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
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
+76
View File
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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
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 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
3 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
4 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
5 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
6 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
7 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
8 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
9 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
10 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
11 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
12 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
13 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
14 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
15 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
16 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
17 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
18 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
19 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
20 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
21 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
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25 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
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27 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
28 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
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30 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
31 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
32 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
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35 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
36 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
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39 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
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44 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
45 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
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47 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
48 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
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58 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
59 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
60 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
61 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
62 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
63 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
64 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
65 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
66 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
67 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
68 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
69 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
70 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
71 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
72 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
73 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
74 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
75 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
76 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