0.0010799345465311223,15.723437217056581,52.99667588763214,1.5781369521014026,1.5775413190768004,4.813646093708712,False,2.0832861257876845e-05,37.95135343654626,4.930478985973874,0.6,8,1,ribbon_trend_context,1.5818698036395933,TP3,2022-01-11 14:30:00+00:00,29.998037117566895,1247.0064037624088,375,True
|
||||
2022-01-11 15:00:00+00:00,4,EUR_AUD,LONG,1.5799,1.5770637250321164,1.5835544124518255,1.5835544124518255,1.5835544124518255,356131.21,3,OVERLAP,2.0,0.0012981374839418352,48.02431997088529,50.225802861856245,1.579134796156584,1.5779938165505103,2.466533912905966,False,-7.430586083406851e-06,41.07754193130412,5.252038434160333,0.3529411764705608,15,1,ribbon_trend_context,1.5770637250321164,SL,2022-01-11 18:15:00+00:00,-28.362749678836337,-1010.0860362051098,195,False
|
||||
2022-02-14 13:30:00+00:00,4,EUR_AUD,SHORT,1.59035,1.593742129393645,1.5858618059095326,1.5858618059095326,1.5858618059095326,294795.71,3,OVERLAP,2.0,0.0015760646968224707,37.353092349667016,39.371514530371044,1.5924465050811618,1.5928648899270563,-21.1083451347438,False,-0.0004026795096328369,29.783293932227323,-18.565050811618633,0.48571428571431835,13,0,ribbon_trend_context,1.5858618059095326,TP3,2022-02-14 17:00:00+00:00,44.88194242714906,1323.1004083990533,210,True
|
||||
2022-02-16 13:45:00+00:00,4,EUR_AUD,SHORT,1.58596,1.588701157151885,1.5824482642721729,1.5824482642721729,1.5824482642721729,369630.83,3,OVERLAP,2.0,0.0012505785759424194,25.567363689410776,52.32716163478368,1.5861991571557197,1.5880245905714614,3.443589421245896,False,-2.699863469640031e-05,58.87504326756746,0.008428442803687375,0.7924528301887135,13,2,ribbon_trend_context,1.5824482642721729,TP3,2022-02-16 18:15:00+00:00,35.117358228337174,1298.04582693476,270,True
|
||||
2022-03-25 13:45:00+00:00,4,EUR_AUD,SHORT,1.46589,1.4693417478974513,1.4613123781538229,1.4613123781538229,1.4613123781538229,297297.68,3,OVERLAP,2.0,0.001605873948725657,21.561372447858798,52.83876128000391,1.465694232477611,1.468393774396913,3.615789340636333,False,1.458134738146859e-05,78.96169104189647,4.357675223889412,0.3680555555555004,13,4,ribbon_trend_context,1.4613123781538229,TP3,2022-03-25 17:00:00+00:00,45.77622000151404,1360.916400561972,195,True
|
||||
2022-04-19 13:15:00+00:00,4,EUR_AUD,LONG,1.4649,1.4618502722444544,1.4688745916333186,1.4688745916333186,1.4688745916333186,340950.37,3,OVERLAP,2.0,0.001404863877772805,25.558061498397976,50.091052127442175,1.4642600950790048,1.4636540368730784,0.9218648530562312,False,-6.644908940982742e-05,31.536738890634666,3.999049209952865,0.5744680851063352,13,1,ribbon_trend_context,1.4618502722444544,SL,2022-04-19 14:15:00+00:00,-30.49727755545684,-1039.8058066525705,60,False
|
||||
2022-05-11 13:00:00+00:00,4,EUR_AUD,LONG,1.5129,1.5070511650353406,1.5210732524469885,1.5210732524469885,1.5210732524469885,176002.19,3,OVERLAP,2.0,0.002804417482329577,53.70681167211529,56.2740087282729,1.5110595375543223,1.5110502344351322,33.3259637498351,False,0.0013335603062527555,84.6414985209198,16.00462445677575,0.985507246376809,13,2,ribbon_trend_context,1.5070511650353406,SL,2022-05-11 13:15:00+00:00,-58.48834964659266,-1029.4077627286035,15,False
|
||||
2022-05-25 14:00:00+00:00,4,EUR_AUD,LONG,1.50921,1.5050457097492151,1.514856435376177,1.514856435376177,1.514856435376177,244726.86,3,OVERLAP,2.0,0.001962145125392406,41.48969240565941,46.559506194081855,1.5093389178265875,1.5077934328822473,-8.378040023926392,False,-0.00020850819681628554,27.122930868787076,-3.689178265875448,0.8235294117647571,14,2,ribbon_trend_context,1.51077,TIME,2022-05-26 05:00:00+00:00,15.600000000000058,381.7739016000014,900,True
|
||||
2022-05-26 12:30:00+00:00,4,EUR_AUD,LONG,1.51088,1.5075878426007678,1.5152182360988482,1.5152182360988482,1.5152182360988482,310717.65,3,LONDON,2.0,0.0015260786996160488,21.157737724471787,54.66211948789551,1.5092028503353871,1.5082908777776745,10.731386922087083,False,0.00013107527452281716,58.9746559173299,14.371496646128357,0.49238578680203615,12,3,ribbon_trend_context,1.5152182360988482,TP3,2022-05-26 15:15:00+00:00,43.38236238468082,1347.9665691616422,165,True
|
||||
2022-06-01 08:15:00+00:00,4,EUR_AUD,SHORT,1.49414,1.4973217435722361,1.489967384641646,1.489967384641646,1.489967384641646,325736.84,3,LONDON,2.0,0.0014708717861180158,20.53023259420203,54.33209905909092,1.4935589124113497,1.4956417399384678,10.791580802100853,False,-5.527113564671088e-05,48.51504099147309,8.210875886502933,0.7933333333334369,8,2,ribbon_trend_context,1.489967384641646,TP3,2022-06-01 10:30:00+00:00,41.726154864518556,1359.1745830918906,135,True
|
||||
2022-06-17 08:30:00+00:00,4,EUR_AUD,LONG,1.502,1.4981901804841233,1.507114729273815,1.507114729273815,1.507114729273815,275604.35,3,LONDON,2.0,0.0017849097579382927,37.04467829226287,50.95914286586362,1.500277371228773,1.4991178102630975,-10.592788925769536,False,-9.0117971759694e-05,10.58869074239776,14.82628771227068,0.291262135922305,8,4,ribbon_trend_context,1.507114729273815,TP3,2022-06-17 13:15:00+00:00,51.147294593972674,1409.6416880830352,285,True
|
||||
2022-06-27 08:15:00+00:00,4,EUR_AUD,LONG,1.5255400000000001,1.5224806037034762,1.5295290944447861,1.5295290944447861,1.5295290944447861,347813.47,3,LONDON,2.0,0.0014096981482620275,29.386558243054438,55.85430659541263,1.5237749965751126,1.523314527306584,-2.779750553498772,False,1.5952790169506987e-05,70.01188676123176,15.250034248874833,0.09219858156042106,8,0,ribbon_trend_context,1.5295290944447861,TP3,2022-06-27 16:15:00+00:00,39.89094559476638,1387.4608208896907,480,True
|
||||
2022-07-12 09:45:00+00:00,4,EUR_AUD,SHORT,1.48787,1.4907989064792233,1.4840766402811654,1.4840766402811654,1.4840766402811654,368046.53,3,LONDON,2.0,0.0013444532396115804,15.382056573185602,41.804151779503634,1.4897460521323769,1.4900021101899552,-11.275263576615568,False,-9.24214012277673e-05,30.00224693854778,-16.360521323768307,0.4177215189872315,9,1,ribbon_trend_context,1.4907989064792233,SL,2022-07-12 11:00:00+00:00,-29.28906479223281,-1077.9738663726457,75,False
|
||||
2022-07-12 13:30:00+00:00,4,EUR_AUD,SHORT,1.48742,1.4907241250419994,1.4830638124370008,1.4830638124370008,1.4830638124370008,322988.42,3,OVERLAP,2.0,0.0015320625209997404,21.035380975281527,40.916384044852215,1.4896236869300483,1.489934991412072,-18.137487974243527,False,-0.00023856566347190623,20.32667001874784,-19.63686930048336,0.12403100775188862,13,1,ribbon_trend_context,1.4830638124370008,TP3,2022-07-12 21:15:00+00:00,43.56187697870482,1406.9981817586242,465,True
|
||||
2022-07-19 13:30:00+00:00,4,EUR_AUD,SHORT,1.4848,1.4882381608364397,1.4802427587453404,1.4802427587453404,1.4802427587453404,314489.1,3,OVERLAP,2.0,0.0015990804182198534,29.631767706185254,48.11671375844664,1.4854849185192538,1.4857036462636968,-7.839473966226862,False,-0.0002951199941513254,37.82543695944414,-4.449185192538785,0.5428571428571066,13,1,ribbon_trend_context,1.4802427587453404,TP3,2022-07-20 04:00:00+00:00,45.572413995688606,1433.2027462331512,870,True
|
||||
2022-07-20 13:00:00+00:00,4,EUR_AUD,SHORT,1.48059,1.4843069176887305,1.4756146234669045,1.4756146234669045,1.4756146234669045,294759.32,3,OVERLAP,2.0,0.001738458844365159,35.21382097814649,56.63731621445442,1.4803254016709557,1.4830790882679372,19.95859179743764,False,0.0002819140537041432,87.17005019570236,5.045983290443701,0.5980392156863051,13,2,ribbon_trend_context,1.48006,TIME,2022-07-21 04:00:00+00:00,5.300000000001414,156.2224396000417,900,True
|
||||
2022-07-21 13:45:00+00:00,4,EUR_AUD,SHORT,1.48067,1.485711012559309,1.4737084811610364,1.4737084811610364,1.4737084811610364,217646.42,3,OVERLAP,2.0,0.002400506279654532,31.473902575456602,45.48825379480656,1.4818170773171784,1.4815542212736048,-23.041189601986645,False,-0.0005943087082119939,15.467596025009774,-9.070773171784285,0.768939393939392,13,3,ribbon_trend_context,1.4737084811610364,TP3,2022-07-22 01:15:00+00:00,69.61519158818072,1515.1497226781648,690,True
|
||||
2022-07-25 08:45:00+00:00,4,EUR_AUD,SHORT,1.47303,1.4765993858154398,1.4682759212768404,1.4682759212768404,1.4682759212768404,311625.0,3,LONDON,2.0,0.0016646929077198706,27.84923985166569,40.00353076752455,1.4751898350930983,1.4756168579897515,6.378266440669744,False,-0.0003408653430182528,38.86978514317847,-19.198350930982322,0.6064981949458585,8,0,ribbon_trend_context,1.4682759212768404,TP3,2022-07-25 15:15:00+00:00,47.540788757173736,1481.4898296454267,390,True
|
||||
2022-08-01 13:00:00+00:00,4,EUR_AUD,SHORT,1.45943,1.462628556666874,1.455232164999689,1.455232164999689,1.455232164999689,352385.42,3,OVERLAP,2.0,0.001479278333437001,52.27353865717656,60.37792818736423,1.4589360184900408,1.4603819194025718,30.69874875092804,False,0.0004199060387707141,80.80815355245618,7.339815099591807,0.9327485380117094,13,0,ribbon_trend_context,1.462628556666874,SL,2022-08-01 14:15:00+00:00,-31.985566668739636,-1127.124734450182,75,False
|
||||
2022-09-13 13:15:00+00:00,4,EUR_AUD,LONG,1.47539,1.4712048997383602,1.4810676503924596,1.4810676503924596,1.4810676503924596,266625.27,3,OVERLAP,2.0,0.0019725501308198927,33.745161171627,57.14710417779505,1.473002212600739,1.4729924517112583,15.353827758650684,False,0.00040092621745492865,70.06217120994738,21.477873992610252,0.42971887550204096,13,1,ribbon_trend_context,1.4810676503924596,TP3,2022-09-13 18:45:00+00:00,56.77650605404545,1513.8051256316505,330,True
|
||||
2022-09-20 08:30:00+00:00,4,EUR_AUD,LONG,1.49198,1.4888873884207419,1.4960189173688874,1.4960189173688874,1.4960189173688874,365707.6,3,LONDON,2.0,0.0014263057896291259,20.811873088172348,48.31496617200006,1.4918209692597475,1.490765667957138,-13.818290046985204,False,1.7707113415083367e-05,68.94609080202767,-0.8096925974743208,0.819148936170101,8,1,ribbon_trend_context,1.4888873884207419,SL,2022-09-20 12:00:00+00:00,-30.926115792582195,-1130.9915583827333,210,False
|
||||
2022-09-20 14:45:00+00:00,4,EUR_AUD,LONG,1.49255,1.4891780875091454,1.4970078687362822,1.4970078687362822,1.4970078687362822,332061.3,3,OVERLAP,2.0,0.001565956245427375,36.681119765374646,55.860003352122824,1.4912605255856188,1.4908328865803246,12.16551569826363,False,0.0003981679639018827,86.25934820786829,10.494744143811907,0.2256097560975684,14,1,ribbon_trend_context,1.4891780875091454,SL,2022-09-20 19:15:00+00:00,-33.71912490854667,-1119.681645199439,270,False
|
||||
2022-10-06 14:30:00+00:00,4,EUR_AUD,LONG,1.52868,1.524260342258081,1.5347094866128788,1.5347094866128788,1.5347094866128788,250807.84,3,OVERLAP,2.0,0.0020898288709595837,28.07857998973715,57.824608680982294,1.5251161721658157,1.5252172023873407,18.867023235020763,False,-1.9833372109258254e-05,90.52126528792508,33.238278341842786,0.6144578313253157,14,3,ribbon_trend_context,1.524260342258081,SL,2022-10-07 01:30:00+00:00,-44.19657741919102,-1108.4848117900076,660,False
|
||||
2022-10-07 08:00:00+00:00,4,EUR_AUD,LONG,1.52848,1.5250390628623347,1.533041405706498,1.533041405706498,1.533041405706498,318924.74,3,LONDON,2.0,0.0016004685688326835,22.457219542637638,50.64470038282862,1.5276207667300565,1.526440373595531,-4.4666666666648425,False,-1.789040373478953e-07,30.805243445693105,6.192332699435088,0.8779069767440434,8,4,ribbon_trend_context,1.5250390628623347,SL,2022-10-07 10:00:00+00:00,-34.40937137665356,-1097.399981986268,120,False
|
||||
2022-10-13 12:15:00+00:00,4,EUR_AUD,LONG,1.54868,1.5453945702154672,1.5530081446767992,1.5530081446767992,1.5530081446767992,330680.01,3,LONDON,2.0,0.0015227148922663772,34.661977187911134,55.49020898924432,1.5468456386711575,1.5458044853797173,9.354566692310051,False,0.0001760835312386111,53.40375586854364,15.943613288424974,0.55862068965509,12,3,ribbon_trend_context,1.5530081446767992,TP3,2022-10-13 12:30:00+00:00,43.281448076852854,1431.2309682868183,15,True
|
||||
2022-10-21 08:45:00+00:00,4,EUR_AUD,LONG,1.56063,1.5571199105356357,1.5652951341965462,1.5652951341965462,1.5652951341965462,313592.66,3,LONDON,2.0,0.0016350447321821222,24.98656574120092,51.80938504719652,1.5591689363704089,1.5585692360190913,-10.163157578773063,False,4.6242769643727705e-05,63.0780244653273,12.210636295910682,0.7749077490774902,8,4,ribbon_trend_context,1.5571199105356357,SL,2022-10-21 13:00:00+00:00,-35.10089464364263,-1100.7382919679644,255,False
|
||||
2022-10-21 13:00:00+00:00,4,EUR_AUD,LONG,1.56048,1.5556155042822257,1.5671767435766617,1.5671767435766617,1.5671767435766617,224017.24,3,OVERLAP,2.0,0.002312247858887181,34.81991936654829,48.75816787181812,1.5598896952437742,1.5588617425944382,-3.2602070978637876,False,0.00011785007037225118,46.24568574553128,3.503047562258832,0.37126600284495725,13,4,ribbon_trend_context,1.5556155042822257,SL,2022-10-21 13:30:00+00:00,-48.644957177743635,-1089.730904687632,30,False
|
||||
2022-11-14 09:45:00+00:00,4,EUR_AUD,SHORT,1.54349,1.5467579540998753,1.539188068850187,1.539188068850187,1.539188068850187,330125.07,3,LONDON,2.0,0.0015139770499376292,16.90594375569305,51.73980650420218,1.5433487620113446,1.544806987463329,7.534139662153105,False,-4.6226294270883175e-05,46.72814584171166,3.8123798865541403,0.9081081081082216,9,0,ribbon_trend_context,1.539188068850187,TP3,2022-11-14 12:30:00+00:00,43.01931280125083,1420.1753649864825,165,True
|
||||
2022-11-14 12:45:00+00:00,4,EUR_AUD,SHORT,1.54347,1.5469313617363414,1.5388779573954878,1.5388779573954878,1.5388779573954878,315781.89,3,LONDON,2.0,0.0016106808681707265,26.687901137122047,55.69854043784198,1.5427378531490763,1.5444682660553244,12.58800566890761,False,-1.8639283626077576e-05,56.48304409524341,9.721468509236164,0.926829268292666,12,0,ribbon_trend_context,1.5388779573954878,TP3,2022-11-14 15:30:00+00:00,45.92042749930245,1450.0839385337702,165,True
|
||||
2022-11-15 08:00:00+00:00,4,EUR_AUD,SHORT,1.5411299999999999,1.5445318822391687,1.5366271766412467,1.5366271766412467,1.5366271766412467,325565.7,3,LONDON,2.0,0.0015809411195843903,39.73006489612518,57.10979050879311,1.540272844673733,1.54241056912244,5.666666666666043,False,9.443144217327723e-05,71.94090338134866,10.971553262668632,0.7437499999999762,8,1,ribbon_trend_context,1.5445318822391687,SL,2022-11-15 11:30:00+00:00,-34.01882239168818,-1107.5361725125638,210,False
|
||||
2022-11-21 09:45:00+00:00,4,EUR_AUD,LONG,1.54731,1.5439019071914308,1.5518221392128535,1.5518221392128535,1.5518221392128535,321722.7,3,LONDON,2.0,0.0015840464042845416,28.407132647028916,51.413565924851774,1.5469312737976448,1.5463726827092297,4.226201059529533,False,0.00026027916818795486,62.66488743021705,1.3872620235511057,0.8917525773195681,9,0,ribbon_trend_context,1.5518221392128535,TP3,2022-11-21 15:30:00+00:00,45.121393531028644,1451.6576554565072,345,True
|
||||
2022-11-22 14:45:00+00:00,4,EUR_AUD,LONG,1.54952,1.5462502524651127,1.5538246213023308,1.5538246213023308,1.5538246213023308,339774.67,3,OVERLAP,2.0,0.0015148737674436352,34.69321140329437,59.315659248839104,1.5482835555693746,1.548299575032381,17.32247164133449,False,0.00047264639725656257,82.35664616009504,9.964444306254094,0.42600896860983467,14,1,ribbon_trend_context,1.5538246213023308,TP3,2022-11-23 04:00:00+00:00,43.04621429021251,1462.601325520624,795,True
|
||||
2022-12-08 09:30:00+00:00,4,EUR_AUD,LONG,1.56272,1.5600515550299423,1.5661226674550868,1.5661226674550868,1.5661226674550868,421819.98,3,LONDON,2.0,0.0012142224850289268,29.336370676431528,42.32430161798573,1.563892801783322,1.5629124298450996,-20.202081535927174,False,1.888701704278872e-05,20.920844804520502,-14.128017833219264,0.7412935323382793,9,3,ribbon_trend_context,1.5600515550299423,SL,2022-12-08 12:45:00+00:00,-26.68444970057804,-1125.6034039008834,195,False
|
||||
|
@@ -0,0 +1,21 @@
|
||||
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
|
||||
2023-01-02 08:30:00+00:00,4,EUR_AUD,SHORT,1.5697699999999999,1.5736828470881548,1.5645007293677677,1.5645007293677677,1.5645007293677677,263981.36,3,LONDON,2.0,0.001836423544077396,35.781241076904934,54.695139571700246,1.5696264186746782,1.572423193275539,15.114063290690982,False,3.6439637981815686e-06,66.88096362226902,3.835813253216802,0.8338278931750994,8,0,ribbon_trend_context,1.5645007293677677,TP3,2023-01-02 15:45:00+00:00,52.69270831839825,1390.9892803974085,435,True
|
||||
2023-01-03 08:00:00+00:00,4,EUR_AUD,SHORT,1.56707,1.570892155138621,1.5619367672920683,1.5619367672920683,1.5619367672920683,273884.38,3,LONDON,2.0,0.0017910775693105378,20.003856873605592,53.17094703105022,1.566657492393529,1.5690275786667105,6.8333333333314705,False,4.461575988483346e-05,47.28649683321621,6.525076064709534,0.9113924050632721,8,1,ribbon_trend_context,1.570892155138621,SL,2023-01-03 08:15:00+00:00,-38.22155138621053,-1046.828590405041,15,False
|
||||
2023-01-05 13:30:00+00:00,4,EUR_AUD,SHORT,1.55546,1.5594550524401896,1.5500674213397159,1.5500674213397159,1.5500674213397159,259410.94,3,OVERLAP,2.0,0.0018775262200947523,28.893610323356626,55.39182156815032,1.554299833021747,1.5564982799145521,6.605641962451614,False,6.1502697073818e-05,62.697400893585545,14.001669782530701,0.6657458563536056,13,3,ribbon_trend_context,1.5594550524401896,SL,2023-01-05 14:15:00+00:00,-39.950524401894945,-1036.3603088588507,45,False
|
||||
2023-01-06 15:15:00+00:00,4,EUR_AUD,SHORT,1.55424,1.5589315934055061,1.547802609891741,1.547802609891741,1.547802609891741,218688.32,3,OVERLAP,2.0,0.0022257967027530484,31.718154248201472,40.69218749765394,1.5568382516652874,1.5568991034047415,-22.96382790728302,False,-0.00037282154951769184,57.530890084886245,-23.582516652873586,0.08029197080287298,15,4,ribbon_trend_context,1.547802609891741,TP3,2023-01-06 16:30:00+00:00,64.37390402622746,1407.7820923336922,75,True
|
||||
2023-02-13 09:45:00+00:00,4,EUR_AUD,SHORT,1.54258,1.545312688276376,1.5390809675854364,1.5390809675854364,1.5390809675854364,380604.89,3,LONDON,2.0,0.0012463441381879155,38.3275766281744,50.28819332693939,1.5431824485052712,1.544264225824123,10.733430042237924,False,-7.908871387097844e-05,63.84192629226148,-3.6244850527111794,0.48792270531409154,9,0,ribbon_trend_context,1.5390809675854364,TP3,2023-02-13 12:45:00+00:00,34.990325064970776,1331.7488822417447,180,True
|
||||
2023-02-14 13:00:00+00:00,4,EUR_AUD,SHORT,1.54076,1.5433671579693502,1.5374492630459746,1.5374492630459746,1.5374492630459746,404038.43,3,OVERLAP,2.0,0.0011835789846751344,41.15667199778184,42.031942259917486,1.5418929340569167,1.542138670666426,-16.52739820042326,False,-0.0004892965060187746,14.01749367823414,-8.929340569168165,0.7483870967741113,13,1,ribbon_trend_context,1.5433671579693502,SL,2023-02-14 13:30:00+00:00,-26.071579693502933,-1053.3920126982807,30,False
|
||||
2023-02-14 15:15:00+00:00,4,EUR_AUD,SHORT,1.54012,1.5454795423567793,1.532680686464831,1.532680686464831,1.532680686464831,194579.69,3,OVERLAP,2.0,0.0025597711783896474,32.5177194791291,45.005720966173904,1.5418387097934059,1.5420978254757558,-16.623861326243716,False,-6.376968418346247e-05,35.59942829389414,-14.78709793405919,0.08510638297880047,15,1,ribbon_trend_context,1.5454795423567793,SL,2023-02-15 04:15:00+00:00,-53.59542356779378,-1042.8580903240008,780,False
|
||||
2023-03-01 08:15:00+00:00,4,EUR_AUD,LONG,1.57376,1.5704815223752735,1.5780777164370896,1.5780777164370896,1.5780777164370896,314911.25,3,LONDON,2.0,0.001519238812363214,37.96013115861789,62.46869801126962,1.5710319101933785,1.5713582764201306,13.530274386825969,False,0.0006252398516449233,81.27978673111528,24.880898066215185,0.9409448818898137,8,2,ribbon_trend_context,1.5780777164370896,TP3,2023-03-01 13:15:00+00:00,43.177165741985505,1359.6975235265834,300,True
|
||||
2023-03-14 12:00:00+00:00,4,EUR_AUD,LONG,1.60844,1.6049033099501062,1.6131450350748409,1.6131450350748409,1.6131450350748409,295764.25,3,LONDON,2.0,0.0016483450249469506,23.699020258338944,48.73315713509658,1.608622614906031,1.6082391297929308,2.1630808365458165,False,2.0288956657681058e-05,20.40811617135474,-4.226149060309048,0.1714285714284264,12,1,ribbon_trend_context,1.6049033099501062,SL,2023-03-14 12:30:00+00:00,-35.366900498938755,-1046.0264800893247,30,False
|
||||
2023-03-27 13:45:00+00:00,4,EUR_AUD,LONG,1.62133,1.6177565264875535,1.6260902102686696,1.6260902102686696,1.6260902102686696,289792.61,3,OVERLAP,2.0,0.0016667367562232375,45.75346613860482,51.204707377262885,1.6200658737451743,1.6189510789234196,2.5538828703131067,False,0.00013301717256054184,45.91085611504133,10.241262548256191,0.7666666666667448,13,0,ribbon_trend_context,1.6177565264875535,SL,2023-03-28 02:30:00+00:00,-35.734735124464116,-1035.5662159377132,765,False
|
||||
2023-03-28 13:15:00+00:00,4,EUR_AUD,LONG,1.62142,1.6189647118539197,1.624502932219121,1.624502932219121,1.624502932219121,417552.03,3,OVERLAP,2.0,0.001107644073040246,45.063682828741705,52.77656085684117,1.6204061940003618,1.6200348542976424,-1.8364641917090196,False,-2.0337950989537815e-05,53.74697876228233,7.738059996382773,0.58115183246068,13,1,ribbon_trend_context,1.6189647118539197,SL,2023-03-28 14:15:00+00:00,-24.55288146080425,-1025.2105496308182,60,False
|
||||
2023-04-17 08:45:00+00:00,4,EUR_AUD,LONG,1.63711,1.634556844414887,1.6403397333776697,1.6403397333776697,1.6403397333776697,397530.98,3,LONDON,2.0,0.0011565777925565436,35.10156295904992,45.6234272306319,1.637380617139588,1.6359327063969196,-17.297423309041715,False,0.00010871804595716253,43.666671122360896,-5.106171395878878,0.8472222222221579,8,0,ribbon_trend_context,1.634556844414887,SL,2023-04-17 13:15:00+00:00,-25.531555851130427,-1014.9584418424613,270,False
|
||||
2023-05-10 14:00:00+00:00,4,EUR_AUD,SHORT,1.62075,1.6243579216811006,1.6159381174783491,1.6159381174783491,1.6159381174783491,278500.74,3,OVERLAP,2.0,0.001683960840550293,31.771332311939865,52.77041295728149,1.6207803259118256,1.6236331014154408,14.678864054764595,False,2.917236519656163e-05,84.34360260671876,2.0967408817429423,0.3174603174602727,14,2,ribbon_trend_context,1.6243579216811006,SL,2023-05-10 14:45:00+00:00,-36.0792168110069,-1004.8088580485861,45,False
|
||||
2023-06-08 13:00:00+00:00,4,EUR_AUD,SHORT,1.60509,1.6077683663836513,1.6016724504245228,1.6016724504245228,1.6016724504245228,371405.79,3,OVERLAP,2.0,0.0012191831918257148,25.650641128691916,47.99790474791225,1.6057824074041245,1.6068188048476442,2.4536576548972455,False,1.3650195885799897e-05,51.99323421007665,-4.524074041245552,0.47967479674783536,13,3,ribbon_trend_context,1.6077683663836513,SL,2023-06-09 01:15:00+00:00,-26.783663836513757,-994.7607826294824,735,False
|
||||
2023-06-13 13:45:00+00:00,4,EUR_AUD,SHORT,1.59265,1.5962680228502868,1.5878229657245697,1.5878229657245697,1.5878229657245697,272196.5,3,OVERLAP,2.0,0.001689011425143391,23.494168955476358,50.39491356636164,1.5932827222082657,1.5952614740818203,3.7125139748694913,False,2.041218658729567e-05,64.78486141407399,-3.927222082658055,0.12804878048770663,13,1,ribbon_trend_context,1.59356,TIME,2023-06-14 04:45:00+00:00,-9.100000000001884,-247.6988150000513,900,False
|
||||
2023-06-16 15:00:00+00:00,4,EUR_AUD,SHORT,1.5902,1.593648063467064,1.5856279047994042,1.5856279047994042,1.5856279047994042,284895.04,3,OVERLAP,2.0,0.001604031733531945,30.963906962021834,38.67135438330791,1.592050213413766,1.5917767575739807,-23.44751181402982,False,-0.0004802774209314131,17.44284619782568,-16.10213413765882,0.30555555555557695,15,4,ribbon_trend_context,1.593648063467064,SL,2023-06-19 00:30:00+00:00,-34.48063467063944,-982.3361793717211,3450,False
|
||||
2023-07-12 12:15:00+00:00,4,EUR_AUD,LONG,1.64704,1.6443159743712912,1.6505260384430633,1.6505260384430633,1.6505260384430633,357013.09,3,LONDON,2.0,0.001242012814354433,29.212872908906938,52.30004155672369,1.6458275885271973,1.6455807921842247,-9.068134233549685,False,-0.00025641432355397046,37.18202414752478,9.724114728026922,0.7105263157895044,12,2,ribbon_trend_context,1.6443159743712912,SL,2023-07-12 12:30:00+00:00,-27.240256287088815,-972.5128069445506,15,False
|
||||
2023-07-27 14:00:00+00:00,4,EUR_AUD,SHORT,1.63265,1.6372352578863825,1.6263721131704263,1.6263721131704263,1.6263721131704263,209974.6,3,OVERLAP,2.0,0.0021726289431912072,42.31877729142727,46.35853386831221,1.634490658201653,1.6360712899111252,-4.854571282819631,False,-0.0007482502807438202,47.547704099090275,-16.006582016530047,0.8289473684210238,14,3,ribbon_trend_context,1.6372352578863825,SL,2023-07-27 18:30:00+00:00,-45.85257886382532,-962.7876905900176,270,False
|
||||
2023-08-16 13:30:00+00:00,4,EUR_AUD,LONG,1.69009,1.686754382908228,1.694493425637658,1.694493425637658,1.694493425637658,285752.17,3,OVERLAP,2.0,0.0015478085458859958,31.12707438232183,46.17323827837923,1.6902544958150165,1.687568743765026,-4.5750204700767405,False,0.00015906773057051043,60.10427086029028,-4.044958150164479,0.6056910569105612,13,2,ribbon_trend_context,1.694493425637658,TP3,2023-08-16 23:30:00+00:00,44.034257917574074,1258.2884754286472,600,True
|
||||
2023-08-30 14:00:00+00:00,4,EUR_AUD,SHORT,1.67852,1.68206384190624,1.6738042371406403,1.6738042371406403,1.6738042371406403,272512.92,3,OVERLAP,2.0,0.0016519209531199155,42.40197973826677,42.12602469533324,1.6803942765235456,1.6808206631864726,-16.672692306063386,False,-0.0003504366581886109,67.97097927630999,-16.342765235455303,0.3082191780822772,14,2,ribbon_trend_context,1.68206384190624,SL,2023-08-30 14:15:00+00:00,-35.438419062399085,-965.7427058878036,15,False
|
||||
|
@@ -0,0 +1,64 @@
|
||||
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
|
||||
2021-01-15 10:00:00+00:00,7,GBP_JPY,LONG,141.566,141.20781124300387,141.80128313549415,142.0655662709883,142.0655662709883,2791.82,4,LONDON,2.5,0.17618875699609876,42.88940117559245,36.587501495255765,141.80275269087562,141.2765088095501,0.25410906127945054,False,-0.06699868544674156,17.00312006625038,-26.575269087561537,0.7424242424243142,10,4,liquidity_sweep_bullish,141.20781124300387,SL,2021-01-15 12:00:00+00:00,-35.81887569961282,-999.9985355569306,120,False
|
||||
2021-01-19 09:00:00+00:00,7,GBP_JPY,LONG,141.56,141.2521264151365,141.7663103772952,142.00162075459045,142.00162075459045,3215.61,3,LONDON,2.5,0.15687358486347797,48.80213452530581,68.66737170477022,141.1757334553746,141.17515028198045,5.591737610288305,False,0.061769183574347686,60.199476567766396,35.52665446254082,0.2349397590362436,9,1,liquidity_sweep_bullish,142.00162075459045,TP3,2021-01-20 09:00:00+00:00,32.396693930823794,1041.751329708963,1440,True
|
||||
2021-01-26 11:00:00+00:00,7,GBP_JPY,LONG,141.932,141.55653754704448,142.15419367943326,142.40538735886653,142.40538735886653,2664.49,4,LONDON,2.5,0.16746245295550963,45.013122957551374,54.918630544909384,141.83235369457933,141.6431799298451,23.050051242265113,False,0.018473756860085247,90.52523152047463,7.064630542066652,0.8793969849244831,11,1,liquidity_sweep_bullish,142.40538735886653,TP3,2021-01-26 15:00:00+00:00,34.7792295802699,926.6890942433334,240,True
|
||||
2021-01-28 09:00:00+00:00,7,GBP_JPY,LONG,142.387,141.99508017624308,142.6443797356354,142.93075947127082,142.93075947127082,2576.25,3,LONDON,2.5,0.1909198237569357,28.0111193240368,45.660860027758666,142.37358502774566,141.94096699332573,3.2040370578869215,False,-0.038040031071515955,26.222032530461906,-1.5585027745657953,0.5207373271889751,9,3,liquidity_sweep_bullish,142.93075947127082,TP3,2021-01-28 14:00:00+00:00,40.057171411578054,1031.9728784907795,300,True
|
||||
2021-02-03 13:00:00+00:00,7,GBP_JPY,LONG,143.38,142.98100883435788,143.58198674846315,143.81297349692633,143.81297349692633,2556.46,4,OVERLAP,2.5,0.15399116564210769,21.19125925463239,46.771428044045194,143.4376216374294,142.89903350963797,1.9550885825168507,False,-0.02122762299110889,23.32069110572441,-8.662163742940265,0.7763713080167911,13,2,liquidity_sweep_bullish,142.98100883435788,SL,2021-02-04 07:00:00+00:00,-39.89911656421157,-1020.0049553174431,1080,False
|
||||
2021-02-22 16:00:00+00:00,7,GBP_JPY,LONG,147.909,147.35748315792512,148.2107752631123,148.54155052622465,148.54155052622465,1830.96,3,OVERLAP,2.5,0.2205168420748857,25.806205453005592,49.571595382680044,147.73878097123367,146.59488521881667,-3.23407357151666,False,-0.05638877428058647,25.826739927013183,14.12190287663293,0.7335423197492708,16,0,liquidity_sweep_bullish,147.909,TP1+SL,2021-02-23 14:00:00+00:00,15.088763155615936,276.26921787406553,1320,True
|
||||
2021-03-15 16:00:00+00:00,7,GBP_JPY,LONG,151.59799999999998,151.01970105203978,151.89794842194036,152.2268968438807,152.2268968438807,1750.94,4,OVERLAP,2.5,0.219298947960237,30.792877648174553,42.72345716995164,151.72154930343618,150.79467132964248,-21.23747076678626,False,-0.0683812708299251,23.680182752712355,-15.254930343618867,0.8027777777777754,16,0,liquidity_sweep_bullish,151.01970105203978,SL,2021-03-16 07:00:00+00:00,-57.82989479602065,-1012.566759941444,900,False
|
||||
2021-03-16 14:00:00+00:00,7,GBP_JPY,LONG,151.272,150.86040341029127,151.5303948845631,151.81778976912616,151.81778976912616,2435.49,4,OVERLAP,2.5,0.19159658970872767,46.116112504772666,44.37097338848161,151.49875478152686,150.91043395078316,13.103242131234083,False,-0.005516899484468041,77.33077534251731,-25.57547815268606,0.8232758620689787,14,1,liquidity_sweep_bullish,151.81778976912616,TP3,2021-03-17 07:00:00+00:00,40.20945678301036,979.2972990045389,1020,True
|
||||
2021-04-13 10:00:00+00:00,7,GBP_JPY,SHORT,150.213,150.71331798824258,149.93402301763615,149.62604603527228,149.62604603527228,2023.18,3,LONDON,2.5,0.2053179882425695,28.59269653051172,43.78288547843401,150.43765868033003,151.06143682161715,-13.406886587759459,False,-0.027369285861298248,21.467421310283054,-19.565868033004108,0.7345679012345386,10,1,liquidity_sweep_bearish,150.213,TP1+SL,2021-04-13 12:00:00+00:00,13.948849118192188,282.2103255894407,120,True
|
||||
2021-04-26 12:00:00+00:00,7,GBP_JPY,SHORT,149.848,150.42552848244802,149.53420727632798,149.19141455265597,149.19141455265597,1757.59,5,LONDON,2.5,0.2285284824480132,21.667906582555755,52.91567388327567,149.84025883864902,150.2462986145537,-0.3728867266971747,False,0.018866320198138026,53.48712642597106,3.6741161350988705,0.3481481481481253,12,0,liquidity_sweep_bearish,150.42552848244802,SL,2021-04-27 01:00:00+00:00,-57.75284824480024,-1015.0582854657846,780,False
|
||||
2021-04-30 13:00:00+00:00,7,GBP_JPY,LONG,151.279,150.82416914897905,151.5497462765314,151.84949255306282,151.84949255306282,2209.41,5,OVERLAP,2.5,0.19983085102093687,47.19627967228395,32.976576948685306,151.53267436608,150.9177882286671,-11.97662108636166,False,-0.0649438530111009,32.65307404867121,-28.267436607998775,0.03088803088807029,13,4,liquidity_sweep_bullish,150.82416914897905,SL,2021-05-02 21:00:00+00:00,-45.48308510209438,-1004.9078305541833,3360,False
|
||||
2021-05-24 08:00:00+00:00,7,GBP_JPY,LONG,154.012,153.60050807928644,154.23273788107034,154.48247576214067,154.48247576214067,2417.68,4,LONDON,2.5,0.1664919207135534,28.665266488038995,43.47020422108266,154.15993958323398,153.94593704622852,2.3666666666684932,False,-0.0071238713458160186,48.988651856033776,-17.693958323397396,0.268698060941859,8,0,liquidity_sweep_bullish,154.012,TP1+SL,2021-05-25 13:00:00+00:00,11.036894053516733,266.83678015306333,1740,True
|
||||
2021-05-31 15:00:00+00:00,7,GBP_JPY,LONG,155.623,155.28565511043521,155.8210173343472,156.0480346686944,156.0480346686944,2956.99,4,OVERLAP,2.5,0.15134488956480616,49.654076816262176,49.52039425705005,155.4898975578868,154.70481868697738,12.271567464063082,False,-0.017999866233808857,61.17340008839269,10.410244211320219,0.6586826347304442,15,0,liquidity_sweep_bullish,155.623,TP1+SL,2021-06-01 06:00:00+00:00,9.900866717360657,292.76763874568286,900,True
|
||||
2021-06-25 12:00:00+00:00,7,GBP_JPY,SHORT,153.659,154.12314439252793,153.40128341120808,153.11456682241615,153.11456682241615,2155.48,4,LONDON,2.5,0.19114439252794413,53.8588470422815,24.810319988450544,154.31867546707275,154.23362056305513,-20.852640031313285,False,-0.05275840635949372,15.699312403799084,-63.06754670727628,0.5355029585799257,12,4,liquidity_sweep_bearish,154.12314439252793,SL,2021-06-25 14:00:00+00:00,-46.41443925279418,-1000.4539552061281,120,False
|
||||
2021-07-02 10:00:00+00:00,7,GBP_JPY,SHORT,153.09300000000002,153.49717734346345,152.87123398480486,152.62046796960968,152.62046796960968,2450.53,3,LONDON,2.5,0.16717734346344384,35.24052307964464,30.426481236859104,153.49162049569827,153.69619825411613,-18.369589856695256,False,-0.05178002572719604,12.142176124114501,-36.962049569825695,0.7427385892114661,10,4,liquidity_sweep_bearish,153.49717734346345,SL,2021-07-02 12:00:00+00:00,-40.41773434634308,-990.4487054774412,120,False
|
||||
2021-07-30 15:00:00+00:00,7,GBP_JPY,LONG,152.672,152.2247742086898,152.95833868696528,153.27367737393055,153.27367737393055,2192.5,5,OVERLAP,2.5,0.21022579131017957,36.63133935875766,40.353128959466375,152.83637541682887,152.25572151827544,-29.063070833899474,False,-0.022159049509178973,32.090036993422636,-19.33754168288715,0.01953124999998222,15,4,liquidity_sweep_bullish,152.2247742086898,SL,2021-08-01 21:00:00+00:00,-44.72257913101885,-980.5425474475883,3240,False
|
||||
2021-08-03 08:00:00+00:00,7,GBP_JPY,SHORT,151.824,152.23044597313304,151.57933104030045,151.30566208060085,151.30566208060085,2388.36,3,LONDON,2.5,0.18244597313304692,33.17111708131859,45.683075608404145,152.16133874825707,152.20288283213353,-4.566666666664787,False,0.03722803957820611,64.9472313596493,-30.83387482570572,0.36758893280626104,8,1,liquidity_sweep_bearish,151.30566208060085,TP3,2021-08-03 13:00:00+00:00,38.1505609816489,911.1727382613097,300,True
|
||||
2021-08-04 11:00:00+00:00,7,GBP_JPY,SHORT,151.835,152.214864563784,151.589703154324,151.315406308648,151.315406308648,2579.47,4,LONDON,2.5,0.18286456378400096,22.847032014812697,48.984720644115605,151.95660032037938,152.11461391725595,-17.15789799258971,False,0.0258751698462492,44.64832495319386,-9.260032037937549,0.48095238095235837,11,2,liquidity_sweep_bearish,151.835,TP1+SL,2021-08-04 13:00:00+00:00,12.264842283799737,316.36792725792907,120,True
|
||||
2021-08-25 08:00:00+00:00,7,GBP_JPY,SHORT,150.64000000000001,151.1143351528358,150.39999727074635,150.13099454149267,150.13099454149267,2072.4,4,LONDON,2.5,0.17933515283577778,17.795316685023398,56.211904198229135,150.4649640402053,150.79013373274236,-4.599999999999227,False,-0.004467363944246086,37.20413010474014,20.40359597947088,0.28426395939091786,8,2,liquidity_sweep_bearish,151.1143351528358,SL,2021-08-25 14:00:00+00:00,-47.433515283577776,-983.0121707368659,360,False
|
||||
2021-08-30 11:00:00+00:00,7,GBP_JPY,LONG,151.209,150.86378738668466,151.40531891997304,151.63063783994605,151.63063783994605,2819.08,3,LONDON,2.5,0.15021261331534858,15.189330052530499,54.705688561359246,151.04245608816143,150.9321682690765,6.492283032335422,False,-0.009988877438677997,38.113207547171434,13.754391183857706,0.6758241758243243,11,0,liquidity_sweep_bullish,151.209,TP1+SL,2021-08-31 12:00:00+00:00,9.815945998651898,276.71937045879594,1500,True
|
||||
2021-09-07 14:00:00+00:00,7,GBP_JPY,LONG,151.94899999999998,151.5761053024372,152.18384204634418,152.44768409268838,152.44768409268838,2617.23,4,OVERLAP,2.5,0.1758946975627967,22.564377948748675,50.26522890057905,151.93805440221286,151.63011360916778,12.515971158359207,False,-0.005507668021594143,72.94254969647346,-1.805440221286858,0.13207547169821438,14,1,liquidity_sweep_bullish,151.5761053024372,SL,2021-09-08 08:00:00+00:00,-37.28946975627707,-975.9511893022104,1080,False
|
||||
2021-09-08 13:00:00+00:00,7,GBP_JPY,LONG,151.85399999999998,151.4688689948647,152.05319650770295,152.28139301540594,152.28139301540594,2508.73,4,OVERLAP,2.5,0.1521310051353152,38.896841305580104,47.25338009705235,151.9088994498083,151.68724736135147,11.584605951500748,False,-0.014253913900572998,76.06385108011362,-8.389944980831388,0.3627450980391733,13,2,liquidity_sweep_bullish,151.4688689948647,SL,2021-09-09 07:00:00+00:00,-38.51310051352925,-966.1897065130624,1080,False
|
||||
2021-09-09 09:00:00+00:00,7,GBP_JPY,LONG,151.905,151.52811513800532,152.11282729299205,152.3496545859841,152.3496545859841,2537.99,5,LONDON,2.5,0.15788486199469604,44.81110156012911,56.60753548106097,151.80120330846373,151.6937144457747,10.567760250532388,False,0.015536187297852368,79.13815221750635,7.47966915362781,0.43461538461539806,9,3,liquidity_sweep_bullish,151.905,TP1+SL,2021-09-09 17:00:00+00:00,10.391364649602508,263.7317956704467,480,True
|
||||
2021-09-23 08:00:00+00:00,7,GBP_JPY,SHORT,150.088,150.47218151232715,149.82572773150926,149.5344554630185,149.5344554630185,2496.65,4,LONDON,2.5,0.19418151232715875,63.18580853627071,68.69619970958104,149.68521903350933,150.50964258294968,-2.6666666666642413,False,0.057819192820166745,83.72489633181637,43.17809664906633,0.09917355371901602,8,3,liquidity_sweep_bearish,150.47218151232715,SL,2021-09-23 11:00:00+00:00,-38.41815123271601,-959.1667727516044,180,False
|
||||
2021-10-07 14:00:00+00:00,7,GBP_JPY,LONG,151.944,151.3881015502808,152.2508476745788,152.58669534915762,152.58669534915762,1708.18,4,OVERLAP,2.5,0.22389844971921458,22.241675414438475,66.41797593643571,151.3989704432982,151.07462874092823,37.27070275714084,False,0.05642049316525995,81.1050953113204,51.60295567017954,0.7073170731707205,14,3,liquidity_sweep_bullish,152.58669534915762,TP3,2021-10-08 14:00:00+00:00,47.477527432504694,811.0016280965588,1440,True
|
||||
2021-10-21 11:00:00+00:00,7,GBP_JPY,LONG,157.712,157.03021624605853,158.0936756309122,158.50435126182444,158.50435126182444,1404.68,3,LONDON,2.5,0.2737837539414775,44.26399001382425,49.53726081389206,157.6257545997257,156.08554010046774,24.844663297366765,False,-0.05079740732041138,57.86595525910908,5.724540027429725,0.7409200968522399,11,3,liquidity_sweep_bullish,157.03021624605853,SL,2021-10-21 13:00:00+00:00,-68.17837539414597,-957.6880034864897,120,False
|
||||
2021-10-29 11:00:00+00:00,7,GBP_JPY,LONG,157.047,156.48783742151303,157.37374386773047,157.7294877354609,157.7294877354609,1695.59,3,LONDON,2.5,0.23716257848696995,22.39654804955156,66.17247855661854,156.5834001155804,156.50588237481367,24.910202103683332,False,0.02158456409268593,84.69232379717215,43.45998844196117,0.6290322580645161,11,4,liquidity_sweep_bullish,156.48783742151303,SL,2021-10-29 14:00:00+00:00,-55.916257848696205,-948.1104764567079,180,False
|
||||
2021-11-10 08:00:00+00:00,7,GBP_JPY,SHORT,153.114,153.57571037474384,152.83443443788425,152.52586887576848,152.52586887576848,2032.93,4,LONDON,2.5,0.20571037474383683,27.303339362982037,51.70142632925221,153.2037801251759,154.30654252539233,-2.1666666666675383,False,0.03060645825659345,76.81042808310049,-6.078012517590992,0.3598971722364595,8,2,liquidity_sweep_bearish,153.114,TP1+SL,2021-11-10 13:00:00+00:00,13.978278105787469,284.1686090959852,300,True
|
||||
2021-11-15 15:00:00+00:00,7,GBP_JPY,SHORT,153.043,153.46258659358037,152.79512010962947,152.5182402192589,152.5182402192589,2243.8,4,OVERLAP,2.5,0.1845865935803661,26.95881459341725,59.84293364942911,152.85382660290435,153.49139058517304,12.504539957382121,False,0.011224768330126852,77.48812924177535,21.81733970956543,0.1333333333333036,15,0,liquidity_sweep_bearish,153.46258659358037,SL,2021-11-16 02:00:00+00:00,-41.95865935803624,-941.4683986756173,660,False
|
||||
2021-11-19 14:00:00+00:00,7,GBP_JPY,SHORT,153.16,153.87208595736394,152.69387106395408,152.19874212790816,152.19874212790816,1308.91,4,OVERLAP,2.5,0.33008595736394164,43.96604069782875,36.36452934786622,153.8429035722799,153.74112992713597,5.3679331416987,False,-0.13070392939576528,34.555219017898686,-65.39035722799156,0.3480314960630028,14,4,liquidity_sweep_bearish,153.87208595736394,SL,2021-11-22 15:00:00+00:00,-71.20859573639392,-932.0564304532338,4380,False
|
||||
2021-11-23 08:00:00+00:00,7,GBP_JPY,SHORT,153.318,153.90815769129742,153.01226346305387,152.67752692610773,152.67752692610773,1563.54,4,LONDON,2.5,0.22315769129742696,53.86626232940086,35.58700787230353,153.71502125557873,153.69324606352444,-8.966666666663059,False,-0.04817338530404919,27.557012902040867,-36.8021255578725,0.7985257985257497,8,1,liquidity_sweep_bearish,153.90815769129742,SL,2021-11-23 14:00:00+00:00,-59.01576912974064,-922.7351566511469,360,False
|
||||
2021-11-23 14:00:00+00:00,7,GBP_JPY,LONG,153.877,153.375830234589,154.2022546481165,154.556509296233,154.556509296233,1822.75,4,OVERLAP,2.5,0.23616976541099557,44.43116293881849,54.63011184936855,153.6912101876037,153.68766068666835,29.435609419101638,False,-0.028498599057303207,81.15904961493189,15.678981239631185,0.4595469255664255,14,1,liquidity_sweep_bullish,153.375830234589,SL,2021-11-24 09:00:00+00:00,-50.116976541102076,-913.5071899029381,1140,False
|
||||
2021-12-07 08:00:00+00:00,7,GBP_JPY,SHORT,150.749,151.30533092471234,150.4520036129315,150.12600722586296,150.12600722586296,1625.6,4,LONDON,2.5,0.217330924712339,44.12173023803036,60.80343102295601,150.34598174091798,151.0283122465493,-10.333333333335304,False,0.024496240409433073,46.77540019266636,43.201825908201386,0.5161290322580497,8,1,liquidity_sweep_bearish,150.12600722586296,TP3,2021-12-07 18:00:00+00:00,45.99984129894195,747.7734201556004,600,True
|
||||
2021-12-31 12:00:00+00:00,7,GBP_JPY,LONG,155.263,154.82268444947158,155.48947332579263,155.74494665158525,155.74494665158525,2070.9,5,LONDON,2.5,0.17031555052841754,31.023094062843008,46.792799593746665,155.12696134276285,153.77649727373034,-13.072176487841602,False,-0.03538674069345249,19.291353890317918,10.703865723715467,0.2908496732025989,12,4,liquidity_sweep_bullish,155.74494665158525,TP3,2021-12-31 15:00:00+00:00,35.421231592178934,733.5382850424336,180,True
|
||||
2022-01-03 16:00:00+00:00,7,GBP_JPY,LONG,155.245,154.71874799065523,155.54787801401716,155.8797560280343,155.8797560280343,1746.66,4,OVERLAP,2.5,0.22125200934477068,37.11994100720223,40.77579319612261,155.41093869144268,154.21800931721367,-14.675414483176041,False,-0.07342571754001656,28.72093732034216,-19.49386914426725,0.5943396226415542,16,0,liquidity_sweep_bullish,155.8797560280343,TP3,2022-01-04 03:00:00+00:00,46.88206551389961,818.870285505079,660,True
|
||||
2022-01-06 10:00:00+00:00,7,GBP_JPY,LONG,156.785,156.08761429283962,157.1555785607406,157.55515712148122,157.55515712148122,1329.78,3,LONDON,2.5,0.26638570716040055,41.28882886578994,46.70439211427897,156.7659103197676,155.43922360655517,32.5371322518464,False,-0.08565688311361538,52.7063798734838,-0.9910319767612918,0.7418699186992203,10,3,liquidity_sweep_bullish,156.785,TP1+SL,2022-01-09 22:00:00+00:00,18.528928037029857,246.39397925081562,5040,True
|
||||
2022-01-13 14:00:00+00:00,7,GBP_JPY,LONG,157.15,156.6202859257765,157.46107111133526,157.8011422226705,157.8011422226705,1755.36,5,OVERLAP,2.5,0.2267140742235036,29.083529712182155,49.660164887914085,157.103241632044,156.55345360394983,-0.07878375583345587,False,-0.012147602381668189,33.48419548629895,1.7758367956020038,0.425605536332264,14,3,liquidity_sweep_bullish,156.6202859257765,SL,2022-01-13 15:00:00+00:00,-52.97140742235058,-929.8388973289731,60,False
|
||||
2022-01-18 09:00:00+00:00,7,GBP_JPY,LONG,156.268,155.83269565840283,156.56495651239578,156.89091302479153,156.89091302479153,2114.7,4,LONDON,2.5,0.2173043415971765,28.9980575933117,41.76308229088722,156.4566280036116,156.45450319001034,-18.581802031155803,False,-0.013318580999717416,39.67381258491553,-21.762800361159407,0.5599128540305428,9,1,liquidity_sweep_bullish,155.83269565840283,SL,2022-01-18 12:00:00+00:00,-43.5304341597174,-920.5380911755439,180,False
|
||||
2022-01-19 11:00:00+00:00,7,GBP_JPY,SHORT,156.041,156.43849237103325,155.75576144345013,155.44152288690026,155.44152288690026,2292.71,3,LONDON,2.5,0.20949237103324464,34.725238074197144,57.08044012005093,156.01329311136905,156.2987137665252,24.32564558679644,False,0.060260987417893694,88.356117273556,5.670688863094142,0.08085106382980577,11,2,liquidity_sweep_bearish,155.44152288690026,TP3,2022-01-20 01:00:00+00:00,44.23604495345282,1014.2042262523081,840,True
|
||||
2022-01-27 10:00:00+00:00,7,GBP_JPY,SHORT,154.352,154.9255330874514,154.0112003688229,153.6414007376458,153.6414007376458,1606.66,3,LONDON,2.5,0.24653308745140512,33.995667314526415,58.40145359125854,154.09960409531297,154.70983501175158,4.752404588987247,False,0.0013557444920041309,83.68958191348865,28.13959046870309,0.097178683385602,10,3,liquidity_sweep_bearish,154.9255330874514,SL,2022-01-28 07:00:00+00:00,-57.35330874514091,-921.4726702846809,1260,False
|
||||
2022-02-07 13:00:00+00:00,7,GBP_JPY,LONG,155.652,155.108922538537,155.9666161921945,156.310232384389,156.310232384389,1679.8,3,OVERLAP,2.5,0.2290774614630008,29.04037552372968,44.853698843976204,155.79385139437792,155.3140857646067,9.710462145906718,False,-0.050704893590662686,36.382376420662546,-17.085139437793373,0.777777777777712,13,0,liquidity_sweep_bullish,156.310232384389,TP3,2022-02-08 09:00:00+00:00,48.64282068081551,817.1021017963388,1200,True
|
||||
2022-03-10 14:00:00+00:00,7,GBP_JPY,SHORT,152.542,153.23728211357013,152.15507682964483,151.73915365928966,151.73915365928966,1323.82,4,OVERLAP,2.5,0.27728211357011456,34.44392797220163,48.96824245640294,152.4310556085491,153.02428985117828,-10.608162200864513,False,-0.04738485743499771,62.879779989522056,13.994439145091064,0.7665995975854918,14,3,liquidity_sweep_bearish,152.542,TP1+SL,2022-03-11 04:00:00+00:00,19.346158517758738,256.1083156897937,840,True
|
||||
2022-03-21 12:00:00+00:00,7,GBP_JPY,LONG,156.834,156.3809811067696,157.1095283398456,157.4140566796912,157.4140566796912,2037.43,4,LONDON,2.5,0.2030188932304031,21.160816361235394,53.91313960830786,156.46535250114061,154.9640839596091,9.23077418468381,False,-0.05407336536104143,36.58735387355584,33.96474988593923,0.7545787545788286,12,0,liquidity_sweep_bullish,157.4140566796912,TP3,2022-03-21 16:00:00+00:00,42.779535677016945,871.6030937442464,240,True
|
||||
2022-03-30 09:00:00+00:00,7,GBP_JPY,LONG,160.311,159.20912605036122,161.0963109244582,161.91062184891638,161.91062184891638,845.57,3,LONDON,2.5,0.5428739496387902,32.50170066588906,45.6268064605902,160.91606211434686,159.6821814982402,33.33408101909754,False,0.0009708904396756868,78.73610670697873,-63.40621143468468,0.7389984825493615,9,2,liquidity_sweep_bullish,160.688,TIME,2022-04-01 01:00:00+00:00,37.69999999999811,318.77988999998405,2400,True
|
||||
2022-05-11 14:00:00+00:00,7,GBP_JPY,SHORT,160.697,161.69475357350146,160.1383696397478,159.5507392794956,159.5507392794956,937.0,4,OVERLAP,2.5,0.3917535735014686,33.31560318657865,51.16802955039148,160.74251807937966,161.63910615289808,5.364409921671154,False,0.03874728025098841,84.30833446758261,-1.6518079379665096,0.8672699849170123,14,2,liquidity_sweep_bearish,159.5507392794956,TP3,2022-05-11 17:00:00+00:00,85.24577736837604,798.7529339416836,180,True
|
||||
2022-05-31 08:00:00+00:00,7,GBP_JPY,LONG,161.343,160.72255655448865,161.713665168267,162.11333033653403,162.11333033653403,1519.69,5,LONDON,2.5,0.2664434455113439,40.97074904939494,52.6601700874127,160.98094345373124,160.25277731803135,9.166666666664014,False,-0.07686240039026376,32.84077334736096,33.305654626875025,0.7466666666666697,8,1,liquidity_sweep_bullish,162.11333033653403,TP3,2022-05-31 14:00:00+00:00,57.05028213970761,866.9874326489227,360,True
|
||||
2022-07-07 11:00:00+00:00,7,GBP_JPY,SHORT,162.45000000000002,163.45657491305164,161.79263763042258,161.1062752608451,161.1062752608451,945.34,3,LONDON,2.5,0.4575749130516342,27.39131087671726,53.64551036760441,162.41390897970692,163.7800201944279,-43.43637465327106,False,0.09892999889383143,64.19442191588404,6.509102029309588,0.7258620689655239,11,3,liquidity_sweep_bearish,163.45657491305164,SL,2022-07-07 18:00:00+00:00,-100.65749130516224,-951.5555283042207,420,False
|
||||
2022-07-08 13:00:00+00:00,7,GBP_JPY,SHORT,163.237,164.30042487030445,162.53786269454332,161.80972538908665,161.80972538908665,885.85,4,OVERLAP,2.5,0.48542487030444514,31.72887104665354,55.185638810510845,162.8424994219513,163.62692912497562,36.67722663728057,False,-0.00223286735534952,85.34257666617656,42.35005780487029,0.398744113029857,13,4,liquidity_sweep_bearish,164.30042487030445,SL,2022-07-11 01:00:00+00:00,-106.3424870304459,-942.0349213592051,3600,False
|
||||
2022-07-20 14:00:00+00:00,7,GBP_JPY,LONG,165.70499999999998,165.00687455575004,166.22968816637496,166.7833763327499,166.7833763327499,1335.89,4,OVERLAP,2.5,0.3691254442499729,34.23105262007464,50.30604831929863,165.47194002990784,164.52649864110708,4.511131071731711,False,-0.07325848326165563,37.13119899560517,20.405997009214616,0.4671968190854708,14,2,liquidity_sweep_bullish,165.00687455575004,SL,2022-07-21 13:00:00+00:00,-69.8125444249939,-932.6187997190513,1380,False
|
||||
2022-08-03 08:00:00+00:00,7,GBP_JPY,SHORT,162.18200000000002,163.1186005879086,161.45109911813714,160.69119823627426,160.69119823627426,985.79,3,LONDON,2.5,0.5066005879085865,28.835346883883428,58.77279595443797,161.61387299109833,162.87440189975072,-9.933333333333394,False,0.02727650260380926,71.30583889611216,59.71270089016798,0.3531746031746043,8,2,liquidity_sweep_bearish,163.1186005879086,SL,2022-08-04 07:00:00+00:00,-93.66005879085719,-923.2914935543911,1380,False
|
||||
2022-08-23 13:00:00+00:00,7,GBP_JPY,SHORT,161.96800000000002,162.65102191422412,161.47646712866384,160.95593425732767,160.95593425732767,1338.26,4,OVERLAP,2.5,0.3470219142241151,25.606963273464096,57.147588535229794,161.78737845031554,162.07759966178872,27.236693991034144,False,0.06629533942047541,82.65308054667668,20.962154968447066,0.331288343558287,13,1,liquidity_sweep_bearish,160.95593425732767,TP3,2022-08-24 10:00:00+00:00,75.1806869553712,1006.1130612489505,1260,True
|
||||
2022-09-14 13:00:00+00:00,7,GBP_JPY,LONG,165.316,164.56780619616626,165.8827907057506,166.47858141150124,166.47858141150124,1235.13,5,OVERLAP,2.5,0.3971938038337435,33.77577100839857,36.87772652722489,165.98407459485233,164.9758637742115,-8.76816147339241,False,-0.0330757756010735,46.274608023608515,-69.70745948523245,0.025700934579429322,13,2,liquidity_sweep_bullish,164.56780619616626,SL,2022-09-15 18:00:00+00:00,-74.81938038337431,-924.1166129291713,1740,False
|
||||
2022-09-20 16:00:00+00:00,7,GBP_JPY,SHORT,163.427,164.14878035362952,162.9958294695557,162.53565893911144,162.53565893911144,1267.53,3,OVERLAP,2.5,0.30678035362951706,22.466255230738454,42.333528826394634,163.79194366019627,164.3067890837814,-56.368096530761136,False,-0.057204480917921297,23.758394406704127,-33.59436601962784,0.6826722338204364,16,1,liquidity_sweep_bearish,162.53565893911144,TP3,2022-09-21 06:00:00+00:00,66.12628277765944,838.1704720916667,840,True
|
||||
2022-10-05 16:00:00+00:00,7,GBP_JPY,LONG,163.444,162.44778143286752,164.24032785069872,165.06565570139745,165.06565570139745,926.76,3,OVERLAP,2.5,0.5502185671324871,37.260876365610905,40.05966386655959,163.8379885139377,161.34716298486475,-28.55607972133214,False,-0.22060776775003166,33.859759392854045,-42.29885139376961,0.4076433121019019,16,2,liquidity_sweep_bullish,163.444,TP1+SL,2022-10-06 08:00:00+00:00,39.81639253493654,369.0023994567779,960,True
|
||||
2022-11-10 13:00:00+00:00,7,GBP_JPY,SHORT,166.77100000000002,167.8142816755394,166.2445774866909,165.6891549733818,165.6891549733818,888.49,4,OVERLAP,2.5,0.37028167553941166,25.598645592616148,51.48614850917761,166.98441038809315,167.72392739986196,9.600177960467704,False,0.07773496305486302,45.926269157594554,-18.441038809314136,0.19135802469136923,13,3,liquidity_sweep_bearish,165.6891549733818,TP3,2022-11-10 14:00:00+00:00,80.41459461842983,714.4756317252873,60,True
|
||||
2022-11-15 15:00:00+00:00,7,GBP_JPY,SHORT,165.583,166.5540116082013,164.857482587698,164.102965175396,164.102965175396,961.98,4,OVERLAP,2.5,0.5030116082013331,21.9244232092057,57.42314216000502,165.10255435574356,166.25331326296322,17.503273317228718,False,0.07527258347479232,76.56150083332209,50.94456442564308,0.4843749999999992,15,1,liquidity_sweep_bearish,165.583,TP1+SL,2022-11-16 01:00:00+00:00,36.27587061509985,348.9666201431375,600,True
|
||||
2022-11-17 12:00:00+00:00,7,GBP_JPY,SHORT,165.601,166.37750674191966,165.0322398871205,164.43447977424103,164.43447977424103,1207.44,5,LONDON,2.5,0.3985067419196566,22.89072624136199,44.044798449171644,165.73961325783645,166.08930902550796,-23.59962682566845,False,-0.0476639131938002,45.39971771968385,-10.961325783645748,0.19363762102353005,12,3,liquidity_sweep_bearish,166.37750674191966,SL,2022-11-17 22:00:00+00:00,-77.65067419196612,-937.5853004634757,600,False
|
||||
2022-11-24 11:00:00+00:00,7,GBP_JPY,LONG,167.74699999999999,166.80482592884925,168.24626110672614,168.77452221345226,168.77452221345226,985.18,3,LONDON,2.5,0.352174071150758,51.63791435504965,45.138716078000435,167.89385581420356,167.13157249001242,14.410241716578298,False,-0.059658161246656516,35.45499541262202,-17.585581420357244,0.633825944170785,11,3,liquidity_sweep_bullish,167.74699999999999,TP1+SL,2022-11-25 05:00:00+00:00,24.963055336307605,245.93102856223524,1080,True
|
||||
2022-11-30 10:00:00+00:00,7,GBP_JPY,SHORT,166.446,167.29046048064916,165.9538092790263,165.43261855805258,165.43261855805258,1102.09,4,LONDON,2.5,0.34746048064913404,28.946840545679628,58.2106530361607,166.30353912558652,166.88977100188723,10.003702026099859,False,0.09740506998717231,86.7139518580039,17.146087441346936,0.45983935742972837,10,2,liquidity_sweep_bearish,167.29046048064916,SL,2022-11-30 14:00:00+00:00,-84.44604806491611,-930.671451118634,240,False
|
||||
2022-12-15 09:00:00+00:00,7,GBP_JPY,LONG,168.53199999999998,167.69108965238104,168.99636552142846,169.48973104285693,169.48973104285693,1095.67,3,LONDON,2.5,0.3289103476189807,30.314590062087298,65.12720658759604,167.8456964107379,167.37028936297304,24.657734193786496,False,0.04320220526790286,73.04986303724594,65.73035892620851,0.8162162162162021,9,3,liquidity_sweep_bullish,167.69108965238104,SL,2022-12-15 19:00:00+00:00,-84.09103476189443,-921.3602405756488,600,False
|
||||
2022-12-23 15:00:00+00:00,7,GBP_JPY,SHORT,160.13400000000001,160.86604406507368,159.6409339023895,159.11886780477897,159.11886780477897,1246.03,5,OVERLAP,2.5,0.34804406507368146,30.59146890546611,61.980188466308554,159.99876926789878,162.9672235512621,14.144913648058832,False,0.05584734173950451,45.711170935822814,16.423073210123107,0.1756756756756945,15,4,liquidity_sweep_bearish,160.13400000000001,TP1+SL,2022-12-26 08:00:00+00:00,24.65330488052615,307.18757480282,3900,True
|
||||
2022-12-27 11:00:00+00:00,7,GBP_JPY,SHORT,160.385,161.07102035672665,159.98946946491003,159.5649389298201,159.5649389298201,1334.1,4,LONDON,2.5,0.2830203567266322,17.79972051831876,48.930149693745925,160.31840309992057,162.01386307840843,-22.18699037434817,False,-0.017701135636989912,38.45033061957478,9.559690007941413,0.6943319838057043,11,1,liquidity_sweep_bearish,161.07102035672665,SL,2022-12-28 02:00:00+00:00,-68.6020356726658,-915.2197579090345,900,False
|
||||
2022-12-29 13:00:00+00:00,7,GBP_JPY,SHORT,160.423,161.14429245914303,160.0060613112855,159.56012262257096,159.56012262257096,1256.17,4,OVERLAP,2.5,0.29729245914301194,31.59918942443141,36.334100495782224,160.97230181330514,161.63395828078927,-39.571530513285325,False,-0.06434409783701527,19.947616871690283,-52.03018133051387,0.8983050847457615,13,3,liquidity_sweep_bearish,159.56012262257096,TP3,2022-12-30 06:00:00+00:00,63.991490218485374,803.8419026775479,1020,True
|
||||
|
@@ -0,0 +1,36 @@
|
||||
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
|
||||
2023-01-17 08:00:00+00:00,7,GBP_JPY,SHORT,156.853,157.58993007850478,156.40510488224282,155.92820976448562,155.92820976448562,1327.94,4,LONDON,2.5,0.3179300785047944,29.332745285905396,50.99217185424026,157.02745972264546,158.42288242533115,-12.466666666668402,False,0.025865055741165252,39.53856717784316,-14.545972264545526,0.8596059113300711,8,1,liquidity_sweep_bearish,157.58993007850478,SL,2023-01-17 11:00:00+00:00,-73.69300785047699,-978.5989284496242,180,False
|
||||
2023-01-25 14:00:00+00:00,7,GBP_JPY,LONG,160.293,159.25868918760895,160.82096621858656,161.37793243717311,161.37793243717311,936.68,4,OVERLAP,2.5,0.3713108123910361,40.56390051396234,46.85426544845374,160.50512828109868,159.7787379605993,24.78006285800518,False,-0.0332536979268942,57.51012407589763,-24.11282810986677,0.3100137174211179,14,2,liquidity_sweep_bullish,161.37793243717311,TP3,2023-01-26 14:00:00+00:00,80.64609106235355,755.3958057628531,1440,True
|
||||
2023-01-27 14:00:00+00:00,7,GBP_JPY,LONG,160.845,160.1001034765563,161.26884478516553,161.72168957033105,161.72168957033105,1310.74,5,OVERLAP,2.5,0.30189652344368745,32.73459611366499,49.31038392008543,160.80278881570158,160.17464107094924,16.212754601434654,False,-0.05285242565206594,35.90566938385637,1.321118429842727,0.6779026217228109,14,4,liquidity_sweep_bullish,160.845,TP1+SL,2023-01-30 04:00:00+00:00,21.192239258276402,277.7751568539321,3720,True
|
||||
2023-01-30 08:00:00+00:00,7,GBP_JPY,LONG,160.998,160.06247854774188,161.48728217838718,162.00556435677436,162.00556435677436,1046.63,4,LONDON,2.5,0.3455214522581219,29.814270281063635,52.3762512348054,160.84220911269054,160.29227975502073,12.633333333334917,False,-0.03260177565096172,43.48885057412417,12.67908873094541,0.7550471063256923,8,0,liquidity_sweep_bullish,160.06247854774188,SL,2023-01-31 13:00:00+00:00,-93.55214522581149,-979.144817576911,1740,False
|
||||
2023-02-07 08:00:00+00:00,7,GBP_JPY,SHORT,158.514,159.27615697459103,158.09576453811346,157.64852907622694,157.64852907622694,1271.86,4,LONDON,2.5,0.29815697459102736,33.86494333414314,35.008196213806244,158.9704970298257,159.35304100713813,-8.500000000000796,False,-0.12859831779421368,12.796365888385523,-42.74970298257017,0.5626016260162577,8,1,liquidity_sweep_bearish,157.64852907622694,TP3,2023-02-07 15:00:00+00:00,64.18599975954622,816.3560565417645,420,True
|
||||
2023-02-15 08:00:00+00:00,7,GBP_JPY,LONG,161.475,160.63822444901305,161.9331633264804,162.42032665296082,162.42032665296082,1168.2,4,LONDON,2.5,0.32477555098693867,35.760546925676536,51.202358026019404,160.9425495564048,159.76945555609316,14.799999999999613,False,-0.10316832698590783,49.40373666830891,50.345044359519875,0.6513409961685642,8,2,liquidity_sweep_bullish,160.63822444901305,SL,2023-02-16 20:00:00+00:00,-83.67755509869426,-977.5211986629463,2160,False
|
||||
2023-02-20 13:00:00+00:00,7,GBP_JPY,LONG,161.402,160.94050661972355,161.70224007041466,162.0314801408293,162.0314801408293,2096.98,3,OVERLAP,2.5,0.21949338027643817,22.510894182920268,51.96097937721921,161.24768640682626,160.52936737096516,0.5778540364076434,False,-0.03742933521008679,26.21704986768218,12.531359317372903,0.42049469964661934,13,0,liquidity_sweep_bullish,162.0314801408293,TP3,2023-02-21 08:00:00+00:00,46.48631074634086,974.8086390886185,1140,True
|
||||
2023-02-24 08:00:00+00:00,7,GBP_JPY,LONG,162.423,161.62274599039742,162.8338810144039,163.27376202880774,163.27376202880774,1221.48,4,LONDON,2.5,0.2932540096025817,49.40725178476419,58.24704281301323,162.23022203915804,161.64954100556935,13.866666666669403,False,0.07253722556311973,76.47493577162312,16.377796084196916,0.43518518518521687,8,4,liquidity_sweep_bullish,163.27376202880774,TP3,2023-02-27 09:00:00+00:00,63.082848661570644,770.5443798313531,4380,True
|
||||
2023-03-01 10:00:00+00:00,7,GBP_JPY,LONG,163.523,162.8133527038778,163.98997094418328,164.4859418883666,164.4859418883666,1388.29,5,LONDON,2.5,0.33064729612219557,28.112807479887053,34.99153525085441,164.0190690325095,162.8173321092983,-42.234837800640435,False,-0.058051912792941085,19.471233816607725,-52.50690325094922,0.5142180094786736,10,2,liquidity_sweep_bullish,163.446,TIME,2023-03-03 02:00:00+00:00,-7.699999999999818,-106.89832999999747,2400,False
|
||||
2023-03-03 10:00:00+00:00,7,GBP_JPY,LONG,163.477,162.8940483645097,163.81542745323546,164.18285490647094,164.18285490647094,1688.18,3,LONDON,2.5,0.2449516354903063,24.209943731646174,49.779455212860356,163.54019799476737,163.0700809546754,12.209907312367818,False,0.0038609886511218813,45.27194958648562,-9.219799476736057,0.680412371134087,10,4,liquidity_sweep_bullish,163.673,TIME,2023-03-07 02:00:00+00:00,19.599999999999792,330.88327999999655,5280,True
|
||||
2023-03-10 08:00:00+00:00,7,GBP_JPY,LONG,163.132,162.11751173478035,163.6527323978295,164.20246479565898,164.20246479565898,973.33,4,LONDON,2.5,0.36648826521965927,39.61370075261295,62.79372119831741,162.53065173207335,162.82329435871725,17.900000000000205,False,0.08823316399821474,76.13268059191712,57.23482679266567,0.03708987161199815,8,4,liquidity_sweep_bullish,164.20246479565898,TP3,2023-03-10 11:00:00+00:00,79.56095947078887,774.3906868170293,180,True
|
||||
2023-03-10 15:00:00+00:00,7,GBP_JPY,SHORT,162.441,163.48110190893985,161.73334713659025,160.9966942731805,160.9966942731805,956.81,4,OVERLAP,2.5,0.4911019089398321,38.353205888410784,42.58194566839862,162.77656439505847,162.87367816325352,-84.7592107635478,False,-0.04749520240996957,26.568477669723894,-30.65643950584729,0.6263736263736274,15,4,liquidity_sweep_bearish,162.441,TP1+SL,2023-03-12 23:00:00+00:00,35.38264317048743,338.54466811954075,3360,True
|
||||
2023-03-17 09:00:00+00:00,7,GBP_JPY,SHORT,161.441,162.27833430132225,160.8184985480166,160.16699709603324,160.16699709603324,1192.55,3,LONDON,2.5,0.4343343013222553,25.59309143444508,51.1959070513113,161.4329863305534,162.09994512939522,-24.4159628208223,False,-0.007590317979641492,39.83896129878962,3.701366944659412,0.4830659536542096,9,4,liquidity_sweep_bearish,160.16699709603324,TP3,2023-03-17 12:00:00+00:00,94.82628609896602,1130.8508748732193,180,True
|
||||
2023-03-23 12:00:00+00:00,7,GBP_JPY,SHORT,161.36,162.2062721045544,160.84859184316844,160.30818368633686,160.30818368633686,1193.32,4,LONDON,2.5,0.36027210455438236,25.72746134531387,48.31568171738155,161.52545861624577,161.67898587219332,-9.816317381205408,False,0.05808695066670985,46.80189585997883,-13.645861624576128,0.2023809523809638,12,3,liquidity_sweep_bearish,160.30818368633686,TP3,2023-03-23 18:00:00+00:00,78.16210494490353,932.7240307285228,360,True
|
||||
2023-04-05 08:00:00+00:00,7,GBP_JPY,LONG,164.101,163.3533081201414,164.57253781978793,165.07307563957585,165.07307563957585,1363.13,5,LONDON,2.5,0.3336918798586102,24.79327060064265,39.31662138494484,164.50485552811688,163.4338304962397,10.400000000001342,False,-0.055322332028951815,21.403168251755574,-43.28555281168747,0.18777292576422058,8,2,liquidity_sweep_bullish,163.3533081201414,SL,2023-04-05 13:00:00+00:00,-74.76918798585928,-1019.2012321916436,300,False
|
||||
2023-04-06 08:00:00+00:00,7,GBP_JPY,LONG,163.826,163.0348498316098,164.2532252525853,164.70945050517062,164.70945050517062,1275.37,3,LONDON,2.5,0.30415016839020953,31.91056776341332,55.32584375415158,163.8411612918208,163.43503873893894,11.999999999997613,False,0.10566291359791252,82.99181952934124,-4.416129182081363,0.09712230215827504,8,3,liquidity_sweep_bullish,163.826,TP1+SL,2023-04-07 09:00:00+00:00,21.36126262926581,272.4351351948673,1500,True
|
||||
2023-04-14 10:00:00+00:00,7,GBP_JPY,LONG,165.85,165.37674011098275,166.19188983352586,166.56277966705173,166.56277966705173,2137.8,4,LONDON,2.5,0.24725988901724322,35.335259244596344,44.01614272595107,165.9991741471991,165.10180532231556,13.86900074088544,False,-0.027435194528438872,44.541118167418084,-17.81741471991154,0.31153846153842957,10,4,liquidity_sweep_bullish,165.85,TP1+SL,2023-04-14 17:00:00+00:00,17.094491676293444,365.4460430558013,420,True
|
||||
2023-04-25 08:00:00+00:00,7,GBP_JPY,LONG,167.31799999999998,166.73611524125687,167.70732713811466,168.12565427622934,168.12565427622934,1745.0,4,LONDON,2.5,0.2788847587431201,19.492935415607384,46.58410450125601,167.25863101698675,166.62414892767117,8.733333333333348,False,-0.06991891227443747,44.169335608619384,3.0368983013232764,0.4020979020978326,8,1,liquidity_sweep_bullish,166.73611524125687,SL,2023-04-25 11:00:00+00:00,-58.188475874311514,-1015.3889040067359,180,False
|
||||
2023-04-26 11:00:00+00:00,7,GBP_JPY,LONG,166.826,165.8994563017889,167.33031554731667,167.86363109463335,167.86363109463335,1084.93,4,LONDON,2.5,0.35554369821111276,38.196503064035404,59.77982653140025,166.5364413909423,166.51315006897983,25.591999543357247,False,0.13986527214800878,68.7159058283084,26.055860905771056,0.3602739726027379,11,2,liquidity_sweep_bullish,166.826,TP1+SL,2023-04-28 03:00:00+00:00,25.215777365833958,273.5735333751424,2400,True
|
||||
2023-05-02 10:00:00+00:00,7,GBP_JPY,LONG,171.553,170.81778797300282,171.97281804049575,172.4216360809915,172.4216360809915,1370.99,3,LONDON,2.5,0.29921202699716715,27.036188444356352,49.41193732405757,170.97304944919085,168.5746126962526,5.560857486790383,False,-0.09966249908075522,16.480171879638718,55.09505508091479,0.6550925925925377,10,1,liquidity_sweep_bullish,170.81778797300282,SL,2023-05-02 13:00:00+00:00,-73.52120269971749,-1007.9683368928569,180,False
|
||||
2023-05-04 12:00:00+00:00,7,GBP_JPY,LONG,169.257,168.4864908803068,169.7612636795398,170.2945273590796,170.2945273590796,1295.11,4,LONDON,2.5,0.3555091196932014,26.590068899600485,45.81717441284099,169.6920142120847,169.0096568659308,9.24644021950769,False,0.03772958873607929,58.538023651180026,-46.40142120846917,0.12871287128712536,12,3,liquidity_sweep_bullish,168.4864908803068,SL,2023-05-04 14:00:00+00:00,-77.05091196932017,-997.8940660058623,120,False
|
||||
2023-05-09 08:00:00+00:00,7,GBP_JPY,LONG,170.295,169.59399055001666,170.67401417497504,171.0820283499501,171.0820283499501,1409.27,4,LONDON,2.5,0.2720094499833694,30.68395762265886,49.0840563465889,170.19138760389558,169.49266297715744,12.233333333327323,False,-0.04809688659215581,54.098892608806516,7.461239610441339,0.9237875288683233,8,1,liquidity_sweep_bullish,171.0820283499501,TP3,2023-05-10 07:00:00+00:00,58.30268471152723,821.6422448341398,1380,True
|
||||
2023-05-31 10:00:00+00:00,7,GBP_JPY,LONG,173.138,172.4305484649206,173.55517730261911,174.00135460523822,174.00135460523822,1408.05,3,LONDON,2.5,0.2974515350794068,32.340158933238904,47.39589159119422,173.24329217527796,172.5427795153914,23.9411961935474,False,-0.03582781620810173,62.53072311735074,-13.42921752779489,0.5184331797235577,10,2,liquidity_sweep_bullish,173.138,TP1+SL,2023-05-31 15:00:00+00:00,20.858865130955447,293.7032504764182,300,True
|
||||
2023-06-07 11:00:00+00:00,7,GBP_JPY,LONG,173.835,173.22436728657453,174.1774490701382,174.54889814027644,174.54889814027644,1636.11,4,LONDON,2.5,0.2476327134254741,36.832661497450694,63.57060864352053,173.4187369756332,173.28071485976514,35.89950334251455,False,0.07641434846964724,96.28172601678273,38.72630243668027,0.6556886227545522,11,2,liquidity_sweep_bullish,174.54889814027644,TP3,2023-06-09 00:00:00+00:00,52.81779685944965,864.1572561971417,2220,True
|
||||
2023-06-22 08:00:00+00:00,7,GBP_JPY,LONG,181.409,180.6982371368287,181.80864429475693,182.23728858951387,182.23728858951387,1417.78,3,LONDON,2.5,0.2857628631712896,17.895682904600164,62.01872161262305,180.87989547482394,179.17813961657038,10.699999999999932,False,0.011910868153068563,66.46666451668075,50.010452517605586,0.8407643312101561,8,3,liquidity_sweep_bullish,182.23728858951387,TP3,2023-06-22 11:00:00+00:00,61.39722842871479,870.4776252166325,180,True
|
||||
2023-06-26 13:00:00+00:00,7,GBP_JPY,LONG,182.418,181.48575590401765,182.96086614397353,183.53273228794706,183.53273228794706,1090.28,4,OVERLAP,2.5,0.381244095982346,32.391090547936486,51.29800024175066,182.1571955238508,180.44799731410907,23.496576952126702,False,-0.07723905252521529,51.16356898903035,23.180447614922173,0.7530864197530902,13,0,liquidity_sweep_bullish,183.53273228794706,TP3,2023-06-27 14:00:00+00:00,82.8809440235593,903.6343565000622,1500,True
|
||||
2023-06-29 15:00:00+00:00,7,GBP_JPY,LONG,182.59199999999998,182.09286376589014,182.95020435116476,183.33740870232955,183.33740870232955,2054.44,3,OVERLAP,2.5,0.258136234109854,12.267319086170339,49.941186815284844,182.62696038224874,181.65089266038908,5.135898068320444,False,0.027442638534731223,51.11111111111408,-6.396038224875156,0.4560669456066045,15,3,liquidity_sweep_bullish,182.59199999999998,TP1+SL,2023-06-30 04:00:00+00:00,17.910217558238628,367.95467360347766,780,True
|
||||
2023-07-05 08:00:00+00:00,7,GBP_JPY,LONG,183.535,182.98273468863977,183.81839796704034,184.13079593408068,184.13079593408068,1863.47,4,LONDON,2.5,0.20826531136022383,27.705714032145924,43.85604031116006,183.54145154686174,182.69228225192956,7.766666666668698,False,-0.02107732839312732,39.06187809844921,-3.545154686173646,0.20654911838789777,8,2,liquidity_sweep_bullish,183.535,TP1+SL,2023-07-05 21:00:00+00:00,14.169898352017185,264.05180482033467,780,True
|
||||
2023-07-06 09:00:00+00:00,7,GBP_JPY,LONG,183.474,182.60717045049375,183.93524432425934,184.42548864851872,184.42548864851872,1190.28,4,LONDON,2.5,0.3268295495062394,43.03712801412934,52.278347692855704,183.41298884925865,182.84456311735545,30.50797141506507,False,-0.012236777088990208,82.92135282297102,3.201115074134009,0.7744916820702129,9,3,liquidity_sweep_bullish,183.474,TP1+SL,2023-07-06 14:00:00+00:00,23.062216212967716,274.5049471397121,300,True
|
||||
2023-07-06 15:00:00+00:00,7,GBP_JPY,LONG,183.28799999999998,182.4308528575967,183.8352207136049,184.41144142720984,184.41144142720984,1206.93,4,OVERLAP,2.5,0.3841471424032852,33.235564823386774,47.28284034373919,183.43160712699503,182.88324756814774,-19.34606737529805,False,0.026899377248891007,39.23309924633902,-17.260712699504666,0.19144602851322085,15,3,liquidity_sweep_bullish,182.4308528575967,SL,2023-07-07 07:00:00+00:00,-85.7147142403278,-1034.5166005807882,960,False
|
||||
2023-07-18 14:00:00+00:00,7,GBP_JPY,SHORT,181.303,182.24584661840953,180.7232300723857,180.11446014477139,180.11446014477139,1086.25,5,OVERLAP,2.5,0.40584661840953357,21.540886484627293,51.31237532673888,181.27613736906008,181.54163421949403,23.51278824399685,False,0.007855340905717823,56.62639594556199,5.586263093991306,0.011475409836073517,14,1,liquidity_sweep_bearish,180.11446014477139,TP3,2023-07-19 12:00:00+00:00,88.41658331002192,960.4251362051132,1320,True
|
||||
2023-08-08 12:00:00+00:00,7,GBP_JPY,LONG,181.785,181.0533662449825,182.23545063252624,182.71490126505248,182.71490126505248,1412.96,5,LONDON,2.5,0.31963375501749464,44.59552252823842,42.45040920791141,181.8629128901112,181.65583251458378,-25.91445320686603,False,-0.13896720786922373,21.990170149313798,-10.691289011120375,0.08315098468273321,12,1,liquidity_sweep_bullish,182.71490126505248,TP3,2023-08-08 18:00:00+00:00,69.01825300178807,975.2003076140646,360,True
|
||||
2023-08-21 09:00:00+00:00,7,GBP_JPY,LONG,185.746,185.00312289067608,186.12931566398586,186.54163132797174,186.54163132797174,1404.71,3,LONDON,2.5,0.2748771093239053,20.21769725192914,62.95033921827559,185.3184242752771,184.5564165468287,35.332419491351175,False,0.06972998900722238,81.27876540200798,39.857572472291736,0.9172259507830481,9,0,liquidity_sweep_bullish,186.54163132797174,TP3,2023-08-21 19:00:00+00:00,58.94791600043079,828.0472708496513,600,True
|
||||
2023-08-24 11:00:00+00:00,7,GBP_JPY,SHORT,184.31300000000002,184.91314371103246,183.8932844334513,183.4445688669026,183.4445688669026,1752.59,3,LONDON,2.5,0.2991437110324665,21.613431296715227,47.47266395181888,184.7307509349721,184.8654247406399,-6.864836329779678,False,0.06092711939200332,30.603247728081232,-38.87509349720801,0.3846153846153311,11,3,liquidity_sweep_bearish,183.4445688669026,TP3,2023-08-25 03:00:00+00:00,64.40783049530852,1128.8051964777276,960,True
|
||||
2023-08-25 14:00:00+00:00,7,GBP_JPY,SHORT,183.92000000000002,184.64183149497364,183.55025275753957,183.15150551507912,183.15150551507912,1472.77,4,OVERLAP,2.5,0.2658314949736258,37.10464179450578,49.9501201551098,184.15891785868124,184.62946582868443,-7.567181470571427,False,0.07189556754084372,66.00448228145032,-20.991785868122292,0.46074380165285267,14,4,liquidity_sweep_bearish,184.64183149497364,SL,2023-08-28 18:00:00+00:00,-72.18314949736282,-1063.0917708523104,4560,False
|
||||
|
@@ -0,0 +1,55 @@
|
||||
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
|
||||
2021-01-28 09:00:00+00:00,9,GBP_AUD,LONG,1.79457,1.787180967519482,1.80124,1.80815,1.80815,135335.72,5,LONDON,2.0,0.002890354921335216,62.31726416976188,71.63089869315311,1.7824774770502982,1.7726385270574154,1.2936813722408402,False,0.00030375888362081226,74.55744799918635,118.52522949701738,0.2705167173252442,9,3,london_breakout_long,1.787180967519482,SL,2021-01-28 16:00:00+00:00,-73.8903248051792,-1000.0000308542787,420,False
|
||||
2021-02-01 08:00:00+00:00,9,GBP_AUD,LONG,1.79946,1.79346,1.80341,1.8075999999999999,1.8075999999999999,165000.0,5,LONDON,2.0,0.002984572973378604,38.07767982267642,66.21586489552894,1.7909986281242591,1.7797520018139965,10.966666666665237,False,0.00017645880863012987,62.40078282631283,82.21371875740901,0.8520971302427928,8,0,london_breakout_long,1.79346,SL,2021-02-01 13:00:00+00:00,-60.00000000000006,-990.0000000000009,300,False
|
||||
2021-02-03 09:00:00+00:00,9,GBP_AUD,SHORT,1.79011,1.795800158143565,1.7851700000000001,1.7799900000000002,1.7799900000000002,172244.77,4,LONDON,2.0,0.0023564873104669364,34.67279695700911,31.49911438969231,1.794556457887665,1.7856604665580293,-22.836225325499893,False,-0.0007017897649328013,27.23587372159746,-42.06457887664827,0.7010752688171588,9,2,london_breakout_short,1.7799900000000002,TP3,2021-02-04 08:00:00+00:00,75.30000587535908,1297.0032192999872,1380,True
|
||||
2021-02-08 09:00:00+00:00,9,GBP_AUD,SHORT,1.78775,1.79031,1.78569,1.78339,1.78339,387917.98,5,LONDON,2.0,0.001806857390748989,52.602651198998544,36.592580471612756,1.7920297364866882,1.7889615762492126,-6.986082979019148,False,2.1715000643349365e-05,31.792587297175185,-40.39736486688206,0.19999999999994617,9,0,london_breakout_short,1.78339,TP3,2021-02-08 14:00:00+00:00,32.10000112394828,1245.2167593999748,300,True
|
||||
2021-02-10 09:00:00+00:00,9,GBP_AUD,LONG,1.79182,1.7868763602999511,1.7946,1.79762,1.79762,203397.14,5,LONDON,2.0,0.00211992331716098,29.56342638553696,69.19004736082438,1.7863203340935339,1.7874210910851274,28.613496695513163,False,0.0004124141310421386,67.41444136462671,52.59665906466093,0.8026819923371483,9,2,london_breakout_long,1.7868763602999511,SL,2021-02-10 13:00:00+00:00,-49.43639700048852,-1005.5221761803944,240,False
|
||||
2021-02-25 07:00:00+00:00,9,GBP_AUD,SHORT,1.77079,1.7775886838201986,1.76677,1.7624499999999999,1.7624499999999999,146420.54,5,ASIAN,2.0,0.0028102254189308834,32.380687935380344,32.955503371550066,1.7800007705005272,1.784030861165476,-97.3751234083009,False,-0.000214093864199961,27.1834520907537,-89.10770500527131,0.690090090090097,7,3,london_breakout_short,1.7775886838201986,SL,2021-02-25 15:00:00+00:00,-67.98683820198548,-995.4669562427343,480,False
|
||||
2021-03-01 08:00:00+00:00,9,GBP_AUD,SHORT,1.8,1.80604,1.79512,1.79,1.79,163164.29,4,LONDON,2.0,0.0038189291964171534,25.189406157415508,53.54049308612539,1.7933188073271682,1.786678749019141,-3.9333333333302356,False,-0.0014171110026155002,24.934158271234462,69.21192672831866,0.20129870129865216,8,0,london_breakout_short,1.80604,SL,2021-03-01 11:00:00+00:00,-60.400000000000446,-985.5123116000075,180,False
|
||||
2021-03-17 08:00:00+00:00,9,GBP_AUD,LONG,1.79941,1.79455,1.80273,1.80629,1.80629,200752.51,5,LONDON,2.0,0.001983406342870328,48.72348861036554,66.66773166034216,1.794616244530916,1.795688894970202,-5.933333333332236,False,0.0005930601560785298,82.32206729851,45.53755469083986,0.6839622641509859,8,2,london_breakout_long,1.79455,SL,2021-03-17 18:00:00+00:00,-48.599999999998644,-975.6571985999728,600,False
|
||||
2021-03-24 07:00:00+00:00,9,GBP_AUD,SHORT,1.80211,1.80727,1.79828,1.7941500000000001,1.7941500000000001,187190.04,4,ASIAN,2.0,0.0027506999220251807,32.694654224387875,55.05425999489405,1.7980881473611678,1.7950660768456936,29.072093351734107,False,-0.00015882579006825347,44.80042969682569,43.21852638832224,0.6090909090909182,7,2,london_breakout_short,1.80211,TP1+SL,2021-03-24 10:00:00+00:00,19.15,358.46892660000003,180,True
|
||||
2021-03-29 08:00:00+00:00,9,GBP_AUD,LONG,1.81037,1.8045450652211596,1.81397,1.8178100000000001,1.8178100000000001,166437.11,5,LONDON,2.0,0.0025308329178549667,25.227143609066665,60.84091414020741,1.8060659811809812,1.8007020677866987,8.766666666666367,False,0.00028414350935108046,62.65958169224513,40.64018819018855,0.6979655712050049,8,0,london_breakout_long,1.8045450652211596,SL,2021-03-29 15:00:00+00:00,-58.249347788403846,-969.4853105286827,420,False
|
||||
2021-04-08 08:00:00+00:00,9,GBP_AUD,SHORT,1.79884,1.8048366723860572,1.79346,1.78784,1.78784,160053.84,5,LONDON,2.0,0.002418192600535498,38.30994762561863,32.741922132438546,1.8067494111354658,1.8091279894021266,-11.133333333332995,False,-0.00031136092255199845,20.927403108569425,-76.69411135465819,0.8494897959183498,8,3,london_breakout_short,1.79884,TP1+SL,2021-04-09 04:00:00+00:00,26.899999999999704,430.54482959999524,1200,True
|
||||
2021-05-04 09:00:00+00:00,9,GBP_AUD,LONG,1.79863,1.7934553110494846,1.80284,1.80729,1.80729,186309.92,5,LONDON,2.0,0.0019521701816199823,27.83188773875668,70.16001894195493,1.7927324043818635,1.7920395138048877,9.535454555058553,False,0.0005965132007348196,94.68270220270416,56.57595618136391,0.5868263473053565,9,1,london_breakout_long,1.79863,TP1+SL,2021-05-05 00:00:00+00:00,21.050000000000235,392.1823816000044,900,True
|
||||
2021-06-29 09:00:00+00:00,9,GBP_AUD,LONG,1.83928,1.8343051487853788,1.84259,1.84614,1.84614,194582.25,5,LONDON,2.0,0.001945801879716475,31.678951143137745,67.70622364173258,1.834737857164144,1.83712269666941,11.020720639185466,False,0.0003344672117226669,78.41008011097146,43.0214283585606,0.5572519083969388,9,1,london_breakout_long,1.83928,TP1+SL,2021-06-30 06:00:00+00:00,16.549999999999617,322.0336237499926,1260,True
|
||||
2021-06-30 08:00:00+00:00,9,GBP_AUD,LONG,1.84501,1.8400056039784114,1.84952,1.85427,1.85427,194076.98,5,LONDON,2.0,0.0022124899508757993,25.83642816784963,63.24718639193022,1.8388171101874438,1.8380063510496167,14.799999999999258,False,-0.00023413621986042308,44.04032463132836,59.52889812556261,0.7967741935483803,8,2,london_breakout_long,1.8400056039784114,SL,2021-06-30 14:00:00+00:00,-50.043960215886415,-971.2380665939385,360,False
|
||||
2021-07-14 08:00:00+00:00,9,GBP_AUD,LONG,1.8612900000000001,1.8552674261016167,1.86656,1.87207,1.87207,159653.61,5,LONDON,2.0,0.002516384590828177,30.43626554339445,65.62330117821345,1.8545017125157666,1.8491557892725012,11.333333333329865,False,0.0006111752738978166,94.02664562286564,65.48287484233528,0.7655038759690076,8,2,london_breakout_long,1.8552674261016167,SL,2021-07-14 13:00:00+00:00,-60.22573898383454,-961.5256643686915,300,False
|
||||
2021-07-27 07:00:00+00:00,9,GBP_AUD,LONG,1.87703,1.8721765648055195,1.8810600000000002,1.8853900000000003,1.8853900000000003,196131.27,5,ASIAN,2.0,0.001977704500807042,37.29610777716027,71.43354598532235,1.8707023612467681,1.8640692296508594,33.267796307239195,False,0.0002570915620655179,77.74115697744338,60.27638753231867,0.359102244389068,7,1,london_breakout_long,1.8853900000000003,TP3,2021-07-27 15:00:00+00:00,61.9500042624542,1215.0333012500555,480,True
|
||||
2021-07-28 07:00:00+00:00,9,GBP_AUD,LONG,1.88815,1.88295,1.89209,1.89633,1.89633,185396.3,5,ASIAN,2.0,0.0024230963708188093,37.184563529217684,70.96334401976765,1.878529856497475,1.8680404481257131,64.53845837624871,False,-0.00015744221916562818,58.311887274497316,93.20143502524968,0.3744292237443265,7,2,london_breakout_long,1.88815,TP1+SL,2021-07-28 18:00:00+00:00,19.700000000000273,365.23071100000504,660,True
|
||||
2021-08-04 07:00:00+00:00,9,GBP_AUD,SHORT,1.87764,1.8824989365982656,1.87439,1.87084,1.87084,199161.49,4,ASIAN,2.0,0.0019947478793558232,27.133985817825533,35.58802212841826,1.8836354916058713,1.8808202842512993,-47.31470089710088,False,3.480150670975759e-05,50.04343819928698,-56.9549160587135,0.9241706161137715,7,2,london_breakout_short,1.8824989365982656,SL,2021-08-04 14:00:00+00:00,-48.589365982656396,-967.7130527261162,420,False
|
||||
2021-08-25 09:00:00+00:00,9,GBP_AUD,SHORT,1.8904,1.89499,1.8864100000000001,1.8821800000000002,1.8821800000000002,208722.42,5,LONDON,2.0,0.0018822795993280372,29.265969409135717,34.62441023600189,1.8966154367439982,1.8967356223638439,-11.636863542567877,False,0.0002457462517636991,11.491535391607576,-59.754367439981415,0.44081632653058855,9,2,london_breakout_short,1.89499,SL,2021-08-26 02:00:00+00:00,-45.89999999999871,-958.0359077999733,1020,False
|
||||
2021-09-08 08:00:00+00:00,9,GBP_AUD,LONG,1.86947,1.864208147170239,1.87415,1.87907,1.87907,180251.25,4,LONDON,2.0,0.002065973908196915,25.744163086847273,66.4603474217573,1.864333702867236,1.8715655769160615,-3.900000000001125,False,0.00031305568344823314,87.85774410774314,48.9629713276396,0.0604982206405663,8,2,london_breakout_long,1.87829,TP1+TIME,2021-09-10 00:00:00+00:00,67.50000000000034,1216.695937500006,2400,True
|
||||
2021-09-23 08:00:00+00:00,9,GBP_AUD,SHORT,1.87704,1.8831761280646167,1.87193,1.8665800000000001,1.8665800000000001,156551.9,5,LONDON,2.0,0.002457847566857587,35.996840570274486,35.598315531398384,1.8830466680938176,1.8835629969841279,-11.499999999999844,False,-0.0002530339105163599,5.8093061213907875,-57.666680938175396,0.797333333333316,8,3,london_breakout_short,1.8831761280646167,SL,2021-09-23 11:00:00+00:00,-61.36128064616608,-960.6225071590528,180,False
|
||||
2021-09-27 08:00:00+00:00,9,GBP_AUD,LONG,1.8868800000000001,1.8804550866247827,1.8927500000000002,1.8988600000000002,1.8988600000000002,148020.1,5,LONDON,2.0,0.0025801106822235876,44.271893798313954,62.06939928724578,1.881858256685367,1.8828506352464505,10.333333333334416,False,0.0004348787477519013,98.1979118367359,47.81743314633102,0.8106060606061077,8,0,london_breakout_long,1.8804550866247827,SL,2021-09-27 16:00:00+00:00,-64.24913375217444,-951.0163202910237,480,False
|
||||
2021-09-29 07:00:00+00:00,9,GBP_AUD,SHORT,1.86456,1.8708105693713322,1.85965,1.85444,1.85444,150627.26,5,ASIAN,2.0,0.0023987829093519556,45.76688862945024,27.629059969695163,1.8743498494594473,1.8799887780106463,-63.08864432481131,False,-3.988290668244937e-05,11.203317136489341,-94.89849459447308,0.7916666666667298,7,2,london_breakout_short,1.8708105693713322,SL,2021-09-29 20:00:00+00:00,-62.505693713321705,-941.5061378436875,780,False
|
||||
2021-10-07 07:00:00+00:00,9,GBP_AUD,SHORT,1.8616000000000001,1.8668917827123885,1.8580500000000002,1.8542000000000003,1.8542000000000003,176139.33,5,ASIAN,2.0,0.0020740907217442787,61.74058110061546,29.642469270715324,1.8683803943095096,1.8709039296359729,-76.32226711262956,False,-0.0003786237460614789,37.87994675496943,-64.80394309509529,0.7402597402596944,7,3,london_breakout_short,1.8668917827123885,SL,2021-10-07 09:00:00+00:00,-52.91782712388393,-932.0910614656742,120,False
|
||||
2021-10-11 08:00:00+00:00,9,GBP_AUD,SHORT,1.85806,1.8643724819552805,1.8525800000000001,1.8468600000000002,1.8468600000000002,146181.83,5,LONDON,2.0,0.0024212075833898424,26.3921900564972,35.73877851275918,1.8636746759602842,1.8678466103991624,-1.733333333335807,False,-0.0005249339113578063,23.407264774403327,-53.746759602841806,0.16810344827580762,8,0,london_breakout_short,1.8468600000000002,TP3,2021-10-11 21:00:00+00:00,83.40000766168994,1219.1565741999857,780,True
|
||||
2021-10-12 07:00:00+00:00,9,GBP_AUD,SHORT,1.84664,1.8525816513431557,1.84159,1.83624,1.83624,157357.22,5,ASIAN,2.0,0.002509041927457791,31.986887869016066,35.0276725144068,1.8560232356368758,1.8644252763764053,-51.024894629199125,False,0.0002920070040361199,35.8445709976134,-90.83235636875742,0.8566493955095178,7,1,london_breakout_short,1.8525816513431557,SL,2021-10-13 00:00:00+00:00,-59.41651343155607,-934.9617375682324,1020,False
|
||||
2021-10-18 09:00:00+00:00,9,GBP_AUD,LONG,1.85868,1.8524994942235773,1.8638700000000001,1.8693000000000002,1.8693000000000002,149763.17,5,LONDON,2.0,0.0024171878598141655,33.235702498996176,69.66847890763486,1.8519276349754747,1.8557023619240558,17.123744726696977,False,0.0002238970694313459,78.97255892255913,65.12365024525346,0.6983050847458193,9,0,london_breakout_long,1.8524994942235773,SL,2021-10-18 14:00:00+00:00,-61.805057764228174,-925.6121372803925,300,False
|
||||
2021-10-25 08:00:00+00:00,9,GBP_AUD,SHORT,1.83623,1.8422924979009847,1.83182,1.82717,1.82717,151151.56,5,LONDON,2.0,0.002302642077508598,30.815812388667823,32.44551704857838,1.8416536884910115,1.8468553498523554,-4.733333333333256,False,-0.00043369736025708223,17.39096810268724,-51.83688491011473,0.8367346938774979,8,0,london_breakout_short,1.83623,TP1+SL,2021-10-26 07:00:00+00:00,22.050000000000125,333.2891898000019,1380,True
|
||||
2021-11-15 07:00:00+00:00,9,GBP_AUD,SHORT,1.82528,1.830182619882416,1.8216999999999999,1.8178199999999998,1.8178199999999998,187591.31,5,ASIAN,2.0,0.001973830242040226,36.8192897405297,27.9707401382001,1.831536481733114,1.8313613600205811,-63.4274971608062,False,-0.0002935751963296224,16.589047116738122,-59.56481733113916,0.8027027027027206,7,0,london_breakout_short,1.82528,TP1+SL,2021-11-15 15:00:00+00:00,17.900000000000695,335.788444900013,480,True
|
||||
2021-12-02 09:00:00+00:00,9,GBP_AUD,LONG,1.87388,1.86681,1.87963,1.8856199999999999,1.8856199999999999,130558.24,5,LONDON,2.0,0.0028449953806433453,33.66768117160325,65.0882242893959,1.8668164104821823,1.860337321889251,20.81424853760616,False,0.00037361806956436234,61.15879355662895,68.23589517817696,0.6980056980056913,9,3,london_breakout_long,1.8856199999999999,TP3,2021-12-03 16:00:00+00:00,87.45000899215445,1141.731926199986,1860,True
|
||||
2021-12-13 09:00:00+00:00,9,GBP_AUD,LONG,1.85508,1.8489362519348946,1.85954,1.86424,1.86424,152100.0,4,LONDON,2.0,0.002489249281324859,32.70424085479059,66.99604673989265,1.8492040503956084,1.8576436695006022,23.627013407612196,False,0.00046493126265097283,89.46866065894432,56.35949604391621,0.8120481927710881,9,0,london_breakout_long,1.85508,TP1+SL,2021-12-13 17:00:00+00:00,22.299999999999542,339.18299999999306,480,True
|
||||
2022-01-11 08:00:00+00:00,9,GBP_AUD,LONG,1.89493,1.88907,1.9002299999999999,1.9057699999999997,1.9057699999999997,160043.67,5,LONDON,2.0,0.0026420805080859897,25.71336712911378,58.843328479230756,1.8902860650330362,1.8785332585605918,10.966666666667457,False,0.00017546717572901728,68.81437141643646,44.03934966963785,0.7452229299362862,8,1,london_breakout_long,1.88907,SL,2022-01-11 18:00:00+00:00,-58.59999999999976,-937.8559061999963,600,False
|
||||
2022-01-13 08:00:00+00:00,9,GBP_AUD,SHORT,1.8797,1.88449,1.8759,1.8718599999999999,1.8718599999999999,193836.61,5,LONDON,2.0,0.002279025797905615,36.493867101816704,35.2599349945347,1.8858226333533767,1.8816891776625997,1.2666666666638626,False,0.00014900568053355465,32.0607665779555,-58.82633353376798,0.2342657342657093,8,3,london_breakout_short,1.88449,SL,2022-01-14 00:00:00+00:00,-47.900000000000716,-928.4773619000139,960,False
|
||||
2022-01-24 08:00:00+00:00,9,GBP_AUD,LONG,1.89285,1.885953725437852,1.8989099999999999,1.9052099999999998,1.9052099999999998,133288.28,5,LONDON,2.0,0.0026966162659406456,33.21810855390559,63.82157413785836,1.8868733499758228,1.8865758023840455,9.599999999996278,False,0.0004943875860037106,85.43064352177498,57.36650024177114,0.6242038216560104,8,0,london_breakout_long,1.885953725437852,SL,2022-01-24 23:00:00+00:00,-68.9627456214792,-919.1925747964493,900,False
|
||||
2022-02-16 07:00:00+00:00,9,GBP_AUD,SHORT,1.88937,1.89518,1.88452,1.87937,1.87937,156626.62,5,ASIAN,2.0,0.0023948708447342967,39.335858476152254,33.16087406581846,1.8954492831784446,1.8968923865474776,-53.68355243229983,False,-0.00018593655800856128,15.846551841355664,-57.79283178444672,0.25149700598806696,7,2,london_breakout_short,1.88937,TP1+SL,2022-02-17 03:00:00+00:00,24.250000000000103,379.81955350000163,1200,True
|
||||
2022-02-23 08:00:00+00:00,9,GBP_AUD,SHORT,1.87466,1.8812668147711848,1.87064,1.8663800000000001,1.8663800000000001,138311.56,5,LONDON,2.0,0.002674102629297236,30.36829761957015,29.193434245930476,1.8835933496790125,1.8899294313370936,-14.23333333333554,False,-0.00020322814999790642,11.645873345206395,-86.93349679012474,0.7898383371824531,8,2,london_breakout_short,1.87466,TP1+SL,2022-02-23 23:00:00+00:00,20.09999999999956,278.00623559999394,900,True
|
||||
2022-02-24 09:00:00+00:00,9,GBP_AUD,SHORT,1.87217,1.8816669484522435,1.86326,1.85411,1.85411,96512.99,5,LONDON,2.0,0.003680437996547591,28.40373051586099,42.96853464938782,1.8776054577570886,1.8863294736646252,-11.28090987237984,False,0.00010168057893270363,18.994723857246907,-51.954577570887395,0.029498525073743027,9,3,london_breakout_short,1.85411,TP3,2022-02-25 13:00:00+00:00,134.85001871250668,1301.4778507499973,1680,True
|
||||
2022-03-01 07:00:00+00:00,9,GBP_AUD,SHORT,1.8423800000000001,1.8492952380291052,1.8368900000000001,1.8311000000000002,1.8311000000000002,134426.86,5,ASIAN,2.0,0.0026299455536676138,38.1960418272142,28.910470346948614,1.8542427556098544,1.8713831503671532,-84.12009432408718,False,-9.095552174318315e-05,14.512623175254275,-115.62755609854314,0.6198347107437675,7,1,london_breakout_short,1.8311000000000002,TP3,2022-03-02 02:00:00+00:00,83.85000839117991,1127.1693338999967,1140,True
|
||||
2022-03-23 09:00:00+00:00,9,GBP_AUD,SHORT,1.76882,1.776125160773981,1.76419,1.7593199999999998,1.7593199999999998,128794.62,5,LONDON,2.0,0.0029592025731928666,29.810658296576037,30.577573158736385,1.778852670364414,1.7895152569150294,-31.25073972212622,False,-0.0008150504167619253,2.074821199446638,-97.92670364414002,0.7420042643923307,9,2,london_breakout_short,1.7593199999999998,TP3,2022-03-23 18:00:00+00:00,70.65000737608659,909.934085300027,540,True
|
||||
2022-04-14 07:00:00+00:00,9,GBP_AUD,LONG,1.76396,1.7575178748048323,1.7692999999999999,1.7749399999999997,1.7749399999999997,147461.39,5,ASIAN,2.0,0.0024635036439194322,25.49085800964814,71.91472047773465,1.7546834947553447,1.7495148449593478,58.94707356180584,False,-9.273728184102997e-05,79.84333841780894,89.76505244655318,0.6313725490196386,7,3,london_breakout_long,1.7575178748048323,SL,2022-04-14 13:00:00+00:00,-64.42125195167625,-949.9647358334394,360,False
|
||||
2022-04-28 07:00:00+00:00,9,GBP_AUD,SHORT,1.75493,1.7635703651785724,1.7470200000000002,1.7388100000000004,1.7388100000000004,108845.53,5,ASIAN,2.0,0.0036549927806125964,28.05366882226369,38.63468694335155,1.7620715113029533,1.7632520681756274,-49.214506614094766,False,-3.694428767899468e-06,34.96505912050035,-68.41511302953185,0.838461538461534,7,3,london_breakout_short,1.75493,TP1+SL,2022-04-29 07:00:00+00:00,39.54999999999931,430.4840711499925,1440,True
|
||||
2022-05-17 08:00:00+00:00,9,GBP_AUD,LONG,1.77369,1.7643130632631925,1.78118,1.78891,1.78891,100754.64,5,LONDON,2.0,0.0037437193593856215,35.98840435035658,62.42203676313683,1.768371372738393,1.7660181823284877,2.266666666665973,False,0.0009258036144458171,87.71128080060798,50.78627261607016,0.2897959183673347,8,1,london_breakout_long,1.77369,TP1+SL,2022-05-18 00:00:00+00:00,37.44999999999998,377.3261267999998,960,True
|
||||
2022-05-24 09:00:00+00:00,9,GBP_AUD,SHORT,1.76552,1.774458753918696,1.7609,1.7560399999999998,1.7560399999999998,106115.82,5,LONDON,2.0,0.0034145371698013813,31.155332698851222,37.51549937894058,1.770915062486005,1.7697207776326798,-16.761111227610037,False,-0.0006824888715091609,14.39082298877264,-51.550624860050576,0.591439688715949,9,1,london_breakout_short,1.76552,TP1+SL,2022-05-25 06:00:00+00:00,23.10000000000034,245.12754420000365,1260,True
|
||||
2022-07-20 07:00:00+00:00,9,GBP_AUD,SHORT,1.73557,1.7425,1.7295500000000001,1.7232300000000003,1.7232300000000003,137228.64,5,ASIAN,2.0,0.0027016225469258318,27.6031464148176,33.13012257196722,1.7438967442766267,1.7520214785733803,-48.46265327222321,False,1.1427912201320608e-05,12.83556533969387,-80.2674427662664,0.12811387900352975,7,2,london_breakout_short,1.73557,TP1+SL,2022-07-21 15:00:00+00:00,30.09999999999957,413.05820639999416,1920,True
|
||||
2022-08-22 07:00:00+00:00,9,GBP_AUD,SHORT,1.71174,1.7180346553667316,1.70609,1.7001400000000002,1.7001400000000002,151735.88,5,ASIAN,2.0,0.002441586279071729,43.17148337680709,29.876115889380557,1.7212504238030077,1.7253874934138935,-52.293242381156176,False,-0.00023628886046973266,34.42477712638232,-92.10423803007738,0.29900332225910753,7,0,london_breakout_short,1.71174,TP1+SL,2022-08-22 12:00:00+00:00,28.249999999999666,428.65386099999495,300,True
|
||||
2022-08-30 07:00:00+00:00,9,GBP_AUD,SHORT,1.69416,1.70057,1.6884000000000001,1.6823400000000002,1.6823400000000002,149674.19,5,ASIAN,2.0,0.0025243281064653584,33.01812788497988,36.94683887262071,1.6985933681096863,1.706974752055492,-33.84892038542642,False,-0.00014137267317537229,13.899344985471663,-41.33368109686231,0.1661016949152129,7,1,london_breakout_short,1.69416,TP1+SL,2022-08-30 13:00:00+00:00,28.799999999999937,431.0616671999991,360,True
|
||||
2022-09-14 07:00:00+00:00,9,GBP_AUD,LONG,1.71355,1.7063583487133096,1.72009,1.7269299999999999,1.7269299999999999,134005.69,5,ASIAN,2.0,0.0028811847636278395,41.392737403876865,73.39155334231143,1.7033847909730573,1.7014940659049889,87.64760449333718,False,0.0004686299588046172,80.81845581445543,98.65209026942655,0.5911111111110923,7,2,london_breakout_long,1.71355,TP1+SL,2022-09-14 15:00:00+00:00,32.69999999999995,438.19860629999937,480,True
|
||||
2022-09-29 08:00:00+00:00,9,GBP_AUD,LONG,1.6735200000000001,1.66274,1.68309,1.6928999999999998,1.6928999999999998,89805.58,4,LONDON,2.0,0.00547789569411119,29.762098115045205,59.92807710876527,1.6661222283255845,1.6772970240468414,12.266666666664872,False,0.0007106965508485555,83.1929639285734,71.57771674415558,0.23674242424246342,8,3,london_breakout_long,1.6928999999999998,TP3,2022-09-29 13:00:00+00:00,144.75002157994876,1299.9359642999816,300,True
|
||||
2022-10-13 09:00:00+00:00,9,GBP_AUD,LONG,1.77155,1.76363,1.77629,1.78127,1.78127,123876.71,5,LONDON,2.0,0.0036038172317942926,27.183007450580714,64.10960821361539,1.7622063050939787,1.7458825550755237,32.93422404937463,False,-0.00019534228769352855,74.13366547114803,91.03694906021254,0.8183361629880993,9,3,london_breakout_long,1.78127,TP3,2022-10-13 11:00:00+00:00,72.30000784651085,895.628710499995,120,True
|
||||
2022-10-18 09:00:00+00:00,9,GBP_AUD,SHORT,1.79148,1.8024887645515424,1.7819500000000001,1.7721800000000003,1.7721800000000003,89933.78,4,LONDON,2.0,0.004668398262001437,26.31813965385722,34.163918904218036,1.7994855792982332,1.773784809942319,-47.05044953151827,False,-0.001386579847736043,17.925966446504557,-77.65579298233182,0.7029914529914536,9,1,london_breakout_short,1.79474,TIME,2022-10-20 01:00:00+00:00,-32.600000000000406,-293.18412280000365,2400,False
|
||||
2022-11-09 09:00:00+00:00,9,GBP_AUD,SHORT,1.76709,1.7756820907815614,1.76209,1.7568499999999998,1.7568499999999998,114887.98,5,LONDON,2.0,0.003655776576008464,26.08815785152179,35.735583192194866,1.7731996280344846,1.7792274646269957,-36.454416301126,False,-0.0005972813935557553,9.990713314383871,-58.69628034484542,0.6825806451612992,9,2,london_breakout_short,1.76709,TP1+SL,2022-11-09 16:00:00+00:00,25.000000000000576,287.21995000000663,420,True
|
||||
2022-11-17 08:00:00+00:00,9,GBP_AUD,LONG,1.77525,1.7665077784205963,1.78311,1.79121,1.79121,113243.55,5,LONDON,2.0,0.003551539443778491,39.35228394880192,69.00948667695866,1.763067972440058,1.7663396902195003,17.966666666666686,False,0.00038461911557399016,66.72112758029057,119.42027559942002,0.8003629764065521,8,3,london_breakout_long,1.781,TP1+TIME,2022-11-21 00:00:00+00:00,68.0499999999995,770.6223577499943,5280,True
|
||||
2022-12-14 07:00:00+00:00,9,GBP_AUD,SHORT,1.80411,1.81009,1.79892,1.79343,1.79343,166840.54,5,ASIAN,2.0,0.0030921733197262127,27.769912172281646,41.128784656609675,1.8088711116846772,1.8069674669128137,-19.432327123729554,False,0.00023518256229637918,23.557001257428496,-44.611116846771104,0.2051282051281723,7,2,london_breakout_short,1.80411,TP1+SL,2022-12-14 15:00:00+00:00,25.950000000000138,432.95120130000237,480,True
|
||||
2022-12-29 09:00:00+00:00,9,GBP_AUD,LONG,1.79124,1.78392485163061,1.79667,1.80234,1.80234,136980.94,4,LONDON,2.0,0.002842912251487661,30.736314901989378,67.7878075247542,1.785500141028101,1.7960380817199464,12.410910641786899,False,0.0008836579592779685,88.15918411643736,54.99858971898863,0.7774086378737681,9,3,london_breakout_long,1.78392485163061,SL,2022-12-29 14:00:00+00:00,-73.15148369389846,-1002.0358998784883,300,False
|
||||
|
@@ -0,0 +1,13 @@
|
||||
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
|
||||
2023-01-10 09:00:00+00:00,9,GBP_AUD,LONG,1.76596,1.75821,1.77169,1.77766,1.77766,129294.93,4,LONDON,2.0,0.0031293656582303112,27.533929553131717,65.56133844260384,1.7597651372737415,1.7683377708946086,26.256457613063056,False,0.0002798888766244224,66.65003707948505,59.548627262584475,0.9107551487413927,9,1,london_breakout_long,1.75821,SL,2023-01-11 05:00:00+00:00,-77.49999999999923,-1002.03570749999,1200,False
|
||||
2023-01-23 08:00:00+00:00,9,GBP_AUD,SHORT,1.77066,1.7777385928039753,1.76592,1.76094,1.76094,140143.02,4,LONDON,2.0,0.0031264773271908407,36.29784442658625,27.143161626141747,1.7800462823183103,1.7706336197301533,-24.966666666670356,False,-0.00024643706013675794,26.590488156606792,-91.46282318310384,0.9317904993909999,8,0,london_breakout_short,1.77066,TP1+SL,2023-01-23 14:00:00+00:00,23.699999999999836,332.13895739999765,360,True
|
||||
2023-01-24 07:00:00+00:00,9,GBP_AUD,LONG,1.76326,1.7583,1.76652,1.77008,1.77008,200672.74,4,ASIAN,2.0,0.0028548691162802523,40.1635721061256,45.422703725175666,1.7689912165755912,1.7688811665866468,-12.74544130682731,False,0.0008285313067096069,56.75821282729468,-60.31216575591136,0.9081364829396157,7,1,london_breakout_long,1.7583,SL,2023-01-24 09:00:00+00:00,-49.60000000000075,-995.336790400015,120,False
|
||||
2023-01-24 09:00:00+00:00,9,GBP_AUD,SHORT,1.75636,1.76186,1.75304,1.74948,1.74948,179160.62,5,LONDON,2.0,0.0034004738808742926,38.948420637744555,33.50279830595241,1.7682878396762765,1.7687031964059754,-40.07826861342822,False,0.0006591529116195616,63.99123684946442,-116.87839676276512,0.6273584905660453,9,1,london_breakout_short,1.74948,TP3,2023-01-24 13:00:00+00:00,51.00000384012954,913.7192307999989,240,True
|
||||
2023-02-02 09:00:00+00:00,9,GBP_AUD,SHORT,1.7306,1.73521,1.72715,1.72346,1.72346,215731.15,5,LONDON,2.0,0.002860788752543763,46.57115211754893,28.807758722447886,1.7401085760977721,1.7484351472991098,-10.995924924008804,False,6.533550360325168e-05,18.997273668142462,-92.68576097772207,0.22460937499999636,9,3,london_breakout_short,1.73521,SL,2023-02-02 12:00:00+00:00,-46.10000000000002,-994.5206015000006,180,False
|
||||
2023-02-06 09:00:00+00:00,9,GBP_AUD,LONG,1.74561,1.7375017847081538,1.7523300000000002,1.7592900000000002,1.7592900000000002,121429.36,4,LONDON,2.0,0.003333908536971501,36.153914310163586,68.76589440590384,1.737217212983482,1.743222645572988,25.87608791038587,False,0.0001425608109258021,87.01024457592062,81.52787016518114,0.5815972222222558,9,0,london_breakout_long,1.74561,TP1+SL,2023-02-06 21:00:00+00:00,33.6000000000003,408.0026496000036,720,True
|
||||
2023-02-28 07:00:00+00:00,9,GBP_AUD,LONG,1.7933999999999999,1.7874317070388241,1.79844,1.8037800000000002,1.8037800000000002,165651.29,5,ASIAN,2.0,0.0023489373855796196,34.31524903913857,70.69590616533989,1.7821431399317356,1.7658516009366423,62.20260599311356,False,-0.0001939382878945982,82.60892037818884,109.5686006826435,0.9120234604105052,7,1,london_breakout_long,1.7933999999999999,TP1+SL,2023-02-28 16:00:00+00:00,25.200000000000774,417.4412508000129,540,True
|
||||
2023-03-06 08:00:00+00:00,9,GBP_AUD,LONG,1.78502,1.7792252784507003,1.7894400000000001,1.7941000000000003,1.7941000000000003,171333.48,5,LONDON,2.0,0.0023824680040255967,33.49629293005964,70.05188536782839,1.778724802919714,1.7745787888634912,10.233333333335981,False,0.000387708898703375,69.41187588520465,60.55197080286012,0.6912751677852472,8,0,london_breakout_long,1.7941000000000003,TP3,2023-03-07 03:00:00+00:00,67.5000052996078,1156.501080800025,1140,True
|
||||
2023-04-04 08:00:00+00:00,9,GBP_AUD,LONG,1.8498,1.84051205636336,1.85827,1.86698,1.86698,108139.63,5,LONDON,2.0,0.003744236207894884,55.237238294638146,72.37892202420971,1.8372886597721643,1.8377898647186126,13.499999999999623,False,0.002540964135507997,92.4095789454962,122.71340227835825,0.7206703910614768,8,1,london_breakout_long,1.86698,TP3,2023-04-05 09:00:00+00:00,128.2500158868675,1386.8909265499974,1500,True
|
||||
2023-04-25 08:00:00+00:00,9,GBP_AUD,LONG,1.87155,1.8650421271467714,1.87749,1.8836700000000002,1.8836700000000002,156466.45,5,LONDON,2.0,0.0025287813454848876,37.33178157794148,74.12172205021234,1.8620163389779507,1.8552622661873193,-5.166666666664987,False,0.0002596857809977391,67.4340064949768,92.93661022049315,0.0,8,1,london_breakout_long,1.8836700000000002,TP3,2023-04-26 07:00:00+00:00,90.30000774607045,1412.8921647000145,1380,True
|
||||
2023-05-25 08:00:00+00:00,9,GBP_AUD,LONG,1.89388,1.88877,1.89729,1.9009399999999999,1.9009399999999999,202033.79,5,LONDON,2.0,0.002496204732754208,27.640572256220842,67.19279404105967,1.8850510668785292,1.8767614959541643,4.333333333332856,False,-0.00021962338390203642,65.6645952845588,85.88933121470798,0.6428571428571564,8,3,london_breakout_long,1.89388,TP1+SL,2023-05-25 16:00:00+00:00,17.049999999999564,344.46761194999124,480,True
|
||||
2023-08-23 09:00:00+00:00,9,GBP_AUD,SHORT,1.96832,1.9769340856582875,1.9603800000000002,1.9522000000000004,1.9522000000000004,120249.25,5,LONDON,2.0,0.0033975175302210954,35.54493322737665,28.721820356951724,1.9825818040211565,1.9746353079522043,-36.070368076843714,False,-0.0008011920375182594,6.934332287890008,-140.21804021156382,0.7487562189054369,9,2,london_breakout_short,1.96043,TP1+TIME,2023-08-25 01:00:00+00:00,79.15000000000005,951.7728137500006,2400,True
|
||||
|
@@ -0,0 +1,254 @@
|
||||
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
|
||||
2021-01-14 07:00:00+00:00,9,GBP_USD,LONG,1.3658400000000002,1.3616,1.36949,1.37339,1.37339,235849.06,5,ASIAN,1.5,0.0018045208318127211,26.507719372217853,56.9480584686847,1.3630600892318185,1.3608031477328586,0.31962614892799834,False,-6.670871528289361e-05,68.8801419503188,25.299107681815425,0.6821192052980654,7,3,london_breakout_long,1.3658400000000002,TP1+SL,2021-01-15 06:00:00+00:00,18.249999999999655,430.42453449999186,1380,True
|
||||
2021-01-15 08:00:00+00:00,9,GBP_USD,SHORT,1.3647299999999998,1.3693497957511138,1.3609,1.35688,1.35688,217391.48,4,LONDON,1.5,0.0018217812789851342,29.842497562353,40.14823519394791,1.3656640976591157,1.3621875873326608,-5.566666666667608,False,-0.0004496990803164624,14.918796611935095,-7.440976591157611,0.5384615384615661,8,4,london_breakout_short,1.35688,TP3,2021-01-18 00:00:00+00:00,58.40000361099441,1269.5663216999421,3840,True
|
||||
2021-01-18 07:00:00+00:00,9,GBP_USD,SHORT,1.35502,1.35894,1.3522699999999999,1.3492699999999997,1.3492699999999997,259438.75,5,ASIAN,1.5,0.00177273707405155,59.95237633039642,31.431605366145547,1.3614223205779659,1.3615379490179162,-51.80178333160201,False,-3.9948016605971526e-05,22.859093730602094,-61.52320577965886,0.7459459459458596,7,0,london_breakout_short,1.35502,TP1+SL,2021-01-18 11:00:00+00:00,13.750000000000151,356.72828125000393,240,True
|
||||
2021-01-20 09:00:00+00:00,9,GBP_USD,LONG,1.36921,1.3655608185412587,1.3724399999999999,1.3758599999999999,1.3758599999999999,279670.17,5,LONDON,1.5,0.0014448388275324952,64.39450040289127,84.9882862739459,1.3625542779847843,1.3614428904625868,9.427713308747254,False,0.00034630669663724767,92.23258143651373,64.65722015215557,0.5535714285713825,9,2,london_breakout_long,1.3655608185412587,SL,2021-01-20 14:00:00+00:00,-36.49181458741379,-1020.5671989270495,300,False
|
||||
2021-01-27 07:00:00+00:00,9,GBP_USD,LONG,1.37558,1.37225,1.37825,1.38117,1.38117,303411.87,5,ASIAN,1.5,0.001504224169383988,38.138349628269914,67.29200667597416,1.3705906568301123,1.3670115359123651,45.7045286821911,False,1.1087570878172328e-06,85.86536669845361,47.39343169887666,0.4658119658119792,7,2,london_breakout_long,1.37225,SL,2021-01-27 09:00:00+00:00,-33.30000000000055,-1010.3615271000167,120,False
|
||||
2021-01-28 08:00:00+00:00,9,GBP_USD,SHORT,1.3631499999999999,1.36828,1.3601400000000001,1.3569400000000003,1.3569400000000003,194982.05,5,LONDON,1.5,0.002221210272659824,43.32403365459177,33.13762064014749,1.3691399809341689,1.367396095871013,-11.666666666665382,False,-0.0003264982537537226,42.24645955943274,-57.99980934168891,0.6620879120879025,8,3,london_breakout_short,1.36828,SL,2021-01-28 13:00:00+00:00,-51.300000000000786,-1000.2579165000153,300,False
|
||||
2021-01-29 08:00:00+00:00,9,GBP_USD,SHORT,1.3687999999999998,1.37272,1.36579,1.3625900000000002,1.3625900000000002,252616.15,4,LONDON,1.5,0.001922764991849338,28.227891581625826,44.30068284044836,1.3701006505753606,1.3680666131757468,2.3999999999979593,False,-0.0003398072748104882,47.884887330449885,-11.106505753606388,0.28378378378385677,8,4,london_breakout_short,1.3687999999999998,TP1+SL,2021-01-29 10:00:00+00:00,15.049999999998676,380.1873057499665,120,True
|
||||
2021-02-02 08:00:00+00:00,9,GBP_USD,LONG,1.3703600000000002,1.36645,1.3735000000000002,1.3768300000000002,1.3768300000000002,254234.58,4,LONDON,1.5,0.001783481981661327,21.491181659779983,55.92009148814739,1.3693987339300762,1.3687341001055016,7.933333333334236,False,0.00031043954759268693,49.70032110220512,7.712660699239482,0.8936170212766091,8,1,london_breakout_long,1.36645,SL,2021-02-02 11:00:00+00:00,-39.10000000000302,-994.0572078000768,180,False
|
||||
2021-02-03 09:00:00+00:00,9,GBP_USD,SHORT,1.36353,1.3677892111928518,1.35988,1.35604,1.35604,231056.08,4,LONDON,1.5,0.0016878498716306877,16.883524149874837,39.40791905354123,1.3671803552881194,1.3681018708780015,-17.76204288918448,False,-4.9510041856863684e-05,43.53489041490277,-34.60355288119388,0.8785425101214696,9,2,london_breakout_short,1.36353,TP1+SL,2021-02-04 12:00:00+00:00,18.249999999999655,421.67734599999204,1620,True
|
||||
2021-02-05 08:00:00+00:00,9,GBP_USD,LONG,1.3703,1.36657,1.37248,1.37485,1.37485,264968.74,5,LONDON,1.5,0.0015661067811618,30.38648235451142,64.94120460223408,1.3658996967843364,1.366909965411792,4.866666666669683,False,0.00016711058941540412,81.85749839015061,42.10303215663513,0.755813953488324,8,4,london_breakout_long,1.3703,TP1+SL,2021-02-08 09:00:00+00:00,10.899999999999242,288.81592659997995,4380,True
|
||||
2021-02-10 07:00:00+00:00,9,GBP_USD,LONG,1.3830500000000001,1.38023,1.38529,1.3877799999999998,1.3877799999999998,351497.01,5,ASIAN,1.5,0.0011664988495982606,30.604828941337008,72.7696125730761,1.3777027995252558,1.3716651465835519,36.5422218463185,False,-8.859081170628958e-05,67.12446857025559,50.972004747442675,0.4920634920635573,7,2,london_breakout_long,1.3830500000000001,TP1+SL,2021-02-10 12:00:00+00:00,11.199999999998989,393.67665119996445,300,True
|
||||
2021-02-12 08:00:00+00:00,9,GBP_USD,SHORT,1.37763,1.3807752985104103,1.37501,1.3722,1.3722,316395.51,4,LONDON,1.5,0.0013026823038666477,42.96217408183844,33.184105129594144,1.3809917069386857,1.3757636313630863,-9.43333333333296,False,-0.00019339264384939212,44.028019744483004,-31.717069386856256,0.5052264808361935,8,4,london_breakout_short,1.3807752985104103,SL,2021-02-12 12:00:00+00:00,-31.452985104103437,-995.158326303521,240,False
|
||||
2021-02-18 08:00:00+00:00,9,GBP_USD,LONG,1.3913700000000002,1.3873015363251548,1.39465,1.3981199999999998,1.3981199999999998,242156.95,5,LONDON,1.5,0.0018105722220853762,26.541990545894144,67.58027381570972,1.387430093222322,1.383492356488517,16.26666666666665,False,0.000477642690048394,74.08857509627535,37.49906777678058,0.9247104247104453,8,3,london_breakout_long,1.3981199999999998,TP3,2021-02-18 13:00:00+00:00,50.15000278744497,1214.4171717499173,300,True
|
||||
2021-02-19 08:00:00+00:00,9,GBP_USD,LONG,1.4000100000000002,1.395919727426368,1.40305,1.4062799999999998,1.4062799999999998,243834.83,5,LONDON,1.5,0.0016858155273490683,35.454652546733854,71.38741019149025,1.3930715823988693,1.3862346776706476,6.399999999999739,False,-4.741379499656733e-05,83.59771360822874,67.48417601130762,0.47590361445787405,8,4,london_breakout_long,1.4000100000000002,TP1+SL,2021-02-22 07:00:00+00:00,15.199999999998548,370.62894159996455,4260,True
|
||||
2021-02-22 08:00:00+00:00,9,GBP_USD,SHORT,1.39984,1.404310034786251,1.39586,1.39169,1.39169,223948.41,4,LONDON,1.5,0.0017404414920359859,37.23329929977707,48.49799723780134,1.3982258721662002,1.3894743360789508,2.8999999999990145,False,-0.0005417403576839434,26.605961088720047,18.041278337999067,0.42180094786731454,8,0,london_breakout_short,1.404310034786251,SL,2021-02-22 11:00:00+00:00,-44.700347862509645,-1001.0571830255934,180,False
|
||||
2021-02-23 07:00:00+00:00,9,GBP_USD,LONG,1.4086800000000002,1.40588,1.41097,1.41351,1.41351,353945.23,5,ASIAN,1.5,0.001612617704876045,26.80344208019438,62.78703015520319,1.4032494016394155,1.3929265123714274,37.149867923707,False,-0.00013414446552498065,68.30973683034189,51.80598360584598,0.8471615720524606,7,1,london_breakout_long,1.40588,SL,2021-02-23 14:00:00+00:00,-28.000000000001357,-991.046644000048,420,False
|
||||
2021-02-25 09:00:00+00:00,9,GBP_USD,LONG,1.41768,1.41267,1.4217699999999998,1.4260499999999996,1.4260499999999996,195835.56,4,LONDON,1.5,0.0021071760543602447,18.088615640331156,63.322932364732054,1.4123799974586002,1.4008837007960748,12.31303772568193,False,0.00029993262622045693,83.5021685254021,51.10002541399705,0.4457142857143082,9,3,london_breakout_long,1.41267,SL,2021-02-25 11:00:00+00:00,-50.09999999999959,-981.136155599992,120,False
|
||||
2021-03-01 08:00:00+00:00,9,GBP_USD,SHORT,1.39475,1.3999,1.3914000000000002,1.3878600000000003,1.3878600000000003,188606.76,5,LONDON,1.5,0.0030248057429521713,23.916340924844626,44.136258869526685,1.399757065257416,1.40011341218392,0.13333333333198638,False,0.00042045097121158343,40.99794535897348,-48.17065257415987,0.38764044943818365,8,0,london_breakout_short,1.39475,TP1+SL,2021-03-01 14:00:00+00:00,16.74999999999871,315.9163229999757,360,True
|
||||
2021-03-03 07:00:00+00:00,9,GBP_USD,LONG,1.39836,1.3938220534001682,1.40102,1.40393,1.40393,214741.17,3,ASIAN,1.5,0.0018683801656517844,16.720984800110013,64.43028289239525,1.3948016756699422,1.3975387120760798,50.175294896821484,False,8.420666680133829e-05,54.648673155445145,33.08324330057788,0.6994818652849591,7,2,london_breakout_long,1.3938220534001682,SL,2021-03-03 15:00:00+00:00,-45.37946599831865,-974.4839622454167,480,False
|
||||
2021-03-05 08:00:00+00:00,9,GBP_USD,SHORT,1.3837199999999998,1.3894957917348632,1.3800000000000001,1.3760900000000003,1.3760900000000003,167031.49,5,LONDON,1.5,0.002347579787234861,41.37737680227591,28.811603701730547,1.39221630500354,1.3957988548504763,-11.266666666669423,False,-0.00040445639661718016,21.360137776904978,-83.06305003540126,0.8481675392670647,8,4,london_breakout_short,1.3837199999999998,TP1+SL,2021-03-05 13:00:00+00:00,18.599999999998616,310.6785713999769,300,True
|
||||
2021-03-09 07:00:00+00:00,9,GBP_USD,LONG,1.38813,1.3826783954059654,1.3927399999999999,1.3975999999999997,1.3975999999999997,177534.14,3,ASIAN,1.5,0.0023527388492128555,19.6636034745403,63.92807689834446,1.3844731803685404,1.3909767426077624,48.950577720403565,False,0.0005430708030372458,76.07321352244358,34.06819631459612,0.7453310696094959,7,1,london_breakout_long,1.38813,TP1+SL,2021-03-10 15:00:00+00:00,23.049999999998903,409.2161926999806,1920,True
|
||||
2021-03-11 08:00:00+00:00,9,GBP_USD,LONG,1.39481,1.39186,1.3971399999999998,1.3996599999999997,1.3996599999999997,329470.53,5,LONDON,1.5,0.001754500666639208,20.21679385805926,67.56592930170669,1.3902498713570652,1.3907348453102246,3.466666666667173,False,3.510331858551266e-05,64.18264275407095,43.70128642934734,0.1834862385321026,8,3,london_breakout_long,1.39481,TP1+SL,2021-03-11 14:00:00+00:00,11.649999999998606,383.8331674499541,360,True
|
||||
2021-03-16 08:00:00+00:00,9,GBP_USD,SHORT,1.3816899999999999,1.3864317951980019,1.37749,1.3731000000000002,1.3731000000000002,205782.06,5,LONDON,1.5,0.0018713810735435457,70.38351969528898,24.41058697813652,1.3898698485328058,1.3912710154819345,-6.566666666667498,False,-0.0005799336413071718,8.937274066519484,-79.8984853280582,0.3083003952569007,8,1,london_breakout_short,1.3864317951980019,SL,2021-03-16 11:00:00+00:00,-47.417951980019964,-975.7763839429588,180,False
|
||||
2021-03-17 07:00:00+00:00,9,GBP_USD,LONG,1.39185,1.38777,1.39517,1.39874,1.39874,236769.28,5,ASIAN,1.5,0.0016648683796792732,22.96876752169471,62.25359476903306,1.3893292584275865,1.3907492251269398,38.23198865724242,False,0.00026105806288940407,62.762237457020554,22.707415724134705,0.12773722627731932,7,2,london_breakout_long,1.38777,SL,2021-03-17 14:00:00+00:00,-40.800000000000836,-966.0186624000198,420,False
|
||||
2021-03-19 07:00:00+00:00,9,GBP_USD,LONG,1.39517,1.3895233619579141,1.3986399999999999,1.4023599999999998,1.4023599999999998,169367.76,5,ASIAN,1.5,0.002287322701346178,26.792301651128998,57.09118388458882,1.3925850519801573,1.3916751233573053,11.8861458162689,False,0.00012208922499727063,79.11549286182553,23.349480198426864,0.6363636363636058,7,4,london_breakout_long,1.3895233619579141,SL,2021-03-19 12:00:00+00:00,-56.46638042085872,-956.3584367188699,300,False
|
||||
2021-03-22 08:00:00+00:00,9,GBP_USD,LONG,1.38671,1.38174,1.39096,1.3954,1.3954,190501.99,4,LONDON,1.5,0.0020424064079154025,24.205988666950095,49.35855342888787,1.3883650649967911,1.3904956703337361,6.733333333333036,False,0.0004260264429309902,67.37273254558612,-18.45064996791157,0.48493975903611275,8,0,london_breakout_long,1.38174,SL,2021-03-23 08:00:00+00:00,-49.70000000000141,-946.7948903000269,1440,False
|
||||
2021-03-23 08:00:00+00:00,9,GBP_USD,SHORT,1.38086,1.3851185223915141,1.3769900000000002,1.3729300000000002,1.3729300000000002,220106.14,5,LONDON,1.5,0.0018104511739908962,31.26113433542531,34.38945794494933,1.3860721742024948,1.3892828297330162,-8.099999999995333,False,-0.0002484012619351616,47.037231681057506,-50.22174202494733,0.7875894988066229,8,1,london_breakout_short,1.3729300000000002,TP3,2021-03-23 23:00:00+00:00,59.0000036028052,1298.6263052999548,900,True
|
||||
2021-03-24 07:00:00+00:00,9,GBP_USD,SHORT,1.36851,1.3732127232420264,1.36463,1.3605,1.3605,202077.21,5,ASIAN,1.5,0.00197886863275267,70.11338985912055,22.947232771464428,1.3789528633047798,1.3863003718404918,-78.52341871543932,False,-0.0002063235107902621,30.570630545476106,-101.92863304779864,0.6637362637362608,7,2,london_breakout_short,1.3732127232420264,SL,2021-03-24 10:00:00+00:00,-47.027232420264745,-950.3131921508647,180,False
|
||||
2021-03-25 07:00:00+00:00,9,GBP_USD,SHORT,1.3675599999999999,1.37078,1.3649099999999998,1.3620099999999997,1.3620099999999997,292177.04,5,ASIAN,1.5,0.001662527172856333,26.057061654530408,37.889617275802394,1.373277906352026,1.38280960576162,-26.822313820089594,False,0.0001647132032963725,31.198888260787744,-54.67906352025986,0.33908045977015233,7,3,london_breakout_short,1.37078,SL,2021-03-25 10:00:00+00:00,-32.20000000000223,-940.810068800065,180,False
|
||||
2021-03-26 09:00:00+00:00,9,GBP_USD,LONG,1.3792900000000001,1.374855583817126,1.38157,1.38404,1.38404,210039.36,4,LONDON,1.5,0.0017700688679246333,37.86613207648693,71.60959117717302,1.3740981871696651,1.380799591902746,14.133130311255737,False,0.0002810410864732974,77.15469171351614,50.018128303348504,0.8376383763837647,9,4,london_breakout_long,1.38404,TP3,2021-03-29 10:00:00+00:00,35.15000226147914,738.288397899963,4380,True
|
||||
2021-03-31 08:00:00+00:00,9,GBP_USD,LONG,1.3784500000000002,1.3739374315395672,1.3820100000000002,1.3857600000000003,1.3857600000000003,208037.8,4,LONDON,1.5,0.001919096856732195,33.32849458507343,63.61036522682976,1.3750409944536743,1.3784679850202075,14.166666666666217,False,0.0005531077714377569,84.9322052743833,32.19005546325704,0.9384965831435114,8,2,london_breakout_long,1.38416,TP1+TIME,2021-04-02 00:00:00+00:00,46.34999999999945,964.2552029999885,2400,True
|
||||
2021-04-05 08:00:00+00:00,9,GBP_USD,LONG,1.38633,1.3826529151716074,1.38914,1.3921400000000002,1.3921400000000002,257929.16,5,LONDON,1.5,0.0015244886505457714,25.033512606225592,66.93186875245706,1.3821788240085777,1.380086871779866,5.966666666663567,False,0.0001688401081778339,82.20796180851245,39.611759914222056,0.7383177570093555,8,0,london_breakout_long,1.38633,TP1+SL,2021-04-06 08:00:00+00:00,14.049999999999896,362.39046979999733,1440,True
|
||||
2021-04-06 09:00:00+00:00,9,GBP_USD,SHORT,1.3828299999999998,1.3871681594185419,1.3793199999999999,1.3756199999999998,1.3756199999999998,219459.73,4,LONDON,1.5,0.0018021734983156056,39.73954755908566,31.774448748343488,1.3864639611771432,1.3820639332644165,-17.25257202563002,False,-0.0009521165764359374,16.917117368176566,-34.43961177143295,0.6557377049180825,9,1,london_breakout_short,1.3828299999999998,TP1+SL,2021-04-07 08:00:00+00:00,17.54999999999951,385.1518261499893,1380,True
|
||||
2021-04-08 08:00:00+00:00,9,GBP_USD,SHORT,1.37241,1.3769878168983936,1.36878,1.3649600000000002,1.3649600000000002,208811.94,5,LONDON,1.5,0.001961903419403271,24.22776543873509,36.15674086412934,1.378690515069141,1.380762093339969,-10.500000000002174,False,0.00036540177903121736,49.25092112856753,-60.90515069141045,0.8129032258064214,8,3,london_breakout_short,1.3769878168983936,SL,2021-04-08 11:00:00+00:00,-45.778168983936496,-955.9028275183608,180,False
|
||||
2021-04-12 08:00:00+00:00,9,GBP_USD,LONG,1.3742400000000001,1.3695217834417424,1.3785500000000002,1.3830500000000003,1.3830500000000003,200572.35,4,LONDON,1.5,0.00181976615021,35.79162463801196,61.63713828106179,1.372578997824498,1.3774312720981319,2.033333333335552,False,0.0004512643050409642,89.9585261640874,14.710021755020009,0.6580310880828842,8,0,london_breakout_long,1.3695217834417424,SL,2021-04-13 13:00:00+00:00,-47.1821655825777,-946.343782898673,1740,False
|
||||
2021-04-22 08:00:00+00:00,9,GBP_USD,SHORT,1.38967,1.3934538098366476,1.3874300000000002,1.3850000000000002,1.3850000000000002,247602.39,3,LONDON,1.5,0.0015469865107548126,19.81606642233261,34.18221828040009,1.3929420125399408,1.386601611961856,-8.43333333333307,False,-0.0001652855321657784,23.70553937674403,-30.820125399406706,0.9057239057238836,8,3,london_breakout_short,1.3850000000000002,TP3,2021-04-22 13:00:00+00:00,34.55000188608606,855.4663041499416,300,True
|
||||
2021-04-23 07:00:00+00:00,9,GBP_USD,LONG,1.3890600000000002,1.3852395618878532,1.39182,1.39483,1.39483,247467.69,4,ASIAN,1.5,0.0015783055845116525,27.266463164218074,59.616579825410646,1.388588122240083,1.3864228657998523,25.52736957427193,False,0.0006727636819577746,85.69211793950664,2.2187775991699965,0.7535410764873227,7,4,london_breakout_long,1.3852395618878532,SL,2021-04-23 13:00:00+00:00,-38.2043811214694,-945.4349944009642,360,False
|
||||
2021-04-27 08:00:00+00:00,9,GBP_USD,SHORT,1.38577,1.3898421277674637,1.3832200000000001,1.3804800000000002,1.3804800000000002,229850.51,4,LONDON,1.5,0.0016640760279150939,30.66327287165814,36.296206383162776,1.3887696514893422,1.387292489011734,-9.43333333333296,False,-0.00029019128230079914,36.05669455971455,-28.09651489342091,0.8392282958199506,8,1,london_breakout_short,1.3898421277674637,SL,2021-04-27 10:00:00+00:00,-40.72127767463795,-935.9806441367149,120,False
|
||||
2021-04-30 07:00:00+00:00,9,GBP_USD,SHORT,1.3911799999999999,1.3945981462211121,1.38888,1.3863299999999998,1.3863299999999998,271088.71,4,ASIAN,1.5,0.0013738828821273695,21.7278615641844,35.26026533792562,1.3933389851944793,1.390013783525529,-30.502424145422147,False,-0.00038779639537621006,10.573805220920677,-19.089851944793512,0.7246376811593958,7,4,london_breakout_short,1.3863299999999998,TP3,2021-04-30 13:00:00+00:00,35.7500017890822,969.1421867499987,360,True
|
||||
2021-05-03 07:00:00+00:00,9,GBP_USD,LONG,1.3843500000000002,1.38008,1.3875700000000002,1.3910400000000003,1.3910400000000003,219276.88,4,ASIAN,1.5,0.0016819151512853384,35.09018713948815,46.4912674280208,1.387221499753242,1.3887036089128602,-11.284110942866299,False,0.0005124769556289119,60.21359947766234,-31.214997532418298,0.6942148760331481,7,0,london_breakout_long,1.3910400000000003,TP3,2021-05-03 14:00:00+00:00,49.550003050937676,1086.5170073000095,420,True
|
||||
2021-05-06 09:00:00+00:00,9,GBP_USD,LONG,1.3918800000000002,1.38851,1.3945,1.39731,1.39731,281061.56,5,LONDON,1.5,0.0014640123132751777,22.251328673677726,58.96170596102669,1.3898489857089762,1.3891638187371058,10.25843715752428,False,1.411297854758605e-05,55.284194399595485,18.410142910239014,0.58163265306127,9,3,london_breakout_long,1.38851,SL,2021-05-06 11:00:00+00:00,-33.70000000000317,-947.1774572000892,120,False
|
||||
2021-05-07 07:00:00+00:00,9,GBP_USD,LONG,1.3924800000000002,1.38896,1.39467,1.39711,1.39711,266393.66,5,ASIAN,1.5,0.0014925463073800088,25.530358547655066,63.32400636432122,1.3898890963822208,1.3892871615745492,24.089174803767488,False,0.00027716797007319304,74.1087468701037,23.409036177792775,0.6347826086956682,7,4,london_breakout_long,1.39711,TP3,2021-05-07 12:00:00+00:00,34.10000173802848,908.4024268999768,300,True
|
||||
2021-05-11 08:00:00+00:00,9,GBP_USD,LONG,1.41422,1.41065,1.41681,1.41959,1.41959,265207.2,5,LONDON,1.5,0.0020853953671287756,26.225513699997347,62.64910245874542,1.4065832592040068,1.3961298140959795,11.133333333332995,False,-0.000510941756645331,54.84398749641793,74.46740795993055,0.40499999999998837,8,1,london_breakout_long,1.41065,SL,2021-05-12 12:00:00+00:00,-35.700000000000735,-946.7897040000195,1680,False
|
||||
2021-05-13 08:00:00+00:00,9,GBP_USD,SHORT,1.4027999999999998,1.4075071721424361,1.39871,1.3944299999999998,1.3944299999999998,199126.31,4,LONDON,1.5,0.0019828067957620025,41.53555286620593,28.084547664495886,1.4084430857569574,1.4014867332788135,-9.100000000001884,False,-0.00010133662732355816,34.550996470409885,-54.53085756957465,0.4777517564402913,8,3,london_breakout_short,1.4075071721424361,SL,2021-05-14 07:00:00+00:00,-47.07172142436322,-937.3218192581393,1380,False
|
||||
2021-05-19 07:00:00+00:00,9,GBP_USD,SHORT,1.4173,1.42004,1.41531,1.41307,1.41307,338667.36,3,ASIAN,1.5,0.001467643678825608,19.57436872392324,47.05502754595183,1.4163776680258975,1.4086382435562101,-19.704758694882862,False,-0.00032129140981439154,50.06632146404249,11.723319741026028,0.4412811387900061,7,2,london_breakout_short,1.4173,TP1+SL,2021-05-19 13:00:00+00:00,9.94999999999968,336.9740231999892,360,True
|
||||
2021-05-20 07:00:00+00:00,9,GBP_USD,LONG,1.41406,1.41009,1.41716,1.42051,1.42051,234589.0,5,ASIAN,1.5,0.0017458068002471183,38.486416510578536,50.95440596354401,1.4142688196910382,1.4096336221470387,-5.914448130857064,False,0.00027823794872950834,79.43244974422653,-4.588196910382258,0.8977272727272326,7,3,london_breakout_long,1.42051,TP3,2021-05-21 09:00:00+00:00,47.75000274948816,1120.1625394999678,1560,True
|
||||
2021-05-21 09:00:00+00:00,9,GBP_USD,LONG,1.4215600000000002,1.4176843675276893,1.42453,1.4276900000000001,1.4276900000000001,243191.26,5,LONDON,1.5,0.001459663489715422,33.800353671917804,70.8393458978561,1.4164692410288213,1.4113748102315193,10.083317033662276,False,0.00016020292387233055,78.31929101915898,49.00758971178698,0.6771653543307183,9,4,london_breakout_long,1.4176843675276893,SL,2021-05-21 13:00:00+00:00,-38.75632472310819,-942.5199442381833,240,False
|
||||
2021-05-24 07:00:00+00:00,9,GBP_USD,LONG,1.41697,1.4136,1.41934,1.4219600000000001,1.4219600000000001,276882.71,5,ASIAN,1.5,0.0014396597288462124,28.949474150308728,55.172274172765825,1.4159013119176755,1.412226286976399,-4.914100398438759,False,0.0001751087133616613,79.30100838614443,8.186880823244369,0.6093749999999742,7,0,london_breakout_long,1.4136,SL,2021-05-24 08:00:00+00:00,-33.70000000000095,-933.0947327000264,60,False
|
||||
2021-05-27 07:00:00+00:00,9,GBP_USD,LONG,1.41252,1.40913,1.4153399999999998,1.4184099999999997,1.4184099999999997,272496.7,4,ASIAN,1.5,0.0014928218114389751,27.61881241687353,48.37021478670399,1.4134832702770388,1.4132607087720173,-8.174871623374269,False,0.0001481577281888574,70.16390675533982,-12.132702770388804,0.38709677419355865,7,3,london_breakout_long,1.4184099999999997,TP3,2021-05-27 14:00:00+00:00,43.550002161491825,1186.723187399939,420,True
|
||||
2021-05-31 08:00:00+00:00,9,GBP_USD,SHORT,1.41691,1.42003,1.4143500000000002,1.4116000000000004,1.4116000000000004,299881.74,4,LONDON,1.5,0.0013821153134132892,24.186467816022848,43.154272766660725,1.4177226521205961,1.415202583831291,0.06666666666932386,False,-0.0002286995034417507,17.981807590622935,-6.2265212059609,0.4315068493150008,8,0,london_breakout_short,1.42003,SL,2021-05-31 14:00:00+00:00,-31.200000000000117,-935.6310288000035,360,False
|
||||
2021-06-01 09:00:00+00:00,9,GBP_USD,SHORT,1.4180099999999998,1.4224718873841564,1.41449,1.4107800000000001,1.4107800000000001,207597.06,4,LONDON,1.5,0.0016945581712581792,40.684987477284984,37.67870527645903,1.4199248238742863,1.4164808576655463,-10.880113223921128,False,-0.0005091590407721164,20.450874169706086,-17.248238742864075,0.47682119205297724,9,1,london_breakout_short,1.4180099999999998,TP1+SL,2021-06-02 15:00:00+00:00,17.599999999998726,365.37082559997356,1800,True
|
||||
2021-06-03 09:00:00+00:00,9,GBP_USD,LONG,1.4189100000000001,1.4150472382325059,1.4222299999999999,1.4257399999999998,1.4257399999999998,240741.85,5,LONDON,1.5,0.0014505972279264129,28.646244202708147,61.15698704863336,1.4168228703772936,1.4163500876102795,11.446417740670345,False,0.00010659521091904208,62.59221500582603,18.97129622706384,0.7438016528923845,9,3,london_breakout_long,1.4150472382325059,SL,2021-06-03 13:00:00+00:00,-38.62761767494227,-929.9284140158302,240,False
|
||||
2021-06-04 07:00:00+00:00,9,GBP_USD,LONG,1.41171,1.40827,1.41421,1.41696,1.41696,267624.75,4,ASIAN,1.5,0.001440774781771294,32.13796231637032,48.34243233595595,1.4133338967266325,1.4153157518207518,-19.588951036015878,False,0.00023580592911772802,68.48425430778535,-18.73896726632518,0.4494382022471686,7,4,london_breakout_long,1.41696,TP3,2021-06-04 12:00:00+00:00,38.75000196170159,1037.04595874999,300,True
|
||||
2021-06-10 07:00:00+00:00,9,GBP_USD,SHORT,1.4084999999999999,1.411601092918306,1.4063899999999998,1.4040299999999997,1.4040299999999997,300216.61,5,ASIAN,1.5,0.0013332630839423083,33.325008488890774,29.584874603244188,1.4133863124698272,1.4148438890883337,-44.252445775088134,False,-8.815073915850844e-05,37.89225827552261,-46.36312469827208,0.5911458333333217,7,3,london_breakout_short,1.411601092918306,SL,2021-06-10 12:00:00+00:00,-31.010929183061805,-930.9996032288885,300,False
|
||||
2021-06-11 08:00:00+00:00,9,GBP_USD,SHORT,1.4153799999999999,1.41851,1.41377,1.41197,1.41197,294469.52,4,LONDON,1.5,0.0013832289792658529,35.84273630788669,48.19702357905591,1.4151370615309307,1.415049691840851,-3.633333333332711,False,-0.0002398658055435415,22.052906493239757,4.3293846906933275,0.6368715083797788,8,4,london_breakout_short,1.41197,TP3,2021-06-11 14:00:00+00:00,25.1000011580136,739.118529299971,360,True
|
||||
2021-06-14 09:00:00+00:00,9,GBP_USD,SHORT,1.40889,1.41183,1.4073100000000003,1.4055400000000005,1.4055400000000005,316013.87,5,LONDON,1.5,0.0014654638523615574,46.30419697966564,33.56598435856259,1.412625824275257,1.4142503607089518,4.062811844385283,False,-0.00011190535579478755,37.58312609376461,-35.45824275256848,0.40206185567009367,9,0,london_breakout_short,1.41183,SL,2021-06-14 13:00:00+00:00,-29.399999999999423,-929.0807777999819,240,False
|
||||
2021-06-15 09:00:00+00:00,9,GBP_USD,SHORT,1.4073099999999998,1.410801138179909,1.40453,1.4015600000000001,1.4015600000000001,263464.22,5,LONDON,1.5,0.0013461370382519624,28.57547409052937,32.23295509501,1.4114334117893927,1.4135065347347788,-12.705914842634503,False,-0.00022896678391240335,16.84565155622395,-39.33411789392771,0.6845238095237489,9,1,london_breakout_short,1.4073099999999998,TP1+SL,2021-06-15 13:00:00+00:00,13.899999999998915,366.21526579997135,240,True
|
||||
2021-06-21 07:00:00+00:00,9,GBP_USD,LONG,1.38355,1.37859,1.3876,1.3919,1.3919,186179.87,4,ASIAN,1.5,0.002126688672079816,38.65967484982994,47.599525113762844,1.3880648227991348,1.40163270963585,-0.38317985168845325,False,0.0006234574530176967,77.23016675494023,-47.64822799134816,0.4059701492537171,7,0,london_breakout_long,1.3919,TP3,2021-06-21 16:00:00+00:00,62.000004484908935,1154.3152774999762,540,True
|
||||
2021-06-22 07:00:00+00:00,9,GBP_USD,SHORT,1.38827,1.392257436865342,1.38523,1.38194,1.38194,234485.29,5,ASIAN,1.5,0.0015917622642698881,37.092247670474485,44.64795572597712,1.3897342705293831,1.399283639320792,-8.208983481166054,False,-0.0005639562085734057,19.593936865526846,-12.142705293831657,0.585964912280719,7,1,london_breakout_short,1.392257436865342,SL,2021-06-22 15:00:00+00:00,-39.874368653420866,-934.9952897264302,480,False
|
||||
2021-06-23 07:00:00+00:00,9,GBP_USD,LONG,1.39816,1.393954284860817,1.40184,1.40577,1.40577,220092.26,4,ASIAN,1.5,0.001674979908839369,30.290914841032592,72.4096807413691,1.391875011475198,1.3978900731978772,60.6515200579083,False,0.00019924515827708005,88.29782265597436,60.34988524801887,0.5833333333333012,7,2,london_breakout_long,1.393954284860817,SL,2021-06-24 11:00:00+00:00,-42.057151391829976,-925.6453498990005,1680,False
|
||||
2021-06-25 07:00:00+00:00,9,GBP_USD,SHORT,1.39079,1.39351,1.38879,1.3865399999999999,1.3865399999999999,336907.68,5,ASIAN,1.5,0.0015180346929044933,22.698761624779877,40.82200324445284,1.393332408824307,1.396533339247363,-17.415213210967284,False,5.858802036975562e-05,42.40505732926396,-22.92408824307035,0.5305343511450256,7,4,london_breakout_short,1.39079,TP1+SL,2021-06-28 06:00:00+00:00,10.000000000000009,336.9076800000003,4260,True
|
||||
2021-06-29 07:00:00+00:00,9,GBP_USD,SHORT,1.3855499999999998,1.38802,1.3836,1.3814,1.3814,372371.64,5,ASIAN,1.5,0.0013759627463925243,23.86574722222472,37.17068001207276,1.3891352440537168,1.3936149669204247,-31.844590149510132,False,-6.911814974749995e-05,52.526984126979364,-33.35244053716879,0.7639751552795956,7,1,london_breakout_short,1.3855499999999998,TP1+SL,2021-06-29 10:00:00+00:00,9.749999999999481,363.0623489999807,180,True
|
||||
2021-06-30 07:00:00+00:00,9,GBP_USD,SHORT,1.3829,1.38602,1.3809200000000001,1.3786900000000002,1.3786900000000002,295957.88,5,ASIAN,1.5,0.0013604106271702559,22.415541824503464,38.870789492357,1.3861373187464228,1.3916107932611577,-7.528622810750729,False,6.749035286148376e-05,18.686707302269383,-29.873187464226625,0.36815920398006874,7,2,london_breakout_short,1.38602,SL,2021-06-30 10:00:00+00:00,-31.200000000000113,-923.3885856000035,180,False
|
||||
2021-07-01 08:00:00+00:00,9,GBP_USD,SHORT,1.3778,1.3814810388644172,1.37558,1.37317,1.37317,248341.5,5,LONDON,1.5,0.0017245287210692337,23.655264818903728,30.759906526036858,1.3835441139758349,1.3895465307774644,-16.2333333333331,False,-0.00015471388032664785,42.197153855601506,-55.54113975834829,0.6594323873121521,8,3,london_breakout_short,1.3814810388644172,SL,2021-07-01 12:00:00+00:00,-36.81038864417285,-914.1547131476852,240,False
|
||||
2021-07-05 07:00:00+00:00,9,GBP_USD,LONG,1.38497,1.38167,1.38758,1.3904400000000001,1.3904400000000001,274246.41,4,ASIAN,1.5,0.0014238927050336002,28.063193519250582,68.79558989767942,1.3806929495952862,1.385685721557465,56.92301723330573,False,0.00014333350203159343,71.50480892745092,40.270504047137386,0.16666666666668656,7,0,london_breakout_long,1.38497,TP1+SL,2021-07-06 09:00:00+00:00,13.050000000000006,357.8915650500001,1560,True
|
||||
2021-07-07 08:00:00+00:00,9,GBP_USD,SHORT,1.3777199999999998,1.38151,1.37534,1.37277,1.37277,239734.05,5,LONDON,1.5,0.0016153517561777197,32.36293287350833,34.7383202079279,1.3819534847400372,1.3847061514523586,-9.600000000000719,False,4.092544042312964e-05,41.41160281252265,-40.4348474003724,0.6347305389222114,8,2,london_breakout_short,1.38151,SL,2021-07-07 10:00:00+00:00,-37.90000000000182,-908.5920495000436,120,False
|
||||
2021-07-09 09:00:00+00:00,9,GBP_USD,LONG,1.37989,1.37597,1.38316,1.38662,1.38662,229465.85,3,LONDON,1.5,0.0017462234176047675,15.849382889186568,57.473578181379466,1.3787155847406678,1.3822996333892188,11.11554724213537,False,0.0001670425635530487,76.29437300961824,9.844152593321276,0.7153284671532799,9,4,london_breakout_long,1.38662,TP3,2021-07-09 14:00:00+00:00,50.000002932897225,1147.3293172999756,300,True
|
||||
2021-07-12 07:00:00+00:00,9,GBP_USD,SHORT,1.3873,1.39097,1.3847,1.38185,1.38185,248223.28,4,ASIAN,1.5,0.0015367576547409031,44.03852333516308,56.83974998135765,1.3840457734283689,1.3833189872273255,27.605993582946464,False,-0.0003922143756755832,26.986603813238844,35.04226571631186,0.522388059701432,7,0,london_breakout_short,1.3873,TP1+SL,2021-07-12 13:00:00+00:00,12.999999999999677,322.690263999992,360,True
|
||||
2021-07-13 07:00:00+00:00,9,GBP_USD,SHORT,1.3860599999999998,1.3895242494396858,1.3832,1.38009,1.38009,263897.38,4,ASIAN,1.5,0.0013224355061690679,32.60832102321748,42.14409736953437,1.3864935948066082,1.384285927482556,-10.09970065193766,False,-0.0003275050857289443,3.4708206048563457,-1.835948066082338,0.6333333333334032,7,1,london_breakout_short,1.38009,TP3,2021-07-13 12:00:00+00:00,44.15000226224136,1165.1069923999569,300,True
|
||||
2021-07-16 08:00:00+00:00,9,GBP_USD,LONG,1.3860800000000002,1.3818423804557831,1.3895,1.3931099999999998,1.3931099999999998,218485.26,4,LONDON,1.5,0.0019098301164234238,20.833884580935294,58.29271896811448,1.3837827267362208,1.3840395461948125,17.100000000001003,False,0.00014901910202341832,52.21884343591102,21.072732637792413,0.8769771528998372,8,4,london_breakout_long,1.3818423804557831,SL,2021-07-16 09:00:00+00:00,-42.37619544217086,-925.8574078993516,60,False
|
||||
2021-07-19 09:00:00+00:00,9,GBP_USD,SHORT,1.37408,1.37636,1.3725800000000001,1.3708900000000002,1.3708900000000002,402017.03,5,LONDON,1.5,0.0018918895243261098,48.83308255478074,40.63452915521342,1.3789075557026758,1.3823929086381526,20.779719869397084,False,-9.080833951275293e-05,35.501225871058914,-46.37555702675655,0.7259953161592753,9,0,london_breakout_short,1.3708900000000002,TP3,2021-07-19 10:00:00+00:00,23.450000793496915,942.7299672499274,60,True
|
||||
2021-07-23 07:00:00+00:00,9,GBP_USD,SHORT,1.37404,1.3776759348330752,1.37103,1.36777,1.36777,254687.22,4,ASIAN,1.5,0.0014026329379993696,20.27298758675878,46.29682051183503,1.373147582543204,1.374749492331142,-14.510614274130251,False,-0.000569808752685236,21.38938436075543,11.424174567959966,0.25615763546802073,7,4,london_breakout_short,1.3776759348330752,SL,2021-07-26 09:00:00+00:00,-36.359348330752276,-926.0261347370937,4440,False
|
||||
2021-07-26 09:00:00+00:00,9,GBP_USD,LONG,1.3794700000000002,1.3753846690785887,1.3817599999999999,1.3842399999999997,1.3842399999999997,224404.31,4,LONDON,1.5,0.001697551485095624,17.215451329497345,68.01645713495753,1.3746290342737912,1.3748707673377163,21.395265676023012,False,0.00029924555753382343,77.44754934181323,46.50965726208822,0.7122507122507802,9,0,london_breakout_long,1.3794700000000002,TP1+SL,2021-07-27 07:00:00+00:00,11.449999999998406,256.94293494996424,1320,True
|
||||
2021-07-27 07:00:00+00:00,9,GBP_USD,SHORT,1.3791,1.3824238463444705,1.3772000000000002,1.3750500000000003,1.3750500000000003,276587.79,4,ASIAN,1.5,0.0013974286422318973,32.60931045372669,43.748053535857004,1.378763484295211,1.3762029226834165,-11.070504461203612,False,-0.00044390669350180285,33.119494383868066,5.865157047890701,0.5378151260503873,7,1,london_breakout_short,1.3791,TP1+SL,2021-07-27 09:00:00+00:00,9.499999999998954,262.75840049997106,120,True
|
||||
2021-07-28 08:00:00+00:00,9,GBP_USD,LONG,1.3896000000000002,1.38633,1.3920299999999999,1.3946499999999997,1.3946499999999997,281945.84,5,LONDON,1.5,0.001609565483786812,32.72846233175546,67.21454626584915,1.383801210025788,1.378427478170164,10.633333333336381,False,-0.00021947007163353356,55.75242696270917,56.087899742121024,0.6534954407295095,8,2,london_breakout_long,1.38633,SL,2021-07-28 13:00:00+00:00,-32.70000000000106,-921.96289680003,300,False
|
||||
2021-07-30 07:00:00+00:00,9,GBP_USD,LONG,1.39677,1.3934575076592823,1.3994499999999999,1.4023799999999997,1.4023799999999997,275545.77,5,ASIAN,1.5,0.0012839257265522418,30.626618272370568,58.5862585239258,1.3927463047979443,1.3840395925888982,5.422252120468318,False,-0.0003220607755595104,60.92563540734702,37.73695202055727,0.71707317073171,7,4,london_breakout_long,1.3934575076592823,SL,2021-07-30 14:00:00+00:00,-33.12492340717732,-912.7432526421699,420,False
|
||||
2021-08-02 08:00:00+00:00,9,GBP_USD,LONG,1.39229,1.38861,1.39538,1.3986600000000002,1.3986600000000002,245547.78,5,LONDON,1.5,0.0014943274627902655,30.579965070132847,53.212859322100826,1.3917922770837103,1.3856997970436904,0.1999999999990898,False,0.00037914356402379444,74.45864782339002,3.077229162895545,0.16379310344820902,8,0,london_breakout_long,1.38861,SL,2021-08-02 12:00:00+00:00,-36.80000000000127,-903.6158304000313,240,False
|
||||
2021-08-03 07:00:00+00:00,9,GBP_USD,LONG,1.39154,1.38866,1.39305,1.3948099999999999,1.3948099999999999,310617.94,5,ASIAN,1.5,0.0013102495669918065,29.13918355306175,58.91535034632459,1.3904091165992947,1.3864808269694116,14.096578028874873,False,0.0002805520520065943,56.45614938532717,8.808834007052457,0.6113360323886304,7,1,london_breakout_long,1.39154,TP1+SL,2021-08-03 12:00:00+00:00,7.549999999999501,234.5165446999845,300,True
|
||||
2021-08-05 07:00:00+00:00,9,GBP_USD,LONG,1.3926500000000002,1.389355039570518,1.3950900000000002,1.3977800000000002,1.3977800000000002,272211.11,5,ASIAN,1.5,0.0013166995880933337,23.804567437696946,61.713654154810015,1.390622787128041,1.3882122652478992,9.683105087301414,False,0.000271857260421017,96.94186942143337,17.772128719590885,0.9769230769230125,7,3,london_breakout_long,1.389355039570518,SL,2021-08-06 13:00:00+00:00,-32.94960429482074,-896.9248359153921,1800,False
|
||||
2021-08-10 08:00:00+00:00,9,GBP_USD,LONG,1.3866,1.3835887459993055,1.38814,1.38987,1.38987,294879.01,4,LONDON,1.5,0.0011921800574007848,24.035036635739665,55.29282374488285,1.386687941653481,1.388060758374163,1.40000000000029,False,0.0002709771881913855,72.91995903694765,-2.779416534810508,0.5940594059404896,8,1,london_breakout_long,1.3835887459993055,SL,2021-08-10 14:00:00+00:00,-30.112540006945743,-887.9555985833554,360,False
|
||||
2021-08-11 07:00:00+00:00,9,GBP_USD,SHORT,1.3813799999999998,1.38361,1.37994,1.37825,1.37825,394204.5,5,ASIAN,1.5,0.0009861418693801556,27.26327609157031,32.1305151485646,1.3847563768842346,1.3871603059269229,-26.263814828120235,False,-8.243849123693112e-05,36.42166261263328,-31.263768842346717,0.6312056737589457,7,2,london_breakout_short,1.38361,SL,2021-08-11 12:00:00+00:00,-22.300000000001763,-879.0760350000695,300,False
|
||||
2021-08-12 07:00:00+00:00,9,GBP_USD,LONG,1.3880000000000001,1.3858,1.38942,1.3910900000000002,1.3910900000000002,395584.21,4,ASIAN,1.5,0.0011697410063158502,31.56697819654188,60.02364419190369,1.3857078556423723,1.386924393540706,21.739816522705624,False,-4.9237950796901216e-05,50.242626036323394,20.421443576277287,0.8434782608695996,7,3,london_breakout_long,1.3858,SL,2021-08-12 09:00:00+00:00,-22.000000000002018,-870.2852620000799,120,False
|
||||
2021-08-30 09:00:00+00:00,9,GBP_USD,SHORT,1.3751799999999998,1.37749,1.3734499999999998,1.3715299999999997,1.3715299999999997,372979.4,4,LONDON,1.5,0.0013768477425294087,30.55594447390108,50.91990383477553,1.3742378984997348,1.3735780583326576,-6.0935922851412805,False,-0.00022959768405983027,46.129837702871335,11.321015002652146,0.554140127388463,9,0,london_breakout_short,1.3751799999999998,TP1+SL,2021-08-30 14:00:00+00:00,8.650000000000047,322.62718100000177,300,True
|
||||
2021-09-02 07:00:00+00:00,9,GBP_USD,LONG,1.3791200000000001,1.37668,1.3807,1.38253,1.38253,354429.79,5,ASIAN,1.5,0.0010347907359737302,30.474620581267104,64.46283437366603,1.376704933215023,1.3750711613618416,12.628336967110965,False,5.869504758348326e-05,78.39170682134854,21.650667849770766,0.5154639175258169,7,3,london_breakout_long,1.38253,TP3,2021-09-02 14:00:00+00:00,24.950000962107882,884.3023601499694,420,True
|
||||
2021-09-03 07:00:00+00:00,9,GBP_USD,SHORT,1.3822599999999998,1.38451,1.38071,1.3789100000000003,1.3789100000000003,388289.65,4,ASIAN,1.5,0.0009543756894859195,44.405854062703995,54.003572894574376,1.3804297788647015,1.3766569272665121,6.793554549202607,False,-0.00030338830194545337,17.78055900182652,20.802211352983768,0.34736842105280136,7,4,london_breakout_short,1.38451,SL,2021-09-03 12:00:00+00:00,-22.50000000000085,-873.6517125000331,300,False
|
||||
2021-09-06 07:00:00+00:00,9,GBP_USD,SHORT,1.3836899999999999,1.38592,1.3821999999999999,1.3804599999999998,1.3804599999999998,387854.35,4,ASIAN,1.5,0.0012249253582563692,24.306341013187982,45.56537304540067,1.3834848287474923,1.37851717180207,-11.457517150519347,False,-0.00039098717390806186,33.451495415492055,4.551712525076024,0.4710743801652817,7,0,london_breakout_short,1.3836899999999999,TP1+SL,2021-09-06 20:00:00+00:00,7.449999999999957,288.9514907499983,780,True
|
||||
2021-09-09 07:00:00+00:00,9,GBP_USD,LONG,1.37891,1.3757114768942522,1.38107,1.38348,1.38348,271314.19,4,ASIAN,1.5,0.0013044514392777833,30.20920760863371,58.470229295868386,1.3780679698267884,1.3787883118843243,22.9279878091182,False,0.00020478425967051633,52.06334499802705,5.920301732116329,0.6655290102388499,7,3,london_breakout_long,1.38348,TP3,2021-09-09 11:00:00+00:00,33.65000168439354,912.9722950499868,240,True
|
||||
2021-09-10 07:00:00+00:00,9,GBP_USD,LONG,1.3875600000000001,1.3842741936443947,1.39022,1.39313,1.39313,266885.61,5,ASIAN,1.5,0.0012875852177962714,44.78059423247079,75.425492986509,1.3819500305936585,1.3799352847760127,34.57979104714015,False,5.15066879631515e-05,84.78704758383867,53.599694063415356,0.5982142857143335,7,4,london_breakout_long,1.3842741936443947,SL,2021-09-10 15:00:00+00:00,-32.85806355605381,-876.934433557619,480,False
|
||||
2021-09-14 07:00:00+00:00,9,GBP_USD,LONG,1.38785,1.38477932080339,1.39021,1.39282,1.39282,282727.38,5,ASIAN,1.5,0.0012619665587407967,26.35952731027377,70.82824493746158,1.3837277976557676,1.3815215423611562,37.34378756433898,False,0.0003035407720954202,59.11825773877383,38.72202344232356,0.7966666666666595,7,1,london_breakout_long,1.38785,TP1+SL,2021-09-14 13:00:00+00:00,11.799999999999589,333.6183083999884,360,True
|
||||
2021-09-21 07:00:00+00:00,9,GBP_USD,LONG,1.36857,1.36488,1.37157,1.37482,1.37482,236179.21,3,ASIAN,1.5,0.0016022672498108167,19.63680421975195,52.3427849472199,1.3702005257319922,1.377079451254188,16.58309518655532,False,0.0005534088494264272,59.19186855747184,-18.805257319922664,0.5496183206106294,7,1,london_breakout_long,1.36488,SL,2021-09-21 14:00:00+00:00,-36.899999999999714,-871.5012848999932,420,False
|
||||
2021-09-22 08:00:00+00:00,9,GBP_USD,SHORT,1.3636199999999998,1.3671574618074818,1.3604699999999998,1.3571299999999997,1.3571299999999997,243899.81,5,LONDON,1.5,0.0013240572427789118,23.66286824748186,35.6596472263066,1.3674041396899455,1.374627541624919,-0.2333333333326415,False,-0.00014629797503905263,20.197563701826386,-35.94139689945486,0.20353982300883391,8,2,london_breakout_short,1.3671574618074818,SL,2021-09-22 18:00:00+00:00,-35.37461807481934,-862.7862627271003,600,False
|
||||
2021-09-24 07:00:00+00:00,9,GBP_USD,SHORT,1.3706099999999999,1.37364,1.36855,1.36624,1.36624,281900.46,5,ASIAN,1.5,0.0014494499697635108,28.34127010518418,50.81809621293288,1.3693681555887731,1.372255149292709,-0.48110771043941014,False,-0.0004649959409745237,22.593290998601844,14.918444112268503,0.5517241379310458,7,4,london_breakout_short,1.36624,TP3,2021-09-24 12:00:00+00:00,32.15000155019225,906.3100225999909,300,True
|
||||
2021-09-27 08:00:00+00:00,9,GBP_USD,LONG,1.3703800000000002,1.3663359331901912,1.3726900000000002,1.3751900000000004,1.3751900000000004,213453.82,3,LONDON,1.5,0.001652224815071824,18.210568360940446,60.00429836421125,1.3683093644611237,1.3712565251795412,4.900000000001015,False,0.00035086067792160496,71.05584880283837,18.806355388762963,0.6957928802589225,8,0,london_breakout_long,1.3703800000000002,TP1+SL,2021-09-27 15:00:00+00:00,11.550000000000171,246.53916210000367,420,True
|
||||
2021-09-28 07:00:00+00:00,9,GBP_USD,SHORT,1.3674799999999998,1.3712250728297044,1.3645399999999999,1.3613499999999998,1.3613499999999998,231153.55,5,ASIAN,1.5,0.0015060270510330845,27.201864226243444,39.50553808676289,1.3694001275565213,1.371033868813027,-23.24586538912543,False,-0.0002396836991514282,41.467111182936144,-16.701275565214058,0.41580756013748327,7,1,london_breakout_short,1.3613499999999998,TP3,2021-09-28 10:00:00+00:00,45.35000265191643,1048.2814105499897,180,True
|
||||
2021-09-29 07:00:00+00:00,9,GBP_USD,SHORT,1.3515499999999998,1.35544,1.3493,1.3468,1.3468,225236.43,5,ASIAN,1.5,0.0017590119470242737,49.1021406028561,24.10500890784121,1.3603596671937939,1.3676434175087802,-42.92340677829909,False,0.00045201077957929617,44.650923807283476,-85.59667193793973,0.45140388768900364,7,2,london_breakout_short,1.3468,TP3,2021-09-29 12:00:00+00:00,35.00000210889345,788.3275524999632,300,True
|
||||
2021-10-01 08:00:00+00:00,9,GBP_USD,LONG,1.34755,1.34417,1.3504199999999997,1.3534799999999996,1.3534799999999996,261554.14,4,LONDON,1.5,0.0019228465763806372,22.340229651801263,55.17173299428847,1.347858427340343,1.3591094372466261,5.5000000000005045,False,6.584229857088745e-05,77.44877312927164,-4.984273403429995,0.38905775075986077,8,4,london_breakout_long,1.3534799999999996,TP3,2021-10-01 11:00:00+00:00,44.00000226721329,1150.8382752999023,180,True
|
||||
2021-10-04 09:00:00+00:00,9,GBP_USD,LONG,1.3587000000000002,1.3536583544306886,1.3628200000000001,1.3671300000000002,1.3671300000000002,177632.75,4,LONDON,1.5,0.0020313254971728693,30.2397911769754,66.3483396648223,1.3524445711192883,1.3581925383237348,16.886505864639467,False,-3.617863139198491e-05,87.56025913410032,60.654288807118206,0.8068535825545622,9,0,london_breakout_long,1.3587000000000002,TP1+SL,2021-10-05 01:00:00+00:00,20.599999999999508,365.92346499999127,960,True
|
||||
2021-10-05 08:00:00+00:00,9,GBP_USD,LONG,1.36216,1.35841,1.36477,1.3675700000000002,1.3675700000000002,239792.16,5,LONDON,1.5,0.0016624438091119823,33.10643164711109,64.38742693312491,1.357209209067892,1.358645329608238,2.4999999999986144,False,-0.00018163131341047186,77.09872422489525,47.607909321079056,0.5391705069124472,8,1,london_breakout_long,1.36216,TP1+SL,2021-10-05 20:00:00+00:00,13.050000000000006,312.92876880000017,720,True
|
||||
2021-10-06 07:00:00+00:00,9,GBP_USD,SHORT,1.3560699999999999,1.3597551630522289,1.3529,1.34948,1.34948,244860.23,4,ASIAN,1.5,0.0015823462765421847,40.643218520610986,23.616526751595842,1.3598909983506098,1.3593136902903071,-54.113296937474686,False,-0.0006918687658855908,8.72600226092814,-35.709983506098105,0.8648018648018629,7,2,london_breakout_short,1.3597551630522289,SL,2021-10-07 06:00:00+00:00,-36.851630522289895,-902.3498725562926,1380,False
|
||||
2021-10-08 07:00:00+00:00,9,GBP_USD,SHORT,1.35896,1.362242486077798,1.35622,1.35323,1.35323,272149.33,4,ASIAN,1.5,0.001252066257467828,32.78567969585068,40.35463449899388,1.3600605037784024,1.3594001754236165,-13.969187105433711,False,-0.0003808122736635919,11.376192589361208,-8.50503778402345,0.17045454545452826,7,4,london_breakout_short,1.362242486077798,SL,2021-10-08 09:00:00+00:00,-32.82486077798019,-893.3263868070588,120,False
|
||||
2021-10-08 09:00:00+00:00,9,GBP_USD,LONG,1.3625300000000002,1.35931,1.3653300000000002,1.3683200000000002,1.3683200000000002,274656.25,5,LONDON,1.5,0.0013956591709799056,31.08652867463443,60.49325101787152,1.360145732246038,1.3594348438640291,17.122178798358867,False,-0.0001477526065630335,60.56111185774034,21.942677539621425,0.8988764044944662,9,4,london_breakout_long,1.3625300000000002,TP1+SL,2021-10-08 13:00:00+00:00,13.999999999999567,384.51874999998813,240,True
|
||||
2021-10-14 07:00:00+00:00,9,GBP_USD,LONG,1.3699400000000002,1.3662664314022932,1.37274,1.37579,1.37579,241791.68,5,ASIAN,1.5,0.001383754050576865,29.743282480918392,72.26982331544734,1.3636990370575381,1.3613150228173405,58.87406592324007,False,0.00020594494061086698,83.52039319248725,59.909629424619304,0.6114649681529707,7,3,london_breakout_long,1.3699400000000002,TP1+SL,2021-10-14 13:00:00+00:00,13.999999999999567,338.50835199998954,360,True
|
||||
2021-10-15 07:00:00+00:00,9,GBP_USD,LONG,1.37226,1.3687949913039754,1.3751900000000001,1.3783700000000003,1.3783700000000003,257322.12,5,ASIAN,1.5,0.0014291460870948455,23.105882874301233,67.76805220367699,1.3668568374522085,1.362938713704527,21.419541356477723,False,0.00018071469768762144,72.45661843144188,51.53162547791412,0.6626139817628689,7,4,london_breakout_long,1.37226,TP1+SL,2021-10-18 06:00:00+00:00,14.650000000000494,376.97690580001273,4260,True
|
||||
2021-10-20 08:00:00+00:00,9,GBP_USD,SHORT,1.3776,1.3812601337586472,1.3743500000000002,1.3709100000000003,1.3709100000000003,244634.0,4,LONDON,1.5,0.001410335396068942,36.478101378575445,43.454982133224696,1.3774876385114314,1.370100707901213,-1.80000000000069,False,-0.00048300013017675905,12.591600131248049,3.0236148856865874,0.27647058823527104,8,2,london_breakout_short,1.3776,TP1+SL,2021-10-20 12:00:00+00:00,16.249999999998764,397.5302499999698,240,True
|
||||
2021-10-22 07:00:00+00:00,9,GBP_USD,SHORT,1.3774799999999998,1.380865367112167,1.3750699999999998,1.3724099999999997,1.3724099999999997,265663.5,3,ASIAN,1.5,0.001323850641662,19.82755772830364,37.232679439982526,1.3796551461700628,1.373925353955857,-21.666255181513883,False,-6.793663298181583e-05,25.444337981386983,-19.25146170062897,0.7174887892377034,7,4,london_breakout_short,1.380865367112167,SL,2021-10-22 08:00:00+00:00,-33.853671121670814,-899.3684758031994,60,False
|
||||
2021-10-22 08:00:00+00:00,9,GBP_USD,LONG,1.3811700000000002,1.37824,1.3836400000000002,1.3863000000000003,1.3863000000000003,303882.18,4,LONDON,1.5,0.0015178613101147014,17.669187260472295,55.75535396927475,1.3797071012222173,1.3739955494388834,12.733333333334595,False,8.200038119459806e-05,48.41734423723878,12.72898777782805,0.8118811881188902,8,4,london_breakout_long,1.37824,SL,2021-10-22 10:00:00+00:00,-29.30000000000321,-890.3747874000976,120,False
|
||||
2021-10-25 07:00:00+00:00,9,GBP_USD,LONG,1.3789600000000002,1.37591,1.3812600000000002,1.3838100000000002,1.3838100000000002,289006.9,5,ASIAN,1.5,0.0016195393191428726,23.196392732320163,55.22833417320459,1.3780878522633628,1.3746127503543732,14.302749251922098,False,0.0003640843325603974,71.1766421354194,6.221477366372685,0.7608695652174626,7,0,london_breakout_long,1.37591,SL,2021-10-25 09:00:00+00:00,-30.500000000002192,-881.4710450000634,120,False
|
||||
2021-10-25 09:00:00+00:00,9,GBP_USD,SHORT,1.3748999999999998,1.37846,1.3725399999999999,1.3699899999999998,1.3699899999999998,245128.18,4,LONDON,1.5,0.0017804191068119845,24.874211705252073,41.01588048073581,1.377930808644496,1.374641410529035,-15.644041871760717,False,8.627317627847358e-05,46.82800112206446,-28.408086444959846,0.596439169139469,9,0,london_breakout_short,1.37846,SL,2021-10-26 07:00:00+00:00,-35.6000000000023,-872.6563208000563,1320,False
|
||||
2021-10-26 08:00:00+00:00,9,GBP_USD,LONG,1.3785900000000002,1.37565,1.38088,1.3833600000000001,1.3833600000000001,293853.66,5,LONDON,1.5,0.0014161011861389622,28.311693162526122,58.04958241952314,1.3771316286118644,1.375030937727936,5.533333333334056,False,0.00022054492260079018,75.31230674087736,12.683713881356251,0.6476190476190637,8,1,london_breakout_long,1.3785900000000002,TP1+SL,2021-10-26 13:00:00+00:00,11.449999999999516,336.46244069998573,300,True
|
||||
2021-10-27 07:00:00+00:00,9,GBP_USD,SHORT,1.3743699999999999,1.3777250615454024,1.37256,1.3705,1.3705,258503.27,4,ASIAN,1.5,0.001424022859720882,20.399700952601037,39.28757029947782,1.3771673528548647,1.3755223156839584,-35.818290198446064,False,-0.00014975943863227776,29.55517171133037,-25.473528548647373,0.7150395778364166,7,2,london_breakout_short,1.3743699999999999,TP1+SL,2021-10-27 12:00:00+00:00,9.049999999999336,233.94545934998283,300,True
|
||||
2021-10-28 07:00:00+00:00,9,GBP_USD,LONG,1.3761700000000001,1.372400414381699,1.37926,1.3825999999999998,1.3825999999999998,230697.46,4,ASIAN,1.5,0.0014922746582260637,25.71533128898933,56.698713196381036,1.375205393076328,1.3751689921504282,22.875199220835363,False,0.00031552238096833624,72.81437236141106,7.146069236720898,0.3629343629343583,7,3,london_breakout_long,1.3761700000000001,TP1+SL,2021-10-29 12:00:00+00:00,15.449999999999076,356.42757569997866,1740,True
|
||||
2021-11-01 07:00:00+00:00,9,GBP_USD,SHORT,1.36483,1.36877,1.36281,1.36054,1.36054,221623.89,5,ASIAN,1.5,0.0016544589483726525,54.95079874756916,29.378998956083066,1.3725010531770117,1.3746588686292636,-71.89551692039497,False,-2.2331385916961148e-05,39.16871998512559,-74.21053177011582,0.6095617529880574,7,0,london_breakout_short,1.36877,SL,2021-11-01 12:00:00+00:00,-39.400000000000546,-873.1981266000122,300,False
|
||||
2021-11-02 08:00:00+00:00,9,GBP_USD,SHORT,1.36306,1.36615,1.36107,1.35889,1.35889,279762.5,4,LONDON,1.5,0.0015336492423419807,19.1561588889688,34.13608395161563,1.368279606813064,1.3727373494173911,-9.00000000000123,False,5.1894163037555056e-05,42.73136600008707,-50.29606813063969,0.8716216216216743,8,1,london_breakout_short,1.36615,SL,2021-11-02 13:00:00+00:00,-30.90000000000037,-864.4661250000104,300,False
|
||||
2021-11-05 08:00:00+00:00,9,GBP_USD,SHORT,1.3448699999999998,1.3491799866940521,1.34267,1.3402800000000001,1.3402800000000001,198567.08,5,LONDON,1.5,0.0019259950577908483,38.21466928588114,24.070611784168577,1.3564452188697298,1.3657344334776007,-17.60000000000206,False,0.0002522111239365789,47.43435169099245,-113.85218869729873,0.9711191335740189,8,4,london_breakout_short,1.3448699999999998,TP1+SL,2021-11-05 12:00:00+00:00,10.999999999998787,218.42378799997593,240,True
|
||||
2021-11-09 09:00:00+00:00,9,GBP_USD,LONG,1.3601800000000002,1.3560452338986713,1.36342,1.3668500000000001,1.3668500000000001,207510.1,4,LONDON,1.5,0.0017973416947792246,34.53481702110684,74.69520035311561,1.3541560358589864,1.360569290803994,21.710978440303563,False,5.448072865195169e-05,54.66046683974898,58.3396414101367,0.7376344086021532,9,1,london_breakout_long,1.3560452338986713,SL,2021-11-09 12:00:00+00:00,-41.34766101328902,-858.0057271633706,180,False
|
||||
2021-11-10 08:00:00+00:00,9,GBP_USD,SHORT,1.35336,1.35645,1.3517000000000001,1.3498500000000002,1.3498500000000002,274895.03,5,LONDON,1.5,0.0014781211747167417,25.51638269065918,39.24890874788637,1.3550394932815388,1.3595725254095334,-5.100000000002325,False,-0.00023550516652576863,48.19241225581285,-14.894932815388007,0.6193771626297306,8,2,london_breakout_short,1.3498500000000002,TP3,2021-11-10 12:00:00+00:00,25.850001276848285,710.6036876499248,240,True
|
||||
2021-11-11 07:00:00+00:00,9,GBP_USD,SHORT,1.3388399999999998,1.34327,1.3350499999999998,1.3310099999999998,1.3310099999999998,193348.01,5,ASIAN,1.5,0.0019175056151194809,47.10267468559928,27.24041615201243,1.3481286126617351,1.3564404865951756,-82.8001492715047,False,0.00019715374317144,63.47095460221768,-90.38612661735223,0.8905852417302973,7,3,london_breakout_short,1.3416,TIME,2021-11-14 23:00:00+00:00,-27.600000000000954,-533.6405076000185,5280,False
|
||||
2021-11-16 07:00:00+00:00,9,GBP_USD,LONG,1.34661,1.3430148485946054,1.3492,1.35204,1.35204,236762.01,4,ASIAN,1.5,0.0015546276648608528,23.236231048950362,66.08924161782534,1.3422234592366487,1.3484723428086776,37.121373677910796,False,0.00022318924531319082,48.88202030743606,41.365407633513485,0.9199084668192051,7,1,london_breakout_long,1.3430148485946054,SL,2021-11-16 14:00:00+00:00,-35.95151405394681,-851.1952729955696,420,False
|
||||
2021-11-18 07:00:00+00:00,9,GBP_USD,LONG,1.3512300000000002,1.34832,1.3530000000000002,1.3550200000000003,1.3550200000000003,289581.9,5,ASIAN,1.5,0.0014943016222346746,40.60486622985548,70.74499967328302,1.3461870003481378,1.3474995258652942,40.900154839724756,False,-4.565219398327408e-06,56.685087113364794,47.929996518623064,0.6015936254980538,7,3,london_breakout_long,1.34832,SL,2021-11-18 12:00:00+00:00,-29.1000000000019,-842.6833290000551,300,False
|
||||
2021-11-19 08:00:00+00:00,9,GBP_USD,SHORT,1.3447699999999998,1.3480092765614142,1.34296,1.34096,1.34096,257544.08,4,LONDON,1.5,0.0014725884370967487,28.163191053174927,33.411335085828085,1.347784940864596,1.347777254756657,-15.666666666669382,False,-0.00035490061877218156,40.587685647374066,-28.249408645961704,0.8676470588235047,8,4,london_breakout_short,1.34096,TP3,2021-11-19 10:00:00+00:00,28.100001479357086,723.698902899966,120,True
|
||||
2021-11-22 08:00:00+00:00,9,GBP_USD,SHORT,1.3419999999999999,1.34483,1.3400400000000001,1.3378900000000002,1.3378900000000002,297347.52,5,LONDON,1.5,0.001630894906518822,26.6646341108682,37.689360801697624,1.3454549480507547,1.346991712249799,-3.299999999997194,False,-2.7742532957167093e-05,23.247466530027243,-32.64948050754723,0.3757575757576312,8,0,london_breakout_short,1.34483,SL,2021-11-22 12:00:00+00:00,-28.300000000001102,-841.4934816000329,240,False
|
||||
2021-11-23 08:00:00+00:00,9,GBP_USD,SHORT,1.3377999999999999,1.34051,1.33565,1.33331,1.33331,307409.06,5,LONDON,1.5,0.0015657583204456945,34.52262855308628,36.180359144696034,1.3421205845507715,1.3455740260148328,-4.299999999999304,False,6.56728516366732e-05,33.7471091028092,-41.30584550771532,0.7792207792207779,8,1,london_breakout_short,1.3377999999999999,TP1+SL,2021-11-23 14:00:00+00:00,10.749999999999371,330.4647394999807,360,True
|
||||
2021-11-24 08:00:00+00:00,9,GBP_USD,SHORT,1.33618,1.33863,1.33443,1.33249,1.33249,341380.9,4,LONDON,1.5,0.001351032995048638,16.222962999555488,40.915772618625695,1.3391557501847495,1.3438010902238136,-5.9000000000009045,False,8.448973891006062e-05,35.036441690694666,-27.857501847494692,0.3408071748878419,8,2,london_breakout_short,1.33249,TP3,2021-11-24 15:00:00+00:00,27.200001080903505,928.5560848999813,420,True
|
||||
2021-11-30 08:00:00+00:00,9,GBP_USD,LONG,1.33525,1.3313456313273029,1.3373099999999998,1.3395599999999996,1.3395599999999996,216595.52,4,LONDON,1.5,0.0015660512212874633,23.87406874031977,65.73395168784319,1.3323629335828877,1.3368083343650898,7.033333333335001,False,0.00039087375910429155,84.0173170937905,26.97066417112204,0.8697318007662809,8,1,london_breakout_long,1.3313456313273029,SL,2021-11-30 15:00:00+00:00,-39.043686726971664,-845.6687629345527,420,False
|
||||
2021-12-01 08:00:00+00:00,9,GBP_USD,SHORT,1.32856,1.33309,1.32443,1.32011,1.32011,184815.03,4,LONDON,1.5,0.0020667792365348494,19.177460502008003,43.052737716447155,1.3312717323205085,1.3355003573146986,-10.966666666665237,False,0.00018936918682717758,50.225766552507274,-25.21732320508452,0.8209366391184978,8,2,london_breakout_short,1.33309,SL,2021-12-01 13:00:00+00:00,-45.30000000000145,-837.2120859000268,300,False
|
||||
2021-12-02 08:00:00+00:00,9,GBP_USD,LONG,1.3308900000000001,1.32711,1.33413,1.33756,1.33756,219269.83,3,LONDON,1.5,0.001750901401026512,19.906175475141463,53.995582411648854,1.3302253186616653,1.3342793126467702,8.366666666665967,False,0.0001703314529505975,52.0152925767275,4.746813383347259,0.8247422680412316,8,3,london_breakout_long,1.32711,SL,2021-12-03 07:00:00+00:00,-37.80000000000116,-828.8399574000255,1380,False
|
||||
2021-12-03 07:00:00+00:00,9,GBP_USD,SHORT,1.3274599999999999,1.33008,1.3256000000000001,1.3234900000000003,1.3234900000000003,313187.61,5,ASIAN,1.5,0.0012922993703499436,31.342053142974116,38.96985472669854,1.3299479440862578,1.3334027472852006,-30.655967619355184,False,-0.0002095227461165942,35.20248375082952,-22.379440862578814,0.2180451127820754,7,4,london_breakout_short,1.3274599999999999,TP1+SL,2021-12-03 12:00:00+00:00,9.299999999998754,291.26447729996096,300,True
|
||||
2021-12-10 08:00:00+00:00,9,GBP_USD,SHORT,1.31981,1.32331,1.31796,1.31592,1.31592,235275.48,4,LONDON,1.5,0.0013778839699919562,17.730285689201562,42.47442024514583,1.321862172375074,1.3260959174675522,-6.099999999999994,False,-7.738963347832527e-05,29.29473320419608,-18.621723750740227,0.7807486631015973,8,4,london_breakout_short,1.32331,SL,2021-12-10 13:00:00+00:00,-35.00000000000058,-823.4641800000138,300,False
|
||||
2021-12-14 09:00:00+00:00,9,GBP_USD,LONG,1.3223900000000002,1.31907,1.32464,1.32708,1.32708,245551.07,4,LONDON,1.5,0.0013400676560559894,36.342180439588745,51.81854879651313,1.3222923278672734,1.3248479063773364,7.0644644182960015,False,0.0001728518001011481,73.83292922960742,-0.9232786727331188,0.435582822085877,9,1,london_breakout_long,1.3223900000000002,TP1+SL,2021-12-14 16:00:00+00:00,11.249999999999314,276.2449537499832,420,True
|
||||
2021-12-15 07:00:00+00:00,9,GBP_USD,LONG,1.3253300000000001,1.32266,1.32709,1.3291000000000002,1.3291000000000002,306364.05,4,ASIAN,1.5,0.0011078394767084585,34.57534763746017,64.06229965423503,1.322964915609636,1.3245647473827575,17.686130610869988,False,0.00019955826536127328,77.73897201136363,21.150843903641192,0.3668122270742303,7,2,london_breakout_long,1.3253300000000001,TP1+SL,2021-12-15 10:00:00+00:00,8.799999999999919,269.6003639999975,180,True
|
||||
2021-12-16 07:00:00+00:00,9,GBP_USD,LONG,1.32668,1.32411,1.32865,1.3308700000000002,1.3308700000000002,319333.85,5,ASIAN,1.5,0.0015162992006753676,26.614014985226504,60.57276257638264,1.3241060891236158,1.3246070172117466,23.407987929662255,False,5.815900516870223e-05,58.01552701949658,23.23910876384172,0.8200000000001332,7,3,london_breakout_long,1.32668,TP1+SL,2021-12-16 11:00:00+00:00,9.850000000000136,314.54384225000433,240,True
|
||||
2021-12-17 07:00:00+00:00,9,GBP_USD,SHORT,1.33063,1.3338,1.3289199999999999,1.3269599999999997,1.3269599999999997,259884.37,4,ASIAN,1.5,0.0015498128972273385,22.18033572849767,50.07046797632949,1.3290086031261241,1.3261732699649327,-12.048697481110704,False,-0.0003324863162639327,47.72305075876466,18.713968738759412,0.8165137614678142,7,4,london_breakout_short,1.3338,SL,2021-12-17 09:00:00+00:00,-31.70000000000117,-823.8334529000305,120,False
|
||||
2021-12-17 09:00:00+00:00,9,GBP_USD,SHORT,1.3315299999999999,1.3338,1.3297599999999998,1.3277999999999996,1.3277999999999996,359293.0,3,LONDON,1.5,0.0016452468348541875,19.90541579534763,53.02948143552402,1.3292393218399938,1.3262889157169702,-3.6728464524649063,False,-0.00034759187483228795,32.122899698484524,24.80678160006189,0.2510822510822582,9,4,london_breakout_short,1.3277999999999996,TP3,2021-12-17 14:00:00+00:00,27.500001038151332,988.0557873000507,300,True
|
||||
2021-12-20 07:00:00+00:00,9,GBP_USD,SHORT,1.3210799999999998,1.32354,1.31942,1.3175100000000002,1.3175100000000002,335559.21,5,ASIAN,1.5,0.0013315263114509375,68.0478002637369,26.465595831983464,1.3263222721795271,1.325975403031585,-56.844344917814645,False,-0.0001356062929743591,27.987624252123208,-49.92272179527246,0.3879781420766181,7,0,london_breakout_short,1.3175100000000002,TP3,2021-12-20 09:00:00+00:00,26.150001063892706,877.4873698498997,120,True
|
||||
2021-12-21 07:00:00+00:00,9,GBP_USD,LONG,1.32227,1.31974,1.32424,1.3264600000000002,1.3264600000000002,329743.3,3,ASIAN,1.5,0.0012019864187936458,19.76096237497151,50.99191558444768,1.3231386375227436,1.3249398875461038,9.116971438694055,False,0.0003291208733302098,86.04726912653723,-11.186375227436596,0.14388489208631486,7,1,london_breakout_long,1.3264600000000002,TP3,2021-12-21 19:00:00+00:00,30.800001270686234,1015.6094059000272,720,True
|
||||
2021-12-23 07:00:00+00:00,9,GBP_USD,LONG,1.33722,1.33423,1.33876,1.34055,1.34055,282410.25,5,ASIAN,1.5,0.001244978528658932,41.2923065832141,72.19460884066862,1.3306650348165676,1.3269783208443129,42.748820271856225,False,-0.00023741680682058675,75.66774973006925,63.04965183432376,0.9275362318840129,7,3,london_breakout_long,1.34055,TP3,2021-12-23 09:00:00+00:00,24.35000117913421,687.6689920499588,120,True
|
||||
2021-12-29 09:00:00+00:00,9,GBP_USD,SHORT,1.3410399999999998,1.34371,1.3395299999999999,1.3378299999999999,1.3378299999999999,318832.71,4,LONDON,1.5,0.0011722092700137735,35.99051761647425,39.0387870909908,1.342555996532835,1.336466227345414,-6.797691442903542,False,-0.00019872321366170575,37.130501472082074,-13.259965328351608,0.7391304347825727,9,2,london_breakout_short,1.34371,SL,2021-12-29 11:00:00+00:00,-26.700000000001722,-851.283335700055,120,False
|
||||
2021-12-31 09:00:00+00:00,9,GBP_USD,LONG,1.35111,1.34934,1.35222,1.35352,1.35352,476141.52,5,LONDON,1.5,0.0012967320416724768,33.19560676319374,56.87232849393051,1.348388863189751,1.3412059838690233,-3.058056803768583,False,2.8872901256144032e-05,82.65911928109081,25.311368102489684,0.6078431372549532,9,4,london_breakout_long,1.34934,SL,2021-12-31 11:00:00+00:00,-17.700000000000493,-842.7704904000235,120,False
|
||||
2022-01-04 07:00:00+00:00,9,GBP_USD,LONG,1.34907,1.34592,1.3512799999999998,1.3537399999999997,1.3537399999999997,264870.73,5,ASIAN,1.5,0.0014443183876813109,36.925103276520076,52.808107343619724,1.3487156851887103,1.3442442053436303,9.263286288783146,False,0.00012310922930905725,47.62850144205763,1.043148112895853,0.9142857142857053,7,1,london_breakout_long,1.34907,TP1+SL,2022-01-04 11:00:00+00:00,11.049999999999114,292.68215664997655,240,True
|
||||
2022-01-05 08:00:00+00:00,9,GBP_USD,LONG,1.35481,1.35221,1.35638,1.35814,1.35814,322026.77,5,LONDON,1.5,0.0012814018307133082,34.00542764316689,62.40899530619895,1.3512397876669153,1.3460694894916025,0.9999999999976694,False,-1.5596837533098963e-05,70.13257575757956,33.802123330846086,0.5691489361701305,8,2,london_breakout_long,1.35814,TP3,2022-01-05 17:00:00+00:00,24.500001034073932,788.9656197999489,540,True
|
||||
2022-01-07 09:00:00+00:00,9,GBP_USD,LONG,1.3556500000000002,1.3528,1.3579100000000002,1.3603600000000002,1.3603600000000002,296547.11,4,LONDON,1.5,0.0013060242661067682,17.662360698322157,60.47596492989489,1.3535434418174508,1.3491406359189635,8.640485141850895,False,0.00016003971445553312,76.12137561290392,19.165581825493216,0.5112781954887118,9,4,london_breakout_long,1.3556500000000002,TP1+SL,2022-01-10 13:00:00+00:00,11.299999999999644,335.09823429998943,4560,True
|
||||
2022-01-11 08:00:00+00:00,9,GBP_USD,LONG,1.36122,1.3579454416838987,1.36327,1.36551,1.36551,259122.05,5,LONDON,1.5,0.0013214073745518912,28.28310709853094,65.27487358329407,1.3573856982736585,1.3524060059089205,1.9999999999997797,False,0.000270223273144589,63.05263429914299,36.443017263414475,0.5325203252031926,8,1,london_breakout_long,1.3579454416838987,SL,2022-01-11 12:00:00+00:00,-32.7455831610135,-848.5102637127299,240,False
|
||||
2022-01-12 09:00:00+00:00,9,GBP_USD,SHORT,1.36248,1.36456,1.3609,1.35913,1.35913,403858.24,4,LONDON,1.5,0.0011531372668262395,23.568481292212557,54.899881009504995,1.3605554332405814,1.3545467932606015,-3.1940532297358715,False,-0.0002273036491852124,18.155631483363408,21.14566759418679,0.1788617886178172,9,2,london_breakout_short,1.36456,SL,2022-01-12 13:00:00+00:00,-20.800000000000818,-840.025139200033,240,False
|
||||
2022-01-17 07:00:00+00:00,9,GBP_USD,LONG,1.3685800000000001,1.3663,1.37016,1.37199,1.37199,364747.76,5,ASIAN,1.5,0.0012184674549904617,32.1813086487368,48.48512043199537,1.3688385361703237,1.3623428344806447,-10.509359548440678,False,0.0001676106500697835,61.82871076955646,-5.0853617032364795,0.7151515151515209,7,0,london_breakout_long,1.3663,SL,2022-01-17 11:00:00+00:00,-22.800000000000594,-831.6248928000218,240,False
|
||||
2022-01-19 09:00:00+00:00,9,GBP_USD,LONG,1.3615000000000002,1.35876,1.36358,1.36585,1.36585,300477.61,4,LONDON,1.5,0.0014108195170072484,24.823292140365844,53.434013316415594,1.362163286726337,1.3622227671272593,12.105198094483072,False,0.00032022877722717193,33.14484610670264,-8.532867263368882,0.7546468401487296,9,2,london_breakout_long,1.3615000000000002,TP1+SL,2022-01-19 21:00:00+00:00,10.399999999999297,312.4967143999789,720,True
|
||||
2022-01-21 07:00:00+00:00,9,GBP_USD,SHORT,1.3573199999999999,1.36019,1.35527,1.35297,1.35297,287955.96,5,ASIAN,1.5,0.0013656208421963685,43.14565646981182,34.39235218669579,1.3612342310273935,1.3619737724500982,-38.79970712188152,False,-0.0002569317910726162,35.97315959796958,-36.64231027393549,0.5714285714286126,7,4,london_breakout_short,1.3573199999999999,TP1+SL,2022-01-21 12:00:00+00:00,10.249999999999426,295.1548589999835,300,True
|
||||
2022-01-24 08:00:00+00:00,9,GBP_USD,SHORT,1.35344,1.3564446622450248,1.35094,1.34825,1.34825,276032.74,5,LONDON,1.5,0.001176874548151998,42.82832501529675,31.009263077577017,1.357603854616165,1.3605741087273635,-6.133333333333546,False,4.7418661583320705e-06,27.05016365763845,-39.73854616164951,0.331521739130463,8,0,london_breakout_short,1.34825,TP3,2022-01-24 12:00:00+00:00,38.45000188021162,1061.3459371999966,240,True
|
||||
2022-01-26 07:00:00+00:00,9,GBP_USD,SHORT,1.3499299999999999,1.35209,1.34838,1.3465799999999999,1.3465799999999999,388888.25,5,ASIAN,1.5,0.0011936695384565346,34.55338882878995,51.92922893604485,1.350536399121202,1.35616888982713,17.14151736013747,False,3.1460565031833415e-05,17.351228312324263,-3.5639912120211115,0.23809523809516256,7,2,london_breakout_short,1.35209,SL,2022-01-26 11:00:00+00:00,-21.600000000001618,-839.9986200000629,240,False
|
||||
2022-01-28 08:00:00+00:00,9,GBP_USD,SHORT,1.33713,1.341040311586088,1.3337,1.3300800000000002,1.3300800000000002,212668.13,5,LONDON,1.5,0.0015125443034040744,35.875882345765014,36.152574354741056,1.3425063778939132,1.35095830326646,-3.566666666667828,False,0.00027535330516386585,24.607888637327974,-51.863778939131855,0.7431693989071197,8,4,london_breakout_short,1.341040311586088,SL,2022-01-28 13:00:00+00:00,-39.10311586088122,-831.598652730695,300,False
|
||||
2022-01-31 07:00:00+00:00,9,GBP_USD,LONG,1.34365,1.33988,1.34614,1.3488799999999999,1.3488799999999999,218377.36,4,ASIAN,1.5,0.0014911228085960496,25.7662919440245,63.06875791996185,1.3413542036329178,1.3487915447671148,34.06442552926103,False,0.0004017677497818849,92.46990816484022,20.45796367082131,0.4126213592233193,7,0,london_breakout_long,1.33988,SL,2022-01-31 12:00:00+00:00,-37.70000000000051,-823.2826472000111,300,False
|
||||
2022-02-01 07:00:00+00:00,9,GBP_USD,LONG,1.3480400000000001,1.3442509748240814,1.35009,1.35239,1.35239,215108.05,3,ASIAN,1.5,0.0015737807796269378,14.912008153092955,65.43517251823853,1.3431528937128576,1.3477891418871657,42.77271955846151,False,0.000126562425353631,70.43740573152495,46.37106287142423,0.9669421487603589,7,1,london_breakout_long,1.3480400000000001,TP1+SL,2022-02-01 12:00:00+00:00,10.249999999999426,220.48575124998766,300,True
|
||||
2022-02-04 07:00:00+00:00,9,GBP_USD,SHORT,1.3578899999999998,1.36144,1.3549099999999998,1.3516799999999998,1.3516799999999998,230212.59,4,ASIAN,1.5,0.0015505328269859067,33.925811511610306,46.38099493917108,1.3569725741077217,1.3520753929464278,-6.574985466090144,False,-0.0003296986395307927,14.144492299543046,11.67425892278251,0.5909090909092614,7,4,london_breakout_short,1.3516799999999998,TP3,2022-02-04 13:00:00+00:00,45.95000269750683,1057.8269131500035,360,True
|
||||
2022-02-07 07:00:00+00:00,9,GBP_USD,LONG,1.3545900000000002,1.35152,1.35646,1.35858,1.35858,269652.43,5,ASIAN,1.5,0.0015367089048672036,24.270470932391433,50.793145436063334,1.354766660727346,1.3523991989913102,2.0591922332480195,False,0.00020935977569212024,55.80356894605196,-4.266607273459844,0.9023255813954262,7,0,london_breakout_long,1.35152,SL,2022-02-07 09:00:00+00:00,-30.700000000001282,-827.8329601000346,120,False
|
||||
2022-02-08 08:00:00+00:00,9,GBP_USD,LONG,1.3542600000000002,1.35114,1.3568,1.35953,1.35953,262677.76,4,LONDON,1.5,0.0014601640358380334,26.086921135182358,55.01577262829051,1.3535198320530744,1.352468182115179,5.60000000000116,False,8.41984675155302e-05,72.93422810234419,5.501679469257503,0.8737373737374354,8,1,london_breakout_long,1.3542600000000002,TP1+SL,2022-02-09 16:00:00+00:00,12.699999999998823,333.6007551999691,1920,True
|
||||
2022-02-11 08:00:00+00:00,9,GBP_USD,LONG,1.3561400000000001,1.35136,1.36012,1.36429,1.36429,172152.85,4,LONDON,1.5,0.0021939817680623605,31.37221639147898,52.27203900882296,1.3552658251395229,1.3539344866292373,10.23333333333376,False,-0.0002648162970920598,53.358465746382706,6.841748604771158,0.5030425963488817,8,4,london_breakout_long,1.3561400000000001,TP1+SL,2022-02-11 18:00:00+00:00,19.899999999999363,342.58417149998905,600,True
|
||||
2022-02-14 08:00:00+00:00,9,GBP_USD,SHORT,1.34967,1.3544189633888148,1.34614,1.3424199999999997,1.3424199999999997,173999.33,5,LONDON,1.5,0.0020119006872740455,39.47610628816677,32.523272816563875,1.355370335998647,1.3543283350938389,-12.333333333331975,False,-0.0005158179564072437,30.838303867047145,-55.10335998647031,0.885650224215242,8,0,london_breakout_short,1.3544189633888148,SL,2022-02-14 12:00:00+00:00,-47.48963388814919,-826.3164478483254,240,False
|
||||
2022-02-15 09:00:00+00:00,9,GBP_USD,LONG,1.3553100000000002,1.35272,1.35698,1.35884,1.35884,315850.7,5,LONDON,1.5,0.0016556497404778701,28.80787561206624,56.11657647357322,1.3540515747505881,1.3540554028045781,-2.474772907739009,False,0.0003410170755962264,61.32389290407815,10.68425249411975,0.6696035242290616,9,1,london_breakout_long,1.35272,SL,2022-02-15 14:00:00+00:00,-25.90000000000314,-818.0533130000993,300,False
|
||||
2022-02-16 07:00:00+00:00,9,GBP_USD,LONG,1.3561,1.35383,1.35767,1.3594899999999999,1.3594899999999999,356772.15,5,ASIAN,1.5,0.0013699245461112515,25.124389516794242,60.39249107644346,1.3540487011370048,1.3540281235052363,19.906138677363572,False,0.00021644063003778733,84.33949886231632,18.01298862995182,0.29999999999994875,7,2,london_breakout_long,1.3594899999999999,TP3,2022-02-16 19:00:00+00:00,24.80000095018443,884.7949658999343,720,True
|
||||
2022-02-17 09:00:00+00:00,9,GBP_USD,LONG,1.3606300000000002,1.3558072013928293,1.3646800000000001,1.3689200000000001,1.3689200000000001,169760.5,5,LONDON,1.5,0.0019364680540920505,28.6075915624308,61.96874383025163,1.3566654589991844,1.35491797699783,15.11838379800734,False,1.9632829717906256e-05,83.50162859873885,37.745410008156455,0.6688741721854694,9,3,london_breakout_long,1.36129,TIME,2022-02-21 01:00:00+00:00,6.599999999996609,112.04192999994243,5280,True
|
||||
2022-02-22 07:00:00+00:00,9,GBP_USD,SHORT,1.35635,1.359698054440722,1.35459,1.35258,1.35258,244870.91,4,ASIAN,1.5,0.0013235630779824242,50.404420782567236,30.797729783928816,1.3600392206987384,1.3578234046337065,-40.34315375734953,False,-0.0002480296148148829,44.72093621399225,-34.39220698738365,0.8677685950412867,7,1,london_breakout_short,1.35635,TP1+SL,2022-02-22 11:00:00+00:00,8.799999999999919,215.48640079999802,240,True
|
||||
2022-02-23 07:00:00+00:00,9,GBP_USD,LONG,1.36098,1.35846,1.36264,1.3645500000000002,1.3645500000000002,326188.89,4,ASIAN,1.5,0.0014461233307252314,18.29320235886364,59.3806565488615,1.359124025773159,1.3579307398300535,29.72805039688442,False,0.00024465341138162126,56.14317445952192,16.05974226841056,0.7116279069767268,7,2,london_breakout_long,1.35846,SL,2022-02-23 11:00:00+00:00,-25.200000000000777,-821.9960028000254,240,False
|
||||
2022-03-01 08:00:00+00:00,9,GBP_USD,LONG,1.34319,1.34048,1.34507,1.34714,1.34714,300286.36,4,LONDON,1.5,0.0017154545494317117,24.669228146743436,60.207094871588716,1.3410242303542186,1.3480494605830118,3.8333333333340214,False,8.52634737894362e-05,74.66068553025231,19.75769645781389,0.582608695652137,8,1,london_breakout_long,1.34048,SL,2022-03-01 10:00:00+00:00,-27.100000000002122,-813.7760356000637,120,False
|
||||
2022-03-07 08:00:00+00:00,9,GBP_USD,SHORT,1.31659,1.32231,1.31294,1.3091,1.3091,140845.85,5,LONDON,1.5,0.002541895294566061,44.35178825660594,28.15059346211936,1.3271792262036113,1.3374307779492687,-10.199999999997988,False,9.903208684604965e-05,41.38081212588981,-103.99226203611222,0.631868131868121,8,0,london_breakout_short,1.3091,TP3,2022-03-08 07:00:00+00:00,55.70000531787019,784.5114593999948,1380,True
|
||||
2022-03-08 07:00:00+00:00,9,GBP_USD,SHORT,1.30887,1.31304,1.3061900000000002,1.3032600000000003,1.3032600000000003,195079.95,5,ASIAN,1.5,0.002116112020208123,31.2799879115479,30.130309462500307,1.3181725198104681,1.3323225434616943,-50.12779991910854,False,0.00030345611714533175,17.569938624380377,-90.52519810468063,0.3509316770185879,7,1,london_breakout_short,1.31304,SL,2022-03-08 08:00:00+00:00,-41.70000000000007,-813.4833915000014,60,False
|
||||
2022-03-09 08:00:00+00:00,9,GBP_USD,LONG,1.3139,1.30977,1.3166499999999999,1.3195899999999998,1.3195899999999998,194999.65,4,LONDON,1.5,0.001999952602654579,22.06901046034687,57.97382012784271,1.313794007517729,1.3276541664692663,8.799999999999919,False,0.00040288084998183046,54.36346199951942,-0.8400751772907888,0.6752577319587045,8,2,london_breakout_long,1.3139,TP1+SL,2022-03-09 13:00:00+00:00,13.74999999999904,268.1245187499813,300,True
|
||||
2022-03-10 07:00:00+00:00,9,GBP_USD,LONG,1.31963,1.3149240440928307,1.32378,1.32818,1.32818,171703.65,4,ASIAN,1.5,0.001784355051234288,30.417356388327775,64.66290536889343,1.3157859268348677,1.325457679457078,31.755697108506453,False,-6.263922657337526e-06,96.7041790405346,35.94073165132272,0.6850828729281762,7,3,london_breakout_long,1.3149240440928307,SL,2022-03-10 08:00:00+00:00,-47.05955907169379,-808.0298060000435,60,False
|
||||
2022-03-11 08:00:00+00:00,9,GBP_USD,SHORT,1.30571,1.31037,1.3024200000000001,1.2989400000000002,1.2989400000000002,171662.98,5,LONDON,1.5,0.002098087100986491,35.0710019461919,34.15163519525433,1.3122333799134496,1.3222145170487183,-6.366666666668408,False,-0.0001380652891055619,41.35265955500139,-63.3337991344951,0.3545706371191098,8,4,london_breakout_short,1.31037,SL,2022-03-11 11:00:00+00:00,-46.60000000000109,-799.9494868000187,180,False
|
||||
2022-03-18 08:00:00+00:00,9,GBP_USD,SHORT,1.3145499999999999,1.31835,1.3114700000000001,1.3082000000000003,1.3082000000000003,208407.9,3,LONDON,1.5,0.001874261900260292,18.586187261358543,48.6074660595113,1.3135133408208548,1.3134829324774995,2.100000000000435,False,-0.0002200480226888091,41.80952359299835,12.266591791452175,0.2743682310468912,8,4,london_breakout_short,1.3145499999999999,TP1+SL,2022-03-18 14:00:00+00:00,15.399999999998748,320.9481659999739,360,True
|
||||
2022-03-22 09:00:00+00:00,9,GBP_USD,LONG,1.3186900000000001,1.3134890904124452,1.32338,1.32826,1.32826,152888.54,5,LONDON,1.5,0.0020333378468060438,33.57713641092516,60.22862561007171,1.3154794310961022,1.314409582004791,8.974393524168178,False,0.00020485428585071655,72.9913034030576,30.205689038977912,0.34439834024900434,9,1,london_breakout_long,1.32826,TP3,2022-03-23 02:00:00+00:00,71.30000625946055,1090.0953858999785,1020,True
|
||||
2022-03-23 07:00:00+00:00,9,GBP_USD,SHORT,1.32582,1.32984,1.32278,1.31949,1.31949,200512.55,4,ASIAN,1.5,0.0016847452070224997,58.03699289870273,56.592528570528835,1.3219046494266768,1.316733904470235,19.56286756297665,False,-0.00030618337488343616,26.377189343698138,41.65350573323234,0.45659163987138307,7,2,london_breakout_short,1.31949,TP3,2022-03-23 12:00:00+00:00,46.85000315690901,939.4013600499877,300,True
|
||||
2022-03-24 08:00:00+00:00,9,GBP_USD,SHORT,1.3158199999999998,1.319860866197754,1.3128999999999997,1.3097899999999996,1.3097899999999996,201801.9,4,LONDON,1.5,0.0016810360163086436,33.76073418800402,30.42686583775999,1.3204228951895125,1.3174080610934256,-9.83333333333336,False,-0.00023409064629462627,17.9987562414355,-44.128951895126,0.618233618233637,8,3,london_breakout_short,1.319860866197754,SL,2022-03-24 11:00:00+00:00,-40.40866197754234,-815.4544763525801,180,False
|
||||
2022-03-25 08:00:00+00:00,9,GBP_USD,SHORT,1.3159999999999998,1.3203688528697612,1.31209,1.30799,1.30799,184785.33,4,LONDON,1.5,0.0017842882087685077,30.43636924934812,37.70878373640246,1.319768272417843,1.31780414549606,-9.63333333333427,False,-9.815929179566023e-05,19.936548174940043,-35.782724178430314,0.8461538461538041,8,4,london_breakout_short,1.3203688528697612,SL,2022-03-25 12:00:00+00:00,-43.68852869761408,-807.2999192603088,240,False
|
||||
2022-03-29 08:00:00+00:00,9,GBP_USD,SHORT,1.3057899999999998,1.310316364818,1.3028199999999999,1.2996599999999998,1.2996599999999998,176571.48,5,LONDON,1.5,0.001986364075257231,34.85284267239033,33.94133746574876,1.3127538107311278,1.3159693202979568,-14.866666666666362,False,0.0001126651205125063,39.84642987496995,-67.73810731127926,0.5969581749049653,8,1,london_breakout_short,1.310316364818,SL,2022-03-29 10:00:00+00:00,-45.263648180002825,-799.2269349342407,120,False
|
||||
2022-03-30 08:00:00+00:00,9,GBP_USD,LONG,1.3141800000000001,1.3089728533935208,1.3182399999999999,1.3224899999999997,1.3224899999999997,151951.68,4,LONDON,1.5,0.002037083025263691,20.75962245309551,61.9709433426935,1.311586008826809,1.3148654592820315,7.099999999999884,False,0.0004871960313050367,85.19530703438676,24.039911731910113,0.5432098765431704,8,2,london_breakout_long,1.31368,TIME,2022-04-01 00:00:00+00:00,-5.00000000000167,-75.97584000002537,2400,False
|
||||
2022-04-06 08:00:00+00:00,9,GBP_USD,LONG,1.3098800000000002,1.3058524215025327,1.31291,1.31613,1.31613,196265.55,4,LONDON,1.5,0.001675386299059319,34.15412618969769,54.47828507150561,1.3097260606505114,1.3123249948910858,10.866666666666802,False,0.00015744168609865914,68.59577911499245,-0.3606065051142693,0.8828571428571947,8,2,london_breakout_long,1.3058524215025327,SL,2022-04-06 18:00:00+00:00,-40.27578497467488,-790.47490897363,600,False
|
||||
2022-04-19 09:00:00+00:00,9,GBP_USD,LONG,1.3030300000000001,1.2992607442252602,1.30593,1.30902,1.30902,207619.27,4,LONDON,1.5,0.0014515807163319422,33.47150971518837,55.43785013513055,1.302828974095856,1.3052861129534468,-2.1180268863640883,False,0.0004456712557143603,90.88820684986733,0.11025904143924237,0.6783625730994927,9,1,london_breakout_long,1.2992607442252602,SL,2022-04-19 13:00:00+00:00,-37.69255774739966,-782.5701323947961,240,False
|
||||
2022-04-20 07:00:00+00:00,9,GBP_USD,SHORT,1.29982,1.3036908245404761,1.29662,1.2931700000000002,1.2931700000000002,200149.72,5,ASIAN,1.5,0.001512734829319708,29.449069586932627,42.45786691042704,1.3020112064701284,1.3044986836822794,-12.43702336085617,False,8.062684745375445e-05,26.580598589595468,-19.412064701282983,0.9574468085105499,7,2,london_breakout_short,1.3036908245404761,SL,2022-04-20 09:00:00+00:00,-38.708245404761584,-774.7444479454318,120,False
|
||||
2022-04-26 07:00:00+00:00,9,GBP_USD,SHORT,1.2709899999999998,1.2758021861272737,1.26705,1.26286,1.26286,159386.39,5,ASIAN,1.5,0.0019238119901302136,30.46732950377261,34.189683922778045,1.2801005965664398,1.2941771367451724,-20.678645947991292,False,0.0004139211375068304,24.63661803296253,-88.60596566439892,0.819314641744606,7,1,london_breakout_short,1.26286,TP3,2022-04-26 14:00:00+00:00,60.35000510080984,961.8969449499667,420,True
|
||||
2022-04-27 08:00:00+00:00,9,GBP_USD,SHORT,1.25362,1.2587947242802309,1.25071,1.2476099999999999,1.2476099999999999,150078.71,5,LONDON,1.5,0.002150754732657181,58.50088397882508,20.111100710425262,1.2673834862165794,1.2868066920559926,-12.299999999998423,False,0.000251130498815675,27.490127513244076,-135.73486216579278,0.8233890214797189,8,2,london_breakout_short,1.2587947242802309,SL,2022-04-27 09:00:00+00:00,-51.74724280230913,-776.615944582734,60,False
|
||||
2022-04-28 07:00:00+00:00,9,GBP_USD,LONG,1.25583,1.2496285990831846,1.2610099999999997,1.2664399999999996,1.2664399999999996,123980.02,4,ASIAN,1.5,0.002505520340531415,41.16674108334207,50.60843960120931,1.2594208066081412,1.280139597321673,10.231674252219047,False,0.000451447458509998,76.92437269908453,-38.408066081412336,0.3874092009684834,7,3,london_breakout_long,1.2496285990831846,SL,2022-04-28 10:00:00+00:00,-62.014009168154246,-768.8498096947948,180,False
|
||||
2022-05-04 07:00:00+00:00,9,GBP_USD,LONG,1.25149,1.2468222286464046,1.2551199999999998,1.2589999999999997,1.2589999999999997,163067.39,4,ASIAN,1.5,0.0018366007884782873,28.057479670609126,54.52558538875097,1.2511293965048274,1.2625281137874573,-1.3897185022160308,False,0.00011341454736010629,63.81330727755138,1.1060349517255652,0.9160583941606002,7,2,london_breakout_long,1.2468222286464046,SL,2022-05-04 14:00:00+00:00,-46.677713535954176,-761.161291747572,420,False
|
||||
2022-05-10 07:00:00+00:00,9,GBP_USD,SHORT,1.23145,1.23755,1.22588,1.2200600000000001,1.2200600000000001,123532.74,5,ASIAN,1.5,0.0024443200989502497,30.523412288958813,43.82240259687448,1.2348301680452745,1.2472981763339626,-21.186592460862297,False,-1.0733555345677939e-05,27.016562505943813,-31.301680452744396,0.9076433121019398,7,1,london_breakout_short,1.23755,SL,2022-05-11 09:00:00+00:00,-60.99999999999994,-753.5497139999993,1560,False
|
||||
2022-05-11 09:00:00+00:00,9,GBP_USD,LONG,1.23771,1.2323033887229393,1.24173,1.24594,1.24594,137981.85,4,LONDON,1.5,0.0021018841886224987,35.39961130310965,66.47267018419808,1.2336986720190595,1.2439886371944604,6.866731018384531,False,0.0006345656240583078,90.06423749104522,38.21327980940481,0.11739130434782441,9,2,london_breakout_long,1.2323033887229393,SL,2022-05-11 12:00:00+00:00,-54.06611277060768,-746.0142262397075,180,False
|
||||
2022-05-12 08:00:00+00:00,9,GBP_USD,SHORT,1.2177399999999998,1.2248002136764677,1.21157,1.2052100000000001,1.2052100000000001,104607.89,5,LONDON,1.5,0.0027410793655451415,68.79556017750741,30.07710839133972,1.2283202726324085,1.2402319345081998,-8.700000000001484,False,-0.0004847184769098934,23.261593026719478,-103.90272632408548,0.7886792452830622,8,3,london_breakout_short,1.2248002136764677,SL,2022-05-13 16:00:00+00:00,-70.60213676467919,-738.5540556444516,1920,False
|
||||
2022-05-18 09:00:00+00:00,9,GBP_USD,SHORT,1.24081,1.2475428446734507,1.23451,1.22802,1.22802,108597.26,4,LONDON,1.5,0.002697342307281623,40.608062982178765,43.72071011915646,1.2400240710291368,1.236000251810935,18.594600277590523,False,-0.0017105345046251096,11.753903521899245,9.759289708632934,0.9625668449197791,9,2,london_breakout_short,1.24081,TP1+SL,2022-05-19 10:00:00+00:00,31.499999999999858,342.08136899999846,1500,True
|
||||
2022-05-24 08:00:00+00:00,9,GBP_USD,SHORT,1.2484099999999998,1.2528671643550475,1.24446,1.2403199999999999,1.2403199999999999,164810.91,4,LONDON,1.5,0.002421375331874846,34.564854907193855,30.00430950875952,1.2535241003244593,1.244477825723057,-31.500000000002082,False,-0.0007730939361796464,49.32536817808913,-49.24100324459335,0.8181041844577486,8,1,london_breakout_short,1.2528671643550475,SL,2022-05-24 13:00:00+00:00,-44.57164355047726,-734.5893133749789,300,False
|
||||
2022-05-25 09:00:00+00:00,9,GBP_USD,SHORT,1.2497999999999998,1.25541,1.24597,1.24195,1.24195,129633.41,3,LONDON,1.5,0.0022450769168784208,16.829973805447906,39.428134246868034,1.2529859777541195,1.2462607870812181,-20.02592451563423,False,-0.00011421855376844963,19.353451702910327,-29.959777541195276,0.9541666666667357,9,2,london_breakout_short,1.25541,SL,2022-05-25 15:00:00+00:00,-56.100000000001145,-727.243430100015,360,False
|
||||
2022-05-30 07:00:00+00:00,9,GBP_USD,SHORT,1.26178,1.26572,1.2584,1.25477,1.25477,182733.76,3,ASIAN,1.5,0.0018371295632276866,19.823187426273883,46.96222471809368,1.2613207038528134,1.2533921531052372,-4.821027657022636,False,-0.00010448899181850289,26.83754185826696,7.0929614718662215,0.6834532374100754,7,0,london_breakout_short,1.26572,SL,2022-05-30 15:00:00+00:00,-39.400000000000546,-719.9710144000101,480,False
|
||||
2022-06-02 08:00:00+00:00,9,GBP_USD,LONG,1.2539000000000002,1.2487436513259873,1.2586700000000002,1.2636300000000003,1.2636300000000003,138231.79,4,LONDON,1.5,0.0019703580789190087,43.32599792626605,57.05640988722786,1.2543250244929909,1.255232993260775,0.9999999999998899,False,0.000964581292603549,91.50153989360562,-6.150244929907789,0.511363636363711,8,3,london_breakout_long,1.2539000000000002,TP1+SL,2022-06-03 12:00:00+00:00,23.849999999999707,329.68281914999596,1680,True
|
||||
2022-06-08 07:00:00+00:00,9,GBP_USD,SHORT,1.25457,1.25889,1.2515,1.24818,1.24818,165756.51,4,ASIAN,1.5,0.001972736286805122,20.045195769781667,46.847465390718426,1.2548168048575865,1.2545957063704043,1.3060969528888577,False,-0.00043615422835286354,33.65980383984837,0.031951424135368,0.880952380952354,7,2,london_breakout_short,1.25457,TP1+SL,2022-06-08 11:00:00+00:00,15.34999999999953,254.43624284999223,240,True
|
||||
2022-06-10 07:00:00+00:00,9,GBP_USD,SHORT,1.24671,1.2514593439458876,1.24296,1.23896,1.23896,151307.74,5,ASIAN,1.5,0.001850470608472562,20.14095606853558,36.001318529577524,1.2516706516719538,1.25356192706207,-47.06354313032568,False,-0.00011163817931674445,27.93749999999817,-47.10651671953725,0.4262948207170913,7,4,london_breakout_short,1.23896,TP3,2022-06-10 12:00:00+00:00,57.50000512201082,870.0195824999881,300,True
|
||||
2022-06-15 08:00:00+00:00,9,GBP_USD,LONG,1.209,1.2018817302978095,1.21399,1.2191699999999999,1.2191699999999999,102175.49,4,LONDON,1.5,0.00300978588938505,28.54965713722364,58.36596947414932,1.2109004069222784,1.2334061218369035,19.63333333333539,False,0.0013288840299392657,88.51254267789466,-20.90406922278465,0.9214402618657886,8,2,london_breakout_long,1.2191699999999999,TP3,2022-06-15 19:00:00+00:00,75.80000995346148,774.4903158999805,660,True
|
||||
2022-06-16 07:00:00+00:00,9,GBP_USD,SHORT,1.2087599999999998,1.2169123144367164,1.20155,1.1940899999999999,1.1940899999999999,90165.51,5,ASIAN,1.5,0.0033587167907804423,31.111812629072695,43.77821146771025,1.212118036697709,1.2291181523253116,-20.494385078748678,False,-0.0007109803718673819,15.62191851719795,-31.080366977089824,0.45331069609509234,7,3,london_breakout_short,1.2169123144367164,SL,2022-06-16 10:00:00+00:00,-81.52314436716601,-735.057588866915,180,False
|
||||
2022-06-21 07:00:00+00:00,9,GBP_USD,LONG,1.22994,1.22446,1.23355,1.23741,1.23741,132793.25,5,ASIAN,1.5,0.002191363212627965,26.186822270624273,62.788533298885895,1.2248439649682086,1.2273966647695655,39.76906783250467,False,0.000319267238113195,62.81045547539109,48.460350317913736,0.591836734693863,7,1,london_breakout_long,1.22446,SL,2022-06-22 00:00:00+00:00,-54.799999999999294,-727.7070099999906,1020,False
|
||||
2022-06-23 07:00:00+00:00,9,GBP_USD,SHORT,1.2172999999999998,1.2230186780369123,1.21414,1.21073,1.21073,125978.4,5,ASIAN,1.5,0.00256550898513892,36.30411675461251,30.85834500522904,1.2253033291521889,1.2267647441665273,-78.88775409264025,False,-0.0005968810986984479,46.23621685902828,-77.53329152188958,0.9050802139037737,7,3,london_breakout_short,1.2230186780369123,SL,2022-06-23 12:00:00+00:00,-57.18678036912506,-720.4299092053784,300,False
|
||||
2022-06-24 09:00:00+00:00,9,GBP_USD,LONG,1.2301600000000001,1.2244984079559103,1.23439,1.2388100000000002,1.2388100000000002,125976.16,5,LONDON,1.5,0.0023151627592333216,21.940211881913854,62.279482406921105,1.2258030026339466,1.226509844935283,23.104513284857298,False,0.0002760624577580941,67.56227549619429,41.669973660534154,0.6161616161616212,9,4,london_breakout_long,1.2244984079559103,SL,2022-06-27 12:00:00+00:00,-56.61592044089892,-713.2256252009953,4500,False
|
||||
2022-06-29 09:00:00+00:00,9,GBP_USD,SHORT,1.21532,1.2205904637963352,1.2114800000000001,1.2074500000000001,1.2074500000000001,133971.77,5,LONDON,1.5,0.0021427436957815785,34.848591239377136,29.73879418990643,1.2223292217703003,1.2253508401256772,-20.292977552960334,False,-3.256838462442602e-05,27.81185889620014,-68.19221770300254,0.5251396648044159,9,2,london_breakout_short,1.21532,TP1+SL,2022-06-29 15:00:00+00:00,19.199999999999218,257.2257983999895,360,True
|
||||
2022-07-01 07:00:00+00:00,9,GBP_USD,SHORT,1.2107299999999999,1.2160788371276952,1.20598,1.2009800000000002,1.2009800000000002,132489.66,5,ASIAN,1.5,0.0021317109331439234,34.06614394154443,36.649551514895194,1.215450345910902,1.2211675796513475,-33.14345219673109,False,-0.0005528245222972415,34.44517691597571,-44.70345910902118,0.40840840840841003,7,4,london_breakout_short,1.2009800000000002,TP3,2022-07-01 12:00:00+00:00,72.50000735906241,960.5501324999677,300,True
|
||||
2022-07-04 07:00:00+00:00,9,GBP_USD,LONG,1.21265,1.20842,1.21538,1.2183599999999999,1.2183599999999999,169804.05,4,ASIAN,1.5,0.0021652507093805656,33.87287310949987,59.94919499983498,1.211001956030087,1.2183091464855902,61.96678823126245,False,0.000589148902861159,78.23679079461665,13.980439699128322,0.888412017167326,7,0,london_breakout_long,1.21265,TP1+SL,2022-07-04 14:00:00+00:00,13.649999999999494,231.78252824999143,420,True
|
||||
2022-07-05 07:00:00+00:00,9,GBP_USD,SHORT,1.2077399999999998,1.21224264670949,1.20526,1.20253,1.20253,160036.75,5,ASIAN,1.5,0.0019995544920963348,21.11736479282233,38.01263625205748,1.2112030473909456,1.2168558553817268,-38.63399085901386,False,-0.0002119291828396788,57.804521692712306,-32.13047390945744,0.5969387755102143,7,1,london_breakout_short,1.20253,TP3,2022-07-05 10:00:00+00:00,38.4500032554999,615.3413558499624,180,True
|
||||
2022-07-07 08:00:00+00:00,9,GBP_USD,LONG,1.19707,1.1912152693338607,1.20247,1.20806,1.20806,124129.09,4,LONDON,1.5,0.0025211856759945537,25.82922202649839,60.39770466102081,1.1962993945339402,1.2081057898813325,2.666666666666373,False,0.0006534339689356057,49.295516319128524,5.806054660597582,0.5291095890410962,8,3,london_breakout_long,1.19707,TP1+SL,2022-07-08 07:00:00+00:00,26.999999999999243,335.14854299999064,1380,True
|
||||
2022-07-08 09:00:00+00:00,9,GBP_USD,SHORT,1.1950899999999998,1.2017239425304012,1.1889999999999998,1.1827199999999998,1.1827199999999998,110054.29,5,LONDON,1.5,0.0026213215112918693,44.81792471201315,38.99910769949561,1.1987330771382112,1.2063771975918307,12.167297313816494,False,-0.001233785177003182,22.549361927038472,-34.53077138211302,0.5736677115987409,9,4,london_breakout_short,1.2017239425304012,SL,2022-07-08 12:00:00+00:00,-66.33942530401393,-730.0938350841287,180,False
|
||||
2022-07-11 07:00:00+00:00,9,GBP_USD,SHORT,1.19559,1.2014028344330008,1.1903700000000002,1.1849000000000003,1.1849000000000003,124344.32,5,ASIAN,1.5,0.002251195646543148,46.618528046468874,35.372468934282736,1.1995019777465266,1.2051715571413724,-31.575296540156117,False,-0.0006653318025578548,14.345367776741433,-36.61977746526546,0.5250965250965172,7,0,london_breakout_short,1.1849000000000003,TP3,2022-07-12 06:00:00+00:00,79.55000859709267,989.1591724999644,1380,True
|
||||
2022-07-18 07:00:00+00:00,9,GBP_USD,LONG,1.1951100000000001,1.189631736260545,1.1983700000000002,1.2018800000000003,1.2018800000000003,133743.93,4,ASIAN,1.5,0.0023019265317975562,42.75641705704078,73.83825079485183,1.186605204776777,1.1922505020333276,89.09171804762249,False,0.0005538438584032329,81.83456712896476,82.54795223223032,0.7876984126983941,7,0,london_breakout_long,1.2018800000000003,TP3,2022-07-18 14:00:00+00:00,50.150005061913,670.7258766500138,420,True
|
||||
2022-07-19 08:00:00+00:00,9,GBP_USD,LONG,1.20226,1.1965132311064823,1.2076,1.21313,1.21313,128662.17,5,LONDON,1.5,0.0022375141604494115,33.58380625468582,72.00036724717734,1.192888107685319,1.193205685116854,5.9000000000009045,False,0.000369686899829125,91.73483499448861,91.81892314680917,0.46502057613173126,8,1,london_breakout_long,1.1965132311064823,SL,2022-07-20 10:00:00+00:00,-57.467688935177726,-739.3917563284956,1560,False
|
||||
2022-07-21 07:00:00+00:00,9,GBP_USD,SHORT,1.1939,1.198851817438246,1.19007,1.1859899999999999,1.1859899999999999,147824.08,4,ASIAN,1.5,0.002141389334205695,26.87133389264558,36.68670034674005,1.1978846542939021,1.1955145477255715,-41.3396690144463,False,-7.26268418193072e-05,40.39708529477857,-37.34654293902073,0.8119349005425018,7,3,london_breakout_short,1.198851817438246,SL,2022-07-21 12:00:00+00:00,-49.518174382461304,-731.9978571366911,300,False
|
||||
2022-07-22 07:00:00+00:00,9,GBP_USD,SHORT,1.19254,1.198526947696208,1.18831,1.18383,1.18383,121042.96,4,ASIAN,1.5,0.002654437715734351,21.86201837018551,39.83277916592302,1.1971081982114242,1.1957276037753388,-26.84291475539391,False,-0.00028833409608859943,41.27767769880373,-43.18198211424207,0.8103683492496847,7,4,london_breakout_short,1.198526947696208,SL,2022-07-22 13:00:00+00:00,-59.86947696207999,-724.6778705141971,360,False
|
||||
2022-07-25 08:00:00+00:00,9,GBP_USD,LONG,1.2029100000000001,1.1964105562890348,1.20628,1.20984,1.20984,110383.46,4,LONDON,1.5,0.0026963648069299635,17.65587390165258,60.50337711394469,1.1983660491399812,1.1964553191405642,15.066666666665451,False,0.0001413451123125364,86.65141322062256,43.53950860018774,0.6923076923076957,8,0,london_breakout_long,1.2029100000000001,TP1+SL,2022-07-25 14:00:00+00:00,16.849999999999365,185.996130099993,360,True
|
||||
2022-07-26 08:00:00+00:00,9,GBP_USD,SHORT,1.20315,1.2083913460473403,1.19836,1.19338,1.19338,137234.03,4,LONDON,1.5,0.0020004999604406434,24.103041588871257,46.32877151229578,1.2026943985247804,1.1983646277370594,-3.733333333331146,False,-0.0004967714561419103,10.424873550288188,6.456014752196371,0.6379310344827807,8,1,london_breakout_short,1.20315,TP1+SL,2022-07-26 14:00:00+00:00,23.949999999999246,328.6755018499897,360,True
|
||||
2022-07-28 08:00:00+00:00,9,GBP_USD,LONG,1.2188800000000002,1.21419,1.22311,1.2275299999999998,1.2275299999999998,154067.77,5,LONDON,1.5,0.002542617099630238,52.70442257752263,70.47331082754275,1.209564832420282,1.202212513304181,2.500000000000835,False,0.00016193373312793245,80.52010073797148,91.25167579718152,0.24539877300610488,8,3,london_breakout_long,1.21419,SL,2022-07-28 09:00:00+00:00,-46.90000000000083,-722.5778413000128,60,False
|
||||
2022-07-28 09:00:00+00:00,9,GBP_USD,SHORT,1.2126799999999998,1.21861,1.20845,1.2040300000000002,1.2040300000000002,120632.72,4,LONDON,1.5,0.0027810015925138,47.83353371399581,50.446737002732796,1.209694446835173,1.2023185579479205,-38.256008002888194,False,-0.000266107905051053,62.33042488456429,31.75553164826983,0.9897260273972691,9,3,london_breakout_short,1.21861,SL,2022-07-29 03:00:00+00:00,-59.30000000000213,-715.3520296000257,1080,False
|
||||
2022-08-01 08:00:00+00:00,9,GBP_USD,LONG,1.2232,1.2169071092221908,1.22677,1.23053,1.23053,112539.46,5,LONDON,1.5,0.002521788003186278,24.756035389965326,64.80620834567742,1.2162840188659791,1.2077935401538173,11.83333333333314,False,0.00038970458321579797,81.21376328200652,67.25981134020786,0.9439775910363597,8,0,london_breakout_long,1.2232,TP1+SL,2022-08-02 06:00:00+00:00,17.849999999999255,200.88293609999164,1320,True
|
||||
2022-08-04 09:00:00+00:00,9,GBP_USD,LONG,1.2181300000000002,1.212835244326759,1.22188,1.2258200000000001,1.2258200000000001,134134.11,4,LONDON,1.5,0.002030337821489545,18.76677041173286,58.740862403778365,1.2167815473918167,1.2134257024993274,11.849080859662742,False,0.0004828663463760088,84.55398289447187,11.58452608183369,0.7925531914893134,9,3,london_breakout_long,1.212835244326759,SL,2022-08-04 11:00:00+00:00,-52.947556732412245,-710.2073398976625,120,False
|
||||
2022-08-08 07:00:00+00:00,9,GBP_USD,LONG,1.2119300000000002,1.2070747552857406,1.2155,1.21932,1.21932,144813.56,4,ASIAN,1.5,0.002026233751010669,26.569157675493017,59.962290490047195,1.2107560324828663,1.2124147361692408,39.00502944435446,False,0.0006979951717280479,84.46153322871164,9.239675171337502,0.7692307692308079,7,0,london_breakout_long,1.2070747552857406,SL,2022-08-08 18:00:00+00:00,-48.55244714259577,-703.1052717431121,660,False
|
||||
2022-08-10 07:00:00+00:00,9,GBP_USD,LONG,1.2089100000000002,1.20645,1.21062,1.21258,1.21258,282957.0,3,ASIAN,1.5,0.0013533202776475953,13.799841331601757,52.80913227245258,1.2087641867020504,1.21098628828511,-6.40161107493098,False,0.00010244157715305684,67.09330405103861,-1.041867020503684,0.6393442622951456,7,2,london_breakout_long,1.21258,TP3,2022-08-10 12:00:00+00:00,26.900001297015454,761.1543666999602,300,True
|
||||
2022-08-11 08:00:00+00:00,9,GBP_USD,LONG,1.2243600000000001,1.218960376963411,1.22844,1.23271,1.23271,130321.28,5,LONDON,1.5,0.002135002842161587,27.76658961420553,69.10581874760936,1.2161843176240001,1.2130116154571429,7.066666666668553,False,-0.00020252507419316447,92.440385304954,79.85682375999836,0.6107142857142611,8,3,london_breakout_long,1.218960376963411,SL,2022-08-11 19:00:00+00:00,-53.99623036589141,-703.6857856457837,660,False
|
||||
2022-08-12 09:00:00+00:00,9,GBP_USD,SHORT,1.2144899999999998,1.2197288449255503,1.21073,1.2067800000000002,1.2067800000000002,132977.58,4,LONDON,1.5,0.0021431424009186848,21.503995037219166,32.99642406098947,1.2182615245762038,1.2145201456437738,-17.200585484640207,False,-0.00046409916054273876,18.92340267621412,-35.81524576203865,0.8480000000000075,9,4,london_breakout_short,1.2144899999999998,TP1+SL,2022-08-12 18:00:00+00:00,18.799999999998818,249.99785039998426,540,True
|
||||
2022-08-15 09:00:00+00:00,9,GBP_USD,SHORT,1.20633,1.2114111899367406,1.2019199999999999,1.1973199999999997,1.1973199999999997,137595.5,5,LONDON,1.5,0.002037441976503599,52.5495872511719,25.882685898291868,1.2142005095713706,1.2139761950740517,-9.220588263330054,False,-0.000392349660095854,23.963838323506604,-76.80509571370564,0.2912621359223154,9,0,london_breakout_short,1.2114111899367406,SL,2022-08-15 12:00:00+00:00,-50.8118993674067,-699.148869940801,180,False
|
||||
2022-08-16 09:00:00+00:00,9,GBP_USD,SHORT,1.2020099999999998,1.206,1.19968,1.1971600000000002,1.1971600000000002,173473.03,5,LONDON,1.5,0.001911536472133099,42.114735494115976,33.0094670355485,1.208851330095243,1.212245730215364,-13.720732684292525,False,3.938515300643225e-05,58.8295295167652,-66.51330095243102,0.5178571428571797,9,1,london_breakout_short,1.206,SL,2022-08-16 13:00:00+00:00,-39.900000000001604,-692.1573897000278,240,False
|
||||
2022-08-19 09:00:00+00:00,9,GBP_USD,SHORT,1.18684,1.1925166179977496,1.18312,1.1792099999999999,1.1792099999999999,120711.98,5,LONDON,1.5,0.002230743827735544,55.734975812264295,27.56803967824007,1.1982290669479951,1.2067030448721157,-17.09205381664969,False,-2.6659113410764344e-05,30.958836638761877,-111.99066947995107,0.9037037037036537,9,4,london_breakout_short,1.1792099999999999,TP3,2022-08-19 15:00:00+00:00,56.75000632083064,685.0405627999983,360,True
|
||||
2022-08-22 07:00:00+00:00,9,GBP_USD,SHORT,1.1791399999999999,1.18363,1.17625,1.17311,1.17311,154139.47,5,ASIAN,1.5,0.0018794051118666538,36.63765907457618,31.62557068165782,1.1887747681453378,1.2018562179531522,-38.56570177396712,False,0.00039155740657152976,26.358648377381982,-93.8476814533784,0.6228956228956838,7,0,london_breakout_short,1.17311,TP3,2022-08-23 06:00:00+00:00,44.60000391203945,687.4620964999688,1380,True
|
||||
2022-08-30 07:00:00+00:00,9,GBP_USD,LONG,1.17382,1.1687,1.17752,1.1814699999999998,1.1814699999999998,136515.79,4,ASIAN,1.5,0.0020813749148265947,22.594917242613146,59.19428157307911,1.1726980296540424,1.1823550599973234,30.600735598638185,False,0.00040523429330915754,72.97545753092898,8.719703459576511,0.5710306406685565,7,1,london_breakout_long,1.1687,SL,2022-08-30 14:00:00+00:00,-51.20000000000013,-698.9608448000018,420,False
|
||||
2022-08-31 07:00:00+00:00,9,GBP_USD,SHORT,1.1638199999999999,1.1687175100210374,1.16009,1.1561100000000002,1.1561100000000002,141290.42,5,ASIAN,1.5,0.0020162180078138734,27.76746819009533,36.14033611798875,1.1692498341599842,1.1791509760814378,-38.43297713807425,False,0.00018081397552445152,47.63313609467423,-51.79834159984242,0.9507389162561625,7,2,london_breakout_short,1.1638199999999999,TP1+SL,2022-08-31 14:00:00+00:00,18.649999999998947,263.50663329998514,420,True
|
||||
2022-09-01 07:00:00+00:00,9,GBP_USD,LONG,1.1606500000000002,1.15677,1.1633,1.1662,1.1662,179022.24,4,ASIAN,1.5,0.0021488343185604485,55.87012875436563,45.53800783272816,1.1638501997598496,1.175242208895161,-12.773427138423887,False,0.00014715412589895276,78.71097183829364,-34.50199759849504,0.3972602739726336,7,3,london_breakout_long,1.15677,SL,2022-09-01 10:00:00+00:00,-38.800000000001056,-694.6062912000189,180,False
|
||||
2022-09-05 09:00:00+00:00,9,GBP_USD,LONG,1.1513600000000002,1.145146388476529,1.15609,1.16101,1.16101,110669.98,4,LONDON,1.5,0.0024230557087178578,35.943925435324445,52.47404600514848,1.1530187741362932,1.166311639089252,17.995742005505466,False,0.0003927301850820144,90.32760719735423,-18.48774136293141,0.8461538461537871,9,0,london_breakout_long,1.1513600000000002,TP1+SL,2022-09-06 14:00:00+00:00,23.6499999999995,261.7345026999945,1740,True
|
||||
2022-09-08 07:00:00+00:00,9,GBP_USD,SHORT,1.14841,1.15261,1.14508,1.1415000000000002,1.1415000000000002,164351.81,5,ASIAN,1.5,0.002332451666241929,22.147913298205037,44.981204400333596,1.1507167454115195,1.1587852852145422,8.046124631890805,False,-8.376986071000766e-05,52.13791042494186,-20.56745411519456,0.5837988826815208,7,3,london_breakout_short,1.15261,SL,2022-09-08 10:00:00+00:00,-41.999999999999815,-690.2776019999969,180,False
|
||||
2022-09-12 07:00:00+00:00,9,GBP_USD,LONG,1.1687400000000001,1.162440526095612,1.17416,1.1798300000000002,1.1798300000000002,108481.25,5,ASIAN,1.5,0.002571233164486916,32.04726261040983,71.64851744681903,1.1579872289884432,1.1583044603950192,79.61134301133876,False,0.0004196158477346424,94.14340664914279,105.02771011556833,0.6277533039647635,7,0,london_breakout_long,1.162440526095612,SL,2022-09-13 12:00:00+00:00,-62.994739043880074,-683.3748034903916,1740,False
|
||||
2022-09-14 08:00:00+00:00,9,GBP_USD,LONG,1.1539400000000002,1.14797,1.15893,1.16411,1.16411,113323.46,4,LONDON,1.5,0.0026946055912515717,36.1895488746842,46.926909240857796,1.157588745721353,1.1592200605943608,1.3333333333331865,False,0.0007702240170360079,58.65775009421568,-38.38745721352898,0.3674698795180731,8,2,london_breakout_long,1.1539400000000002,TP1+SL,2022-09-14 19:00:00+00:00,24.94999999999914,282.74203269999026,660,True
|
||||
2022-09-22 07:00:00+00:00,9,GBP_USD,LONG,1.12748,1.12187,1.13116,1.13509,1.13509,121099.55,4,ASIAN,1.5,0.0029376206139081974,56.01415549427793,45.898148070189514,1.1323535212442606,1.143593864338486,-24.884265478832823,False,0.00011574117363433341,46.23547292561161,-51.23521244260631,0.7676767676767551,7,3,london_breakout_long,1.13509,TP3,2022-09-22 08:00:00+00:00,56.450006284085106,683.6070358499879,60,True
|
||||
2022-09-22 09:00:00+00:00,9,GBP_USD,LONG,1.12931,1.12187,1.13305,1.1369799999999999,1.1369799999999999,92231.8,4,LONDON,1.5,0.003390193284441257,53.980055118060214,50.0510956291877,1.1322352497145214,1.1433413455525454,-20.370064141557176,False,0.0008697290890549085,74.62404820895291,-31.15249714521484,0.8636363636364223,9,3,london_breakout_long,1.12931,TP1+SL,2022-09-22 11:00:00+00:00,18.69999999999927,172.4734659999933,120,True
|
||||
2022-09-23 07:00:00+00:00,9,GBP_USD,SHORT,1.1180899999999998,1.124568770792541,1.11252,1.1067,1.1067,106182.07,5,ASIAN,1.5,0.0026856862943724098,33.2850944387969,31.886610532832307,1.1280940729053706,1.139855593622452,-94.91873409746664,False,-0.00045491107996686463,21.824946861769902,-97.5407290537067,0.6698656429942913,7,4,london_breakout_short,1.1067,TP3,2022-09-23 10:00:00+00:00,84.80001072685633,900.4240674999811,180,True
|
||||
2022-09-29 09:00:00+00:00,9,GBP_USD,LONG,1.08681,1.07615,1.0939699999999999,1.1013199999999999,1.1013199999999999,65378.38,4,LONDON,1.5,0.005070349913844856,23.693181625968634,60.05869078639063,1.0784899493222675,1.1002836483689649,39.883074101334515,False,-0.00030320086544889614,59.471789798950425,81.30050677732424,0.6842105263157721,9,3,london_breakout_long,1.1013199999999999,TP3,2022-09-29 14:00:00+00:00,108.3500221938794,708.3748923999881,300,True
|
||||
2022-09-30 07:00:00+00:00,9,GBP_USD,LONG,1.11803,1.10698,1.12855,1.1393199999999999,1.1393199999999999,63711.97,5,ASIAN,1.5,0.005322085106650936,53.297306078706136,70.5499461399322,1.0961258513851144,1.1016567509892017,158.7110225152144,False,-0.0004311090226254404,77.53649725940032,216.5414861488557,0.8036437246963712,7,4,london_breakout_long,1.10698,SL,2022-09-30 10:00:00+00:00,-110.50000000000004,-704.0172685000003,180,False
|
||||
2022-10-06 08:00:00+00:00,9,GBP_USD,SHORT,1.12858,1.1374963759355174,1.12164,1.11451,1.11451,78168.21,3,LONDON,1.5,0.003611939633192189,19.039120847989917,37.2977167364653,1.133924195088461,1.1204451812059175,-11.099999999999444,False,-0.00017980575546278055,14.242878560720754,-51.54195088461044,0.7591522157996211,8,3,london_breakout_short,1.11451,TP3,2022-10-06 15:00:00+00:00,105.05001799964448,821.157186749999,420,True
|
||||
2022-10-07 08:00:00+00:00,9,GBP_USD,LONG,1.11942,1.11149,1.12665,1.13407,1.13407,88926.69,4,LONDON,1.5,0.0035970743225501238,30.3597901821355,48.069601233651284,1.1238947577099838,1.1199479000039771,1.9999999999997797,False,0.0008151533941064991,59.4209903463447,-46.647577099838685,0.4315068493150388,8,4,london_breakout_long,1.11149,SL,2022-10-07 12:00:00+00:00,-79.29999999999991,-705.1886516999994,240,False
|
||||
2022-10-28 07:00:00+00:00,9,GBP_USD,SHORT,1.15127,1.1581155412316146,1.1451,1.13868,1.13868,101984.16,4,ASIAN,1.5,0.0026926296003139767,22.674949997438567,34.48276431047297,1.1549162147529912,1.1402459114590733,-55.11307200675386,False,-0.0005894610181614845,5.468716420997929,-33.96214752991122,0.5323529411764554,7,4,london_breakout_short,1.1581155412316146,SL,2022-10-28 13:00:00+00:00,-68.45541231614627,-698.1367722515832,360,False
|
||||
2022-10-31 07:00:00+00:00,9,GBP_USD,SHORT,1.15744,1.1613,1.15456,1.15143,1.15143,179055.81,3,ASIAN,1.5,0.002471198730052875,15.179312295187522,46.95165740970443,1.1572762735691788,1.1441171813094153,0.4882612936452091,False,-0.00017498992934850968,40.50647739007837,4.137264308212707,0.8430769230769186,7,0,london_breakout_short,1.15143,TP3,2022-10-31 12:00:00+00:00,44.450003356495706,795.9031355500058,300,True
|
||||
2022-11-03 07:00:00+00:00,9,GBP_USD,SHORT,1.1342299999999998,1.140858520983414,1.1297899999999998,1.1250999999999998,1.1250999999999998,105470.66,5,ASIAN,1.5,0.00279273636526803,21.24688492081884,25.41606204025794,1.1457751840375083,1.1457491844473022,-116.03813452742972,False,-0.0002925352197101377,28.231556697997792,-112.95184037508399,0.664418212478931,7,3,london_breakout_short,1.1250999999999998,TP3,2022-11-03 08:00:00+00:00,67.85000865643624,715.6185194000044,60,True
|
||||
2022-11-03 08:00:00+00:00,9,GBP_USD,SHORT,1.12553,1.1327018409131702,1.12103,1.1163399999999999,1.1163399999999999,98478.29,5,LONDON,1.5,0.003264683767748874,27.669283372198368,16.92412911311301,1.144988706232116,1.1455498890796674,-27.06666666666635,False,-0.0009900184257418802,9.638780392015235,-192.6870623211596,0.931914893617023,8,3,london_breakout_short,1.1163399999999999,TP3,2022-11-03 12:00:00+00:00,68.45000933200598,674.083986949999,240,True
|
||||
2022-11-07 07:00:00+00:00,9,GBP_USD,SHORT,1.13001,1.13495,1.1258100000000002,1.1213600000000004,1.1213600000000004,144334.31,4,ASIAN,1.5,0.003236536046071122,13.515645893129388,50.12077782086786,1.1305783340585125,1.1382337197419379,3.554037497190965,False,-0.0003407313849473166,34.94583898901599,-3.1833405851244834,0.5380577427821093,7,0,london_breakout_short,1.13495,SL,2022-11-07 08:00:00+00:00,-49.399999999999444,-713.011491399992,60,False
|
||||
2022-11-07 08:00:00+00:00,9,GBP_USD,LONG,1.1424900000000002,1.1342086598848222,1.14675,1.1511999999999998,1.1511999999999998,85237.58,3,LONDON,1.5,0.003977497757066035,17.232752202423807,69.23309520465759,1.1310380072326884,1.1382741802420182,38.7000000000004,False,0.00027936089584625155,43.62770154551598,112.61992767311656,0.8875826598089772,8,0,london_breakout_long,1.1511999999999998,TP3,2022-11-07 17:00:00+00:00,64.85001021849382,552.7657933999685,540,True
|
||||
2022-11-08 08:00:00+00:00,9,GBP_USD,SHORT,1.1453499999999999,1.1522978155428003,1.1396199999999999,1.1336999999999997,1.1336999999999997,102393.19,4,LONDON,1.5,0.0027457600587543823,29.448577982680362,48.55070809155073,1.142145859909115,1.140534034688047,-7.933333333334236,False,-0.0013159231978726806,15.525556142781213,33.94140090885011,0.4484848484848452,8,1,london_breakout_short,1.1522978155428003,SL,2022-11-08 15:00:00+00:00,-69.4781554280044,-711.4089969589186,420,False
|
||||
2022-11-11 07:00:00+00:00,9,GBP_USD,LONG,1.17476,1.1652723097745905,1.18275,1.19099,1.19099,74232.5,5,ASIAN,1.5,0.0038861420837234635,40.421189944622014,72.04277605243826,1.1561211856810292,1.1466063181169468,120.29873376439237,False,-0.00012540592601391776,81.81096862710065,183.88814318970768,0.5949764521193043,7,4,london_breakout_long,1.17476,TP1+SL,2022-11-14 05:00:00+00:00,39.949999999999704,296.5588374999978,4200,True
|
||||
2022-11-15 07:00:00+00:00,9,GBP_USD,LONG,1.1832500000000001,1.175886164102394,1.1884700000000001,1.1939400000000002,1.1939400000000002,96045.12,5,ASIAN,1.5,0.002987996190539359,22.796300687663653,64.30710150905198,1.1742203195286731,1.1584008405079054,59.954189543167665,False,0.000549234484041991,87.70943444643962,87.79680471326934,0.7983014861995736,7,1,london_breakout_long,1.1939400000000002,TP3,2022-11-15 13:00:00+00:00,79.55001113018592,764.0390365000043,360,True
|
||||
2022-12-02 07:00:00+00:00,9,GBP_USD,LONG,1.22634,1.22243,1.22944,1.2327900000000003,1.2327900000000003,182839.11,5,ASIAN,1.5,0.0028717735457874723,41.933476417056845,63.15728727555272,1.2155321411970177,1.2031921755607191,30.829950707054188,False,-0.0007823606290740448,46.18400383218778,105.57858802982211,0.6379310344827341,7,4,london_breakout_long,1.22634,TP1+SL,2022-12-02 09:00:00+00:00,15.500000000000513,283.4006205000094,120,True
|
||||
2022-12-07 08:00:00+00:00,9,GBP_USD,LONG,1.21537,1.21058,1.21957,1.2239600000000002,1.2239600000000002,149840.28,4,LONDON,1.5,0.0025389638820969974,18.51347121592165,48.07289367994949,1.2177016166025822,1.2123017161869214,8.799999999999919,False,0.00021993189681949175,59.296703341027616,-25.216166025823217,0.5775862068965193,8,2,london_breakout_long,1.2239600000000002,TP3,2022-12-08 15:00:00+00:00,63.95000573277132,958.2286765000059,1860,True
|
||||
2022-12-15 08:00:00+00:00,9,GBP_USD,SHORT,1.23141,1.2373325045150072,1.22668,1.22176,1.22176,122805.68,4,LONDON,1.5,0.0026513588198597954,34.722823150789964,31.986233552737303,1.2365274524951955,1.2266767898929993,-21.166666666667666,False,-0.0010181423063075042,30.59875389128736,-49.27452495195439,0.8782489740081989,8,3,london_breakout_short,1.22176,TP3,2022-12-15 15:00:00+00:00,71.90000785794192,882.97293569999,420,True
|
||||
2022-12-16 08:00:00+00:00,9,GBP_USD,SHORT,1.2167,1.22225,1.21345,1.2100099999999998,1.2100099999999998,132639.09,5,LONDON,1.5,0.002692039413499883,26.320723679251493,31.68447801360118,1.2272202013684306,1.2257219937956214,-4.566666666667718,False,0.0003904291927007376,24.690422496503547,-103.30201368430546,0.19676549865225804,8,4,london_breakout_short,1.2167,TP1+SL,2022-12-16 10:00:00+00:00,16.249999999999876,215.53852124999835,120,True
|
||||
2022-12-19 08:00:00+00:00,9,GBP_USD,LONG,1.2210400000000001,1.21538,1.2256600000000002,1.2304700000000004,1.2304700000000004,130442.11,3,LONDON,1.5,0.0024719739536207814,17.13572378086897,55.40751035036478,1.2213650705253583,1.2239933305598365,3.4000000000000696,False,0.0006795253430270157,74.0824023406822,-5.1507052535826325,0.6931818181818239,8,0,london_breakout_long,1.21538,SL,2022-12-19 15:00:00+00:00,-56.6000000000022,-738.3023426000287,420,False
|
||||
2022-12-21 08:00:00+00:00,9,GBP_USD,SHORT,1.21495,1.21896,1.2115900000000002,1.2080400000000002,1.2080400000000002,182274.14,4,LONDON,1.5,0.002338848978120806,11.464154566830485,46.22617915561178,1.21689767361433,1.2209656041758365,-7.43333333333096,False,-8.919624480961766e-05,43.2348246446353,-17.5767361432988,0.7367088607595046,8,2,london_breakout_short,1.21495,TP1+SL,2022-12-21 13:00:00+00:00,16.799999999999034,306.22055519998247,300,True
|
||||
2022-12-23 07:00:00+00:00,9,GBP_USD,LONG,1.20665,1.2018,1.21035,1.2143000000000002,1.2143000000000002,151336.39,4,ASIAN,1.5,0.0021868971100561527,29.787779466795953,53.244243727951016,1.2075982751300036,1.215722142737104,16.482302511970914,False,0.000537318412972519,54.178265238052326,-11.982751300037009,0.7027027027026784,7,4,london_breakout_long,1.20819,TIME,2022-12-26 23:00:00+00:00,15.400000000000967,233.05804060001466,5280,True
|
||||
2022-12-27 08:00:00+00:00,9,GBP_USD,SHORT,1.2068699999999999,1.21115,1.20309,1.19912,1.19912,172035.53,5,LONDON,1.5,0.0018358348138466892,37.759946284978454,48.30741801789444,1.2071012092166644,1.2121676671715584,-0.5666666666659381,False,6.420598586893425e-05,53.51626644876771,-0.41209216664395143,0.5063613231552014,8,1,london_breakout_short,1.2068699999999999,TP1+SL,2022-12-28 11:00:00+00:00,18.899999999999473,325.1471516999909,1620,True
|
||||
2022-12-29 09:00:00+00:00,9,GBP_USD,LONG,1.2056700000000002,1.2022,1.20832,1.21116,1.21116,213130.71,3,LONDON,1.5,0.0018636172990325697,18.475284558810582,57.13021009082157,1.2041395388854441,1.2088348980384347,9.485876443617869,False,0.0001685722887111079,74.09412368895147,13.404611145559908,0.6811023622047316,9,3,london_breakout_long,1.2022,SL,2022-12-29 11:00:00+00:00,-34.70000000000306,-739.5635637000652,120,False
|
||||
|
@@ -0,0 +1,33 @@
|
||||
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
|
||||
2023-01-02 07:00:00+00:00,9,GBP_USD,SHORT,1.20583,1.21004,1.2021300000000001,1.1981800000000002,1.1981800000000002,245894.71,4,ASIAN,1.5,0.0022516956789624,17.30012940083251,48.035270766389885,1.2060250968929525,1.2078220651009952,-4.595646444374157,False,-0.00021624331742888534,23.738768887535382,0.5490310704758805,0.5359477124183177,7,0,london_breakout_short,1.1981800000000002,TP3,2023-01-03 08:00:00+00:00,56.750003111085306,1395.452555749942,1500,True
|
||||
2023-01-03 09:00:00+00:00,9,GBP_USD,SHORT,1.1921199999999998,1.1987216715579256,1.1872800000000001,1.1822500000000002,1.1822500000000002,158925.09,5,LONDON,1.5,0.0026993351500866204,46.79512132057151,22.317276497929413,1.2045432777692575,1.2069657969752963,-15.5293966688963,False,-0.0013971843116156945,7.972714686368043,-122.33277769257533,0.25393258426968884,9,1,london_breakout_short,1.1987216715579256,SL,2023-01-03 13:00:00+00:00,-66.01671557925793,-1049.1712464937968,240,False
|
||||
2023-01-04 07:00:00+00:00,9,GBP_USD,LONG,1.20286,1.1966407515170976,1.20616,1.2097099999999998,1.2097099999999998,167010.46,4,ASIAN,1.5,0.0026207208650780526,23.545048144704204,58.70591432577793,1.200822057029971,1.2051869501548287,54.033747090536096,False,0.0006409198502410833,51.6924485991051,17.87942970028933,0.7150442477876269,7,2,london_breakout_long,1.20286,TP1+SL,2023-01-04 15:00:00+00:00,16.49999999999929,275.56725899998816,480,True
|
||||
2023-01-05 08:00:00+00:00,9,GBP_USD,SHORT,1.2018199999999999,1.2077000766019939,1.1965100000000002,1.1910100000000003,1.1910100000000003,177112.52,5,LONDON,1.5,0.0023084570235976927,22.862418232930438,43.79220503488299,1.2032890091460506,1.205136423929077,4.433333333333511,False,-0.0006922384390747375,18.75816993464041,-12.790091460506137,0.45054945054949075,8,3,london_breakout_short,1.1910100000000003,TP3,2023-01-05 14:00:00+00:00,80.60000610346086,1427.5270192999333,360,True
|
||||
2023-01-10 07:00:00+00:00,9,GBP_USD,SHORT,1.21467,1.21978,1.2107999999999999,1.2066799999999998,1.2066799999999998,206596.96,4,ASIAN,1.5,0.0024801776224282557,23.574555097259477,48.79530707853021,1.2116610396070497,1.2060411261022443,-21.10569577292498,False,-0.000871851159008361,44.72187294173879,32.58960392950261,0.5740740740740915,7,1,london_breakout_short,1.21467,TP1+SL,2023-01-11 14:00:00+00:00,19.3500000000002,399.76511760000415,1860,True
|
||||
2023-01-24 09:00:00+00:00,9,GBP_USD,SHORT,1.23287,1.2377230847860827,1.2296,1.22614,1.22614,218357.64,4,LONDON,1.5,0.0023827172062592774,26.567515734710838,32.289341306633276,1.2377145493454422,1.2299822126858417,-36.14955917731199,False,-0.00014395800367428713,48.54411637986249,-46.54549345442182,0.6739846322722357,9,1,london_breakout_short,1.23287,TP1+SL,2023-01-24 16:00:00+00:00,16.349999999999422,357.0147413999874,420,True
|
||||
2023-01-26 09:00:00+00:00,9,GBP_USD,SHORT,1.23823,1.24168,1.23561,1.2328000000000001,1.2328000000000001,308196.6,4,LONDON,1.5,0.002060377286123754,21.52073848926391,52.16583239010612,1.2369047656027774,1.2320413751810513,-11.055544985079102,False,-0.0002648871905359025,42.306659977186065,15.152343972226756,0.36796536796537005,9,3,london_breakout_short,1.24168,SL,2023-01-26 14:00:00+00:00,-34.49999999999953,-1063.2782699999855,300,False
|
||||
2023-01-31 08:00:00+00:00,9,GBP_USD,SHORT,1.2307199999999998,1.2349420191781226,1.22689,1.2228700000000001,1.2228700000000001,249322.76,4,LONDON,1.5,0.0018311785518741637,28.674016347417002,30.119610751400245,1.2366629525442592,1.2348398981480648,-14.63333333333372,False,-0.00025506673645145177,34.14154806298439,-57.529525442592266,0.8501070663811309,8,1,london_breakout_short,1.2349420191781226,SL,2023-02-01 19:00:00+00:00,-42.22019178122815,-1052.645474262512,2100,False
|
||||
2023-02-02 09:00:00+00:00,9,GBP_USD,SHORT,1.23423,1.2395462694338484,1.23144,1.22846,1.22846,196024.5,4,LONDON,1.5,0.002214042932572254,35.172313347869995,44.12953715146384,1.2351622055352367,1.2344928875937131,-17.113614020367596,False,-0.0002993360182412645,17.96133810604763,-7.422055352366286,0.6059907834101161,9,3,london_breakout_short,1.23423,TP1+SL,2023-02-02 12:00:00+00:00,13.94999999999924,273.4541774999851,180,True
|
||||
2023-02-03 07:00:00+00:00,9,GBP_USD,SHORT,1.21956,1.22234,1.21763,1.21545,1.21545,375846.61,5,ASIAN,1.5,0.00228176287263417,50.82056603739847,30.653248981944316,1.2284162901037403,1.2324715107992805,-77.99986872369712,False,4.217754937129196e-05,62.63082717875358,-86.06290103740254,0.6124661246612321,7,4,london_breakout_short,1.22234,SL,2023-02-03 09:00:00+00:00,-27.800000000000047,-1044.8535758000016,120,False
|
||||
2023-02-07 07:00:00+00:00,9,GBP_USD,SHORT,1.2019799999999998,1.2057,1.19892,1.19561,1.19561,278065.87,5,ASIAN,1.5,0.0018628163204582027,22.350528338537803,40.07500918044257,1.2083556696943891,1.2224750365588686,-12.5925655358472,False,0.0004539648292422591,36.734597578350886,-61.25669694389213,0.7903225806452234,7,1,london_breakout_short,1.2019799999999998,TP1+SL,2023-02-07 09:00:00+00:00,15.299999999999201,425.4407810999778,120,True
|
||||
2023-02-07 09:00:00+00:00,9,GBP_USD,SHORT,1.2003199999999998,1.2055951093153494,1.1972,1.1938900000000001,1.1938900000000001,196898.19,5,LONDON,1.5,0.002139469174272638,26.179685966209334,34.911601986922236,1.2078141802907454,1.222056252141476,-8.86093294650614,False,0.00012727001955980199,28.729696327683314,-73.04180290745421,0.46723646723647516,9,1,london_breakout_short,1.2003199999999998,TP1+SL,2023-02-07 15:00:00+00:00,15.599999999998948,307.1611763999793,360,True
|
||||
2023-02-10 07:00:00+00:00,9,GBP_USD,LONG,1.21224,1.20891,1.2147299999999999,1.2174699999999998,1.2174699999999998,312832.15,4,ASIAN,1.5,0.0017235930726268965,30.982451261999742,53.745829115057575,1.2103741470144804,1.2154724064103541,-9.239046318605393,False,-0.00036337421449205527,69.63165121031379,16.158529855194725,0.46407185628742137,7,4,london_breakout_long,1.20891,SL,2023-02-10 10:00:00+00:00,-33.30000000000055,-1041.7310595000174,180,False
|
||||
2023-02-15 07:00:00+00:00,9,GBP_USD,SHORT,1.2080099999999998,1.213776173537248,1.2035399999999998,1.1988199999999998,1.1988199999999998,178855.83,5,ASIAN,1.5,0.002456007313835084,32.43164731719447,27.105601006295586,1.2142259944139064,1.2140340496558895,-89.21795632804485,False,-0.0009712674879884347,9.321420548805639,-59.6599441390655,0.9807017543859944,7,2,london_breakout_short,1.1988199999999998,TP3,2023-02-16 13:00:00+00:00,68.30000513821665,1221.5854108000003,1800,True
|
||||
2023-02-17 08:00:00+00:00,9,GBP_USD,SHORT,1.19291,1.19765,1.18868,1.1842599999999999,1.1842599999999999,220153.93,5,LONDON,1.5,0.002021947065289124,51.149202130574466,24.714334614302217,1.2015914601280178,1.2089505674283823,3.233333333332311,False,-0.00027428448492229944,30.910202660692857,-84.91460128017714,0.28326180257503697,8,4,london_breakout_short,1.19765,SL,2023-02-17 14:00:00+00:00,-47.40000000000189,-1043.5296282000415,360,False
|
||||
2023-02-21 09:00:00+00:00,9,GBP_USD,LONG,1.2092800000000001,1.2052286371383196,1.2116799999999999,1.2142699999999997,1.2142699999999997,254999.21,4,LONDON,1.5,0.002347791920052745,29.806266987367003,70.10164412745638,1.2026447878246336,1.2063766776633478,44.99901252152494,False,0.0001548198738852716,53.30119363693666,64.45212175366422,0.6692728694292297,9,1,london_breakout_long,1.2092800000000001,TP1+SL,2023-02-21 14:00:00+00:00,11.999999999998678,305.9990519999663,300,True
|
||||
2023-02-23 08:00:00+00:00,9,GBP_USD,SHORT,1.2033999999999998,1.20744,1.2006899999999998,1.1977899999999997,1.1977899999999997,256473.84,4,LONDON,1.5,0.0017560572901764784,18.10200272695338,36.544136839673094,1.2067256377173627,1.207111144392567,-8.566666666667277,False,1.1935572440487834e-06,34.413555671829286,-31.356377173628047,0.9207547169811169,8,3,london_breakout_short,1.2033999999999998,TP1+SL,2023-02-24 08:00:00+00:00,13.549999999999951,347.52205319999877,1440,True
|
||||
2023-03-01 07:00:00+00:00,9,GBP_USD,LONG,1.2080300000000002,1.2026686958519672,1.2125000000000001,1.2172200000000002,1.2172200000000002,193913.55,5,ASIAN,1.5,0.0021813415406979004,29.01945952241298,58.28556659787511,1.2043422390101968,1.2043329649044319,15.065453348168667,False,4.761469936465001e-05,82.52843011739058,34.377609898033064,0.6540404040404334,7,2,london_breakout_long,1.2026686958519672,SL,2023-03-01 10:00:00+00:00,-53.6130414803293,-1039.629519974791,180,False
|
||||
2023-03-15 09:00:00+00:00,9,GBP_USD,SHORT,1.2112299999999998,1.2162376293673336,1.20786,1.2043,1.2043,205533.03,4,LONDON,1.5,0.0021558337650096344,23.531044908300004,35.07140561479845,1.2136135322061594,1.2044593719819887,-24.54998439780809,False,-0.000461902297069673,36.32926137257282,-21.935322061594764,0.879142300194959,9,2,london_breakout_short,1.2112299999999998,TP1+SL,2023-03-15 12:00:00+00:00,16.849999999999365,346.32315554998695,180,True
|
||||
2023-03-22 07:00:00+00:00,9,GBP_USD,LONG,1.22615,1.2222441350146869,1.22905,1.2322,1.2322,264396.35,5,ASIAN,1.5,0.001674321280259187,26.9272252566529,65.06901292097024,1.2222148835931514,1.2143664490852961,32.25033709433944,False,0.00036350683248178683,64.0076059703485,36.85116406848543,0.6907449209932525,7,2,london_breakout_long,1.22615,TP1+SL,2023-03-22 12:00:00+00:00,14.499999999999513,383.3747074999871,300,True
|
||||
2023-04-06 07:00:00+00:00,9,GBP_USD,LONG,1.24709,1.24369,1.24982,1.2528,1.2528,304861.82,5,ASIAN,1.5,0.0016018912809335406,35.21245118925729,54.06836056190938,1.2455288341315063,1.2377730802888394,3.664286041404896,False,9.517627260932702e-05,82.13954345711021,13.111658684936689,0.21590909090907753,7,3,london_breakout_long,1.24369,SL,2023-04-06 12:00:00+00:00,-34.000000000000696,-1036.5301880000213,300,False
|
||||
2023-04-12 08:00:00+00:00,9,GBP_USD,SHORT,1.2415999999999998,1.24459,1.2392999999999998,1.2368099999999997,1.2368099999999997,343198.96,4,LONDON,1.5,0.001394732797481598,22.185072235308066,45.82388948532094,1.2421213418264376,1.2404194198132246,0.09999999999843467,False,-0.00016168370054059822,30.38940689905175,-3.3134182643768106,0.2713567839195991,8,2,london_breakout_short,1.24459,SL,2023-04-12 12:00:00+00:00,-29.9000000000027,-1026.1648904000929,240,False
|
||||
2023-05-01 07:00:00+00:00,9,GBP_USD,SHORT,1.25325,1.25689,1.25067,1.2478399999999998,1.2478399999999998,279094.3,4,ASIAN,1.5,0.0016095036610078634,28.14598650734301,49.028140572130795,1.251732088366665,1.2469819216528117,1.7906237503884093,False,-0.00048496700423767986,21.96901227999477,17.679116333351175,0.5695067264573013,7,0,london_breakout_short,1.2478399999999998,TP3,2023-05-02 08:00:00+00:00,39.95000193841375,1114.9817826000228,1500,True
|
||||
2023-05-02 08:00:00+00:00,9,GBP_USD,SHORT,1.24684,1.2506515521577737,1.24423,1.2414299999999998,1.2414299999999998,269457.96,4,LONDON,1.5,0.0015408622300302323,23.8937285244069,33.950383099042725,1.2506235636976628,1.2477037393712802,-4.133333333333766,False,-7.347598144957247e-05,35.5862260381387,-35.93563697662727,0.7226277372262395,8,1,london_breakout_short,1.24684,TP1+SL,2023-05-02 14:00:00+00:00,13.050000000000006,351.6426378000002,360,True
|
||||
2023-05-23 07:00:00+00:00,9,GBP_USD,SHORT,1.2406199999999998,1.2440862973136733,1.23829,1.2357099999999999,1.2357099999999999,297311.34,5,ASIAN,1.5,0.0014331961450786235,27.28823300968162,36.296330662357725,1.2437901798896223,1.2474599007965974,-26.308130134888863,False,-0.00015323438855791163,50.98226029598451,-29.20179889622343,0.750750750750789,7,1,london_breakout_short,1.2406199999999998,TP1+SL,2023-05-23 13:00:00+00:00,11.649999999999716,346.3677110999916,360,True
|
||||
2023-06-05 07:00:00+00:00,9,GBP_USD,SHORT,1.2395699999999998,1.2435246204780708,1.2363799999999998,1.2329399999999997,1.2329399999999997,261474.69,5,ASIAN,1.5,0.001560287606140605,67.71771050638543,23.39900090224316,1.2460396669378,1.2431226116877534,-73.0129996890061,False,-0.0003569614399576782,20.985351631173675,-62.19666937800072,0.372093023255838,7,0,london_breakout_short,1.2435246204780708,SL,2023-06-05 15:00:00+00:00,-39.54620478070936,-1034.0331635712498,480,False
|
||||
2023-07-21 08:00:00+00:00,9,GBP_USD,SHORT,1.2855999999999999,1.2897913558397587,1.28203,1.27827,1.27827,244239.07,5,LONDON,1.5,0.0017326464547674724,28.056819901180887,37.09452662814107,1.291169858811311,1.2949791503696597,0.43333333333395174,False,0.0002827559650740853,35.614894654758395,-53.79858811310978,0.32753623188408426,8,4,london_breakout_short,1.2855999999999999,TP1+SL,2023-07-21 13:00:00+00:00,17.849999999999255,435.96673994998184,300,True
|
||||
2023-07-24 07:00:00+00:00,9,GBP_USD,SHORT,1.2846199999999999,1.28768,1.28211,1.2793500000000002,1.2793500000000002,335964.87,5,ASIAN,1.5,0.0015670087422769432,20.866442041793498,43.01025239844903,1.2878102574311745,1.293021976549047,-4.159757289443622,False,0.00021256279194816445,60.091061667915106,-29.402574311745422,0.5096618357488019,7,0,london_breakout_short,1.2846199999999999,TP1+SL,2023-07-24 11:00:00+00:00,12.54999999999895,421.63591184996477,240,True
|
||||
2023-08-10 07:00:00+00:00,9,GBP_USD,LONG,1.27468,1.2713896111335032,1.27709,1.2797500000000002,1.2797500000000002,313722.45,4,ASIAN,1.5,0.001332144436127334,30.410717189143163,60.81493988524677,1.2732766967893256,1.2762958577778547,16.309651709480733,False,0.0002951767061432928,83.90512513034164,11.533032106743057,0.4260563380281525,7,3,london_breakout_long,1.2797500000000002,TP3,2023-08-10 12:00:00+00:00,37.40000161607892,1173.322013700024,300,True
|
||||
2023-08-23 07:00:00+00:00,9,GBP_USD,SHORT,1.27172,1.2748836148119613,1.26935,1.26673,1.26673,330002.91,4,ASIAN,1.5,0.001499342644442791,30.766548721143213,37.20261150793753,1.2744753283471275,1.2737396100951996,-24.27226446471531,False,4.88802178820677e-05,63.49884332358271,-25.053283471274668,0.5530821917807889,7,2,london_breakout_short,1.26673,TP3,2023-08-23 09:00:00+00:00,36.80000151210805,1214.4107587000055,120,True
|
||||
2023-08-23 09:00:00+00:00,9,GBP_USD,SHORT,1.2641399999999998,1.2689677597103135,1.2617099999999999,1.2590899999999998,1.2590899999999998,218765.28,5,LONDON,1.5,0.0020168821781164693,42.186579779794904,20.125385411340787,1.2738274676514623,1.2735878636513949,-32.662350742391766,False,-0.000783655790168436,11.68340651518941,-94.9746765146231,0.8543689320388476,9,2,london_breakout_short,1.2641399999999998,TP1+SL,2023-08-23 13:00:00+00:00,12.14999999999966,265.79981519999257,240,True
|
||||
2023-08-31 09:00:00+00:00,9,GBP_USD,SHORT,1.2684099999999998,1.2722723433905554,1.2653499999999998,1.2620999999999996,1.2620999999999996,274135.18,4,LONDON,1.5,0.0015232989736348786,36.99517781687099,44.7476814301016,1.2676696712015272,1.2666557925776516,-7.270478393759383,False,-0.0006850485229470691,19.79660441577761,9.303287984727682,0.39910313901344713,9,3,london_breakout_short,1.26706,TP1+END,2023-08-31 23:00:00+00:00,22.049999999999013,604.468071899973,840,True
|
||||
|
@@ -0,0 +1,402 @@
|
||||
"""
|
||||
Phase 2 — Parameter Grid Sweep with OOS Validation.
|
||||
|
||||
For each strategy, defines a small param grid (~18 combos), runs all on IS,
|
||||
ranks by profit factor, validates the top-1 param set on OOS.
|
||||
|
||||
Output: results/phase2/param_sweep.json
|
||||
"""
|
||||
import os, sys, io, json, time
|
||||
from itertools import product
|
||||
sys.stdout = io.TextIOWrapper(sys.stdout.buffer, encoding='utf-8', errors='replace')
|
||||
sys.path.insert(0, os.path.dirname(os.path.dirname(__file__)))
|
||||
|
||||
import pandas as pd
|
||||
import numpy as np
|
||||
from src.indicators.technical import compute_all_indicators
|
||||
from src.backtester.engine import Backtester
|
||||
|
||||
# Strategy imports
|
||||
from src.strategies_pkg.s7_liquidity_sweep import S7_Liquidity_Sweep
|
||||
from src.strategies_pkg.s9_london_session import S9_London_Session
|
||||
from src.strategies_pkg.s4f_ema_ribbon import S4F_EMA_Ribbon
|
||||
from src.strategies_pkg.s3_key_level_breakout import S3_KeyLevel_Breakout
|
||||
|
||||
PROCESSED_DIR = os.path.join(os.path.dirname(os.path.dirname(__file__)), "data", "processed")
|
||||
RESULTS_DIR = os.path.join(os.path.dirname(os.path.dirname(__file__)), "results", "phase2")
|
||||
os.makedirs(RESULTS_DIR, exist_ok=True)
|
||||
|
||||
# IS/OOS period definitions
|
||||
IS_START = "2021-01-01"
|
||||
IS_END = "2022-12-31"
|
||||
OOS_START = "2023-01-01"
|
||||
OOS_END = "2023-08-31"
|
||||
WARMUP_DAYS = 60
|
||||
|
||||
# ─── Strategy configs + param grids ───────────────────────────────────────
|
||||
|
||||
SWEEP_CONFIGS = [
|
||||
{
|
||||
"name": "S7_Tight",
|
||||
"pair": "GBP_JPY",
|
||||
"tf": "H1",
|
||||
"htf_tf": "H1",
|
||||
"factory": lambda: S7_Liquidity_Sweep(),
|
||||
"param_mode": "setattr",
|
||||
"grid": {
|
||||
"SWEEP_MIN_ATR": [0.5, 0.7, 1.0],
|
||||
"SL_ATR_MULT": [0.8, 1.0, 1.5],
|
||||
"TP2_ATR_MULT": [2.5, 3.0],
|
||||
},
|
||||
},
|
||||
{
|
||||
"name": "S9",
|
||||
"pair": "GBP_USD",
|
||||
"tf": "H1",
|
||||
"htf_tf": "H1",
|
||||
"factory": lambda: S9_London_Session(),
|
||||
"param_mode": "setattr",
|
||||
"grid": {
|
||||
"VOLUME_MULT": [1.2, 1.5, 2.0],
|
||||
"SL_ATR_CAP": [2.0, 2.5, 3.0],
|
||||
"ENTRY_END_HOUR": [10, 11],
|
||||
},
|
||||
},
|
||||
{
|
||||
"name": "S9_Filtered",
|
||||
"pair": "GBP_AUD",
|
||||
"tf": "H1",
|
||||
"htf_tf": "H1",
|
||||
"factory": lambda: S9_London_Session(pair="GBP_AUD", filtered=True),
|
||||
"param_mode": "pair_cfg",
|
||||
"grid": {
|
||||
"min_adx": [20, 25, 30],
|
||||
"min_ema50_dist_pips": [30, 40, 50],
|
||||
"skip_friday": [True, False],
|
||||
},
|
||||
},
|
||||
{
|
||||
"name": "S4F",
|
||||
"pair": "EUR_AUD",
|
||||
"tf": "M15",
|
||||
"htf_tf": "H1",
|
||||
"factory": lambda: S4F_EMA_Ribbon(),
|
||||
"param_mode": "setattr",
|
||||
"grid": {
|
||||
"SL_ATR_MULT": [1.5, 2.0, 2.5],
|
||||
"TP_ATR_MULT": [2.5, 3.0, 4.0],
|
||||
"COMPRESSION_ATR_MULT": [0.8, 1.0],
|
||||
},
|
||||
},
|
||||
{
|
||||
"name": "S3",
|
||||
"pair": "GBP_JPY",
|
||||
"tf": "H1",
|
||||
"htf_tf": "H1",
|
||||
"factory": lambda: S3_KeyLevel_Breakout(),
|
||||
"param_mode": "setattr",
|
||||
"grid": {
|
||||
"SL_ATR_MULT": [0.3, 0.5, 0.75],
|
||||
"TP1_ATR_MULT": [1.0, 1.5, 2.0],
|
||||
"KEY_LEVEL_TOLERANCE": [0.5, 0.75],
|
||||
},
|
||||
},
|
||||
]
|
||||
|
||||
|
||||
# ─── Helpers ──────────────────────────────────────────────────────────────
|
||||
|
||||
def load_data(pair, tf):
|
||||
"""Load price data with indicators."""
|
||||
fp = os.path.join(PROCESSED_DIR, f"{pair}_{tf}.csv")
|
||||
if not os.path.exists(fp):
|
||||
print(f" WARNING: {fp} not found")
|
||||
return None
|
||||
df = pd.read_csv(fp, index_col=0, parse_dates=True)
|
||||
df.index.name = "timestamp"
|
||||
return compute_all_indicators(df)
|
||||
|
||||
|
||||
def slice_period(df, start, end, warmup_days=WARMUP_DAYS):
|
||||
"""Slice dataframe to a date range, with warmup prepended."""
|
||||
if df.index.tz is not None:
|
||||
start_ts = pd.Timestamp(start, tz=df.index.tz)
|
||||
end_ts = pd.Timestamp(f"{end} 23:59:59", tz=df.index.tz)
|
||||
else:
|
||||
start_ts = pd.Timestamp(start)
|
||||
end_ts = pd.Timestamp(f"{end} 23:59:59")
|
||||
|
||||
warmup_start = start_ts - pd.DateOffset(days=warmup_days)
|
||||
sliced = df[(df.index >= warmup_start) & (df.index <= end_ts)].copy()
|
||||
return sliced, start_ts
|
||||
|
||||
|
||||
def apply_params(strategy, params, mode):
|
||||
"""Apply parameter dict to a strategy instance."""
|
||||
if mode == "setattr":
|
||||
for key, value in params.items():
|
||||
setattr(strategy, key, value)
|
||||
elif mode == "pair_cfg":
|
||||
for key, value in params.items():
|
||||
strategy._pair_cfg[key] = value
|
||||
|
||||
|
||||
def run_single(cfg, data, htf_data, start, end, params):
|
||||
"""Run a single backtest with given params, return metrics."""
|
||||
sliced, start_ts = slice_period(data, start, end)
|
||||
if len(sliced) < 250:
|
||||
return {"trades": 0, "wr": 0, "pf": 0, "sharpe": 0,
|
||||
"pnl_pips": 0, "expectancy": 0}
|
||||
|
||||
htf_sliced = sliced.copy() if cfg["htf_tf"] == cfg["tf"] else \
|
||||
slice_period(htf_data, start, end)[0]
|
||||
|
||||
strategy = cfg["factory"]()
|
||||
apply_params(strategy, params, cfg["param_mode"])
|
||||
|
||||
bt = Backtester(data=sliced, strategy=strategy, pair=cfg["pair"],
|
||||
starting_equity=100_000.0, htf_data=htf_sliced)
|
||||
bt.run()
|
||||
trade_log = bt.get_trade_log_df()
|
||||
|
||||
# Filter warmup trades
|
||||
if not trade_log.empty:
|
||||
ts = pd.to_datetime(trade_log["timestamp"])
|
||||
filter_ts = pd.Timestamp(start_ts)
|
||||
if ts.dt.tz is not None and filter_ts.tz is None:
|
||||
filter_ts = filter_ts.tz_localize(ts.dt.tz)
|
||||
elif ts.dt.tz is None and filter_ts.tz is not None:
|
||||
filter_ts = filter_ts.tz_localize(None)
|
||||
trade_log = trade_log[ts >= filter_ts]
|
||||
|
||||
return compute_metrics(trade_log)
|
||||
|
||||
|
||||
def compute_metrics(trade_log):
|
||||
"""Compute metrics from trade log."""
|
||||
if trade_log.empty or len(trade_log) == 0:
|
||||
return {"trades": 0, "wr": 0, "pf": 0, "sharpe": 0,
|
||||
"pnl_pips": 0, "expectancy": 0}
|
||||
|
||||
n = len(trade_log)
|
||||
wins = trade_log[trade_log["win"] == True]
|
||||
losses = trade_log[trade_log["win"] == False]
|
||||
|
||||
wr = len(wins) / n * 100 if n > 0 else 0
|
||||
gross_profit = wins["pnl_pips"].sum() if len(wins) > 0 else 0
|
||||
gross_loss = abs(losses["pnl_pips"].sum()) if len(losses) > 0 else 0
|
||||
pf = gross_profit / gross_loss if gross_loss > 0 else float("inf")
|
||||
total_pnl = trade_log["pnl_pips"].sum()
|
||||
expectancy = total_pnl / n if n > 0 else 0
|
||||
|
||||
if n > 1:
|
||||
pnl_series = trade_log["pnl_pips"]
|
||||
sharpe = (pnl_series.mean() / pnl_series.std()) * np.sqrt(252) \
|
||||
if pnl_series.std() > 0 else 0
|
||||
else:
|
||||
sharpe = 0
|
||||
|
||||
return {
|
||||
"trades": n,
|
||||
"wr": round(wr, 1),
|
||||
"pf": round(pf, 2),
|
||||
"sharpe": round(sharpe, 2),
|
||||
"pnl_pips": round(total_pnl, 1),
|
||||
"expectancy": round(expectancy, 2),
|
||||
}
|
||||
|
||||
|
||||
def compute_generalization_score(is_m, oos_m):
|
||||
"""Quick generalization composite from IS/OOS metrics."""
|
||||
if is_m["trades"] == 0 or oos_m["trades"] == 0:
|
||||
return 0.0
|
||||
|
||||
ratios = {}
|
||||
if is_m["wr"] > 0:
|
||||
ratios["wr"] = min(oos_m["wr"] / is_m["wr"], 2.0)
|
||||
if is_m["pf"] > 0 and is_m["pf"] != float("inf"):
|
||||
oos_pf = min(oos_m["pf"], 2 * is_m["pf"]) if oos_m["pf"] == float("inf") else oos_m["pf"]
|
||||
ratios["pf"] = min(oos_pf / is_m["pf"], 2.0)
|
||||
if is_m["expectancy"] > 0:
|
||||
ratios["expectancy"] = min(oos_m["expectancy"] / is_m["expectancy"], 2.0)
|
||||
|
||||
for k in ratios:
|
||||
ratios[k] = max(ratios[k], 0.0)
|
||||
|
||||
return round(np.mean(list(ratios.values())), 3) if ratios else 0.0
|
||||
|
||||
|
||||
def expand_grid(grid):
|
||||
"""Expand a param grid dict into a list of param dicts."""
|
||||
keys = list(grid.keys())
|
||||
values = list(grid.values())
|
||||
combos = []
|
||||
for combo in product(*values):
|
||||
combos.append(dict(zip(keys, combo)))
|
||||
return combos
|
||||
|
||||
|
||||
# ─── Main ─────────────────────────────────────────────────────────────────
|
||||
|
||||
def main():
|
||||
t0 = time.time()
|
||||
all_sweep_results = {}
|
||||
|
||||
print(f"{'='*100}")
|
||||
print("PHASE 2 — PARAMETER SWEEP (IS Grid Search + OOS Validation)")
|
||||
print(f" IS period: {IS_START} to {IS_END}")
|
||||
print(f" OOS period: {OOS_START} to {OOS_END}")
|
||||
print(f"{'='*100}")
|
||||
|
||||
# Data cache to avoid reloading
|
||||
data_cache = {}
|
||||
|
||||
for cfg in SWEEP_CONFIGS:
|
||||
name = cfg["name"]
|
||||
pair = cfg["pair"]
|
||||
tf = cfg["tf"]
|
||||
htf_tf = cfg["htf_tf"]
|
||||
|
||||
print(f"\n{'#'*70}")
|
||||
print(f"# {name} / {pair} ({tf})")
|
||||
print(f"{'#'*70}")
|
||||
|
||||
# Load data (cached)
|
||||
cache_key = f"{pair}_{tf}"
|
||||
if cache_key not in data_cache:
|
||||
data_cache[cache_key] = load_data(pair, tf)
|
||||
data = data_cache[cache_key]
|
||||
if data is None:
|
||||
continue
|
||||
|
||||
htf_cache_key = f"{pair}_{htf_tf}"
|
||||
if htf_cache_key not in data_cache:
|
||||
data_cache[htf_cache_key] = load_data(pair, htf_tf)
|
||||
htf_data = data_cache[htf_cache_key] if htf_tf != tf else data
|
||||
if htf_data is None:
|
||||
continue
|
||||
|
||||
# Expand parameter grid
|
||||
combos = expand_grid(cfg["grid"])
|
||||
print(f" Grid: {len(combos)} combinations")
|
||||
|
||||
# Run IS sweep
|
||||
is_results = []
|
||||
for i, params in enumerate(combos, 1):
|
||||
param_str = ", ".join(f"{k}={v}" for k, v in params.items())
|
||||
metrics = run_single(cfg, data, htf_data, IS_START, IS_END, params)
|
||||
is_results.append({
|
||||
"params": params,
|
||||
"metrics": metrics,
|
||||
})
|
||||
# Progress indicator
|
||||
status = f" [{i:>2}/{len(combos)}] {param_str}"
|
||||
status += f" -> {metrics['trades']}t PF={metrics['pf']:.2f} WR={metrics['wr']:.1f}%"
|
||||
print(status)
|
||||
|
||||
# Rank by profit factor (filter out 0-trade combos)
|
||||
valid = [r for r in is_results if r["metrics"]["trades"] >= 5]
|
||||
if not valid:
|
||||
print(" No valid IS results (all combos had <5 trades)")
|
||||
all_sweep_results[name] = {
|
||||
"pair": pair, "combos_tested": len(combos),
|
||||
"best_params": None, "is_results_ranked": [],
|
||||
}
|
||||
continue
|
||||
|
||||
# Sort by PF descending, then by trade count descending as tiebreak
|
||||
valid.sort(key=lambda r: (r["metrics"]["pf"], r["metrics"]["trades"]),
|
||||
reverse=True)
|
||||
|
||||
print(f"\n --- IS Rankings (top 5) ---")
|
||||
print(f" {'Rank':>4} {'PF':>6} {'WR%':>6} {'Trades':>6} {'Sharpe':>7} {'Exp':>7} Params")
|
||||
for rank, r in enumerate(valid[:5], 1):
|
||||
m = r["metrics"]
|
||||
p_str = ", ".join(f"{k}={v}" for k, v in r["params"].items())
|
||||
print(f" {rank:>4} {m['pf']:>6.2f} {m['wr']:>5.1f}% {m['trades']:>6} "
|
||||
f"{m['sharpe']:>7.2f} {m['expectancy']:>+7.2f} {p_str}")
|
||||
|
||||
# Validate top-1 on OOS
|
||||
best = valid[0]
|
||||
best_params = best["params"]
|
||||
is_metrics = best["metrics"]
|
||||
|
||||
print(f"\n Validating best params on OOS...")
|
||||
oos_metrics = run_single(cfg, data, htf_data, OOS_START, OOS_END, best_params)
|
||||
|
||||
gen_score = compute_generalization_score(is_metrics, oos_metrics)
|
||||
if gen_score >= 0.80:
|
||||
verdict = "PASS"
|
||||
elif gen_score >= 0.50:
|
||||
verdict = "WARN"
|
||||
else:
|
||||
verdict = "FAIL"
|
||||
|
||||
param_str = ", ".join(f"{k}={v}" for k, v in best_params.items())
|
||||
print(f"\n BEST: {param_str}")
|
||||
print(f" IS: {is_metrics['trades']}t PF={is_metrics['pf']:.2f} "
|
||||
f"WR={is_metrics['wr']:.1f}% Sharpe={is_metrics['sharpe']:.2f} "
|
||||
f"Exp={is_metrics['expectancy']:+.2f}")
|
||||
print(f" OOS: {oos_metrics['trades']}t PF={oos_metrics['pf']:.2f} "
|
||||
f"WR={oos_metrics['wr']:.1f}% Sharpe={oos_metrics['sharpe']:.2f} "
|
||||
f"Exp={oos_metrics['expectancy']:+.2f}")
|
||||
print(f" Gen: {gen_score:.3f} -> {verdict}")
|
||||
|
||||
# Store
|
||||
all_sweep_results[name] = {
|
||||
"pair": pair,
|
||||
"combos_tested": len(combos),
|
||||
"best_params": best_params,
|
||||
"is_best_metrics": is_metrics,
|
||||
"oos_validation": oos_metrics,
|
||||
"generalization_score": gen_score,
|
||||
"verdict": verdict,
|
||||
"is_results_ranked": [
|
||||
{"rank": i + 1, "params": r["params"], "metrics": r["metrics"]}
|
||||
for i, r in enumerate(valid)
|
||||
],
|
||||
}
|
||||
|
||||
# Summary table
|
||||
print(f"\n{'='*100}")
|
||||
print("SWEEP SUMMARY")
|
||||
print(f"{'='*100}")
|
||||
print(f" {'Strategy':<14} {'Combos':>6} {'Best IS PF':>10} {'OOS PF':>8} "
|
||||
f"{'Gen':>6} {'Verdict':>8} Best Params")
|
||||
print(f" {'-'*95}")
|
||||
|
||||
for name, res in all_sweep_results.items():
|
||||
if res["best_params"] is None:
|
||||
print(f" {name:<14} {res['combos_tested']:>6} {'N/A':>10} {'N/A':>8} "
|
||||
f"{'N/A':>6} {'SKIP':>8}")
|
||||
continue
|
||||
is_pf = res["is_best_metrics"]["pf"]
|
||||
oos_pf = res["oos_validation"]["pf"]
|
||||
gen = res["generalization_score"]
|
||||
verdict = res["verdict"]
|
||||
p_str = ", ".join(f"{k}={v}" for k, v in res["best_params"].items())
|
||||
print(f" {name:<14} {res['combos_tested']:>6} {is_pf:>10.2f} {oos_pf:>8.2f} "
|
||||
f"{gen:>6.3f} {verdict:>8} {p_str}")
|
||||
|
||||
# Save JSON
|
||||
out_path = os.path.join(RESULTS_DIR, "param_sweep.json")
|
||||
|
||||
def json_default(obj):
|
||||
if isinstance(obj, (np.integer,)):
|
||||
return int(obj)
|
||||
if isinstance(obj, (np.floating,)):
|
||||
return float(obj)
|
||||
if isinstance(obj, (np.bool_, bool)):
|
||||
return bool(obj)
|
||||
return str(obj)
|
||||
|
||||
with open(out_path, "w") as f:
|
||||
json.dump(all_sweep_results, f, indent=2, default=json_default)
|
||||
print(f"\nResults saved: {out_path}")
|
||||
|
||||
elapsed = time.time() - t0
|
||||
print(f"Total runtime: {elapsed:.1f}s")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -0,0 +1,359 @@
|
||||
"""
|
||||
Phase 2 — Unified Backtest Runner with IS/OOS Split.
|
||||
|
||||
Runs all 5 Phase 2 strategies on:
|
||||
- In-Sample (IS): 2021-01-01 to 2022-12-31
|
||||
- Out-of-Sample (OOS): 2023-01-01 to 2023-08-31
|
||||
|
||||
Computes per-strategy and portfolio-level metrics, generalization scores,
|
||||
and exports structured results.
|
||||
|
||||
Output:
|
||||
- Console summary table
|
||||
- results/phase2/backtest_report.json
|
||||
- results/phase2/trades_{name}_IS.csv / trades_{name}_OOS.csv
|
||||
"""
|
||||
import os, sys, io, json, time
|
||||
sys.stdout = io.TextIOWrapper(sys.stdout.buffer, encoding='utf-8', errors='replace')
|
||||
sys.path.insert(0, os.path.dirname(os.path.dirname(__file__)))
|
||||
|
||||
import pandas as pd
|
||||
import numpy as np
|
||||
from src.indicators.technical import compute_all_indicators
|
||||
from src.backtester.engine import Backtester
|
||||
|
||||
# Strategy imports
|
||||
from src.strategies_pkg.s7_liquidity_sweep import S7_Liquidity_Sweep
|
||||
from src.strategies_pkg.s9_london_session import S9_London_Session
|
||||
from src.strategies_pkg.s4f_ema_ribbon import S4F_EMA_Ribbon
|
||||
from src.strategies_pkg.s3_key_level_breakout import S3_KeyLevel_Breakout
|
||||
|
||||
PROCESSED_DIR = os.path.join(os.path.dirname(os.path.dirname(__file__)), "data", "processed")
|
||||
RESULTS_DIR = os.path.join(os.path.dirname(os.path.dirname(__file__)), "results", "phase2")
|
||||
os.makedirs(RESULTS_DIR, exist_ok=True)
|
||||
|
||||
# IS/OOS period definitions
|
||||
IS_START = "2021-01-01"
|
||||
IS_END = "2022-12-31"
|
||||
OOS_START = "2023-01-01"
|
||||
OOS_END = "2023-08-31"
|
||||
WARMUP_DAYS = 60
|
||||
|
||||
# Phase 2 strategy-pair configurations
|
||||
CONFIGS = [
|
||||
{"name": "S7_Tight", "pair": "GBP_JPY", "tf": "H1", "htf_tf": "H1",
|
||||
"factory": lambda: S7_Liquidity_Sweep()},
|
||||
{"name": "S9", "pair": "GBP_USD", "tf": "H1", "htf_tf": "H1",
|
||||
"factory": lambda: S9_London_Session()},
|
||||
{"name": "S9_Filtered", "pair": "GBP_AUD", "tf": "H1", "htf_tf": "H1",
|
||||
"factory": lambda: S9_London_Session(pair="GBP_AUD", filtered=True)},
|
||||
{"name": "S4F", "pair": "EUR_AUD", "tf": "M15", "htf_tf": "H1",
|
||||
"factory": lambda: S4F_EMA_Ribbon()},
|
||||
{"name": "S3", "pair": "GBP_JPY", "tf": "H1", "htf_tf": "H1",
|
||||
"factory": lambda: S3_KeyLevel_Breakout()},
|
||||
]
|
||||
|
||||
|
||||
def load_data(pair, tf):
|
||||
"""Load price data with indicators."""
|
||||
fp = os.path.join(PROCESSED_DIR, f"{pair}_{tf}.csv")
|
||||
if not os.path.exists(fp):
|
||||
print(f" WARNING: {fp} not found")
|
||||
return None
|
||||
df = pd.read_csv(fp, index_col=0, parse_dates=True)
|
||||
df.index.name = "timestamp"
|
||||
return compute_all_indicators(df)
|
||||
|
||||
|
||||
def slice_period(df, start, end, warmup_days=WARMUP_DAYS):
|
||||
"""Slice dataframe to a date range, with warmup prepended for indicators."""
|
||||
if df.index.tz is not None:
|
||||
start_ts = pd.Timestamp(start, tz=df.index.tz)
|
||||
end_ts = pd.Timestamp(f"{end} 23:59:59", tz=df.index.tz)
|
||||
else:
|
||||
start_ts = pd.Timestamp(start)
|
||||
end_ts = pd.Timestamp(f"{end} 23:59:59")
|
||||
|
||||
warmup_start = start_ts - pd.DateOffset(days=warmup_days)
|
||||
sliced = df[(df.index >= warmup_start) & (df.index <= end_ts)].copy()
|
||||
return sliced, start_ts
|
||||
|
||||
|
||||
def run_backtest_period(cfg, data, htf_data, start, end):
|
||||
"""Run backtester on a period, return filtered trade log."""
|
||||
sliced, start_ts = slice_period(data, start, end)
|
||||
if len(sliced) < 250:
|
||||
print(f" Insufficient data ({len(sliced)} bars)")
|
||||
return pd.DataFrame()
|
||||
|
||||
htf_sliced = sliced.copy() if cfg["htf_tf"] == cfg["tf"] else \
|
||||
slice_period(htf_data, start, end)[0]
|
||||
|
||||
strategy = cfg["factory"]()
|
||||
bt = Backtester(data=sliced, strategy=strategy, pair=cfg["pair"],
|
||||
starting_equity=100_000.0, htf_data=htf_sliced)
|
||||
bt.run()
|
||||
trade_log = bt.get_trade_log_df()
|
||||
|
||||
# Filter trades to exclude warmup period
|
||||
if not trade_log.empty:
|
||||
ts = pd.to_datetime(trade_log["timestamp"])
|
||||
filter_ts = pd.Timestamp(start_ts)
|
||||
if ts.dt.tz is not None and filter_ts.tz is None:
|
||||
filter_ts = filter_ts.tz_localize(ts.dt.tz)
|
||||
elif ts.dt.tz is None and filter_ts.tz is not None:
|
||||
filter_ts = filter_ts.tz_localize(None)
|
||||
trade_log = trade_log[ts >= filter_ts]
|
||||
|
||||
return trade_log
|
||||
|
||||
|
||||
def compute_metrics(trade_log):
|
||||
"""Compute metrics from a trade log DataFrame, including Sharpe ratio."""
|
||||
if trade_log.empty or len(trade_log) == 0:
|
||||
return {
|
||||
"trades": 0, "wr": 0, "pf": 0, "sharpe": 0,
|
||||
"pnl_pips": 0, "max_dd_pips": 0, "expectancy": 0,
|
||||
}
|
||||
|
||||
n = len(trade_log)
|
||||
wins = trade_log[trade_log["win"] == True]
|
||||
losses = trade_log[trade_log["win"] == False]
|
||||
|
||||
wr = len(wins) / n * 100 if n > 0 else 0
|
||||
gross_profit = wins["pnl_pips"].sum() if len(wins) > 0 else 0
|
||||
gross_loss = abs(losses["pnl_pips"].sum()) if len(losses) > 0 else 0
|
||||
pf = gross_profit / gross_loss if gross_loss > 0 else float("inf")
|
||||
total_pnl = trade_log["pnl_pips"].sum()
|
||||
expectancy = total_pnl / n if n > 0 else 0
|
||||
|
||||
# Sharpe ratio (annualized, from per-trade PnL)
|
||||
if n > 1:
|
||||
pnl_series = trade_log["pnl_pips"]
|
||||
sharpe = (pnl_series.mean() / pnl_series.std()) * np.sqrt(252) \
|
||||
if pnl_series.std() > 0 else 0
|
||||
else:
|
||||
sharpe = 0
|
||||
|
||||
# Max drawdown in pips
|
||||
cum_pnl = trade_log["pnl_pips"].cumsum()
|
||||
peak = cum_pnl.cummax()
|
||||
dd = cum_pnl - peak
|
||||
max_dd = dd.min() if len(dd) > 0 else 0
|
||||
|
||||
return {
|
||||
"trades": n,
|
||||
"wr": round(wr, 1),
|
||||
"pf": round(pf, 2),
|
||||
"sharpe": round(sharpe, 2),
|
||||
"pnl_pips": round(total_pnl, 1),
|
||||
"max_dd_pips": round(max_dd, 1),
|
||||
"expectancy": round(expectancy, 2),
|
||||
}
|
||||
|
||||
|
||||
def compute_generalization_scores(is_metrics, oos_metrics):
|
||||
"""Compute OOS/IS ratio per metric + composite generalization score."""
|
||||
if is_metrics["trades"] == 0 or oos_metrics["trades"] == 0:
|
||||
return {"composite": 0, "detail": {}, "verdict": "FAIL"}
|
||||
|
||||
ratios = {}
|
||||
|
||||
# Win rate ratio
|
||||
if is_metrics["wr"] > 0:
|
||||
ratios["wr"] = oos_metrics["wr"] / is_metrics["wr"]
|
||||
else:
|
||||
ratios["wr"] = 0
|
||||
|
||||
# Profit factor ratio
|
||||
if is_metrics["pf"] > 0 and is_metrics["pf"] != float("inf"):
|
||||
if oos_metrics["pf"] == float("inf"):
|
||||
ratios["pf"] = 2.0 # Cap at 2x
|
||||
else:
|
||||
ratios["pf"] = oos_metrics["pf"] / is_metrics["pf"]
|
||||
else:
|
||||
ratios["pf"] = 0
|
||||
|
||||
# Expectancy ratio
|
||||
if is_metrics["expectancy"] > 0:
|
||||
ratios["expectancy"] = oos_metrics["expectancy"] / is_metrics["expectancy"]
|
||||
elif is_metrics["expectancy"] < 0 and oos_metrics["expectancy"] < 0:
|
||||
ratios["expectancy"] = 0 # Both negative
|
||||
else:
|
||||
ratios["expectancy"] = 0
|
||||
|
||||
# Sharpe ratio (same-sign comparison)
|
||||
if is_metrics["sharpe"] > 0:
|
||||
ratios["sharpe"] = oos_metrics["sharpe"] / is_metrics["sharpe"]
|
||||
else:
|
||||
ratios["sharpe"] = 0
|
||||
|
||||
# Cap individual ratios at 2.0 (OOS can't be "too much better")
|
||||
for k in ratios:
|
||||
ratios[k] = min(ratios[k], 2.0)
|
||||
ratios[k] = max(ratios[k], 0.0)
|
||||
|
||||
# Composite: equal-weight average of capped ratios
|
||||
composite = np.mean(list(ratios.values())) if ratios else 0
|
||||
|
||||
if composite >= 0.80:
|
||||
verdict = "PASS"
|
||||
elif composite >= 0.50:
|
||||
verdict = "WARN"
|
||||
else:
|
||||
verdict = "FAIL"
|
||||
|
||||
return {
|
||||
"composite": round(composite, 3),
|
||||
"detail": {k: round(v, 3) for k, v in ratios.items()},
|
||||
"verdict": verdict,
|
||||
}
|
||||
|
||||
|
||||
def compute_portfolio_aggregate(all_trade_logs):
|
||||
"""Concatenate all strategy trades, compute portfolio-level metrics."""
|
||||
combined = pd.concat(all_trade_logs, ignore_index=True) if all_trade_logs else pd.DataFrame()
|
||||
return compute_metrics(combined), combined
|
||||
|
||||
|
||||
def main():
|
||||
t0 = time.time()
|
||||
all_results = {}
|
||||
is_trade_logs = []
|
||||
oos_trade_logs = []
|
||||
|
||||
print(f"{'='*100}")
|
||||
print("PHASE 2 — UNIFIED BACKTEST (IS/OOS Split)")
|
||||
print(f" IS period: {IS_START} to {IS_END}")
|
||||
print(f" OOS period: {OOS_START} to {OOS_END}")
|
||||
print(f"{'='*100}")
|
||||
|
||||
header = (f"{'Strategy':<14} {'Period':<5} {'Trades':>6} {'WR%':>6} "
|
||||
f"{'PF':>6} {'Sharpe':>7} {'Exp':>7} {'PnL':>9} {'Gen':>6}")
|
||||
separator = "-" * 100
|
||||
|
||||
print(f"\n{header}")
|
||||
print(separator)
|
||||
|
||||
for cfg in CONFIGS:
|
||||
name = cfg["name"]
|
||||
pair = cfg["pair"]
|
||||
tf = cfg["tf"]
|
||||
htf_tf = cfg["htf_tf"]
|
||||
|
||||
print(f"\n Loading {name} / {pair} ({tf})...")
|
||||
|
||||
# Load data
|
||||
data = load_data(pair, tf)
|
||||
if data is None:
|
||||
continue
|
||||
htf_data = data.copy() if htf_tf == tf else load_data(pair, htf_tf)
|
||||
if htf_data is None:
|
||||
continue
|
||||
|
||||
# Run IS
|
||||
is_log = run_backtest_period(cfg, data, htf_data, IS_START, IS_END)
|
||||
is_metrics = compute_metrics(is_log)
|
||||
|
||||
# Run OOS
|
||||
oos_log = run_backtest_period(cfg, data, htf_data, OOS_START, OOS_END)
|
||||
oos_metrics = compute_metrics(oos_log)
|
||||
|
||||
# Generalization score
|
||||
gen = compute_generalization_scores(is_metrics, oos_metrics)
|
||||
|
||||
# Print rows
|
||||
print(f" {name:<14} {'IS':<5} {is_metrics['trades']:>6} "
|
||||
f"{is_metrics['wr']:>5.1f}% {is_metrics['pf']:>6.2f} "
|
||||
f"{is_metrics['sharpe']:>7.2f} {is_metrics['expectancy']:>+7.2f} "
|
||||
f"{is_metrics['pnl_pips']:>+9.1f}")
|
||||
print(f" {'':<14} {'OOS':<5} {oos_metrics['trades']:>6} "
|
||||
f"{oos_metrics['wr']:>5.1f}% {oos_metrics['pf']:>6.2f} "
|
||||
f"{oos_metrics['sharpe']:>7.2f} {oos_metrics['expectancy']:>+7.2f} "
|
||||
f"{oos_metrics['pnl_pips']:>+9.1f} "
|
||||
f"{gen['composite']:>5.2f} {gen['verdict']}")
|
||||
|
||||
# Save trade CSVs
|
||||
if not is_log.empty:
|
||||
is_log.to_csv(os.path.join(RESULTS_DIR, f"trades_{name}_IS.csv"), index=False)
|
||||
is_trade_logs.append(is_log)
|
||||
if not oos_log.empty:
|
||||
oos_log.to_csv(os.path.join(RESULTS_DIR, f"trades_{name}_OOS.csv"), index=False)
|
||||
oos_trade_logs.append(oos_log)
|
||||
|
||||
# Store results
|
||||
all_results[name] = {
|
||||
"pair": pair, "timeframe": tf,
|
||||
"is_metrics": is_metrics, "oos_metrics": oos_metrics,
|
||||
"generalization": gen,
|
||||
}
|
||||
|
||||
# Portfolio aggregate
|
||||
print(f"\n{separator}")
|
||||
print("PORTFOLIO AGGREGATE")
|
||||
print(separator)
|
||||
|
||||
port_is_metrics, _ = compute_portfolio_aggregate(is_trade_logs)
|
||||
port_oos_metrics, _ = compute_portfolio_aggregate(oos_trade_logs)
|
||||
port_gen = compute_generalization_scores(port_is_metrics, port_oos_metrics)
|
||||
|
||||
print(f" {'PORTFOLIO':<14} {'IS':<5} {port_is_metrics['trades']:>6} "
|
||||
f"{port_is_metrics['wr']:>5.1f}% {port_is_metrics['pf']:>6.2f} "
|
||||
f"{port_is_metrics['sharpe']:>7.2f} {port_is_metrics['expectancy']:>+7.2f} "
|
||||
f"{port_is_metrics['pnl_pips']:>+9.1f}")
|
||||
print(f" {'':<14} {'OOS':<5} {port_oos_metrics['trades']:>6} "
|
||||
f"{port_oos_metrics['wr']:>5.1f}% {port_oos_metrics['pf']:>6.2f} "
|
||||
f"{port_oos_metrics['sharpe']:>7.2f} {port_oos_metrics['expectancy']:>+7.2f} "
|
||||
f"{port_oos_metrics['pnl_pips']:>+9.1f} "
|
||||
f"{port_gen['composite']:>5.2f} {port_gen['verdict']}")
|
||||
|
||||
all_results["_portfolio"] = {
|
||||
"is_metrics": port_is_metrics,
|
||||
"oos_metrics": port_oos_metrics,
|
||||
"generalization": port_gen,
|
||||
}
|
||||
|
||||
# Generalization summary
|
||||
print(f"\n{separator}")
|
||||
print("GENERALIZATION SUMMARY")
|
||||
print(separator)
|
||||
print(f" {'Strategy':<14} {'Composite':>9} {'WR':>6} {'PF':>6} {'Exp':>6} {'Sharpe':>7} {'Verdict':>8}")
|
||||
for name, res in all_results.items():
|
||||
if name.startswith("_"):
|
||||
continue
|
||||
g = res["generalization"]
|
||||
d = g["detail"]
|
||||
print(f" {name:<14} {g['composite']:>9.3f} "
|
||||
f"{d.get('wr', 0):>6.3f} {d.get('pf', 0):>6.3f} "
|
||||
f"{d.get('expectancy', 0):>6.3f} {d.get('sharpe', 0):>7.3f} "
|
||||
f"{g['verdict']:>8}")
|
||||
|
||||
g = all_results["_portfolio"]["generalization"]
|
||||
d = g["detail"]
|
||||
print(f" {'PORTFOLIO':<14} {g['composite']:>9.3f} "
|
||||
f"{d.get('wr', 0):>6.3f} {d.get('pf', 0):>6.3f} "
|
||||
f"{d.get('expectancy', 0):>6.3f} {d.get('sharpe', 0):>7.3f} "
|
||||
f"{g['verdict']:>8}")
|
||||
|
||||
# Save JSON report
|
||||
out_path = os.path.join(RESULTS_DIR, "backtest_report.json")
|
||||
|
||||
def json_default(obj):
|
||||
if isinstance(obj, (np.integer,)):
|
||||
return int(obj)
|
||||
if isinstance(obj, (np.floating,)):
|
||||
return float(obj)
|
||||
if isinstance(obj, (np.bool_,)):
|
||||
return bool(obj)
|
||||
return str(obj)
|
||||
|
||||
with open(out_path, "w") as f:
|
||||
json.dump(all_results, f, indent=2, default=json_default)
|
||||
print(f"\nResults saved: {out_path}")
|
||||
|
||||
elapsed = time.time() - t0
|
||||
print(f"Total runtime: {elapsed:.1f}s")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -25,6 +25,17 @@ class S3_KeyLevel_Breakout(BaseStrategy):
|
||||
strategy_id = 3
|
||||
name = "S3_Key_Level_Breakout"
|
||||
|
||||
# Tunable parameters (defaults match original hardcoded values)
|
||||
BODY_RATIO_MIN = 0.50
|
||||
VOLUME_MULT = 1.5
|
||||
SL_ATR_MULT = 0.5
|
||||
TP1_ATR_MULT = 1.5
|
||||
TP2_ATR_MULT = 2.5
|
||||
TP3_ATR_MULT = 4.0
|
||||
MIN_ADX = 20
|
||||
KEY_LEVEL_TOLERANCE = 0.75
|
||||
KEY_LEVEL_MIN_TOUCHES = 3
|
||||
|
||||
def __init__(self):
|
||||
super().__init__()
|
||||
self._cached_levels = None
|
||||
@@ -47,21 +58,21 @@ class S3_KeyLevel_Breakout(BaseStrategy):
|
||||
|
||||
# ADX filter: require trending market
|
||||
adx_val = current.get("adx_14", 0)
|
||||
if adx_val < 20:
|
||||
if adx_val < self.MIN_ADX:
|
||||
return None
|
||||
|
||||
# Strong close: candle body > 50% of range
|
||||
close = current["close"]
|
||||
body = abs(close - current["open"])
|
||||
full_range = current["high"] - current["low"]
|
||||
if full_range <= 0 or body / full_range < 0.50:
|
||||
if full_range <= 0 or body / full_range < self.BODY_RATIO_MIN:
|
||||
return None
|
||||
|
||||
# Volume spike: current volume > 1.5x 20-bar average
|
||||
vol = current.get("volume", 0)
|
||||
if vol > 0 and idx >= 20:
|
||||
vol_avg = data["volume"].iloc[idx - 20:idx].mean()
|
||||
if vol_avg > 0 and vol < 1.5 * vol_avg:
|
||||
if vol_avg > 0 and vol < self.VOLUME_MULT * vol_avg:
|
||||
return None
|
||||
|
||||
prev_close = data.iloc[idx - 1]["close"]
|
||||
@@ -74,7 +85,9 @@ class S3_KeyLevel_Breakout(BaseStrategy):
|
||||
start = max(0, idx - 1000)
|
||||
window = data.iloc[start:idx] # exclude current bar
|
||||
self._cached_levels = identify_key_levels(
|
||||
window, lookback=5, tolerance_atr_mult=0.75, min_touches=3
|
||||
window, lookback=5,
|
||||
tolerance_atr_mult=self.KEY_LEVEL_TOLERANCE,
|
||||
min_touches=self.KEY_LEVEL_MIN_TOUCHES,
|
||||
)
|
||||
self._cache_idx = idx
|
||||
|
||||
@@ -98,10 +111,10 @@ class S3_KeyLevel_Breakout(BaseStrategy):
|
||||
confluence = self._calc_confluence(current, data, idx,
|
||||
"LONG", touch_count, vol)
|
||||
|
||||
sl = level_price - 0.5 * atr_val
|
||||
tp1 = close + 1.5 * atr_val
|
||||
tp2 = close + 2.5 * atr_val
|
||||
tp3 = close + 4.0 * atr_val
|
||||
sl = level_price - self.SL_ATR_MULT * atr_val
|
||||
tp1 = close + self.TP1_ATR_MULT * atr_val
|
||||
tp2 = close + self.TP2_ATR_MULT * atr_val
|
||||
tp3 = close + self.TP3_ATR_MULT * atr_val
|
||||
|
||||
return {
|
||||
"direction": "LONG",
|
||||
@@ -127,10 +140,10 @@ class S3_KeyLevel_Breakout(BaseStrategy):
|
||||
confluence = self._calc_confluence(current, data, idx,
|
||||
"SHORT", touch_count, vol)
|
||||
|
||||
sl = level_price + 0.5 * atr_val
|
||||
tp1 = close - 1.5 * atr_val
|
||||
tp2 = close - 2.5 * atr_val
|
||||
tp3 = close - 4.0 * atr_val
|
||||
sl = level_price + self.SL_ATR_MULT * atr_val
|
||||
tp1 = close - self.TP1_ATR_MULT * atr_val
|
||||
tp2 = close - self.TP2_ATR_MULT * atr_val
|
||||
tp3 = close - self.TP3_ATR_MULT * atr_val
|
||||
|
||||
return {
|
||||
"direction": "SHORT",
|
||||
|
||||
@@ -21,6 +21,13 @@ class S4F_EMA_Ribbon(BaseStrategy):
|
||||
strategy_id = 4
|
||||
name = "S4F_Trend_Context"
|
||||
|
||||
# Tunable parameters (defaults match original hardcoded values)
|
||||
SL_ATR_MULT = 2.0
|
||||
TP_ATR_MULT = 3.0
|
||||
VOLUME_MULT = 1.2
|
||||
COMPRESSION_ATR_MULT = 1.0
|
||||
HTF_EMA_DIST_ATR = 1.5
|
||||
|
||||
def check_signal(self, data: pd.DataFrame, idx: int,
|
||||
current: pd.Series,
|
||||
htf_row: Optional[pd.Series] = None) -> Optional[dict]:
|
||||
@@ -67,7 +74,7 @@ class S4F_EMA_Ribbon(BaseStrategy):
|
||||
|
||||
# ------- PRICE WITHIN 1.5 ATR OF 1H 50 EMA -------
|
||||
price = current["close"]
|
||||
if abs(price - htf_ema50) > 1.5 * atr_val:
|
||||
if abs(price - htf_ema50) > self.HTF_EMA_DIST_ATR * atr_val:
|
||||
return None
|
||||
|
||||
# ------- M15 RIBBON COMPRESSION -> EXPANSION -------
|
||||
@@ -78,7 +85,7 @@ class S4F_EMA_Ribbon(BaseStrategy):
|
||||
return None
|
||||
|
||||
ribbon_width = max(ema_20, ema_50, ema_100) - min(ema_20, ema_50, ema_100)
|
||||
compression_threshold = 1.0 * atr_val
|
||||
compression_threshold = self.COMPRESSION_ATR_MULT * atr_val
|
||||
|
||||
was_compressed = False
|
||||
min_compression_width = float('inf')
|
||||
@@ -119,16 +126,16 @@ class S4F_EMA_Ribbon(BaseStrategy):
|
||||
return None
|
||||
vol = current["volume"]
|
||||
vol_avg = data["volume"].iloc[max(0, idx - 20):idx].mean()
|
||||
if vol_avg <= 0 or vol <= 1.2 * vol_avg:
|
||||
if vol_avg <= 0 or vol <= self.VOLUME_MULT * vol_avg:
|
||||
return None
|
||||
|
||||
# ------- EXIT LEVELS -------
|
||||
if direction == "LONG":
|
||||
sl = price - 2.0 * atr_val
|
||||
tp1 = price + 3.0 * atr_val
|
||||
sl = price - self.SL_ATR_MULT * atr_val
|
||||
tp1 = price + self.TP_ATR_MULT * atr_val
|
||||
else:
|
||||
sl = price + 2.0 * atr_val
|
||||
tp1 = price - 3.0 * atr_val
|
||||
sl = price + self.SL_ATR_MULT * atr_val
|
||||
tp1 = price - self.TP_ATR_MULT * atr_val
|
||||
|
||||
return {
|
||||
"direction": direction,
|
||||
|
||||
Reference in New Issue
Block a user