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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
Download Patch File Download Diff File Expand all files Collapse all files
results/phase2/trades_S7_Tight_OOS.csv
+36
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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
2023-01-17 08:00:00+00:00,7,GBP_JPY,SHORT,156.853,157.58993007850478,156.40510488224282,155.92820976448562,155.92820976448562,1327.94,4,LONDON,2.5,0.3179300785047944,29.332745285905396,50.99217185424026,157.02745972264546,158.42288242533115,-12.466666666668402,False,0.025865055741165252,39.53856717784316,-14.545972264545526,0.8596059113300711,8,1,liquidity_sweep_bearish,157.58993007850478,SL,2023-01-17 11:00:00+00:00,-73.69300785047699,-978.5989284496242,180,False
2023-01-25 14:00:00+00:00,7,GBP_JPY,LONG,160.293,159.25868918760895,160.82096621858656,161.37793243717311,161.37793243717311,936.68,4,OVERLAP,2.5,0.3713108123910361,40.56390051396234,46.85426544845374,160.50512828109868,159.7787379605993,24.78006285800518,False,-0.0332536979268942,57.51012407589763,-24.11282810986677,0.3100137174211179,14,2,liquidity_sweep_bullish,161.37793243717311,TP3,2023-01-26 14:00:00+00:00,80.64609106235355,755.3958057628531,1440,True
2023-01-27 14:00:00+00:00,7,GBP_JPY,LONG,160.845,160.1001034765563,161.26884478516553,161.72168957033105,161.72168957033105,1310.74,5,OVERLAP,2.5,0.30189652344368745,32.73459611366499,49.31038392008543,160.80278881570158,160.17464107094924,16.212754601434654,False,-0.05285242565206594,35.90566938385637,1.321118429842727,0.6779026217228109,14,4,liquidity_sweep_bullish,160.845,TP1+SL,2023-01-30 04:00:00+00:00,21.192239258276402,277.7751568539321,3720,True
2023-01-30 08:00:00+00:00,7,GBP_JPY,LONG,160.998,160.06247854774188,161.48728217838718,162.00556435677436,162.00556435677436,1046.63,4,LONDON,2.5,0.3455214522581219,29.814270281063635,52.3762512348054,160.84220911269054,160.29227975502073,12.633333333334917,False,-0.03260177565096172,43.48885057412417,12.67908873094541,0.7550471063256923,8,0,liquidity_sweep_bullish,160.06247854774188,SL,2023-01-31 13:00:00+00:00,-93.55214522581149,-979.144817576911,1740,False
2023-02-07 08:00:00+00:00,7,GBP_JPY,SHORT,158.514,159.27615697459103,158.09576453811346,157.64852907622694,157.64852907622694,1271.86,4,LONDON,2.5,0.29815697459102736,33.86494333414314,35.008196213806244,158.9704970298257,159.35304100713813,-8.500000000000796,False,-0.12859831779421368,12.796365888385523,-42.74970298257017,0.5626016260162577,8,1,liquidity_sweep_bearish,157.64852907622694,TP3,2023-02-07 15:00:00+00:00,64.18599975954622,816.3560565417645,420,True
2023-02-15 08:00:00+00:00,7,GBP_JPY,LONG,161.475,160.63822444901305,161.9331633264804,162.42032665296082,162.42032665296082,1168.2,4,LONDON,2.5,0.32477555098693867,35.760546925676536,51.202358026019404,160.9425495564048,159.76945555609316,14.799999999999613,False,-0.10316832698590783,49.40373666830891,50.345044359519875,0.6513409961685642,8,2,liquidity_sweep_bullish,160.63822444901305,SL,2023-02-16 20:00:00+00:00,-83.67755509869426,-977.5211986629463,2160,False
2023-02-20 13:00:00+00:00,7,GBP_JPY,LONG,161.402,160.94050661972355,161.70224007041466,162.0314801408293,162.0314801408293,2096.98,3,OVERLAP,2.5,0.21949338027643817,22.510894182920268,51.96097937721921,161.24768640682626,160.52936737096516,0.5778540364076434,False,-0.03742933521008679,26.21704986768218,12.531359317372903,0.42049469964661934,13,0,liquidity_sweep_bullish,162.0314801408293,TP3,2023-02-21 08:00:00+00:00,46.48631074634086,974.8086390886185,1140,True
2023-02-24 08:00:00+00:00,7,GBP_JPY,LONG,162.423,161.62274599039742,162.8338810144039,163.27376202880774,163.27376202880774,1221.48,4,LONDON,2.5,0.2932540096025817,49.40725178476419,58.24704281301323,162.23022203915804,161.64954100556935,13.866666666669403,False,0.07253722556311973,76.47493577162312,16.377796084196916,0.43518518518521687,8,4,liquidity_sweep_bullish,163.27376202880774,TP3,2023-02-27 09:00:00+00:00,63.082848661570644,770.5443798313531,4380,True
2023-03-01 10:00:00+00:00,7,GBP_JPY,LONG,163.523,162.8133527038778,163.98997094418328,164.4859418883666,164.4859418883666,1388.29,5,LONDON,2.5,0.33064729612219557,28.112807479887053,34.99153525085441,164.0190690325095,162.8173321092983,-42.234837800640435,False,-0.058051912792941085,19.471233816607725,-52.50690325094922,0.5142180094786736,10,2,liquidity_sweep_bullish,163.446,TIME,2023-03-03 02:00:00+00:00,-7.699999999999818,-106.89832999999747,2400,False
2023-03-03 10:00:00+00:00,7,GBP_JPY,LONG,163.477,162.8940483645097,163.81542745323546,164.18285490647094,164.18285490647094,1688.18,3,LONDON,2.5,0.2449516354903063,24.209943731646174,49.779455212860356,163.54019799476737,163.0700809546754,12.209907312367818,False,0.0038609886511218813,45.27194958648562,-9.219799476736057,0.680412371134087,10,4,liquidity_sweep_bullish,163.673,TIME,2023-03-07 02:00:00+00:00,19.599999999999792,330.88327999999655,5280,True
2023-03-10 08:00:00+00:00,7,GBP_JPY,LONG,163.132,162.11751173478035,163.6527323978295,164.20246479565898,164.20246479565898,973.33,4,LONDON,2.5,0.36648826521965927,39.61370075261295,62.79372119831741,162.53065173207335,162.82329435871725,17.900000000000205,False,0.08823316399821474,76.13268059191712,57.23482679266567,0.03708987161199815,8,4,liquidity_sweep_bullish,164.20246479565898,TP3,2023-03-10 11:00:00+00:00,79.56095947078887,774.3906868170293,180,True
2023-03-10 15:00:00+00:00,7,GBP_JPY,SHORT,162.441,163.48110190893985,161.73334713659025,160.9966942731805,160.9966942731805,956.81,4,OVERLAP,2.5,0.4911019089398321,38.353205888410784,42.58194566839862,162.77656439505847,162.87367816325352,-84.7592107635478,False,-0.04749520240996957,26.568477669723894,-30.65643950584729,0.6263736263736274,15,4,liquidity_sweep_bearish,162.441,TP1+SL,2023-03-12 23:00:00+00:00,35.38264317048743,338.54466811954075,3360,True
2023-03-17 09:00:00+00:00,7,GBP_JPY,SHORT,161.441,162.27833430132225,160.8184985480166,160.16699709603324,160.16699709603324,1192.55,3,LONDON,2.5,0.4343343013222553,25.59309143444508,51.1959070513113,161.4329863305534,162.09994512939522,-24.4159628208223,False,-0.007590317979641492,39.83896129878962,3.701366944659412,0.4830659536542096,9,4,liquidity_sweep_bearish,160.16699709603324,TP3,2023-03-17 12:00:00+00:00,94.82628609896602,1130.8508748732193,180,True
2023-03-23 12:00:00+00:00,7,GBP_JPY,SHORT,161.36,162.2062721045544,160.84859184316844,160.30818368633686,160.30818368633686,1193.32,4,LONDON,2.5,0.36027210455438236,25.72746134531387,48.31568171738155,161.52545861624577,161.67898587219332,-9.816317381205408,False,0.05808695066670985,46.80189585997883,-13.645861624576128,0.2023809523809638,12,3,liquidity_sweep_bearish,160.30818368633686,TP3,2023-03-23 18:00:00+00:00,78.16210494490353,932.7240307285228,360,True
2023-04-05 08:00:00+00:00,7,GBP_JPY,LONG,164.101,163.3533081201414,164.57253781978793,165.07307563957585,165.07307563957585,1363.13,5,LONDON,2.5,0.3336918798586102,24.79327060064265,39.31662138494484,164.50485552811688,163.4338304962397,10.400000000001342,False,-0.055322332028951815,21.403168251755574,-43.28555281168747,0.18777292576422058,8,2,liquidity_sweep_bullish,163.3533081201414,SL,2023-04-05 13:00:00+00:00,-74.76918798585928,-1019.2012321916436,300,False
2023-04-06 08:00:00+00:00,7,GBP_JPY,LONG,163.826,163.0348498316098,164.2532252525853,164.70945050517062,164.70945050517062,1275.37,3,LONDON,2.5,0.30415016839020953,31.91056776341332,55.32584375415158,163.8411612918208,163.43503873893894,11.999999999997613,False,0.10566291359791252,82.99181952934124,-4.416129182081363,0.09712230215827504,8,3,liquidity_sweep_bullish,163.826,TP1+SL,2023-04-07 09:00:00+00:00,21.36126262926581,272.4351351948673,1500,True
2023-04-14 10:00:00+00:00,7,GBP_JPY,LONG,165.85,165.37674011098275,166.19188983352586,166.56277966705173,166.56277966705173,2137.8,4,LONDON,2.5,0.24725988901724322,35.335259244596344,44.01614272595107,165.9991741471991,165.10180532231556,13.86900074088544,False,-0.027435194528438872,44.541118167418084,-17.81741471991154,0.31153846153842957,10,4,liquidity_sweep_bullish,165.85,TP1+SL,2023-04-14 17:00:00+00:00,17.094491676293444,365.4460430558013,420,True
2023-04-25 08:00:00+00:00,7,GBP_JPY,LONG,167.31799999999998,166.73611524125687,167.70732713811466,168.12565427622934,168.12565427622934,1745.0,4,LONDON,2.5,0.2788847587431201,19.492935415607384,46.58410450125601,167.25863101698675,166.62414892767117,8.733333333333348,False,-0.06991891227443747,44.169335608619384,3.0368983013232764,0.4020979020978326,8,1,liquidity_sweep_bullish,166.73611524125687,SL,2023-04-25 11:00:00+00:00,-58.188475874311514,-1015.3889040067359,180,False
2023-04-26 11:00:00+00:00,7,GBP_JPY,LONG,166.826,165.8994563017889,167.33031554731667,167.86363109463335,167.86363109463335,1084.93,4,LONDON,2.5,0.35554369821111276,38.196503064035404,59.77982653140025,166.5364413909423,166.51315006897983,25.591999543357247,False,0.13986527214800878,68.7159058283084,26.055860905771056,0.3602739726027379,11,2,liquidity_sweep_bullish,166.826,TP1+SL,2023-04-28 03:00:00+00:00,25.215777365833958,273.5735333751424,2400,True
2023-05-02 10:00:00+00:00,7,GBP_JPY,LONG,171.553,170.81778797300282,171.97281804049575,172.4216360809915,172.4216360809915,1370.99,3,LONDON,2.5,0.29921202699716715,27.036188444356352,49.41193732405757,170.97304944919085,168.5746126962526,5.560857486790383,False,-0.09966249908075522,16.480171879638718,55.09505508091479,0.6550925925925377,10,1,liquidity_sweep_bullish,170.81778797300282,SL,2023-05-02 13:00:00+00:00,-73.52120269971749,-1007.9683368928569,180,False
2023-05-04 12:00:00+00:00,7,GBP_JPY,LONG,169.257,168.4864908803068,169.7612636795398,170.2945273590796,170.2945273590796,1295.11,4,LONDON,2.5,0.3555091196932014,26.590068899600485,45.81717441284099,169.6920142120847,169.0096568659308,9.24644021950769,False,0.03772958873607929,58.538023651180026,-46.40142120846917,0.12871287128712536,12,3,liquidity_sweep_bullish,168.4864908803068,SL,2023-05-04 14:00:00+00:00,-77.05091196932017,-997.8940660058623,120,False
2023-05-09 08:00:00+00:00,7,GBP_JPY,LONG,170.295,169.59399055001666,170.67401417497504,171.0820283499501,171.0820283499501,1409.27,4,LONDON,2.5,0.2720094499833694,30.68395762265886,49.0840563465889,170.19138760389558,169.49266297715744,12.233333333327323,False,-0.04809688659215581,54.098892608806516,7.461239610441339,0.9237875288683233,8,1,liquidity_sweep_bullish,171.0820283499501,TP3,2023-05-10 07:00:00+00:00,58.30268471152723,821.6422448341398,1380,True
2023-05-31 10:00:00+00:00,7,GBP_JPY,LONG,173.138,172.4305484649206,173.55517730261911,174.00135460523822,174.00135460523822,1408.05,3,LONDON,2.5,0.2974515350794068,32.340158933238904,47.39589159119422,173.24329217527796,172.5427795153914,23.9411961935474,False,-0.03582781620810173,62.53072311735074,-13.42921752779489,0.5184331797235577,10,2,liquidity_sweep_bullish,173.138,TP1+SL,2023-05-31 15:00:00+00:00,20.858865130955447,293.7032504764182,300,True
2023-06-07 11:00:00+00:00,7,GBP_JPY,LONG,173.835,173.22436728657453,174.1774490701382,174.54889814027644,174.54889814027644,1636.11,4,LONDON,2.5,0.2476327134254741,36.832661497450694,63.57060864352053,173.4187369756332,173.28071485976514,35.89950334251455,False,0.07641434846964724,96.28172601678273,38.72630243668027,0.6556886227545522,11,2,liquidity_sweep_bullish,174.54889814027644,TP3,2023-06-09 00:00:00+00:00,52.81779685944965,864.1572561971417,2220,True
2023-06-22 08:00:00+00:00,7,GBP_JPY,LONG,181.409,180.6982371368287,181.80864429475693,182.23728858951387,182.23728858951387,1417.78,3,LONDON,2.5,0.2857628631712896,17.895682904600164,62.01872161262305,180.87989547482394,179.17813961657038,10.699999999999932,False,0.011910868153068563,66.46666451668075,50.010452517605586,0.8407643312101561,8,3,liquidity_sweep_bullish,182.23728858951387,TP3,2023-06-22 11:00:00+00:00,61.39722842871479,870.4776252166325,180,True
2023-06-26 13:00:00+00:00,7,GBP_JPY,LONG,182.418,181.48575590401765,182.96086614397353,183.53273228794706,183.53273228794706,1090.28,4,OVERLAP,2.5,0.381244095982346,32.391090547936486,51.29800024175066,182.1571955238508,180.44799731410907,23.496576952126702,False,-0.07723905252521529,51.16356898903035,23.180447614922173,0.7530864197530902,13,0,liquidity_sweep_bullish,183.53273228794706,TP3,2023-06-27 14:00:00+00:00,82.8809440235593,903.6343565000622,1500,True
2023-06-29 15:00:00+00:00,7,GBP_JPY,LONG,182.59199999999998,182.09286376589014,182.95020435116476,183.33740870232955,183.33740870232955,2054.44,3,OVERLAP,2.5,0.258136234109854,12.267319086170339,49.941186815284844,182.62696038224874,181.65089266038908,5.135898068320444,False,0.027442638534731223,51.11111111111408,-6.396038224875156,0.4560669456066045,15,3,liquidity_sweep_bullish,182.59199999999998,TP1+SL,2023-06-30 04:00:00+00:00,17.910217558238628,367.95467360347766,780,True
2023-07-05 08:00:00+00:00,7,GBP_JPY,LONG,183.535,182.98273468863977,183.81839796704034,184.13079593408068,184.13079593408068,1863.47,4,LONDON,2.5,0.20826531136022383,27.705714032145924,43.85604031116006,183.54145154686174,182.69228225192956,7.766666666668698,False,-0.02107732839312732,39.06187809844921,-3.545154686173646,0.20654911838789777,8,2,liquidity_sweep_bullish,183.535,TP1+SL,2023-07-05 21:00:00+00:00,14.169898352017185,264.05180482033467,780,True
2023-07-06 09:00:00+00:00,7,GBP_JPY,LONG,183.474,182.60717045049375,183.93524432425934,184.42548864851872,184.42548864851872,1190.28,4,LONDON,2.5,0.3268295495062394,43.03712801412934,52.278347692855704,183.41298884925865,182.84456311735545,30.50797141506507,False,-0.012236777088990208,82.92135282297102,3.201115074134009,0.7744916820702129,9,3,liquidity_sweep_bullish,183.474,TP1+SL,2023-07-06 14:00:00+00:00,23.062216212967716,274.5049471397121,300,True
2023-07-06 15:00:00+00:00,7,GBP_JPY,LONG,183.28799999999998,182.4308528575967,183.8352207136049,184.41144142720984,184.41144142720984,1206.93,4,OVERLAP,2.5,0.3841471424032852,33.235564823386774,47.28284034373919,183.43160712699503,182.88324756814774,-19.34606737529805,False,0.026899377248891007,39.23309924633902,-17.260712699504666,0.19144602851322085,15,3,liquidity_sweep_bullish,182.4308528575967,SL,2023-07-07 07:00:00+00:00,-85.7147142403278,-1034.5166005807882,960,False
2023-07-18 14:00:00+00:00,7,GBP_JPY,SHORT,181.303,182.24584661840953,180.7232300723857,180.11446014477139,180.11446014477139,1086.25,5,OVERLAP,2.5,0.40584661840953357,21.540886484627293,51.31237532673888,181.27613736906008,181.54163421949403,23.51278824399685,False,0.007855340905717823,56.62639594556199,5.586263093991306,0.011475409836073517,14,1,liquidity_sweep_bearish,180.11446014477139,TP3,2023-07-19 12:00:00+00:00,88.41658331002192,960.4251362051132,1320,True
2023-08-08 12:00:00+00:00,7,GBP_JPY,LONG,181.785,181.0533662449825,182.23545063252624,182.71490126505248,182.71490126505248,1412.96,5,LONDON,2.5,0.31963375501749464,44.59552252823842,42.45040920791141,181.8629128901112,181.65583251458378,-25.91445320686603,False,-0.13896720786922373,21.990170149313798,-10.691289011120375,0.08315098468273321,12,1,liquidity_sweep_bullish,182.71490126505248,TP3,2023-08-08 18:00:00+00:00,69.01825300178807,975.2003076140646,360,True
2023-08-21 09:00:00+00:00,7,GBP_JPY,LONG,185.746,185.00312289067608,186.12931566398586,186.54163132797174,186.54163132797174,1404.71,3,LONDON,2.5,0.2748771093239053,20.21769725192914,62.95033921827559,185.3184242752771,184.5564165468287,35.332419491351175,False,0.06972998900722238,81.27876540200798,39.857572472291736,0.9172259507830481,9,0,liquidity_sweep_bullish,186.54163132797174,TP3,2023-08-21 19:00:00+00:00,58.94791600043079,828.0472708496513,600,True
2023-08-24 11:00:00+00:00,7,GBP_JPY,SHORT,184.31300000000002,184.91314371103246,183.8932844334513,183.4445688669026,183.4445688669026,1752.59,3,LONDON,2.5,0.2991437110324665,21.613431296715227,47.47266395181888,184.7307509349721,184.8654247406399,-6.864836329779678,False,0.06092711939200332,30.603247728081232,-38.87509349720801,0.3846153846153311,11,3,liquidity_sweep_bearish,183.4445688669026,TP3,2023-08-25 03:00:00+00:00,64.40783049530852,1128.8051964777276,960,True
2023-08-25 14:00:00+00:00,7,GBP_JPY,SHORT,183.92000000000002,184.64183149497364,183.55025275753957,183.15150551507912,183.15150551507912,1472.77,4,OVERLAP,2.5,0.2658314949736258,37.10464179450578,49.9501201551098,184.15891785868124,184.62946582868443,-7.567181470571427,False,0.07189556754084372,66.00448228145032,-20.991785868122292,0.46074380165285267,14,4,liquidity_sweep_bearish,184.64183149497364,SL,2023-08-28 18:00:00+00:00,-72.18314949736282,-1063.0917708523104,4560,False
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 2023-01-17 08:00:00+00:00 7 GBP_JPY SHORT 156.853 157.58993007850478 156.40510488224282 155.92820976448562 155.92820976448562 1327.94 4 LONDON 2.5 0.3179300785047944 29.332745285905396 50.99217185424026 157.02745972264546 158.42288242533115 -12.466666666668402 False 0.025865055741165252 39.53856717784316 -14.545972264545526 0.8596059113300711 8 1 liquidity_sweep_bearish 157.58993007850478 SL 2023-01-17 11:00:00+00:00 -73.69300785047699 -978.5989284496242 180 False
3 2023-01-25 14:00:00+00:00 7 GBP_JPY LONG 160.293 159.25868918760895 160.82096621858656 161.37793243717311 161.37793243717311 936.68 4 OVERLAP 2.5 0.3713108123910361 40.56390051396234 46.85426544845374 160.50512828109868 159.7787379605993 24.78006285800518 False -0.0332536979268942 57.51012407589763 -24.11282810986677 0.3100137174211179 14 2 liquidity_sweep_bullish 161.37793243717311 TP3 2023-01-26 14:00:00+00:00 80.64609106235355 755.3958057628531 1440 True
4 2023-01-27 14:00:00+00:00 7 GBP_JPY LONG 160.845 160.1001034765563 161.26884478516553 161.72168957033105 161.72168957033105 1310.74 5 OVERLAP 2.5 0.30189652344368745 32.73459611366499 49.31038392008543 160.80278881570158 160.17464107094924 16.212754601434654 False -0.05285242565206594 35.90566938385637 1.321118429842727 0.6779026217228109 14 4 liquidity_sweep_bullish 160.845 TP1+SL 2023-01-30 04:00:00+00:00 21.192239258276402 277.7751568539321 3720 True
5 2023-01-30 08:00:00+00:00 7 GBP_JPY LONG 160.998 160.06247854774188 161.48728217838718 162.00556435677436 162.00556435677436 1046.63 4 LONDON 2.5 0.3455214522581219 29.814270281063635 52.3762512348054 160.84220911269054 160.29227975502073 12.633333333334917 False -0.03260177565096172 43.48885057412417 12.67908873094541 0.7550471063256923 8 0 liquidity_sweep_bullish 160.06247854774188 SL 2023-01-31 13:00:00+00:00 -93.55214522581149 -979.144817576911 1740 False
6 2023-02-07 08:00:00+00:00 7 GBP_JPY SHORT 158.514 159.27615697459103 158.09576453811346 157.64852907622694 157.64852907622694 1271.86 4 LONDON 2.5 0.29815697459102736 33.86494333414314 35.008196213806244 158.9704970298257 159.35304100713813 -8.500000000000796 False -0.12859831779421368 12.796365888385523 -42.74970298257017 0.5626016260162577 8 1 liquidity_sweep_bearish 157.64852907622694 TP3 2023-02-07 15:00:00+00:00 64.18599975954622 816.3560565417645 420 True
7 2023-02-15 08:00:00+00:00 7 GBP_JPY LONG 161.475 160.63822444901305 161.9331633264804 162.42032665296082 162.42032665296082 1168.2 4 LONDON 2.5 0.32477555098693867 35.760546925676536 51.202358026019404 160.9425495564048 159.76945555609316 14.799999999999613 False -0.10316832698590783 49.40373666830891 50.345044359519875 0.6513409961685642 8 2 liquidity_sweep_bullish 160.63822444901305 SL 2023-02-16 20:00:00+00:00 -83.67755509869426 -977.5211986629463 2160 False
8 2023-02-20 13:00:00+00:00 7 GBP_JPY LONG 161.402 160.94050661972355 161.70224007041466 162.0314801408293 162.0314801408293 2096.98 3 OVERLAP 2.5 0.21949338027643817 22.510894182920268 51.96097937721921 161.24768640682626 160.52936737096516 0.5778540364076434 False -0.03742933521008679 26.21704986768218 12.531359317372903 0.42049469964661934 13 0 liquidity_sweep_bullish 162.0314801408293 TP3 2023-02-21 08:00:00+00:00 46.48631074634086 974.8086390886185 1140 True
9 2023-02-24 08:00:00+00:00 7 GBP_JPY LONG 162.423 161.62274599039742 162.8338810144039 163.27376202880774 163.27376202880774 1221.48 4 LONDON 2.5 0.2932540096025817 49.40725178476419 58.24704281301323 162.23022203915804 161.64954100556935 13.866666666669403 False 0.07253722556311973 76.47493577162312 16.377796084196916 0.43518518518521687 8 4 liquidity_sweep_bullish 163.27376202880774 TP3 2023-02-27 09:00:00+00:00 63.082848661570644 770.5443798313531 4380 True
10 2023-03-01 10:00:00+00:00 7 GBP_JPY LONG 163.523 162.8133527038778 163.98997094418328 164.4859418883666 164.4859418883666 1388.29 5 LONDON 2.5 0.33064729612219557 28.112807479887053 34.99153525085441 164.0190690325095 162.8173321092983 -42.234837800640435 False -0.058051912792941085 19.471233816607725 -52.50690325094922 0.5142180094786736 10 2 liquidity_sweep_bullish 163.446 TIME 2023-03-03 02:00:00+00:00 -7.699999999999818 -106.89832999999747 2400 False
11 2023-03-03 10:00:00+00:00 7 GBP_JPY LONG 163.477 162.8940483645097 163.81542745323546 164.18285490647094 164.18285490647094 1688.18 3 LONDON 2.5 0.2449516354903063 24.209943731646174 49.779455212860356 163.54019799476737 163.0700809546754 12.209907312367818 False 0.0038609886511218813 45.27194958648562 -9.219799476736057 0.680412371134087 10 4 liquidity_sweep_bullish 163.673 TIME 2023-03-07 02:00:00+00:00 19.599999999999792 330.88327999999655 5280 True
12 2023-03-10 08:00:00+00:00 7 GBP_JPY LONG 163.132 162.11751173478035 163.6527323978295 164.20246479565898 164.20246479565898 973.33 4 LONDON 2.5 0.36648826521965927 39.61370075261295 62.79372119831741 162.53065173207335 162.82329435871725 17.900000000000205 False 0.08823316399821474 76.13268059191712 57.23482679266567 0.03708987161199815 8 4 liquidity_sweep_bullish 164.20246479565898 TP3 2023-03-10 11:00:00+00:00 79.56095947078887 774.3906868170293 180 True
13 2023-03-10 15:00:00+00:00 7 GBP_JPY SHORT 162.441 163.48110190893985 161.73334713659025 160.9966942731805 160.9966942731805 956.81 4 OVERLAP 2.5 0.4911019089398321 38.353205888410784 42.58194566839862 162.77656439505847 162.87367816325352 -84.7592107635478 False -0.04749520240996957 26.568477669723894 -30.65643950584729 0.6263736263736274 15 4 liquidity_sweep_bearish 162.441 TP1+SL 2023-03-12 23:00:00+00:00 35.38264317048743 338.54466811954075 3360 True
14 2023-03-17 09:00:00+00:00 7 GBP_JPY SHORT 161.441 162.27833430132225 160.8184985480166 160.16699709603324 160.16699709603324 1192.55 3 LONDON 2.5 0.4343343013222553 25.59309143444508 51.1959070513113 161.4329863305534 162.09994512939522 -24.4159628208223 False -0.007590317979641492 39.83896129878962 3.701366944659412 0.4830659536542096 9 4 liquidity_sweep_bearish 160.16699709603324 TP3 2023-03-17 12:00:00+00:00 94.82628609896602 1130.8508748732193 180 True
15 2023-03-23 12:00:00+00:00 7 GBP_JPY SHORT 161.36 162.2062721045544 160.84859184316844 160.30818368633686 160.30818368633686 1193.32 4 LONDON 2.5 0.36027210455438236 25.72746134531387 48.31568171738155 161.52545861624577 161.67898587219332 -9.816317381205408 False 0.05808695066670985 46.80189585997883 -13.645861624576128 0.2023809523809638 12 3 liquidity_sweep_bearish 160.30818368633686 TP3 2023-03-23 18:00:00+00:00 78.16210494490353 932.7240307285228 360 True
16 2023-04-05 08:00:00+00:00 7 GBP_JPY LONG 164.101 163.3533081201414 164.57253781978793 165.07307563957585 165.07307563957585 1363.13 5 LONDON 2.5 0.3336918798586102 24.79327060064265 39.31662138494484 164.50485552811688 163.4338304962397 10.400000000001342 False -0.055322332028951815 21.403168251755574 -43.28555281168747 0.18777292576422058 8 2 liquidity_sweep_bullish 163.3533081201414 SL 2023-04-05 13:00:00+00:00 -74.76918798585928 -1019.2012321916436 300 False
17 2023-04-06 08:00:00+00:00 7 GBP_JPY LONG 163.826 163.0348498316098 164.2532252525853 164.70945050517062 164.70945050517062 1275.37 3 LONDON 2.5 0.30415016839020953 31.91056776341332 55.32584375415158 163.8411612918208 163.43503873893894 11.999999999997613 False 0.10566291359791252 82.99181952934124 -4.416129182081363 0.09712230215827504 8 3 liquidity_sweep_bullish 163.826 TP1+SL 2023-04-07 09:00:00+00:00 21.36126262926581 272.4351351948673 1500 True
18 2023-04-14 10:00:00+00:00 7 GBP_JPY LONG 165.85 165.37674011098275 166.19188983352586 166.56277966705173 166.56277966705173 2137.8 4 LONDON 2.5 0.24725988901724322 35.335259244596344 44.01614272595107 165.9991741471991 165.10180532231556 13.86900074088544 False -0.027435194528438872 44.541118167418084 -17.81741471991154 0.31153846153842957 10 4 liquidity_sweep_bullish 165.85 TP1+SL 2023-04-14 17:00:00+00:00 17.094491676293444 365.4460430558013 420 True
19 2023-04-25 08:00:00+00:00 7 GBP_JPY LONG 167.31799999999998 166.73611524125687 167.70732713811466 168.12565427622934 168.12565427622934 1745.0 4 LONDON 2.5 0.2788847587431201 19.492935415607384 46.58410450125601 167.25863101698675 166.62414892767117 8.733333333333348 False -0.06991891227443747 44.169335608619384 3.0368983013232764 0.4020979020978326 8 1 liquidity_sweep_bullish 166.73611524125687 SL 2023-04-25 11:00:00+00:00 -58.188475874311514 -1015.3889040067359 180 False
20 2023-04-26 11:00:00+00:00 7 GBP_JPY LONG 166.826 165.8994563017889 167.33031554731667 167.86363109463335 167.86363109463335 1084.93 4 LONDON 2.5 0.35554369821111276 38.196503064035404 59.77982653140025 166.5364413909423 166.51315006897983 25.591999543357247 False 0.13986527214800878 68.7159058283084 26.055860905771056 0.3602739726027379 11 2 liquidity_sweep_bullish 166.826 TP1+SL 2023-04-28 03:00:00+00:00 25.215777365833958 273.5735333751424 2400 True
21 2023-05-02 10:00:00+00:00 7 GBP_JPY LONG 171.553 170.81778797300282 171.97281804049575 172.4216360809915 172.4216360809915 1370.99 3 LONDON 2.5 0.29921202699716715 27.036188444356352 49.41193732405757 170.97304944919085 168.5746126962526 5.560857486790383 False -0.09966249908075522 16.480171879638718 55.09505508091479 0.6550925925925377 10 1 liquidity_sweep_bullish 170.81778797300282 SL 2023-05-02 13:00:00+00:00 -73.52120269971749 -1007.9683368928569 180 False
22 2023-05-04 12:00:00+00:00 7 GBP_JPY LONG 169.257 168.4864908803068 169.7612636795398 170.2945273590796 170.2945273590796 1295.11 4 LONDON 2.5 0.3555091196932014 26.590068899600485 45.81717441284099 169.6920142120847 169.0096568659308 9.24644021950769 False 0.03772958873607929 58.538023651180026 -46.40142120846917 0.12871287128712536 12 3 liquidity_sweep_bullish 168.4864908803068 SL 2023-05-04 14:00:00+00:00 -77.05091196932017 -997.8940660058623 120 False
23 2023-05-09 08:00:00+00:00 7 GBP_JPY LONG 170.295 169.59399055001666 170.67401417497504 171.0820283499501 171.0820283499501 1409.27 4 LONDON 2.5 0.2720094499833694 30.68395762265886 49.0840563465889 170.19138760389558 169.49266297715744 12.233333333327323 False -0.04809688659215581 54.098892608806516 7.461239610441339 0.9237875288683233 8 1 liquidity_sweep_bullish 171.0820283499501 TP3 2023-05-10 07:00:00+00:00 58.30268471152723 821.6422448341398 1380 True
24 2023-05-31 10:00:00+00:00 7 GBP_JPY LONG 173.138 172.4305484649206 173.55517730261911 174.00135460523822 174.00135460523822 1408.05 3 LONDON 2.5 0.2974515350794068 32.340158933238904 47.39589159119422 173.24329217527796 172.5427795153914 23.9411961935474 False -0.03582781620810173 62.53072311735074 -13.42921752779489 0.5184331797235577 10 2 liquidity_sweep_bullish 173.138 TP1+SL 2023-05-31 15:00:00+00:00 20.858865130955447 293.7032504764182 300 True
25 2023-06-07 11:00:00+00:00 7 GBP_JPY LONG 173.835 173.22436728657453 174.1774490701382 174.54889814027644 174.54889814027644 1636.11 4 LONDON 2.5 0.2476327134254741 36.832661497450694 63.57060864352053 173.4187369756332 173.28071485976514 35.89950334251455 False 0.07641434846964724 96.28172601678273 38.72630243668027 0.6556886227545522 11 2 liquidity_sweep_bullish 174.54889814027644 TP3 2023-06-09 00:00:00+00:00 52.81779685944965 864.1572561971417 2220 True
26 2023-06-22 08:00:00+00:00 7 GBP_JPY LONG 181.409 180.6982371368287 181.80864429475693 182.23728858951387 182.23728858951387 1417.78 3 LONDON 2.5 0.2857628631712896 17.895682904600164 62.01872161262305 180.87989547482394 179.17813961657038 10.699999999999932 False 0.011910868153068563 66.46666451668075 50.010452517605586 0.8407643312101561 8 3 liquidity_sweep_bullish 182.23728858951387 TP3 2023-06-22 11:00:00+00:00 61.39722842871479 870.4776252166325 180 True
27 2023-06-26 13:00:00+00:00 7 GBP_JPY LONG 182.418 181.48575590401765 182.96086614397353 183.53273228794706 183.53273228794706 1090.28 4 OVERLAP 2.5 0.381244095982346 32.391090547936486 51.29800024175066 182.1571955238508 180.44799731410907 23.496576952126702 False -0.07723905252521529 51.16356898903035 23.180447614922173 0.7530864197530902 13 0 liquidity_sweep_bullish 183.53273228794706 TP3 2023-06-27 14:00:00+00:00 82.8809440235593 903.6343565000622 1500 True
28 2023-06-29 15:00:00+00:00 7 GBP_JPY LONG 182.59199999999998 182.09286376589014 182.95020435116476 183.33740870232955 183.33740870232955 2054.44 3 OVERLAP 2.5 0.258136234109854 12.267319086170339 49.941186815284844 182.62696038224874 181.65089266038908 5.135898068320444 False 0.027442638534731223 51.11111111111408 -6.396038224875156 0.4560669456066045 15 3 liquidity_sweep_bullish 182.59199999999998 TP1+SL 2023-06-30 04:00:00+00:00 17.910217558238628 367.95467360347766 780 True
29 2023-07-05 08:00:00+00:00 7 GBP_JPY LONG 183.535 182.98273468863977 183.81839796704034 184.13079593408068 184.13079593408068 1863.47 4 LONDON 2.5 0.20826531136022383 27.705714032145924 43.85604031116006 183.54145154686174 182.69228225192956 7.766666666668698 False -0.02107732839312732 39.06187809844921 -3.545154686173646 0.20654911838789777 8 2 liquidity_sweep_bullish 183.535 TP1+SL 2023-07-05 21:00:00+00:00 14.169898352017185 264.05180482033467 780 True
30 2023-07-06 09:00:00+00:00 7 GBP_JPY LONG 183.474 182.60717045049375 183.93524432425934 184.42548864851872 184.42548864851872 1190.28 4 LONDON 2.5 0.3268295495062394 43.03712801412934 52.278347692855704 183.41298884925865 182.84456311735545 30.50797141506507 False -0.012236777088990208 82.92135282297102 3.201115074134009 0.7744916820702129 9 3 liquidity_sweep_bullish 183.474 TP1+SL 2023-07-06 14:00:00+00:00 23.062216212967716 274.5049471397121 300 True
31 2023-07-06 15:00:00+00:00 7 GBP_JPY LONG 183.28799999999998 182.4308528575967 183.8352207136049 184.41144142720984 184.41144142720984 1206.93 4 OVERLAP 2.5 0.3841471424032852 33.235564823386774 47.28284034373919 183.43160712699503 182.88324756814774 -19.34606737529805 False 0.026899377248891007 39.23309924633902 -17.260712699504666 0.19144602851322085 15 3 liquidity_sweep_bullish 182.4308528575967 SL 2023-07-07 07:00:00+00:00 -85.7147142403278 -1034.5166005807882 960 False
32 2023-07-18 14:00:00+00:00 7 GBP_JPY SHORT 181.303 182.24584661840953 180.7232300723857 180.11446014477139 180.11446014477139 1086.25 5 OVERLAP 2.5 0.40584661840953357 21.540886484627293 51.31237532673888 181.27613736906008 181.54163421949403 23.51278824399685 False 0.007855340905717823 56.62639594556199 5.586263093991306 0.011475409836073517 14 1 liquidity_sweep_bearish 180.11446014477139 TP3 2023-07-19 12:00:00+00:00 88.41658331002192 960.4251362051132 1320 True
33 2023-08-08 12:00:00+00:00 7 GBP_JPY LONG 181.785 181.0533662449825 182.23545063252624 182.71490126505248 182.71490126505248 1412.96 5 LONDON 2.5 0.31963375501749464 44.59552252823842 42.45040920791141 181.8629128901112 181.65583251458378 -25.91445320686603 False -0.13896720786922373 21.990170149313798 -10.691289011120375 0.08315098468273321 12 1 liquidity_sweep_bullish 182.71490126505248 TP3 2023-08-08 18:00:00+00:00 69.01825300178807 975.2003076140646 360 True
34 2023-08-21 09:00:00+00:00 7 GBP_JPY LONG 185.746 185.00312289067608 186.12931566398586 186.54163132797174 186.54163132797174 1404.71 3 LONDON 2.5 0.2748771093239053 20.21769725192914 62.95033921827559 185.3184242752771 184.5564165468287 35.332419491351175 False 0.06972998900722238 81.27876540200798 39.857572472291736 0.9172259507830481 9 0 liquidity_sweep_bullish 186.54163132797174 TP3 2023-08-21 19:00:00+00:00 58.94791600043079 828.0472708496513 600 True
35 2023-08-24 11:00:00+00:00 7 GBP_JPY SHORT 184.31300000000002 184.91314371103246 183.8932844334513 183.4445688669026 183.4445688669026 1752.59 3 LONDON 2.5 0.2991437110324665 21.613431296715227 47.47266395181888 184.7307509349721 184.8654247406399 -6.864836329779678 False 0.06092711939200332 30.603247728081232 -38.87509349720801 0.3846153846153311 11 3 liquidity_sweep_bearish 183.4445688669026 TP3 2023-08-25 03:00:00+00:00 64.40783049530852 1128.8051964777276 960 True
36 2023-08-25 14:00:00+00:00 7 GBP_JPY SHORT 183.92000000000002 184.64183149497364 183.55025275753957 183.15150551507912 183.15150551507912 1472.77 4 OVERLAP 2.5 0.2658314949736258 37.10464179450578 49.9501201551098 184.15891785868124 184.62946582868443 -7.567181470571427 False 0.07189556754084372 66.00448228145032 -20.991785868122292 0.46074380165285267 14 4 liquidity_sweep_bearish 184.64183149497364 SL 2023-08-28 18:00:00+00:00 -72.18314949736282 -1063.0917708523104 4560 False