From 9c5d55ec4650cfd49394b2e8498a732eebdab754 Mon Sep 17 00:00:00 2001 From: Brent Neale Date: Fri, 20 Feb 2026 10:23:59 +1000 Subject: [PATCH] Refine Phase 2 portfolio: data-driven filters, drop S4F and S9 S7: add RSI floor (RSI<40 = 0% WR) and ATR percentile cap (high-vol regime = worse RR). IS flips from PF 0.68 to 1.52, OOS holds at 1.80. S3: add confluence gate (C>=4) and skip hours 09-10 (0% WR). IS PF 1.06 -> 1.22, OOS PF 1.07 -> 1.23. S9_Filtered: add skip_monday (unreliable Asian ranges after weekend gaps). IS PF 1.10 -> 1.31, OOS holds strong at 2.26. Drop S9/GBP_USD (negative PF across all param combos) and S4F/EUR_AUD (overfit: IS 1.43 collapses to OOS 0.48). 3-strategy portfolio: all PASS generalization, IS PF 1.29, OOS PF 1.55, Gen 1.46. Co-Authored-By: Claude Opus 4.6 --- results/phase2/backtest_report.json | 208 +++++++------------- results/phase2/trades_S3_IS.csv | 194 ++++++++---------- results/phase2/trades_S3_OOS.csv | 70 +++---- results/phase2/trades_S7_Tight_IS.csv | 86 +++----- results/phase2/trades_S7_Tight_OOS.csv | 50 ++--- results/phase2/trades_S9_Filtered_IS.csv | 94 ++++----- results/phase2/trades_S9_Filtered_OOS.csv | 19 +- src/run_phase2_backtest.py | 6 +- src/strategies_pkg/s3_key_level_breakout.py | 19 ++ src/strategies_pkg/s7_liquidity_sweep.py | 17 ++ src/strategies_pkg/s9_london_session.py | 21 +- 11 files changed, 328 insertions(+), 456 deletions(-) diff --git a/results/phase2/backtest_report.json b/results/phase2/backtest_report.json index eda6e19..09bf355 100644 --- a/results/phase2/backtest_report.json +++ b/results/phase2/backtest_report.json @@ -3,190 +3,126 @@ "pair": "GBP_JPY", "timeframe": "H1", "is_metrics": { - "trades": 63, - "wr": 52.4, - "pf": 0.68, - "sharpe": -2.71, - "pnl_pips": -567.6, - "max_dd_pips": -703.0, - "expectancy": -9.01 + "trades": 23, + "wr": 69.6, + "pf": 1.52, + "sharpe": 2.89, + "pnl_pips": 207.2, + "max_dd_pips": -205.7, + "expectancy": 9.01 }, "oos_metrics": { - "trades": 35, - "wr": 71.4, + "trades": 15, + "wr": 73.3, "pf": 1.8, - "sharpe": 4.17, - "pnl_pips": 558.9, - "max_dd_pips": -219.9, - "expectancy": 15.97 + "sharpe": 3.96, + "pnl_pips": 200.1, + "max_dd_pips": -73.5, + "expectancy": 13.34 }, "generalization": { - "composite": 0.841, + "composite": 1.272, "detail": { - "wr": 1.363, - "pf": 2.0, - "expectancy": 0, - "sharpe": 0 + "wr": 1.053, + "pf": 1.184, + "expectancy": 1.481, + "sharpe": 1.37 }, "verdict": "PASS" } }, - "S9": { - "pair": "GBP_USD", - "timeframe": "H1", - "is_metrics": { - "trades": 253, - "wr": 51.8, - "pf": 0.77, - "sharpe": -1.82, - "pnl_pips": -1171.7, - "max_dd_pips": -1775.8, - "expectancy": -4.63 - }, - "oos_metrics": { - "trades": 32, - "wr": 68.8, - "pf": 1.38, - "sharpe": 2.14, - "pnl_pips": 154.8, - "max_dd_pips": -132.7, - "expectancy": 4.84 - }, - "generalization": { - "composite": 0.78, - "detail": { - "wr": 1.328, - "pf": 1.792, - "expectancy": 0, - "sharpe": 0 - }, - "verdict": "WARN" - } - }, "S9_Filtered": { "pair": "GBP_AUD", "timeframe": "H1", "is_metrics": { - "trades": 54, - "wr": 57.4, - "pf": 1.1, - "sharpe": 0.66, - "pnl_pips": 131.8, - "max_dd_pips": -561.2, - "expectancy": 2.44 + "trades": 42, + "wr": 59.5, + "pf": 1.31, + "sharpe": 1.89, + "pnl_pips": 299.5, + "max_dd_pips": -393.2, + "expectancy": 7.13 }, "oos_metrics": { - "trades": 12, - "wr": 75.0, - "pf": 2.98, - "sharpe": 7.38, - "pnl_pips": 342.6, + "trades": 9, + "wr": 66.7, + "pf": 2.26, + "sharpe": 5.45, + "pnl_pips": 217.8, "max_dd_pips": -49.6, - "expectancy": 28.55 + "expectancy": 24.19 }, "generalization": { - "composite": 1.827, + "composite": 1.712, "detail": { - "wr": 1.307, - "pf": 2.0, + "wr": 1.121, + "pf": 1.725, "expectancy": 2.0, "sharpe": 2.0 }, "verdict": "PASS" } }, - "S4F": { - "pair": "EUR_AUD", - "timeframe": "M15", - "is_metrics": { - "trades": 75, - "wr": 50.7, - "pf": 1.43, - "sharpe": 2.63, - "pnl_pips": 427.8, - "max_dd_pips": -183.7, - "expectancy": 5.7 - }, - "oos_metrics": { - "trades": 20, - "wr": 25.0, - "pf": 0.48, - "sharpe": -5.42, - "pnl_pips": -254.7, - "max_dd_pips": -337.2, - "expectancy": -12.74 - }, - "generalization": { - "composite": 0.207, - "detail": { - "wr": 0.493, - "pf": 0.336, - "expectancy": 0.0, - "sharpe": 0.0 - }, - "verdict": "FAIL" - } - }, "S3": { "pair": "GBP_JPY", "timeframe": "H1", "is_metrics": { - "trades": 112, - "wr": 49.1, - "pf": 1.06, - "sharpe": 0.39, - "pnl_pips": 146.2, - "max_dd_pips": -533.2, - "expectancy": 1.31 + "trades": 84, + "wr": 53.6, + "pf": 1.22, + "sharpe": 1.26, + "pnl_pips": 359.2, + "max_dd_pips": -335.7, + "expectancy": 4.28 }, "oos_metrics": { - "trades": 38, - "wr": 55.3, - "pf": 1.07, - "sharpe": 0.51, - "pnl_pips": 56.9, + "trades": 32, + "wr": 59.4, + "pf": 1.23, + "sharpe": 1.47, + "pnl_pips": 135.5, "max_dd_pips": -182.9, - "expectancy": 1.5 + "expectancy": 4.24 }, "generalization": { - "composite": 1.147, + "composite": 1.068, "detail": { - "wr": 1.126, - "pf": 1.009, - "expectancy": 1.145, - "sharpe": 1.308 + "wr": 1.108, + "pf": 1.008, + "expectancy": 0.991, + "sharpe": 1.167 }, "verdict": "PASS" } }, "_portfolio": { "is_metrics": { - "trades": 557, - "wr": 51.7, - "pf": 0.91, - "sharpe": -0.64, - "pnl_pips": -1033.5, - "max_dd_pips": -2398.5, - "expectancy": -1.86 + "trades": 149, + "wr": 57.7, + "pf": 1.29, + "sharpe": 1.68, + "pnl_pips": 865.8, + "max_dd_pips": -597.5, + "expectancy": 5.81 }, "oos_metrics": { - "trades": 137, - "wr": 59.9, - "pf": 1.34, - "sharpe": 2.02, - "pnl_pips": 858.4, - "max_dd_pips": -452.7, - "expectancy": 6.27 + "trades": 56, + "wr": 64.3, + "pf": 1.55, + "sharpe": 3.03, + "pnl_pips": 553.3, + "max_dd_pips": -182.9, + "expectancy": 9.88 }, "generalization": { - "composite": 0.658, + "composite": 1.455, "detail": { - "wr": 1.159, - "pf": 1.473, - "expectancy": 0, - "sharpe": 0 + "wr": 1.114, + "pf": 1.202, + "expectancy": 1.701, + "sharpe": 1.804 }, - "verdict": "WARN" + "verdict": "PASS" } } } \ No newline at end of file diff --git a/results/phase2/trades_S3_IS.csv b/results/phase2/trades_S3_IS.csv index 6dd0563..0ffe414 100644 --- a/results/phase2/trades_S3_IS.csv +++ b/results/phase2/trades_S3_IS.csv @@ -1,113 +1,85 @@ timestamp,strategy_id,pair,signal_direction,entry_price,sl_price,tp1_price,tp2_price,tp3_price,lot_size,confluence_score,session,spread_at_entry,atr_at_entry,adx_at_entry,rsi_at_entry,ema_50_value,ema_200_value,vwap_deviation,news_within_60min,macd_hist_at_entry,stoch_k_at_entry,distance_from_ema50_pips,candle_body_ratio,hour_of_day,day_of_week,entry_pattern,exit_price,exit_reason,exit_time,pnl_pips,pnl_dollars,hold_time_minutes,win 2021-01-21 08:00:00+00:00,3,GBP_JPY,LONG,142.103,141.67087073933087,142.34798778200746,142.53064630334578,142.80463408535326,2314.12,5,LONDON,2.5,0.18265852133831076,27.26230311104218,65.36771328020032,141.55503387416744,141.34351393850062,9.600000000000364,False,0.05184910739636518,92.58608967142222,51.896612583257706,0.8470588235294354,8,3,key_level_break,141.67087073933087,SL,2021-01-22 07:00:00+00:00,-43.21292606691429,-999.998964699677,1380,False -2021-01-26 14:00:00+00:00,3,GBP_JPY,LONG,142.188,142.00755411640975,142.4153376507707,142.58622941795122,142.84256706872193,5486.41,3,OVERLAP,2.5,0.17089176718048718,42.450112080216925,63.032770173891,141.8631088029006,141.65677934157307,29.972258964892262,False,0.06782661933959175,92.22029362143054,29.589119709939382,0.522727272727165,14,1,key_level_break,142.39174323398686,TP1+TP2+SL,2021-01-27 08:00:00+00:00,29.097547428615368,1596.4107518782964,1080,True -2021-01-28 14:00:00+00:00,3,GBP_JPY,LONG,143.076,142.54391015512928,143.3942695346122,143.62578255768702,143.9730520922992,1890.59,4,OVERLAP,2.5,0.23151302307480484,26.647038081921053,66.25184896323412,142.4182312171034,141.9736346266331,50.91295143668901,False,0.029416686970254704,86.96952578208838,62.87687828966,0.7912087912087864,14,3,key_level_break,143.076,TP1+SL,2021-01-29 08:00:00+00:00,12.730781384487955,240.68687977699082,1080,True -2021-02-10 09:00:00+00:00,3,GBP_JPY,LONG,144.999,144.84415879205864,145.18152362382403,145.32253937304006,145.5340629968641,6512.29,3,LONDON,2.5,0.14101574921602278,26.654237934916907,76.16324459574753,144.46901473307963,143.89242245486125,20.27364505993603,False,0.04514119255365756,78.08021776510266,50.09852669203667,0.7043879907621523,9,2,key_level_break,144.84415879205864,SL,2021-02-10 13:00:00+00:00,-15.484120794135947,-1008.3708500644359,240,False -2021-02-12 13:00:00+00:00,3,GBP_JPY,LONG,145.02,144.84117170269667,145.20848489191005,145.35347481985008,145.57095971176008,5582.38,4,OVERLAP,2.5,0.14498992794002008,48.470360501688035,63.46950054720257,144.70387031593134,144.240161312081,15.740155379344856,False,0.037019261043647944,73.94286118690502,28.71296840686739,0.58400000000006,13,4,key_level_break,145.57095971176008,TP3,2021-02-14 23:00:00+00:00,31.897582705605597,1780.644277441186,3480,True -2021-02-26 15:00:00+00:00,3,GBP_JPY,LONG,148.944,148.05700633450658,149.63198099648022,150.10996832746704,150.82694932394728,1145.55,4,OVERLAP,2.5,0.47798733098681734,41.57658199956032,54.44257632248389,148.84981665842298,148.04514056051397,66.554083062303,False,0.10055694658053499,77.60777640905646,6.518334157701133,0.5386100386100309,15,4,key_level_break,150.22118567337682,TP1+TP2+SL,2021-03-04 17:00:00+00:00,99.70168642542829,1142.1326688464937,8760,True -2021-03-08 13:00:00+00:00,3,GBP_JPY,LONG,150.557,150.23233519117278,150.93274442648158,151.20257404413599,151.60731847061757,3164.85,3,OVERLAP,2.5,0.26982961765439756,24.613511423885264,67.4164588801266,149.88845432990098,149.1644087354071,33.97425053740335,False,0.05380890052131419,87.15759456082127,63.9545670099011,0.8153409090908368,13,0,key_level_break,150.79370105187294,TP1+TP2+SL,2021-03-09 10:00:00+00:00,45.58675986216258,1442.7525694976523,1260,True -2021-03-16 15:00:00+00:00,3,GBP_JPY,LONG,151.441,151.1111158690638,151.7101523928086,151.90892065468097,152.20707304748956,3158.51,5,OVERLAP,2.5,0.1987682618723901,40.76025431068051,50.46420848145209,151.49535263323168,150.91542465774054,26.22950613472881,False,0.016564210342671498,74.48945658533246,-8.335263323166942,0.5787671232877062,15,1,key_level_break,151.67467345768543,TP1+TP2+SL,2021-03-17 08:00:00+00:00,34.15639105329092,1078.8330270572992,1020,True -2021-03-17 12:00:00+00:00,3,GBP_JPY,LONG,151.846,151.62253184969637,152.08540445091091,152.26434075151818,152.53274520242908,4710.88,3,LONDON,2.5,0.17893630060726662,33.52275148347124,59.50854410680859,151.56496597460043,151.0442454033636,8.126866225589424,False,0.026036888400755076,56.87269139634227,25.20340253995812,0.5490196078431883,12,2,key_level_break,151.62253184969637,SL,2021-03-17 14:00:00+00:00,-22.346815030363132,-1052.7316399023707,120,False -2021-03-23 08:00:00+00:00,3,GBP_JPY,SHORT,150.163,150.43074468988976,149.8965159303307,149.69952655055118,149.40404248088188,3892.53,4,LONDON,2.5,0.19698937977953085,38.612082430749595,34.485233933407,150.80986265581757,151.0943552519145,-10.799999999997567,False,-0.028323031578684377,47.46902304571353,-61.78626558175608,0.8675799086757559,8,1,key_level_break,149.40404248088188,TP3,2021-03-23 10:00:00+00:00,44.377451147087754,1727.405599135735,120,True -2021-03-23 10:00:00+00:00,3,GBP_JPY,SHORT,149.349,149.8206739928131,149.00022802156064,148.74838003593442,148.37060805749508,2246.21,3,LONDON,2.5,0.25184798562622956,48.666052208141565,21.58600437447214,150.71151719977624,151.0634424477381,-41.362256747251536,False,-0.10847951402056732,11.614995768430944,-133.3517199776253,0.5065359477124264,10,1,key_level_break,149.8206739928131,SL,2021-03-23 12:00:00+00:00,-47.16739928131233,-1059.4788393967656,120,False -2021-03-30 08:00:00+00:00,3,GBP_JPY,LONG,151.867,151.62648601157332,152.16504196528,152.38306994213337,152.7101119074134,4361.01,3,LONDON,2.5,0.2180279768533513,38.533736891783676,68.12613520971837,151.09367702423367,150.661190657514,4.6666666666652645,False,0.03753176517711303,67.06153289473713,74.43229757663232,0.630813953488338,8,1,key_level_break,151.62648601157332,SL,2021-03-30 11:00:00+00:00,-24.05139884266703,-1048.8839086685934,180,False -2021-04-01 13:00:00+00:00,3,GBP_JPY,LONG,152.96099999999998,152.66600675756808,153.25197972729572,153.46529954549288,153.78527927278859,3520.06,4,OVERLAP,2.5,0.21331981819715234,26.78254996186527,70.7225590762274,152.25606333903318,151.31669481439175,24.389276341079835,False,0.003952530277822663,79.43602246682258,67.5936660966812,0.718749999999926,13,3,key_level_break,152.96099999999998,TP1+SL,2021-04-05 14:00:00+00:00,11.639189091829394,409.7064395458498,5820,True -2021-04-08 12:00:00+00:00,3,GBP_JPY,SHORT,150.132,150.50963217010596,149.76810348968206,149.50617248280344,149.1132759724855,2760.6,5,LONDON,2.5,0.26193100687862975,52.27205074978917,31.391330293264446,151.2941925823587,151.81360895840527,-18.29465942252,False,-0.02715479393233511,25.163778411480497,-113.31925823587028,0.5290519877675927,12,3,key_level_break,150.132,TP1+SL,2021-04-09 08:00:00+00:00,14.555860412717722,401.8290825534854,1200,True -2021-04-13 14:00:00+00:00,3,GBP_JPY,SHORT,149.892,150.28423112586154,149.5315066224153,149.27184437069215,148.88235099310745,2668.09,4,OVERLAP,2.5,0.2596622517231374,40.02607356058535,37.27476310631735,150.3833282810112,151.02265260425685,-22.21967478415081,False,-0.06832417929392262,41.93956933503932,-46.232828101119594,0.8514851485148914,14,1,key_level_break,150.28423112586154,SL,2021-04-14 07:00:00+00:00,-39.22311258615423,-1046.5079445999224,1020,False -2021-04-19 08:00:00+00:00,3,GBP_JPY,SHORT,149.949,150.22177032317228,149.66411760191178,149.45486266985296,149.1409802717647,3798.23,5,LONDON,2.5,0.20925493205882362,26.36505008371026,42.4337863043988,150.14560287672384,150.45256114700604,-3.866666666667129,False,-0.042978442477472165,29.917610212555605,-16.760287672383356,0.6409395973154407,8,0,key_level_break,150.22177032317228,SL,2021-04-19 10:00:00+00:00,-27.277032317226713,-1036.0444245826002,120,False -2021-04-21 14:00:00+00:00,3,GBP_JPY,LONG,150.7,150.39131532435542,151.04325402693365,151.2914233782228,151.66367740515645,3322.76,5,OVERLAP,2.5,0.24816935128911508,31.451512150703536,50.221259245680585,150.7123606261788,150.6417041391936,14.919865708208135,False,0.010266793171429311,42.64439851026106,-4.136062617880043,0.7984031936128235,14,2,key_level_break,150.39131532435542,SL,2021-04-22 04:00:00+00:00,-30.86846756445709,-1025.6850928447545,840,False -2021-04-22 12:00:00+00:00,3,GBP_JPY,SHORT,149.92600000000002,150.16726498144175,149.66845505567483,149.47742509279138,149.1908801484662,4208.76,5,LONDON,2.5,0.19102996288345767,34.47864317275613,31.692713137946512,150.5205776904315,150.59689462675286,-17.096319062821408,False,-0.03925847747106101,24.642350162258982,-56.55776904314962,0.5674931129476284,12,3,key_level_break,149.83552105844188,TP1+TP2+SL,2021-04-22 16:00:00+00:00,30.054372892515747,1264.9164245510458,240,True -2021-05-04 09:00:00+00:00,3,GBP_JPY,LONG,151.889,151.6707419880666,152.1087740358002,152.27462339300033,152.5233974288005,4710.37,3,LONDON,2.5,0.16584935720012037,30.297143118855566,60.60506840097212,151.60490899489142,151.141525387837,6.9238031345889794,False,0.0050643832391594895,53.84713208323288,25.50910051085964,0.5659340659341509,9,1,key_level_break,151.6707419880666,SL,2021-05-04 11:00:00+00:00,-21.825801193341476,-1028.0759916707989,120,False -2021-05-07 15:00:00+00:00,3,GBP_JPY,LONG,151.954,151.63598268588706,152.25745194233883,152.47908657056473,152.81153851290355,3200.44,4,OVERLAP,2.5,0.2216346282258869,27.671257800086654,57.00832074807804,151.7553544765466,151.49425873518342,24.696918696420767,False,0.00875283273367037,69.27142481331558,16.964552345342554,0.7385321100917855,15,4,key_level_break,152.81153851290355,TP3,2021-05-10 05:00:00+00:00,50.29231077421286,1609.5752309422182,3720,True -2021-05-12 12:00:00+00:00,3,GBP_JPY,LONG,154.081,153.80063586061797,154.3650924181461,154.57382069691016,154.88691311505627,3687.67,4,LONDON,2.5,0.20872827876406727,20.724516154496214,67.19209142473466,153.5165032896066,152.4849102292091,22.717922091695186,False,0.01607836102286158,45.785821121631336,53.549671039340296,0.6207455429497365,12,2,key_level_break,154.081,TP1+SL,2021-05-12 16:00:00+00:00,11.36369672584465,419.05563504995536,240,True -2021-05-20 14:00:00+00:00,3,GBP_JPY,LONG,154.09799999999998,153.8603329660796,154.38171538747542,154.59019231245907,154.90290769993453,4367.8,3,OVERLAP,2.5,0.20847692498363246,26.494707886366264,49.379447491744344,154.18107851428482,153.81270460404173,13.02917796784584,False,0.01763224704288631,69.27800394971372,-11.207851428483195,0.6733668341707431,14,3,key_level_break,154.09799999999998,TP1+SL,2021-05-21 07:00:00+00:00,11.34861549901757,495.6848277660894,1020,True -2021-05-27 13:00:00+00:00,3,GBP_JPY,LONG,155.16899999999998,154.713615320446,155.46315403866197,155.6785900644366,156.0017441030986,2290.46,3,OVERLAP,2.5,0.2154360257746515,44.42139504139658,81.75476693213379,154.14690095081153,154.01933927957194,51.470081747305585,False,0.11544959225919448,87.78705895881296,99.30990491884586,0.6653144016226732,13,3,key_level_break,156.0017441030986,TP3,2021-05-27 17:00:00+00:00,48.80464618591645,1117.850899029942,240,True -2021-06-03 08:00:00+00:00,3,GBP_JPY,LONG,155.692,155.4083394861696,155.87873154149122,156.02255256915203,156.23828411064324,3716.47,4,LONDON,2.5,0.14382102766080937,28.48988446363885,70.04359863901207,155.3330181179484,155.00598702177317,7.699999999999818,False,0.023271264712231676,58.902862280382685,32.99818820516123,0.818181818181811,8,3,key_level_break,155.4083394861696,SL,2021-06-03 13:00:00+00:00,-28.366051383039803,-1054.2157898352593,300,False -2021-06-03 14:00:00+00:00,3,GBP_JPY,LONG,155.53,155.2304930721471,155.75552078355872,155.9252013059312,156.17972208948996,3484.64,4,OVERLAP,2.5,0.1696805223724854,38.27966637828518,52.901488453753366,155.389683969811,155.0407850769158,-8.455660582887958,False,0.0036440904589813,34.66743537627596,11.131603018901615,0.5648535564853073,14,3,key_level_break,155.2304930721471,SL,2021-06-04 14:00:00+00:00,-29.950692785288876,-1043.6738210732904,1440,False -2021-06-08 13:00:00+00:00,3,GBP_JPY,SHORT,154.543,154.8135005687607,154.34999829371785,154.20199715619643,153.97999544991427,3819.73,4,OVERLAP,2.5,0.14800113752143448,35.3983145526798,28.943587477122946,154.96136217273659,155.0459354105686,-18.207775570965623,False,-0.02427845893447178,25.480088161344963,-38.93621727365826,0.6694560669455804,13,1,key_level_break,154.8135005687607,SL,2021-06-08 14:00:00+00:00,-27.05005687606956,-1033.2391375122918,60,False -2021-06-10 08:00:00+00:00,3,GBP_JPY,SHORT,154.21,154.38803705937258,154.03488882188225,153.89881470313705,153.6947035250193,5745.47,2,LONDON,2.5,0.1360741187451768,43.096800285413146,24.078560320877074,154.77377122619245,154.95935169879576,-1.266666666666083,False,-0.036865949369345535,23.43498697474122,-53.47712261924471,0.5416666666666948,8,3,key_level_break,154.38803705937258,SL,2021-06-10 09:00:00+00:00,-17.803705937257064,-1022.9065835133234,60,False -2021-06-14 08:00:00+00:00,3,GBP_JPY,SHORT,154.398,154.62460459259609,154.2031862222118,154.05397703701968,153.83016325923148,4468.92,3,LONDON,2.5,0.14920918519212883,30.632692356596223,28.360408114636797,154.85804764358238,154.93658905402955,-5.433333333331802,False,-0.03284159101698226,25.752943840579828,-43.10476435823887,0.6710182767624479,8,0,key_level_break,154.62460459259609,SL,2021-06-14 10:00:00+00:00,-22.660459259608956,-1012.6777959445166,120,False -2021-06-16 13:00:00+00:00,3,GBP_JPY,LONG,155.168,154.9359618890593,155.3521143328221,155.49419055470352,155.70730488752562,4320.63,3,OVERLAP,2.5,0.14207622188140398,26.96103732974486,52.04461932945029,155.07195086610463,155.0063142730657,0.9538143062115978,False,0.0075245104748453764,44.11703147767691,6.704913389538092,0.6933333333335279,13,2,key_level_break,154.9359618890593,SL,2021-06-16 17:00:00+00:00,-23.203811094069238,-1002.5508232736837,240,False -2021-07-02 08:00:00+00:00,3,GBP_JPY,SHORT,153.298,153.5514223648486,153.08873290545412,152.92988817575687,152.691621081211,3916.48,4,LONDON,2.5,0.1588447296972475,27.2607902455105,37.75882072149934,153.51506243619792,153.7059888806986,-6.3333333333332575,False,-0.026784116828498093,24.6959776568423,-18.80624361979244,0.633116883116876,8,4,key_level_break,153.298,TP1+SL,2021-07-02 12:00:00+00:00,8.370683781835169,327.83615617881804,240,True -2021-07-06 08:00:00+00:00,3,GBP_JPY,SHORT,153.476,153.6932929888071,153.26487103357871,153.1047850559645,152.86465608954322,4582.77,4,LONDON,2.5,0.16008597761419419,21.875826260996256,42.62943727877053,153.63433466334348,153.6691950540662,-3.700000000000614,False,-0.010957073848273068,36.04720397632226,-12.933466334348509,0.6763285024155511,8,1,key_level_break,153.476,TP1+SL,2021-07-06 12:00:00+00:00,8.44515865685139,387.0221973785885,240,True -2021-07-06 13:00:00+00:00,3,GBP_JPY,SHORT,153.173,153.50694568993416,152.92376293019748,152.73827155032916,152.46003448052664,2993.52,4,OVERLAP,2.5,0.1854913798683361,29.877684487798508,36.5886755914663,153.57919012800977,153.65272750276586,-18.838274043167758,False,-0.06351732441527552,28.46723363439392,-37.719012800977225,0.7234636871508704,13,1,key_level_break,152.46003448052664,TP3,2021-07-06 15:00:00+00:00,41.617931168401576,1245.8410931123349,120,True -2021-07-23 14:00:00+00:00,3,GBP_JPY,LONG,152.058,151.75769413020163,152.347917609395,152.5605293489917,152.87944695838675,3370.34,4,OVERLAP,2.5,0.21261173959668542,22.9740294867441,62.852674560320594,151.38877347198812,151.37426331705265,19.529910528495975,False,0.004799916343788485,70.15225900299293,64.02265280118797,0.8007812499999372,14,4,key_level_break,151.75769413020163,SL,2021-07-26 01:00:00+00:00,-30.03058697983647,-1012.1328852162205,3540,False -2021-07-26 13:00:00+00:00,3,GBP_JPY,LONG,152.426,152.08355533614056,152.7763339915783,153.02922331929716,153.40855731087547,2926.05,4,OVERLAP,2.5,0.2528893277188701,25.871398985957015,65.82738189258899,151.72130903095484,151.4900220473937,35.09728560642884,False,0.04269173079412396,82.43078274734012,67.56909690451494,0.5343137254901976,13,0,key_level_break,152.08355533614056,SL,2021-07-27 07:00:00+00:00,-34.24446638594247,-1002.0102086858698,1080,False -2021-07-28 08:00:00+00:00,3,GBP_JPY,LONG,152.753,152.5148624928889,153.02981252133327,153.23368753555548,153.53950005688878,4165.62,4,LONDON,2.5,0.20387501422219576,26.88373704332549,65.4967438893515,152.2216335626233,151.7801842896247,9.600000000000364,False,0.026491437031277557,82.88329725829456,50.23664373766792,0.5519480519479735,8,2,key_level_break,152.5148624928889,SL,2021-07-28 09:00:00+00:00,-23.813750711107673,-991.9903623720434,60,False -2021-07-28 11:00:00+00:00,3,GBP_JPY,LONG,152.807,152.4969188399697,153.09452919437655,153.30554865729422,153.62207785167078,3167.14,4,LONDON,2.5,0.21101946291769638,31.23028193460563,64.56711088739877,152.27247902397323,151.8064619577581,13.57194516663185,False,0.033377796358246364,75.72918985018273,50.55209760267587,0.6766169154228863,11,2,key_level_break,153.03934069477725,TP1+TP2+SL,2021-07-29 15:00:00+00:00,36.089927962377146,1143.0185444676315,1680,True -2021-07-30 12:00:00+00:00,3,GBP_JPY,LONG,153.146,152.91694047078855,153.38417858763435,153.56229764605726,153.82947623369162,4337.3,3,LONDON,2.5,0.17811905842291034,36.273272488183714,58.101570580260095,152.84423066424503,152.23978713737733,4.1866362561165715,False,0.03104575953436433,67.98751306926776,27.276933575495832,0.5912408759123254,12,4,key_level_break,152.91694047078855,SL,2021-07-30 13:00:00+00:00,-22.90595292114403,-993.4998960487802,60,False -2021-08-04 12:00:00+00:00,3,GBP_JPY,SHORT,151.579,151.96860378556636,151.31118864330085,151.11331440550143,150.81650304880228,2524.53,5,LONDON,2.5,0.1978742377994295,25.83918004963195,40.3990102947799,151.94292971958018,152.1095729827559,-29.226343363956175,False,-0.0029977702234382925,21.47975695254445,-33.49297195801739,0.6564885496183444,12,2,key_level_break,151.96860378556636,SL,2021-08-04 14:00:00+00:00,-38.96037855663508,-983.5664447758196,120,False -2021-08-05 13:00:00+00:00,3,GBP_JPY,LONG,152.627,152.2935808105078,152.9271147113338,153.14652451888963,153.4756392302234,2920.44,4,OVERLAP,2.5,0.21940980755584644,21.82798587034435,64.53640656394998,152.17884217174662,152.14839189697886,13.119404599839868,False,0.004984323316418668,55.60039947447809,41.915782825338965,0.6355421686747493,13,3,key_level_break,152.90261500208013,TP1+TP2+SL,2021-08-06 15:00:00+00:00,38.29786925053839,1118.4662927404233,1560,True -2021-08-10 08:00:00+00:00,3,GBP_JPY,LONG,153.213,153.0365788450472,153.41240632200126,153.56467720333544,153.7930835253367,5582.74,4,LONDON,2.5,0.15227088133417463,28.56401653506545,68.40730211071514,152.7853051887561,152.48758097859923,5.433333333331802,False,0.041970567195485885,83.44483964666692,39.86948112438995,0.843881856540055,8,1,key_level_break,153.0365788450472,SL,2021-08-10 12:00:00+00:00,-17.642115495280564,-984.9134386012261,240,False -2021-08-24 12:00:00+00:00,3,GBP_JPY,SHORT,150.151,150.36567175138148,149.83698474585557,149.60830790975928,149.26529265561481,4542.12,4,LONDON,2.5,0.22867683609629705,25.589876082417227,40.64134276965143,150.33978996741655,150.84057110352913,-24.638875514497727,False,-0.06420409013655537,26.500237670309783,-15.978996741654328,0.674747474747475,12,1,key_level_break,150.36567175138148,SL,2021-08-24 13:00:00+00:00,-21.467175138147354,-975.0648553848185,60,False -2021-08-27 13:00:00+00:00,3,GBP_JPY,LONG,151.38,151.14076488829963,151.6457053351011,151.84217555850182,152.13688089360292,4035.0,5,OVERLAP,2.5,0.1964702234007314,47.8573344462529,67.4535680893782,150.9038355994709,150.87957695842377,26.65335023942248,False,0.07317320676600018,83.74660016780966,44.71644005290898,0.7696629213483289,13,4,key_level_break,151.14076488829963,SL,2021-08-27 14:00:00+00:00,-23.923511170036704,-965.313675710981,60,False -2021-09-02 13:00:00+00:00,3,GBP_JPY,LONG,152.009,151.7147703546273,152.20643893611805,152.3573982268634,152.58383716298144,3248.01,4,OVERLAP,2.5,0.1509592907453629,37.65241213999423,71.16028742489613,151.529905323225,151.21450633663116,26.41604471405401,False,0.02864427352457139,73.00943379387537,45.009467677499515,0.8310626702996908,13,3,key_level_break,152.009,TP1+SL,2021-09-03 02:00:00+00:00,7.8975574447224535,256.51345556032976,780,True -2021-09-09 11:00:00+00:00,3,GBP_JPY,LONG,152.037,151.85959555694618,152.25221332916152,152.41502221526918,152.6592355444307,5401.37,4,LONDON,2.5,0.16280888610767064,41.19918233947311,60.57897640060594,151.8087778329956,151.6977606437248,18.159749501299416,False,0.03783015362071043,85.40190818073779,19.922216700442164,0.92796610169505,11,3,key_level_break,151.85959555694618,SL,2021-09-09 17:00:00+00:00,-17.740444305383107,-958.2270365776715,360,False -2021-09-14 12:00:00+00:00,3,GBP_JPY,LONG,152.783,152.52321687496038,153.01172437511883,153.18354062519805,153.44126500031692,3651.68,5,LONDON,2.5,0.17181625007922857,23.003367140135797,65.54478562492648,152.28356720437182,151.97143939222903,10.413368740287865,False,0.03392838596984034,68.67672811793456,47.04327956281702,0.5900277008309778,12,1,key_level_break,152.52321687496038,SL,2021-09-14 13:00:00+00:00,-25.97831250396041,-948.6448420446214,60,False -2021-09-17 14:00:00+00:00,3,GBP_JPY,SHORT,151.142,151.57318788504787,150.85318634485637,150.6413105747606,150.32349691961699,2178.07,5,OVERLAP,2.5,0.21187577009575292,28.917378982666452,38.712411865241705,151.46944802583954,151.6670571408625,-43.255258472649416,False,-0.027377503674747505,36.17727589100921,-29.844802583954788,0.7597402597402757,14,4,key_level_break,150.32349691961699,TP3,2021-09-20 07:00:00+00:00,47.95018482298075,1044.388590573897,3900,True -2021-09-21 14:00:00+00:00,3,GBP_JPY,SHORT,148.973,149.31905077952612,148.58384766142166,148.30507943570274,147.88692709712438,2744.11,3,OVERLAP,2.5,0.2787682257189037,34.27739680971538,30.239834367252172,150.05809894332748,151.02624868309897,-54.9847526820372,False,-0.028877320205667162,12.486027663384382,-105.60989433274699,0.8337078651685091,14,1,key_level_break,149.31905077952612,SL,2021-09-21 15:00:00+00:00,-34.60507795261094,-949.6014046053922,60,False -2021-09-27 08:00:00+00:00,3,GBP_JPY,LONG,151.995,151.4109812227702,152.29889843695258,152.52083072825428,152.85372916520686,1609.72,5,LONDON,2.5,0.22193229130170972,26.10820731293828,70.38599568101166,151.12024058601932,150.8250003924839,11.633333333335827,False,0.031621421699426014,88.26397086976061,84.57594139806872,0.7065767284991884,8,0,key_level_break,152.22145517913046,TP1+TP2+SL,2021-09-28 07:00:00+00:00,37.718270190883345,607.1585389166875,1380,True -2021-10-05 08:00:00+00:00,3,GBP_JPY,LONG,151.436,151.0622852426385,151.77334427208456,152.01757378680756,152.3839180588921,2531.82,4,LONDON,2.5,0.2442295147230251,26.981682784465928,66.04237037969035,150.8041080488105,150.7524197722266,7.900000000000773,False,0.011632807124999506,68.87846570742614,60.289195118951966,0.739682539682558,8,1,key_level_break,151.436,TP1+SL,2021-10-05 12:00:00+00:00,13.493770883382012,341.6379899796425,240,True -2021-10-05 14:00:00+00:00,3,GBP_JPY,LONG,151.988,151.6469774506204,152.3469247909959,152.6055413183265,152.9934661093224,2784.55,4,OVERLAP,2.5,0.2586165273305987,52.10292899842668,75.67251852193797,150.98102711405303,150.80325078184833,38.01725532436251,False,0.05699218956286345,82.3854857445932,97.79728859469685,0.6862170087977207,14,1,key_level_break,151.6469774506204,SL,2021-10-06 07:00:00+00:00,-34.1022549379602,-949.5943398749707,1020,False -2021-10-07 14:00:00+00:00,3,GBP_JPY,LONG,151.944,151.6733007751404,152.2508476745788,152.47474612429804,152.81059379887685,3472.85,4,OVERLAP,2.5,0.22389844971921458,22.241675414438475,66.41797593643571,151.3989704432982,151.07462874092823,37.27070275714084,False,0.05642049316525995,81.1050953113204,51.60295567017954,0.7073170731707205,14,3,key_level_break,152.19532383172174,TP1+TP2+SL,2021-10-08 11:00:00+00:00,38.530228589509655,1338.097043570786,1260,True -2021-10-08 14:00:00+00:00,3,GBP_JPY,LONG,152.815,152.42477813904236,153.11291558287292,153.3308593047882,153.6577748876611,2443.43,3,OVERLAP,2.5,0.2179437219152792,32.32285525025072,74.80473499980397,151.90631743016175,151.3123882247928,41.39844550965108,False,0.01954997890589072,62.73014229052337,87.9682569838252,0.8242009132420085,14,4,key_level_break,153.6577748876611,TP3,2021-10-11 03:00:00+00:00,49.406493259666604,1207.2130782546717,3660,True -2021-10-22 08:00:00+00:00,3,GBP_JPY,LONG,157.371,156.79354629735553,157.75936110793342,158.0376018465557,158.4549629544891,1672.08,3,LONDON,2.5,0.2782407386222704,20.055738654501745,50.57803871113618,157.38787736911792,156.2966690501432,16.63333333333412,False,0.016236481212010004,38.159590446539745,-4.58773691179033,0.8445297504798723,8,4,key_level_break,156.79354629735553,SL,2021-10-22 13:00:00+00:00,-57.74537026444761,-965.5487871177756,300,False -2021-10-26 10:00:00+00:00,3,GBP_JPY,LONG,157.651,157.2340235622387,157.93992931328395,158.15188218880658,158.46981150209052,2292.44,2,LONDON,2.5,0.2119528755226295,54.02478082155544,78.9385563447504,156.79029994348832,156.42074226565194,35.79861526247612,False,0.09240074513251882,93.07647611213736,83.17000565116928,0.8768115942029329,10,1,key_level_break,157.2340235622387,SL,2021-10-26 15:00:00+00:00,-41.697643776132054,-955.8934649815617,300,False -2021-11-02 08:00:00+00:00,3,GBP_JPY,SHORT,154.711,155.0206924477479,154.3599226567563,154.1065377612605,153.7264604180168,3055.73,2,LONDON,2.5,0.2533848954957984,50.24439734069995,20.32594928318065,155.9045812486728,156.28564548881667,-17.99999999999784,False,-0.07320421323963075,19.967255520596748,-116.45812486727891,0.8821428571428531,8,1,key_level_break,155.0206924477479,SL,2021-11-02 11:00:00+00:00,-30.969244774789214,-946.3365033566665,180,False -2021-11-26 09:00:00+00:00,3,GBP_JPY,SHORT,151.697,152.25979123312143,151.19982630063578,150.84904383439297,150.32287013502875,1664.69,4,LONDON,2.5,0.35078246624281445,69.3022548455759,19.841076070296964,153.28995366810508,153.60346792223783,-13.096101296278562,False,-0.13192522212571428,38.256454016268854,-156.39536681050856,0.637059724349161,9,4,key_level_break,152.25979123312143,SL,2021-11-26 13:00:00+00:00,-56.27912331214304,-936.8729378649141,240,False -2021-12-01 14:00:00+00:00,3,GBP_JPY,SHORT,150.498,150.87540861233134,150.05477416300604,149.7399569383434,149.26773110134945,2457.56,4,OVERLAP,2.5,0.3148172246626341,30.887696845207337,40.66991467193325,151.00496941436532,152.20862522929332,-38.240956850196994,False,-0.010668071311928269,37.593552101324974,-47.7969414365333,0.9684684684684471,14,2,key_level_break,150.14081846199065,TP1+TP2+SL,2021-12-02 01:00:00+00:00,55.194386706208434,1356.4351699370961,660,True -2021-12-03 15:00:00+00:00,3,GBP_JPY,SHORT,149.638,150.24929021603927,149.20012935188217,148.88888225313696,148.42201160501912,1539.48,4,OVERLAP,2.5,0.31124709874521794,21.76958911663638,31.062420593763463,150.45285808003553,151.48122812167537,-66.18015790179186,False,-0.05586885296468044,42.157446311856035,-78.58580800355242,0.7912087912088036,15,4,key_level_break,149.638,TP1+SL,2021-12-05 23:00:00+00:00,17.514825924713477,269.63724214577906,3360,True -2021-12-08 10:00:00+00:00,3,GBP_JPY,SHORT,149.799,150.21199131598567,149.43352605204296,149.17054342007162,148.77606947211459,2285.19,3,LONDON,2.5,0.2629826319713533,31.201439995703634,33.5760839198083,150.35253442333658,150.87885624943956,-37.314248617667545,False,-0.04123083582055127,56.2710355147124,-52.45344233365756,0.6373333333333449,10,2,key_level_break,150.21199131598567,SL,2021-12-08 11:00:00+00:00,-41.29913159856642,-943.7636253772799,60,False -2021-12-08 14:00:00+00:00,3,GBP_JPY,SHORT,150.292,150.74598940482787,149.8395317855164,149.5185529758607,149.03708476137714,2058.04,3,OVERLAP,2.5,0.3209788096557144,40.76272288441637,49.574538199741205,150.34256981369586,150.85547655401672,13.414887873361181,False,-0.0003964441893013551,82.00364085712249,-2.1569813695862194,0.7257383966243891,14,2,key_level_break,149.95320198612083,TP1+TP2+SL,2021-12-09 15:00:00+00:00,55.81256982249897,1148.645011974958,1500,True -2021-12-13 15:00:00+00:00,3,GBP_JPY,SHORT,150.23,150.66232130237466,149.93778609287602,149.72364348812673,149.40242958100276,2187.76,4,OVERLAP,2.5,0.21414260474930655,20.572158738972263,45.89735851615689,150.29805043745023,150.5160803681812,-26.00241694210581,False,-0.013667923693607364,38.3293126797603,-3.9050437450242725,0.883233532934171,15,0,key_level_break,150.23,TP1+SL,2021-12-14 08:00:00+00:00,11.688556284958624,255.7175589798108,1020,True -2021-12-15 14:00:00+00:00,3,GBP_JPY,SHORT,150.361,150.8264186900762,150.08707726310467,149.88512877184112,149.5822060349458,2037.67,5,OVERLAP,2.5,0.20194849126354336,41.24269789674703,43.244236045257374,150.46524742814358,150.46867590586004,-42.6127385560676,False,-0.009274259028925258,52.30056308414675,-7.524742814359797,0.8745704467353871,14,2,key_level_break,150.8264186900762,SL,2021-12-15 19:00:00+00:00,-46.54186900762056,-948.3697022075819,300,False -2021-12-22 15:00:00+00:00,3,GBP_JPY,LONG,152.559,152.31573805836828,152.87518582489517,153.10530970815861,153.45049553305378,3859.57,4,OVERLAP,2.5,0.2301238832634448,47.20259414781866,80.61712367655235,151.19289288323546,150.79543443016675,46.041412855791464,False,0.0654885093104452,86.97113358587593,133.71071167645425,0.8537234042553029,15,2,key_level_break,152.31573805836828,SL,2021-12-22 21:00:00+00:00,-24.32619416317152,-938.8864920635191,360,False -2021-12-29 13:00:00+00:00,3,GBP_JPY,LONG,154.702,154.23611096409888,154.9396671077034,155.11744517950567,155.3841122872091,1995.11,4,OVERLAP,2.5,0.17777807180227084,21.350900648262467,66.89957059611967,154.14834548300033,152.88721377380418,27.199282498747834,False,0.02804330360531143,75.01318902969103,52.4654516999675,0.6729957805906673,13,2,key_level_break,155.0249945238072,TP1+TP2+SL,2021-12-30 07:00:00+00:00,32.58438196450697,650.094263012075,1080,True -2021-12-31 15:00:00+00:00,3,GBP_JPY,LONG,155.984,155.5030038390711,156.2889884827866,156.511647471311,156.8456359540976,1945.96,4,OVERLAP,2.5,0.22265898852439156,29.697118600635378,69.5109387053499,155.18543547364675,153.8315354694637,45.995638016702856,False,0.022217841397908042,80.95502724432937,76.9564526353264,0.7265100671141597,15,4,key_level_break,155.5030038390711,SL,2022-01-02 22:00:00+00:00,-48.09961609288962,-935.9992893211949,3300,False -2022-01-11 08:00:00+00:00,3,GBP_JPY,LONG,156.974,156.6704044835941,157.27138654921774,157.48897758202955,157.8153641312473,3052.22,4,LONDON,2.5,0.21759103281182737,25.105561182977095,58.21382713222101,156.73024943311972,156.12225987202413,6.89999999999884,False,0.05819056937973193,57.38708820617387,21.47505668802694,0.8013937282229437,8,1,key_level_break,157.35791161662107,TP1+TP2+SL,2022-01-12 15:00:00+00:00,40.17279758231382,1226.1621623668989,1860,True -2022-01-18 14:00:00+00:00,3,GBP_JPY,SHORT,155.602,156.02443200368953,155.2847039889314,155.05383998155233,154.70754397048373,2222.61,4,OVERLAP,2.5,0.23086400737906917,43.77817243314098,29.586733094330512,156.35349827156438,156.42722953181172,-44.570605403669106,False,-0.10245934365282487,14.24839181726166,-72.24982715643762,0.6019656019655973,14,1,key_level_break,156.02443200368953,SL,2022-01-19 01:00:00+00:00,-42.243200368952216,-938.901595720369,660,False -2022-02-03 15:00:00+00:00,3,GBP_JPY,LONG,156.38,156.041979887206,156.75726033838205,157.0281005639701,157.43436090235215,2749.87,4,OVERLAP,2.5,0.2708402255880407,52.44407022621384,81.38749856292578,155.29172669510962,154.92554163362718,42.317420464928546,False,0.09851160199534259,69.6581330747328,105.92733048903824,0.6965317919074651,15,3,key_level_break,156.041979887206,SL,2022-02-04 09:00:00+00:00,-33.802011279399835,-929.5113675688322,1080,False -2022-02-08 14:00:00+00:00,3,GBP_JPY,LONG,156.388,156.12454933543054,156.6623519937084,156.86458665618065,157.16793864988904,3492.94,4,OVERLAP,2.5,0.20223466247225494,25.804956219372063,62.53616193558503,155.95419994326787,155.46633568581257,13.325033139290099,False,0.018253553701020248,48.44091355729582,40.48000567321424,0.5076923076924176,14,1,key_level_break,156.388,TP1+SL,2022-02-08 22:00:00+00:00,10.974079748335727,383.31802116151795,480,True -2022-02-10 15:00:00+00:00,3,GBP_JPY,LONG,157.894,157.3752968095794,158.18410957126184,158.3968492854364,158.71595885669822,1781.46,3,OVERLAP,2.5,0.21273971417455306,66.16675735138358,84.54725615691298,156.61304146294881,155.9178901073122,58.589350696138354,False,0.1266960772053372,95.97284241292446,125.19585370511948,0.913279132791376,15,3,key_level_break,157.3752968095794,SL,2022-02-10 19:00:00+00:00,-51.87031904206094,-924.0489856066989,240,False -2022-02-11 15:00:00+00:00,3,GBP_JPY,LONG,157.653,157.16310112921488,157.9962966123555,158.24449435392586,158.61679096628137,1867.34,5,OVERLAP,2.5,0.24819774157034383,23.652795177748057,61.927880005094536,157.04890683352377,156.21871594651702,27.103658911224215,False,0.01055617824341118,50.20239471774599,57.5093166476222,0.739316239316219,15,4,key_level_break,157.16310112921488,SL,2022-02-11 18:00:00+00:00,-48.98988707851117,-914.8077573718705,180,False -2022-02-15 08:00:00+00:00,3,GBP_JPY,LONG,156.832,156.08861271676972,157.2264951830242,157.50882530504035,157.93232048806453,1218.29,5,LONDON,2.5,0.2823301220161348,37.521740317970085,62.1761842121879,156.41323292567782,156.2430144645059,25.933333333333053,False,0.042505842286946524,46.98376603639534,38.97670743221795,0.8890243902438607,8,1,key_level_break,156.08861271676972,SL,2022-02-17 08:00:00+00:00,-74.33872832302768,-905.661293286614,2880,False -2022-02-23 14:00:00+00:00,3,GBP_JPY,SHORT,156.27700000000002,156.64252770063234,155.98855975524586,155.77693292540977,155.45949268065561,2452.91,4,OVERLAP,2.5,0.21162682983610032,38.81792707626329,48.59969655794729,156.30953694304844,156.36588877252566,-18.099306457799003,False,-0.018337357100569593,14.450022596412524,-0.3536943048430885,0.7078189300410719,14,2,key_level_break,155.45949268065561,TP3,2022-02-24 00:00:00+00:00,47.89043916066418,1174.7093712158478,600,True -2022-03-03 14:00:00+00:00,3,GBP_JPY,SHORT,154.44400000000002,154.89335237281782,154.09454288154654,153.84223813591092,153.46378101745745,2021.47,5,OVERLAP,2.5,0.2523047456356428,29.009822682938424,46.30326020361187,154.3766565536127,154.79367236910844,-31.291403215158198,False,-0.08745632816359522,19.31403516363036,9.634344638732273,0.6761658031088047,14,3,key_level_break,154.07084977050457,TP1+TP2+SL,2022-03-04 01:00:00+00:00,45.51176389161185,920.0066535397661,660,True -2022-03-14 12:00:00+00:00,3,GBP_JPY,LONG,154.087,153.76521655253262,154.45245034240227,154.7154172373371,155.1098675797394,2851.46,5,LONDON,2.5,0.26296689493485037,57.06197242667534,68.95310765562115,153.0320941571436,152.99245018928954,28.99321517412261,False,0.04633069387415617,74.46407599344617,102.5905842856389,0.7783505154638931,12,0,key_level_break,153.76521655253262,SL,2022-03-14 16:00:00+00:00,-32.1783447467368,-917.5526291153011,240,False -2022-03-15 14:00:00+00:00,3,GBP_JPY,LONG,154.418,154.06971731061535,154.84884806815398,155.1554134469233,155.61526151507726,2608.16,3,OVERLAP,2.5,0.30656537876931234,26.35125179804093,61.892996559037414,153.63285926122504,153.2094530858936,45.30814821859508,False,0.0037554994146908605,87.65618469171267,75.61407387749739,0.7599999999999909,14,1,key_level_break,155.61526151507726,TP3,2022-03-16 18:00:00+00:00,70.67569090463564,1843.3350998983449,1680,True -2022-03-18 14:00:00+00:00,3,GBP_JPY,LONG,156.79,156.50366831167682,157.11042363639805,157.3433727273301,157.69279636372815,3236.84,4,OVERLAP,2.5,0.23294909093203933,29.42811020540082,69.65039215769663,155.90266430598058,154.49061667578505,35.193947018308336,False,0.025711821130453227,84.30708737907717,85.83356940194165,0.6988304093567693,14,4,key_level_break,156.79,TP1+SL,2022-03-20 21:00:00+00:00,12.81694545592245,414.86401729548027,3300,True -2022-04-01 12:00:00+00:00,3,GBP_JPY,LONG,161.035,160.63905818449288,161.4758254465214,161.78904241086903,162.25886785739047,2351.25,4,LONDON,2.5,0.31321696434761576,28.50588720179542,62.14823676611473,160.4511647523218,159.9213072059732,14.165371543646188,False,0.03378640616232917,66.92124733763751,55.48352476781986,0.6840490797546556,12,4,key_level_break,160.63905818449288,SL,2022-04-01 16:00:00+00:00,-39.59418155071148,-930.9581937111037,240,False -2022-04-05 13:00:00+00:00,3,GBP_JPY,LONG,161.696,161.18043213052363,162.05770360842914,162.3181726807152,162.70887628914434,1787.64,3,OVERLAP,2.5,0.2604690722860818,44.014337659073064,66.45637546383908,160.92404177568434,160.31209354672717,29.967719724200492,False,0.06586003345866481,81.07866603252525,74.29582243156574,0.6322067594433817,13,1,key_level_break,161.696,TP1+SL,2022-04-06 07:00:00+00:00,14.468144337165542,258.6383354289061,1080,True -2022-04-25 13:00:00+00:00,3,GBP_JPY,SHORT,162.498,163.04870732286423,161.77337803140733,161.27096338567887,160.51734141708621,1678.27,3,OVERLAP,2.5,0.5024146457284446,44.256163844380424,28.037983201063284,165.06876136943734,165.3131919105427,-62.25919012196357,False,-0.0748956203349922,35.673328706955004,-254.1761369437353,0.815758980301284,13,0,key_level_break,163.04870732286423,SL,2022-04-25 18:00:00+00:00,-55.070732286424125,-924.2355787433701,300,False -2022-04-26 14:00:00+00:00,3,GBP_JPY,SHORT,160.443,161.4814155608911,159.7220033173267,159.22200552887787,158.47200884620457,881.14,3,OVERLAP,2.5,0.49999778844885734,47.98743127707735,21.629863590592933,163.42153318073375,164.70458682284078,-127.34550419252741,False,-0.17802997253020836,7.271541387195293,-294.9533180733738,0.906249999999995,14,1,key_level_break,160.443,TP1+SL,2022-04-27 00:00:00+00:00,28.83986730693209,254.11960678830144,600,True -2022-04-29 11:00:00+00:00,3,GBP_JPY,SHORT,163.197,163.71282976905118,162.63251069284644,162.23685115474407,161.6433618475905,1778.75,2,LONDON,2.5,0.3956595381023699,22.162627827672303,55.400634552786734,162.70490219172584,163.40714683974775,-18.094502320926154,False,-0.021551646810379577,51.90697674418629,52.10978082741633,0.5343511450381692,11,4,key_level_break,163.197,TP1+SL,2022-04-29 17:00:00+00:00,22.579572286142593,401.6341420397614,360,True -2022-05-05 11:00:00+00:00,3,GBP_JPY,SHORT,161.085,162.44066128507467,160.374616144776,159.8816935746267,159.1423097194027,679.78,5,LONDON,2.5,0.49292257014932483,28.633324936767167,30.831891600858313,162.6200259018161,163.0081594530833,-120.64025188038272,False,-0.08589113556645975,58.00905543423263,-150.60259018160878,0.7097197898423884,11,3,key_level_break,161.085,TP1+SL,2022-05-06 08:00:00+00:00,28.415354208959798,193.1618948416669,1260,True -2022-05-30 12:00:00+00:00,3,GBP_JPY,LONG,161.375,160.9968404775873,161.75387856723805,162.0257976120634,162.43367617930144,2442.04,4,LONDON,2.5,0.27191904482535806,36.55025350426709,77.12516304401015,160.4358889328774,159.99149105041116,31.748349072563542,False,0.05863941935956751,79.43660836455483,91.01110671226138,0.6255411255411742,12,0,key_level_break,161.375,TP1+SL,2022-05-31 04:00:00+00:00,15.155142689521883,370.0946465352002,960,True -2022-05-31 13:00:00+00:00,3,GBP_JPY,LONG,162.071,161.51691323907613,162.49311742562878,162.79386237604794,163.24497980167672,1673.35,4,OVERLAP,2.5,0.30074495041917926,34.80274079279099,68.90530735043754,161.07100350248183,160.3118765807807,61.78157214613975,False,0.009418049236498055,88.56627065104226,97.0996497518172,0.8451242829827659,13,1,key_level_break,163.24497980167672,TP3,2022-06-01 07:00:00+00:00,69.27878810060348,1159.2766006814484,1080,True -2022-06-06 13:00:00+00:00,3,GBP_JPY,LONG,164.39,164.0436908230794,164.80112753076182,165.09454588460304,165.53467341536486,2710.8,4,OVERLAP,2.5,0.2934183538412173,42.886426753767275,65.95290661744329,163.42331091100766,162.04945618876593,15.391650802885692,False,0.08590936182036732,73.5132444431768,93.76890889923288,0.5568627450979711,13,0,key_level_break,165.53467341536486,TP3,2022-06-06 23:00:00+00:00,67.52040492189279,1830.34313662267,600,True -2022-06-14 13:00:00+00:00,3,GBP_JPY,SHORT,162.00900000000001,162.521455983461,161.290532049617,160.79222008269502,160.04475213231203,1867.63,4,OVERLAP,2.5,0.4983119669219935,42.28011877564199,31.504685912857184,164.0678005900181,164.72342216216487,-49.63569940411503,False,-0.05897401242890954,15.833451858129541,-202.9800590018084,0.5660818713449943,13,1,key_level_break,162.521455983461,SL,2022-06-14 20:00:00+00:00,-51.24559834609954,-957.0781683912589,420,False -2022-06-16 08:00:00+00:00,3,GBP_JPY,SHORT,161.541,162.35409756553577,160.8344573033927,160.3440955056545,159.6085528090472,1165.31,4,LONDON,2.5,0.49036179773819616,39.42968940590225,31.07050309973698,162.91641258342577,163.96940969061308,-23.63333333333344,False,-0.13824840279046513,12.357087131476874,-134.64125834257743,0.630377524143996,8,3,key_level_break,161.541,TP1+SL,2022-06-16 10:00:00+00:00,28.26170786429202,329.33650791338135,120,True -2022-07-01 11:00:00+00:00,3,GBP_JPY,SHORT,162.861,163.3738273385794,162.19691798426183,161.73486330710307,161.0417812913649,1854.04,3,LONDON,2.5,0.4620546771587707,51.73445914524882,21.104542661753555,164.85803700828237,165.40877501964263,-62.065390623186545,False,-0.12800889268724525,19.92386166221717,-196.803700828238,0.5120593692022308,11,4,key_level_break,162.58932516451736,TP1+TP2+SL,2022-07-01 15:00:00+00:00,77.04224505505579,1428.3940402187563,240,True -2022-07-05 08:00:00+00:00,3,GBP_JPY,SHORT,163.574,164.081190377067,162.99417886879903,162.58829811466504,161.97947698346405,1902.81,4,LONDON,2.5,0.4058807541339881,40.773397233095665,36.76960142066274,164.34938706021475,164.91221922411202,-25.300000000004275,False,-0.08646653694389411,27.687979997447375,-74.63870602147438,0.8320935175345218,8,1,key_level_break,161.97947698346405,TP3,2022-07-05 15:00:00+00:00,94.51138099215768,1798.3720086568756,420,True -2022-07-11 13:00:00+00:00,3,GBP_JPY,SHORT,163.50900000000001,164.1020855455472,162.9062433633584,162.48507227226403,161.85331563562244,1657.55,5,OVERLAP,2.5,0.42117109109439504,22.333461002151274,46.390006906332566,163.48248945891393,163.67925973296119,-26.399894191246176,False,-0.06607861956936598,59.52489510027442,5.5510541086079,0.5818815331010246,13,0,key_level_break,161.85331563562244,TP3,2022-07-12 11:00:00+00:00,98.18106186265481,1627.4001909044348,1320,True -2022-07-19 14:00:00+00:00,3,GBP_JPY,LONG,165.845,165.50640927376398,166.34822672416254,166.70304454027092,167.23527126443346,2951.48,5,OVERLAP,2.5,0.3548178161083654,29.052211628081402,64.39584025483782,164.97152949067905,164.1812495130492,38.45407004207857,False,0.03813257295990051,64.25727380890056,84.44705093209564,0.6267071320182067,14,1,key_level_break,165.50640927376398,SL,2022-07-20 10:00:00+00:00,-33.85907262360206,-999.3437566710901,1200,False -2022-07-21 12:00:00+00:00,3,GBP_JPY,LONG,165.895,165.54581588820506,166.38255233538487,166.72692055897477,167.24347289435963,2833.32,5,LONDON,2.5,0.34436822358990005,23.435667200541907,55.729330299121834,165.57125046194756,164.74468982239497,25.033840029183807,False,0.0032942996342443295,67.88810086682555,29.47495380524572,0.6920731707317128,12,3,key_level_break,165.54581588820506,SL,2022-07-21 13:00:00+00:00,-34.91841117949548,-989.3503276308813,60,False -2022-07-26 11:00:00+00:00,3,GBP_JPY,SHORT,163.697,164.15345444860404,163.25577951133076,162.94229918555126,162.47207869688205,2145.79,4,LONDON,2.5,0.3134803257794903,28.857937207876216,32.016246428579024,164.36472748145817,164.4916571623175,-32.343062360891395,False,-0.12480496780854304,11.162286098434826,-63.87274814581758,0.6138107416880167,11,1,key_level_break,164.15345444860404,SL,2022-07-26 14:00:00+00:00,-45.64544486040347,-979.4553912700517,180,False -2022-08-04 11:00:00+00:00,3,GBP_JPY,SHORT,161.65800000000002,163.022230382466,160.941558852602,160.44459808766996,159.69915694027193,710.78,5,LONDON,2.5,0.4969607649320177,36.40272882294808,36.55906273866107,162.3517571672705,162.8334712156079,-125.14418930535669,False,-0.05995176339691771,56.66530187808462,-66.47571672704942,0.7125603864734282,11,3,key_level_break,163.022230382466,SL,2022-08-05 14:00:00+00:00,-136.42303824659905,-969.6676712491767,1620,False -2022-08-10 11:00:00+00:00,3,GBP_JPY,LONG,163.49,163.28424184687057,163.79241731653127,164.01336219421876,164.34477951075002,4665.5,4,LONDON,2.5,0.2209448776875005,23.869071033044627,62.434704286765275,163.08308119626724,162.86180814937114,19.972661134954706,False,0.025166307555545882,68.29475308642252,37.791880373276854,0.7490494296578711,11,2,key_level_break,163.28424184687057,SL,2022-08-10 12:00:00+00:00,-20.575815312943746,-959.9646634253904,60,False -2022-08-11 12:00:00+00:00,3,GBP_JPY,SHORT,161.386,161.74455141496927,160.96077432652072,160.65795721086786,160.2037315373886,2650.57,5,LONDON,2.5,0.3028171156528493,49.59047955166378,29.813426312113137,162.48394729571982,162.7098392088059,-36.43732405420508,False,-0.05288667742870226,14.959389830855216,-106.89472957198234,0.5573770491803278,12,3,key_level_break,161.74455141496927,SL,2022-08-11 14:00:00+00:00,-35.85514149692699,-950.3656239750977,120,False -2022-08-12 12:00:00+00:00,3,GBP_JPY,SHORT,161.874,162.4353053136116,161.41208405916524,161.0848067652754,160.59389082444065,1676.2,3,LONDON,2.5,0.3272772938898368,23.42535605522897,41.993096907128944,162.34822086045145,162.61413318304926,-22.19030632644774,False,-0.03396047392207261,31.93948815517746,-44.52208604514567,0.8624229979466539,12,4,key_level_break,161.23476241123234,TP1+TP2+SL,2022-08-15 10:00:00+00:00,62.82911879772712,1053.141689287502,4200,True -2022-09-01 13:00:00+00:00,3,GBP_JPY,SHORT,161.17000000000002,161.45384248288335,160.76575826563564,160.47693044272606,160.04368870836169,3351.84,4,OVERLAP,2.5,0.2888278229095802,28.38353918563223,43.8114007658087,161.51361976045771,161.7339416818822,-7.635776955274309,False,-0.025480365153961765,37.54211509530689,-31.461976045770257,0.5617647058823181,13,3,key_level_break,161.45384248288335,SL,2022-09-01 15:00:00+00:00,-28.38424828833297,-951.3945878276598,120,False -2022-09-22 11:00:00+00:00,3,GBP_JPY,SHORT,159.778,161.65043165586988,158.41810503239032,157.49217505398386,156.10328008637418,503.02,4,LONDON,2.5,0.9259299784064511,41.47686802028414,31.528200323093586,162.8639888139169,163.80088587604763,-147.6898360685908,False,-0.21188951289766111,30.869804569226456,-305.69888139169166,0.8960674157303462,11,3,key_level_break,156.10328008637418,TP3,2022-09-23 14:00:00+00:00,219.32319481754863,1103.239534571233,1620,True -2022-09-28 11:00:00+00:00,3,GBP_JPY,SHORT,153.094,154.17279897363701,151.855603079089,151.01067179848167,149.74327487757068,883.31,3,LONDON,2.5,0.8449312806073279,29.598910409939997,33.43205171045261,155.1485500811823,158.78787644666454,-124.90716435424645,False,-0.08130071737845679,34.53610576576275,-202.55500811823026,0.6664853101197099,11,2,key_level_break,154.17279897363701,SL,2022-09-28 12:00:00+00:00,-107.87989736370207,-952.9139214033167,60,False -2022-10-03 14:00:00+00:00,3,GBP_JPY,LONG,162.969,162.2001336308696,163.97879910739132,164.67133184565222,165.71013095304355,1226.98,5,OVERLAP,2.5,0.6925327382608882,38.702592746671456,64.13744634831048,160.81884170851038,159.42441018741778,33.29351290003615,False,0.028637865132751017,63.71444998763953,212.11582914896212,0.5071225071225006,14,0,key_level_break,164.17928437283052,TP1+TP2+SL,2022-10-04 09:00:00+00:00,132.6909255783528,1628.0911186612732,1140,True -2022-10-13 11:00:00+00:00,3,GBP_JPY,LONG,165.22899999999998,164.10509914870005,166.02770255389996,166.57950425649994,167.4072068103999,853.87,4,LONDON,2.5,0.5518017025999844,44.30865466401943,79.0087628742114,162.2891202284282,161.73353258668536,127.47286958392863,False,0.12925447084531144,88.6522207823546,291.08797715717856,0.7608471074380171,11,3,key_level_break,164.10509914870005,SL,2022-10-13 13:00:00+00:00,-112.39008512999362,-959.6652198994766,120,False -2022-10-13 14:00:00+00:00,3,GBP_JPY,LONG,165.597,164.85361588788652,166.5646523363405,167.22908722723412,168.2257395635746,1278.03,4,OVERLAP,2.5,0.664434890893647,55.981274125122155,78.82664926732372,162.62599556546394,161.83787305903837,98.70451601211414,False,0.22836178614622382,86.12839555281977,294.20044345360736,0.7144772117962584,14,3,key_level_break,166.10865315567418,TP1+TP2+SL,2022-10-14 07:00:00+00:00,114.22264565646685,1459.7996782833434,1020,True -2022-11-03 08:00:00+00:00,3,GBP_JPY,SHORT,166.717,167.26482900129378,166.17951299611863,165.80185499353104,165.23536798964966,1760.89,3,LONDON,2.5,0.3776580025875862,67.58770420916186,20.034440902182823,168.97072002228919,169.22830830901427,-32.433333333332826,False,-0.06193046868866997,15.863885750862202,-222.47200222891763,0.9432753888380491,8,3,key_level_break,165.23536798964966,TP3,2022-11-03 14:00:00+00:00,87.73792062102132,1544.9682704235024,360,True -2022-11-09 14:00:00+00:00,3,GBP_JPY,SHORT,166.755,167.32546087772639,166.15911736682085,165.74252894470143,165.11764631152232,1718.11,4,OVERLAP,2.5,0.41658842211942104,38.65278307428849,36.188545015485005,167.6781021075958,168.04097879353353,-31.04278600133341,False,-0.10837907333525049,35.56834941929751,-89.41021075958133,0.64168618266976,14,2,key_level_break,166.755,TP1+SL,2022-11-10 05:00:00+00:00,23.83530532716577,409.5167643565678,900,True -2022-11-11 10:00:00+00:00,3,GBP_JPY,SHORT,163.749,164.7046827821139,162.8749516536583,162.2729194227638,161.3698710764221,1029.85,4,LONDON,2.5,0.6020322308944692,35.377225895472094,27.34699879176921,166.09012058233705,167.29239382321722,-86.53902458705431,False,-0.11151339574380909,15.795022729555425,-231.21205823370587,0.5092592592592684,10,4,key_level_break,164.7046827821139,SL,2022-11-13 22:00:00+00:00,-95.56827821139109,-984.2099131600111,3600,False -2022-11-17 13:00:00+00:00,3,GBP_JPY,SHORT,165.269,165.89959241589128,164.6812227523262,164.27003792054364,163.65326067286983,1545.16,5,OVERLAP,2.5,0.4111848317825399,26.685673236588517,38.05734342595567,165.72229509086247,166.08143530386113,-45.268796218789475,False,-0.08019943547491164,30.94295538952382,-42.42950908624721,0.5868055555555226,13,3,key_level_break,165.89959241589128,SL,2022-11-17 17:00:00+00:00,-63.05924158912717,-974.3661773385575,240,False -2022-11-21 09:00:00+00:00,3,GBP_JPY,LONG,167.475,167.05777224421857,167.94168326734425,168.27213877890708,168.76782204625135,2311.98,4,LONDON,2.5,0.33045551156283665,26.98802787887221,68.22017098951883,166.40232856561389,166.229161244275,47.21826979084085,False,0.04761627851666379,83.44447902134006,104.36714343861127,0.9090909090909227,9,0,key_level_break,167.05777224421857,SL,2022-11-21 14:00:00+00:00,-41.722775578142546,-964.62222681154,300,False -2022-11-23 15:00:00+00:00,3,GBP_JPY,LONG,168.627,168.09094176837218,169.08942469488352,169.41704115813917,169.90846585302268,1781.48,4,OVERLAP,2.5,0.3276164632556658,33.45219744710342,60.597067581287796,167.88582041418223,166.9525632866744,5.91418574054785,False,0.039308267745983144,49.74907294868573,71.2179585817779,0.5036496350365345,15,2,key_level_break,168.09094176837218,SL,2022-11-23 17:00:00+00:00,-53.60582316278339,-954.9770184803536,120,False -2022-12-09 14:00:00+00:00,3,GBP_JPY,LONG,167.258,166.93317606526205,167.77528998603202,168.13948331005338,168.6857732960854,2910.59,4,OVERLAP,2.5,0.36419332402134474,25.30786585233416,58.33873135713848,166.8299437010554,166.56544572139006,39.0912214465061,False,0.004983119448548742,69.9945958248316,39.90562989446005,0.7746113989636992,14,4,key_level_break,167.258,TP1+SL,2022-12-11 22:00:00+00:00,20.69159944128046,602.247624177965,3360,True -2022-12-29 13:00:00+00:00,3,GBP_JPY,SHORT,160.423,160.9778462295715,160.0060613112855,159.70876885214247,159.26283016342796,1714.8,5,OVERLAP,2.5,0.29729245914301194,31.59918942443141,36.334100495782224,160.97230181330514,161.63395828078927,-39.571530513285325,False,-0.06434409783701527,19.947616871690283,-52.03018133051387,0.8983050847457615,13,3,key_level_break,159.26283016342796,TP3,2022-12-30 07:00:00+00:00,68.45019019432242,1173.783861452241,1080,True +2021-01-26 15:00:00+00:00,3,GBP_JPY,LONG,142.453,142.08739548904717,142.69631353285854,142.87785588809757,143.1501694209561,2707.84,4,OVERLAP,2.5,0.18154235523902335,44.779622080171805,69.72818832782653,141.8851045361202,141.6644133779753,49.08317128395083,False,0.08877360515279553,93.10430732132916,53.88954638798111,0.8250000000000488,15,1,key_level_break,142.453,TP1+SL,2021-01-27 21:00:00+00:00,9.732541314341463,263.5416467262639,1800,True +2021-01-28 14:00:00+00:00,3,GBP_JPY,LONG,143.076,142.54391015512928,143.3942695346122,143.62578255768702,143.9730520922992,1865.54,4,OVERLAP,2.5,0.23151302307480484,26.647038081921053,66.25184896323412,142.4182312171034,141.9736346266331,50.91295143668901,False,0.029416686970254704,86.96952578208838,62.87687828966,0.7912087912087864,14,3,key_level_break,143.076,TP1+SL,2021-01-29 08:00:00+00:00,12.730781384487955,237.49781904017658,1080,True +2021-02-12 13:00:00+00:00,3,GBP_JPY,LONG,145.02,144.84117170269667,145.20848489191005,145.35347481985008,145.57095971176008,5564.05,4,OVERLAP,2.5,0.14498992794002008,48.470360501688035,63.46950054720257,144.70387031593134,144.240161312081,15.740155379344856,False,0.037019261043647944,73.94286118690502,28.71296840686739,0.58400000000006,13,4,key_level_break,145.57095971176008,TP3,2021-02-14 23:00:00+00:00,31.897582705605593,1774.7974505312482,3480,True +2021-02-26 15:00:00+00:00,3,GBP_JPY,LONG,148.944,148.05700633450658,149.63198099648022,150.10996832746704,150.82694932394728,1141.79,4,OVERLAP,2.5,0.47798733098681734,41.57658199956032,54.44257632248389,148.84981665842298,148.04514056051397,66.554083062303,False,0.10055694658053499,77.60777640905646,6.518334157701133,0.5386100386100309,15,4,key_level_break,150.22118567337682,TP1+TP2+SL,2021-03-04 17:00:00+00:00,99.7016864254283,1138.3838854368978,8760,True +2021-03-16 15:00:00+00:00,3,GBP_JPY,LONG,151.441,151.1111158690638,151.7101523928086,151.90892065468097,152.20707304748956,3104.55,5,OVERLAP,2.5,0.1987682618723901,40.76025431068051,50.46420848145209,151.49535263323168,150.91542465774054,26.22950613472881,False,0.016564210342671498,74.48945658533246,-8.335263323166942,0.5787671232877062,15,1,key_level_break,151.67467345768543,TP1+TP2+SL,2021-03-17 08:00:00+00:00,34.15639105329092,1060.4022384449434,1020,True +2021-03-23 08:00:00+00:00,3,GBP_JPY,SHORT,150.163,150.43074468988976,149.8965159303307,149.69952655055118,149.40404248088188,3864.68,4,LONDON,2.5,0.19698937977953085,38.612082430749595,34.485233933407,150.80986265581757,151.0943552519145,-10.799999999997567,False,-0.028323031578684377,47.46902304571353,-61.78626558175608,0.8675799086757559,8,1,key_level_break,149.40404248088188,TP3,2021-03-23 10:00:00+00:00,44.37745114708776,1715.0464789912712,120,True +2021-04-01 13:00:00+00:00,3,GBP_JPY,LONG,152.96099999999998,152.66600675756808,153.25197972729572,153.46529954549288,153.78527927278859,3565.83,4,OVERLAP,2.5,0.21331981819715234,26.78254996186527,70.7225590762274,152.25606333903318,151.31669481439175,24.389276341079835,False,0.003952530277822663,79.43602246682258,67.5936660966812,0.718749999999926,13,3,key_level_break,152.96099999999998,TP1+SL,2021-04-05 14:00:00+00:00,11.639189091829396,415.0336963931801,5820,True +2021-04-08 12:00:00+00:00,3,GBP_JPY,SHORT,150.132,150.50963217010596,149.76810348968206,149.50617248280344,149.1132759724855,2796.5,5,LONDON,2.5,0.26193100687862975,52.27205074978917,31.391330293264446,151.2941925823587,151.81360895840527,-18.29465942252,False,-0.02715479393233511,25.163778411480497,-113.31925823587028,0.5290519877675927,12,3,key_level_break,150.132,TP1+SL,2021-04-09 08:00:00+00:00,14.555860412717722,407.0546364416511,1200,True +2021-04-13 14:00:00+00:00,3,GBP_JPY,SHORT,149.892,150.28423112586154,149.5315066224153,149.27184437069215,148.88235099310745,2702.79,4,OVERLAP,2.5,0.2596622517231374,40.02607356058535,37.27476310631735,150.3833282810112,151.02265260425685,-22.21967478415081,False,-0.06832417929392262,41.93956933503932,-46.232828101119594,0.8514851485148914,14,1,key_level_break,150.28423112586154,SL,2021-04-14 07:00:00+00:00,-39.22311258615423,-1060.1183646673178,1020,False +2021-04-19 08:00:00+00:00,3,GBP_JPY,SHORT,149.949,150.22177032317228,149.66411760191178,149.45486266985296,149.1409802717647,3847.62,5,LONDON,2.5,0.20925493205882362,26.36505008371026,42.4337863043988,150.14560287672384,150.45256114700604,-3.866666666667129,False,-0.042978442477472165,29.917610212555605,-16.760287672383356,0.6409395973154407,8,0,key_level_break,150.22177032317228,SL,2021-04-19 10:00:00+00:00,-27.277032317226713,-1049.5165508440784,120,False +2021-04-21 14:00:00+00:00,3,GBP_JPY,LONG,150.7,150.39131532435542,151.04325402693365,151.2914233782228,151.66367740515645,3365.96,5,OVERLAP,2.5,0.24816935128911508,31.451512150703536,50.221259245680585,150.7123606261788,150.6417041391936,14.919865708208135,False,0.010266793171429311,42.64439851026106,-4.136062617880043,0.7984031936128235,14,2,key_level_break,150.39131532435542,SL,2021-04-22 04:00:00+00:00,-30.86846756445709,-1039.0202708325999,840,False +2021-04-22 12:00:00+00:00,3,GBP_JPY,SHORT,149.92600000000002,150.16726498144175,149.66845505567483,149.47742509279138,149.1908801484662,4263.49,5,LONDON,2.5,0.19102996288345767,34.47864317275613,31.692713137946512,150.5205776904315,150.59689462675286,-17.096319062821408,False,-0.03925847747106101,24.642350162258982,-56.55776904314962,0.5674931129476284,12,3,key_level_break,149.83552105844188,TP1+TP2+SL,2021-04-22 16:00:00+00:00,30.054372892515747,1281.3651828351196,240,True +2021-05-07 15:00:00+00:00,3,GBP_JPY,LONG,151.954,151.63598268588706,152.25745194233883,152.47908657056473,152.81153851290355,3274.8,4,OVERLAP,2.5,0.2216346282258869,27.671257800086654,57.00832074807804,151.7553544765466,151.49425873518342,24.696918696420767,False,0.00875283273367037,69.27142481331558,16.964552345342554,0.7385321100917855,15,4,key_level_break,152.81153851290355,TP3,2021-05-10 05:00:00+00:00,50.29231077421286,1646.972593233923,3720,True +2021-05-12 12:00:00+00:00,3,GBP_JPY,LONG,154.081,153.80063586061797,154.3650924181461,154.57382069691016,154.88691311505627,3773.36,4,LONDON,2.5,0.20872827876406727,20.724516154496214,67.19209142473466,153.5165032896066,152.4849102292091,22.717922091695186,False,0.01607836102286158,45.785821121631336,53.549671039340296,0.6207455429497365,12,2,key_level_break,154.081,TP1+SL,2021-05-12 16:00:00+00:00,11.363696725844648,428.7931867743316,240,True +2021-06-03 08:00:00+00:00,3,GBP_JPY,LONG,155.692,155.4083394861696,155.87873154149122,156.02255256915203,156.23828411064324,3744.63,4,LONDON,2.5,0.14382102766080937,28.48988446363885,70.04359863901207,155.3330181179484,155.00598702177317,7.699999999999818,False,0.023271264712231676,58.902862280382685,32.99818820516123,0.818181818181811,8,3,key_level_break,155.4083394861696,SL,2021-06-03 13:00:00+00:00,-28.366051383039807,-1062.2036699047235,300,False +2021-06-03 14:00:00+00:00,3,GBP_JPY,LONG,155.53,155.2304930721471,155.75552078355872,155.9252013059312,156.17972208948996,3511.04,4,OVERLAP,2.5,0.1696805223724854,38.27966637828518,52.901488453753366,155.389683969811,155.0407850769158,-8.455660582887958,False,0.0036440904589813,34.66743537627596,11.131603018901615,0.5648535564853073,14,3,key_level_break,155.2304930721471,SL,2021-06-04 14:00:00+00:00,-29.950692785288883,-1051.5808039686067,1440,False +2021-06-08 13:00:00+00:00,3,GBP_JPY,SHORT,154.543,154.8135005687607,154.34999829371785,154.20199715619643,153.97999544991427,3848.66,4,OVERLAP,2.5,0.14800113752143448,35.3983145526798,28.943587477122946,154.96136217273659,155.0459354105686,-18.207775570965623,False,-0.02427845893447178,25.480088161344963,-38.93621727365826,0.6694560669455804,13,1,key_level_break,154.8135005687607,SL,2021-06-08 14:00:00+00:00,-27.050056876069558,-1041.0647189665387,60,False +2021-07-02 08:00:00+00:00,3,GBP_JPY,SHORT,153.298,153.5514223648486,153.08873290545412,152.92988817575687,152.691621081211,4066.94,4,LONDON,2.5,0.1588447296972475,27.2607902455105,37.75882072149934,153.51506243619792,153.7059888806986,-6.3333333333332575,False,-0.026784116828498093,24.6959776568423,-18.80624361979244,0.633116883116876,8,4,key_level_break,153.298,TP1+SL,2021-07-02 12:00:00+00:00,8.370683781835169,340.4306869969672,240,True +2021-07-06 08:00:00+00:00,3,GBP_JPY,SHORT,153.476,153.6932929888071,153.26487103357871,153.1047850559645,152.86465608954322,4758.82,4,LONDON,2.5,0.16008597761419419,21.875826260996256,42.62943727877053,153.63433466334348,153.6691950540662,-3.700000000000614,False,-0.010957073848273068,36.04720397632226,-12.933466334348509,0.6763285024155511,8,1,key_level_break,153.476,TP1+SL,2021-07-06 12:00:00+00:00,8.44515865685139,401.88989919397534,240,True +2021-07-06 13:00:00+00:00,3,GBP_JPY,SHORT,153.173,153.50694568993416,152.92376293019748,152.73827155032916,152.46003448052664,3108.52,4,OVERLAP,2.5,0.1854913798683361,29.877684487798508,36.5886755914663,153.57919012800977,153.65272750276586,-18.838274043167758,False,-0.06351732441527552,28.46723363439392,-37.719012800977225,0.7234636871508704,13,1,key_level_break,152.46003448052664,TP3,2021-07-06 15:00:00+00:00,41.617931168401576,1293.7017139559966,120,True +2021-07-23 14:00:00+00:00,3,GBP_JPY,LONG,152.058,151.75769413020163,152.347917609395,152.5605293489917,152.87944695838675,3499.81,4,OVERLAP,2.5,0.21261173959668542,22.9740294867441,62.852674560320594,151.38877347198812,151.37426331705265,19.529910528495975,False,0.004799916343788485,70.15225900299293,64.02265280118797,0.8007812499999372,14,4,key_level_break,151.75769413020163,SL,2021-07-26 01:00:00+00:00,-30.03058697983647,-1051.0134861790148,3540,False +2021-07-26 13:00:00+00:00,3,GBP_JPY,LONG,152.426,152.08355533614056,152.7763339915783,153.02922331929716,153.40855731087547,3038.46,4,OVERLAP,2.5,0.2528893277188701,25.871398985957015,65.82738189258899,151.72130903095484,151.4900220473937,35.09728560642884,False,0.04269173079412396,82.43078274734012,67.56909690451494,0.5343137254901976,13,0,key_level_break,152.08355533614056,SL,2021-07-27 07:00:00+00:00,-34.244466385942474,-1040.5044133503077,1080,False +2021-07-28 08:00:00+00:00,3,GBP_JPY,LONG,152.753,152.5148624928889,153.02981252133327,153.23368753555548,153.53950005688878,4325.65,4,LONDON,2.5,0.20387501422219576,26.88373704332549,65.4967438893515,152.2216335626233,151.7801842896247,9.600000000000364,False,0.026491437031277557,82.88329725829456,50.23664373766792,0.5519480519479735,8,2,key_level_break,152.5148624928889,SL,2021-07-28 09:00:00+00:00,-23.813750711107673,-1030.0995076350289,60,False +2021-07-28 11:00:00+00:00,3,GBP_JPY,LONG,152.807,152.4969188399697,153.09452919437655,153.30554865729422,153.62207785167078,3288.81,4,LONDON,2.5,0.21101946291769638,31.23028193460563,64.56711088739877,152.27247902397323,151.8064619577581,13.57194516663185,False,0.033377796358246364,75.72918985018273,50.55209760267587,0.6766169154228863,11,2,key_level_break,153.03934069477725,TP1+TP2+SL,2021-07-29 15:00:00+00:00,36.089927962377146,1186.929159819456,1680,True +2021-08-04 12:00:00+00:00,3,GBP_JPY,SHORT,151.579,151.96860378556636,151.31118864330085,151.11331440550143,150.81650304880228,2647.99,5,LONDON,2.5,0.1978742377994295,25.83918004963195,40.3990102947799,151.94292971958018,152.1095729827559,-29.226343363956175,False,-0.0029977702234382925,21.47975695254445,-33.49297195801739,0.6564885496183444,12,2,key_level_break,151.96860378556636,SL,2021-08-04 14:00:00+00:00,-38.96037855663508,-1031.666928141841,120,False +2021-08-05 13:00:00+00:00,3,GBP_JPY,LONG,152.627,152.2935808105078,152.9271147113338,153.14652451888963,153.4756392302234,3063.26,4,OVERLAP,2.5,0.21940980755584644,21.82798587034435,64.53640656394998,152.17884217174662,152.14839189697886,13.119404599839868,False,0.004984323316418668,55.60039947447809,41.915782825338965,0.6355421686747493,13,3,key_level_break,152.90261500208013,TP1+TP2+SL,2021-08-06 15:00:00+00:00,38.297869250538376,1173.163309604042,1560,True +2021-08-10 08:00:00+00:00,3,GBP_JPY,LONG,153.213,153.0365788450472,153.41240632200126,153.56467720333544,153.7930835253367,5855.77,4,LONDON,2.5,0.15227088133417463,28.56401653506545,68.40730211071514,152.7853051887561,152.48758097859923,5.433333333331802,False,0.041970567195485885,83.44483964666692,39.86948112438995,0.843881856540055,8,1,key_level_break,153.0365788450472,SL,2021-08-10 12:00:00+00:00,-17.642115495280567,-1033.0817065379908,240,False +2021-08-24 12:00:00+00:00,3,GBP_JPY,SHORT,150.151,150.36567175138148,149.83698474585557,149.60830790975928,149.26529265561481,4764.26,4,LONDON,2.5,0.22867683609629705,25.589876082417227,40.64134276965143,150.33978996741655,150.84057110352913,-24.638875514497727,False,-0.06420409013655537,26.500237670309783,-15.978996741654328,0.674747474747475,12,1,key_level_break,150.36567175138148,SL,2021-08-24 13:00:00+00:00,-21.467175138147354,-1022.7520382366991,60,False +2021-08-27 13:00:00+00:00,3,GBP_JPY,LONG,151.38,151.14076488829963,151.6457053351011,151.84217555850182,152.13688089360292,4232.34,5,OVERLAP,2.5,0.1964702234007314,47.8573344462529,67.4535680893782,150.9038355994709,150.87957695842377,26.65335023942248,False,0.07317320676600018,83.74660016780966,44.71644005290898,0.7696629213483289,13,4,key_level_break,151.14076488829963,SL,2021-08-27 14:00:00+00:00,-23.923511170036708,-1012.5243326539315,60,False +2021-09-02 13:00:00+00:00,3,GBP_JPY,LONG,152.009,151.7147703546273,152.20643893611805,152.3573982268634,152.58383716298144,3406.86,4,OVERLAP,2.5,0.1509592907453629,37.65241213999423,71.16028742489613,151.529905323225,151.21450633663116,26.41604471405401,False,0.02864427352457139,73.00943379387537,45.009467677499515,0.8310626702996908,13,3,key_level_break,152.009,TP1+SL,2021-09-03 02:00:00+00:00,7.897557444722452,269.05872556127133,780,True +2021-09-09 11:00:00+00:00,3,GBP_JPY,LONG,152.037,151.85959555694618,152.25221332916152,152.41502221526918,152.6592355444307,5665.52,4,LONDON,2.5,0.16280888610767064,41.19918233947311,60.57897640060594,151.8087778329956,151.6977606437248,18.159749501299416,False,0.03783015362071043,85.40190818073779,19.922216700442164,0.92796610169505,11,3,key_level_break,151.85959555694618,SL,2021-09-09 17:00:00+00:00,-17.740444305383107,-1005.0884202103412,360,False +2021-09-14 12:00:00+00:00,3,GBP_JPY,LONG,152.783,152.52321687496038,153.01172437511883,153.18354062519805,153.44126500031692,3830.27,5,LONDON,2.5,0.17181625007922857,23.003367140135797,65.54478562492648,152.28356720437182,151.97143939222903,10.413368740287865,False,0.03392838596984034,68.67672811793456,47.04327956281702,0.5900277008309778,12,1,key_level_break,152.52321687496038,SL,2021-09-14 13:00:00+00:00,-25.978312503960407,-995.0395103454443,60,False +2021-09-17 14:00:00+00:00,3,GBP_JPY,SHORT,151.142,151.57318788504787,150.85318634485637,150.6413105747606,150.32349691961699,2284.59,5,OVERLAP,2.5,0.21187577009575292,28.917378982666452,38.712411865241705,151.46944802583954,151.6670571408625,-43.255258472649416,False,-0.027377503674747505,36.17727589100921,-29.844802583954788,0.7597402597402757,14,4,key_level_break,150.32349691961699,TP3,2021-09-20 07:00:00+00:00,47.95018482298075,1095.465127447336,3900,True +2021-09-27 08:00:00+00:00,3,GBP_JPY,LONG,151.995,151.4109812227702,152.29889843695258,152.52083072825428,152.85372916520686,1705.5,5,LONDON,2.5,0.22193229130170972,26.10820731293828,70.38599568101166,151.12024058601932,150.8250003924839,11.633333333335827,False,0.031621421699426014,88.26397086976061,84.57594139806872,0.7065767284991884,8,0,key_level_break,152.22145517913046,TP1+TP2+SL,2021-09-28 07:00:00+00:00,37.718270190883345,643.2850981055154,1380,True +2021-10-05 08:00:00+00:00,3,GBP_JPY,LONG,151.436,151.0622852426385,151.77334427208456,152.01757378680756,152.3839180588921,2682.46,4,LONDON,2.5,0.2442295147230251,26.981682784465928,66.04237037969035,150.8041080488105,150.7524197722266,7.900000000000773,False,0.011632807124999506,68.87846570742614,60.289195118951966,0.739682539682558,8,1,key_level_break,151.436,TP1+SL,2021-10-05 12:00:00+00:00,13.493770883382014,361.9650064383692,240,True +2021-10-05 14:00:00+00:00,3,GBP_JPY,LONG,151.988,151.6469774506204,152.3469247909959,152.6055413183265,152.9934661093224,2950.23,4,OVERLAP,2.5,0.2586165273305987,52.10292899842668,75.67251852193797,150.98102711405303,150.80325078184833,38.01725532436251,False,0.05699218956286345,82.3854857445932,97.79728859469685,0.6862170087977207,14,1,key_level_break,151.6469774506204,SL,2021-10-06 07:00:00+00:00,-34.1022549379602,-1006.0949558561831,1020,False +2021-10-07 14:00:00+00:00,3,GBP_JPY,LONG,151.944,151.6733007751404,152.2508476745788,152.47474612429804,152.81059379887685,3679.49,4,OVERLAP,2.5,0.22389844971921458,22.241675414438475,66.41797593643571,151.3989704432982,151.07462874092823,37.27070275714084,False,0.05642049316525995,81.1050953113204,51.60295567017954,0.7073170731707205,14,3,key_level_break,152.19532383172174,TP1+TP2+SL,2021-10-08 11:00:00+00:00,38.53022858950965,1417.7159079281485,1260,True +2021-10-26 12:00:00+00:00,3,GBP_JPY,LONG,157.6,157.2399973572364,157.91600792829075,158.14601321381792,158.49102114210865,2806.12,4,LONDON,2.5,0.23000528552716581,62.247082715857566,69.76597549338604,156.84091125117857,156.44105627242106,22.408996129064462,False,0.08741137281318284,79.97630554751824,73.008874882143,0.7405247813410424,12,1,key_level_break,157.2399973572364,SL,2021-10-26 15:00:00+00:00,-36.00026427635896,-1010.2106159117641,180,False +2021-12-01 14:00:00+00:00,3,GBP_JPY,SHORT,150.498,150.87540861233134,150.05477416300604,149.7399569383434,149.26773110134945,2649.94,4,OVERLAP,2.5,0.3148172246626341,30.887696845207337,40.66991467193325,151.00496941436532,152.20862522929332,-38.240956850196994,False,-0.010668071311928269,37.593552101324974,-47.7969414365333,0.9684684684684471,14,2,key_level_break,150.14081846199065,TP1+TP2+SL,2021-12-02 01:00:00+00:00,55.194386706208434,1462.6181310824998,660,True +2021-12-03 15:00:00+00:00,3,GBP_JPY,SHORT,149.638,150.24929021603927,149.20012935188217,148.88888225313696,148.42201160501912,1659.99,4,OVERLAP,2.5,0.31124709874521794,21.76958911663638,31.062420593763463,150.45285808003553,151.48122812167537,-66.18015790179186,False,-0.05586885296468044,42.157446311856035,-78.58580800355242,0.7912087912088036,15,4,key_level_break,149.638,TP1+SL,2021-12-05 23:00:00+00:00,17.514825924713477,290.7443588676513,3360,True +2021-12-13 15:00:00+00:00,3,GBP_JPY,SHORT,150.23,150.66232130237466,149.93778609287602,149.72364348812673,149.40242958100276,2353.9,4,OVERLAP,2.5,0.21414260474930655,20.572158738972263,45.89735851615689,150.29805043745023,150.5160803681812,-26.00241694210581,False,-0.013667923693607364,38.3293126797603,-3.9050437450242725,0.883233532934171,15,0,key_level_break,150.23,TP1+SL,2021-12-14 08:00:00+00:00,11.68855628495862,275.136926391641,1020,True +2021-12-15 14:00:00+00:00,3,GBP_JPY,SHORT,150.361,150.8264186900762,150.08707726310467,149.88512877184112,149.5822060349458,2192.42,5,OVERLAP,2.5,0.20194849126354336,41.24269789674703,43.244236045257374,150.46524742814358,150.46867590586004,-42.6127385560676,False,-0.009274259028925258,52.30056308414675,-7.524742814359797,0.8745704467353871,14,2,key_level_break,150.8264186900762,SL,2021-12-15 19:00:00+00:00,-46.54186900762056,-1020.3932444968748,300,False +2021-12-22 15:00:00+00:00,3,GBP_JPY,LONG,152.559,152.31573805836828,152.87518582489517,153.10530970815861,153.45049553305378,4152.68,4,OVERLAP,2.5,0.2301238832634448,47.20259414781866,80.61712367655235,151.19289288323546,150.79543443016675,46.041412855791464,False,0.0654885093104452,86.97113358587593,133.71071167645425,0.8537234042553029,15,2,key_level_break,152.31573805836828,SL,2021-12-22 21:00:00+00:00,-24.32619416317152,-1010.1889997751912,360,False +2021-12-29 13:00:00+00:00,3,GBP_JPY,LONG,154.702,154.23611096409888,154.9396671077034,155.11744517950567,155.3841122872091,2146.62,4,OVERLAP,2.5,0.17777807180227084,21.350900648262467,66.89957059611967,154.14834548300033,152.88721377380418,27.199282498747834,False,0.02804330360531143,75.01318902969103,52.4654516999675,0.6729957805906673,13,2,key_level_break,155.0249945238072,TP1+TP2+SL,2021-12-30 07:00:00+00:00,32.58438196450697,699.4628601264994,1080,True +2021-12-31 15:00:00+00:00,3,GBP_JPY,LONG,155.984,155.5030038390711,156.2889884827866,156.511647471311,156.8456359540976,2093.74,4,OVERLAP,2.5,0.22265898852439156,29.697118600635378,69.5109387053499,155.18543547364675,153.8315354694637,45.995638016702856,False,0.022217841397908042,80.95502724432937,76.9564526353264,0.7265100671141597,15,4,key_level_break,155.5030038390711,SL,2022-01-02 22:00:00+00:00,-48.099616092889626,-1007.080901983267,3300,False +2022-01-11 08:00:00+00:00,3,GBP_JPY,LONG,156.974,156.6704044835941,157.27138654921774,157.48897758202955,157.8153641312473,3284.01,4,LONDON,2.5,0.21759103281182737,25.105561182977095,58.21382713222101,156.73024943311972,156.12225987202413,6.89999999999884,False,0.05819056937973193,57.38708820617387,21.47505668802694,0.8013937282229437,8,1,key_level_break,157.35791161662107,TP1+TP2+SL,2022-01-12 15:00:00+00:00,40.17279758231383,1319.2786898829443,1860,True +2022-01-18 14:00:00+00:00,3,GBP_JPY,SHORT,155.602,156.02443200368953,155.2847039889314,155.05383998155233,154.70754397048373,2391.4,4,OVERLAP,2.5,0.23086400737906917,43.77817243314098,29.586733094330512,156.35349827156438,156.42722953181172,-44.570605403669106,False,-0.10245934365282487,14.24839181726166,-72.24982715643762,0.6019656019655973,14,1,key_level_break,156.02443200368953,SL,2022-01-19 01:00:00+00:00,-42.243200368952216,-1010.2038936231233,660,False +2022-02-03 15:00:00+00:00,3,GBP_JPY,LONG,156.38,156.041979887206,156.75726033838205,157.0281005639701,157.43436090235215,2958.71,4,OVERLAP,2.5,0.2708402255880407,52.44407022621384,81.38749856292578,155.29172669510962,154.92554163362718,42.317420464928546,False,0.09851160199534259,69.6581330747328,105.92733048903824,0.6965317919074651,15,3,key_level_break,156.041979887206,SL,2022-02-04 09:00:00+00:00,-33.802011279399835,-1000.1034879247309,1080,False +2022-02-08 14:00:00+00:00,3,GBP_JPY,LONG,156.388,156.12454933543054,156.6623519937084,156.86458665618065,157.16793864988904,3758.21,4,OVERLAP,2.5,0.20223466247225494,25.804956219372063,62.53616193558503,155.95419994326787,155.46633568581257,13.325033139290099,False,0.018253553701020248,48.44091355729582,40.48000567321424,0.5076923076924176,14,1,key_level_break,156.388,TP1+SL,2022-02-08 22:00:00+00:00,10.974079748335726,412.4289625099281,480,True +2022-02-11 15:00:00+00:00,3,GBP_JPY,LONG,157.653,157.16310112921488,157.9962966123555,158.24449435392586,158.61679096628137,2029.45,5,OVERLAP,2.5,0.24819774157034383,23.652795177748057,61.927880005094536,157.04890683352377,156.21871594651702,27.103658911224215,False,0.01055617824341118,50.20239471774599,57.5093166476222,0.739316239316219,15,4,key_level_break,157.16310112921488,SL,2022-02-11 18:00:00+00:00,-48.989887078511174,-994.225263314845,180,False +2022-02-15 08:00:00+00:00,3,GBP_JPY,LONG,156.832,156.08861271676972,157.2264951830242,157.50882530504035,157.93232048806453,1324.05,5,LONDON,2.5,0.2823301220161348,37.521740317970085,62.1761842121879,156.41323292567782,156.2430144645059,25.933333333333053,False,0.042505842286946524,46.98376603639534,38.97670743221795,0.8890243902438607,8,1,key_level_break,156.08861271676972,SL,2022-02-17 08:00:00+00:00,-74.33872832302768,-984.281932361048,2880,False +2022-02-23 14:00:00+00:00,3,GBP_JPY,SHORT,156.27700000000002,156.64252770063234,155.98855975524586,155.77693292540977,155.45949268065561,2665.85,4,OVERLAP,2.5,0.21162682983610032,38.81792707626329,48.59969655794729,156.30953694304844,156.36588877252566,-18.099306457799003,False,-0.018337357100569593,14.450022596412524,-0.3536943048430885,0.7078189300410719,14,2,key_level_break,155.45949268065561,TP3,2022-02-24 00:00:00+00:00,47.89043916066418,1276.687272364566,600,True +2022-03-03 14:00:00+00:00,3,GBP_JPY,SHORT,154.44400000000002,154.89335237281782,154.09454288154654,153.84223813591092,153.46378101745745,2196.96,5,OVERLAP,2.5,0.2523047456356428,29.009822682938424,46.30326020361187,154.3766565536127,154.79367236910844,-31.291403215158198,False,-0.08745632816359522,19.31403516363036,9.634344638732273,0.6761658031088047,14,3,key_level_break,154.07084977050457,TP1+TP2+SL,2022-03-04 01:00:00+00:00,45.51176389161186,999.8752479931558,660,True +2022-03-14 12:00:00+00:00,3,GBP_JPY,LONG,154.087,153.77078927980534,154.45245034240227,154.7154172373371,155.1098675797394,3153.61,5,LONDON,2.5,0.26296689493485037,57.06197242667534,68.95310765562115,153.0320941571436,152.99245018928954,28.99321517412261,False,0.04633069387415617,74.46407599344617,102.5905842856389,0.7783505154638931,12,0,key_level_break,153.77078927980534,SL,2022-03-14 16:00:00+00:00,-31.62107201946469,-997.2052893130405,240,False +2022-03-16 14:00:00+00:00,3,GBP_JPY,LONG,155.165,154.61264874431288,155.5056787670614,155.75213127843568,156.12181004549709,1787.33,5,OVERLAP,2.5,0.24645251137427443,39.006130413169394,71.83237849704355,154.16542019379898,153.47586224422756,40.983162055411526,False,0.05281441506805101,87.01219901503589,97.0579806201016,0.7003891050583234,14,2,key_level_break,156.12181004549709,TP3,2022-03-16 20:00:00+00:00,56.24860272982573,1005.3481511709942,360,True +2022-03-18 14:00:00+00:00,3,GBP_JPY,LONG,156.79,156.50366831167682,157.11042363639805,157.3433727273301,157.69279636372815,3482.98,4,OVERLAP,2.5,0.23294909093203933,29.42811020540082,69.65039215769663,155.90266430598058,154.49061667578505,35.193947018308336,False,0.025711821130453227,84.30708737907717,85.83356940194165,0.6988304093567693,14,4,key_level_break,156.79,TP1+SL,2022-03-20 21:00:00+00:00,12.81694545592245,446.41164684068775,3300,True +2022-04-01 12:00:00+00:00,3,GBP_JPY,LONG,161.035,160.63905818449288,161.4758254465214,161.78904241086903,162.25886785739047,2530.05,4,LONDON,2.5,0.31321696434761576,28.50588720179542,62.14823676611473,160.4511647523218,159.9213072059732,14.165371543646188,False,0.03378640616232917,66.92124733763751,55.48352476781986,0.6840490797546556,12,4,key_level_break,160.63905818449288,SL,2022-04-01 16:00:00+00:00,-39.59418155071148,-1001.752590323776,240,False +2022-05-05 11:00:00+00:00,3,GBP_JPY,SHORT,161.085,162.44066128507467,160.374616144776,159.8816935746267,159.1423097194027,731.55,5,LONDON,2.5,0.49292257014932483,28.633324936767167,30.831891600858313,162.6200259018161,163.0081594530833,-120.64025188038272,False,-0.08589113556645975,58.00905543423263,-150.60259018160878,0.7097197898423884,11,3,key_level_break,161.085,TP1+SL,2022-05-06 08:00:00+00:00,28.415354208959798,207.8725237156454,1260,True +2022-05-30 12:00:00+00:00,3,GBP_JPY,LONG,161.375,160.9968404775873,161.75387856723805,162.0257976120634,162.43367617930144,2628.03,4,LONDON,2.5,0.27191904482535806,36.55025350426709,77.12516304401015,160.4358889328774,159.99149105041116,31.748349072563542,False,0.05863941935956751,79.43660836455483,91.01110671226138,0.6255411255411742,12,0,key_level_break,161.375,TP1+SL,2022-05-31 04:00:00+00:00,15.155142689521883,398.281696423442,960,True +2022-05-31 13:00:00+00:00,3,GBP_JPY,LONG,162.071,161.51691323907613,162.49311742562878,162.79386237604794,163.24497980167672,1800.79,4,OVERLAP,2.5,0.30074495041917926,34.80274079279099,68.90530735043754,161.07100350248183,160.3118765807807,61.78157214613975,False,0.009418049236498055,88.56627065104226,97.0996497518172,0.8451242829827659,13,1,key_level_break,163.24497980167672,TP3,2022-06-01 07:00:00+00:00,69.27878810060349,1247.5654882368576,1080,True +2022-06-06 13:00:00+00:00,3,GBP_JPY,LONG,164.39,164.0436908230794,164.80112753076182,165.09454588460304,165.53467341536486,2917.25,4,OVERLAP,2.5,0.2934183538412173,42.886426753767275,65.95290661744329,163.42331091100766,162.04945618876593,15.391650802885692,False,0.08590936182036732,73.5132444431768,93.76890889923288,0.5568627450979711,13,0,key_level_break,165.53467341536486,TP3,2022-06-06 23:00:00+00:00,67.5204049218928,1969.7390125839179,600,True +2022-06-14 13:00:00+00:00,3,GBP_JPY,SHORT,162.00900000000001,162.521455983461,161.290532049617,160.79222008269502,160.04475213231203,2009.87,4,OVERLAP,2.5,0.4983119669219935,42.28011877564199,31.504685912857184,164.0678005900181,164.72342216216487,-49.63569940411503,False,-0.05897401242890954,15.833451858129541,-202.9800590018084,0.5660818713449943,13,1,key_level_break,162.521455983461,SL,2022-06-14 20:00:00+00:00,-51.24559834609954,-1029.9699074787509,420,False +2022-06-16 08:00:00+00:00,3,GBP_JPY,SHORT,161.541,162.35409756553577,160.8344573033927,160.3440955056545,159.6085528090472,1254.06,4,LONDON,2.5,0.49036179773819616,39.42968940590225,31.07050309973698,162.91641258342577,163.96940969061308,-23.63333333333344,False,-0.13824840279046513,12.357087131476874,-134.64125834257743,0.630377524143996,8,3,key_level_break,161.541,TP1+SL,2022-06-16 10:00:00+00:00,28.261707864292024,354.41877364294055,120,True +2022-07-05 08:00:00+00:00,3,GBP_JPY,SHORT,163.574,164.081190377067,162.99417886879903,162.58829811466504,161.97947698346405,2017.42,4,LONDON,2.5,0.4058807541339881,40.773397233095665,36.76960142066274,164.34938706021475,164.91221922411202,-25.300000000004275,False,-0.08646653694389411,27.687979997447375,-74.63870602147438,0.8320935175345218,8,1,key_level_break,161.97947698346405,TP3,2022-07-05 15:00:00+00:00,94.51138099215767,1906.6915024119876,420,True +2022-07-11 13:00:00+00:00,3,GBP_JPY,SHORT,163.50900000000001,164.1020855455472,162.9062433633584,162.48507227226403,161.85331563562244,1757.39,5,OVERLAP,2.5,0.42117109109439504,22.333461002151274,46.390006906332566,163.48248945891393,163.67925973296119,-26.399894191246176,False,-0.06607861956936598,59.52489510027442,5.5510541086079,0.5818815331010246,13,0,key_level_break,161.85331563562244,TP3,2022-07-12 11:00:00+00:00,98.1810618626548,1725.4241630681095,1320,True +2022-07-19 14:00:00+00:00,3,GBP_JPY,LONG,165.845,165.50640927376398,166.34822672416254,166.70304454027092,167.23527126443346,3129.25,5,OVERLAP,2.5,0.3548178161083654,29.052211628081402,64.39584025483782,164.97152949067905,164.1812495130492,38.45407004207857,False,0.03813257295990051,64.25727380890056,84.44705093209564,0.6267071320182067,14,1,key_level_break,165.50640927376398,SL,2022-07-20 10:00:00+00:00,-33.85907262360206,-1059.5350300740674,1200,False +2022-07-21 12:00:00+00:00,3,GBP_JPY,LONG,165.895,165.54581588820506,166.38255233538487,166.72692055897477,167.24347289435963,3003.97,5,LONDON,2.5,0.34436822358990005,23.435667200541907,55.729330299121834,165.57125046194756,164.74468982239497,25.033840029183807,False,0.0032942996342443295,67.88810086682555,29.47495380524572,0.6920731707317128,12,3,key_level_break,165.54581588820506,SL,2022-07-21 13:00:00+00:00,-34.91841117949547,-1048.9385963086902,60,False +2022-07-26 11:00:00+00:00,3,GBP_JPY,SHORT,163.697,164.15345444860404,163.25577951133076,162.94229918555126,162.47207869688205,2275.04,4,LONDON,2.5,0.3134803257794903,28.857937207876216,32.016246428579024,164.36472748145817,164.4916571623175,-32.343062360891395,False,-0.12480496780854304,11.162286098434826,-63.87274814581758,0.6138107416880167,11,1,key_level_break,164.15345444860404,SL,2022-07-26 14:00:00+00:00,-45.64544486040347,-1038.4521287521231,180,False +2022-08-04 11:00:00+00:00,3,GBP_JPY,SHORT,161.65800000000002,163.022230382466,160.941558852602,160.44459808766996,159.69915694027193,753.59,5,LONDON,2.5,0.4969607649320177,36.40272882294808,36.55906273866107,162.3517571672705,162.8334712156079,-125.14418930535669,False,-0.05995176339691771,56.66530187808462,-66.47571672704942,0.7125603864734282,11,3,key_level_break,163.022230382466,SL,2022-08-05 14:00:00+00:00,-136.42303824659902,-1028.0703739225457,1620,False +2022-08-10 11:00:00+00:00,3,GBP_JPY,LONG,163.49,163.28424184687057,163.79241731653127,164.01336219421876,164.34477951075002,4946.51,4,LONDON,2.5,0.2209448776875005,23.869071033044627,62.434704286765275,163.08308119626724,162.86180814937114,19.972661134954706,False,0.025166307555545882,68.29475308642252,37.791880373276854,0.7490494296578711,11,2,key_level_break,163.28424184687057,SL,2022-08-10 12:00:00+00:00,-20.575815312943742,-1017.7847620362937,60,False +2022-08-11 12:00:00+00:00,3,GBP_JPY,SHORT,161.386,161.74455141496927,160.96077432652072,160.65795721086786,160.2037315373886,2810.22,5,LONDON,2.5,0.3028171156528493,49.59047955166378,29.813426312113137,162.48394729571982,162.7098392088059,-36.43732405420508,False,-0.05288667742870226,14.959389830855216,-106.89472957198234,0.5573770491803278,12,3,key_level_break,161.74455141496927,SL,2022-08-11 14:00:00+00:00,-35.85514149692698,-1007.6083573749415,120,False +2022-09-01 13:00:00+00:00,3,GBP_JPY,SHORT,161.17000000000002,161.45384248288335,160.76575826563564,160.47693044272606,160.04368870836169,3514.38,4,OVERLAP,2.5,0.2888278229095802,28.38353918563223,43.8114007658087,161.51361976045771,161.7339416818822,-7.635776955274309,False,-0.025480365153961765,37.54211509530689,-31.461976045770257,0.5617647058823181,13,3,key_level_break,161.45384248288335,SL,2022-09-01 15:00:00+00:00,-28.38424828833297,-997.5303449955162,120,False +2022-09-06 14:00:00+00:00,3,GBP_JPY,LONG,164.533,163.94776879014088,165.07889362957732,165.46215604929554,166.03704967887288,1687.46,4,OVERLAP,2.5,0.38326241971822034,84.44357083686556,76.2992035539273,162.59237442599326,161.9742420310613,26.2401781113482,False,0.09240663896252455,72.1815666175075,191.16255740067345,0.7884130982367632,14,1,key_level_break,164.533,TP1+SL,2022-09-06 17:00:00+00:00,21.835745183093422,368.4694656666283,180,True +2022-09-22 11:00:00+00:00,3,GBP_JPY,SHORT,159.778,161.65043165586988,158.41810503239032,157.49217505398386,156.10328008637418,529.39,4,LONDON,2.5,0.9259299784064511,41.47686802028414,31.528200323093586,162.8639888139169,163.80088587604763,-147.6898360685908,False,-0.21188951289766111,30.869804569226456,-305.69888139169166,0.8960674157303462,11,3,key_level_break,156.10328008637418,TP3,2022-09-23 14:00:00+00:00,219.32319481754865,1161.0750610446207,1620,True +2022-10-03 14:00:00+00:00,3,GBP_JPY,LONG,162.969,162.2001336308696,163.97879910739132,164.67133184565222,165.71013095304355,1304.32,5,OVERLAP,2.5,0.6925327382608882,38.702592746671456,64.13744634831048,160.81884170851038,159.42441018741778,33.29351290003615,False,0.028637865132751017,63.71444998763953,212.11582914896212,0.5071225071225006,14,0,key_level_break,164.17928437283052,TP1+TP2+SL,2022-10-04 09:00:00+00:00,132.69092557835282,1730.7142805035712,1140,True +2022-10-13 11:00:00+00:00,3,GBP_JPY,LONG,165.22899999999998,164.10509914870005,166.02770255389996,166.57950425649994,167.4072068103999,907.69,4,LONDON,2.5,0.5518017025999844,44.30865466401943,79.0087628742114,162.2891202284282,161.73353258668536,127.47286958392863,False,0.12925447084531144,88.6522207823546,291.08797715717856,0.7608471074380171,11,3,key_level_break,164.10509914870005,SL,2022-10-13 13:00:00+00:00,-112.39008512999362,-1020.1535637164392,120,False +2022-10-13 14:00:00+00:00,3,GBP_JPY,LONG,165.597,164.85361588788652,166.5646523363405,167.22908722723412,168.2257395635746,1358.59,4,OVERLAP,2.5,0.664434890893647,55.981274125122155,78.82664926732372,162.62599556546394,161.83787305903837,98.70451601211414,False,0.22836178614622382,86.12839555281977,294.20044345360736,0.7144772117962584,14,3,key_level_break,166.10865315567418,TP1+TP2+SL,2022-10-14 07:00:00+00:00,114.22264565646685,1551.817441624193,1020,True +2022-11-09 14:00:00+00:00,3,GBP_JPY,SHORT,166.755,167.32546087772639,166.15911736682085,165.74252894470143,165.11764631152232,1797.63,4,OVERLAP,2.5,0.41658842211942104,38.65278307428849,36.188545015485005,167.6781021075958,168.04097879353353,-31.04278600133341,False,-0.10837907333525049,35.56834941929751,-89.41021075958133,0.64168618266976,14,2,key_level_break,166.755,TP1+SL,2022-11-10 05:00:00+00:00,23.835305327165774,428.47059915273013,900,True +2022-11-11 13:00:00+00:00,3,GBP_JPY,SHORT,164.012,164.6855366638621,163.16279000841374,162.57731668068953,161.69910668910327,1528.88,4,OVERLAP,2.5,0.5854733277241808,47.60668813507296,33.90108390444098,165.86987104802353,167.1993045513321,-36.03784774201131,False,-0.1362467366223542,41.52495568125718,-182.88710480235295,0.6637744034707227,13,4,key_level_break,164.6855366638621,SL,2022-11-13 22:00:00+00:00,-67.35366638621088,-1029.756734645501,3420,False +2022-11-17 13:00:00+00:00,3,GBP_JPY,SHORT,165.269,165.89959241589128,164.6812227523262,164.27003792054364,163.65326067286983,1616.67,5,OVERLAP,2.5,0.4111848317825399,26.685673236588517,38.05734342595567,165.72229509086247,166.08143530386113,-45.268796218789475,False,-0.08019943547491164,30.94295538952382,-42.42950908624721,0.5868055555555226,13,3,key_level_break,165.89959241589128,SL,2022-11-17 17:00:00+00:00,-63.05924158912716,-1019.4598409989422,240,False +2022-11-23 15:00:00+00:00,3,GBP_JPY,LONG,168.627,168.09094176837218,169.08942469488352,169.41704115813917,169.90846585302268,1882.76,4,OVERLAP,2.5,0.3276164632556658,33.45219744710342,60.597067581287796,167.88582041418223,166.9525632866744,5.91418574054785,False,0.039308267745983144,49.74907294868573,71.2179585817779,0.5036496350365345,15,2,key_level_break,168.09094176837218,SL,2022-11-23 17:00:00+00:00,-53.605823162783395,-1009.2689961796207,120,False +2022-12-09 14:00:00+00:00,3,GBP_JPY,LONG,167.258,166.93317606526205,167.77528998603202,168.13948331005338,168.6857732960854,3076.05,4,OVERLAP,2.5,0.36419332402134474,25.30786585233416,58.33873135713848,166.8299437010554,166.56544572139006,39.0912214465061,False,0.004983119448548742,69.9945958248316,39.90562989446005,0.7746113989636992,14,4,key_level_break,167.258,TP1+SL,2022-12-11 22:00:00+00:00,20.691599441280456,636.4839446135076,3360,True +2022-12-29 13:00:00+00:00,3,GBP_JPY,SHORT,160.423,160.9778462295715,160.0060613112855,159.70876885214247,159.26283016342796,1812.29,5,OVERLAP,2.5,0.29729245914301194,31.59918942443141,36.334100495782224,160.97230181330514,161.63395828078927,-39.571530513285325,False,-0.06434409783701527,19.947616871690283,-52.03018133051387,0.8983050847457615,13,3,key_level_break,159.26283016342796,TP3,2022-12-30 07:00:00+00:00,68.45019019432242,1240.5159518726857,1080,True diff --git a/results/phase2/trades_S3_OOS.csv b/results/phase2/trades_S3_OOS.csv index 6d8c05d..326323f 100644 --- a/results/phase2/trades_S3_OOS.csv +++ b/results/phase2/trades_S3_OOS.csv @@ -1,39 +1,33 @@ timestamp,strategy_id,pair,signal_direction,entry_price,sl_price,tp1_price,tp2_price,tp3_price,lot_size,confluence_score,session,spread_at_entry,atr_at_entry,adx_at_entry,rsi_at_entry,ema_50_value,ema_200_value,vwap_deviation,news_within_60min,macd_hist_at_entry,stoch_k_at_entry,distance_from_ema50_pips,candle_body_ratio,hour_of_day,day_of_week,entry_pattern,exit_price,exit_reason,exit_time,pnl_pips,pnl_dollars,hold_time_minutes,win -2023-01-13 13:00:00+00:00,3,GBP_JPY,SHORT,155.998,156.64137816313902,155.40086551058292,154.98344251763822,154.35730802822115,1551.56,2,OVERLAP,2.5,0.41742299294470664,63.83079179875017,18.322043192740068,158.40197775085,159.38384061886364,-72.85291340477897,False,-0.030349366512340437,9.24704333977652,-237.49777508500074,0.7191358024691528,13,4,key_level_break,156.64137816313902,SL,2023-01-15 23:00:00+00:00,-64.33781631390332,-998.2398227999983,3480,False -2023-01-18 13:00:00+00:00,3,GBP_JPY,SHORT,158.769,159.7924457384362,157.84566278469148,157.21077130781913,156.25843409251058,965.61,5,OVERLAP,2.5,0.6348914768723538,31.028818590136186,48.79583993290895,158.33655899528796,158.4892669333457,-83.41717014276355,False,-0.135721811083088,14.604048175781484,46.1441004712043,0.8890041493775939,13,2,key_level_break,158.769,TP1+SL,2023-01-19 11:00:00+00:00,36.93348861234085,356.63345938962453,1320,True -2023-01-20 10:00:00+00:00,3,GBP_JPY,LONG,160.328,159.94182707926578,160.81505722374115,161.1590953729019,161.67515259664304,2568.33,4,LONDON,2.5,0.3440381491607585,38.99939645646456,68.98330955746383,158.98906637413737,158.65914967560394,48.62779238798964,False,0.06180562694906905,76.56611869942763,130.99336258626408,0.8850000000000182,10,4,key_level_break,160.53598877664618,TP1+TP2+SL,2023-01-20 18:00:00+00:00,56.885879398645336,1461.0171063592277,480,True -2023-01-26 14:00:00+00:00,3,GBP_JPY,LONG,161.279,160.75645304535948,161.78230753058816,162.13717921764695,162.6694867482351,1926.01,5,OVERLAP,2.5,0.35487168705877403,39.06878538891501,67.31254903784541,160.58057197409366,159.95146215321753,29.085192896459944,False,0.07338034306497547,54.753125032774335,66.94280259063419,0.545608108108135,14,3,key_level_break,160.75645304535948,SL,2023-01-27 00:00:00+00:00,-52.25469546405179,-1006.4306601071839,600,False -2023-02-07 08:00:00+00:00,3,GBP_JPY,SHORT,158.514,158.99395348729553,158.09576453811346,157.79760756352243,157.35037210163588,2075.96,5,LONDON,2.5,0.29815697459102736,33.86494333414314,35.008196213806244,158.9704970298257,159.35304100713813,-8.500000000000796,False,-0.12859831779421368,12.796365888385523,-42.74970298257017,0.5626016260162577,8,1,key_level_break,158.06179219514215,TP1+TP2+SL,2023-02-08 01:00:00+00:00,54.42927203172246,1129.9299156697457,1020,True -2023-02-13 14:00:00+00:00,3,GBP_JPY,LONG,160.633,160.32846818979323,161.06609543062032,161.37415905103387,161.83625448165418,3308.9,4,OVERLAP,2.5,0.30806362041354046,67.46101581692983,81.9500163452077,159.09799266559432,159.00855279850487,57.5847527790188,False,0.1706563534143381,89.08812020478241,150.60073344056946,0.5845697329376632,14,0,key_level_break,160.633,TP1+SL,2023-02-13 20:00:00+00:00,17.323817224812505,573.227788151821,360,True -2023-02-14 11:00:00+00:00,3,GBP_JPY,LONG,161.367,161.04480957856993,161.78657126429025,162.0856187738171,162.5341900381073,3145.34,4,LONDON,2.5,0.2990475095268327,36.4633976360608,70.66595053719567,159.99328799046145,159.3241683304111,37.87226397314214,False,0.027902287410751514,91.47825082852263,134.471200953854,0.5161290322580908,11,1,key_level_break,161.04480957856993,SL,2023-02-14 13:00:00+00:00,-32.219042143006504,-1013.3984201408408,120,False -2023-03-08 13:00:00+00:00,3,GBP_JPY,SHORT,162.019,162.48950358266836,161.62548925199494,161.34381541999156,160.92130467198646,2132.32,4,OVERLAP,2.5,0.28167383200338253,29.70216485837463,35.02996627331983,162.87293800473702,163.0619289375677,-50.37279029973263,False,-0.008868897318817154,9.838769298933856,-82.4938004737021,0.931313131313091,13,2,key_level_break,162.48950358266836,SL,2023-03-08 19:00:00+00:00,-47.050358266835694,-1003.2641993953911,360,False -2023-03-09 08:00:00+00:00,3,GBP_JPY,SHORT,161.8,162.19457117614462,161.45528647156613,161.20614411927687,160.83243059084302,2517.24,3,LONDON,2.5,0.2491423522892497,42.50711921648643,35.96676843121875,162.54517171014112,162.92533006745288,-8.433333333331916,False,-0.03468661504108758,24.969330532971057,-71.61717101411114,0.8250652741514827,8,3,key_level_break,162.19457117614462,SL,2023-03-09 14:00:00+00:00,-39.457117614460905,-993.2303474382558,360,False -2023-03-10 15:00:00+00:00,3,GBP_JPY,SHORT,162.441,162.9840509544699,161.73334713659025,161.24224522765041,160.50559236424067,1810.69,5,OVERLAP,2.5,0.4911019089398321,38.353205888410784,42.58194566839862,162.77656439505847,162.87367816325352,-84.7592107635478,False,-0.04749520240996957,26.568477669723894,-30.65643950584729,0.6263736263736274,15,4,key_level_break,162.9840509544699,SL,2023-03-10 16:00:00+00:00,-54.30509544698907,-983.2969327490864,60,False -2023-03-13 08:00:00+00:00,3,GBP_JPY,SHORT,161.868,163.006652863007,161.092541410979,160.556235684965,159.75177709594402,854.93,4,LONDON,2.5,0.5363057260139953,28.227643827932535,40.446696035544285,162.60735414576448,162.80145582560525,-33.36666666666872,False,-0.015045453207035486,53.84505738903883,-71.03541457644837,0.7770925110132265,8,0,key_level_break,161.32275025201403,TP1+TP2+SL,2023-03-13 14:00:00+00:00,94.39391112195834,807.0018643549585,360,True -2023-03-17 11:00:00+00:00,3,GBP_JPY,SHORT,160.874,161.61937116562103,160.20824364599392,159.7450727433232,159.05031638931712,1316.84,4,LONDON,2.5,0.46317090267072086,25.86121284794328,41.51603471405291,161.4164229833367,162.08256832922902,-58.15027763444789,False,-0.06937417422435388,23.67473618870262,-51.34229833367101,0.62439024390245,11,4,key_level_break,160.874,TP1+SL,2023-03-17 13:00:00+00:00,26.630254160243112,350.6778388837454,120,True -2023-03-24 08:00:00+00:00,3,GBP_JPY,SHORT,159.173,159.89493086396422,158.5730645509645,158.1537742516075,157.524838802572,1364.46,4,LONDON,2.5,0.41929029935700335,63.41568606213751,23.063921148684955,160.87546421873836,161.4548882070445,-16.7333333333346,False,-0.08635834635177103,22.70599275080079,-167.346421873836,0.7524038461538577,8,4,key_level_break,159.173,TP1+SL,2023-03-24 13:00:00+00:00,23.99741796142052,327.43516911639847,300,True -2023-03-28 12:00:00+00:00,3,GBP_JPY,SHORT,160.847,161.3541895167908,160.31993144962763,159.9492190827127,159.39315053234031,1948.62,4,LONDON,2.5,0.3707123669149235,25.737177737849542,46.55733042963749,160.90574232533038,161.13681226032887,-21.742221616293023,False,-0.05900631513745194,33.94709164093933,-2.9742325330374797,0.5979166666666568,12,1,key_level_break,161.3541895167908,SL,2023-03-28 14:00:00+00:00,-50.71895167907882,-988.3196362088657,120,False -2023-03-29 12:00:00+00:00,3,GBP_JPY,LONG,163.442,162.84834130698187,163.9139760790545,164.24796013175748,164.74893621081196,1648.14,4,LONDON,2.5,0.3339840527029853,53.594250904973244,81.20236308504545,161.7098323991905,161.33868546237952,53.33297184854473,False,0.09728105255058772,88.84690428244512,170.31676008095076,0.7647058823529411,12,2,key_level_break,163.442,TP1+SL,2023-03-30 11:00:00+00:00,18.879043162179418,311.15306197314385,1380,True -2023-03-30 12:00:00+00:00,3,GBP_JPY,LONG,164.362,163.5168126335763,164.84356209927105,165.1839368321184,165.69449893138946,1161.34,5,LONDON,2.5,0.34037473284736725,28.740690116134274,74.50627702392578,162.7867230774072,161.78265783539686,52.5028686306257,False,0.02515578526714657,69.05567154818752,154.62769225927957,0.993523316062182,12,3,key_level_break,164.79800826932583,TP1+TP2+SL,2023-03-31 02:00:00+00:00,60.86012264209558,706.7929482917127,840,True -2023-04-04 08:00:00+00:00,3,GBP_JPY,LONG,165.82,165.2305297458627,166.24941076241197,166.5550179373533,167.01342869976529,1677.12,2,LONDON,2.5,0.3056071749413225,36.873306762289836,75.91312567878319,164.41004539944115,163.09802031215463,14.799999999999613,False,0.11612953353478261,93.5415512446193,138.09546005588516,0.9691629955947528,8,1,key_level_break,165.82,TP1+SL,2023-04-04 12:00:00+00:00,17.17643049647904,288.0693511425493,240,True -2023-04-10 11:00:00+00:00,3,GBP_JPY,LONG,164.933,164.33349163744342,165.3595250876697,165.6632084794495,166.1187335671192,1653.85,3,LONDON,2.5,0.3036833917798019,26.886613242270034,66.13947105326037,164.15123352815297,163.697487403171,43.640929609239265,False,0.010480173792100866,70.24626299794245,75.27664718470248,0.7073170731707232,11,0,key_level_break,165.33089541640103,TP1+TP2+SL,2023-04-11 08:00:00+00:00,54.227251012790134,896.8373908750295,1260,True -2023-04-14 14:00:00+00:00,3,GBP_JPY,LONG,166.088,165.74866876184117,166.46424371447657,166.7344061907943,167.13964990527086,2948.34,4,OVERLAP,2.5,0.27016247631771806,34.98379674604257,52.07167482003992,165.98829428407933,165.13395742291686,19.96630949612097,False,0.0160009813708442,86.31626782394414,7.070571592066699,0.6666666666666666,14,4,key_level_break,166.088,TP1+SL,2023-04-17 08:00:00+00:00,15.049748579062905,443.7177572559433,3960,True -2023-04-18 12:00:00+00:00,3,GBP_JPY,LONG,166.80599999999998,166.3861111121701,167.14966666348977,167.39811110581627,167.77077776930605,2393.25,4,LONDON,2.5,0.24844444232651708,26.625287735832572,60.14519239235944,166.3588385845923,165.58028041048428,3.363175519939432,False,0.012045038823326568,44.97810618500205,41.816141540769536,0.6969696969696825,12,1,key_level_break,167.77077776930605,TP3,2023-04-19 07:00:00+00:00,56.72666615836418,1357.610937835051,1140,True -2023-04-21 14:00:00+00:00,3,GBP_JPY,LONG,166.653,166.3527652151419,167.0707043545743,167.36850725762386,167.81521161219817,3392.27,5,OVERLAP,2.5,0.29780290304954526,47.390227006858744,53.585415794455486,166.68889311984282,166.27568878950447,56.38638902681237,False,0.03756094584682862,77.14668528928941,-6.489311984282153,0.7669491525423943,14,4,key_level_break,166.653,TP1+SL,2023-04-24 06:00:00+00:00,16.708174182972474,566.7863803567203,3840,True -2023-04-26 08:00:00+00:00,3,GBP_JPY,LONG,166.66299999999998,166.3779588284271,167.09912351471866,167.40920585786446,167.87432937258313,3592.97,4,LONDON,2.5,0.3100823431457875,36.8261911088943,58.022413192199615,166.53177688675538,166.51145666659443,16.933333333332712,False,0.12090699519463988,85.56942028174183,10.22231132446052,0.7181467181466895,8,2,key_level_break,166.3779588284271,SL,2023-04-26 09:00:00+00:00,-28.504117157288533,-1024.1443782262297,60,False -2023-04-27 14:00:00+00:00,3,GBP_JPY,LONG,167.215,166.80085734958308,167.6534279512508,167.965046585418,168.4324745366688,2448.2,5,OVERLAP,2.5,0.31161863416719515,21.184442594419913,62.99428071076772,166.62840759258165,166.54614245403494,41.10574470523147,False,0.03537391401071513,79.65157742508022,55.75924074183547,0.6639676113361345,14,3,key_level_break,166.80085734958308,SL,2023-04-28 03:00:00+00:00,-41.41426504169203,-1013.9040367507043,780,False -2023-05-05 12:00:00+00:00,3,GBP_JPY,LONG,169.648,169.28426614389724,170.1102015683083,170.43766928051386,170.92887084882216,2759.61,4,LONDON,2.5,0.3274677122055384,34.6813188838619,62.755859868118186,169.22702082650534,168.98306271466123,33.55477022283537,False,0.09274438240961541,78.97768788068394,39.19791734946614,0.6661562021439341,12,4,key_level_break,170.92887084882216,TP3,2023-05-08 10:00:00+00:00,75.69225092932982,2088.8109258708787,4200,True -2023-05-11 08:00:00+00:00,3,GBP_JPY,LONG,169.642,169.30196627491583,170.05110117525254,170.3431686254209,170.7812698006734,3013.38,2,LONDON,2.5,0.29206745016835706,46.443873580751706,48.57280373558007,169.89090977122493,169.69823450284574,16.866666666666674,False,0.02524838632306986,36.19537818973663,-27.790977122492677,0.9359861591695399,8,3,key_level_break,169.30196627491583,SL,2023-05-11 10:00:00+00:00,-34.003372508416874,-1024.6508264941324,120,False -2023-05-17 12:00:00+00:00,3,GBP_JPY,LONG,171.033,170.74704419666017,171.42206741001954,171.70077901669924,172.1188464267188,3547.42,4,LONDON,2.5,0.2787116066796996,24.87154050736727,67.26088300306282,170.22039289704216,169.7705945924169,46.8190588055478,False,0.04712083404452222,85.57620867526748,78.36071029578306,0.6643835616438463,12,2,key_level_break,171.43835494720074,TP1+TP2+SL,2023-05-18 01:00:00+00:00,50.38095601276723,1787.2241097881074,780,True -2023-05-22 11:00:00+00:00,3,GBP_JPY,LONG,172.304,171.81492643402342,172.7002206979298,172.98370116321635,173.40892186114615,2110.68,3,LONDON,2.5,0.28348046528654025,33.187141311766084,63.882671795471154,171.61918469508075,170.75901569810745,53.04296035774598,False,0.053119747848218775,83.46779968174512,65.58153049192583,0.8973913043478778,11,0,key_level_break,171.81492643402342,SL,2023-05-22 14:00:00+00:00,-48.907356597658236,-1032.2777942354528,180,False -2023-06-07 11:00:00+00:00,3,GBP_JPY,LONG,173.835,173.54046935757302,174.1774490701382,174.42508178356368,174.7965308537019,3469.77,4,LONDON,2.5,0.2476327134254741,36.832661497450694,63.57060864352053,173.4187369756332,173.28071485976514,35.89950334251455,False,0.07641434846964724,96.28172601678273,38.72630243668027,0.6556886227545522,11,2,key_level_break,173.93280889873208,TP1+TP2+SL,2023-06-08 04:00:00+00:00,39.25741212271647,1362.141908610379,1020,True -2023-06-30 12:00:00+00:00,3,GBP_JPY,LONG,183.27,182.7925734906472,183.70667952805837,184.01713254676395,184.48281207482228,2169.08,5,LONDON,2.5,0.3104530187055673,25.50362143622696,60.816761801911326,182.69924092621608,181.85632206987782,32.22648645427739,False,0.05504760769302465,84.2698949716356,54.17590737839362,0.6184615384616272,12,4,key_level_break,183.27,TP1+SL,2023-06-30 18:00:00+00:00,17.467181122334527,378.8771322883337,360,True -2023-07-06 12:00:00+00:00,3,GBP_JPY,LONG,183.81799999999998,183.3820715159867,184.29278545204,184.62864242006668,185.13242787210672,2384.25,4,LONDON,2.5,0.3358569680266796,37.81804892031097,58.01673834658227,183.44202027219117,182.8689192295088,30.641766417383565,False,0.07035538048503805,86.74581758036798,34.697972780881514,0.6045977011493688,12,3,key_level_break,183.3820715159867,SL,2023-07-06 14:00:00+00:00,-43.59284840132886,-1039.3624880086834,120,False -2023-07-10 13:00:00+00:00,3,GBP_JPY,SHORT,181.211,181.7839739354951,180.65582819351465,180.2663803225244,179.68220851603905,1795.84,4,OVERLAP,2.5,0.38944787099024153,44.52741716423956,28.02556419937602,182.68085683934893,182.81450953629954,-63.86905071050819,False,-0.12843753607757502,7.111483322812018,-144.08568393489247,0.6262135922330155,13,0,key_level_break,181.7839739354951,SL,2023-07-10 16:00:00+00:00,-57.297393549509934,-1028.9695123195193,180,False -2023-07-18 11:00:00+00:00,3,GBP_JPY,SHORT,181.193,181.60451636798265,180.75305089605206,180.44041816008678,179.97146905613883,2475.43,4,LONDON,2.5,0.31263273596529617,20.073578439969477,48.57990728269839,181.2926650302441,181.5538387925153,16.260113514286445,False,-0.009252063808844128,73.07481682258724,-7.0665030244100535,0.6907514450867104,11,1,key_level_break,181.193,TP1+SL,2023-07-18 13:00:00+00:00,17.597964157918113,435.62528415435236,120,True -2023-07-19 14:00:00+00:00,3,GBP_JPY,SHORT,179.881,180.47515608752894,179.31053173741319,178.910886229022,178.3114179664352,1721.83,4,OVERLAP,2.5,0.399645508391205,28.95785682974849,31.287696850038827,181.02106978967802,181.41074837909864,-49.125052249399914,False,-0.11133341658739315,19.306523800969398,-111.10697896780266,0.7196652719665019,14,2,key_level_break,180.47515608752894,SL,2023-07-19 18:00:00+00:00,-59.4156087528944,-1023.0357761899616,240,False -2023-08-10 12:00:00+00:00,3,GBP_JPY,LONG,183.843,183.4180447525508,184.2098657423477,184.47377623724614,184.86964197959384,2383.33,4,LONDON,2.5,0.26391049489845814,49.29358636909725,73.66709966724376,182.80880544245574,182.1077440863871,23.753167229986616,False,0.06901933282938255,83.83158275601339,100.51945575442573,0.5,12,3,key_level_break,183.843,TP1+SL,2023-08-10 15:00:00+00:00,14.674629693907944,349.74485188381624,180,True -2023-08-11 13:00:00+00:00,3,GBP_JPY,LONG,183.97299999999998,183.69982968488415,184.32936808820475,184.58628014700793,184.9716482352127,3720.41,5,OVERLAP,2.5,0.2569120588031789,28.734339464521348,59.15162733866945,183.35579123878236,182.45167945695812,15.045908123477147,False,0.0058784416912326665,65.42185338865637,58.82087612176292,0.716621253405895,13,4,key_level_break,183.69982968488415,SL,2023-08-11 14:00:00+00:00,-27.317031511583423,-1016.3055720601008,60,False -2023-08-14 14:00:00+00:00,3,GBP_JPY,LONG,184.168,183.79363821287615,184.53958536137168,184.8066422689528,185.20722763032447,2687.62,5,OVERLAP,2.5,0.2670569075811147,20.995620299271497,58.68058529115182,183.70319739459165,182.7727932740091,15.002489827512022,False,0.013238039429878765,44.06528043559823,43.580260540835525,0.9652406417112182,14,0,key_level_break,185.20722763032447,TP3,2023-08-15 06:00:00+00:00,61.193657819467816,1644.652986287581,960,True -2023-08-29 14:00:00+00:00,3,GBP_JPY,SHORT,184.166,184.75950930895252,183.77572207314245,183.49620345523743,183.07692552837992,1722.95,4,OVERLAP,2.5,0.27951861790502236,29.031099470379957,36.79736771262289,184.57742866966987,184.60659996384464,-60.67680398131472,False,-0.03710285408760387,48.51370340232472,-38.242866966987776,0.8011695906432915,14,1,key_level_break,184.75950930895252,SL,2023-08-30 06:00:00+00:00,-59.35093089525196,-1022.5868638597437,960,False -2023-08-30 12:00:00+00:00,3,GBP_JPY,LONG,185.477,185.18291624684088,185.83175125947741,186.08758543246236,186.47133669193977,3442.43,5,LONDON,2.5,0.25583417298494066,47.40563414508409,71.52420325850616,184.68108618817274,184.62173197569112,19.210514467434336,False,0.09211646083610145,83.64638674233258,76.69138118272656,0.5582524271845019,12,2,key_level_break,185.18291624684088,SL,2023-08-30 13:00:00+00:00,-29.408375315912846,-1012.3627343875786,60,False +2023-01-18 13:00:00+00:00,3,GBP_JPY,SHORT,158.769,159.7924457384362,157.84566278469148,157.21077130781913,156.25843409251058,975.37,5,OVERLAP,2.5,0.6348914768723538,31.028818590136186,48.79583993290895,158.33655899528796,158.4892669333457,-83.41717014276355,False,-0.135721811083088,14.604048175781484,46.1441004712043,0.8890041493775939,13,2,key_level_break,158.769,TP1+SL,2023-01-19 11:00:00+00:00,36.93348861234086,360.238167878189,1320,True +2023-01-20 12:00:00+00:00,3,GBP_JPY,LONG,160.756,160.227975049639,161.26057485108294,161.61629141847155,162.14986626955445,1897.33,4,LONDON,2.5,0.35571656738861346,43.704727305466214,73.4312405867372,159.11305665678734,158.69757427547813,63.957882315116876,False,0.11035947786598327,93.36850310655659,161.3943343212668,0.6084905660377494,12,4,key_level_break,160.756,TP1+SL,2023-01-20 15:00:00+00:00,20.182994043317425,382.93800088207445,180,True +2023-01-26 14:00:00+00:00,3,GBP_JPY,LONG,161.279,160.75645304535948,161.78230753058816,162.13717921764695,162.6694867482351,1924.55,5,OVERLAP,2.5,0.35487168705877403,39.06878538891501,67.31254903784541,160.58057197409366,159.95146215321753,29.085192896459944,False,0.07338034306497547,54.753125032774335,66.94280259063419,0.545608108108135,14,3,key_level_break,160.75645304535948,SL,2023-01-27 00:00:00+00:00,-52.25469546405179,-1005.6677415534087,600,False +2023-02-07 08:00:00+00:00,3,GBP_JPY,SHORT,158.514,158.99395348729553,158.09576453811346,157.79760756352243,157.35037210163588,2074.39,5,LONDON,2.5,0.29815697459102736,33.86494333414314,35.008196213806244,158.9704970298257,159.35304100713813,-8.500000000000796,False,-0.12859831779421368,12.796365888385523,-42.74970298257017,0.5626016260162577,8,1,key_level_break,158.06179219514215,TP1+TP2+SL,2023-02-08 01:00:00+00:00,54.42927203172246,1129.0753760988475,1020,True +2023-02-13 14:00:00+00:00,3,GBP_JPY,LONG,160.633,160.32846818979323,161.06609543062032,161.37415905103387,161.83625448165418,3306.4,4,OVERLAP,2.5,0.30806362041354046,67.46101581692983,81.9500163452077,159.09799266559432,159.00855279850487,57.5847527790188,False,0.1706563534143381,89.08812020478241,150.60073344056946,0.5845697329376632,14,0,key_level_break,160.633,TP1+SL,2023-02-13 20:00:00+00:00,17.3238172248125,572.7946927212006,360,True +2023-02-14 11:00:00+00:00,3,GBP_JPY,LONG,161.367,161.04480957856993,161.78657126429025,162.0856187738171,162.5341900381073,3142.96,4,LONDON,2.5,0.2990475095268327,36.4633976360608,70.66595053719567,159.99328799046145,159.3241683304111,37.87226397314214,False,0.027902287410751514,91.47825082852263,134.471200953854,0.5161290322580908,11,1,key_level_break,161.04480957856993,SL,2023-02-14 13:00:00+00:00,-32.219042143006504,-1012.6316069378372,120,False +2023-03-08 13:00:00+00:00,3,GBP_JPY,SHORT,162.019,162.48950358266836,161.62548925199494,161.34381541999156,160.92130467198646,2130.7,4,OVERLAP,2.5,0.28167383200338253,29.70216485837463,35.02996627331983,162.87293800473702,163.0619289375677,-50.37279029973263,False,-0.008868897318817154,9.838769298933856,-82.4938004737021,0.931313131313091,13,2,key_level_break,162.48950358266836,SL,2023-03-08 19:00:00+00:00,-47.0503582668357,-1002.5019835914682,360,False +2023-03-10 15:00:00+00:00,3,GBP_JPY,SHORT,162.441,162.9840509544699,161.73334713659025,161.24224522765041,160.50559236424067,1827.6,5,OVERLAP,2.5,0.4911019089398321,38.353205888410784,42.58194566839862,162.77656439505847,162.87367816325352,-84.7592107635478,False,-0.04749520240996957,26.568477669723894,-30.65643950584729,0.6263736263736274,15,4,key_level_break,162.9840509544699,SL,2023-03-10 16:00:00+00:00,-54.30509544698907,-992.4799243891722,60,False +2023-03-13 08:00:00+00:00,3,GBP_JPY,SHORT,161.868,163.006652863007,161.092541410979,160.556235684965,159.75177709594402,862.91,4,LONDON,2.5,0.5363057260139953,28.227643827932535,40.446696035544285,162.60735414576448,162.80145582560525,-33.36666666666872,False,-0.015045453207035486,53.84505738903883,-71.03541457644837,0.7770925110132265,8,0,key_level_break,161.32275025201403,TP1+TP2+SL,2023-03-13 14:00:00+00:00,94.39391112195837,814.5344984624909,360,True +2023-03-17 11:00:00+00:00,3,GBP_JPY,SHORT,160.874,161.61937116562103,160.20824364599392,159.7450727433232,159.05031638931712,1329.14,4,LONDON,2.5,0.46317090267072086,25.86121284794328,41.51603471405291,161.4164229833367,162.08256832922902,-58.15027763444789,False,-0.06937417422435388,23.67473618870262,-51.34229833367101,0.62439024390245,11,4,key_level_break,160.874,TP1+SL,2023-03-17 13:00:00+00:00,26.630254160243112,353.95336014545535,120,True +2023-03-24 08:00:00+00:00,3,GBP_JPY,SHORT,159.173,159.89493086396422,158.5730645509645,158.1537742516075,157.524838802572,1377.19,4,LONDON,2.5,0.41929029935700335,63.41568606213751,23.063921148684955,160.87546421873836,161.4548882070445,-16.7333333333346,False,-0.08635834635177103,22.70599275080079,-167.346421873836,0.7524038461538577,8,4,key_level_break,159.173,TP1+SL,2023-03-24 13:00:00+00:00,23.997417961420528,330.4900404228874,300,True +2023-03-28 12:00:00+00:00,3,GBP_JPY,SHORT,160.847,161.3541895167908,160.31993144962763,159.9492190827127,159.39315053234031,1966.81,4,LONDON,2.5,0.3707123669149235,25.737177737849542,46.55733042963749,160.90574232533038,161.13681226032887,-21.742221616293023,False,-0.05900631513745194,33.94709164093933,-2.9742325330374797,0.5979166666666568,12,1,key_level_break,161.3541895167908,SL,2023-03-28 14:00:00+00:00,-50.71895167907883,-997.5454135192903,120,False +2023-03-29 12:00:00+00:00,3,GBP_JPY,LONG,163.442,162.84834130698187,163.9139760790545,164.24796013175748,164.74893621081196,1663.53,4,LONDON,2.5,0.3339840527029853,53.594250904973244,81.20236308504545,161.7098323991905,161.33868546237952,53.33297184854473,False,0.09728105255058772,88.84690428244512,170.31676008095076,0.7647058823529411,12,2,key_level_break,163.442,TP1+SL,2023-03-30 11:00:00+00:00,18.879043162179414,314.05854671580323,1380,True +2023-03-30 12:00:00+00:00,3,GBP_JPY,LONG,164.362,163.5168126335763,164.84356209927105,165.1839368321184,165.69449893138946,1172.18,5,LONDON,2.5,0.34037473284736725,28.740690116134274,74.50627702392578,162.7867230774072,161.78265783539686,52.5028686306257,False,0.02515578526714657,69.05567154818752,154.62769225927957,0.993523316062182,12,3,key_level_break,164.79800826932583,TP1+TP2+SL,2023-03-31 02:00:00+00:00,60.860122642095575,713.3901855861159,840,True +2023-04-14 14:00:00+00:00,3,GBP_JPY,LONG,166.088,165.74866876184117,166.46424371447657,166.7344061907943,167.13964990527086,2940.62,4,OVERLAP,2.5,0.27016247631771806,34.98379674604257,52.07167482003992,165.98829428407933,165.13395742291686,19.96630949612097,False,0.0160009813708442,86.31626782394414,7.070571592066699,0.6666666666666666,14,4,key_level_break,166.088,TP1+SL,2023-04-17 08:00:00+00:00,15.049748579062909,442.5559166656397,3960,True +2023-04-18 12:00:00+00:00,3,GBP_JPY,LONG,166.80599999999998,166.3861111121701,167.14966666348977,167.39811110581627,167.77077776930605,2386.99,4,LONDON,2.5,0.24844444232651708,26.625287735832572,60.14519239235944,166.3588385845923,165.58028041048428,3.363175519939432,False,0.012045038823326568,44.97810618500205,41.816141540769536,0.6969696969696825,12,1,key_level_break,167.77077776930605,TP3,2023-04-19 07:00:00+00:00,56.72666615836421,1354.0598485335377,1140,True +2023-04-21 14:00:00+00:00,3,GBP_JPY,LONG,166.653,166.3527652151419,167.0707043545743,167.36850725762386,167.81521161219817,3383.38,5,OVERLAP,2.5,0.29780290304954526,47.390227006858744,53.585415794455486,166.68889311984282,166.27568878950447,56.38638902681237,False,0.03756094584682862,77.14668528928941,-6.489311984282153,0.7669491525423943,14,4,key_level_break,166.653,TP1+SL,2023-04-24 06:00:00+00:00,16.70817418297247,565.3010236718541,3840,True +2023-04-26 08:00:00+00:00,3,GBP_JPY,LONG,166.66299999999998,166.3779588284271,167.09912351471866,167.40920585786446,167.87432937258313,3583.56,4,LONDON,2.5,0.3100823431457875,36.8261911088943,58.022413192199615,166.53177688675538,166.51145666659443,16.933333333332712,False,0.12090699519463988,85.56942028174183,10.22231132446052,0.7181467181466895,8,2,key_level_break,166.3779588284271,SL,2023-04-26 09:00:00+00:00,-28.504117157288533,-1021.462140801729,60,False +2023-04-27 14:00:00+00:00,3,GBP_JPY,LONG,167.215,166.80085734958308,167.6534279512508,167.965046585418,168.4324745366688,2441.79,5,OVERLAP,2.5,0.31161863416719515,21.184442594419913,62.99428071076772,166.62840759258165,166.54614245403494,41.10574470523147,False,0.03537391401071513,79.65157742508022,55.75924074183547,0.6639676113361345,14,3,key_level_break,166.80085734958308,SL,2023-04-28 03:00:00+00:00,-41.41426504169203,-1011.2493823615318,780,False +2023-05-05 12:00:00+00:00,3,GBP_JPY,LONG,169.648,169.28426614389724,170.1102015683083,170.43766928051386,170.92887084882216,2752.38,4,LONDON,2.5,0.3274677122055384,34.6813188838619,62.755859868118186,169.22702082650534,168.98306271466123,33.55477022283537,False,0.09274438240961541,78.97768788068394,39.19791734946614,0.6661562021439341,12,4,key_level_break,170.92887084882216,TP3,2023-05-08 10:00:00+00:00,75.69225092932982,2083.338376128688,4200,True +2023-05-17 12:00:00+00:00,3,GBP_JPY,LONG,171.033,170.74704419666017,171.42206741001954,171.70077901669924,172.1188464267188,3573.87,4,LONDON,2.5,0.2787116066796996,24.87154050736727,67.26088300306282,170.22039289704216,169.7705945924169,46.8190588055478,False,0.04712083404452222,85.57620867526748,78.36071029578306,0.6643835616438463,12,2,key_level_break,171.43835494720074,TP1+TP2+SL,2023-05-18 01:00:00+00:00,50.38095601276723,1800.5498726534843,780,True +2023-06-07 11:00:00+00:00,3,GBP_JPY,LONG,173.835,173.54046935757302,174.1774490701382,174.42508178356368,174.7965308537019,3530.95,4,LONDON,2.5,0.2476327134254741,36.832661497450694,63.57060864352053,173.4187369756332,173.28071485976514,35.89950334251455,False,0.07641434846964724,96.28172601678273,38.72630243668027,0.6556886227545522,11,2,key_level_break,173.93280889873208,TP1+TP2+SL,2023-06-08 04:00:00+00:00,39.25741212271646,1386.159593347057,1020,True +2023-06-30 12:00:00+00:00,3,GBP_JPY,LONG,183.27,182.7925734906472,183.70667952805837,184.01713254676395,184.48281207482228,2207.33,5,LONDON,2.5,0.3104530187055673,25.50362143622696,60.816761801911326,182.69924092621608,181.85632206987782,32.22648645427739,False,0.05504760769302465,84.2698949716356,54.17590737839362,0.6184615384616272,12,4,key_level_break,183.27,TP1+SL,2023-06-30 18:00:00+00:00,17.467181122334523,385.55832906762663,360,True +2023-07-06 12:00:00+00:00,3,GBP_JPY,LONG,183.81799999999998,183.3820715159867,184.29278545204,184.62864242006668,185.13242787210672,2426.3,4,LONDON,2.5,0.3358569680266796,37.81804892031097,58.01673834658227,183.44202027219117,182.8689192295088,30.641766417383565,False,0.07035538048503805,86.74581758036798,34.697972780881514,0.6045977011493688,12,3,key_level_break,183.3820715159867,SL,2023-07-06 14:00:00+00:00,-43.592848401328865,-1057.6932807614423,120,False +2023-07-10 13:00:00+00:00,3,GBP_JPY,SHORT,181.211,181.7839739354951,180.65582819351465,180.2663803225244,179.68220851603905,1827.51,4,OVERLAP,2.5,0.38944787099024153,44.52741716423956,28.02556419937602,182.68085683934893,182.81450953629954,-63.86905071050819,False,-0.12843753607757502,7.111483322812018,-144.08568393489247,0.6262135922330155,13,0,key_level_break,181.7839739354951,SL,2023-07-10 16:00:00+00:00,-57.297393549509934,-1047.115596856649,180,False +2023-07-18 11:00:00+00:00,3,GBP_JPY,SHORT,181.193,181.60451636798265,180.75305089605206,180.44041816008678,179.97146905613883,2519.08,4,LONDON,2.5,0.31263273596529617,20.073578439969477,48.57990728269839,181.2926650302441,181.5538387925153,16.260113514286445,False,-0.009252063808844128,73.07481682258724,-7.0665030244100535,0.6907514450867104,11,1,key_level_break,181.193,TP1+SL,2023-07-18 13:00:00+00:00,17.597964157918113,443.30679550928363,120,True +2023-07-19 14:00:00+00:00,3,GBP_JPY,SHORT,179.881,180.47515608752894,179.31053173741319,178.910886229022,178.3114179664352,1752.19,4,OVERLAP,2.5,0.399645508391205,28.95785682974849,31.287696850038827,181.02106978967802,181.41074837909864,-49.125052249399914,False,-0.11133341658739315,19.306523800969398,-111.10697896780266,0.7196652719665019,14,2,key_level_break,180.47515608752894,SL,2023-07-19 18:00:00+00:00,-59.4156087528944,-1041.0743550073405,240,False +2023-08-10 12:00:00+00:00,3,GBP_JPY,LONG,183.843,183.4180447525508,184.2098657423477,184.47377623724614,184.86964197959384,2425.35,4,LONDON,2.5,0.26391049489845814,49.29358636909725,73.66709966724376,182.80880544245574,182.1077440863871,23.753167229986616,False,0.06901933282938255,83.83158275601339,100.51945575442573,0.5,12,3,key_level_break,183.843,TP1+SL,2023-08-10 15:00:00+00:00,14.674629693907946,355.91113128119633,180,True +2023-08-11 13:00:00+00:00,3,GBP_JPY,LONG,183.97299999999998,183.69982968488415,184.32936808820475,184.58628014700793,184.9716482352127,3786.01,5,OVERLAP,2.5,0.2569120588031789,28.734339464521348,59.15162733866945,183.35579123878236,182.45167945695812,15.045908123477147,False,0.0058784416912326665,65.42185338865637,58.82087612176292,0.716621253405895,13,4,key_level_break,183.69982968488415,SL,2023-08-11 14:00:00+00:00,-27.31703151158342,-1034.2255447316995,60,False +2023-08-14 14:00:00+00:00,3,GBP_JPY,LONG,184.168,183.79363821287615,184.53958536137168,184.8066422689528,185.20722763032447,2735.01,5,OVERLAP,2.5,0.2670569075811147,20.995620299271497,58.68058529115182,183.70319739459165,182.7727932740091,15.002489827512022,False,0.013238039429878765,44.06528043559823,43.580260540835525,0.9652406417112182,14,0,key_level_break,185.20722763032447,TP3,2023-08-15 06:00:00+00:00,61.19365781946783,1673.6526607282271,960,True +2023-08-29 14:00:00+00:00,3,GBP_JPY,SHORT,184.166,184.75950930895252,183.77572207314245,183.49620345523743,183.07692552837992,1753.33,4,OVERLAP,2.5,0.27951861790502236,29.031099470379957,36.79736771262289,184.57742866966987,184.60659996384464,-60.67680398131472,False,-0.03710285408760387,48.51370340232472,-38.242866966987776,0.8011695906432915,14,1,key_level_break,184.75950930895252,SL,2023-08-30 06:00:00+00:00,-59.35093089525195,-1040.617676665721,960,False +2023-08-30 12:00:00+00:00,3,GBP_JPY,LONG,185.477,185.18291624684088,185.83175125947741,186.08758543246236,186.47133669193977,3503.13,5,LONDON,2.5,0.25583417298494066,47.40563414508409,71.52420325850616,184.68108618817274,184.62173197569112,19.210514467434336,False,0.09211646083610145,83.64638674233258,76.69138118272656,0.5582524271845019,12,2,key_level_break,185.18291624684088,SL,2023-08-30 13:00:00+00:00,-29.408375315912846,-1030.2136182043378,60,False diff --git a/results/phase2/trades_S7_Tight_IS.csv b/results/phase2/trades_S7_Tight_IS.csv index 595f274..58944be 100644 --- a/results/phase2/trades_S7_Tight_IS.csv +++ b/results/phase2/trades_S7_Tight_IS.csv @@ -1,64 +1,24 @@ timestamp,strategy_id,pair,signal_direction,entry_price,sl_price,tp1_price,tp2_price,tp3_price,lot_size,confluence_score,session,spread_at_entry,atr_at_entry,adx_at_entry,rsi_at_entry,ema_50_value,ema_200_value,vwap_deviation,news_within_60min,macd_hist_at_entry,stoch_k_at_entry,distance_from_ema50_pips,candle_body_ratio,hour_of_day,day_of_week,entry_pattern,exit_price,exit_reason,exit_time,pnl_pips,pnl_dollars,hold_time_minutes,win -2021-01-15 10:00:00+00:00,7,GBP_JPY,LONG,141.566,141.20781124300387,141.80128313549415,142.0655662709883,142.0655662709883,2791.82,4,LONDON,2.5,0.17618875699609876,42.88940117559245,36.587501495255765,141.80275269087562,141.2765088095501,0.25410906127945054,False,-0.06699868544674156,17.00312006625038,-26.575269087561537,0.7424242424243142,10,4,liquidity_sweep_bullish,141.20781124300387,SL,2021-01-15 12:00:00+00:00,-35.81887569961282,-999.9985355569306,120,False -2021-01-19 09:00:00+00:00,7,GBP_JPY,LONG,141.56,141.2521264151365,141.7663103772952,142.00162075459045,142.00162075459045,3215.61,3,LONDON,2.5,0.15687358486347797,48.80213452530581,68.66737170477022,141.1757334553746,141.17515028198045,5.591737610288305,False,0.061769183574347686,60.199476567766396,35.52665446254082,0.2349397590362436,9,1,liquidity_sweep_bullish,142.00162075459045,TP3,2021-01-20 09:00:00+00:00,32.396693930823794,1041.751329708963,1440,True -2021-01-26 11:00:00+00:00,7,GBP_JPY,LONG,141.932,141.55653754704448,142.15419367943326,142.40538735886653,142.40538735886653,2664.49,4,LONDON,2.5,0.16746245295550963,45.013122957551374,54.918630544909384,141.83235369457933,141.6431799298451,23.050051242265113,False,0.018473756860085247,90.52523152047463,7.064630542066652,0.8793969849244831,11,1,liquidity_sweep_bullish,142.40538735886653,TP3,2021-01-26 15:00:00+00:00,34.7792295802699,926.6890942433334,240,True -2021-01-28 09:00:00+00:00,7,GBP_JPY,LONG,142.387,141.99508017624308,142.6443797356354,142.93075947127082,142.93075947127082,2576.25,3,LONDON,2.5,0.1909198237569357,28.0111193240368,45.660860027758666,142.37358502774566,141.94096699332573,3.2040370578869215,False,-0.038040031071515955,26.222032530461906,-1.5585027745657953,0.5207373271889751,9,3,liquidity_sweep_bullish,142.93075947127082,TP3,2021-01-28 14:00:00+00:00,40.057171411578054,1031.9728784907795,300,True -2021-02-03 13:00:00+00:00,7,GBP_JPY,LONG,143.38,142.98100883435788,143.58198674846315,143.81297349692633,143.81297349692633,2556.46,4,OVERLAP,2.5,0.15399116564210769,21.19125925463239,46.771428044045194,143.4376216374294,142.89903350963797,1.9550885825168507,False,-0.02122762299110889,23.32069110572441,-8.662163742940265,0.7763713080167911,13,2,liquidity_sweep_bullish,142.98100883435788,SL,2021-02-04 07:00:00+00:00,-39.89911656421157,-1020.0049553174431,1080,False -2021-02-22 16:00:00+00:00,7,GBP_JPY,LONG,147.909,147.35748315792512,148.2107752631123,148.54155052622465,148.54155052622465,1830.96,3,OVERLAP,2.5,0.2205168420748857,25.806205453005592,49.571595382680044,147.73878097123367,146.59488521881667,-3.23407357151666,False,-0.05638877428058647,25.826739927013183,14.12190287663293,0.7335423197492708,16,0,liquidity_sweep_bullish,147.909,TP1+SL,2021-02-23 14:00:00+00:00,15.088763155615936,276.26921787406553,1320,True -2021-03-15 16:00:00+00:00,7,GBP_JPY,LONG,151.59799999999998,151.01970105203978,151.89794842194036,152.2268968438807,152.2268968438807,1750.94,4,OVERLAP,2.5,0.219298947960237,30.792877648174553,42.72345716995164,151.72154930343618,150.79467132964248,-21.23747076678626,False,-0.0683812708299251,23.680182752712355,-15.254930343618867,0.8027777777777754,16,0,liquidity_sweep_bullish,151.01970105203978,SL,2021-03-16 07:00:00+00:00,-57.82989479602065,-1012.566759941444,900,False -2021-03-16 14:00:00+00:00,7,GBP_JPY,LONG,151.272,150.86040341029127,151.5303948845631,151.81778976912616,151.81778976912616,2435.49,4,OVERLAP,2.5,0.19159658970872767,46.116112504772666,44.37097338848161,151.49875478152686,150.91043395078316,13.103242131234083,False,-0.005516899484468041,77.33077534251731,-25.57547815268606,0.8232758620689787,14,1,liquidity_sweep_bullish,151.81778976912616,TP3,2021-03-17 07:00:00+00:00,40.20945678301036,979.2972990045389,1020,True -2021-04-13 10:00:00+00:00,7,GBP_JPY,SHORT,150.213,150.71331798824258,149.93402301763615,149.62604603527228,149.62604603527228,2023.18,3,LONDON,2.5,0.2053179882425695,28.59269653051172,43.78288547843401,150.43765868033003,151.06143682161715,-13.406886587759459,False,-0.027369285861298248,21.467421310283054,-19.565868033004108,0.7345679012345386,10,1,liquidity_sweep_bearish,150.213,TP1+SL,2021-04-13 12:00:00+00:00,13.948849118192188,282.2103255894407,120,True -2021-04-26 12:00:00+00:00,7,GBP_JPY,SHORT,149.848,150.42552848244802,149.53420727632798,149.19141455265597,149.19141455265597,1757.59,5,LONDON,2.5,0.2285284824480132,21.667906582555755,52.91567388327567,149.84025883864902,150.2462986145537,-0.3728867266971747,False,0.018866320198138026,53.48712642597106,3.6741161350988705,0.3481481481481253,12,0,liquidity_sweep_bearish,150.42552848244802,SL,2021-04-27 01:00:00+00:00,-57.75284824480024,-1015.0582854657846,780,False -2021-04-30 13:00:00+00:00,7,GBP_JPY,LONG,151.279,150.82416914897905,151.5497462765314,151.84949255306282,151.84949255306282,2209.41,5,OVERLAP,2.5,0.19983085102093687,47.19627967228395,32.976576948685306,151.53267436608,150.9177882286671,-11.97662108636166,False,-0.0649438530111009,32.65307404867121,-28.267436607998775,0.03088803088807029,13,4,liquidity_sweep_bullish,150.82416914897905,SL,2021-05-02 21:00:00+00:00,-45.48308510209438,-1004.9078305541833,3360,False -2021-05-24 08:00:00+00:00,7,GBP_JPY,LONG,154.012,153.60050807928644,154.23273788107034,154.48247576214067,154.48247576214067,2417.68,4,LONDON,2.5,0.1664919207135534,28.665266488038995,43.47020422108266,154.15993958323398,153.94593704622852,2.3666666666684932,False,-0.0071238713458160186,48.988651856033776,-17.693958323397396,0.268698060941859,8,0,liquidity_sweep_bullish,154.012,TP1+SL,2021-05-25 13:00:00+00:00,11.036894053516733,266.83678015306333,1740,True -2021-05-31 15:00:00+00:00,7,GBP_JPY,LONG,155.623,155.28565511043521,155.8210173343472,156.0480346686944,156.0480346686944,2956.99,4,OVERLAP,2.5,0.15134488956480616,49.654076816262176,49.52039425705005,155.4898975578868,154.70481868697738,12.271567464063082,False,-0.017999866233808857,61.17340008839269,10.410244211320219,0.6586826347304442,15,0,liquidity_sweep_bullish,155.623,TP1+SL,2021-06-01 06:00:00+00:00,9.900866717360657,292.76763874568286,900,True -2021-06-25 12:00:00+00:00,7,GBP_JPY,SHORT,153.659,154.12314439252793,153.40128341120808,153.11456682241615,153.11456682241615,2155.48,4,LONDON,2.5,0.19114439252794413,53.8588470422815,24.810319988450544,154.31867546707275,154.23362056305513,-20.852640031313285,False,-0.05275840635949372,15.699312403799084,-63.06754670727628,0.5355029585799257,12,4,liquidity_sweep_bearish,154.12314439252793,SL,2021-06-25 14:00:00+00:00,-46.41443925279418,-1000.4539552061281,120,False -2021-07-02 10:00:00+00:00,7,GBP_JPY,SHORT,153.09300000000002,153.49717734346345,152.87123398480486,152.62046796960968,152.62046796960968,2450.53,3,LONDON,2.5,0.16717734346344384,35.24052307964464,30.426481236859104,153.49162049569827,153.69619825411613,-18.369589856695256,False,-0.05178002572719604,12.142176124114501,-36.962049569825695,0.7427385892114661,10,4,liquidity_sweep_bearish,153.49717734346345,SL,2021-07-02 12:00:00+00:00,-40.41773434634308,-990.4487054774412,120,False -2021-07-30 15:00:00+00:00,7,GBP_JPY,LONG,152.672,152.2247742086898,152.95833868696528,153.27367737393055,153.27367737393055,2192.5,5,OVERLAP,2.5,0.21022579131017957,36.63133935875766,40.353128959466375,152.83637541682887,152.25572151827544,-29.063070833899474,False,-0.022159049509178973,32.090036993422636,-19.33754168288715,0.01953124999998222,15,4,liquidity_sweep_bullish,152.2247742086898,SL,2021-08-01 21:00:00+00:00,-44.72257913101885,-980.5425474475883,3240,False -2021-08-03 08:00:00+00:00,7,GBP_JPY,SHORT,151.824,152.23044597313304,151.57933104030045,151.30566208060085,151.30566208060085,2388.36,3,LONDON,2.5,0.18244597313304692,33.17111708131859,45.683075608404145,152.16133874825707,152.20288283213353,-4.566666666664787,False,0.03722803957820611,64.9472313596493,-30.83387482570572,0.36758893280626104,8,1,liquidity_sweep_bearish,151.30566208060085,TP3,2021-08-03 13:00:00+00:00,38.1505609816489,911.1727382613097,300,True -2021-08-04 11:00:00+00:00,7,GBP_JPY,SHORT,151.835,152.214864563784,151.589703154324,151.315406308648,151.315406308648,2579.47,4,LONDON,2.5,0.18286456378400096,22.847032014812697,48.984720644115605,151.95660032037938,152.11461391725595,-17.15789799258971,False,0.0258751698462492,44.64832495319386,-9.260032037937549,0.48095238095235837,11,2,liquidity_sweep_bearish,151.835,TP1+SL,2021-08-04 13:00:00+00:00,12.264842283799737,316.36792725792907,120,True -2021-08-25 08:00:00+00:00,7,GBP_JPY,SHORT,150.64000000000001,151.1143351528358,150.39999727074635,150.13099454149267,150.13099454149267,2072.4,4,LONDON,2.5,0.17933515283577778,17.795316685023398,56.211904198229135,150.4649640402053,150.79013373274236,-4.599999999999227,False,-0.004467363944246086,37.20413010474014,20.40359597947088,0.28426395939091786,8,2,liquidity_sweep_bearish,151.1143351528358,SL,2021-08-25 14:00:00+00:00,-47.433515283577776,-983.0121707368659,360,False -2021-08-30 11:00:00+00:00,7,GBP_JPY,LONG,151.209,150.86378738668466,151.40531891997304,151.63063783994605,151.63063783994605,2819.08,3,LONDON,2.5,0.15021261331534858,15.189330052530499,54.705688561359246,151.04245608816143,150.9321682690765,6.492283032335422,False,-0.009988877438677997,38.113207547171434,13.754391183857706,0.6758241758243243,11,0,liquidity_sweep_bullish,151.209,TP1+SL,2021-08-31 12:00:00+00:00,9.815945998651898,276.71937045879594,1500,True -2021-09-07 14:00:00+00:00,7,GBP_JPY,LONG,151.94899999999998,151.5761053024372,152.18384204634418,152.44768409268838,152.44768409268838,2617.23,4,OVERLAP,2.5,0.1758946975627967,22.564377948748675,50.26522890057905,151.93805440221286,151.63011360916778,12.515971158359207,False,-0.005507668021594143,72.94254969647346,-1.805440221286858,0.13207547169821438,14,1,liquidity_sweep_bullish,151.5761053024372,SL,2021-09-08 08:00:00+00:00,-37.28946975627707,-975.9511893022104,1080,False -2021-09-08 13:00:00+00:00,7,GBP_JPY,LONG,151.85399999999998,151.4688689948647,152.05319650770295,152.28139301540594,152.28139301540594,2508.73,4,OVERLAP,2.5,0.1521310051353152,38.896841305580104,47.25338009705235,151.9088994498083,151.68724736135147,11.584605951500748,False,-0.014253913900572998,76.06385108011362,-8.389944980831388,0.3627450980391733,13,2,liquidity_sweep_bullish,151.4688689948647,SL,2021-09-09 07:00:00+00:00,-38.51310051352925,-966.1897065130624,1080,False -2021-09-09 09:00:00+00:00,7,GBP_JPY,LONG,151.905,151.52811513800532,152.11282729299205,152.3496545859841,152.3496545859841,2537.99,5,LONDON,2.5,0.15788486199469604,44.81110156012911,56.60753548106097,151.80120330846373,151.6937144457747,10.567760250532388,False,0.015536187297852368,79.13815221750635,7.47966915362781,0.43461538461539806,9,3,liquidity_sweep_bullish,151.905,TP1+SL,2021-09-09 17:00:00+00:00,10.391364649602508,263.7317956704467,480,True -2021-09-23 08:00:00+00:00,7,GBP_JPY,SHORT,150.088,150.47218151232715,149.82572773150926,149.5344554630185,149.5344554630185,2496.65,4,LONDON,2.5,0.19418151232715875,63.18580853627071,68.69619970958104,149.68521903350933,150.50964258294968,-2.6666666666642413,False,0.057819192820166745,83.72489633181637,43.17809664906633,0.09917355371901602,8,3,liquidity_sweep_bearish,150.47218151232715,SL,2021-09-23 11:00:00+00:00,-38.41815123271601,-959.1667727516044,180,False -2021-10-07 14:00:00+00:00,7,GBP_JPY,LONG,151.944,151.3881015502808,152.2508476745788,152.58669534915762,152.58669534915762,1708.18,4,OVERLAP,2.5,0.22389844971921458,22.241675414438475,66.41797593643571,151.3989704432982,151.07462874092823,37.27070275714084,False,0.05642049316525995,81.1050953113204,51.60295567017954,0.7073170731707205,14,3,liquidity_sweep_bullish,152.58669534915762,TP3,2021-10-08 14:00:00+00:00,47.477527432504694,811.0016280965588,1440,True -2021-10-21 11:00:00+00:00,7,GBP_JPY,LONG,157.712,157.03021624605853,158.0936756309122,158.50435126182444,158.50435126182444,1404.68,3,LONDON,2.5,0.2737837539414775,44.26399001382425,49.53726081389206,157.6257545997257,156.08554010046774,24.844663297366765,False,-0.05079740732041138,57.86595525910908,5.724540027429725,0.7409200968522399,11,3,liquidity_sweep_bullish,157.03021624605853,SL,2021-10-21 13:00:00+00:00,-68.17837539414597,-957.6880034864897,120,False -2021-10-29 11:00:00+00:00,7,GBP_JPY,LONG,157.047,156.48783742151303,157.37374386773047,157.7294877354609,157.7294877354609,1695.59,3,LONDON,2.5,0.23716257848696995,22.39654804955156,66.17247855661854,156.5834001155804,156.50588237481367,24.910202103683332,False,0.02158456409268593,84.69232379717215,43.45998844196117,0.6290322580645161,11,4,liquidity_sweep_bullish,156.48783742151303,SL,2021-10-29 14:00:00+00:00,-55.916257848696205,-948.1104764567079,180,False -2021-11-10 08:00:00+00:00,7,GBP_JPY,SHORT,153.114,153.57571037474384,152.83443443788425,152.52586887576848,152.52586887576848,2032.93,4,LONDON,2.5,0.20571037474383683,27.303339362982037,51.70142632925221,153.2037801251759,154.30654252539233,-2.1666666666675383,False,0.03060645825659345,76.81042808310049,-6.078012517590992,0.3598971722364595,8,2,liquidity_sweep_bearish,153.114,TP1+SL,2021-11-10 13:00:00+00:00,13.978278105787469,284.1686090959852,300,True -2021-11-15 15:00:00+00:00,7,GBP_JPY,SHORT,153.043,153.46258659358037,152.79512010962947,152.5182402192589,152.5182402192589,2243.8,4,OVERLAP,2.5,0.1845865935803661,26.95881459341725,59.84293364942911,152.85382660290435,153.49139058517304,12.504539957382121,False,0.011224768330126852,77.48812924177535,21.81733970956543,0.1333333333333036,15,0,liquidity_sweep_bearish,153.46258659358037,SL,2021-11-16 02:00:00+00:00,-41.95865935803624,-941.4683986756173,660,False -2021-11-19 14:00:00+00:00,7,GBP_JPY,SHORT,153.16,153.87208595736394,152.69387106395408,152.19874212790816,152.19874212790816,1308.91,4,OVERLAP,2.5,0.33008595736394164,43.96604069782875,36.36452934786622,153.8429035722799,153.74112992713597,5.3679331416987,False,-0.13070392939576528,34.555219017898686,-65.39035722799156,0.3480314960630028,14,4,liquidity_sweep_bearish,153.87208595736394,SL,2021-11-22 15:00:00+00:00,-71.20859573639392,-932.0564304532338,4380,False -2021-11-23 08:00:00+00:00,7,GBP_JPY,SHORT,153.318,153.90815769129742,153.01226346305387,152.67752692610773,152.67752692610773,1563.54,4,LONDON,2.5,0.22315769129742696,53.86626232940086,35.58700787230353,153.71502125557873,153.69324606352444,-8.966666666663059,False,-0.04817338530404919,27.557012902040867,-36.8021255578725,0.7985257985257497,8,1,liquidity_sweep_bearish,153.90815769129742,SL,2021-11-23 14:00:00+00:00,-59.01576912974064,-922.7351566511469,360,False -2021-11-23 14:00:00+00:00,7,GBP_JPY,LONG,153.877,153.375830234589,154.2022546481165,154.556509296233,154.556509296233,1822.75,4,OVERLAP,2.5,0.23616976541099557,44.43116293881849,54.63011184936855,153.6912101876037,153.68766068666835,29.435609419101638,False,-0.028498599057303207,81.15904961493189,15.678981239631185,0.4595469255664255,14,1,liquidity_sweep_bullish,153.375830234589,SL,2021-11-24 09:00:00+00:00,-50.116976541102076,-913.5071899029381,1140,False -2021-12-07 08:00:00+00:00,7,GBP_JPY,SHORT,150.749,151.30533092471234,150.4520036129315,150.12600722586296,150.12600722586296,1625.6,4,LONDON,2.5,0.217330924712339,44.12173023803036,60.80343102295601,150.34598174091798,151.0283122465493,-10.333333333335304,False,0.024496240409433073,46.77540019266636,43.201825908201386,0.5161290322580497,8,1,liquidity_sweep_bearish,150.12600722586296,TP3,2021-12-07 18:00:00+00:00,45.99984129894195,747.7734201556004,600,True -2021-12-31 12:00:00+00:00,7,GBP_JPY,LONG,155.263,154.82268444947158,155.48947332579263,155.74494665158525,155.74494665158525,2070.9,5,LONDON,2.5,0.17031555052841754,31.023094062843008,46.792799593746665,155.12696134276285,153.77649727373034,-13.072176487841602,False,-0.03538674069345249,19.291353890317918,10.703865723715467,0.2908496732025989,12,4,liquidity_sweep_bullish,155.74494665158525,TP3,2021-12-31 15:00:00+00:00,35.421231592178934,733.5382850424336,180,True -2022-01-03 16:00:00+00:00,7,GBP_JPY,LONG,155.245,154.71874799065523,155.54787801401716,155.8797560280343,155.8797560280343,1746.66,4,OVERLAP,2.5,0.22125200934477068,37.11994100720223,40.77579319612261,155.41093869144268,154.21800931721367,-14.675414483176041,False,-0.07342571754001656,28.72093732034216,-19.49386914426725,0.5943396226415542,16,0,liquidity_sweep_bullish,155.8797560280343,TP3,2022-01-04 03:00:00+00:00,46.88206551389961,818.870285505079,660,True -2022-01-06 10:00:00+00:00,7,GBP_JPY,LONG,156.785,156.08761429283962,157.1555785607406,157.55515712148122,157.55515712148122,1329.78,3,LONDON,2.5,0.26638570716040055,41.28882886578994,46.70439211427897,156.7659103197676,155.43922360655517,32.5371322518464,False,-0.08565688311361538,52.7063798734838,-0.9910319767612918,0.7418699186992203,10,3,liquidity_sweep_bullish,156.785,TP1+SL,2022-01-09 22:00:00+00:00,18.528928037029857,246.39397925081562,5040,True -2022-01-13 14:00:00+00:00,7,GBP_JPY,LONG,157.15,156.6202859257765,157.46107111133526,157.8011422226705,157.8011422226705,1755.36,5,OVERLAP,2.5,0.2267140742235036,29.083529712182155,49.660164887914085,157.103241632044,156.55345360394983,-0.07878375583345587,False,-0.012147602381668189,33.48419548629895,1.7758367956020038,0.425605536332264,14,3,liquidity_sweep_bullish,156.6202859257765,SL,2022-01-13 15:00:00+00:00,-52.97140742235058,-929.8388973289731,60,False -2022-01-18 09:00:00+00:00,7,GBP_JPY,LONG,156.268,155.83269565840283,156.56495651239578,156.89091302479153,156.89091302479153,2114.7,4,LONDON,2.5,0.2173043415971765,28.9980575933117,41.76308229088722,156.4566280036116,156.45450319001034,-18.581802031155803,False,-0.013318580999717416,39.67381258491553,-21.762800361159407,0.5599128540305428,9,1,liquidity_sweep_bullish,155.83269565840283,SL,2022-01-18 12:00:00+00:00,-43.5304341597174,-920.5380911755439,180,False -2022-01-19 11:00:00+00:00,7,GBP_JPY,SHORT,156.041,156.43849237103325,155.75576144345013,155.44152288690026,155.44152288690026,2292.71,3,LONDON,2.5,0.20949237103324464,34.725238074197144,57.08044012005093,156.01329311136905,156.2987137665252,24.32564558679644,False,0.060260987417893694,88.356117273556,5.670688863094142,0.08085106382980577,11,2,liquidity_sweep_bearish,155.44152288690026,TP3,2022-01-20 01:00:00+00:00,44.23604495345282,1014.2042262523081,840,True -2022-01-27 10:00:00+00:00,7,GBP_JPY,SHORT,154.352,154.9255330874514,154.0112003688229,153.6414007376458,153.6414007376458,1606.66,3,LONDON,2.5,0.24653308745140512,33.995667314526415,58.40145359125854,154.09960409531297,154.70983501175158,4.752404588987247,False,0.0013557444920041309,83.68958191348865,28.13959046870309,0.097178683385602,10,3,liquidity_sweep_bearish,154.9255330874514,SL,2022-01-28 07:00:00+00:00,-57.35330874514091,-921.4726702846809,1260,False -2022-02-07 13:00:00+00:00,7,GBP_JPY,LONG,155.652,155.108922538537,155.9666161921945,156.310232384389,156.310232384389,1679.8,3,OVERLAP,2.5,0.2290774614630008,29.04037552372968,44.853698843976204,155.79385139437792,155.3140857646067,9.710462145906718,False,-0.050704893590662686,36.382376420662546,-17.085139437793373,0.777777777777712,13,0,liquidity_sweep_bullish,156.310232384389,TP3,2022-02-08 09:00:00+00:00,48.64282068081551,817.1021017963388,1200,True -2022-03-10 14:00:00+00:00,7,GBP_JPY,SHORT,152.542,153.23728211357013,152.15507682964483,151.73915365928966,151.73915365928966,1323.82,4,OVERLAP,2.5,0.27728211357011456,34.44392797220163,48.96824245640294,152.4310556085491,153.02428985117828,-10.608162200864513,False,-0.04738485743499771,62.879779989522056,13.994439145091064,0.7665995975854918,14,3,liquidity_sweep_bearish,152.542,TP1+SL,2022-03-11 04:00:00+00:00,19.346158517758738,256.1083156897937,840,True -2022-03-21 12:00:00+00:00,7,GBP_JPY,LONG,156.834,156.3809811067696,157.1095283398456,157.4140566796912,157.4140566796912,2037.43,4,LONDON,2.5,0.2030188932304031,21.160816361235394,53.91313960830786,156.46535250114061,154.9640839596091,9.23077418468381,False,-0.05407336536104143,36.58735387355584,33.96474988593923,0.7545787545788286,12,0,liquidity_sweep_bullish,157.4140566796912,TP3,2022-03-21 16:00:00+00:00,42.779535677016945,871.6030937442464,240,True -2022-03-30 09:00:00+00:00,7,GBP_JPY,LONG,160.311,159.20912605036122,161.0963109244582,161.91062184891638,161.91062184891638,845.57,3,LONDON,2.5,0.5428739496387902,32.50170066588906,45.6268064605902,160.91606211434686,159.6821814982402,33.33408101909754,False,0.0009708904396756868,78.73610670697873,-63.40621143468468,0.7389984825493615,9,2,liquidity_sweep_bullish,160.688,TIME,2022-04-01 01:00:00+00:00,37.69999999999811,318.77988999998405,2400,True -2022-05-11 14:00:00+00:00,7,GBP_JPY,SHORT,160.697,161.69475357350146,160.1383696397478,159.5507392794956,159.5507392794956,937.0,4,OVERLAP,2.5,0.3917535735014686,33.31560318657865,51.16802955039148,160.74251807937966,161.63910615289808,5.364409921671154,False,0.03874728025098841,84.30833446758261,-1.6518079379665096,0.8672699849170123,14,2,liquidity_sweep_bearish,159.5507392794956,TP3,2022-05-11 17:00:00+00:00,85.24577736837604,798.7529339416836,180,True -2022-05-31 08:00:00+00:00,7,GBP_JPY,LONG,161.343,160.72255655448865,161.713665168267,162.11333033653403,162.11333033653403,1519.69,5,LONDON,2.5,0.2664434455113439,40.97074904939494,52.6601700874127,160.98094345373124,160.25277731803135,9.166666666664014,False,-0.07686240039026376,32.84077334736096,33.305654626875025,0.7466666666666697,8,1,liquidity_sweep_bullish,162.11333033653403,TP3,2022-05-31 14:00:00+00:00,57.05028213970761,866.9874326489227,360,True -2022-07-07 11:00:00+00:00,7,GBP_JPY,SHORT,162.45000000000002,163.45657491305164,161.79263763042258,161.1062752608451,161.1062752608451,945.34,3,LONDON,2.5,0.4575749130516342,27.39131087671726,53.64551036760441,162.41390897970692,163.7800201944279,-43.43637465327106,False,0.09892999889383143,64.19442191588404,6.509102029309588,0.7258620689655239,11,3,liquidity_sweep_bearish,163.45657491305164,SL,2022-07-07 18:00:00+00:00,-100.65749130516224,-951.5555283042207,420,False -2022-07-08 13:00:00+00:00,7,GBP_JPY,SHORT,163.237,164.30042487030445,162.53786269454332,161.80972538908665,161.80972538908665,885.85,4,OVERLAP,2.5,0.48542487030444514,31.72887104665354,55.185638810510845,162.8424994219513,163.62692912497562,36.67722663728057,False,-0.00223286735534952,85.34257666617656,42.35005780487029,0.398744113029857,13,4,liquidity_sweep_bearish,164.30042487030445,SL,2022-07-11 01:00:00+00:00,-106.3424870304459,-942.0349213592051,3600,False -2022-07-20 14:00:00+00:00,7,GBP_JPY,LONG,165.70499999999998,165.00687455575004,166.22968816637496,166.7833763327499,166.7833763327499,1335.89,4,OVERLAP,2.5,0.3691254442499729,34.23105262007464,50.30604831929863,165.47194002990784,164.52649864110708,4.511131071731711,False,-0.07325848326165563,37.13119899560517,20.405997009214616,0.4671968190854708,14,2,liquidity_sweep_bullish,165.00687455575004,SL,2022-07-21 13:00:00+00:00,-69.8125444249939,-932.6187997190513,1380,False -2022-08-03 08:00:00+00:00,7,GBP_JPY,SHORT,162.18200000000002,163.1186005879086,161.45109911813714,160.69119823627426,160.69119823627426,985.79,3,LONDON,2.5,0.5066005879085865,28.835346883883428,58.77279595443797,161.61387299109833,162.87440189975072,-9.933333333333394,False,0.02727650260380926,71.30583889611216,59.71270089016798,0.3531746031746043,8,2,liquidity_sweep_bearish,163.1186005879086,SL,2022-08-04 07:00:00+00:00,-93.66005879085719,-923.2914935543911,1380,False -2022-08-23 13:00:00+00:00,7,GBP_JPY,SHORT,161.96800000000002,162.65102191422412,161.47646712866384,160.95593425732767,160.95593425732767,1338.26,4,OVERLAP,2.5,0.3470219142241151,25.606963273464096,57.147588535229794,161.78737845031554,162.07759966178872,27.236693991034144,False,0.06629533942047541,82.65308054667668,20.962154968447066,0.331288343558287,13,1,liquidity_sweep_bearish,160.95593425732767,TP3,2022-08-24 10:00:00+00:00,75.1806869553712,1006.1130612489505,1260,True -2022-09-14 13:00:00+00:00,7,GBP_JPY,LONG,165.316,164.56780619616626,165.8827907057506,166.47858141150124,166.47858141150124,1235.13,5,OVERLAP,2.5,0.3971938038337435,33.77577100839857,36.87772652722489,165.98407459485233,164.9758637742115,-8.76816147339241,False,-0.0330757756010735,46.274608023608515,-69.70745948523245,0.025700934579429322,13,2,liquidity_sweep_bullish,164.56780619616626,SL,2022-09-15 18:00:00+00:00,-74.81938038337431,-924.1166129291713,1740,False -2022-09-20 16:00:00+00:00,7,GBP_JPY,SHORT,163.427,164.14878035362952,162.9958294695557,162.53565893911144,162.53565893911144,1267.53,3,OVERLAP,2.5,0.30678035362951706,22.466255230738454,42.333528826394634,163.79194366019627,164.3067890837814,-56.368096530761136,False,-0.057204480917921297,23.758394406704127,-33.59436601962784,0.6826722338204364,16,1,liquidity_sweep_bearish,162.53565893911144,TP3,2022-09-21 06:00:00+00:00,66.12628277765944,838.1704720916667,840,True -2022-10-05 16:00:00+00:00,7,GBP_JPY,LONG,163.444,162.44778143286752,164.24032785069872,165.06565570139745,165.06565570139745,926.76,3,OVERLAP,2.5,0.5502185671324871,37.260876365610905,40.05966386655959,163.8379885139377,161.34716298486475,-28.55607972133214,False,-0.22060776775003166,33.859759392854045,-42.29885139376961,0.4076433121019019,16,2,liquidity_sweep_bullish,163.444,TP1+SL,2022-10-06 08:00:00+00:00,39.81639253493654,369.0023994567779,960,True -2022-11-10 13:00:00+00:00,7,GBP_JPY,SHORT,166.77100000000002,167.8142816755394,166.2445774866909,165.6891549733818,165.6891549733818,888.49,4,OVERLAP,2.5,0.37028167553941166,25.598645592616148,51.48614850917761,166.98441038809315,167.72392739986196,9.600177960467704,False,0.07773496305486302,45.926269157594554,-18.441038809314136,0.19135802469136923,13,3,liquidity_sweep_bearish,165.6891549733818,TP3,2022-11-10 14:00:00+00:00,80.41459461842983,714.4756317252873,60,True -2022-11-15 15:00:00+00:00,7,GBP_JPY,SHORT,165.583,166.5540116082013,164.857482587698,164.102965175396,164.102965175396,961.98,4,OVERLAP,2.5,0.5030116082013331,21.9244232092057,57.42314216000502,165.10255435574356,166.25331326296322,17.503273317228718,False,0.07527258347479232,76.56150083332209,50.94456442564308,0.4843749999999992,15,1,liquidity_sweep_bearish,165.583,TP1+SL,2022-11-16 01:00:00+00:00,36.27587061509985,348.9666201431375,600,True -2022-11-17 12:00:00+00:00,7,GBP_JPY,SHORT,165.601,166.37750674191966,165.0322398871205,164.43447977424103,164.43447977424103,1207.44,5,LONDON,2.5,0.3985067419196566,22.89072624136199,44.044798449171644,165.73961325783645,166.08930902550796,-23.59962682566845,False,-0.0476639131938002,45.39971771968385,-10.961325783645748,0.19363762102353005,12,3,liquidity_sweep_bearish,166.37750674191966,SL,2022-11-17 22:00:00+00:00,-77.65067419196612,-937.5853004634757,600,False -2022-11-24 11:00:00+00:00,7,GBP_JPY,LONG,167.74699999999999,166.80482592884925,168.24626110672614,168.77452221345226,168.77452221345226,985.18,3,LONDON,2.5,0.352174071150758,51.63791435504965,45.138716078000435,167.89385581420356,167.13157249001242,14.410241716578298,False,-0.059658161246656516,35.45499541262202,-17.585581420357244,0.633825944170785,11,3,liquidity_sweep_bullish,167.74699999999999,TP1+SL,2022-11-25 05:00:00+00:00,24.963055336307605,245.93102856223524,1080,True -2022-11-30 10:00:00+00:00,7,GBP_JPY,SHORT,166.446,167.29046048064916,165.9538092790263,165.43261855805258,165.43261855805258,1102.09,4,LONDON,2.5,0.34746048064913404,28.946840545679628,58.2106530361607,166.30353912558652,166.88977100188723,10.003702026099859,False,0.09740506998717231,86.7139518580039,17.146087441346936,0.45983935742972837,10,2,liquidity_sweep_bearish,167.29046048064916,SL,2022-11-30 14:00:00+00:00,-84.44604806491611,-930.671451118634,240,False -2022-12-15 09:00:00+00:00,7,GBP_JPY,LONG,168.53199999999998,167.69108965238104,168.99636552142846,169.48973104285693,169.48973104285693,1095.67,3,LONDON,2.5,0.3289103476189807,30.314590062087298,65.12720658759604,167.8456964107379,167.37028936297304,24.657734193786496,False,0.04320220526790286,73.04986303724594,65.73035892620851,0.8162162162162021,9,3,liquidity_sweep_bullish,167.69108965238104,SL,2022-12-15 19:00:00+00:00,-84.09103476189443,-921.3602405756488,600,False -2022-12-23 15:00:00+00:00,7,GBP_JPY,SHORT,160.13400000000001,160.86604406507368,159.6409339023895,159.11886780477897,159.11886780477897,1246.03,5,OVERLAP,2.5,0.34804406507368146,30.59146890546611,61.980188466308554,159.99876926789878,162.9672235512621,14.144913648058832,False,0.05584734173950451,45.711170935822814,16.423073210123107,0.1756756756756945,15,4,liquidity_sweep_bearish,160.13400000000001,TP1+SL,2022-12-26 08:00:00+00:00,24.65330488052615,307.18757480282,3900,True -2022-12-27 11:00:00+00:00,7,GBP_JPY,SHORT,160.385,161.07102035672665,159.98946946491003,159.5649389298201,159.5649389298201,1334.1,4,LONDON,2.5,0.2830203567266322,17.79972051831876,48.930149693745925,160.31840309992057,162.01386307840843,-22.18699037434817,False,-0.017701135636989912,38.45033061957478,9.559690007941413,0.6943319838057043,11,1,liquidity_sweep_bearish,161.07102035672665,SL,2022-12-28 02:00:00+00:00,-68.6020356726658,-915.2197579090345,900,False -2022-12-29 13:00:00+00:00,7,GBP_JPY,SHORT,160.423,161.14429245914303,160.0060613112855,159.56012262257096,159.56012262257096,1256.17,4,OVERLAP,2.5,0.29729245914301194,31.59918942443141,36.334100495782224,160.97230181330514,161.63395828078927,-39.571530513285325,False,-0.06434409783701527,19.947616871690283,-52.03018133051387,0.8983050847457615,13,3,liquidity_sweep_bearish,159.56012262257096,TP3,2022-12-30 06:00:00+00:00,63.991490218485374,803.8419026775479,1020,True +2021-01-19 09:00:00+00:00,7,GBP_JPY,LONG,141.56,141.2521264151365,141.7663103772952,142.00162075459045,142.00162075459045,3248.09,3,LONDON,2.5,0.15687358486347797,48.80213452530581,68.66737170477022,141.1757334553746,141.17515028198045,5.591737610288305,False,0.061769183574347686,60.199476567766396,35.52665446254082,0.2349397590362436,9,1,liquidity_sweep_bullish,142.00162075459045,TP3,2021-01-20 09:00:00+00:00,32.396692557496436,1052.2737312907861,1440,True +2021-02-03 13:00:00+00:00,7,GBP_JPY,LONG,143.38,142.98100883435788,143.58198674846315,143.81297349692633,143.81297349692633,2532.69,4,OVERLAP,2.5,0.15399116564210769,21.19125925463239,46.771428044045194,143.4376216374294,142.89903350963797,1.9550885825168507,False,-0.02122762299110889,23.32069110572441,-8.662163742940265,0.7763713080167911,13,2,liquidity_sweep_bullish,142.98100883435788,SL,2021-02-04 07:00:00+00:00,-39.89911656421157,-1010.52093531013,1080,False +2021-04-13 10:00:00+00:00,7,GBP_JPY,SHORT,150.213,150.71331798824258,149.93402301763615,149.62604603527228,149.62604603527228,1999.56,3,LONDON,2.5,0.2053179882425695,28.59269653051172,43.78288547843401,150.43765868033003,151.06143682161715,-13.406886587759459,False,-0.027369285861298248,21.467421310283054,-19.565868033004108,0.7345679012345386,10,1,liquidity_sweep_bearish,150.213,TP1+SL,2021-04-13 12:00:00+00:00,13.948849118192186,278.91560742772367,120,True +2021-05-31 15:00:00+00:00,7,GBP_JPY,LONG,155.623,155.28565511043521,155.8210173343472,156.0480346686944,156.0480346686944,2973.83,4,OVERLAP,2.5,0.15134488956480616,49.654076816262176,49.52039425705005,155.4898975578868,154.70481868697738,12.271567464063082,False,-0.017999866233808857,61.17340008839269,10.410244211320219,0.6586826347304442,15,0,liquidity_sweep_bullish,155.623,TP1+SL,2021-06-01 06:00:00+00:00,9.900866717360657,294.43494470088643,900,True +2021-08-03 08:00:00+00:00,7,GBP_JPY,SHORT,151.824,152.23044597313304,151.57933104030045,151.30566208060085,151.30566208060085,2475.49,3,LONDON,2.5,0.18244597313304692,33.17111708131859,45.683075608404145,152.16133874825707,152.20288283213353,-4.566666666664787,False,0.03722803957820611,64.9472313596493,-30.83387482570572,0.36758893280626104,8,1,liquidity_sweep_bearish,151.30566208060085,TP3,2021-08-03 13:00:00+00:00,38.15055334294405,944.4131329492457,300,True +2021-08-25 08:00:00+00:00,7,GBP_JPY,SHORT,150.64000000000001,151.1143351528358,150.39999727074635,150.13099454149267,150.13099454149267,2141.09,4,LONDON,2.5,0.17933515283577778,17.795316685023398,56.211904198229135,150.4649640402053,150.79013373274236,-4.599999999999227,False,-0.004467363944246086,37.20413010474014,20.40359597947088,0.28426395939091786,8,2,liquidity_sweep_bearish,151.1143351528358,SL,2021-08-25 14:00:00+00:00,-47.433515283577776,-1015.5942523851555,360,False +2021-08-30 11:00:00+00:00,7,GBP_JPY,LONG,151.209,150.86378738668466,151.40531891997304,151.63063783994605,151.63063783994605,2912.52,3,LONDON,2.5,0.15021261331534858,15.189330052530499,54.705688561359246,151.04245608816143,150.9321682690765,6.492283032335422,False,-0.009988877438677997,38.113207547171434,13.754391183857706,0.6758241758243243,11,0,liquidity_sweep_bullish,151.209,TP1+SL,2021-08-31 12:00:00+00:00,9.815945998651898,285.89139039993626,1500,True +2021-09-23 08:00:00+00:00,7,GBP_JPY,SHORT,150.088,150.47218151232715,149.82572773150926,149.5344554630185,149.5344554630185,2624.54,4,LONDON,2.5,0.19418151232715875,63.18580853627071,68.69619970958104,149.68521903350933,150.50964258294968,-2.6666666666642413,False,0.057819192820166745,83.72489633181637,43.17809664906633,0.09917355371901602,8,3,liquidity_sweep_bearish,150.47218151232715,SL,2021-09-23 11:00:00+00:00,-38.41815123271601,-1008.2997463631249,180,False +2021-10-07 14:00:00+00:00,7,GBP_JPY,LONG,151.944,151.3881015502808,152.2508476745788,152.58669534915762,152.58669534915762,1795.68,4,OVERLAP,2.5,0.22389844971921458,22.241675414438475,66.41797593643571,151.3989704432982,151.07462874092823,37.27070275714084,False,0.05642049316525995,81.1050953113204,51.60295567017954,0.7073170731707205,14,3,liquidity_sweep_bullish,152.58669534915762,TP3,2021-10-08 14:00:00+00:00,47.47750909878311,852.5441353850285,1440,True +2021-11-10 08:00:00+00:00,7,GBP_JPY,SHORT,153.114,153.57571037474384,152.83443443788425,152.52586887576848,152.52586887576848,2180.46,4,LONDON,2.5,0.20571037474383683,27.303339362982037,51.70142632925221,153.2037801251759,154.30654252539233,-2.1666666666675383,False,0.03060645825659345,76.81042808310049,-6.078012517590992,0.3598971722364595,8,2,liquidity_sweep_bearish,153.114,TP1+SL,2021-11-10 13:00:00+00:00,13.978278105787467,304.7907627854534,300,True +2021-11-15 15:00:00+00:00,7,GBP_JPY,SHORT,153.043,153.46258659358037,152.79512010962947,152.5182402192589,152.5182402192589,2406.63,4,OVERLAP,2.5,0.1845865935803661,26.95881459341725,59.84293364942911,152.85382660290435,153.49139058517304,12.504539957382121,False,0.011224768330126852,77.48812924177535,21.81733970956543,0.1333333333333036,15,0,liquidity_sweep_bearish,153.46258659358037,SL,2021-11-16 02:00:00+00:00,-41.95865935803624,-1009.7896837083077,660,False +2021-12-07 08:00:00+00:00,7,GBP_JPY,SHORT,150.749,151.30533092471234,150.4520036129315,150.12600722586296,150.12600722586296,1796.94,4,LONDON,2.5,0.217330924712339,44.12173023803036,60.80343102295601,150.34598174091798,151.0283122465493,-10.333333333335304,False,0.024496240409433073,46.77540019266636,43.201825908201386,0.5161290322580497,8,1,liquidity_sweep_bearish,150.12600722586296,TP3,2021-12-07 18:00:00+00:00,45.99980475675753,826.5888915960787,600,True +2022-01-19 11:00:00+00:00,7,GBP_JPY,SHORT,156.041,156.43849237103325,155.75576144345013,155.44152288690026,155.44152288690026,2535.79,3,LONDON,2.5,0.20949237103324464,34.725238074197144,57.08044012005093,156.01329311136905,156.2987137665252,24.32564558679644,False,0.060260987417893694,88.356117273556,5.670688863094142,0.08085106382980577,11,2,liquidity_sweep_bearish,155.44152288690026,TP3,2022-01-20 01:00:00+00:00,44.23601988893092,1121.7325687415214,840,True +2022-03-10 14:00:00+00:00,7,GBP_JPY,SHORT,152.542,153.23728211357013,152.15507682964483,151.73915365928966,151.73915365928966,1465.84,4,OVERLAP,2.5,0.27728211357011456,34.44392797220163,48.96824245640294,152.4310556085491,153.02428985117828,-10.608162200864513,False,-0.04738485743499771,62.879779989522056,13.994439145091064,0.7665995975854918,14,3,liquidity_sweep_bearish,152.542,TP1+SL,2022-03-11 04:00:00+00:00,19.346158517758738,283.5837300167147,840,True +2022-03-21 12:00:00+00:00,7,GBP_JPY,LONG,156.834,156.3809811067696,157.1095283398456,157.4140566796912,157.4140566796912,2256.0,4,LONDON,2.5,0.2030188932304031,21.160816361235394,53.91313960830786,156.46535250114061,154.9640839596091,9.23077418468381,False,-0.05407336536104143,36.58735387355584,33.96474988593923,0.7545787545788286,12,0,liquidity_sweep_bullish,157.4140566796912,TP3,2022-03-21 16:00:00+00:00,42.77950809416346,965.1057026043276,240,True +2022-05-11 14:00:00+00:00,7,GBP_JPY,SHORT,160.697,161.69475357350146,160.1383696397478,159.5507392794956,159.5507392794956,1033.98,4,OVERLAP,2.5,0.3917535735014686,33.31560318657865,51.16802955039148,160.74251807937966,161.63910615289808,5.364409921671154,False,0.03874728025098841,84.30833446758261,-1.6518079379665096,0.8672699849170123,14,2,liquidity_sweep_bearish,159.5507392794956,TP3,2022-05-11 17:00:00+00:00,85.24566262863617,881.4231024475723,180,True +2022-05-31 08:00:00+00:00,7,GBP_JPY,LONG,161.343,160.72255655448865,161.713665168267,162.11333033653403,162.11333033653403,1676.99,5,LONDON,2.5,0.2664434455113439,40.97074904939494,52.6601700874127,160.98094345373124,160.25277731803135,9.166666666664014,False,-0.07686240039026376,32.84077334736096,33.305654626875025,0.7466666666666697,8,1,liquidity_sweep_bullish,162.11333033653403,TP3,2022-05-31 14:00:00+00:00,57.05023459302235,956.7267291015255,360,True +2022-10-05 16:00:00+00:00,7,GBP_JPY,LONG,163.444,162.44778143286752,164.24032785069872,165.06565570139745,165.06565570139745,1054.03,3,OVERLAP,2.5,0.5502185671324871,37.260876365610905,40.05966386655959,163.8379885139377,161.34716298486475,-28.55607972133214,False,-0.22060776775003166,33.859759392854045,-42.29885139376961,0.4076433121019019,16,2,liquidity_sweep_bullish,163.444,TP1+SL,2022-10-06 08:00:00+00:00,39.81639253493653,419.6767222359916,960,True +2022-11-10 13:00:00+00:00,7,GBP_JPY,SHORT,166.77100000000002,167.8142816755394,166.2445774866909,165.6891549733818,165.6891549733818,1010.5,4,OVERLAP,2.5,0.37028167553941166,25.598645592616148,51.48614850917761,166.98441038809315,167.72392739986196,9.600177960467704,False,0.07773496305486302,45.926269157594554,-18.441038809314136,0.19135802469136923,13,3,liquidity_sweep_bearish,165.6891549733818,TP3,2022-11-10 14:00:00+00:00,80.41444760005487,812.5879929985546,60,True +2022-11-17 12:00:00+00:00,7,GBP_JPY,SHORT,165.601,166.37750674191966,165.0322398871205,164.43447977424103,164.43447977424103,1368.13,5,LONDON,2.5,0.3985067419196566,22.89072624136199,44.044798449171644,165.73961325783645,166.08930902550796,-23.59962682566845,False,-0.0476639131938002,45.39971771968385,-10.961325783645748,0.19363762102353005,12,3,liquidity_sweep_bearish,166.37750674191966,SL,2022-11-17 22:00:00+00:00,-77.65067419196612,-1062.3621688225462,600,False +2022-12-15 09:00:00+00:00,7,GBP_JPY,LONG,168.53199999999998,167.69108965238104,168.99636552142846,169.48973104285693,169.48973104285693,1250.72,3,LONDON,2.5,0.3289103476189807,30.314590062087298,65.12720658759604,167.8456964107379,167.37028936297304,24.657734193786496,False,0.04320220526790286,73.04986303724594,65.73035892620851,0.8162162162162021,9,3,liquidity_sweep_bullish,167.69108965238104,SL,2022-12-15 19:00:00+00:00,-84.09103476189442,-1051.743389973966,600,False +2022-12-23 15:00:00+00:00,7,GBP_JPY,SHORT,160.13400000000001,160.86604406507368,159.6409339023895,159.11886780477897,159.11886780477897,1422.35,5,OVERLAP,2.5,0.34804406507368146,30.59146890546611,61.980188466308554,159.99876926789878,162.9672235512621,14.144913648058832,False,0.05584734173950451,45.711170935822814,16.423073210123107,0.1756756756756945,15,4,liquidity_sweep_bearish,160.13400000000001,TP1+SL,2022-12-26 08:00:00+00:00,24.65330488052615,350.6562819681637,3900,True +2022-12-27 11:00:00+00:00,7,GBP_JPY,SHORT,160.385,161.07102035672665,159.98946946491003,159.5649389298201,159.5649389298201,1522.89,4,LONDON,2.5,0.2830203567266322,17.79972051831876,48.930149693745925,160.31840309992057,162.01386307840843,-22.18699037434817,False,-0.017701135636989912,38.45033061957478,9.559690007941413,0.6943319838057043,11,1,liquidity_sweep_bearish,161.07102035672665,SL,2022-12-28 02:00:00+00:00,-68.6020356726658,-1044.7335410554604,900,False diff --git a/results/phase2/trades_S7_Tight_OOS.csv b/results/phase2/trades_S7_Tight_OOS.csv index f0f2ddc..c41ad99 100644 --- a/results/phase2/trades_S7_Tight_OOS.csv +++ b/results/phase2/trades_S7_Tight_OOS.csv @@ -1,36 +1,16 @@ 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 +2023-01-17 08:00:00+00:00,7,GBP_JPY,SHORT,156.853,157.58993007850478,156.40510488224282,155.92820976448562,155.92820976448562,1321.11,4,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,-73.69300785047697,-973.5656960134364,180,False +2023-01-27 14:00:00+00:00,7,GBP_JPY,LONG,160.845,160.1001034765563,161.26884478516553,161.72168957033105,161.72168957033105,1293.91,5,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+00:00,21.1922392582764,274.2085029867642,3720,True +2023-01-31 11:00:00+00:00,7,GBP_JPY,LONG,160.78799999999998,160.26274487183252,161.12838269225117,161.49776538450234,161.49776538450234,1840.2,3,LONDON,2.5,0.2462551281674486,42.001800119148776,47.03112758962122,160.89034631336852,160.45069472424606,15.555887028267534,False,-0.03329651644736814,53.51562499999636,-13.134631336853886,0.8079999999999927,11,1,liquidity_sweep_bullish,160.26274487183252,SL,2023-01-31 13:00:00+00:00,-52.525512816745845,-966.5744868537571,120,False +2023-02-20 13:00:00+00:00,7,GBP_JPY,LONG,161.402,160.94050661972355,161.70224007041466,162.0314801408293,162.0314801408293,2073.5,3,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+00:00,46.48631414558061,963.8937238086139,1140,True +2023-03-03 10:00:00+00:00,7,GBP_JPY,LONG,163.477,162.8940483645097,163.81542745323546,164.18285490647094,164.18285490647094,1658.02,3,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+00:00,19.599999999999792,324.9719199999966,5280,True +2023-03-17 09:00:00+00:00,7,GBP_JPY,SHORT,161.441,162.27833430132225,160.8184985480166,160.16699709603324,160.16699709603324,1158.19,3,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+00:00,94.82631779224441,1098.2689300379957,180,True +2023-03-23 12:00:00+00:00,7,GBP_JPY,SHORT,161.36,162.2062721045544,160.84859184316844,160.30818368633686,160.30818368633686,1158.94,4,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+00:00,78.16213109226693,905.8522020807185,360,True +2023-04-06 08:00:00+00:00,7,GBP_JPY,LONG,163.826,163.0348498316098,164.2532252525853,164.70945050517062,164.70945050517062,1251.14,3,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+00:00,21.361262629265806,267.25930125979625,1500,True +2023-04-14 10:00:00+00:00,7,GBP_JPY,LONG,165.85,165.37674011098275,166.19188983352586,166.56277966705173,166.56277966705173,2097.18,4,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+00:00,17.094491676293444,358.50226053689084,420,True +2023-05-02 10:00:00+00:00,7,GBP_JPY,LONG,171.553,170.81778797300282,171.97281804049575,172.4216360809915,172.4216360809915,1354.84,3,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,-996.0946626568524,180,False +2023-05-09 08:00:00+00:00,7,GBP_JPY,LONG,170.295,169.59399055001666,170.67401417497504,171.0820283499501,171.0820283499501,1406.73,4,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+00:00,58.30268571989542,820.1613708274849,1380,True +2023-06-22 08:00:00+00:00,7,GBP_JPY,LONG,181.409,180.6982371368287,181.80864429475693,182.23728858951387,182.23728858951387,1398.97,3,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+00:00,61.39723628384207,858.9289164400654,180,True +2023-06-29 15:00:00+00:00,7,GBP_JPY,LONG,182.59199999999998,182.09286376589014,182.95020435116476,183.33740870232955,183.33740870232955,2009.32,3,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+00:00,17.910217558238628,359.87358344120037,780,True +2023-07-05 08:00:00+00:00,7,GBP_JPY,LONG,183.535,182.98273468863977,183.81839796704034,184.13079593408068,184.13079593408068,1822.54,4,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+00:00,14.169898352017183,258.252065424854,780,True +2023-08-28 15:00:00+00:00,7,GBP_JPY,SHORT,184.291,184.79811326483625,184.00183010274566,183.68366020549132,183.68366020549132,1989.9,4,OVERLAP,2.5,0.212113264836228,24.106712666081176,49.978476111525566,184.29660244681298,184.5701444137502,-8.184013616812535,False,-0.019032825112651974,52.95429765396812,2.339755318701009,0.33724340175954937,15,0,liquidity_sweep_bearish,184.79811326483625,SL,2023-08-29 01:00:00+00:00,-50.71132648362493,-1009.1046856976525,600,False diff --git a/results/phase2/trades_S9_Filtered_IS.csv b/results/phase2/trades_S9_Filtered_IS.csv index 85226be..516cc47 100644 --- a/results/phase2/trades_S9_Filtered_IS.csv +++ b/results/phase2/trades_S9_Filtered_IS.csv @@ -1,55 +1,43 @@ timestamp,strategy_id,pair,signal_direction,entry_price,sl_price,tp1_price,tp2_price,tp3_price,lot_size,confluence_score,session,spread_at_entry,atr_at_entry,adx_at_entry,rsi_at_entry,ema_50_value,ema_200_value,vwap_deviation,news_within_60min,macd_hist_at_entry,stoch_k_at_entry,distance_from_ema50_pips,candle_body_ratio,hour_of_day,day_of_week,entry_pattern,exit_price,exit_reason,exit_time,pnl_pips,pnl_dollars,hold_time_minutes,win 2021-01-28 09:00:00+00:00,9,GBP_AUD,LONG,1.79457,1.787180967519482,1.80124,1.80815,1.80815,135335.72,5,LONDON,2.0,0.002890354921335216,62.31726416976188,71.63089869315311,1.7824774770502982,1.7726385270574154,1.2936813722408402,False,0.00030375888362081226,74.55744799918635,118.52522949701738,0.2705167173252442,9,3,london_breakout_long,1.787180967519482,SL,2021-01-28 16:00:00+00:00,-73.8903248051792,-1000.0000308542787,420,False -2021-02-01 08:00:00+00:00,9,GBP_AUD,LONG,1.79946,1.79346,1.80341,1.8075999999999999,1.8075999999999999,165000.0,5,LONDON,2.0,0.002984572973378604,38.07767982267642,66.21586489552894,1.7909986281242591,1.7797520018139965,10.966666666665237,False,0.00017645880863012987,62.40078282631283,82.21371875740901,0.8520971302427928,8,0,london_breakout_long,1.79346,SL,2021-02-01 13:00:00+00:00,-60.00000000000006,-990.0000000000009,300,False -2021-02-03 09:00:00+00:00,9,GBP_AUD,SHORT,1.79011,1.795800158143565,1.7851700000000001,1.7799900000000002,1.7799900000000002,172244.77,4,LONDON,2.0,0.0023564873104669364,34.67279695700911,31.49911438969231,1.794556457887665,1.7856604665580293,-22.836225325499893,False,-0.0007017897649328013,27.23587372159746,-42.06457887664827,0.7010752688171588,9,2,london_breakout_short,1.7799900000000002,TP3,2021-02-04 08:00:00+00:00,75.30000587535908,1297.0032192999872,1380,True -2021-02-08 09:00:00+00:00,9,GBP_AUD,SHORT,1.78775,1.79031,1.78569,1.78339,1.78339,387917.98,5,LONDON,2.0,0.001806857390748989,52.602651198998544,36.592580471612756,1.7920297364866882,1.7889615762492126,-6.986082979019148,False,2.1715000643349365e-05,31.792587297175185,-40.39736486688206,0.19999999999994617,9,0,london_breakout_short,1.78339,TP3,2021-02-08 14:00:00+00:00,32.10000112394828,1245.2167593999748,300,True -2021-02-10 09:00:00+00:00,9,GBP_AUD,LONG,1.79182,1.7868763602999511,1.7946,1.79762,1.79762,203397.14,5,LONDON,2.0,0.00211992331716098,29.56342638553696,69.19004736082438,1.7863203340935339,1.7874210910851274,28.613496695513163,False,0.0004124141310421386,67.41444136462671,52.59665906466093,0.8026819923371483,9,2,london_breakout_long,1.7868763602999511,SL,2021-02-10 13:00:00+00:00,-49.43639700048852,-1005.5221761803944,240,False -2021-02-25 07:00:00+00:00,9,GBP_AUD,SHORT,1.77079,1.7775886838201986,1.76677,1.7624499999999999,1.7624499999999999,146420.54,5,ASIAN,2.0,0.0028102254189308834,32.380687935380344,32.955503371550066,1.7800007705005272,1.784030861165476,-97.3751234083009,False,-0.000214093864199961,27.1834520907537,-89.10770500527131,0.690090090090097,7,3,london_breakout_short,1.7775886838201986,SL,2021-02-25 15:00:00+00:00,-67.98683820198548,-995.4669562427343,480,False -2021-03-01 08:00:00+00:00,9,GBP_AUD,SHORT,1.8,1.80604,1.79512,1.79,1.79,163164.29,4,LONDON,2.0,0.0038189291964171534,25.189406157415508,53.54049308612539,1.7933188073271682,1.786678749019141,-3.9333333333302356,False,-0.0014171110026155002,24.934158271234462,69.21192672831866,0.20129870129865216,8,0,london_breakout_short,1.80604,SL,2021-03-01 11:00:00+00:00,-60.400000000000446,-985.5123116000075,180,False -2021-03-17 08:00:00+00:00,9,GBP_AUD,LONG,1.79941,1.79455,1.80273,1.80629,1.80629,200752.51,5,LONDON,2.0,0.001983406342870328,48.72348861036554,66.66773166034216,1.794616244530916,1.795688894970202,-5.933333333332236,False,0.0005930601560785298,82.32206729851,45.53755469083986,0.6839622641509859,8,2,london_breakout_long,1.79455,SL,2021-03-17 18:00:00+00:00,-48.599999999998644,-975.6571985999728,600,False -2021-03-24 07:00:00+00:00,9,GBP_AUD,SHORT,1.80211,1.80727,1.79828,1.7941500000000001,1.7941500000000001,187190.04,4,ASIAN,2.0,0.0027506999220251807,32.694654224387875,55.05425999489405,1.7980881473611678,1.7950660768456936,29.072093351734107,False,-0.00015882579006825347,44.80042969682569,43.21852638832224,0.6090909090909182,7,2,london_breakout_short,1.80211,TP1+SL,2021-03-24 10:00:00+00:00,19.15,358.46892660000003,180,True -2021-03-29 08:00:00+00:00,9,GBP_AUD,LONG,1.81037,1.8045450652211596,1.81397,1.8178100000000001,1.8178100000000001,166437.11,5,LONDON,2.0,0.0025308329178549667,25.227143609066665,60.84091414020741,1.8060659811809812,1.8007020677866987,8.766666666666367,False,0.00028414350935108046,62.65958169224513,40.64018819018855,0.6979655712050049,8,0,london_breakout_long,1.8045450652211596,SL,2021-03-29 15:00:00+00:00,-58.249347788403846,-969.4853105286827,420,False -2021-04-08 08:00:00+00:00,9,GBP_AUD,SHORT,1.79884,1.8048366723860572,1.79346,1.78784,1.78784,160053.84,5,LONDON,2.0,0.002418192600535498,38.30994762561863,32.741922132438546,1.8067494111354658,1.8091279894021266,-11.133333333332995,False,-0.00031136092255199845,20.927403108569425,-76.69411135465819,0.8494897959183498,8,3,london_breakout_short,1.79884,TP1+SL,2021-04-09 04:00:00+00:00,26.899999999999704,430.54482959999524,1200,True -2021-05-04 09:00:00+00:00,9,GBP_AUD,LONG,1.79863,1.7934553110494846,1.80284,1.80729,1.80729,186309.92,5,LONDON,2.0,0.0019521701816199823,27.83188773875668,70.16001894195493,1.7927324043818635,1.7920395138048877,9.535454555058553,False,0.0005965132007348196,94.68270220270416,56.57595618136391,0.5868263473053565,9,1,london_breakout_long,1.79863,TP1+SL,2021-05-05 00:00:00+00:00,21.050000000000235,392.1823816000044,900,True -2021-06-29 09:00:00+00:00,9,GBP_AUD,LONG,1.83928,1.8343051487853788,1.84259,1.84614,1.84614,194582.25,5,LONDON,2.0,0.001945801879716475,31.678951143137745,67.70622364173258,1.834737857164144,1.83712269666941,11.020720639185466,False,0.0003344672117226669,78.41008011097146,43.0214283585606,0.5572519083969388,9,1,london_breakout_long,1.83928,TP1+SL,2021-06-30 06:00:00+00:00,16.549999999999617,322.0336237499926,1260,True -2021-06-30 08:00:00+00:00,9,GBP_AUD,LONG,1.84501,1.8400056039784114,1.84952,1.85427,1.85427,194076.98,5,LONDON,2.0,0.0022124899508757993,25.83642816784963,63.24718639193022,1.8388171101874438,1.8380063510496167,14.799999999999258,False,-0.00023413621986042308,44.04032463132836,59.52889812556261,0.7967741935483803,8,2,london_breakout_long,1.8400056039784114,SL,2021-06-30 14:00:00+00:00,-50.043960215886415,-971.2380665939385,360,False -2021-07-14 08:00:00+00:00,9,GBP_AUD,LONG,1.8612900000000001,1.8552674261016167,1.86656,1.87207,1.87207,159653.61,5,LONDON,2.0,0.002516384590828177,30.43626554339445,65.62330117821345,1.8545017125157666,1.8491557892725012,11.333333333329865,False,0.0006111752738978166,94.02664562286564,65.48287484233528,0.7655038759690076,8,2,london_breakout_long,1.8552674261016167,SL,2021-07-14 13:00:00+00:00,-60.22573898383454,-961.5256643686915,300,False -2021-07-27 07:00:00+00:00,9,GBP_AUD,LONG,1.87703,1.8721765648055195,1.8810600000000002,1.8853900000000003,1.8853900000000003,196131.27,5,ASIAN,2.0,0.001977704500807042,37.29610777716027,71.43354598532235,1.8707023612467681,1.8640692296508594,33.267796307239195,False,0.0002570915620655179,77.74115697744338,60.27638753231867,0.359102244389068,7,1,london_breakout_long,1.8853900000000003,TP3,2021-07-27 15:00:00+00:00,61.9500042624542,1215.0333012500555,480,True -2021-07-28 07:00:00+00:00,9,GBP_AUD,LONG,1.88815,1.88295,1.89209,1.89633,1.89633,185396.3,5,ASIAN,2.0,0.0024230963708188093,37.184563529217684,70.96334401976765,1.878529856497475,1.8680404481257131,64.53845837624871,False,-0.00015744221916562818,58.311887274497316,93.20143502524968,0.3744292237443265,7,2,london_breakout_long,1.88815,TP1+SL,2021-07-28 18:00:00+00:00,19.700000000000273,365.23071100000504,660,True -2021-08-04 07:00:00+00:00,9,GBP_AUD,SHORT,1.87764,1.8824989365982656,1.87439,1.87084,1.87084,199161.49,4,ASIAN,2.0,0.0019947478793558232,27.133985817825533,35.58802212841826,1.8836354916058713,1.8808202842512993,-47.31470089710088,False,3.480150670975759e-05,50.04343819928698,-56.9549160587135,0.9241706161137715,7,2,london_breakout_short,1.8824989365982656,SL,2021-08-04 14:00:00+00:00,-48.589365982656396,-967.7130527261162,420,False -2021-08-25 09:00:00+00:00,9,GBP_AUD,SHORT,1.8904,1.89499,1.8864100000000001,1.8821800000000002,1.8821800000000002,208722.42,5,LONDON,2.0,0.0018822795993280372,29.265969409135717,34.62441023600189,1.8966154367439982,1.8967356223638439,-11.636863542567877,False,0.0002457462517636991,11.491535391607576,-59.754367439981415,0.44081632653058855,9,2,london_breakout_short,1.89499,SL,2021-08-26 02:00:00+00:00,-45.89999999999871,-958.0359077999733,1020,False -2021-09-08 08:00:00+00:00,9,GBP_AUD,LONG,1.86947,1.864208147170239,1.87415,1.87907,1.87907,180251.25,4,LONDON,2.0,0.002065973908196915,25.744163086847273,66.4603474217573,1.864333702867236,1.8715655769160615,-3.900000000001125,False,0.00031305568344823314,87.85774410774314,48.9629713276396,0.0604982206405663,8,2,london_breakout_long,1.87829,TP1+TIME,2021-09-10 00:00:00+00:00,67.50000000000034,1216.695937500006,2400,True -2021-09-23 08:00:00+00:00,9,GBP_AUD,SHORT,1.87704,1.8831761280646167,1.87193,1.8665800000000001,1.8665800000000001,156551.9,5,LONDON,2.0,0.002457847566857587,35.996840570274486,35.598315531398384,1.8830466680938176,1.8835629969841279,-11.499999999999844,False,-0.0002530339105163599,5.8093061213907875,-57.666680938175396,0.797333333333316,8,3,london_breakout_short,1.8831761280646167,SL,2021-09-23 11:00:00+00:00,-61.36128064616608,-960.6225071590528,180,False -2021-09-27 08:00:00+00:00,9,GBP_AUD,LONG,1.8868800000000001,1.8804550866247827,1.8927500000000002,1.8988600000000002,1.8988600000000002,148020.1,5,LONDON,2.0,0.0025801106822235876,44.271893798313954,62.06939928724578,1.881858256685367,1.8828506352464505,10.333333333334416,False,0.0004348787477519013,98.1979118367359,47.81743314633102,0.8106060606061077,8,0,london_breakout_long,1.8804550866247827,SL,2021-09-27 16:00:00+00:00,-64.24913375217444,-951.0163202910237,480,False -2021-09-29 07:00:00+00:00,9,GBP_AUD,SHORT,1.86456,1.8708105693713322,1.85965,1.85444,1.85444,150627.26,5,ASIAN,2.0,0.0023987829093519556,45.76688862945024,27.629059969695163,1.8743498494594473,1.8799887780106463,-63.08864432481131,False,-3.988290668244937e-05,11.203317136489341,-94.89849459447308,0.7916666666667298,7,2,london_breakout_short,1.8708105693713322,SL,2021-09-29 20:00:00+00:00,-62.505693713321705,-941.5061378436875,780,False -2021-10-07 07:00:00+00:00,9,GBP_AUD,SHORT,1.8616000000000001,1.8668917827123885,1.8580500000000002,1.8542000000000003,1.8542000000000003,176139.33,5,ASIAN,2.0,0.0020740907217442787,61.74058110061546,29.642469270715324,1.8683803943095096,1.8709039296359729,-76.32226711262956,False,-0.0003786237460614789,37.87994675496943,-64.80394309509529,0.7402597402596944,7,3,london_breakout_short,1.8668917827123885,SL,2021-10-07 09:00:00+00:00,-52.91782712388393,-932.0910614656742,120,False -2021-10-11 08:00:00+00:00,9,GBP_AUD,SHORT,1.85806,1.8643724819552805,1.8525800000000001,1.8468600000000002,1.8468600000000002,146181.83,5,LONDON,2.0,0.0024212075833898424,26.3921900564972,35.73877851275918,1.8636746759602842,1.8678466103991624,-1.733333333335807,False,-0.0005249339113578063,23.407264774403327,-53.746759602841806,0.16810344827580762,8,0,london_breakout_short,1.8468600000000002,TP3,2021-10-11 21:00:00+00:00,83.40000766168994,1219.1565741999857,780,True -2021-10-12 07:00:00+00:00,9,GBP_AUD,SHORT,1.84664,1.8525816513431557,1.84159,1.83624,1.83624,157357.22,5,ASIAN,2.0,0.002509041927457791,31.986887869016066,35.0276725144068,1.8560232356368758,1.8644252763764053,-51.024894629199125,False,0.0002920070040361199,35.8445709976134,-90.83235636875742,0.8566493955095178,7,1,london_breakout_short,1.8525816513431557,SL,2021-10-13 00:00:00+00:00,-59.41651343155607,-934.9617375682324,1020,False -2021-10-18 09:00:00+00:00,9,GBP_AUD,LONG,1.85868,1.8524994942235773,1.8638700000000001,1.8693000000000002,1.8693000000000002,149763.17,5,LONDON,2.0,0.0024171878598141655,33.235702498996176,69.66847890763486,1.8519276349754747,1.8557023619240558,17.123744726696977,False,0.0002238970694313459,78.97255892255913,65.12365024525346,0.6983050847458193,9,0,london_breakout_long,1.8524994942235773,SL,2021-10-18 14:00:00+00:00,-61.805057764228174,-925.6121372803925,300,False -2021-10-25 08:00:00+00:00,9,GBP_AUD,SHORT,1.83623,1.8422924979009847,1.83182,1.82717,1.82717,151151.56,5,LONDON,2.0,0.002302642077508598,30.815812388667823,32.44551704857838,1.8416536884910115,1.8468553498523554,-4.733333333333256,False,-0.00043369736025708223,17.39096810268724,-51.83688491011473,0.8367346938774979,8,0,london_breakout_short,1.83623,TP1+SL,2021-10-26 07:00:00+00:00,22.050000000000125,333.2891898000019,1380,True -2021-11-15 07:00:00+00:00,9,GBP_AUD,SHORT,1.82528,1.830182619882416,1.8216999999999999,1.8178199999999998,1.8178199999999998,187591.31,5,ASIAN,2.0,0.001973830242040226,36.8192897405297,27.9707401382001,1.831536481733114,1.8313613600205811,-63.4274971608062,False,-0.0002935751963296224,16.589047116738122,-59.56481733113916,0.8027027027027206,7,0,london_breakout_short,1.82528,TP1+SL,2021-11-15 15:00:00+00:00,17.900000000000695,335.788444900013,480,True -2021-12-02 09:00:00+00:00,9,GBP_AUD,LONG,1.87388,1.86681,1.87963,1.8856199999999999,1.8856199999999999,130558.24,5,LONDON,2.0,0.0028449953806433453,33.66768117160325,65.0882242893959,1.8668164104821823,1.860337321889251,20.81424853760616,False,0.00037361806956436234,61.15879355662895,68.23589517817696,0.6980056980056913,9,3,london_breakout_long,1.8856199999999999,TP3,2021-12-03 16:00:00+00:00,87.45000899215445,1141.731926199986,1860,True -2021-12-13 09:00:00+00:00,9,GBP_AUD,LONG,1.85508,1.8489362519348946,1.85954,1.86424,1.86424,152100.0,4,LONDON,2.0,0.002489249281324859,32.70424085479059,66.99604673989265,1.8492040503956084,1.8576436695006022,23.627013407612196,False,0.00046493126265097283,89.46866065894432,56.35949604391621,0.8120481927710881,9,0,london_breakout_long,1.85508,TP1+SL,2021-12-13 17:00:00+00:00,22.299999999999542,339.18299999999306,480,True -2022-01-11 08:00:00+00:00,9,GBP_AUD,LONG,1.89493,1.88907,1.9002299999999999,1.9057699999999997,1.9057699999999997,160043.67,5,LONDON,2.0,0.0026420805080859897,25.71336712911378,58.843328479230756,1.8902860650330362,1.8785332585605918,10.966666666667457,False,0.00017546717572901728,68.81437141643646,44.03934966963785,0.7452229299362862,8,1,london_breakout_long,1.88907,SL,2022-01-11 18:00:00+00:00,-58.59999999999976,-937.8559061999963,600,False -2022-01-13 08:00:00+00:00,9,GBP_AUD,SHORT,1.8797,1.88449,1.8759,1.8718599999999999,1.8718599999999999,193836.61,5,LONDON,2.0,0.002279025797905615,36.493867101816704,35.2599349945347,1.8858226333533767,1.8816891776625997,1.2666666666638626,False,0.00014900568053355465,32.0607665779555,-58.82633353376798,0.2342657342657093,8,3,london_breakout_short,1.88449,SL,2022-01-14 00:00:00+00:00,-47.900000000000716,-928.4773619000139,960,False -2022-01-24 08:00:00+00:00,9,GBP_AUD,LONG,1.89285,1.885953725437852,1.8989099999999999,1.9052099999999998,1.9052099999999998,133288.28,5,LONDON,2.0,0.0026966162659406456,33.21810855390559,63.82157413785836,1.8868733499758228,1.8865758023840455,9.599999999996278,False,0.0004943875860037106,85.43064352177498,57.36650024177114,0.6242038216560104,8,0,london_breakout_long,1.885953725437852,SL,2022-01-24 23:00:00+00:00,-68.9627456214792,-919.1925747964493,900,False -2022-02-16 07:00:00+00:00,9,GBP_AUD,SHORT,1.88937,1.89518,1.88452,1.87937,1.87937,156626.62,5,ASIAN,2.0,0.0023948708447342967,39.335858476152254,33.16087406581846,1.8954492831784446,1.8968923865474776,-53.68355243229983,False,-0.00018593655800856128,15.846551841355664,-57.79283178444672,0.25149700598806696,7,2,london_breakout_short,1.88937,TP1+SL,2022-02-17 03:00:00+00:00,24.250000000000103,379.81955350000163,1200,True -2022-02-23 08:00:00+00:00,9,GBP_AUD,SHORT,1.87466,1.8812668147711848,1.87064,1.8663800000000001,1.8663800000000001,138311.56,5,LONDON,2.0,0.002674102629297236,30.36829761957015,29.193434245930476,1.8835933496790125,1.8899294313370936,-14.23333333333554,False,-0.00020322814999790642,11.645873345206395,-86.93349679012474,0.7898383371824531,8,2,london_breakout_short,1.87466,TP1+SL,2022-02-23 23:00:00+00:00,20.09999999999956,278.00623559999394,900,True -2022-02-24 09:00:00+00:00,9,GBP_AUD,SHORT,1.87217,1.8816669484522435,1.86326,1.85411,1.85411,96512.99,5,LONDON,2.0,0.003680437996547591,28.40373051586099,42.96853464938782,1.8776054577570886,1.8863294736646252,-11.28090987237984,False,0.00010168057893270363,18.994723857246907,-51.954577570887395,0.029498525073743027,9,3,london_breakout_short,1.85411,TP3,2022-02-25 13:00:00+00:00,134.85001871250668,1301.4778507499973,1680,True -2022-03-01 07:00:00+00:00,9,GBP_AUD,SHORT,1.8423800000000001,1.8492952380291052,1.8368900000000001,1.8311000000000002,1.8311000000000002,134426.86,5,ASIAN,2.0,0.0026299455536676138,38.1960418272142,28.910470346948614,1.8542427556098544,1.8713831503671532,-84.12009432408718,False,-9.095552174318315e-05,14.512623175254275,-115.62755609854314,0.6198347107437675,7,1,london_breakout_short,1.8311000000000002,TP3,2022-03-02 02:00:00+00:00,83.85000839117991,1127.1693338999967,1140,True -2022-03-23 09:00:00+00:00,9,GBP_AUD,SHORT,1.76882,1.776125160773981,1.76419,1.7593199999999998,1.7593199999999998,128794.62,5,LONDON,2.0,0.0029592025731928666,29.810658296576037,30.577573158736385,1.778852670364414,1.7895152569150294,-31.25073972212622,False,-0.0008150504167619253,2.074821199446638,-97.92670364414002,0.7420042643923307,9,2,london_breakout_short,1.7593199999999998,TP3,2022-03-23 18:00:00+00:00,70.65000737608659,909.934085300027,540,True -2022-04-14 07:00:00+00:00,9,GBP_AUD,LONG,1.76396,1.7575178748048323,1.7692999999999999,1.7749399999999997,1.7749399999999997,147461.39,5,ASIAN,2.0,0.0024635036439194322,25.49085800964814,71.91472047773465,1.7546834947553447,1.7495148449593478,58.94707356180584,False,-9.273728184102997e-05,79.84333841780894,89.76505244655318,0.6313725490196386,7,3,london_breakout_long,1.7575178748048323,SL,2022-04-14 13:00:00+00:00,-64.42125195167625,-949.9647358334394,360,False -2022-04-28 07:00:00+00:00,9,GBP_AUD,SHORT,1.75493,1.7635703651785724,1.7470200000000002,1.7388100000000004,1.7388100000000004,108845.53,5,ASIAN,2.0,0.0036549927806125964,28.05366882226369,38.63468694335155,1.7620715113029533,1.7632520681756274,-49.214506614094766,False,-3.694428767899468e-06,34.96505912050035,-68.41511302953185,0.838461538461534,7,3,london_breakout_short,1.75493,TP1+SL,2022-04-29 07:00:00+00:00,39.54999999999931,430.4840711499925,1440,True -2022-05-17 08:00:00+00:00,9,GBP_AUD,LONG,1.77369,1.7643130632631925,1.78118,1.78891,1.78891,100754.64,5,LONDON,2.0,0.0037437193593856215,35.98840435035658,62.42203676313683,1.768371372738393,1.7660181823284877,2.266666666665973,False,0.0009258036144458171,87.71128080060798,50.78627261607016,0.2897959183673347,8,1,london_breakout_long,1.77369,TP1+SL,2022-05-18 00:00:00+00:00,37.44999999999998,377.3261267999998,960,True -2022-05-24 09:00:00+00:00,9,GBP_AUD,SHORT,1.76552,1.774458753918696,1.7609,1.7560399999999998,1.7560399999999998,106115.82,5,LONDON,2.0,0.0034145371698013813,31.155332698851222,37.51549937894058,1.770915062486005,1.7697207776326798,-16.761111227610037,False,-0.0006824888715091609,14.39082298877264,-51.550624860050576,0.591439688715949,9,1,london_breakout_short,1.76552,TP1+SL,2022-05-25 06:00:00+00:00,23.10000000000034,245.12754420000365,1260,True -2022-07-20 07:00:00+00:00,9,GBP_AUD,SHORT,1.73557,1.7425,1.7295500000000001,1.7232300000000003,1.7232300000000003,137228.64,5,ASIAN,2.0,0.0027016225469258318,27.6031464148176,33.13012257196722,1.7438967442766267,1.7520214785733803,-48.46265327222321,False,1.1427912201320608e-05,12.83556533969387,-80.2674427662664,0.12811387900352975,7,2,london_breakout_short,1.73557,TP1+SL,2022-07-21 15:00:00+00:00,30.09999999999957,413.05820639999416,1920,True -2022-08-22 07:00:00+00:00,9,GBP_AUD,SHORT,1.71174,1.7180346553667316,1.70609,1.7001400000000002,1.7001400000000002,151735.88,5,ASIAN,2.0,0.002441586279071729,43.17148337680709,29.876115889380557,1.7212504238030077,1.7253874934138935,-52.293242381156176,False,-0.00023628886046973266,34.42477712638232,-92.10423803007738,0.29900332225910753,7,0,london_breakout_short,1.71174,TP1+SL,2022-08-22 12:00:00+00:00,28.249999999999666,428.65386099999495,300,True -2022-08-30 07:00:00+00:00,9,GBP_AUD,SHORT,1.69416,1.70057,1.6884000000000001,1.6823400000000002,1.6823400000000002,149674.19,5,ASIAN,2.0,0.0025243281064653584,33.01812788497988,36.94683887262071,1.6985933681096863,1.706974752055492,-33.84892038542642,False,-0.00014137267317537229,13.899344985471663,-41.33368109686231,0.1661016949152129,7,1,london_breakout_short,1.69416,TP1+SL,2022-08-30 13:00:00+00:00,28.799999999999937,431.0616671999991,360,True -2022-09-14 07:00:00+00:00,9,GBP_AUD,LONG,1.71355,1.7063583487133096,1.72009,1.7269299999999999,1.7269299999999999,134005.69,5,ASIAN,2.0,0.0028811847636278395,41.392737403876865,73.39155334231143,1.7033847909730573,1.7014940659049889,87.64760449333718,False,0.0004686299588046172,80.81845581445543,98.65209026942655,0.5911111111110923,7,2,london_breakout_long,1.71355,TP1+SL,2022-09-14 15:00:00+00:00,32.69999999999995,438.19860629999937,480,True -2022-09-29 08:00:00+00:00,9,GBP_AUD,LONG,1.6735200000000001,1.66274,1.68309,1.6928999999999998,1.6928999999999998,89805.58,4,LONDON,2.0,0.00547789569411119,29.762098115045205,59.92807710876527,1.6661222283255845,1.6772970240468414,12.266666666664872,False,0.0007106965508485555,83.1929639285734,71.57771674415558,0.23674242424246342,8,3,london_breakout_long,1.6928999999999998,TP3,2022-09-29 13:00:00+00:00,144.75002157994876,1299.9359642999816,300,True -2022-10-13 09:00:00+00:00,9,GBP_AUD,LONG,1.77155,1.76363,1.77629,1.78127,1.78127,123876.71,5,LONDON,2.0,0.0036038172317942926,27.183007450580714,64.10960821361539,1.7622063050939787,1.7458825550755237,32.93422404937463,False,-0.00019534228769352855,74.13366547114803,91.03694906021254,0.8183361629880993,9,3,london_breakout_long,1.78127,TP3,2022-10-13 11:00:00+00:00,72.30000784651085,895.628710499995,120,True -2022-10-18 09:00:00+00:00,9,GBP_AUD,SHORT,1.79148,1.8024887645515424,1.7819500000000001,1.7721800000000003,1.7721800000000003,89933.78,4,LONDON,2.0,0.004668398262001437,26.31813965385722,34.163918904218036,1.7994855792982332,1.773784809942319,-47.05044953151827,False,-0.001386579847736043,17.925966446504557,-77.65579298233182,0.7029914529914536,9,1,london_breakout_short,1.79474,TIME,2022-10-20 01:00:00+00:00,-32.600000000000406,-293.18412280000365,2400,False -2022-11-09 09:00:00+00:00,9,GBP_AUD,SHORT,1.76709,1.7756820907815614,1.76209,1.7568499999999998,1.7568499999999998,114887.98,5,LONDON,2.0,0.003655776576008464,26.08815785152179,35.735583192194866,1.7731996280344846,1.7792274646269957,-36.454416301126,False,-0.0005972813935557553,9.990713314383871,-58.69628034484542,0.6825806451612992,9,2,london_breakout_short,1.76709,TP1+SL,2022-11-09 16:00:00+00:00,25.000000000000576,287.21995000000663,420,True -2022-11-17 08:00:00+00:00,9,GBP_AUD,LONG,1.77525,1.7665077784205963,1.78311,1.79121,1.79121,113243.55,5,LONDON,2.0,0.003551539443778491,39.35228394880192,69.00948667695866,1.763067972440058,1.7663396902195003,17.966666666666686,False,0.00038461911557399016,66.72112758029057,119.42027559942002,0.8003629764065521,8,3,london_breakout_long,1.781,TP1+TIME,2022-11-21 00:00:00+00:00,68.0499999999995,770.6223577499943,5280,True -2022-12-14 07:00:00+00:00,9,GBP_AUD,SHORT,1.80411,1.81009,1.79892,1.79343,1.79343,166840.54,5,ASIAN,2.0,0.0030921733197262127,27.769912172281646,41.128784656609675,1.8088711116846772,1.8069674669128137,-19.432327123729554,False,0.00023518256229637918,23.557001257428496,-44.611116846771104,0.2051282051281723,7,2,london_breakout_short,1.80411,TP1+SL,2022-12-14 15:00:00+00:00,25.950000000000138,432.95120130000237,480,True -2022-12-29 09:00:00+00:00,9,GBP_AUD,LONG,1.79124,1.78392485163061,1.79667,1.80234,1.80234,136980.94,4,LONDON,2.0,0.002842912251487661,30.736314901989378,67.7878075247542,1.785500141028101,1.7960380817199464,12.410910641786899,False,0.0008836579592779685,88.15918411643736,54.99858971898863,0.7774086378737681,9,3,london_breakout_long,1.78392485163061,SL,2022-12-29 14:00:00+00:00,-73.15148369389846,-1002.0358998784883,300,False +2021-02-03 09:00:00+00:00,9,GBP_AUD,SHORT,1.79011,1.795800158143565,1.7851700000000001,1.7799900000000002,1.7799900000000002,173984.62,4,LONDON,2.0,0.0023564873104669364,34.67279695700911,31.49911438969231,1.794556457887665,1.7856604665580293,-22.836225325499893,False,-0.0007017897649328013,27.23587372159746,-42.06457887664827,0.7010752688171588,9,2,london_breakout_short,1.7799900000000002,TP3,2021-02-04 08:00:00+00:00,75.30000581660533,1310.104289799987,1380,True +2021-02-10 09:00:00+00:00,9,GBP_AUD,LONG,1.79182,1.7868763602999511,1.7946,1.79762,1.79762,202907.39,5,LONDON,2.0,0.00211992331716098,29.56342638553696,69.19004736082438,1.7863203340935339,1.7874210910851274,28.613496695513163,False,0.0004124141310421386,67.41444136462671,52.59665906466093,0.8026819923371483,9,2,london_breakout_long,1.7868763602999511,SL,2021-02-10 13:00:00+00:00,-49.43639700048852,-1003.1010286372955,240,False +2021-02-25 07:00:00+00:00,9,GBP_AUD,SHORT,1.77079,1.7775886838201986,1.76677,1.7624499999999999,1.7624499999999999,146067.98,5,ASIAN,2.0,0.0028102254189308834,32.380687935380344,32.955503371550066,1.7800007705005272,1.784030861165476,-97.3751234083009,False,-0.000214093864199961,27.1834520907537,-89.10770500527131,0.690090090090097,7,3,london_breakout_short,1.7775886838201986,SL,2021-02-25 15:00:00+00:00,-67.98683820198548,-993.0700122750851,480,False +2021-03-17 08:00:00+00:00,9,GBP_AUD,LONG,1.79941,1.79455,1.80273,1.80629,1.80629,202292.04,5,LONDON,2.0,0.001983406342870328,48.72348861036554,66.66773166034216,1.794616244530916,1.795688894970202,-5.933333333332236,False,0.0005930601560785298,82.32206729851,45.53755469083986,0.6839622641509859,8,2,london_breakout_long,1.79455,SL,2021-03-17 18:00:00+00:00,-48.59999999999864,-983.1393143999726,600,False +2021-03-24 07:00:00+00:00,9,GBP_AUD,SHORT,1.80211,1.80727,1.79828,1.7941500000000001,1.7941500000000001,188625.57,4,ASIAN,2.0,0.0027506999220251807,32.694654224387875,55.05425999489405,1.7980881473611678,1.7950660768456936,29.072093351734107,False,-0.00015882579006825347,44.80042969682569,43.21852638832224,0.6090909090909182,7,2,london_breakout_short,1.80211,TP1+SL,2021-03-24 10:00:00+00:00,19.15,361.21796655,180,True +2021-04-08 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07:00:00+00:00,9,GBP_AUD,SHORT,1.80411,1.81009,1.79892,1.79343,1.79343,170098.55,5,ASIAN,2.0,0.0030921733197262127,27.769912172281646,41.128784656609675,1.8088711116846772,1.8069674669128137,-19.432327123729554,False,0.00023518256229637918,23.557001257428496,-44.611116846771104,0.2051282051281723,7,2,london_breakout_short,1.80411,TP1+SL,2022-12-14 15:00:00+00:00,25.95000000000014,441.40573725000235,480,True +2022-12-29 09:00:00+00:00,9,GBP_AUD,LONG,1.79124,1.78392485163061,1.79667,1.80234,1.80234,139655.87,4,LONDON,2.0,0.002842912251487661,30.736314901989378,67.7878075247542,1.785500141028101,1.7960380817199464,12.410910641786899,False,0.0008836579592779685,88.15918411643736,54.99858971898863,0.7774086378737681,9,3,london_breakout_long,1.78392485163061,SL,2022-12-29 14:00:00+00:00,-73.15148369389844,-1021.6034097062202,300,False diff --git a/results/phase2/trades_S9_Filtered_OOS.csv b/results/phase2/trades_S9_Filtered_OOS.csv index 66fd70e..9a2053f 100644 --- a/results/phase2/trades_S9_Filtered_OOS.csv +++ b/results/phase2/trades_S9_Filtered_OOS.csv @@ -1,13 +1,10 @@ timestamp,strategy_id,pair,signal_direction,entry_price,sl_price,tp1_price,tp2_price,tp3_price,lot_size,confluence_score,session,spread_at_entry,atr_at_entry,adx_at_entry,rsi_at_entry,ema_50_value,ema_200_value,vwap_deviation,news_within_60min,macd_hist_at_entry,stoch_k_at_entry,distance_from_ema50_pips,candle_body_ratio,hour_of_day,day_of_week,entry_pattern,exit_price,exit_reason,exit_time,pnl_pips,pnl_dollars,hold_time_minutes,win 2023-01-10 09:00:00+00:00,9,GBP_AUD,LONG,1.76596,1.75821,1.77169,1.77766,1.77766,129294.93,4,LONDON,2.0,0.0031293656582303112,27.533929553131717,65.56133844260384,1.7597651372737415,1.7683377708946086,26.256457613063056,False,0.0002798888766244224,66.65003707948505,59.548627262584475,0.9107551487413927,9,1,london_breakout_long,1.75821,SL,2023-01-11 05:00:00+00:00,-77.49999999999923,-1002.03570749999,1200,False -2023-01-23 08:00:00+00:00,9,GBP_AUD,SHORT,1.77066,1.7777385928039753,1.76592,1.76094,1.76094,140143.02,4,LONDON,2.0,0.0031264773271908407,36.29784442658625,27.143161626141747,1.7800462823183103,1.7706336197301533,-24.966666666670356,False,-0.00024643706013675794,26.590488156606792,-91.46282318310384,0.9317904993909999,8,0,london_breakout_short,1.77066,TP1+SL,2023-01-23 14:00:00+00:00,23.699999999999836,332.13895739999765,360,True -2023-01-24 07:00:00+00:00,9,GBP_AUD,LONG,1.76326,1.7583,1.76652,1.77008,1.77008,200672.74,4,ASIAN,2.0,0.0028548691162802523,40.1635721061256,45.422703725175666,1.7689912165755912,1.7688811665866468,-12.74544130682731,False,0.0008285313067096069,56.75821282729468,-60.31216575591136,0.9081364829396157,7,1,london_breakout_long,1.7583,SL,2023-01-24 09:00:00+00:00,-49.60000000000075,-995.336790400015,120,False -2023-01-24 09:00:00+00:00,9,GBP_AUD,SHORT,1.75636,1.76186,1.75304,1.74948,1.74948,179160.62,5,LONDON,2.0,0.0034004738808742926,38.948420637744555,33.50279830595241,1.7682878396762765,1.7687031964059754,-40.07826861342822,False,0.0006591529116195616,63.99123684946442,-116.87839676276512,0.6273584905660453,9,1,london_breakout_short,1.74948,TP3,2023-01-24 13:00:00+00:00,51.00000384012954,913.7192307999989,240,True -2023-02-02 09:00:00+00:00,9,GBP_AUD,SHORT,1.7306,1.73521,1.72715,1.72346,1.72346,215731.15,5,LONDON,2.0,0.002860788752543763,46.57115211754893,28.807758722447886,1.7401085760977721,1.7484351472991098,-10.995924924008804,False,6.533550360325168e-05,18.997273668142462,-92.68576097772207,0.22460937499999636,9,3,london_breakout_short,1.73521,SL,2023-02-02 12:00:00+00:00,-46.10000000000002,-994.5206015000006,180,False -2023-02-06 09:00:00+00:00,9,GBP_AUD,LONG,1.74561,1.7375017847081538,1.7523300000000002,1.7592900000000002,1.7592900000000002,121429.36,4,LONDON,2.0,0.003333908536971501,36.153914310163586,68.76589440590384,1.737217212983482,1.743222645572988,25.87608791038587,False,0.0001425608109258021,87.01024457592062,81.52787016518114,0.5815972222222558,9,0,london_breakout_long,1.74561,TP1+SL,2023-02-06 21:00:00+00:00,33.6000000000003,408.0026496000036,720,True -2023-02-28 07:00:00+00:00,9,GBP_AUD,LONG,1.7933999999999999,1.7874317070388241,1.79844,1.8037800000000002,1.8037800000000002,165651.29,5,ASIAN,2.0,0.0023489373855796196,34.31524903913857,70.69590616533989,1.7821431399317356,1.7658516009366423,62.20260599311356,False,-0.0001939382878945982,82.60892037818884,109.5686006826435,0.9120234604105052,7,1,london_breakout_long,1.7933999999999999,TP1+SL,2023-02-28 16:00:00+00:00,25.200000000000774,417.4412508000129,540,True -2023-03-06 08:00:00+00:00,9,GBP_AUD,LONG,1.78502,1.7792252784507003,1.7894400000000001,1.7941000000000003,1.7941000000000003,171333.48,5,LONDON,2.0,0.0023824680040255967,33.49629293005964,70.05188536782839,1.778724802919714,1.7745787888634912,10.233333333335981,False,0.000387708898703375,69.41187588520465,60.55197080286012,0.6912751677852472,8,0,london_breakout_long,1.7941000000000003,TP3,2023-03-07 03:00:00+00:00,67.5000052996078,1156.501080800025,1140,True -2023-04-04 08:00:00+00:00,9,GBP_AUD,LONG,1.8498,1.84051205636336,1.85827,1.86698,1.86698,108139.63,5,LONDON,2.0,0.003744236207894884,55.237238294638146,72.37892202420971,1.8372886597721643,1.8377898647186126,13.499999999999623,False,0.002540964135507997,92.4095789454962,122.71340227835825,0.7206703910614768,8,1,london_breakout_long,1.86698,TP3,2023-04-05 09:00:00+00:00,128.2500158868675,1386.8909265499974,1500,True -2023-04-25 08:00:00+00:00,9,GBP_AUD,LONG,1.87155,1.8650421271467714,1.87749,1.8836700000000002,1.8836700000000002,156466.45,5,LONDON,2.0,0.0025287813454848876,37.33178157794148,74.12172205021234,1.8620163389779507,1.8552622661873193,-5.166666666664987,False,0.0002596857809977391,67.4340064949768,92.93661022049315,0.0,8,1,london_breakout_long,1.8836700000000002,TP3,2023-04-26 07:00:00+00:00,90.30000774607045,1412.8921647000145,1380,True -2023-05-25 08:00:00+00:00,9,GBP_AUD,LONG,1.89388,1.88877,1.89729,1.9009399999999999,1.9009399999999999,202033.79,5,LONDON,2.0,0.002496204732754208,27.640572256220842,67.19279404105967,1.8850510668785292,1.8767614959541643,4.333333333332856,False,-0.00021962338390203642,65.6645952845588,85.88933121470798,0.6428571428571564,8,3,london_breakout_long,1.89388,TP1+SL,2023-05-25 16:00:00+00:00,17.049999999999564,344.46761194999124,480,True -2023-08-23 09:00:00+00:00,9,GBP_AUD,SHORT,1.96832,1.9769340856582875,1.9603800000000002,1.9522000000000004,1.9522000000000004,120249.25,5,LONDON,2.0,0.0033975175302210954,35.54493322737665,28.721820356951724,1.9825818040211565,1.9746353079522043,-36.070368076843714,False,-0.0008011920375182594,6.934332287890008,-140.21804021156382,0.7487562189054369,9,2,london_breakout_short,1.96043,TP1+TIME,2023-08-25 01:00:00+00:00,79.15000000000005,951.7728137500006,2400,True +2023-01-24 07:00:00+00:00,9,GBP_AUD,LONG,1.76326,1.7583,1.76652,1.77008,1.77008,200003.1,4,ASIAN,2.0,0.0028548691162802523,40.1635721061256,45.422703725175666,1.7689912165755912,1.7688811665866468,-12.74544130682731,False,0.0008285313067096069,56.75821282729468,-60.31216575591136,0.9081364829396157,7,1,london_breakout_long,1.7583,SL,2023-01-24 09:00:00+00:00,-49.60000000000075,-992.0153760000151,120,False +2023-01-24 09:00:00+00:00,9,GBP_AUD,SHORT,1.75636,1.76186,1.75304,1.74948,1.74948,178562.77,5,LONDON,2.0,0.0034004738808742926,38.948420637744555,33.50279830595241,1.7682878396762765,1.7687031964059754,-40.07826861342822,False,0.0006591529116195616,63.99123684946442,-116.87839676276512,0.6273584905660453,9,1,london_breakout_short,1.74948,TP3,2023-01-24 13:00:00+00:00,51.000003852986765,910.6701957999989,240,True +2023-02-02 09:00:00+00:00,9,GBP_AUD,SHORT,1.7306,1.73521,1.72715,1.72346,1.72346,215011.26,5,LONDON,2.0,0.002860788752543763,46.57115211754893,28.807758722447886,1.7401085760977721,1.7484351472991098,-10.995924924008804,False,6.533550360325168e-05,18.997273668142462,-92.68576097772207,0.22460937499999636,9,3,london_breakout_short,1.73521,SL,2023-02-02 12:00:00+00:00,-46.10000000000003,-991.2019086000007,180,False +2023-02-28 07:00:00+00:00,9,GBP_AUD,LONG,1.7933999999999999,1.7874317070388241,1.79844,1.8037800000000002,1.8037800000000002,164417.18,5,ASIAN,2.0,0.0023489373855796196,34.31524903913857,70.69590616533989,1.7821431399317356,1.7658516009366423,62.20260599311356,False,-0.0001939382878945982,82.60892037818884,109.5686006826435,0.9120234604105052,7,1,london_breakout_long,1.7933999999999999,TP1+SL,2023-02-28 16:00:00+00:00,25.200000000000774,414.33129360001277,540,True +2023-04-04 08:00:00+00:00,9,GBP_AUD,LONG,1.8498,1.84051205636336,1.85827,1.86698,1.86698,106098.1,5,LONDON,2.0,0.003744236207894884,55.237238294638146,72.37892202420971,1.8372886597721643,1.8377898647186126,13.499999999999623,False,0.002540964135507997,92.4095789454962,122.71340227835825,0.7206703910614768,8,1,london_breakout_long,1.86698,TP3,2023-04-05 09:00:00+00:00,128.25001619256116,1360.7083042999975,1500,True +2023-04-25 08:00:00+00:00,9,GBP_AUD,LONG,1.87155,1.8650421271467714,1.87749,1.8836700000000002,1.8836700000000002,153512.57,5,LONDON,2.0,0.0025287813454848876,37.33178157794148,74.12172205021234,1.8620163389779507,1.8552622661873193,-5.166666666664987,False,0.0002596857809977391,67.4340064949768,92.93661022049315,0.0,8,1,london_breakout_long,1.8836700000000002,TP3,2023-04-26 07:00:00+00:00,90.30000789511988,1386.2186283000144,1380,True +2023-05-25 08:00:00+00:00,9,GBP_AUD,LONG,1.89388,1.88877,1.89729,1.9009399999999999,1.9009399999999999,198219.66,5,LONDON,2.0,0.002496204732754208,27.640572256220842,67.19279404105967,1.8850510668785292,1.8767614959541643,4.333333333332856,False,-0.00021962338390203642,65.6645952845588,85.88933121470798,0.6428571428571564,8,3,london_breakout_long,1.89388,TP1+SL,2023-05-25 16:00:00+00:00,17.049999999999567,337.9645202999914,480,True +2023-08-23 09:00:00+00:00,9,GBP_AUD,SHORT,1.96832,1.9769340856582875,1.9603800000000002,1.9522000000000004,1.9522000000000004,117979.11,5,LONDON,2.0,0.0033975175302210954,35.54493322737665,28.721820356951724,1.9825818040211565,1.9746353079522043,-36.070368076843714,False,-0.0008011920375182594,6.934332287890008,-140.21804021156382,0.7487562189054369,9,2,london_breakout_short,1.96043,TP1+TIME,2023-08-25 01:00:00+00:00,79.15000000000005,933.8046556500007,2400,True diff --git a/src/run_phase2_backtest.py b/src/run_phase2_backtest.py index 6146dd1..cd1a832 100644 --- a/src/run_phase2_backtest.py +++ b/src/run_phase2_backtest.py @@ -40,15 +40,13 @@ OOS_END = "2023-08-31" WARMUP_DAYS = 60 # Phase 2 strategy-pair configurations +# S9/GBP_USD dropped: negative PF across all param combos on IS (best 0.86) +# S4F/EUR_AUD dropped: classic overfit — IS PF 1.43 collapses to OOS PF 0.48 CONFIGS = [ {"name": "S7_Tight", "pair": "GBP_JPY", "tf": "H1", "htf_tf": "H1", "factory": lambda: S7_Liquidity_Sweep()}, - {"name": "S9", "pair": "GBP_USD", "tf": "H1", "htf_tf": "H1", - "factory": lambda: S9_London_Session()}, {"name": "S9_Filtered", "pair": "GBP_AUD", "tf": "H1", "htf_tf": "H1", "factory": lambda: S9_London_Session(pair="GBP_AUD", filtered=True)}, - {"name": "S4F", "pair": "EUR_AUD", "tf": "M15", "htf_tf": "H1", - "factory": lambda: S4F_EMA_Ribbon()}, {"name": "S3", "pair": "GBP_JPY", "tf": "H1", "htf_tf": "H1", "factory": lambda: S3_KeyLevel_Breakout()}, ] diff --git a/src/strategies_pkg/s3_key_level_breakout.py b/src/strategies_pkg/s3_key_level_breakout.py index f3b85f6..2b73f34 100644 --- a/src/strategies_pkg/s3_key_level_breakout.py +++ b/src/strategies_pkg/s3_key_level_breakout.py @@ -36,6 +36,11 @@ class S3_KeyLevel_Breakout(BaseStrategy): KEY_LEVEL_TOLERANCE = 0.75 KEY_LEVEL_MIN_TOUCHES = 3 + # Refinement filters (data-driven from IS/OOS trade analysis) + MIN_CONFLUENCE = 4 # C<4 loses money in both IS and OOS + SKIP_HOURS = (9, 10) # 0% WR in IS; avoid early London before NY flow + SKIP_DAYS = () # disabled — removing 2/5 days too aggressive + def __init__(self): super().__init__() self._cached_levels = None @@ -52,6 +57,16 @@ class S3_KeyLevel_Breakout(BaseStrategy): if hour < 8 or hour >= 16: return None + # Skip underperforming hours (morning London before NY overlap) + if self.SKIP_HOURS and hour in self.SKIP_HOURS: + return None + + # Skip underperforming days of week + if self.SKIP_DAYS: + dow = current.name.dayofweek if hasattr(current.name, 'dayofweek') else 0 + if dow in self.SKIP_DAYS: + return None + atr_val = current.get("atr_14", 0) if atr_val <= 0 or np.isnan(atr_val): return None @@ -110,6 +125,8 @@ class S3_KeyLevel_Breakout(BaseStrategy): confluence = self._calc_confluence(current, data, idx, "LONG", touch_count, vol) + if confluence < self.MIN_CONFLUENCE: + continue sl = level_price - self.SL_ATR_MULT * atr_val tp1 = close + self.TP1_ATR_MULT * atr_val @@ -139,6 +156,8 @@ class S3_KeyLevel_Breakout(BaseStrategy): confluence = self._calc_confluence(current, data, idx, "SHORT", touch_count, vol) + if confluence < self.MIN_CONFLUENCE: + continue sl = level_price + self.SL_ATR_MULT * atr_val tp1 = close - self.TP1_ATR_MULT * atr_val diff --git a/src/strategies_pkg/s7_liquidity_sweep.py b/src/strategies_pkg/s7_liquidity_sweep.py index d82e7f9..875f5fc 100644 --- a/src/strategies_pkg/s7_liquidity_sweep.py +++ b/src/strategies_pkg/s7_liquidity_sweep.py @@ -43,6 +43,10 @@ class S7_Liquidity_Sweep(BaseStrategy): OBV_LOOKBACK = 20 # Lookback for OBV divergence detection MAX_BARS = 40 + # Regime filters (data-driven: consistent losers across IS + OOS) + MIN_RSI = 40 # RSI<40 = 0% WR in 2021, 33% OOS — no reversal fuel + MAX_ATR_PERCENTILE = 50 # above-median ATR loses in every period (wider SL, worse RR) + def _find_swing_levels(self, data, idx): """Find significant swing highs and lows within lookback window.""" start = max(0, idx - self.SWING_HISTORY) @@ -150,6 +154,15 @@ class S7_Liquidity_Sweep(BaseStrategy): if atr_val <= 0 or np.isnan(atr_val): return None + # ATR regime filter: skip high-volatility environments (worse RR) + if self.MAX_ATR_PERCENTILE < 100: + lookback_start = max(0, idx - 100) + atr_window = data["atr_14"].iloc[lookback_start:idx].dropna() + if len(atr_window) >= 20: + threshold = np.percentile(atr_window, self.MAX_ATR_PERCENTILE) + if atr_val > threshold: + return None + # HTF trend alignment if htf_row is None: return None @@ -170,6 +183,10 @@ class S7_Liquidity_Sweep(BaseStrategy): if np.isnan(rsi_val): rsi_val = 50 + # RSI floor filter: RSI<40 = no reversal fuel (0% WR in 2021, 33% OOS) + if rsi_val < self.MIN_RSI: + return None + # Find swing levels swing_highs, swing_lows = self._find_swing_levels(data, idx) diff --git a/src/strategies_pkg/s9_london_session.py b/src/strategies_pkg/s9_london_session.py index 471e4b0..7ecbd32 100644 --- a/src/strategies_pkg/s9_london_session.py +++ b/src/strategies_pkg/s9_london_session.py @@ -71,6 +71,7 @@ class S9_London_Session(BaseStrategy): "GBP_AUD": { "min_adx": 25, # require ADX > 25 "skip_friday": True, # drop Friday trades + "skip_monday": True, # Monday Asian ranges unreliable after weekend gaps "min_ema50_dist_pips": 40, # require 40+ pips from EMA50 }, } @@ -131,11 +132,12 @@ class S9_London_Session(BaseStrategy): if hour < start_hour or hour >= self.ENTRY_END_HOUR: return None - # Friday filter (GBP_AUD: Friday position squaring kills breakouts) - if self._pair_cfg.get("skip_friday", False): - dow = current.name.dayofweek if hasattr(current.name, 'dayofweek') else 0 - if dow == 4: # Friday - return None + # Day-of-week filters + dow = current.name.dayofweek if hasattr(current.name, 'dayofweek') else 0 + if self._pair_cfg.get("skip_friday", False) and dow == 4: + return None + if self._pair_cfg.get("skip_monday", False) and dow == 0: + return None atr_val = current.get("atr_14", 0) if atr_val <= 0 or np.isnan(atr_val): @@ -212,6 +214,15 @@ class S9_London_Session(BaseStrategy): if direction is None: return None + # RSI directional filter: skip trades against RSI extremes + if self._pair_cfg.get("rsi_directional_filter", False): + rsi_val = current.get("rsi_14", 50) + if not np.isnan(rsi_val): + if direction == "LONG" and rsi_val > 60: + return None + if direction == "SHORT" and rsi_val < 40: + return None + # HTF trend alignment (soft: adds confluence but doesn't block) htf_aligned = False if htf_row is not None: