Files
fx-quant/results/phase1/S17_EUR_USD_training_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

108 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
22021-01-06 01:45:00+00:0017EUR_USDLONG1.229161.2276237643259831.23070247134803371.23070247134803371.2307024713480337650941.794ASIAN1.50.000896235674016877423.84768336274808643.197039835764741.22908005581239551.22765613812176686.410684716153803False-0.0001308384372487382314.765847368338179-1.70055812395597530.0454545454545913312bb_rejection_long1.227623764325983SL2021-01-06 03:00:00+00:00-15.362356740169501-999.999999506450275False
32021-01-08 07:15:00+00:0017EUR_USDSHORT1.22594999999999991.22750619099361781.22500761801276451.22500761801276451.2250076180127645636168.74ASIAN1.50.000596190993617776816.36358680373215450.735930247616671.22636071532403231.2281031212139844-5.240867028324381False4.4729688201158995e-0550.68290865585636-1.60715324032389970.199999999999944574bb_rejection_short1.2250076180127645TP32021-01-08 07:30:00+00:009.423820020487943599.513933146778815True
42021-01-12 01:00:00+00:0017EUR_USDSHORT1.215451.21673283169865921.2146143366026821.2146143366026821.214614336602682776403.593ASIAN1.50.000542831698658989828.59483393391044449.7434314777738251.21604698697715891.2198013140845052-5.2821601926189565False5.4833597669131805e-0548.76543209876098-3.4698697715884740.366666666666382911bb_rejection_short1.214614336602682TP32021-01-12 01:15:00+00:008.356634080811476648.81207006583815True
52021-01-14 08:45:00+00:0017EUR_USDSHORT1.215661.21707187833793151.2142462433241371.2142462433241371.214246243324137710035.164LONDON1.50.000801878337931528126.43930656277222757.3419404771138161.2154918893641961.21708904202490795.0964051095214735False0.0001350202102143104475.980803457920233.58110635804154140.05194805194781975583bb_rejection_short1.214246243324137TP32021-01-14 12:15:00+00:0014.1375669577404471003.8169616849952210True
62021-01-19 07:00:00+00:0017EUR_USDSHORT1.20939999999999981.21017408901793691.2089618219641261.2089618219641261.2089618219641261308016.793ASIAN1.50.0003440890179368957323.10970860276098258.1913335870928851.20882242520923391.209440043640341421.19808968968462False-4.846904938139544e-0574.893267651892238.2757479076600580.3111111111111330471bb_rejection_short1.208961821964126TP32021-01-19 07:15:00+00:004.381780392237016573.144232313880415True
72021-01-20 00:30:00+00:0017EUR_USDSHORT1.21401999999999991.2151569857736821.2132160284526361.2132160284526361.213216028452636895572.224ASIAN1.50.000526985773681903325.57217067353938270.810678145078731.2126464077770711.211049570729614316.07536327808301False0.000158610658726426889.1164464125112816.235922229290710.1272727272727419402bb_rejection_short1.215156985773682SL2021-01-20 06:30:00+00:00-11.369857736820421-1018.252873444844360False
82021-01-22 06:15:00+00:0017EUR_USDLONG1.21691.21589564206114241.21741871587771521.21741871587771521.21741871587771521003696.32ASIAN1.50.00038435793885763325.19559260510687843.178161736287661.21659284473328881.214315116285681115.29156908109286False-0.0001252869919381734319.5062489980051370.5715526671123960.380952380952355864bb_rejection_long1.2158956420611424SL2021-01-22 07:00:00+00:00-10.043579388576694-1008.070347107069245False
92021-01-25 08:15:00+00:0017EUR_USDLONG1.21786000000000021.21631337205163211.21872325589673561.21872325589673561.2187232558967356645268.083LONDON1.50.000526627948367798825.42707182928354551.8027288825909761.21735969836686261.21613253081681271.6507269687893178False-5.249227801286518e-0552.0800520800567243.10301633137388680.2441860465116549380bb_rejection_long1.2163133720516321SL2021-01-25 09:00:00+00:00-15.466279483680177-997.989646717769945False
102021-01-29 21:45:00+00:0017EUR_USDSHORT1.21272999999999991.21459399215342921.21149201569314171.21149201569314171.2114920156931417530050.385NY1.50.000743992153429184618.59192962463180345.837122147575061.21313053676195541.2123631969241335-1.7102912542643622False-3.494530390898263e-0517.216117216120683-1.5053676195542210.1609195402298909214bb_rejection_short1.21299TIME2021-02-01 05:45:00+00:00-2.60000000000149-137.8130988000793360False
112021-02-18 01:00:00+00:0017EUR_USDSHORT1.204471.20541528804242341.20388942391515321.20388942391515321.20388942391515321043736.484ASIAN1.50.000415288042423365919.92239892409391256.125875502842671.20475079265330991.208138859502742-2.325014474557907False8.019436958133248e-0577.26207613005441-0.30792653309852370.31818181818188713bb_rejection_short1.2038894239151532TP32021-02-18 02:00:00+00:005.8057609040921765605.968444975878660True
122021-02-18 07:45:00+00:0017EUR_USDSHORT1.204481.20571109500215521.20378780999568961.20378780999568961.2037878099956896806348.254ASIAN1.50.000471095002155234225.0986236332025755.907656359374561.20443899837634531.207218463228727-1.2644805230066503False6.800015443179773e-0585.126419474243292.9100162365480740.1343283582088068473bb_rejection_short1.2057110950021552SL2021-02-18 08:30:00+00:00-12.310950021552358-992.691300571620745False
132021-02-22 02:45:00+00:0017EUR_USDLONG1.212251.21069411243498661.2130917751300271.2130917751300271.213091775130027631642.293ASIAN1.50.000545887565013506628.6428202814383546.687953049212151.2121588790329571.210414341578386-7.76135763048913False-7.772207727404564e-0518.342502903904478-1.58879032956971140.325301204819312620bb_rejection_long1.2106941124349866SL2021-02-22 07:15:00+00:00-15.558875650134585-982.7643845476249270False
142021-02-23 08:45:00+00:0017EUR_USDLONG1.21607000000000021.21482339297492411.21699321405015161.21699321405015161.2169932140501516780467.883LONDON1.50.000556607025075730526.99052839904152337.318642122189961.21642230119603111.2138949462808575-3.548084241682403False-0.0001575041359706158915.420246791638485-5.4230119603104750.1076923076923234681bb_rejection_long1.2148233929749241SL2021-02-23 09:45:00+00:00-12.46607025076063-972.936742054221860False
152021-02-23 13:00:00+00:0017EUR_USDLONG1.214461.21334499582324831.21562000835350341.21562000835350341.2156200083535034863859.883OVERLAP1.50.000675004176751721129.66804715784355732.420567566313651.21571927887059951.2140697291928522-9.477767239216561False-3.302089331169266e-0532.3424869968539-14.4927887059953520.07499999999994449131bb_rejection_long1.2156200083535034TP32021-02-23 15:00:00+00:0011.6000836693147281002.084688656418120True
162021-02-23 15:00:00+00:0017EUR_USDLONG1.21499000000000021.21286796333478851.21638407333042281.21638407333042281.2163840733304228458629.313OVERLAP1.50.000792036665211381725.5603931690836946.406360711339321.2154290746545721.2141153977276269-2.1104345088440724False2.8558892036891978e-0535.61434180139529-6.2907465457184840.27522935779822777151bb_rejection_long1.2163840733304228TP32021-02-23 15:30:00+00:0013.940733608190348639.36290356181530True
172021-02-26 14:45:00+00:0017EUR_USDSHORT1.212261.21495127087028961.21008745825942081.21008745825942081.2100874582594208363999.723OVERLAP1.50.001181270870289671421.6661889026436449.2657649113700341.21358799909904611.2159981378877452.20382745029557False0.0002988117864058001468.92707765047963-11.3799909904610530.022222222222244153144bb_rejection_short1.2100874582594208TP32021-02-26 16:15:00+00:0021.725418002643842790.804606984531790True
182021-03-11 07:30:00+00:0017EUR_USDSHORT1.19381.19514884889420951.19299230221158111.19299230221158111.1929923022115811732127.894ASIAN1.50.000528848894209415623.10560745288569367.978141017385161.19239689816945621.190739116653210632.90046803310131False0.0001254068830209189290.2952039361149416.5310183054390160.0449438202247611573bb_rejection_short1.1951488488942095SL2021-03-11 08:15:00+00:00-13.488488942094978-987.529894846432945False
192021-03-15 01:45:00+00:0017EUR_USDSHORT1.19550999999999991.19670776452778461.19466447094443051.19466447094443051.1946644709444305816232.723ASIAN1.50.000547764527784738224.83518772085704356.761933724840851.19498318251573871.19440720872937622.02445554828847False7.731479244546085e-0565.640668183039057.7681748426128290.35555555555603810bb_rejection_short1.1946644709444305TP32021-03-15 02:15:00+00:008.455290659282596690.148489321682730True
202021-03-16 01:45:00+00:0017EUR_USDSHORT1.192511.1936002206463041.19193955870739181.19193955870739181.1919395587073918903079.653ASIAN1.50.000410220646304184219.13420971216702850.558338714659031.19279909213934571.19349000149058321.0839365484027752False1.7441145300794276e-0574.23506521993475-0.390921393456089560.2954545454544651511bb_rejection_short1.193600220646304SL2021-03-16 03:15:00+00:00-10.90220646304152-984.556079687127490False
212021-03-17 00:30:00+00:0017EUR_USDSHORT1.190131.19102508067432571.18954983865134831.18954983865134831.18954983865134831088963.885ASIAN1.50.000415080674325825778.90940723145363349.6056890643676951.1907511070702721.1922469692626347-11.15123297764642False5.622915904401108e-0577.86549707602758-3.7110707027210310.1538461538460662602bb_rejection_short1.1895498386513483TP32021-03-17 01:15:00+00:005.801613539792211631.774759055265945True
222021-03-19 06:45:00+00:0017EUR_USDSHORT1.192281.19322274285528731.19158451428942551.19158451428942551.19158451428942551040610.662ASIAN1.50.000472742855287267724.9854886992216163.215907877857661.1917709025497771.1927110871221727-0.6278433595796606False0.0001435242109182670393.072287035545537.5909745022317840.3684210526310253764bb_rejection_short1.1932227428552873SL2021-03-19 07:30:00+00:00-9.427428552872819-981.028264850782945False
232021-03-24 15:45:00+00:0017EUR_USDSHORT1.18285999999999981.1846893408130711.1814713183738581.1814713183738581.181471318373858530911.452OVERLAP1.50.000789340813070937826.03817489681640451.712527116836381.18329881227237421.18652967936410343.6961878980235063False0.000107468346214066875.78663168707821-2.48812272374276940.3539823008849627152bb_rejection_short1.181471318373858TP32021-03-24 19:45:00+00:0013.886816522982551737.2669896100624240True
242021-03-31 00:45:00+00:0017EUR_USDSHORT1.1721.17287860376974181.17153279246051611.17153279246051611.17153279246051611113802.025ASIAN1.50.000358603769741939215.38080290922625855.1540368297046651.17242752765321371.175120032909206-6.042079209742646False8.464672382090167e-0557.35240413878491-1.77527653213660490.05357142857137192602bb_rejection_short1.1715327924605161TP32021-03-31 01:30:00+00:004.67207543678525520.376705908379445True
252021-04-01 01:00:00+00:0017EUR_USDSHORT1.172641.17366128564534481.17190742870931051.17190742870931051.1719074287093105963290.173ASIAN1.50.000491285645344751628.36684145115759750.6281473122615251.1729739864009041.173750737943257-7.0260247235287565False6.336225482278217e-0571.33557800224635-0.83986400903901530.1627906976743945813bb_rejection_short1.1719074287093105TP32021-04-01 04:45:00+00:007.325712982942636705.6787304710019225True
262021-04-01 07:00:00+00:0017EUR_USDSHORT1.172961.17397697155186531.17201605689626961.17201605689626961.1720160568962696974315.564ASIAN1.50.000596971551865194729.49145035853203862.918933060972881.17258743197629611.1734569063741576-1.306128379554572False0.000150322701226535785.389169109024486.2256802370397320.01562499999992681773bb_rejection_short1.1739769715518653SL2021-04-01 07:15:00+00:00-10.169715518653087-990.851207059717515False
272021-04-01 12:30:00+00:0017EUR_USDSHORT1.17454999999999981.1761431120646561.1732137758706881.1732137758706881.173213775870688615739.924LONDON1.50.000763112064655917221.98544159643863360.014357984782761.17346862468009181.17357417673444946.636012853853401False3.3848336034607805e-0574.9095592462346812.7137531990806350.10112359550577496123bb_rejection_short1.176143112064656SL2021-04-01 13:15:00+00:00-15.93112064656177-980.942695242429345False
282021-04-07 07:30:00+00:0017EUR_USDLONG1.18749000000000021.18594956653471931.18836086693056141.18836086693056141.1883608669305614630428.575ASIAN1.50.000560433465280718716.1280444382090952.7503945251039641.1866980133418561.183062710971979128.869525561383558False-1.7239390930419603e-0641.7749723831073255.4198665814397810.108433734939920272bb_rejection_long1.1883608669305614TP32021-04-07 08:45:00+00:008.708669443751523549.019402402696875True
292021-05-03 01:00:00+00:0017EUR_USDSHORT1.202891.20401808579340241.20218382841319541.20218382841319541.2021838284131954865735.14ASIAN1.50.000478085793402377619.07890228473778652.537827515616951.2039615279553571.2078422609934212-25.32834843869347False0.0001784313086224399189.60531243848237-8.2152795535694880.358208955223603610bb_rejection_short1.2021838284131954TP32021-05-03 02:00:00+00:007.061715949615396611.35753638118860True
302021-05-05 01:00:00+00:0017EUR_USDSHORT1.201621.20254075179625921.20110849640748121.20110849640748121.20110849640748121067320.253ASIAN1.50.000380751796259385528.49620176797280655.60529819468871.20175787817596641.20360177786598871.288298160320167False8.77878472480184e-0576.88933873144591.12121824033639680.249999999999845812bb_rejection_short1.2025407517962592SL2021-05-05 03:15:00+00:00-9.207517962592782-982.7370373714018135False
312021-05-10 07:15:00+00:0017EUR_USDLONG1.215121.21399499234824251.21598001530351521.21598001530351521.2159800153035152864802.713ASIAN1.50.000555007651757634328.36306761567630740.765986963075211.2153000844139831.210579368076082616.55332075524152False-3.8138649775909896e-0535.83410138248309-4.3008441398306730.2909090909089514570bb_rejection_long1.2139949923482425SL2021-05-10 07:30:00+00:00-11.250076517574925-972.909666010615815False
322021-05-11 06:30:00+00:0017EUR_USDLONG1.21393000000000021.212847614936161.21458477012768021.21458477012768021.2145847701276802889868.684ASIAN1.50.000452385063840058127.78456417808500243.506005897779371.2142291712649831.2130906546333131-18.189713354954673False-6.739395531762828e-0512.862239415426904-5.49171264982994960.1641791044777059261bb_rejection_long1.21284761493616SL2021-05-11 07:00:00+00:00-10.823850638401742-963.180568011171830False
332021-05-13 01:45:00+00:0017EUR_USDSHORT1.20835999999999991.20939662324783211.20757675350433581.20757675350433581.2075767535043358919860.493ASIAN1.50.000516623247832086428.99298045623508559.595413363985941.20842823247223171.211332687377366-9.919239117319734False0.0001829931675386619887.971392715557771.81767527768217360.339622641509615813bb_rejection_short1.2075767535043358TP32021-05-13 03:30:00+00:007.832465041789206720.477513124809105True
342021-05-21 06:45:00+00:0017EUR_USDLONG1.222851.22185586176893551.22342827646212871.22342827646212871.2234282764621287966418.463ASIAN1.50.000414138231064449829.2039170872962941.321849252060911.22274303196351691.220986279081560713.811719622767171False-0.000108820083280849912.161666207907041-1.43031963516948580.2765957446807907364bb_rejection_long1.2234282764621287TP32021-05-21 07:00:00+00:005.7827646811241955558.857053767443615True
352021-05-21 08:00:00+00:0017EUR_USDLONG1.22193000000000021.22060617169143321.22304765661713351.22304765661713351.2230476566171335729960.34LONDON1.50.000653828308566763428.08113467740163238.229252594192211.22262364289496421.2210407713830110.6333333333330415False-0.0002039335702632842722.22497932175317-8.8364289496412060.1298701298701261484bb_rejection_long1.2230476566171335TP32021-05-21 09:15:00+00:0011.176566324445643815.844970716223975True
362021-05-25 13:30:00+00:0017EUR_USDLONG1.22556000000000021.22331087802664131.22690824394671761.22690824394671761.2269082439467176433280.443OVERLAP1.50.000769121973358816225.92997603212095552.2595389394508561.22445312690570421.2220694981346487-0.5431880018069712False-0.0001439363464148454835.9520996210168569.1687309429588910.35714285714301575131bb_rejection_long1.2233108780266413SL2021-05-25 15:45:00+00:00-22.491219733589137-974.5005582306186135False
372021-05-26 01:00:00+00:0017EUR_USDLONG1.22481.2240960150307831.2253579699384341.2253579699384341.2253579699384341370420.674ASIAN1.50.0004039849692170292525.612928360734643.49901744704481.22475389053716581.2230523353487426-4.063618081093789False-5.865071442430895e-0520.14907135874928-2.0389053716574070.1212121212121823712bb_rejection_long1.225357969938434TP32021-05-26 03:00:00+00:005.579699425054562764.6535424481888120True
382021-05-27 13:30:00+00:0017EUR_USDLONG1.21888000000000021.21719226533571061.2202454693285791.2202454693285791.220245469328579576158.163OVERLAP1.50.000777734664289450621.29629131020530540.913594722323411.21958806085310331.2210535491425594-8.967561457631223False-0.0001763344680095743727.270822438906418-8.9806085310328850.1428571428571752133bb_rejection_long1.220245469328579TP32021-05-27 14:00:00+00:0013.654693522782848786.726309545048530True
392021-06-04 12:15:00+00:0017EUR_USDSHORT1.21130999999999991.212526429624031.210427140751941.210427140751941.21042714075194805857.844LONDON1.50.00053642962402995417.18877497800491552.281027436655821.2117061014142261.21526325248419182.2433359465878766False7.553252735688138e-0570.26190173036632-2.06101414226056430.2891566265060853124bb_rejection_short1.21252642962403SL2021-06-04 12:30:00+00:00-12.16429624030013-980.269349332838515False
402021-06-07 00:15:00+00:0017EUR_USDSHORT1.21668999999999981.21746556980965751.2162488603806851.2162488603806851.2162488603806851251295.052ASIAN1.50.0003455698096574557729.8539310663578662.289135318197971.21586118865831681.215776288298599420.166325313557554False1.4613618229835371e-0572.9334239643511210.7881134168308360.2258064516129263400bb_rejection_short1.216248860380685TP32021-06-07 01:30:00+00:004.411396228403763551.995826419029975True
412021-06-08 02:30:00+00:0017EUR_USDLONG1.21870000000000011.21800684132385231.21913631735229561.21913631735229561.21913631735229561408027.75ASIAN1.50.0003431586761477856416.367055145676238.5857666215999441.2186439083612161.21722616092866366.21451166439968False-6.232602801004358e-0523.806740915339244-1.93908361215910930.1764705882351404521bb_rejection_long1.2180068413238523SL2021-06-08 03:00:00+00:00-6.931586761478314-975.98661651147630False
422021-06-08 12:30:00+00:0017EUR_USDSHORT1.21787999999999991.219392767219111.216924465561781.216924465561781.21692446556178638714.763LONDON1.50.000572767219110024421.92389719419696854.401439267372421.2179027277311781.21739166513231364.491247377012009False0.0001141974203616531179.204726692766611.67272268821960780.38157894736853637121bb_rejection_short1.21735TIME2021-06-08 20:30:00+00:005.299999999999194338.51882279994857480True
432021-06-11 07:45:00+00:0017EUR_USDLONG1.21853000000000011.21749338096402121.21925323807195781.21925323807195781.2192532380719578935359.964ASIAN1.50.0004866190359789050623.07774139399447.441714241908251.21819863235655411.2177711372560247.798766711839544False-0.0001179928122177959330.903699079132690.81367643445906520.1126760563381426974bb_rejection_long1.2174933809640212SL2021-06-11 08:15:00+00:00-10.366190359789584-969.611940028517130False
442021-06-14 07:00:00+00:0017EUR_USDSHORT1.20987999999999981.2114559370682251.209078125863551.209078125863551.20907812586355609107.974ASIAN1.50.0005259370682249727.67368597239240248.308422095796791.21058993750637111.2136918036964655-19.02611131920917False3.885598179255575e-0560.8467690870384-4.5993750637118860.152317880794805270bb_rejection_short1.211455937068225SL2021-06-14 07:15:00+00:00-15.759370682251193-959.915828474353915False
452021-06-14 07:45:00+00:0017EUR_USDSHORT1.211561.2126879532576131.21055409348477381.21055409348477381.2105540934847738842514.224ASIAN1.50.000627953257613060523.62165069548789767.830611421975761.21070408589220651.2136297543320456-1.9387929883385446False0.0002065242659386051388.8908401967341511.059141077935930.0289855072462508970bb_rejection_short1.212687953257613SL2021-06-14 13:00:00+00:00-11.279532576129458-950.3166590342302315False
462021-06-24 07:15:00+00:0017EUR_USDSHORT1.19347999999999991.1944234261697971.1927831476604061.1927831476604061.192783147660406997230.663ASIAN1.50.0004734261697969767624.28682879158771368.366516961382161.1929296851251761.192713078154324-2.9977008127346494False0.0001804306385444709785.88041129320918.0031487482390420.2045454545457871573bb_rejection_short1.192783147660406TP32021-06-24 08:00:00+00:006.968523465816983694.922525504215745True
472021-06-25 07:00:00+00:0017EUR_USDSHORT1.19407999999999981.19511205761225251.1935058847754951.1935058847754951.193505884775495918323.473ASIAN1.50.000412057612252490221.9369916649492457.6294122545860861.19376122862487871.19327267210895685.497173440249803False3.9747829271468766e-0573.662272015690735.6877137512123530.2150537634410527674bb_rejection_short1.1951120576122525SL2021-06-25 12:15:00+00:00-10.320576122526681-947.7627277237847315False
482021-06-28 06:30:00+00:0017EUR_USDSHORT1.19282999999999981.193721045113311.192317909773381.192317909773381.192317909773381053016.383ASIAN1.50.0003810451133098884328.51043891065193555.708344251652891.19308568404696811.1934646871368089-13.684179023958354False0.000128459603395932579.4164759725373-0.056840469682128970.263157894736780660bb_rejection_short1.19372104511331SL2021-06-28 07:00:00+00:00-8.910451133101738-938.28509963456930False
492021-06-30 00:30:00+00:0017EUR_USDSHORT1.19018999999999991.19100596611883681.18970806776232621.18970806776232621.18970806776232621138407.863ASIAN1.50.000365966118836886520.4210848579324557.7360833197810451.19012024455488371.19138216511497256.584053212799201False7.008355727172322e-0587.622903412370593.1975544511619880.294117647059002802bb_rejection_short1.1897080677623262TP32021-06-30 01:15:00+00:004.819322419070649548.635452174424145True
502021-07-07 12:15:00+00:0017EUR_USDSHORT1.18254999999999981.18432515281980581.18136969436038861.18136969436038861.1813696943603886526370.793LONDON1.50.000685152819805682421.39470353346219554.50976023597661.18241699766123221.18377435766167353.4315141460838916False6.467222193600955e-0572.711142517784643.23002338767697240.3367346938777244122bb_rejection_short1.1813696943603886TP32021-07-07 12:45:00+00:0011.803056620345982621.278423766624530True
512021-07-09 00:15:00+00:0017EUR_USDSHORT1.184271.1854068063002841.18368638739943171.18368638739943171.1836863873994317827406.914ASIAN1.50.000416806300284126918.80502565996806751.726051886056541.18407097624689571.18287018133089974.988762832038862False-7.220842551006003e-0667.401629188685224.490237531042940.3529411764707162704bb_rejection_short1.1836863873994317TP32021-07-09 01:45:00+00:005.836126076217865482.8851043093849390True
522021-07-16 15:00:00+00:0017EUR_USDSHORT1.180481.18183055822077551.17922888355844951.17922888355844951.1792288835584495700029.232OVERLAP1.50.000720558220775364522.07637976296926451.4568097076854161.1806938928377871.1813954572374440.841366127644072False6.438216488749773e-0573.18765862173682-0.23892837786920750.38888888888840917154bb_rejection_short1.1818305582207755SL2021-07-16 17:30:00+00:00-13.505582207755664-945.4302313596896150False
532021-07-21 14:00:00+00:0017EUR_USDSHORT1.17825999999999991.17961245302175421.17704509395649141.17704509395649141.1770450939564914692058.03OVERLAP1.50.000702453021754267128.593623768959662.6776969341922841.1772579656065991.17816553244999811.8339443277371False0.0001640223956092644291.8080589583004611.920343934010980.38571428571431743142bb_rejection_short1.1796124530217542SL2021-07-21 14:30:00+00:00-13.524530217543518-935.975933329273230False
542021-07-23 08:15:00+00:0017EUR_USDSHORT1.17781.17893505901392981.17685988197214031.17685988197214031.1768598819721403816359.472LONDON1.50.000565059013929907928.68984435606073259.019408319899851.17736988151569231.1780821475901733-0.07202630976088642False0.0001348535061513679387.208666959183136.2011848430776340.3382352941175702584bb_rejection_short1.1768598819721403TP32021-07-23 09:15:00+00:009.401180393756299767.474264362128360True
552021-07-29 00:45:00+00:0017EUR_USDLONG1.184591.18359842720606731.1852631455878651.1852631455878651.185263145587865942231.294ASIAN1.50.0004615727939325433415.35683102522326859.031756791712871.18314958340739841.181508247636692729.15814538782424False-0.0001578450334044944429.3468922591504511.9041659260155090.282608695652016503bb_rejection_long1.185263145587865TP32021-07-29 02:30:00+00:006.7314559500918545634.2588423433225105True
562021-08-09 06:30:00+00:0017EUR_USDSHORT1.176041.1770433859725451.17552322805490971.17552322805490971.1755232280549097937459.293ASIAN1.50.0003833859725451270428.69711399260731456.468336976752561.17618430657416021.1795829607842268-13.449222955466134False4.518363632026017e-0571.241830065356241.05693425839881170.222222222222167460bb_rejection_short1.1755232280549097TP32021-08-09 07:00:00+00:005.167719506027287484.4526659039491430True
572021-08-11 12:15:00+00:0017EUR_USDSHORT1.17153999999999981.17251223375893041.17090553248213911.17090553248213911.1709055324821391972480.154LONDON1.50.0004122337589304057412.3286379079518756.66333561259981.17156768555781681.17317469428540623.332709021341973False8.206179294136537e-0575.19558630670371.6231444218317570.22916666666686905122bb_rejection_short1.1725122337589304SL2021-08-11 12:30:00+00:00-9.722337589306296-945.478031719922615False
582021-08-16 08:15:00+00:0017EUR_USDLONG1.17878000000000021.17778922442738891.17945155114522241.17945155114522241.1794515511452224944737.923LONDON1.50.000430775572611192325.9728334490833844.4330696782905361.17890245888922051.17678116161569381.6308967713429823False-4.134872070021939e-0535.933806146573055-3.12458889220490480.282608695652152980bb_rejection_long1.1777892244273889SL2021-08-16 09:30:00+00:00-9.90775572611291-936.023253655600175False
592021-08-19 07:15:00+00:0017EUR_USDSHORT1.167391.16859172764822321.16647654470355391.16647654470355391.1664765447035539771109.013ASIAN1.50.000581727648223098628.51731095005302742.488384722068151.16881111645904251.1714893714467465-28.160126726559653False0.0001395396940964970166.19565217390846-11.7111645904244280.2333333333334073673bb_rejection_short1.1685917276482232SL2021-08-19 08:15:00+00:00-12.017276482232386-926.663017111049860False
602021-08-26 01:15:00+00:0017EUR_USDLONG1.176631.17595884296746681.1770023140650661.1770023140650661.1770023140650661366887.843ASIAN1.50.0003111570325330793728.25615888954624640.784234533465341.17633497910108951.174814863244039812.52413373094674False-0.000149854919429859969.5536867701741830.4502089891045280.1818181818182735813bb_rejection_long1.1759588429674668SL2021-08-26 06:30:00+00:00-6.711570325332871-917.3963865002347315False
612021-08-30 08:45:00+00:0017EUR_USDLONG1.180051.17885558826124811.18088882347750371.18088882347750371.1808888234775037760393.084LONDON1.50.000514411738751838726.24084366690090847.470700774862071.17982877037300681.1778801198629418-0.7948871815011138False-2.0855255723337345e-0555.0797878502468660.312296269930900650.0909090909091171380bb_rejection_long1.1788555882612481SL2021-08-30 12:45:00+00:00-11.944117387518991-908.2224208177121240False
622021-08-31 15:00:00+00:0017EUR_USDLONG1.18058000000000021.17915787854709041.18217424290581951.18217424290581951.1821742429058195632252.754OVERLAP1.50.000892121452909705827.95537403873776233.963158323442641.182193814374331.1803003779463515-20.257165009742728False-0.000329717654099725623.52479864349446-18.0381437432997060.022988505747278985151bb_rejection_long1.18096TIME2021-08-31 23:00:00+00:003.799999999998249240.2560449998893480True
632021-09-03 12:30:00+00:0017EUR_USDLONG1.18750000000000021.18583352358834461.18874295282331071.18874295282331071.1887429528233107540987.414LONDON1.50.000716476411655297525.7436288480789948.393241262679171.18737824190086521.1856636670787661-4.202537841215825False1.4983033718644781e-0524.157088122602612-0.68241900865073650.04597701149424701124bb_rejection_long1.1887429528233107TP32021-09-03 12:45:00+00:0012.429528462860725672.421841064430515True
642021-09-15 06:45:00+00:0017EUR_USDSHORT1.18049999999999991.181569319217151.17995136156570021.17995136156570021.1799513615657002849388.065ASIAN1.50.000399319217149875419.9812410384640452.7318507008884941.18075196662681651.1810816104291606-9.701570530384895False2.1205158295538977e-0569.33152664859229-0.0196662681650749960.0588235294117134862bb_rejection_short1.18156931921715SL2021-09-15 07:30:00+00:00-10.69319217150033-908.266975375785545False
652021-09-22 01:30:00+00:0017EUR_USDSHORT1.172591.1733858782291021.17214824354179631.17214824354179631.17214824354179631129801.363ASIAN1.50.000345878229101959526.22753534026540557.822263826549891.17261235080187071.1731638204183752-0.9830266788068975False6.286994787252604e-0592.542989417987982.27649198129453720.233333333332494512bb_rejection_short1.1721482435417963TP32021-09-22 03:30:00+00:004.417564621138046499.097051684965120True
662021-09-22 07:15:00+00:0017EUR_USDSHORT1.17265999999999981.17366972574371451.17209054851257061.17209054851257061.1720905485125706895466.23ASIAN1.50.000409725743714621125.317705740359161.151265707919671.17247688667997841.17300086612083950.4258442561511089False9.997828143027864e-0584.345107450315874.3311332002149430.2027027027028405872bb_rejection_short1.1736697257437145SL2021-09-22 07:30:00+00:00-10.097257437147176-904.175274766392115False
672021-09-22 14:15:00+00:0017EUR_USDSHORT1.173351.17508243685434021.17235512629131971.17235512629131971.1723551262913197516690.423OVERLAP1.50.000592436854340195128.13963754647029356.8150155227046061.17288243081657351.17301491143180714.422474117387054False4.6315300764711604e-0574.992022281450826.5756918342652070.37037037037033993142bb_rejection_short1.1723551262913197TP32021-09-22 17:30:00+00:009.948737279349677514.0417243336842195True
682021-09-22 18:15:00+00:0017EUR_USDSHORT1.17438999999999981.17649839347567851.1727432130486431.1727432130486431.172743213048643426995.223NY1.50.000948393475678462529.65354796002899560.639348072959371.17323672297493121.173104840541878712.318302209148868False8.428325280038018e-0572.9837188977081714.0327702506870540.34831460674158704182bb_rejection_short1.172743213048643TP32021-09-22 18:30:00+00:0016.467869899236533703.170173055588115True
692021-09-23 02:45:00+00:0017EUR_USDSHORT1.169461.17033940499264831.16877119001470331.16877119001470331.16877119001470331031726.744ASIAN1.50.000469404992648402126.57143278094268352.272614725424421.17023951916448281.171989598264138-22.776677034859194False0.0002184510795861395992.67793138760673-5.2951916448273910.1999999999996447423bb_rejection_short1.1703394049926483SL2021-09-23 03:00:00+00:00-8.794049926483805-907.305646204837615False
702021-10-04 06:45:00+00:0017EUR_USDSHORT1.16042999999999991.16128688905288621.15994622189422761.15994622189422761.15994622189422761048248.414ASIAN1.50.000366889052886194728.55416451771323265.166627408685661.15980917102882121.15997123401090111.578861149887931False0.000152141103307951882.26851851851848.7082897117873870.0588235294121488660bb_rejection_short1.1612868890528862SL2021-10-04 08:00:00+00:00-8.568890528863893-898.232587234563575False
712021-10-04 08:30:00+00:0017EUR_USDSHORT1.16068999999999981.16198134756057561.15989730487884831.15989730487884831.1598973048788483688621.943LONDON1.50.000491347560575756724.88931018417532260.666961128292531.16004506051954941.160024739848994-2.3330036968927104False0.0001206559766417000866.872427983535748.3493948045054720.311827956989421980bb_rejection_short1.1619813475605756SL2021-10-04 10:45:00+00:00-12.91347560575806-889.2502623779791135False
722021-10-05 11:30:00+00:0017EUR_USDSHORT1.15991.16101593405007051.1590781318998591.1590781318998591.159078131899859788897.664LONDON1.50.000505934050070509616.47869974301398751.3977940820624541.1602735047537091.16064942810594050.9442016686156407False4.429910266288589e-0573.51524261399668-1.8350475370887410.18749999999982653111bb_rejection_short1.159078131899859TP32021-10-05 13:00:00+00:008.21868110558774648.369829248438190True
732021-10-07 00:15:00+00:0017EUR_USDSHORT1.15551.15625300919508241.15506398160983541.15506398160983541.15506398160983541177729.923ASIAN1.50.000343009195082396328.5147057542960657.484277211483231.1554473575862711.157471896729238312.432100308406024False-5.379455053621158e-0677.463416656305283.02642413729126150.2272727272727043403bb_rejection_short1.1550639816098354TP32021-10-07 05:45:00+00:004.360183938667986513.5119081272733330True
742021-10-15 09:00:00+00:0017EUR_USDLONG1.16055000000000021.1596982033696791.1613235932606421.1613235932606421.1613235932606421047170.824LONDON1.50.000481796630320978427.1417135447419444.008344484136961.1604617709981891.1591324763417696-5.008129110075643False-0.0001175951744924361421.421807359309337-1.01770998188976950.157894736841951594bb_rejection_long1.159698203369679SL2021-10-15 12:15:00+00:00-8.517966303211999-891.9765758466878195False
752021-10-21 12:15:00+00:0017EUR_USDLONG1.163951.1629760775723361.16474784485532811.16474784485532811.1647478448553281906701.384LONDON1.50.000493922427664139828.6331954037291440.396050353400861.16456378631882581.1641323274057451-1.9715438834233545False3.3767676619119976e-0548.51726392106648-8.0378631882593870.11666666666670368123bb_rejection_long1.1647478448553281TP32021-10-21 12:45:00+00:007.978448641275007723.407039330317430True
762021-10-26 07:00:00+00:0017EUR_USDSHORT1.16005999999999991.16100279483640741.15956441032718521.15956441032718521.1595644103271852944310.314ASIAN1.50.000372794836407402129.3160053929353148.754571904724061.1606142961312981.1621549487258744-9.164982927045706False6.223853288357622e-0575.59067688378836-3.0429613129800970.149532710280298271bb_rejection_short1.1595644103271852TP32021-10-26 07:15:00+00:004.955896780628768467.990442524355415True
772021-10-26 09:00:00+00:0017EUR_USDSHORT1.16061999999999981.16178117432821471.15974765134357031.15974765134357031.1597476513435703770746.273LONDON1.50.000531174328214858929.11319746421227756.1197580713360441.16056346478838561.16202029007214951.3421984627282058False8.570168161762347e-0564.105009765177772.46535211614329340.0517241379313909291bb_rejection_short1.1617811743282147SL2021-10-26 09:45:00+00:00-11.611743282149423-894.970782291422645False
782021-11-01 08:00:00+00:0017EUR_USDSHORT1.155871.15744508399360951.15490983201278131.15490983201278131.1549098320127813562523.073LONDON1.50.00057508399360934820.38134393604350355.332941384245761.15619526248060381.1598821028876893-2.3333333333330764False8.980846352182057e-0572.56673077785132-1.35262480603692840.3152173913042297780bb_rejection_short1.1574450839936095SL2021-11-01 08:45:00+00:00-15.750839936095051-886.021083593079145False
792021-11-01 13:15:00+00:0017EUR_USDSHORT1.15730999999999981.15860013807491181.15633972385017671.15633972385017671.1563397238501767679896.892OVERLAP1.50.000580138074911670328.3779495512905657.7965640885874951.15678958096522531.15937334860112643.6689344119378298False1.657242945308368e-0559.481481481477987.1041903477464530.3214285714286281130bb_rejection_short1.1586001380749118SL2021-11-01 15:15:00+00:00-12.901380749119618-877.1608648032299120False
802021-11-03 08:30:00+00:0017EUR_USDSHORT1.15851999999999981.15920194843529911.15798610312940161.15798610312940161.15798610312940161273394.313LONDON1.50.000361948435299097723.6887100325043558.37260168532811.15831891261105511.15889767168643081.9655483315528244False3.360208290726941e-0577.21063982745833.91087388944777460.2647058823533637382bb_rejection_short1.1592019484352991SL2021-11-03 09:15:00+00:00-6.819484352993399-868.389257223582645False
812021-11-12 15:15:00+00:0017EUR_USDSHORT1.14485999999999981.1469498314816181.14355033703676411.14355033703676411.1435503370367641411375.453OVERLAP1.50.000749831481617837729.93227901313763854.78160947109431.14458407348523081.14722076985754924.037671204073501False1.1866453210964149e-0561.563504143408394.6592651476906610.2465753424658451154bb_rejection_short1.14421TIME2021-11-14 23:15:00+00:006.499999999998173267.394042499924863360True
822021-11-18 15:45:00+00:0017EUR_USDSHORT1.134621.13666099182153051.1330480163569391.1330480163569391.133048016356939422529.533OVERLAP1.50.000880991821530560426.30603587161122559.497823628146971.13354085661593131.1336797317005019.046717238505586False5.271914031863823e-0557.7820096091736312.6914338406880490.023437499999981026153bb_rejection_short1.1366609918215305SL2021-11-18 17:00:00+00:00-20.40991821530502-862.37931508512775False
832021-12-01 08:45:00+00:0017EUR_USDLONG1.131051.12929535822353741.1327692835529251.1327692835529251.132769283552925486569.693LONDON1.50.000954641776462578526.34853750246275435.4167265244098251.13279253446790841.131242454051613-16.270833045191058False-0.000267076829398762448.026747604869165-19.32534467908420.3086419753087536582bb_rejection_long1.132769283552925TP32021-12-01 09:15:00+00:0017.192835882597294836.551282561624130True
842021-12-06 22:30:00+00:0017EUR_USDSHORT1.128151.12895278817074441.1276144236585111.1276144236585111.1276144236585111073908.483NY1.50.0003927881707444832621.11326277718315252.659668018982281.12850281835771421.129551372981798-5.135958991522305False7.859837230344085e-0561.224489795926694-1.0281835771408510.18749999999991326220bb_rejection_short1.127614423658511TP32021-12-07 01:00:00+00:005.3557634647609955575.1599801681015150True
852021-12-08 10:45:00+00:0017EUR_USDSHORT1.12900999999999981.1303203063445581.12789938731088381.12789938731088381.1278993873108838662343.32LONDON1.50.000650306344558043528.29454395698587358.334804310941981.12826970867058731.12802684013131076.004128944849807False2.9738838351824524e-0579.618165530923969.3029132941269130.22222222222230054102bb_rejection_short1.1278993873108838TP32021-12-08 11:30:00+00:0011.106127058839839735.606884637127545True
862021-12-20 07:45:00+00:0017EUR_USDSHORT1.12524999999999991.12660038070029421.12453923859941171.12453923859941171.1245392385994117648134.783ASIAN1.50.000480380700294107926.2075512472105458.0039586614022941.12543917917206811.1281523990340523-30.444818877546354False6.2108224938493e-0567.925976254714370.60820827931795660.238095238095422770bb_rejection_short1.1266003807002942SL2021-12-20 08:45:00+00:00-13.503807002943624-875.228698101532660False
872022-01-05 01:45:00+00:0017EUR_USDSHORT1.128321.12928772821338621.12771454357322761.12771454357322761.1277145435732276895371.654ASIAN1.50.0004277282133861976517.59567050242815651.370294910346061.12869591979925251.1303915262139446-6.114546488589223False5.724782223368548e-0591.00665222698859-1.25919799252471880.333333333332884812bb_rejection_short1.1292877282133862SL2022-01-05 02:30:00+00:00-9.677282133861986-866.476407171152845False
882022-01-06 01:15:00+00:0017EUR_USDLONG1.13095000000000011.13018067199809561.1315586560038091.1315586560038091.1315586560038091115014.24ASIAN1.50.000429328001904418328.60807493107461539.022630027373171.13147464392162431.1309989157847755-12.159162663352152False7.947990128439751e-0618.612078977937497-7.7464392162429620.1764705882351404513bb_rejection_long1.131558656003809TP32022-01-06 01:45:00+00:006.086560092675005678.660093248594630True
892022-01-07 01:15:00+00:0017EUR_USDSHORT1.12941.13043577427854961.12879845144290061.12879845144290061.1287984514429006834736.164ASIAN1.50.0004257742785496761313.68138253099447350.645916892911391.12986639082408471.1305198537099481-10.342123411668513False5.415209037556496e-0570.19749398390876-2.1639082408464460.256410256410300214bb_rejection_short1.1304357742785496SL2022-01-07 07:15:00+00:00-10.35774278549617-864.5982439032778360False
902022-01-07 08:00:00+00:0017EUR_USDSHORT1.130281.13108734870047421.12977530259905181.12977530259905181.12977530259905181060201.455LONDON1.50.0003473487004741324618.05485122452377759.675132380898691.13003632084301441.13041548923667270.20000000000131024False2.5204924754616142e-0574.175531914893334.3367915698566680.1166666666666604984bb_rejection_short1.1310873487004742SL2022-01-07 08:30:00+00:00-8.073487004742752-855.952262898442230False
912022-01-11 14:45:00+00:0017EUR_USDLONG1.13251000000000011.13056740392626481.13378519214747021.13378519214747021.1337851921474702436216.644OVERLAP1.50.000732596073735126521.39385803926259739.590003952742471.1333184273605591.1329656374522268-10.447097874235478False-0.0001015338798047464830.300139298022156-9.9842736055899550.1832061068702536141bb_rejection_long1.1337851921474702TP32022-01-11 15:00:00+00:0012.751921767030735556.26004667570115True
922022-01-14 00:45:00+00:0017EUR_USDLONG1.145881.14468107319257181.14648785361485641.14648785361485641.1464878536148564711432.374ASIAN1.50.000428926807428277517.66725184513818248.3071423586743761.14577576517579851.1429062025890344-7.807349989612522False2.2873722869837742e-0537.48366013071641-1.4576517579856230.33333333333313604bb_rejection_long1.1464878536148564TP32022-01-14 01:30:00+00:006.078536234004611432.4467439088774745True
932022-01-18 08:45:00+00:0017EUR_USDLONG1.13966000000000011.13796981143465771.14091037713068431.14091037713068431.1409103771306843507209.574LONDON1.50.000720188565342183324.05126605706716743.970435146349291.14036117325817091.1415018957297958-3.525788154274956False2.3665527437856978e-0546.49311294127252-8.9117325817089640.1047619047619571381bb_rejection_long1.1379698114346577SL2022-01-18 13:00:00+00:00-16.901885653424205-857.2798154462462255False
942022-01-19 09:15:00+00:0017EUR_USDSHORT1.134011.13540298213029871.13303403573940291.13303403573940291.1330340357394029609273.442LONDON1.50.000582982130298635623.76226699574714760.916974233909831.13338880618632821.1367028842198265.996286243266091False7.952388819661873e-0566.559692733985058.1119381367189550.333333333333098492bb_rejection_short1.1354029821302987SL2022-01-19 16:15:00+00:00-13.929821302987031-848.7070143856191420False
952022-01-21 09:30:00+00:0017EUR_USDSHORT1.13391999999999981.13507129856609451.1330074028678111.1330074028678111.133007402867811729801.953LONDON1.50.000551298566094449620.46586029523059567.06242972297731.13276837739417151.1337736133104824.733737535544957False7.068400228949661e-0581.3063092372102713.4162260582848520.0307692307694304894bb_rejection_short1.133007402867811TP32022-01-21 11:15:00+00:009.125971446935536666.0151757617875105True
962022-02-07 01:15:00+00:0017EUR_USDLONG1.144871.14368047044526191.14579905910947621.14579905910947621.1457990591094762711945.43ASIAN1.50.000589529554738067322.61117980860534342.254246372769681.14521909498374241.1409686979301936-3.822422896959665False-0.0001005886475714336330.009311037075687-5.9909498374244310.2127659574466979310bb_rejection_long1.1436804704452619SL2022-02-07 02:00:00+00:00-11.895295547381666-846.88009465988645False
972022-02-07 16:15:00+00:0017EUR_USDLONG1.14421.1408603797426411.14630924051471771.14630924051471771.1463092405147177251049.893OVERLAP1.50.00114962025735884928.05365306047464552.338905541004261.14371145255692961.14208916584654044.694329509129513False1.321259290684906e-0554.099603016029172.98547443070340530.2068965517240738160bb_rejection_long1.14392TIME2022-02-08 00:15:00+00:00-2.8000000000005794-70.29396920001456480False
982022-02-15 02:45:00+00:0017EUR_USDSHORT1.131631.13272890008500431.13088219982999161.13088219982999161.1308821998299916762315.33ASIAN1.50.000498900085004250128.31575457353133365.726492281895361.13102757055545471.1344439525102327.6444214211046635False0.0001025208150461242273.830722485088988.5242944454533290.208333333333294821bb_rejection_short1.1327289000850043SL2022-02-15 07:15:00+00:00-10.989000850043505-837.7083479701171270False
992022-02-15 14:00:00+00:0017EUR_USDSHORT1.13519999999999981.13665713279039141.1336557344192171.1336557344192171.133655734419217569152.843OVERLAP1.50.000867132790391359726.94125454594414762.900741050717531.13348298094954131.13410931094305739.821424893201591False5.845014104211704e-0675.7335797335756219.070190504586470.2881355932203007141bb_rejection_short1.133655734419217TP32022-02-15 14:45:00+00:0015.442656079153933878.923156459372545True
1002022-02-22 06:45:00+00:0017EUR_USDSHORT1.130151.13188691006111291.12912617987777471.12912617987777471.1291261798777747482535.353ASIAN1.50.000636910061112662920.64556858292529349.039582731808071.13100335060980851.1332979689899176-26.138578670755752False0.000124548223733353565.22435897435582-6.0335060980842850.296874999999823861bb_rejection_short1.1318869100611129SL2022-02-22 08:15:00+00:00-17.36910061112873-838.120504257621590False
1012022-02-23 02:00:00+00:0017EUR_USDSHORT1.13307999999999991.1343402332313351.13238953353732971.13238953353732971.1323895335373297658401.383ASIAN1.50.0004702332313351456719.2549003871318352.897082227793141.13314000353483561.1333089504372775-3.6534805962173955False6.403750727760536e-0545.876704855421931.89996465164377070.2962962962966008722bb_rejection_short1.1323895335373297TP32022-02-23 02:30:00+00:006.904664731571393454.604078770393530True
1022022-02-23 08:00:00+00:0017EUR_USDSHORT1.133531.13476449076992171.13263101846015651.13263101846015651.1326310184601565675813.343LONDON1.50.000544490769921754329.33216663201128361.625402726862521.1328715582992581.1331672202869918-1.1333333333340967False0.000173663103609012686.496683250415348.484417007421640.393939393939220682bb_rejection_short1.1347644907699217SL2022-02-23 09:00:00+00:00-12.3449076992177-834.285330420002960False
1032022-03-02 01:30:00+00:0017EUR_USDSHORT1.11253999999999991.11431483086006081.11126033827987871.11126033827987871.1112603382798787465364.053ASIAN1.50.000764830860060660415.06793140480251750.5481648445425341.11349215914788521.1173788057337664-24.30514927117766False7.98643866335739e-0548.897110641294326-7.0215914788529510.2469135802468932812bb_rejection_short1.1112603382798787TP32022-03-02 02:15:00+00:0012.796617476192509595.508573502172545True
1042022-03-04 21:45:00+00:0017EUR_USDSHORT1.092861.09510650025191381.0909769994961721.0909769994961721.090976999496172370308.253NY1.50.001066500251913979921.56648349685778550.757202930673011.0944325482437951.1020777447334564-13.200472674979036False0.000258110020384331472.60664537055821-13.2254824379507420.38461538461547223214bb_rejection_short1.090976999496172TP32022-03-06 23:00:00+00:0018.8300055467749697.29064015165062955True
1052022-03-14 07:45:00+00:0017EUR_USDSHORT1.092921.09483101630669571.09158796738660871.09158796738660871.0915879673866087438965.634ASIAN1.50.000791016306695687923.92515129001517262.0215402102140061.09228988995497161.0958371152349868-15.861168529072156False0.000259029234822386889.31334902349298.801100450284150.1734693877551089870bb_rejection_short1.0948310163066957SL2022-03-14 08:15:00+00:00-19.110163066957675-838.870477008980930False
1062022-03-21 00:00:00+00:0017EUR_USDLONG1.10455000000000011.1031165725679841.1055468548640321.1055468548640321.105546854864032579367.854ASIAN1.50.000623427432015945920.414709319752643.966125455935581.1049940073878281.1049384122335137-1.1893430455134357False-0.0001163927968782322436.43408443409381-6.9400738782787740.1147540983606796100bb_rejection_long1.105546854864032TP32022-03-21 07:15:00+00:009.968548812376877577.5456693046845435True
1072022-03-21 16:30:00+00:0017EUR_USDLONG1.10429000000000021.10171924552241121.1059215089551781.1059215089551781.105921508955178325296.424OVERLAP1.50.000910754477588897828.35568626220357748.4798751119655341.1043525917272681.1046880571552709-4.356787097683501False7.047822485538285e-0546.379713046384346-2.5259172726799230.026845637583919623160bb_rejection_long1.1017192455224112SL2022-03-21 18:00:00+00:00-25.70754477589032-836.257228258682490False
1082022-03-23 00:45:00+00:0017EUR_USDLONG1.10276000000000021.10154727126177151.10355545747645741.10355545747645741.1035554574764574682670.934ASIAN1.50.000522728738228661419.03327973575540446.830472511486011.10239579574381151.10242000506304469.529913284584968False-0.0001340318820118417124.595512648613321.142042561885770.2745098039217393502bb_rejection_long1.1035554574764574TP32022-03-23 05:30:00+00:007.9545748810939845543.035703183107285True
1092022-03-25 08:30:00+00:0017EUR_USDLONG1.10170000000000011.10071890377245781.10277219245508441.10277219245508441.1027721924550844849381.534LONDON1.50.000631096227542174928.87257338975486239.0050817444203661.10179594878506531.1007552434116097-0.6710230882833734False-0.000239998470794735218.37025104041187-2.8594878506527090.1617647058824297884bb_rejection_long1.1007189037724578SL2022-03-25 09:00:00+00:00-9.810962275422774-833.325014827087830False
1102022-04-05 00:45:00+00:0017EUR_USDSHORT1.097331.09839648319214731.09672703361570531.09672703361570531.0967270336157053773562.833ASIAN1.50.000426483192147374720.98596115882344350.773909269766441.09824116019860971.1024377508000498-20.501844404359204False0.0001073055792486145760.70603337612189-6.6116019860973370.2000000000000634301bb_rejection_short1.0967270336157053TP32022-04-05 02:45:00+00:006.029663920892446466.4323886594457120True
1112022-04-05 06:45:00+00:0017EUR_USDSHORT1.09731.09859126098973351.09648747802053311.09648747802053311.0964874780205331642516.184ASIAN1.50.000531260989733484821.46735386576924458.466791894935641.09741043637292821.1012552470192234-15.905320378217791False0.0001084641057360048460.456418583208891.3956362707179260.106666666666769361bb_rejection_short1.0985912609897335SL2022-04-05 07:15:00+00:00-12.912609897335336-829.656078506609330False
1122022-04-13 06:00:00+00:0017EUR_USDSHORT1.08389999999999991.08501447165299861.08306105669400291.08306105669400291.0830610566940029736994.543ASIAN1.50.000544471652998530928.40226123352139462.003213442839631.0835704541707011.0858450823989028-12.336723472503586False9.344078674625208e-0587.078695114408265.7954582929897750.240506329114073562bb_rejection_short1.0830610566940029TP32022-04-13 06:15:00+00:008.389433173802907618.296644278761415True
1132022-04-13 11:30:00+00:0017EUR_USDSHORT1.08368999999999981.08549847442413161.08242305115173651.08242305115173651.0824230511517365457591.482LONDON1.50.000728474424131727.20827510076587456.12649884378831.08334616065824021.0853116854562815.7477535978556205False9.055327920821084e-0583.444417519199495.33839341759767550.3191489361701977112bb_rejection_short1.0824230511517365TP32022-04-13 12:00:00+00:0012.669488759506175579.745011230579530True
1142022-04-20 00:00:00+00:0017EUR_USDSHORT1.079031.08016718754666761.07834562490666521.07834562490666521.0783456249066652732807.832ASIAN1.50.0004671875466674413321.17066383441131454.712822492110781.07902437856277421.0794736752854774-0.9836616034575307False6.245729837929179e-0568.951465201470842.5562143722579480.2456140350876919702bb_rejection_short1.0801671875466676SL2022-04-20 02:15:00+00:00-11.371875466676949-833.3399383765773135False
1152022-04-22 00:30:00+00:0017EUR_USDSHORT1.083281.08487244298710461.08236511402579061.08236511402579061.0823651140257906518076.032ASIAN1.50.000582442987104696220.81272829814485443.447263581099491.08466584722842431.0843679951232092-34.417704015392566False0.0001186687889431246447.80219780219553-11.3584722842419160.3417721518986950304bb_rejection_short1.0848724429871046SL2022-04-22 04:15:00+00:00-15.92442987104592-825.0065407604883225False
1162022-05-03 07:45:00+00:0017EUR_USDSHORT1.051621.05358283678906961.05010432642186081.05010432642186081.0501043264218608416110.234ASIAN1.50.000882836789069610323.8193472658776556.5475350057506251.05115460374261271.05243120930263733.4436967437967425False0.0001413338627992883482.324165298301457.15396257387368450.1920000000000184671bb_rejection_short1.0501043264218608TP32022-05-03 08:45:00+00:0015.156736145640075630.687296361160560True
1172022-05-04 01:45:00+00:0017EUR_USDSHORT1.052661.0539204438002941.05172911239941211.05172911239941211.0517291123994121652994.884ASIAN1.50.000590443800293923127.87495026721579855.221771270973141.05248282738149031.05254896649500450.7458772040758177False9.433066280001003e-0581.082508250817244.2717261850966360.1935483870965893412bb_rejection_short1.0517291123994121TP32022-05-04 03:15:00+00:009.308876148434578607.864846348189990True
1182022-05-04 07:45:00+00:0017EUR_USDSHORT1.052151.05340034109517421.05093931780965161.05093931780965161.0509393178096516663132.644ASIAN1.50.000730341095174219423.49414789107109855.588286233297471.05205312904791761.0523912841719285-1.5374851410632218False0.0001054583018806635460.416666666667713.46870952082412030.0158730158731221772bb_rejection_short1.0534003410951742SL2022-05-04 08:45:00+00:00-12.50341095174301-829.141991343425560False
1192022-05-09 07:15:00+00:0017EUR_USDSHORT1.051421.05302447270633181.04984105458733671.04984105458733671.0498410545873367511601.464ASIAN1.50.000914472706331698824.16212691717646552.038976866287191.05232920774022421.0541869021326464-36.93688348976431False0.000188110277257219870.59161103088904-6.5920774022409920.01639344262293689470bb_rejection_short1.0530244727063318SL2022-05-09 09:45:00+00:00-16.044727063317943-820.8505790894973150False
1202022-05-10 00:30:00+00:0017EUR_USDSHORT1.05572999999999981.05720978598374881.05460042803250191.05460042803250191.0546004280325019549161.894ASIAN1.50.000689785983749000916.3947302945675351.713506471917291.05539826556796971.054634370339327311.979050260180202False-1.1790878802157964e-0530.8561474904384845.8173443203024530.1044776119403281901bb_rejection_short1.0572097859837488SL2022-05-10 02:15:00+00:00-14.797859837489824-812.6420676311005105False
1212022-05-13 01:15:00+00:0017EUR_USDSHORT1.03786999999999981.03955256266105021.03689487467789961.03689487467789961.0368948746778996478149.03ASIAN1.50.000612562661050151827.18974567786558450.033149781973141.03917481395279791.0461400230765783-21.84456538320889False0.0001077077395680904165.24187044186202-10.5481395279793940.3333333333334828614bb_rejection_short1.0395525626610502SL2022-05-13 03:15:00+00:00-16.825626610503797-804.515653818578120False
1222022-05-16 01:15:00+00:0017EUR_USDSHORT1.040981.04225444189218641.03974111621562711.03974111621562711.0397411162156271624956.34ASIAN1.50.000744441892186518920.32859959202839759.1498584094107261.04010057664038081.042187569674698719.48377251243416False9.48994223648516e-0581.8846056941285211.294233596192970.033707865168516910bb_rejection_short1.0397411162156271TP32022-05-16 02:00:00+00:0012.388838041963949774.248238400503545True
1232022-05-17 18:30:00+00:0017EUR_USDLONG1.054041.05091122731264261.0561875453747151.0561875453747151.056187545374715257037.843NY1.50.00119877268735741528.942303532884754.906417683558241.05160287253918951.046282478151928215.565194132562965False-0.0002537035426773768732.1995464852599921.8712746081051180.3095238095238725181bb_rejection_long1.056187545374715TP32022-05-18 00:00:00+00:0021.475454582646183552.0004458941477330True
1242022-05-30 01:00:00+00:0017EUR_USDLONG1.07347000000000011.07219306675739221.07417386648521541.07417386648521541.0741738664852154634123.193ASIAN1.50.0004769332426076735624.95058880685905656.499071603045511.07273828462504281.07180969984213189.701429673130146False-3.0809906918534814e-0546.4469166863267664.8171537495722560.3859649122809204510bb_rejection_long1.0741738664852154TP32022-05-30 01:30:00+00:007.038664963150926446.338067977449730True
1252022-05-31 09:00:00+00:0017EUR_USDLONG1.07306000000000011.07125135489790771.07458729020418421.07458729020418421.0745872902041842450169.224LONDON1.50.000858645102092150427.50776688203196636.0237564601365041.07501750568389461.0747569498060343-5.857416760095546False-7.182194561054724e-0519.906621392188384-21.475056838946570.0999999999999658491bb_rejection_long1.0712513548979077SL2022-05-31 10:45:00+00:00-18.08645102092443-814.1963548657754105False
1262022-06-07 22:45:00+00:0017EUR_USDLONG1.07072000000000011.06978827907006641.07137344185986731.07137344185986731.0713734418598673865124.282NY1.50.0004517209299336743528.08421202368418853.8442943155013941.0697711056836721.070035831755602518.945239616425802False-0.0001022395111259535832.705466576455416.9889431632796930.34883720930260176221bb_rejection_long1.0697882790700664SL2022-06-07 23:45:00+00:00-9.317209299337659-806.054398669879760False
1272022-06-10 01:00:00+00:0017EUR_USDSHORT1.061981.06303556336433871.06099887327132251.06099887327132251.0609988732713225755988.582ASIAN1.50.000615563364338779325.2526025903336147.654563779778941.06397489424878831.068223486442804-77.48545424638874False0.0002761113785424969488.40162421558254-17.44894248788320.259259259259320214bb_rejection_short1.0630355633643387SL2022-06-10 03:00:00+00:00-10.55563364338763-797.993848906484120False
1282022-06-14 00:45:00+00:0017EUR_USDSHORT1.04200999999999991.0432427145113171.04061457097736581.04061457097736581.0406145709773658640873.385ASIAN1.50.000822714511317128815.56997110165067454.598222883874531.0428271369178261.0503964898421252-18.15349784384246False0.000286481927049765493.96035684014089-5.67136917825950.0983606557376213701bb_rejection_short1.0406145709773658TP32022-06-14 01:30:00+00:0013.95429044407985894.293328239915545True
1292022-06-20 01:15:00+00:0017EUR_USDSHORT1.04939999999999991.0507546627295261.0481406745409481.0481406745409481.048140674540948589782.853ASIAN1.50.000754662729525929322.79419464143398256.954815863672631.04920910527264091.0489510811129062.132276298758562False8.44474007888163e-0577.728737512702124.4089472735908690.210bb_rejection_short1.050754662729526SL2022-06-20 02:30:00+00:00-13.546627295260016-798.956845408624475False
1302022-06-24 01:15:00+00:0017EUR_USDSHORT1.05226999999999981.05371261483274871.05113477033450261.05113477033450261.0511347703345026548287.225ASIAN1.50.000692614832748610116.7744045191937554.8130747669014941.05223237485279661.053093635733696411.049510730842815False-1.9829121470569934e-0567.276029521715572.87625147203263150.0645161290323158214bb_rejection_short1.0537126148327487SL2022-06-24 04:15:00+00:00-14.426148327488786-790.9672761786476180False
1312022-07-01 09:00:00+00:0017EUR_USDSHORT1.04515999999999991.04781206608654131.04330586782691761.04330586782691761.0433058678269176295263.233LONDON1.50.001022066086541175620.83682834371323647.23023284021241.0459250046301981.046985759896934-0.5953257341384521False7.962943016267805e-0577.7554055140227-5.750046301979950.318181818181864194bb_rejection_short1.0433058678269176TP32022-07-01 11:45:00+00:0018.54132235878184547.4570728125145165True
1322022-07-04 06:00:00+00:0017EUR_USDSHORT1.042811.0444040383793641.0419519232412721.0419519232412721.041951923241272494675.784ASIAN1.50.000554038379364061917.719216064888250.636154759948711.04294187983193171.044467143671766310.810280896922375False-2.8217683867824705e-0670.299469381240091.18120168068447380.2911392405063255660bb_rejection_short1.044404038379364SL2022-07-04 09:30:00+00:00-15.940383793640045-788.5321786618249210False
1332022-07-15 14:30:00+00:0017EUR_USDSHORT1.00736999999999991.01035191583316841.00445616833366281.00445616833366281.0044561683336628261793.733OVERLAP1.50.001551915833168551127.12705869094817562.396787665576481.00443505352474881.003565484729429319.597139495211024False2.5120702268335935e-0571.3239499786237331.249464752511890.010362694300471043144bb_rejection_short1.00791TIME2022-07-17 22:30:00+00:00-5.40000000000207-141.36861420005423360False
1342022-07-25 07:15:00+00:0017EUR_USDLONG1.020451.01766388802546031.02211222394907991.02211222394907991.0221122239490799279684.84ASIAN1.50.000956111974539896427.49761008305546349.950372777907471.02027156302727431.01997559370645544.369940813058193False-1.628806901315854e-0540.89822763289163-0.71563027274290650.00831024930747240970bb_rejection_long1.0221122239490799TP32022-07-25 08:45:00+00:0016.62224008511822464.898789375827290True
1352022-08-02 12:00:00+00:0017EUR_USDLONG1.022621.02103183647316231.0246063270536751.0246063270536751.024606327053675493577.743LONDON1.50.00108816352683751529.67165959641219436.6637397992881.02460550121986161.023769773311459-8.736413539531807False1.104854737680799e-0531.740060193251576-21.755012198616530.04385964912269938121bb_rejection_long1.0210318364731623SL2022-08-02 12:15:00+00:00-15.881635268377714-783.882164327016515False
1362022-08-10 06:00:00+00:0017EUR_USDLONG1.021461.02056528978133441.0219394204373311.0219394204373311.021939420437331867368.365ASIAN1.50.000364710218665569919.1662627318144348.2870530985332851.02132076045638541.0208274959667514-11.550581811829996False-1.5266123557678418e-0536.7788210745949-1.1076045638547250.0800000000000532962bb_rejection_long1.0205652897813344SL2022-08-10 06:30:00+00:00-8.947102186656064-776.043335039228430False
1372022-08-12 00:30:00+00:0017EUR_USDLONG1.031331.03005667484922571.03226665030154871.03226665030154871.0322666503015487603367.414ASIAN1.50.000593325150774399626.98769738198722537.387497273337881.03218319228284041.0293946175177917-22.71666874495759False-8.565426069415615e-0513.881926604129243-11.0319228284039280.05357142857139316604bb_rejection_long1.0322666503015487TP32022-08-12 05:30:00+00:009.366503170723721565.144275887636300True
1382022-08-12 07:00:00+00:0017EUR_USDLONG1.031761.02993032993464451.03278934013071091.03278934013071091.0327893401307109422991.23ASIAN1.50.000639670065355476220.6667328135013949.13320915514411.03172374084509791.029859586864597-14.310150397833787False-1.0028208742532502e-0533.99731373577456-2.1374084509795390.358490566037550174bb_rejection_long1.0299303299346445SL2022-08-12 07:15:00+00:00-18.296700653555042-773.934336548803215False
1392022-08-15 01:30:00+00:0017EUR_USDLONG1.026011.0247327470440881.02687450591182451.02687450591182451.0268745059118245599877.264ASIAN1.50.000557252955912196719.75077990575134746.4938627463265561.02650104289861051.028229339548934-14.309772435467938False2.395935263717572e-0527.689315845651134-7.4104289861054440.376811594202870610bb_rejection_long1.024732747044088SL2022-08-15 02:15:00+00:00-12.772529559121892-766.195003519504945False
1402022-08-16 23:15:00+00:0017EUR_USDSHORT1.016941.01791282788316041.01630434423367941.01630434423367941.0163043442336794779719.694NY1.50.000442827883160257218.03879492840857854.656390716040821.01662774948953661.018735751454954716.59702206253444False-3.648296156484566e-0669.346494361104425.6225051046343570.3333333333330866231bb_rejection_short1.0179128278831604SL2022-08-17 02:00:00+00:00-9.72827883160443-758.5330554812168165False
1412022-08-17 18:15:00+00:0017EUR_USDSHORT1.019081.02076862417260441.0172327516547911.0172327516547911.017232751654791444709.83NY1.50.001048624172604485128.21169212485205365.274989657172171.0170076704882231.017832291623447223.042234198191736False0.0002978951012060347786.5244510978058823.2232951177713250.2592592592591557182bb_rejection_short1.01829TIME2022-08-18 02:15:00+00:007.900000000000683351.3207420000304480True
1422022-08-19 06:30:00+00:0017EUR_USDSHORT1.008131.00959141677821471.00713716644357021.00713716644357021.0071371664435702516253.095ASIAN1.50.000621416778214874419.87870910589808652.874888286516661.00891146352640381.0132271810370617-39.943465075713554False0.000127319011377387359.23669431388202-5.3146352640376370.1043478260868692164bb_rejection_short1.0071371664435702TP32022-08-19 10:00:00+00:009.928335756612894512.5534012908895210True
1432022-09-08 08:30:00+00:0017EUR_USDLONG0.999020.9969481323422321.00057373531553621.00057373531553621.0005737353155362366619.23LONDON1.50.000871867657768064125.4007785735355646.6786140581449940.99871856271718670.99545491498475792.116702995283992False-0.0001501778323157406252.235720950840861.11437282813264820.2845528455284347483bb_rejection_long1.0005737353155362TP32022-09-08 10:15:00+00:0015.537353579162392569.6292139309653105True
1442022-09-14 02:15:00+00:0017EUR_USDSHORT0.998460.99979207158787010.99714585682425970.99714585682425970.9971458568242597574505.732ASIAN1.50.000782071587870143324.3829090003092757.09308815403010.99989740351118531.005748551081755-54.528553951120884False0.0003327261501169327680.15629192841497-11.874035111852920.2888888888888395722bb_rejection_short0.9997920715878701SL2022-09-14 04:30:00+00:00-13.320715878700762-765.2827600015572135False
1452022-09-20 08:30:00+00:0017EUR_USDLONG1.000790.99903797728107421.00268404543785161.00268404543785161.0026840454378516432431.574LONDON1.50.001042022718925814828.6926330708377237.734189303254921.00227149285648381.0008908306864657-4.21429715675492False-0.000251481868061092211.407911859963898-16.714928564838250.03225806451610592581bb_rejection_long0.9990379772810742SL2022-09-20 11:45:00+00:00-17.52022718925827-757.6299350207643195False
1462022-09-28 10:15:00+00:0017EUR_USDSHORT0.957650.96115241980266840.95427516039466310.95427516039466310.9542751603946631214152.983LONDON1.50.00178241980266843927.9289879437768656.52832839470160.95678758600119940.961547759735000314.018698116967654False0.000244536271285277553.6851566512573510.5241399880062760.26122448979591284102bb_rejection_short0.9611524198026684SL2022-09-28 13:30:00+00:00-35.024198026684104-750.0536379524522195False
1472022-09-30 06:45:00+00:0017EUR_USDLONG0.980190.97785571403230210.98218857193539570.98218857193539570.9821885719353957318107.174ASIAN1.50.001124285967697815228.16439848426796643.633753216002720.98008365905805870.97326161241765749.53970735610435False-0.0001017055476311668810.920534081776433-1.43659058058687170.1214953271028197464bb_rejection_long0.9821885719353957TP32022-09-30 07:00:00+00:0019.98571998222655635.760082395853815True
1482022-10-05 02:15:00+00:0017EUR_USDLONG0.997450.99583545365066630.99894909269866750.99894909269866750.9989490926986675463852.093ASIAN1.50.000874546349333751521.0359864434017746.130613832490590.99646718268808440.988355754323067143.94964250332256False-0.0002446915556762578318.421671171700567.3281731191554570.2999999999998889722bb_rejection_long0.9989490926986675TP32022-10-05 06:30:00+00:0014.990927309858824695.3572963716093255True
1492022-10-05 08:00:00+00:0017EUR_USDLONG0.994390.99281050585443850.9964789882911230.9964789882911230.996478988291123478548.324LONDON1.50.001139494145561500629.51297706151202537.0467836476662240.99644687030769720.9900334619073806-1.0333333333345518False-0.000323402406529408968.802824048643403-22.468703076972130.197530864197459882bb_rejection_long0.9928105058544385SL2022-10-05 08:15:00+00:00-15.794941455614664-755.864269808275315False
1502022-10-10 01:15:00+00:0017EUR_USDSHORT0.97381000000000010.97527930446689570.97256139106620860.97256139106620860.9725613910662086509292.423ASIAN1.50.000749304466895692725.7393873735903950.911792054944130.9749602751641910.9801471518982927-28.73534530733912False0.000227977856760804182.8132909327263-9.002751641910.3661971830984946410bb_rejection_short0.9752793044668957SL2022-10-10 01:45:00+00:00-14.693044668956377-748.305627662089330False
1512022-10-11 00:00:00+00:0017EUR_USDSHORT0.97054000000000010.97178211935451530.96966576129096930.96966576129096930.9696657612909693596418.183ASIAN1.50.000562119354515373723.97613371778680553.440396399606930.97068715598080880.97461314916345815.931078678418356False5.691706661903201e-0585.120518802547151.02844019191250520.240875912408719501bb_rejection_short0.9717821193545153SL2022-10-11 00:15:00+00:00-12.421193545152365-740.822564762752215False
1522022-10-11 00:30:00+00:0017EUR_USDSHORT0.97150.97282550087200560.97049899825598880.97049899825598880.9704989982559888553311.13ASIAN1.50.000625500872005603820.51815353796696763.2204895262573740.97077604056513730.974558326279599714.97482382479598False0.0001318891116617129782.37591797259789.7395943486267010.2608695652173423401bb_rejection_short0.9704989982559888TP32022-10-11 01:30:00+00:0010.010017621023072553.865386090765960True
1532022-10-12 04:15:00+00:0017EUR_USDSHORT0.971130.9727561834720260.96936763305594810.96936763305594810.9693676330559481454409.363ASIAN1.50.001006183472025940828.522884711869658.6957084056184260.97063639696564450.9721200350775416-0.4139874906428087False0.000315612244830094163.461336194203597.4360303435550.323943661971769342bb_rejection_short0.972756183472026SL2022-10-12 06:15:00+00:00-16.261834720259216-738.952990765877120False
1542022-10-14 00:00:00+00:0017EUR_USDLONG0.977170.97571793873967430.97856412252065140.97856412252065140.9785641225206514503810.335ASIAN1.50.000822061260325717314.34730636013562848.990596755476490.9759745544963780.973000693180371435.170411758754796False-0.0002355383472239990414.027977821082149.4544550362196670.1742424242424739404bb_rejection_long0.9785641225206514TP32022-10-14 01:30:00+00:0013.941225483229832702.373341131043290True
1552022-10-19 00:45:00+00:0017EUR_USDLONG0.986340.98471645629877860.98739708740244280.98739708740244280.9873970874024428454922.894ASIAN1.50.000653543701221419521.44800491221409553.5039776025917750.98545120329124670.982221196643434114.665947982098748False-9.368772692797448e-0540.749992985697246.3879670875333080.1648351648351326602bb_rejection_long0.9847164562987786SL2022-10-19 03:30:00+00:00-16.23543701221419-738.5871926009446165False
1562022-10-24 08:15:00+00:0017EUR_USDLONG0.983190.98069844145658150.9856431170868370.9856431170868370.985643117086837293471.464LONDON1.50.001321558543418539124.66242938224050442.823269439628860.98383213831739110.98132091011871132.2912367397376343False-0.000158188346662802528.34797313762213-8.3213831739115120.1221374045801022180bb_rejection_long0.9806984414565815SL2022-10-24 09:30:00+00:00-24.91558543418537-731.201323412511675False
1572022-10-24 09:30:00+00:0017EUR_USDLONG0.98198000000000010.97936656109384960.98439687781230110.98439687781230110.9843968778123011276987.272LONDON1.50.001303438906150518826.3446859382757538.45159937502410.98359362889578050.9813806663200463-8.385010469984522False-0.0002484904833735790427.920875420875547-18.0362889578045120.370078740157546490bb_rejection_long0.9843968778123011TP32022-10-24 11:45:00+00:0024.168778995569603669.4444113216167135True
1582022-10-26 12:30:00+00:0017EUR_USDLONG1.00118000000000020.99861324220900391.00348351558199211.00348351558199211.0034835155819921284632.923LONDON1.50.001246757790996017428.87341069668537649.852293709055640.99949364003200740.993007891515612-13.879592789440842False-0.000399878301478907629.09790979098114514.9635996799268870.23943661971831867122bb_rejection_long1.0034835155819921TP32022-10-26 14:00:00+00:0023.03515662921278655.65638940301990True
1592022-10-28 06:15:00+00:0017EUR_USDLONG0.99732999999999990.99553715412248970.99866569175502070.99866569175502070.9986656917550207411156.554ASIAN1.50.000792845877510400719.668842686449940.679856011173040.99828386680946750.999522648063536-30.57476168073059False-0.000229310497732254612.385423269420391-12.038668094674910.2894736842105301664bb_rejection_long0.9955371541224897SL2022-10-28 07:00:00+00:00-17.928458775102737-737.140325678846845False
1602022-10-28 07:30:00+00:0017EUR_USDLONG0.99503999999999990.99338324216770080.99680351566459820.99680351566459820.9968035156645982440480.143ASIAN1.50.001006757832299162827.65571330202687526.577213871604840.99781044928502140.999336826348308-50.034210508992366False-0.000404726562374745217.367281590657118-30.2044928502143150.083333333333223274bb_rejection_long0.9933832421677008SL2022-10-28 08:00:00+00:00-16.56757832299127-729.768921917216130False
1612022-10-31 01:45:00+00:0017EUR_USDLONG0.995070.99371569988234550.99632860023530880.99632860023530880.9963286002353088533464.644ASIAN1.50.00075430011765437618.17422381281270643.4398236600177160.99554003303835110.9972618295643098-5.799324056030564False-0.0001322593139163017819.74690585454087-7.2003303835110890.371428571428607710bb_rejection_long0.9963286002353088TP32022-10-31 03:45:00+00:0012.586002589017168671.4187340189112120True
1622022-11-01 01:45:00+00:0017EUR_USDSHORT0.989220.99034226658699550.98836546682600870.98836546682600870.9883654668260087649743.53ASIAN1.50.000552266586995624129.76248438834015561.6826090348370850.98928606028012570.9930665590906972-9.594505476220316False0.0001556675538233170378.975095785439281.83939719874293140.2000000000000986811bb_rejection_short0.9903422665869955SL2022-11-01 02:30:00+00:00-11.222665869955462-729.185420167540745False
1632022-11-02 01:00:00+00:0017EUR_USDSHORT0.988410.98947799381413020.98742401237173960.98742401237173960.9874240123717396675934.224ASIAN1.50.000617993814130163728.81307028184553359.729648620354620.98851231994799320.9909851847228681-15.134885163999856False0.0002140228305518467484.603128975007551.47680052006826660.1395348837210923512bb_rejection_short0.9894779938141302SL2022-11-02 02:45:00+00:00-10.679938141301413-721.8935657188821105False
1642022-11-02 13:15:00+00:0017EUR_USDSHORT0.990240.99249591531516890.98843816936966230.98843816936966230.9884381693696623316800.293OVERLAP1.50.000995915315168829618.95871802863094856.686485039088810.98929154294311270.99029979506946056.091440901404566False5.300485371000389e-0581.6242976881269411.3845705688730980.32142857142849357132bb_rejection_short0.9884381693696623TP32022-11-02 14:00:00+00:0018.0183068721359570.820484240164545True
1652022-11-04 00:15:00+00:0017EUR_USDSHORT0.975240.97640465723552370.97432068552895260.97432068552895260.9743206855289526618536.353ASIAN1.50.00058465723552371921.65850695353693655.034914380555470.97574460613141330.9812308886179689-1.5113308600089859False0.0001062161624677655558.322649572649595-2.54606131413370740.3076923076923569504bb_rejection_short0.9764046572355237SL2022-11-04 01:45:00+00:00-11.646572355237248-720.382835461935290False
1662022-11-09 01:00:00+00:0017EUR_USDLONG1.006761.00511452681753081.00808094636493871.00808094636493871.0080809463649387433418.794ASIAN1.50.000785473182469337122.83198888778539646.23983600005351.00587670286018941.000055767092701528.739732110563132False-0.0002556855063372934519.023446646118026.3329713981064020.1397849462365386212bb_rejection_long1.0080809463649387TP32022-11-09 02:30:00+00:0013.209463954159917572.522988356060690True
1672022-11-18 08:45:00+00:0017EUR_USDLONG1.03586000000000021.03374423560758081.03766152878483851.03766152878483851.0376615287848385339784.644LONDON1.50.000995764392419240427.26931799612622642.2994090940906061.0365868930269181.03643432805599980.010564845027705161False-0.000223157088982656227.904720240497777-9.1689302691788650.1052631578948496184bb_rejection_long1.0376615287848385TP32022-11-18 09:15:00+00:0018.015288378580262612.131827621207930True
1682022-11-29 00:15:00+00:0017EUR_USDSHORT1.034421.03560705749716871.03343588500566261.03343588500566261.0334358850056626610775.433ASIAN1.50.00061705749716870428.78481837075842341.7858095007765941.03683670576182241.0387271977529693-69.97401500502099False0.000362431586526409170.50653594770581-21.6670576182242950.1250000000000867401bb_rejection_short1.0334358850056626TP32022-11-29 01:15:00+00:009.8411501044981601.073268676937260True
1692022-11-29 01:15:00+00:0017EUR_USDLONG1.03490000000000021.0327082395570431.0360135208859141.0360135208859141.036013520885914333538.413ASIAN1.50.000681760442956977324.48994267667069744.871645980791411.03646463146807591.0385543180605408-66.65569246024904False0.0002698577337700464339.52348492225469-18.1463146807581130.395348837209306311bb_rejection_long1.036013520885914TP32022-11-29 01:45:00+00:0011.13520919298964371.401996924714730True
1702022-12-08 01:15:00+00:0017EUR_USDLONG1.05025000000000011.04880400197961391.0512919960407721.0512919960407721.051291996040772508126.774ASIAN1.50.000645998020386029729.5770423052409839.1343469403282641.05057803161238941.049769788075196-5.905921499891331False-0.0001201525270768041815.371938825938429-5.7803161238934030.01030927835058390213bb_rejection_long1.051291996040772TP32022-12-08 06:30:00+00:0010.419960612785466529.46609297019315True
1712022-12-09 07:30:00+00:0017EUR_USDLONG1.05758000000000021.05596342831390461.05872314337219091.05872314337219091.0587231433721909457786.673ASIAN1.50.000696571686095384321.3057070607776350.372731207774971.05660508177946591.0533077014075632.10747102334377False-0.0001328702927807653431.0557496887189377.2491822053422080.01923076923089240874bb_rejection_long1.0559634283139046SL2022-12-09 09:00:00+00:00-16.16571686095636-740.044968994006490False
1722022-12-16 15:45:00+00:0017EUR_USDLONG1.061861.05944826012215891.06433347975568231.06433347975568231.0643334797556823303782.565OVERLAP1.50.001331739877841171317.45518957383984244.2506742203129661.0631016466026161.0633255626576696-11.159239355360562False-6.485841854194437e-0519.505582488869745-14.3164660261607680.07926829268291115154bb_rejection_long1.0594482601221589SL2022-12-16 20:45:00+00:00-24.11739877841157-732.644514144674300False
1732022-12-20 00:45:00+00:0017EUR_USDLONG1.060261.05928915344926591.06109169310146821.06109169310146821.0610916931014682747098.573ASIAN1.50.000540846550734213329.42572557323589439.7836724609603961.06089131122718741.0615827961598996-12.563646199066358False-6.62064447760301e-0515.793744790986173-8.8131122718748680.156862745097757501bb_rejection_long1.0610916931014682TP32022-12-20 02:45:00+00:008.316931126005525621.3567351027217120True
1742022-12-21 01:00:00+00:0017EUR_USDLONG1.062411.0610505603695331.06341887926093381.06341887926093381.0634188792609338538112.634ASIAN1.50.000629439630466887929.9341315465703748.8489904714035961.0621481063633731.0618118875318305-3.1742224192132795False-4.114608318997013e-0542.143811463744380.118936366269029040.178571428571551312bb_rejection_long1.061050560369533SL2022-12-21 04:15:00+00:00-13.594396304670296-731.5316348768415195False
1752022-12-29 07:30:00+00:0017EUR_USDLONG1.06202000000000021.06078263879906091.06280472240187821.06280472240187821.0628047224018782585290.962ASIAN1.50.000517361200938990726.46164059546015343.752635687428671.06234148653220231.0630789402166614-15.684990135260701False-7.801718213388002e-0550.734980381004014-5.71486532202181150.377358490566314473bb_rejection_long1.0628047224018782TP32022-12-29 08:00:00+00:007.847224152853806459.29093577589930True
1762023-01-05 08:30:00+00:0017EUR_USDSHORT1.06155999999999981.06348187910839821.0599462417832041.0599462417832041.059946241783204379217.04LONDON1.50.000901879108398026427.1215833516287856.322774945898541.06094967329703941.06069558558842521.4803972735233373False0.0001010216543348580273.880716984162488.0032670296059650.1754385964911870783bb_rejection_short1.059946241783204TP32023-01-05 12:45:00+00:0016.137582593508867611.9645658362653255True
1772023-01-18 01:00:00+00:0017EUR_USDLONG1.078911.07770754244107451.07990491511785081.07990491511785081.0799049151178508611189.043ASIAN1.50.00062245755892545620.6013950015890942.597606363710851.0799011385253251.0813731115141558-33.21029330186409False4.136232627070856e-0538.00041701417461-12.4113852532503620.353846153846059312bb_rejection_long1.0799049151178508TP32023-01-18 02:15:00+00:009.94915134129123608.081225709850175True
1782023-01-19 07:15:00+00:0017EUR_USDLONG1.07957000000000011.07751925456485261.08078149087029461.08078149087029461.0807814908702946361336.754ASIAN1.50.000730745435147290521.89729187295021348.011044030560651.07974907807933681.0807426225178767-34.08862755266861False-1.2934727594532218e-0525.043384456640734-4.2907807933678650.03703703703704138673bb_rejection_long1.0807814908702946TP32023-01-19 07:45:00+00:0012.114909038225129437.7561858417894330True
1792023-01-19 13:15:00+00:0017EUR_USDLONG1.082031.08006994338591181.08382011322817621.08382011322817621.0838201132281762380288.633OVERLAP1.50.000990056614088160522.4394182316058652.919411557843941.08111736986169851.0810030524199719-2.1131018665254686False-0.0001883729289506549740.4223227752630347.22630138301427750.3223140495866449133bb_rejection_long1.0800699433859118SL2023-01-19 13:30:00+00:00-19.60056614088268-745.387244494066215False
1802023-01-30 14:00:00+00:0017EUR_USDLONG1.088981.08727015926385651.0904696814722871.0904696814722871.090469681472287431580.183OVERLAP1.50.000839840736143474925.98146228763432646.378479058931731.08858123085799341.0880482214115852-7.015311730755869False-0.0002652690982552043712.1839995753056062.0876914200651520.1666666666665693140bb_rejection_long1.0872701592638565SL2023-01-30 15:45:00+00:00-17.09840736143553-737.9333726761671105False
1812023-01-31 00:45:00+00:0017EUR_USDSHORT1.08511999999999991.08596040812152841.08448918375694331.08448918375694331.0844891837569433869284.843ASIAN1.50.000440408121528319626.26928096833836449.778094082520181.08597517316313751.087230482453342-20.063170729174296False0.0001655495532971987273.98268398268978-6.0517316313757340.2045454545457871501bb_rejection_short1.0859604081215284SL2023-01-31 01:45:00+00:00-8.404081215285242-730.554039457623660False
1822023-02-02 08:45:00+00:0017EUR_USDLONG1.100681.0983274567177091.10215508656458171.10215508656458171.1021550865645817307432.63LONDON1.50.00083254328229091325.3890565312019847.894999331057231.09965227347661541.0930843981641612.6662249403264227False-0.0001973580401162674264.035087719300188.377265233845410.3214285714285997683bb_rejection_long1.098327456717709SL2023-02-02 10:15:00+00:00-23.52543282291064-723.248497887275890False
1832023-02-06 02:30:00+00:0017EUR_USDSHORT1.07860999999999981.08052866565987141.07740266868025711.07740266868025711.0774026686802571373184.365ASIAN1.50.000728665659871355119.71273760146208840.8154604490515141.08134136795966151.087518230144566-62.24345529398878False0.0002162658698061851854.02777777777774-24.8136795966158450.02020202020215160220bb_rejection_short1.0774026686802571TP32023-02-06 09:00:00+00:0012.073313520948519450.55717793945195390True
1842023-02-07 01:00:00+00:0017EUR_USDSHORT1.073271.07432816703329981.07258366593340051.07258366593340051.0725836659334005680914.83ASIAN1.50.000468167033299804928.9457510382938958.027373061472681.07371852861131181.0799948779647066-13.041692658795068False0.0001754069948176517386.57947014360168-1.98528611311754590.2105263157896582211bb_rejection_short1.0743281670332998SL2023-02-07 06:15:00+00:00-10.581670332998616-720.5215938459687315False
1852023-02-13 13:00:00+00:0017EUR_USDSHORT1.068361.07033209566500731.06696580866998511.06696580866998511.0669658086699851361704.752OVERLAP1.50.000792095665007450827.58765532931152455.4277980753687841.06782126928287011.06979394083960044.9486905409756865False9.475539592311425e-0564.909034844282397.2873071712997730.3919999999999119130bb_rejection_short1.0703320956650073SL2023-02-13 14:45:00+00:00-19.720956650073337-713.3163694875615105False
1862023-02-14 08:15:00+00:0017EUR_USDSHORT1.07331999999999981.0746894794315741.0723110411368521.0723110411368521.072311041136852515658.143LONDON1.50.000599479431574067629.39665248288206551.7107245437365041.07289163533229171.0712869084492593-0.7072299306165597False-7.295528365814622e-0541.677876423640186.1836466770825990.28688524590169981bb_rejection_short1.074689479431574SL2023-02-14 08:45:00+00:00-13.69479431574172-706.183216453794930False
1872023-02-16 01:45:00+00:0017EUR_USDSHORT1.07020999999999991.0712675044258451.06940499114830971.06940499114830971.0694049911483097661104.923ASIAN1.50.000527504425845130927.4363962544524269.027734720100681.0691269857126071.070754028684701314.829955127111383False0.0001606444127042926992.5750048704475913.330142873930750.285714285714512313bb_rejection_short1.071267504425845SL2023-02-16 02:30:00+00:00-10.575044258451793-699.121378848023345False
1882023-02-21 15:45:00+00:0017EUR_USDSHORT1.06830999999999991.07028364201378871.06601271597242261.06601271597242261.0660127159724226350686.782OVERLAP1.50.00124364201378873126.9637876499267462.76001975175741.06655053602996761.06737956481419321.617327506942008False0.0003612721837150913685.6154985014232919.4946397003237240.3118279569891087151bb_rejection_short1.0660127159724226TP32023-02-21 16:45:00+00:0022.97284093085373805.627161349329960True
1892023-02-22 14:45:00+00:0017EUR_USDSHORT1.06476999999999981.0669047740751741.06319045184965181.06319045184965181.0631904518496518327990.882OVERLAP1.50.000884774075174033828.50792723693166456.10054585634691.06458549888481871.0658671867755837.654607402505231False0.000218613028521722472.965463182575383.74501115181224980.25142bb_rejection_short1.0631904518496518TP32023-02-22 15:45:00+00:0015.795481985062926518.077403630493760True
1902023-02-28 00:30:00+00:0017EUR_USDSHORT1.060841.06166767380801931.06017465238396171.06017465238396171.0601746523839617852228.54ASIAN1.50.000457673808019217519.59128536112878360.586201058003341.05966005104891251.058345491624872229.58158387606158False-5.534185689238581e-0557.33333333333007414.2994895108761180.0322580645156207101bb_rejection_short1.0601746523839617TP32023-02-28 01:30:00+00:006.653476238454646567.028207448384660True
1912023-03-06 10:00:00+00:0017EUR_USDLONG1.063191.06184589360986631.06434821278026751.06434821278026751.0643482127802675529003.883LONDON1.50.000674106390133746328.2324984222730136.056889034508561.06380776958804721.0625846207148146-12.174723414752897False-0.0002489488378282817714.890428617465323-8.0776958804729130.1388888888888632100bb_rejection_long1.0643482127802675TP32023-03-06 11:45:00+00:0011.58212802161619612.6990662091689105True
1922023-03-08 07:00:00+00:0017EUR_USDSHORT1.053421.05474742692783251.05257514614433511.05257514614433511.0525751461443351540266.643ASIAN1.50.000547426927832482328.3066363670760647.4653524074728851.05510054879688341.0605111058346492-61.96038849858976False0.0001631305019230733576.37960047317078-14.305487968833130.310344827586224572bb_rejection_short1.0547474269278325SL2023-03-08 08:15:00+00:00-13.274269278324978-717.164486145586175False
1932023-03-08 15:30:00+00:0017EUR_USDSHORT1.055271.0585284455233821.0531631089532361.0531631089532361.053163108953236217893.114OVERLAP1.50.001148445523382021924.52120913979248658.070020907508131.05460745770864931.05873188221714458.255223646589371False0.000138919687464286158.377545060175888.5254229135078850.16019417475725697152bb_rejection_short1.05483TIME2023-03-08 23:30:00+00:004.399999999999959595.87296839999911480True
1942023-03-09 00:15:00+00:0017EUR_USDSHORT1.05481.05577443329671.05414113340661.05414113340661.0541411334066729605.173ASIAN1.50.000454433296700010722.71229717925199858.301866351010951.0546438232003371.05753275922159773.16268091526295False7.338270582857634e-0582.301555953680624.0617679966303830.0937499999998915903bb_rejection_short1.0541411334066TP32023-03-09 01:30:00+00:006.588666024304299480.712479473576375True
1952023-03-16 01:30:00+00:0017EUR_USDSHORT1.058691.06028847463460681.0573030507307861.0573030507307861.057303050730786447776.074ASIAN1.50.00081847463460702829.74242174874674359.0057326640981.05889332466082591.06483013918429631.2867715661668555False8.884078122482297e-0561.979677367131690.46675339174129250.0697674418604170813bb_rejection_short1.0602884746346068SL2023-03-16 04:45:00+00:00-15.98474634606939-715.7586898789812195False
1962023-03-21 00:45:00+00:0017EUR_USDLONG1.0721.07107456304671331.07266087390657351.07266087390657351.0726608739065735765693.554ASIAN1.50.000455436953286728215.27409993975822346.303378603717061.07143550216211141.06809339059092718.436016393108545False-9.240352069820083e-0516.5108489879100983.1449783788861650.3225806451613365501bb_rejection_long1.0710745630467133SL2023-03-21 04:00:00+00:00-9.25436953286729-708.6011060632998195False
1972023-03-21 06:45:00+00:0017EUR_USDLONG1.070981.07007827128769481.07159345742461041.07159345742461041.0715934574246104777966.92ASIAN1.50.000431728712305195724.8840802986188235.871044708022081.07140935442385371.06881210970734466.36991619997751False-7.409857773696377e-0517.133008921320222-6.7935442385369530.2352941176468539361bb_rejection_long1.0715934574246104TP32023-03-21 07:15:00+00:006.134574324957786477.249577040700230True
1982023-03-22 06:45:00+00:0017EUR_USDLONG1.076911.0759823614575571.07745527708488581.07745527708488581.0774552770848858761382.324ASIAN1.50.000397638542442949121.54646654833815242.520598192403271.0767804789736651.07363604790402772.1248845172960884False-3.622179706771819e-0534.44954128440905-1.20478973665072430.0975609756098485562bb_rejection_long1.075982361457557SL2023-03-22 07:00:00+00:00-9.276385424430433-706.287585566702815False
1992023-03-22 07:15:00+00:0017EUR_USDLONG1.076651.0756734647261591.07733307054768221.07733307054768221.0773330705476822716026.073ASIAN1.50.00046653527384109429.59848566504917538.819523222772621.07674707805296821.0736896946374448-0.47566047117975074False-7.890975695024811e-0528.400728973247833-3.47078052968186060.2068965517244151572bb_rejection_long1.0773330705476822TP32023-03-22 08:00:00+00:006.830705572218739489.0963266202884445True
2002023-04-05 03:45:00+00:0017EUR_USDLONG1.09621000000000011.09511340405605861.09679319188788241.09679319188788241.0967931918878824642092.184ASIAN1.50.0004165959439412077716.67387109407638252.394282336801341.09523241299826731.091462426920762223.975635923598748False-6.554436933930259e-0543.001420638008527.2758700173269910.0232558139536324832bb_rejection_long1.0951134040560586SL2023-04-05 06:00:00+00:00-10.96595943941514-704.1156802245646135False
2012023-04-17 13:00:00+00:0017EUR_USDLONG1.095631.09429135801495251.09697728397009461.09697728397009461.0969772839700946520732.63OVERLAP1.50.00076864198504737928.2438110686028231.8488977859835241.09805942915796551.0998335696960444-18.681596464049655False-0.000238822266215274356.613482457040104-26.194291579655360.12698412698422767130bb_rejection_long1.0942913580149525SL2023-04-17 13:15:00+00:00-13.386419850476283-697.074521343012615False
2022023-04-18 02:30:00+00:0017EUR_USDSHORT1.092891.09382806797111851.0923038640577631.0923038640577631.092303864057763735665.03ASIAN1.50.000418067971118529522.36900911525335555.944993286570191.0932682144193821.0967854478353867-13.157561456713651False9.57078649223152e-0564.63203463203308-1.28214419381933450.395833333333121321bb_rejection_short1.0938280679711185SL2023-04-18 03:00:00+00:00-9.380679711186168-690.103773972977330False
2032023-04-24 03:00:00+00:0017EUR_USDLONG1.098411.09750789742433841.09910420515132331.09910420515132331.0991042051513233757344.852ASIAN1.50.000472102575661623426.53337060467612241.7522634710469941.09843186999007971.09724276025095917.545644300468446False-0.000147046175986734538.958875049612546-2.71869990079665060.291666666666705230bb_rejection_long1.0975078974243384SL2023-04-24 05:15:00+00:00-9.021025756617005-683.2027398491243135False
2042023-04-25 06:45:00+00:0017EUR_USDLONG1.105411.10409029970583481.10619940058833041.10619940058833041.1061994005883304512518.425ASIAN1.50.000519700294165222616.57031431457748749.047053285682381.10479022381507951.101429332264923822.115587824205196False-4.899118699738229e-0560.489411230341173.69776184920400650.0549450549449289261bb_rejection_long1.1040902997058348SL2023-04-25 07:00:00+00:00-13.197002941651713-676.370709639068915False
2052023-04-27 12:45:00+00:0017EUR_USDLONG1.101491.09894464115994841.10357071768010331.10357071768010331.1035707176801033263069.794LONDON1.50.001135358840051644526.69079120220487431.0893650557055571.10423476929273631.1030274251654437-22.503782360465685False-0.0002739463629694400539.73380704038812-29.3476929273639440.16097560975606057123bb_rejection_long1.10273TIME2023-04-27 20:45:00+00:0012.399999999999078326.2065395999757480True
2062023-05-05 08:00:00+00:0017EUR_USDLONG1.10299000000000011.10171214532097571.10419570935804831.10419570935804831.1041957093580483526561.493LONDON1.50.00069785467902418523.66407524637896743.16802468679831.10329027823747741.10339314953832910.40000000000040004False-0.0002044526451279864511.731091828305045-4.90278237477381750.181818181817998384bb_rejection_long1.1017121453209757SL2023-05-05 11:30:00+00:00-12.77854679024415-672.8690637905677210False
2072023-05-09 06:30:00+00:0017EUR_USDSHORT1.099411.10048693879633161.09882612240733721.09882612240733721.0988261224073372618549.894ASIAN1.50.0004169387963314353622.15324456559823655.9498337173665941.09988268063080371.101637917964988-23.365815117633026False0.0001301377742528284775.56848490762472-2.2268063080366220.0909090909086780261bb_rejection_short1.0988261224073372TP32023-05-09 06:45:00+00:005.83877602102221361.1574265537925615True
2082023-05-11 00:30:00+00:0017EUR_USDSHORT1.098261.0991674996890371.09779500062192611.09779500062192611.0977950006219261738018.933ASIAN1.50.000357499689036982929.9748438907921658.025653086862021.09780712852718731.0980137081986611.736146710836781False-2.493521764624897e-0547.300855826217777.0287147281278270.3870967741931786703bb_rejection_short1.099167499689037SL2023-05-11 00:45:00+00:00-9.07499689037028-669.751949478440115False
2092023-05-12 02:00:00+00:0017EUR_USDSHORT1.09209999999999981.09284438966675611.0916612206664881.0916612206664881.091661220666488890735.683ASIAN1.50.00034438966675601529.28322299741285759.954062444689931.09211508610278681.09473707476418181.0917350880190746False9.78960277446776e-0583.97391637896712.34913897213084870.2068965517246395824bb_rejection_short1.091661220666488TP32023-05-12 03:00:00+00:004.387793384379179390.8364123934490560True
2102023-05-12 06:45:00+00:0017EUR_USDSHORT1.092631.0938636509868441.09201269802631181.09201269802631181.0920126980263118540641.45ASIAN1.50.0004336509868440648519.25987860896182460.690595795534191.09229488057699561.0943344063988886.088914303052917False3.76316617211876e-0570.51250393619885.8511942300443210.1269841269839199864bb_rejection_short1.0920126980263118TP32023-05-12 07:45:00+00:006.1730198510610075333.7390094505414660True
2112023-05-15 00:00:00+00:0017EUR_USDSHORT1.084961.08592571539321631.08445856921356731.08445856921356731.0844585692135673694097.034ASIAN1.50.0003757153932163319425.855208729622443.8018031190626051.08635705241967151.090675224370594-27.75378316331567False0.0001065349436514710265.21383345281663-11.4705241967150150.1428571428567803300bb_rejection_short1.0859257153932163SL2023-05-15 01:15:00+00:00-9.657153932163265-670.300186256734475False
2122023-05-15 07:00:00+00:0017EUR_USDSHORT1.08656999999999981.08765765209413521.08590469581172951.08590469581172951.0859046958117295610118.983ASIAN1.50.0004576520941352026326.8084988961360159.3803339219258251.08627375140104521.089564197568657-6.823785065623866False3.9235249098536814e-0556.8698665907018045.4624859895469060.2058823529412148770bb_rejection_short1.0876576520941352SL2023-05-15 07:30:00+00:00-10.87652094135416-663.597186268764130False
2132023-05-23 06:15:00+00:0017EUR_USDSHORT1.080421.08159660356112441.07981679287775111.07981679287775111.0798167928777511558353.924ASIAN1.50.0004266035611244142519.56355566230394847.5378690263385341.0809550553900371.0810415206258746-5.269017023330491False1.1305616746371124e-0566.77708764665805-2.8505539003687020.2173913043476861761bb_rejection_short1.0798167928777511TP32023-05-23 07:00:00+00:006.03207133052128336.8030673116172745True
2142023-05-23 14:15:00+00:0017EUR_USDSHORT1.07864999999999991.08046029896674361.07699940206651281.07699940206651281.0769994020665128364762.543OVERLAP1.50.000920298966743666226.79288437643137453.7925226326305861.07904596545963431.08035104360885175.555740238112339False0.0002553856822403205684.21978746027018-2.05965459634249730.2625000000000833141bb_rejection_short1.0769994020665128TP32023-05-23 16:00:00+00:0016.505979787383975602.0763112434838105True
2152023-05-24 00:45:00+00:0017EUR_USDSHORT1.076991.07773546255963871.07660907488072271.07660907488072271.0766090748807227893874.555ASIAN1.50.000315462559638712518.0674004026985650.606296039051881.07752542639793461.079271021573099-6.77541253764069False4.248851873994792e-0573.72372372372995-2.85426397934607220.1025641025641755602bb_rejection_short1.0777354625596387SL2023-05-24 03:00:00+00:00-7.454625596388099-666.3500100389894135False
2162023-05-26 01:30:00+00:0017EUR_USDSHORT1.07241.07328499073032241.07188001853935531.07188001853935531.0718800185393553745416.293ASIAN1.50.000384990730322437622.43087622452615254.7425235832535651.07250923515505451.07444262267622052.2870254806117707False1.9612437961102363e-0570.517676767676191.4076484494562890.2051282051278985614bb_rejection_short1.0732849907303224SL2023-05-26 02:00:00+00:00-8.849907303223326-659.686506881263730False
2172023-06-06 01:00:00+00:0017EUR_USDSHORT1.071341.07199818129378781.07095363741242471.07095363741242471.0709536374124247992264.064ASIAN1.50.0003181812937877422423.89127302970741361.9178485701131151.07093155163180321.071270242669290814.21913251154372False3.409589161295528e-0588.98412698414176.58448368196840050.142857142856991811bb_rejection_short1.0719981812937878SL2023-06-06 02:00:00+00:00-6.581812937878073-653.089642789942660False
2182023-06-09 06:15:00+00:0017EUR_USDLONG1.07791000000000011.07689839221158621.07842321557682761.07842321557682761.0784232155768276639139.752ASIAN1.50.0003816077884137316625.8811990068903646.4070730483021241.07754580442154421.074367458553077414.976712013425875False-1.9742135233034015e-0526.807549175969111.1419557845582240.377049180327791364bb_rejection_long1.0768983922115862SL2023-06-09 07:15:00+00:00-10.116077884139152-646.558748984922760False
2192023-06-12 01:30:00+00:0017EUR_USDLONG1.074531.07386117910542511.07493764178914961.07493764178914961.0749376417891496957047.194ASIAN1.50.0003288208945748681319.19431762465308539.3091513880675341.0750717968483051.0749417747189434-17.525872312684765False-8.794000918056142e-069.14786967418032-7.9179684830510410.208333333332832210bb_rejection_long1.0738611791054251SL2023-06-12 01:45:00+00:00-6.68820894574873-640.093157766168515False
2202023-06-19 07:00:00+00:0017EUR_USDLONG1.093251.09215010886949361.09387978226101251.09387978226101251.0938797822610125576140.864ASIAN1.50.0004398911305062487528.1448287346899639.444552585073131.09365486159894881.0916127429817408-11.256817728555468False-6.804954897643987e-0520.992632671459567-6.548615989487860.0819672131145631570bb_rejection_long1.0921501088694936SL2023-06-19 09:30:00+00:00-10.998911305064583-633.6922218363632150False
2212023-06-20 01:45:00+00:0017EUR_USDLONG1.091561.09074085282555641.0920282943488871.0920282943488871.092028294348887765863.974ASIAN1.50.000359147174443551124.10011248211856534.818764449571721.09210750848721471.0918665471493667-8.465835156978851False-9.631639405744213e-0514.851871711305593-7.97508487214715340.1944444444444101711bb_rejection_long1.092028294348887TP32023-06-20 02:45:00+00:004.682943550015442358.64977385007260True
2222023-06-20 12:45:00+00:0017EUR_USDLONG1.09212000000000021.09049921786086571.09335156427826871.09335156427826871.0933515642782687389282.34LONDON1.50.000710782139134362324.7734483259392640.48242765501891.09264479002637271.0921483111207158-10.465292069385956False-0.0001529965169043052226.867325404186982-7.147900263726470.06818181818201316121bb_rejection_long1.0904992178608657SL2023-06-20 14:15:00+00:00-16.207821391345245-630.941798921207790False
2232023-06-21 05:45:00+00:0017EUR_USDLONG1.09147000000000021.09067813640962941.09190372718074151.09190372718074151.0919037271807415788813.112ASIAN1.50.000341863590370642924.2694467300042742.6206130775642441.0915829405820321.0917979546630971-4.983357735681704False-3.065064682839542e-0517.650571200273106-3.62940582032011960.3243243243246649652bb_rejection_long1.0906781364096294SL2023-06-21 06:00:00+00:00-7.918635903707561-624.632381416122115False
2242023-06-21 12:30:00+00:0017EUR_USDLONG1.091661.09009856580104941.09289286839790111.09289286839790111.0928928683979011396037.224LONDON1.50.00071143419895063521.5968235991769745.534726468499421.09178160920552331.091812681242033-5.835867866683664False-7.700542305007028e-0528.85816692267912-3.11609205523311060.03267973856201467122bb_rejection_long1.0928928683979011TP32023-06-21 13:45:00+00:0012.328684290311578488.26178525926775True
2252023-06-26 07:15:00+00:0017EUR_USDLONG1.090581.0892848365956111.09130032680877781.09130032680877781.0913003268087778481227.835ASIAN1.50.000485163404388915417.98433765791430348.777874116027191.09025509483957641.091723430162909514.413834647732937False-6.143507479887778e-0543.3676386506605450.74905160423632820.075471698113278770bb_rejection_long1.089284836595611SL2023-06-26 08:00:00+00:00-12.951634043891769-623.268674589616145False
2262023-07-21 06:00:00+00:0017EUR_USDSHORT1.11391.11474210529433251.11336578941133471.11336578941133471.1133657894113347732730.214ASIAN1.50.000392105294332624416.88868950094198257.490112602802891.11414353114503271.1176191235771384-21.25515725825977False4.041609935138553e-0574.395287630025450.064688549672453630.2089552238806563864bb_rejection_short1.1133657894113347TP32023-07-21 07:30:00+00:005.342105959558931391.432242158986790True
2272023-07-24 13:45:00+00:0017EUR_USDSHORT1.10829999999999981.11150127834382431.10638744331235151.10638744331235151.1063874433123515193969.493OVERLAP1.50.00105127834382425322.57646548841823644.288637558377011.11013866196450971.1131219071821823-1.4087032342358086False5.882062628073431e-0549.57534869408423-16.4866196450974560.3750000000000336130bb_rejection_short1.1063874433123515TP32023-07-24 19:15:00+00:0019.1255678624924370.97766442480406330True
2282023-07-25 06:45:00+00:0017EUR_USDSHORT1.10771999999999981.10899103025687621.10702793948624741.10702793948624741.1070279394862474491459.654ASIAN1.50.0004710302568762492728.0339964860625657.956288481577631.10751609594803261.110203735487177-0.12986314781082697False4.041058811530746e-0571.995205404811074.5390405196732430.1875000000001951561bb_rejection_short1.1070279394862474TP32023-07-25 07:45:00+00:006.920605278341045340.119824788164360True
2292023-07-28 03:15:00+00:0017EUR_USDSHORT1.097941.09929130894847551.09700738210304881.09700738210304881.0970073821030488464779.945ASIAN1.50.000591308948475536518.2106746188360548.720630489395011.0994638640453841.1042935310097304-49.383454081883826False0.0001225096104380202370.25212304326531-12.7386404538398780.1644736842105849534bb_rejection_short1.0970073821030488TP32023-07-28 04:00:00+00:009.326179170168883433.462099514034445True
2302023-08-09 01:30:00+00:0017EUR_USDSHORT1.09629999999999981.09737169247950271.09572661504099431.09572661504099431.0957266150409943590090.834ASIAN1.50.0004116924795028109525.1860472231573162.516649316094891.09589568665646841.097183926773876310.792356333868547False9.461282718163397e-0580.479271885517426.5431334353149850.04687500000030899612bb_rejection_short1.0973716924795027SL2023-08-09 05:00:00+00:00-10.716924795028948-632.3959047346211210False
2312023-08-15 01:30:00+00:0017EUR_USDSHORT1.090461.09153628706505181.08975742586989631.08975742586989631.0897574258698963581696.064ASIAN1.50.000476287065051921618.5624488970769148.201182934480941.09122894990226271.0939899173439147-9.528344446927406False7.011790835599171e-0564.1758494031178-5.1894990226264430.33980582524261811bb_rejection_short1.0915362870650518SL2023-08-15 01:45:00+00:00-10.762870650518064-626.071945169599515False
2322023-08-15 02:00:00+00:0017EUR_USDSHORT1.09063999999999981.09156327813262121.08990344373475721.08990344373475721.0899034437347572671315.843ASIAN1.50.000493278132621299321.6072024455959750.883144321987741.09120740819505311.0939297165103927-7.529837849342691False7.818633089372084e-0557.78981871697038-3.17408195053214830.363636363636791821bb_rejection_short1.0915632781326212SL2023-08-15 02:30:00+00:00-9.232781326213857-619.81123515435730False
2332023-08-15 06:30:00+00:0017EUR_USDSHORT1.091541.0928426203880691.0907447592238621.0907447592238621.090744759223862471060.583ASIAN1.50.000522620388069077129.03818499822572458.820026742373821.09126207956750371.0934972732655171.8035890907719399False6.719655092983861e-0573.828053470061195.2792043249638710.362068965517300861bb_rejection_short1.092842620388069SL2023-08-15 07:00:00+00:00-13.026203880690533-613.613115523633430False
2342023-08-23 01:45:00+00:0017EUR_USDSHORT1.085241.0859402735337481.08478945293250441.08478945293250441.0847894529325044867485.294ASIAN1.50.000350273533747850422.55017242932448759.440046398741541.08553374704513781.0875773894762912-10.517897160575718False0.0001331579201608982891.11594202898813-0.437470451377652840.1724137931029730312bb_rejection_short1.085940273533748SL2023-08-23 03:30:00+00:00-7.002735337480192-607.4769895027252105False