Files
fx-quant/results/phase1/S17_EUR_USD_test_set_trades.csv
Brent NealeandClaude Opus 4.6 17b80b7d17 Add 5 new ranging strategies (S17-S21) — all tested, none show edge
Implemented and backtested 5 ranging-market M15 strategies across
3 periods (Training 2021-2023, Test Set 2023-2024, 2025) and 4 pairs
(EUR_USD, GBP_USD, GBP_JPY, GBP_AUD). All 5 fail Phase 1 validation:

- S17 BB Rejection: PF 0.55-0.92, -1208p on 2025 (347 trades)
- S18 Failed Breakout: PF 0.53-0.84, -1905p on 2025 (747 trades)
- S19 VWAP Deviation: PF 0.23-1.65, -87p on 2025 (37 trades)
- S20 Range Compression: only 5 trades on 2025 (too restrictive)
- S21 EMA Ribbon Bounce: PF 0.64-0.89, -3358p on 2025 (1088 trades)

Also added midnight-reset VWAP indicator and downloaded 2025 M15 data
for EUR_USD, GBP_JPY, GBP_AUD.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-21 20:48:03 +10:00

43 KiB

1timestampstrategy_idpairsignal_directionentry_pricesl_pricetp1_pricetp2_pricetp3_pricelot_sizeconfluence_scoresessionspread_at_entryatr_at_entryadx_at_entryrsi_at_entryema_50_valueema_200_valuevwap_deviationnews_within_60minmacd_hist_at_entrystoch_k_at_entrydistance_from_ema50_pipscandle_body_ratiohour_of_dayday_of_weekentry_patternexit_priceexit_reasonexit_timepnl_pipspnl_dollarshold_time_minuteswin
22023-09-01 07:00:00+00:0017EUR_USDSHORT1.084491.08588132408660831.08361735182678351.08361735182678351.0836173518267835718739.83ASIAN1.50.000561324086608275826.5628229563091254.434321014737441.08463204699156511.0864022658665327-8.847244356517958False2.7556617572021806e-0570.783291049739021.0795300843491340.263157894736780674bb_rejection_short1.0858813240866083SL2023-09-01 07:30:00+00:00-13.913240866083587-999.999995744074530False
32023-09-01 07:45:00+00:0017EUR_USDSHORT1.085331.08643339614368741.08441320771262521.08441320771262521.0844132077126252897229.893ASIAN1.50.000583396143687448825.8851706076898161.06992002598721.08473621817031661.0863771009517071-0.3609212559507746False0.000168946513160670891.612538055006688.4378182968336550.285714285714415274bb_rejection_short1.0844132077126252TP32023-09-01 10:00:00+00:009.167922975927656822.5734523220044135True
42023-09-07 01:15:00+00:0017EUR_USDSHORT1.072261.07319624535849731.07177750928300551.07177750928300551.07177750928300551066201.04ASIAN1.50.000366245358497327420.12223625856250252.085490792827121.07249926321142321.0741287491356866-0.2389569795258062False9.091613390418616e-0661.564410710518640.10736788576881650.063829787233992313bb_rejection_short1.0717775092830055TP32023-09-07 05:00:00+00:004.8249072151979195514.4320897751237225True
52023-09-11 13:30:00+00:0017EUR_USDSHORT1.07310999999999981.07430258620851741.07203482758296481.07203482758296481.0720348275829648841339.644OVERLAP1.50.000632586208517566725.37544331880272756.454759795019851.0725262619099591.0719027774265145.9171228356325045False7.544555471970322e-0586.974751300305877.7373809004099850.1717171717172057130bb_rejection_short1.0743025862085174SL2023-09-11 14:00:00+00:00-11.925862085175876-1003.370051343152130False
62023-09-14 01:00:00+00:0017EUR_USDSHORT1.07365999999999981.0745242154577791.07320156908444231.07320156908444231.07320156908444231149408.223ASIAN1.50.000354215457778837325.37945868721992360.698742599911461.07354285313695641.07359134861513070.566242011670326False0.000111315682410458784.972677595627023.6714686304351040.270270270270254113bb_rejection_short1.0732015690844423TP32023-09-14 02:15:00+00:004.584309195459365526.924267228258175True
72023-09-28 08:15:00+00:0017EUR_USDSHORT1.05142999999999991.053126482539761.050207034920481.050207034920481.05020703492048588632.994LONDON1.50.000706482539760016626.34292283992884660.4853848151515551.05087032784979551.05416658379300050.019400855428841624False0.0001600641543978020471.11752356357147.4967215020449450.03225806451610592583bb_rejection_short1.05312648253976SL2023-09-28 09:30:00+00:00-16.96482539760069-998.605589861763475False
82023-10-04 00:45:00+00:0017EUR_USDSHORT1.04687999999999981.04800247456896331.04622505086207341.04622505086207341.0462250508620734880750.064ASIAN1.50.0004524745689632671418.95375285132275454.968646385128751.04697489613919831.0495300321667653-0.6694968775122767False7.699469244300746e-0566.808080808074321.55103860801641960.320754716981187402bb_rejection_short1.0462250508620734TP32023-10-04 01:30:00+00:006.549491453626739576.846499075123845True
92023-10-05 12:00:00+00:0017EUR_USDSHORT1.05213999999999991.05366089017752751.05094821964494511.05094821964494511.0509482196449451653819.733LONDON1.50.000690890177527444821.82301342663084458.857090624112531.05146880349816851.05046365163472728.39410268375751False0.00015749939355243883.255422726219868.6119650183147380.04545454545459133123bb_rejection_short1.0509482196449451TP32023-10-05 12:30:00+00:0011.917803732827046779.209521878997230True
102023-10-06 00:00:00+00:0017EUR_USDLONG1.054941.05406612534037851.05537774931924291.05537774931924291.05537774931924291146823.624ASIAN1.50.0003438746596214929324.3326091180904455.7276594724256851.05387177628620021.051779715472770422.88275027285458False-0.0001088118702759102525.846840497995158.1822371379969280.1578947368420437504bb_rejection_long1.0540661253403785SL2023-10-06 01:00:00+00:00-8.738746596215208-1002.180100573420460False
112023-10-06 01:30:00+00:0017EUR_USDLONG1.05442000000000011.05356906305356231.05491187389287561.05491187389287561.05491187389287561165959.833ASIAN1.50.000370936946437722428.21657604591139545.977465594231241.0539371172628571.051919758031377516.823712608380337False-0.0001438456844057814820.668642951257622.3288273714294760.294117647059002814bb_rejection_long1.0535690630535623SL2023-10-06 05:45:00+00:00-8.509369464377858-992.15829740932255False
122023-10-11 01:30:00+00:0017EUR_USDLONG1.06062000000000011.05967578551231761.06125842897536481.06125842897536481.06125842897536481040268.643ASIAN1.50.0004442144876823706320.8119103668026247.299582477582811.06015735501447941.05779501637508786.0513137106155135False-5.532757767249356e-0521.9833097785843462.12644985520649140.230769230768902312bb_rejection_long1.0612584289753648TP32023-10-11 06:30:00+00:006.38428981501857664.137648323522300True
132023-10-16 07:00:00+00:0017EUR_USDSHORT1.05284999999999981.05407777442454531.05210445115090941.05210445115090941.0521044511509094805423.273ASIAN1.50.000497774424545280323.30317904578842258.925011289547311.05236150451842961.0541178688429859.357406645915667False5.1668462839738805e-0574.499631773731627.3849548157034480.336283185840793270bb_rejection_short1.0540777744245453SL2023-10-16 08:45:00+00:00-12.277744245454691-988.87809183978105False
142023-10-16 12:15:00+00:0017EUR_USDSHORT1.05300999999999981.0548203861634231.05191922767315351.05191922767315351.0519192276731535540762.75LONDON1.50.000640386163423184118.71924112326706850.348665796091571.0529131128841941.053968578300186-2.227642460921331False-4.635717606639217e-0552.91107380346172.86887115805933850.09649122807023011120bb_rejection_short1.054820386163423SL2023-10-16 14:30:00+00:00-18.103861634233272-978.9893097754398135False
152023-10-16 14:45:00+00:0017EUR_USDSHORT1.05477999999999981.0563372868467961.05337542630640771.05337542630640771.0533754263064077622364.12OVERLAP1.50.000797286846796125126.62597499346078363.8954371370120741.05324696023081321.053961761703274813.520687283532506False0.0001273000029309777685.4388103029237617.2303976918675160.26506024096402303140bb_rejection_short1.05561TIME2023-10-16 22:45:00+00:00-8.300000000001084-516.5622030000675480False
162023-10-19 00:00:00+00:0017EUR_USDSHORT1.053481.05432349377899161.05304301244201651.05304301244201651.05304301244201651142905.643ASIAN1.50.000343493778991751214.26930286471781446.074214467160151.0543548220768091.0554216408416377-13.071671848519095False6.123593737462825e-0537.80663780662926-6.2482207680902850.319999999999609203bb_rejection_short1.0530430124420165TP32023-10-19 05:30:00+00:004.369875618069714499.43554899903614330True
172023-10-19 08:00:00+00:0017EUR_USDSHORT1.053341.05488762482070571.05249475035858841.05249475035858841.0524947503585884626138.933LONDON1.50.000517624820705778727.28680125902814547.050546889593311.05381873419636381.0549215272588621-1.966666666666228False4.729573637152972e-0527.84747689206198-2.8873419636377130.2018348623852108483bb_rejection_short1.0548876248207057SL2023-10-19 10:00:00+00:00-15.476248207058061-969.0281492781755120False
182023-10-20 00:30:00+00:0017EUR_USDLONG1.05792000000000021.05685459706493811.0588008058701241.0588008058701241.058800805870124900446.064ASIAN1.50.000565402935061954522.56811307624249445.1358755909984951.05767736467688961.05618349145379021.2710710643393242False-9.229683539954602e-0512.383214623882699-0.073646768894430890.1956521739134002604bb_rejection_long1.0568545970649381SL2023-10-20 01:15:00+00:00-10.654029350620764-959.337875189082645False
192023-10-20 07:30:00+00:0017EUR_USDLONG1.057321.05638368886962591.05798262226074821.05798262226074821.05798262226074821014347.115ASIAN1.50.0004563111303740900414.67648333757183542.573538607530851.05744478661282541.0564692073672235-4.332715674169041False-1.584027989255172e-0551.85185185185114-3.74786612825417360.0579710144928049274bb_rejection_long1.0579826222607482TP32023-10-20 08:15:00+00:006.626222672807024672.128981837828145True
202023-10-23 00:30:00+00:0017EUR_USDLONG1.058851.0580226499619821.05941470007603591.05941470007603591.05941470007603591156059.393ASIAN1.50.0004073500380179119627.72986418532979540.594070784418761.05891478365837681.0576811320250206-1.2395127780640003False-9.34079229611569e-058.52595680181746-3.1478365837678270.191489361701976900bb_rejection_long1.058022649961982SL2023-10-23 02:00:00+00:00-8.273500380180376-956.465780267609390False
212023-10-26 13:00:00+00:0017EUR_USDSHORT1.055341.05691316594217951.05376366811564081.05376366811564081.0537636681156408601907.973OVERLAP1.50.000883165942179608424.60941030929066360.4574479569578361.05478679428199351.057369407282147110.856055687211708False0.0002117240968168763489.839896805525617.43205718006567650.2587412587412381133bb_rejection_short1.0537636681156408TP32023-10-26 14:00:00+00:0015.763319105480463948.806740324196260True
222023-10-31 00:15:00+00:0017EUR_USDLONG1.061391.06071206421264171.06179587157471641.06179587157471641.06179587157471641410737.143ASIAN1.50.000327935787358272827.04671584171737647.43245147056171.0606857632672281.058375043466773813.625134013384166False-0.0001020221083547086536.278195488717674.5423673277200650.2758620689656756701bb_rejection_long1.0607120642126417SL2023-10-31 01:15:00+00:00-6.779357873583081-956.389193761507660False
232023-11-02 08:15:00+00:0017EUR_USDLONG1.060041.05854276284770381.06098447430459241.06098447430459241.0609844743045924632381.654LONDON1.50.000567237152296211827.91246775746300653.841568536282171.0589128283214631.05791099975339891.4343371398783944False-8.510614881282252e-0542.351115884952819.3717167853690770.1649484536081978883bb_rejection_long1.0609844743045924TP32023-11-02 09:15:00+00:009.444743195275189597.268228565439660True
242023-11-06 13:15:00+00:0017EUR_USDLONG1.07426000000000021.07290143340113461.07536713319773081.07536713319773081.0753671331977308701325.933OVERLAP1.50.000648566598865417429.9450964673395544.383214923130341.07394454057389721.0688816275646134-6.435240748834392False-0.000178030063653389420.8495776374333951.25459426102869640.30120481927725024130bb_rejection_long1.0729014334011346SL2023-11-06 15:00:00+00:00-13.585665988655736-952.7979834163356105False
252023-11-10 15:00:00+00:0017EUR_USDLONG1.067931.0653700379328321.06947992413433621.06947992413433621.0694799241343362368470.33OVERLAP1.50.000869962067168134421.89434647877975648.7870106805283751.06771626850484251.0684545414071687-0.44467730952346685False-0.0001032220344343586739.1660830999071050.237314951574418840.3096774193547306154bb_rejection_long1.06888TIME2023-11-12 23:00:00+00:009.500000000000062350.046785000002333360True
262023-11-21 08:15:00+00:0017EUR_USDLONG1.095971.09451328064566881.0968734387086621.0968734387086621.096873438708662649933.344LONDON1.50.000546719354331074221.89323848999552.7652623855517861.0952006467944131.09201868559030141.0670932535750133False-7.629069633702473e-0540.082560429159495.7935320558688550.1785714285712397581bb_rejection_long1.0945132806456688SL2023-11-21 08:45:00+00:00-14.56719354331337-946.770475403209430False
272023-11-21 16:00:00+00:0017EUR_USDLONG1.09381000000000021.09239467413760121.09545065172479771.09545065172479771.0954506517247977662252.273OVERLAP1.50.000915325862398882820.37026187592484342.0983100808986851.0947713042513041.0927111533659617-11.248747952734561False-0.0001292236580648124720.08532708716886-11.5130425130405280.18867924528298724161bb_rejection_long1.0923946741376012SL2023-11-21 16:15:00+00:00-14.153258623990084-937.30276516345115False
282023-12-06 01:00:00+00:0017EUR_USDSHORT1.07911999999999991.08032161150273391.07840677699453221.07840677699453221.0784067769945322772237.734ASIAN1.50.000481611502733881217.12812291070771348.864571885444331.0799645756954181.0832385354989458-19.03492371723825False5.3474217237491745e-0551.78241618086437-5.94575695417987050.30188679245317812bb_rejection_short1.0784067769945322TP32023-12-06 07:00:00+00:007.132230147034073550.7777218583159360True
292023-12-11 00:15:00+00:0017EUR_USDSHORT1.076571.07747022178134321.07589955643731351.07589955643731351.07589955643731351036897.283ASIAN1.50.0004602217813433028525.17130350770930458.6679935580063441.07645060095742131.07775517349710853.628679600220508False9.315685989129534e-0578.399015899020883.69399042578821830.0263157894732690300bb_rejection_short1.0758995564373135TP32023-12-11 07:30:00+00:006.704435691523919695.1811132476071435True
302023-12-12 01:30:00+00:0017EUR_USDSHORT1.076461.07724184101250181.07604631797499641.07604631797499641.07604631797499641202788.433ASIAN1.50.0003318410125018168422.07083511604962660.6772044417181.07621555105146351.07676316411750688.255122974722973False2.1998003335663846e-0652.920227920223194.9444894853656330.0384615384609472211bb_rejection_short1.0772418410125018SL2023-12-12 06:30:00+00:00-7.818410125017827-940.3893239366296300False
312023-12-28 08:30:00+00:0017EUR_USDLONG1.11178000000000021.10981862243454191.1127927551309161.1127927551309161.112792755130916474658.963LONDON1.50.000601377565457998322.76909595195664753.258586655902811.1109307863596211.1072338808272843.734459785855737False-1.735696528402894e-0525.2675604744546166.5921364037913040.369747899159652983bb_rejection_long1.112792755130916TP32023-12-28 09:30:00+00:0010.127551522522898480.713307302713660True
322024-01-04 03:30:00+00:0017EUR_USDSHORT1.092361.09347375735879911.09178248528240141.09178248528240141.0917824852824014840212.244ASIAN1.50.000413757358799334629.1355047977746660.619612799454761.09215375085459381.09544405045793325.676179931972669False4.245844331487616e-0586.318822023053414.5624914540631780.1086956521736821833bb_rejection_short1.0934737573587991SL2024-01-04 07:00:00+00:00-11.1375735879915-935.7925652531176210False
332024-01-09 02:00:00+00:0017EUR_USDSHORT1.095881.09675617075979841.09529765848040351.09529765848040351.09529765848040351057367.684ASIAN1.50.00041617075979823525.25986114523366860.1130145224008961.09542887705096131.0948298096199218.630519605223874False0.0001047978007779978764.935086011030687.0112294903879050.0769230769226827621bb_rejection_short1.0952976584804035TP32024-01-09 05:15:00+00:005.82341525103928615.749107366802195True
342024-01-23 02:00:00+00:0017EUR_USDSHORT1.088531.08937570805093521.08800858389812971.08800858389812971.08800858389812971102735.314ASIAN1.50.0003857080509352129329.86336026758828858.928252412058721.0885239238938371.088785569307873-1.2004397669662659False0.0001107765059371045970.432325778177812.56076106163183330.0980392156860440121bb_rejection_short1.0893757080509352SL2024-01-23 02:30:00+00:00-8.45708050935201-932.592129717524830False
352024-01-25 13:15:00+00:0017EUR_USDSHORT1.088761.09080587254302541.08769825491394911.08769825491394911.0876982549139491451282.374OVERLAP1.50.000625872543025504220.84478460427756449.235065962208391.0888291371613691.0883128241141833-3.2156934961946604False-7.752625044514616e-0542.1958575167941561.20862838631108360.19540229885059524133bb_rejection_short1.0876982549139491TP32024-01-25 13:30:00+00:0010.617451095781252479.1468493863260415True
362024-01-29 07:30:00+00:0017EUR_USDSHORT1.08443999999999981.0853587792216091.0839724415567821.0839724415567821.0839724415567821010098.685ASIAN1.50.000358779221609012318.45392419441452653.9829662488319851.08471173438933491.085532536825523-10.61586903971179False7.075400023792216e-0570.97907606981902-0.217343893349486450.02564102564120082370bb_rejection_short1.083972441556782TP32024-01-29 07:45:00+00:004.6755844784672504472.280170992825915True
372024-02-12 16:30:00+00:0017EUR_USDSHORT1.077331.07829995804921051.07640008390157881.07640008390157881.0764000839015788961670.952OVERLAP1.50.000559958049210642924.97732394455598754.457304476229831.07754395883520341.07781648034340073.7011715516910293False0.000162537254077572194.64118743078485-0.239588352033415220.28571428571394586160bb_rejection_short1.0782999580492105SL2024-02-12 18:00:00+00:00-9.699580492106284-932.780478644531990False
382024-02-14 02:15:00+00:0017EUR_USDSHORT1.070971.0717662415941731.07046751681165381.07046751681165381.07046751681165381159764.434ASIAN1.50.0003762415941731060418.47686872540791552.038853704025861.07180987901038851.0748773264526355-19.11499370703451False0.0001029253782727518281.48256671090134-5.8987901038842770.0588235294108427222bb_rejection_short1.071766241594173SL2024-02-14 06:30:00+00:00-7.962415941731304-923.4526786084919255False
392024-02-14 13:15:00+00:0017EUR_USDSHORT1.070931.07204392700200551.0699521459959891.0699521459959891.069952145995989820716.393OVERLAP1.50.000583927002005484523.1396145639729656.781527456551721.07083736218577591.07340057636824777.77715064942841False0.0001367487422670598170.74536273971462.82637814224218080.322033898304887132bb_rejection_short1.0720439270020055SL2024-02-14 14:30:00+00:00-11.139270020055214-914.218147809494375False
402024-03-07 07:45:00+00:0017EUR_USDLONG1.089621.0887820049195461.0900459901609081.0900459901609081.0900459901609081080049.262ASIAN1.50.0003379950804540607423.99465357035101236.5270920675492761.08977193759933041.08780404035727551.8090111345903104False-0.000102613755333258189.766627700063063-4.019375993304930.210526315789196973bb_rejection_long1.088782004919546SL2024-03-07 08:00:00+00:00-8.379950804540126-905.075966527996815False
412024-03-08 07:45:00+00:0017EUR_USDLONG1.09361000000000021.09289539050747141.09406921898505721.09406921898505721.09406921898505721253866.934ASIAN1.50.000354609492528555427.39374488449692526.2480414786635381.09418801573595561.091281119397453919.867242555147158False-0.000160696206926070510.998089112606612-8.2801573595547850.0384615384618012474bb_rejection_long1.0928953905074714SL2024-03-08 09:15:00+00:00-7.146094925287727-896.025210545910190False
422024-03-15 08:00:00+00:0017EUR_USDSHORT1.087781.08853419288454981.08740161423090041.08740161423090041.08740161423090041176177.843LONDON1.50.000284192884549860328.82383150458464353.33056301541631.08825272387819341.090827745752731-0.3999999999981796False7.999149985371732e-0549.72554492292028-2.8272387819328060.2272727272727043484bb_rejection_short1.0885341928845498SL2024-03-15 08:30:00+00:00-7.5419288454980915-887.06495789316430False
432024-04-11 00:15:00+00:0017EUR_USDSHORT1.074061.07497314368614161.07348371262771661.07348371262771661.0734837126277166961726.314ASIAN1.50.000413143686141714319.02734140477668543.8094176303428851.07606129366069861.0812393949362848-29.884054267490523False0.0001395077159037459860.4310657949406-17.512936606984830.1249999999994795803bb_rejection_short1.0734837126277166TP32024-04-11 06:30:00+00:005.762873782756529554.2307338086179375True
442024-04-17 16:30:00+00:0017EUR_USDSHORT1.06467999999999981.06610095401029931.06338809197940171.06338809197940171.0633880919794017621931.893OVERLAP1.50.000740954010299112217.6410777133385458.415324127902881.06376929172211351.06365420790635537.716753044735292False5.694949189290468e-0579.7979880128515911.0070827788644190.33962264150947347162bb_rejection_short1.0661009540102993SL2024-04-17 17:30:00+00:00-14.209540102994023-883.736613228586760False
452024-04-22 02:00:00+00:0017EUR_USDSHORT1.06653999999999981.06753982575958431.06575034848083171.06575034848083171.0657503484808317875051.723ASIAN1.50.000519825759584116129.5672068819955461.799143116854361.0657614764804361.06532874701234058.645640478051053False9.629094232621873e-0587.4036057375973910.2852351956395080.0588235294121488620bb_rejection_short1.0657503484808317TP32024-04-22 07:15:00+00:007.896515281921551690.9859279451738315True
462024-04-24 12:15:00+00:0017EUR_USDLONG1.06897000000000021.06763686165011531.06978627669976941.06978627669976941.0697862766997694661453.563LONDON1.50.000503138349884707927.47568692868646.1639848811800851.06929874272489521.06813001212106041.2192310858005762False6.0406729628084016e-0573.94979508197126-5.1874272489516040.3200000000001066122bb_rejection_long1.0697862766997694TP32024-04-24 13:30:00+00:008.162767121098973539.929137170186875True
472024-05-02 01:30:00+00:0017EUR_USDLONG1.071421.0700737583445781.07240248331084391.07240248331084391.0724024833108439659026.114ASIAN1.50.000616241655421922917.00191461912172454.191628867942281.07006753442992131.069162613496621715.748393300625274False-0.0001494288288517099840.80974813138410411.0246557007864790.1730769230767506313bb_rejection_long1.0724024833108439TP32024-05-02 06:15:00+00:009.82483325751938647.4821643101626285True
482024-05-02 08:30:00+00:0017EUR_USDLONG1.07101000000000021.06931762441596411.07214475116807171.07214475116807171.0721447511680717528064.352LONDON1.50.000662375584035798121.97333947427762642.4295887205827641.07111880737053181.0697707422622216-1.073549822365738False-0.000158728244461059312.872852638177763-2.98807370531672940.2583bb_rejection_long1.0693176244159641SL2024-05-02 13:00:00+00:00-16.92375584036121-893.6832127399045270False
492024-05-10 12:45:00+00:0017EUR_USDLONG1.077191.07617900323937651.07788199352124651.07788199352124651.0778819935212465875122.873LONDON1.50.000440996760623311723.38914957093806636.4189001224482351.07774455705960741.0766127994058308-9.023616753547348False-0.0001134444408039638825.867891513555005-7.4455705960740910.18181818181814513124bb_rejection_long1.0778819935212465TP32024-05-10 13:30:00+00:006.9199352915376835605.579363254474445True
502024-05-14 08:15:00+00:0017EUR_USDLONG1.07794000000000011.07722919919365311.0783516016126941.0783516016126941.0783516016126941253237.444LONDON1.50.0003008008063469417427.66058405630418831.057985460469611.07866802185092921.078135302734998-0.800106055551808False-7.883599423508153e-0521.05709876543466-9.1802185092926260.1250000000001734781bb_rejection_long1.078351601612694TP32024-05-14 08:45:00+00:004.116016159781305515.834555508295430True
512024-05-15 11:30:00+00:0017EUR_USDLONG1.08270000000000021.08178767656540551.0832946468691891.0832946468691891.083294646869189982064.584LONDON1.50.0003923234345944767617.07620044889566247.324974781630751.08240384793379391.0806774066093254-2.375316792373461False-7.248835670493881e-0536.996779388090831.06152066206233190.015151515151612003112bb_rejection_long1.083294646869189TP32024-05-15 12:00:00+00:005.946468752439329583.981633784745330True
522024-05-17 08:15:00+00:0017EUR_USDLONG1.085121.08436289362893871.08574421274212261.08574421274212261.08574421274212261191114.462LONDON1.50.00040710637106136329.62726595404894835.5961251538376051.08615247355347691.0857410481903758-1.6213757415162178False-0.000104247748663586228.268586395094161-12.2247355347693270.3421052631577563684bb_rejection_long1.0843628936289387SL2024-05-17 08:30:00+00:00-7.571063710614111-901.800346329372415False
532024-06-14 02:15:00+00:0017EUR_USDSHORT1.07392999999999981.07461591647082041.0735481670583591.0735481670583591.0735481670583591301590.473ASIAN1.50.0003159164708203754329.96708991483613449.203798595044961.07505559468979551.0773024843950216-34.62690543668101False0.0001415652110224751285.12336368544531-8.755946897955890.344827586206711724bb_rejection_short1.073548167058359TP32024-06-14 04:45:00+00:003.8183294457432355496.9901217899778150True
542024-06-21 01:30:00+00:0017EUR_USDSHORT1.07053999999999981.07116937997224551.07021124005550881.07021124005550881.07021124005550881426407.394ASIAN1.50.000289379972245524323.78581071825600553.7401764248806661.07100542383651921.0724766973504551-9.553134639375127False8.512528402151778e-0568.56902356901516-2.15423836519290650.1363636363644621414bb_rejection_short1.0711693799722455SL2024-06-21 02:00:00+00:00-6.293799722456583-897.752243529201930False
552024-07-09 11:45:00+00:0017EUR_USDLONG1.081561.08085849074633081.08215301850733851.08215301850733851.08215301850733851266946.543LONDON1.50.000391509253669281724.74359177392534534.658108104071191.08238707620564711.082330664982267-6.258604685871472False-7.858119216770559e-059.816310591501638-10.1707620564717160.07499999999994449111bb_rejection_long1.0821530185073385TP32024-07-09 13:15:00+00:005.930185120190851751.322751958528390True
562024-07-12 06:45:00+00:0017EUR_USDLONG1.086741.08598561142325621.08715877715348761.08715877715348761.08715877715348761188098.514ASIAN1.50.0003343885767438052527.42961726300403340.940525180787781.0866774434786421.0850263652506111-7.845417932956789False-5.281209637640285e-0519.71575831802536-1.87443478641968750.05128205128180310464bb_rejection_long1.0871587771534876TP32024-07-12 07:30:00+00:004.187771570123607497.5485162684218545True
572024-07-16 01:00:00+00:0017EUR_USDLONG1.08944000000000021.08878519739372531.08977960521254971.08977960521254971.08977960521254971376389.53ASIAN1.50.0002948026062748064426.03801905519224437.221239413985271.0898445863691411.0889696635199286-14.331763239867623False-1.0586496353547114e-057.757609172014604-6.5458636914095260.2000000000005329211bb_rejection_long1.0887851973937253SL2024-07-16 05:45:00+00:00-6.54802606274929-901.2634318494464285False
582024-07-18 07:45:00+00:0017EUR_USDLONG1.093391.09253961080369361.09382077839261331.09382077839261331.09382077839261331049226.43ASIAN1.50.0003403891963066007723.71790556437770543.825425073512981.0933885226301441.091981517606561-3.2214682204445566False-2.612824626428329e-0543.7963184317451-2.48522630144076830.275862068965886973bb_rejection_long1.0938207783926133TP32024-07-18 08:30:00+00:004.30778396718861451.984066387102345True
592024-08-09 11:45:00+00:0017EUR_USDLONG1.091791.09068907904362141.09246184191275741.09246184191275741.0924618419127574814564.053LONDON1.50.0004309209563787438320.74427957313861642.9393131630412551.09193060100427731.0920288822250253-2.2136478013967675False-6.743582050158038e-0520.85615188024674-3.3060100427739770.2830188679243307114bb_rejection_long1.0924618419127574TP32024-08-09 14:00:00+00:006.71841921005247547.2582761338141135True
602024-08-20 07:30:00+00:0017EUR_USDLONG1.10777000000000011.10680831253308851.1082833749338231.1082833749338231.108283374933823938187.563ASIAN1.50.000381687466911440727.5724963886679344.0293789260099541.10763091531148051.104679881666020611.887021815404353False-4.809916466090884e-0627.07229091872922-1.10915311480441760.2539682539684553571bb_rejection_long1.108283374933823TP32024-08-20 07:45:00+00:005.133749392948494481.641981662182915True
612024-08-21 01:45:00+00:0017EUR_USDLONG1.11241000000000011.11168884546959411.11284230906081171.11284230906081171.11284230906081171257788.183ASIAN1.50.0003411545304058921523.40403335445854444.529530553274751.11180646831202611.108068507032173918.838433429320123False-0.0001648501473767968815.0617283950629413.5353168797391810.259259259259320212bb_rejection_long1.1116888454695941SL2024-08-21 04:15:00+00:00-7.211545304059984-907.0596442981155150False
622024-08-26 00:00:00+00:0017EUR_USDLONG1.11921.11818674786767951.11995650426464071.11995650426464071.1199565042646407886244.425ASIAN1.50.000503252132320430715.26761428806488256.320984672880731.11747247459709251.114278715350268529.449548087219224False-0.0001595269157391556245.2380952380926914.7752540290735370.0697674418604170800bb_rejection_long1.1199565042646407TP32024-08-26 00:45:00+00:007.565042731767575670.44769080905745True
632024-08-26 08:00:00+00:0017EUR_USDLONG1.118331.11714903188862461.11910193622275061.11910193622275061.1191019362227506766060.925LONDON1.50.000480968111375303619.10313559159998746.541876840045621.11817290064605831.1154547896882440.9999999999998899False-2.020173601902106e-0537.0339238801346-0.32900646058431350.0833333333332562480bb_rejection_long1.1171490318886246SL2024-08-26 10:00:00+00:00-11.809681113754689-904.6935178909542120False
642024-08-26 10:00:00+00:0017EUR_USDLONG1.11767000000000021.1164429352591771.11845412948164611.11845412948164611.1184541294816461729909.814LONDON1.50.000487064740823085123.19606413450946338.384966437015091.11810692504427861.1156463635827918-4.222291173334725False-3.345874450642723e-0549.99111584932357-6.2692504427852570.09090909090927442100bb_rejection_long1.116442935259177SL2024-08-26 11:30:00+00:00-12.27064740823236-895.646591831987590False
652024-08-27 12:30:00+00:0017EUR_USDLONG1.11574000000000021.11447951273587531.11661097452824931.11661097452824931.1166109745282493703450.283LONDON1.50.000530487264124662226.6942409829742636.068306610728241.11656095024459741.1162412911496378-10.186078688059208False-0.0001466067465482103212.459444127567984-10.1095024459740830.08433734939761937121bb_rejection_long1.1166109745282493TP32024-08-27 13:45:00+00:008.70974540630601612.687284479467675True
662024-09-02 01:30:00+00:0017EUR_USDSHORT1.105091.1058575584946361.1046048830107281.1046048830107281.1046048830107281163190.823ASIAN1.50.0003675584946359696426.91535472862775855.4324776851776951.10548127147455851.1080637856486866-11.970408820363154False0.0001327871428947947568.0507847907884-1.41271474558557490.142857142856991810bb_rejection_short1.104604883010728TP32024-09-02 02:15:00+00:004.851169934424654564.283633398275945True
672024-09-04 00:00:00+00:0017EUR_USDSHORT1.10450999999999991.10543168343303491.104016633133931.104016633133931.10401663313393974803.064ASIAN1.50.000371683433034925416.37777869431422357.52402249376331.10443710989567641.10561794676627522.5250470346582787False6.160606761893827e-0559.306950910737463.2289010432351440.2142857142861296602bb_rejection_short1.1054316834330349SL2024-09-04 01:45:00+00:00-9.216834330350032-898.4598308738263105False
682024-09-13 06:30:00+00:0017EUR_USDLONG1.10801000000000021.10709321074082311.10847357851835421.10847357851835421.1084735785183542970206.862ASIAN1.50.000356789259177010129.10747542907316242.7522043412365351.10743592875844651.104836934172815532.61642471596326False-0.000178342347000119212.310861868389443.2407124155353630.380952380952884564bb_rejection_long1.1084735785183542TP32024-09-13 07:30:00+00:004.635785231321319449.7670632914630560True
692024-09-13 12:00:00+00:0017EUR_USDLONG1.10866000000000021.10733251287691741.10962497424616521.10962497424616521.1096249742461652673432.453LONDON1.50.000577487123082550625.42937012140269846.4888525871761261.10828735463596931.105634375624304-4.86978071428279False-0.0001314262780909661321.9844758487246251.8264536403078680.08196721311492715124bb_rejection_long1.1096249742461652TP32024-09-13 13:00:00+00:009.649742604942315649.844980431568560True
702024-09-17 12:45:00+00:0017EUR_USDLONG1.11265000000000011.1111186806529321.11376263869413571.11376263869413571.1137626386941357588036.294LONDON1.50.000651319347067866328.96438747554006539.243389958853451.1130867872937251.1111729000452513-9.0041184641243False-0.000159739198569310620.50534742486359-6.2678729372489530.06741573033701698121bb_rejection_long1.111118680652932SL2024-09-17 17:00:00+00:00-15.31319347068072-900.4713476551315255False
712024-09-20 02:15:00+00:0017EUR_USDLONG1.11621.11539162225209741.11660675549580521.11660675549580521.11660675549580521102784.735ASIAN1.50.0003283777479025843518.9172941460147450.992304489126081.11561030290059441.11386978723054510.299247634311115False-4.4806038598003324e-0524.6928461730659883.39697099405622540.1199999999999644724bb_rejection_long1.1166067554958052TP32024-09-20 03:00:00+00:004.067554994935953448.563753685059645True
722024-09-25 08:30:00+00:0017EUR_USDLONG1.118771.11788810849145431.11962378301709121.11962378301709121.11962378301709121015943.874LONDON1.50.000521891508545685121.8521232840018942.804535194198331.11852034106790281.1158137819205607-1.9265947682267637False-0.0001348662720947335516.2896543932728870.59658932097139680.148648648648385182bb_rejection_long1.1178881084914543SL2024-09-25 09:15:00+00:00-8.818915085457846-895.952272112142445False
732024-09-27 00:15:00+00:0017EUR_USDLONG1.117381.116636758143851.11787648371229991.11787648371229991.11787648371229991193410.663ASIAN1.50.000373241856149980121.31648801382681744.5853997657524841.1169702051749511.115918126425786714.024973950430564False-0.0001028933729035973335.888888888887661.59794825048908960.0384615384618012404bb_rejection_long1.11663675814385SL2024-09-27 01:30:00+00:00-7.432418561499343-886.992754087518275False
742024-10-07 08:30:00+00:0017EUR_USDSHORT1.09700999999999981.0984118826020491.09607623479590191.09607623479590191.0960762347959019626388.282LONDON1.50.000561882602049076223.30290963175393453.4463648177091461.09721932710234941.1001747265959028-1.152286800203406False6.741241536234711e-0576.13128745958836-0.193271023494201440.3478260869565077480bb_rejection_short1.0960762347959019TP32024-10-07 09:15:00+00:009.337652190050669584.899589456407245True
752024-10-08 01:15:00+00:0017EUR_USDSHORT1.098011.09873179527864931.09761640944270171.09761640944270171.09761640944270171224684.963ASIAN1.50.000321795278649207529.0858892766267363.9488668478039061.09763238075921651.09889269838937798.5244295035114False8.102391256284595e-0578.603943309836086.2761924078347240.349999999999722411bb_rejection_short1.0976164094427017TP32024-10-08 02:30:00+00:003.935905605120729482.024439857105675True
762024-10-11 01:00:00+00:0017EUR_USDSHORT1.093411.09417473882924781.09289052234150461.09289052234150461.09289052234150461162216.473ASIAN1.50.000384738829247769927.388327205261559.6732443708640551.0931815059665961.09440137270887066.158757739678222False6.2145641579284e-0676.09124551048324.7849403340416430.243243243243048614bb_rejection_short1.0941747388292478SL2024-10-11 07:00:00+00:00-7.647388292477685-888.7920626002743360False
772024-10-24 13:30:00+00:0017EUR_USDSHORT1.080081.08177380226961261.07898239546077451.07898239546077451.0789823954607745519484.574OVERLAP1.50.00064380226961275919.64960682798985755.946650465382411.07942776652435971.07962832090277283.4281862403751084False4.833287551794265e-0682.479169978196378.422334756403860.16806722689073436133bb_rejection_short1.0817738022696126SL2024-10-24 17:00:00+00:00-16.938022696126875-879.904143694771210False
782024-10-25 07:45:00+00:0017EUR_USDSHORT1.08216999999999991.08308530404532571.08170939190934861.08170939190934861.0817093919093486951711.193ASIAN1.50.000355304045325688126.98355170471570555.95061228691571.08204324048559731.080893965209109415.600365116594794False3.666128059142982e-0586.515575159720243.7675951440263590.0441176470587851174bb_rejection_short1.0830853040453257SL2024-10-25 08:15:00+00:00-9.153040453258043-871.105102188835230False
792024-11-08 09:15:00+00:0017EUR_USDSHORT1.07786999999999991.07968994188893831.07650011622212371.07650011622212371.0765001162221237473858.023LONDON1.50.000779941888938161923.3556331248688749.648027942962091.0782880906628661.07847417118472174.327136827781963False8.739229556789052e-0577.0751254280133-2.28090662865998440.361344537815060294bb_rejection_short1.0796899418889383SL2024-11-08 11:30:00+00:00-18.199418889384145-862.394060007417135False
802024-11-12 00:00:00+00:0017EUR_USDSHORT1.06592999999999981.0666940474209081.06541190515818451.06541190515818451.06541190515818451117430.794ASIAN1.50.000384047420907698219.06491757950029661.244258115765421.06600922047112161.07052246295319732.857972135765774False9.589023409247581e-0595.289855072457371.7077952887833980.2222222222224506701bb_rejection_short1.0654119051581845TP32024-11-12 00:30:00+00:005.180948464517912578.935133565553830True
812024-11-15 13:15:00+00:0017EUR_USDSHORT1.05820999999999991.05961293211274771.0568541357745051.0568541357745051.056854135774505612687.853OVERLAP1.50.00077293211274757428.99539019789719865.594034488492951.05602133575311231.05642905202844312.625780055552926False7.662613408507876e-0672.6916921286232223.7866424688770730.27586206896539844134bb_rejection_short1.056854135774505TP32024-11-15 13:30:00+00:0013.558642476247122830.721550769052615True
822024-11-18 08:00:00+00:0017EUR_USDSHORT1.05426999999999981.05557672633079251.0533665473384151.0533665473384151.053366547338415664153.363LONDON1.50.000546726330792458827.25879462078139455.045779105194261.05413693586131571.0551539548948066-0.9333333333350069False6.284878322010637e-0575.191173400144953.2306413868421480.30232558139557180bb_rejection_short1.0555767263307925SL2024-11-18 08:15:00+00:00-13.067263307926513-867.866683196410815False
832024-11-21 15:00:00+00:0017EUR_USDSHORT1.053311.05542159703447741.05159680593104541.05159680593104541.0515968059310454406890.143OVERLAP1.50.000951597034477361728.1438504139916855.339420585710091.05322645891952241.0549998706853298.00818522120883False0.0001866910837896676268.756519849320412.73541080477723850.008547008546873916153bb_rejection_short1.0515968059310454TP32024-11-21 15:45:00+00:0017.131941110591235697.081791696022345True
842024-11-22 01:45:00+00:0017EUR_USDSHORT1.04691.04826766253705751.04615467492588521.04615467492588521.0461546749258852633313.273ASIAN1.50.000497662537057404124.29128451543199740.475922982886291.04870077652358921.0525497798923689-38.29959121849136False0.0001241193389674749755.98243816635826-15.507765235891480.3571428571427438514bb_rejection_short1.0461546749258852TP32024-11-22 05:45:00+00:007.453250858833967472.02426735384483240True
852024-11-25 06:30:00+00:0017EUR_USDSHORT1.04844999999999991.04961162378024041.04737675243951941.04737675243951941.0473767524395194749708.374ASIAN1.50.000661623780240300618.9092194150154262.853461385194731.04664066967893971.04746636703036153.60126814961896False-0.0001039977025014894869.4327927086672520.5933032106031530.02040816326543559460bb_rejection_short1.0473767524395194TP32024-11-25 07:15:00+00:0010.732475747959732804.622689906742245True
862024-11-26 08:30:00+00:0017EUR_USDSHORT1.04788999999999981.0495049639453091.0462700721093821.0462700721093821.046270072109382544238.343LONDON1.50.000904963945308914323.37521328295716253.85398540933781.04768447321254991.04787363762120522.252588820372825False1.752182380205665e-0545.7604508078908053.955267874500290.2435897435899151181bb_rejection_short1.049504963945309SL2024-11-26 08:45:00+00:00-16.149639453091336-878.925296754893615False
872024-12-03 07:30:00+00:0017EUR_USDSHORT1.049991.05176921566179241.04900156867641541.04900156867641541.0490015686764154489055.974ASIAN1.50.000619215661792391827.3004804496565764.654704453747831.04930397528012341.05148039681039526.357165882804328False0.0001926048927551263487.518859631212129.360247198766380.02521008403359149571bb_rejection_short1.0517692156617924SL2024-12-03 08:30:00+00:00-17.792156617923993-870.136041317073760False
882024-12-05 01:45:00+00:0017EUR_USDSHORT1.050971.05209778019996071.05014443960007871.05014443960007871.0501444396000787763832.075ASIAN1.50.000537780199960675618.5806708077631447.979967197159171.05130005131932741.05119439333051772.2710948249415885False3.224135824296186e-0555.79209461564211-0.80051319327312240.181818181817998313bb_rejection_short1.0520977801999607SL2024-12-05 02:30:00+00:00-11.277801999607373-861.434684641023945False
892024-12-11 00:45:00+00:0017EUR_USDSHORT1.052631.05359754089928661.05214491820142731.05214491820142731.0521449182014273881430.793ASIAN1.50.000367540899286388224.78864725815375554.984314328374231.05273843210406711.05423797886015865.035067763519141False-1.0617854897848459e-0533.3168398482638751.41567895932892540.324324324323870202bb_rejection_short1.0535975408992866SL2024-12-11 02:15:00+00:00-9.675408992866341-852.820339215528490False
902024-12-16 15:45:00+00:0017EUR_USDSHORT1.050461.05218173035201071.04882653929597841.04882653929597841.0488265392959784490374.23OVERLAP1.50.000911730352010863127.0280434950787955.5368953261974951.05009755811088981.04992058363850424.438331812728347False0.0001755754175443247787.750579956519195.5244188911030.2941176470586545150bb_rejection_short1.0521817303520107SL2024-12-16 19:00:00+00:00-17.217303520107308-844.2921439829805195False
912024-12-20 07:15:00+00:0017EUR_USDSHORT1.037541.03884840139626581.03637319720746881.03637319720746881.0363731972074688638832.414ASIAN1.50.000708401396265615528.4943945458624462.194867032049731.03675305545082021.0402719174563757-8.721911346107891False0.0002324459222808759390.6995665318025710.3694454917979680.04444444444448282574bb_rejection_short1.0388484013962658SL2024-12-20 08:00:00+00:00-13.08401396265868-835.849217223889645False
922024-12-20 12:30:00+00:0017EUR_USDSHORT1.03948999999999981.0407578729967261.03820425400654811.03820425400654811.0382042540065481652660.582LONDON1.50.00073787299672593822.75207030226624764.805515862748821.03798444847644781.0400059875108637.746673145894167False3.82439283770446e-0584.451979349866816.9555152355216340.21538461538464693124bb_rejection_short1.040757872996726SL2024-12-20 13:30:00+00:00-12.678729967261491-827.490725409626660False
932024-12-31 02:00:00+00:0017EUR_USDSHORT1.040761.0419586346621851.040052730675631.040052730675631.04005273067563683457.473ASIAN1.50.000478634662185008422.00074941163191557.926456047689161.04061175499986461.0413394546701196-1.966810173048561False0.0001005631265955777981.872506394304993.98245000135410980.3050847457628968521bb_rejection_short1.04005273067563TP32024-12-31 06:30:00+00:007.07269334718333483.38851011517505270True