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Add Phase 2 backtesting pipeline: IS/OOS split, param sweep, generalization scoring

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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
2026-02-20 10:25:08 +10:00
co-authored by Claude Opus 4.6
parent 9d16939eaa
commit 4f911b2072
16 changed files with 3251 additions and 19 deletions
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results/phase2/trades_S3_OOS.csv
+39
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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
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
1 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
2 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
3 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
4 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
5 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
6 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
7 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
8 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
9 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
10 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
11 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
12 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
13 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
14 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
15 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
16 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
17 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
18 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
19 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
20 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
21 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
22 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
23 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
24 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
25 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
26 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
27 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
28 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
29 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
30 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
31 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
32 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
33 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
34 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
35 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
36 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
37 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
38 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
39 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