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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_S4F_OOS.csv
+21
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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
2023-01-02 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
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 2023-01-02 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
3 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
4 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
5 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
6 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
7 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
8 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
9 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
10 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
11 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
12 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
13 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
14 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
15 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
16 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
17 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
18 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
19 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
20 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
21 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