Files
fx-quant/results/phase1/S17_GBP_AUD_test_set_trades.csv
Brent NealeandClaude Opus 4.6 17b80b7d17 Add 5 new ranging strategies (S17-S21) — all tested, none show edge
Implemented and backtested 5 ranging-market M15 strategies across
3 periods (Training 2021-2023, Test Set 2023-2024, 2025) and 4 pairs
(EUR_USD, GBP_USD, GBP_JPY, GBP_AUD). All 5 fail Phase 1 validation:

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

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

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

58 KiB

1timestampstrategy_idpairsignal_directionentry_pricesl_pricetp1_pricetp2_pricetp3_pricelot_sizeconfluence_scoresessionspread_at_entryatr_at_entryadx_at_entryrsi_at_entryema_50_valueema_200_valuevwap_deviationnews_within_60minmacd_hist_at_entrystoch_k_at_entrydistance_from_ema50_pipscandle_body_ratiohour_of_dayday_of_weekentry_patternexit_priceexit_reasonexit_timepnl_pipspnl_dollarshold_time_minuteswin
22023-09-08 00:00:00+00:0017GBP_AUDSHORT1.95511.9573418663177431.95347626736451391.95347626736451391.9534762673645139450903.763ASIAN2.00.000961866317743117527.36890678731720849.533624167082691.95541885501792481.958376822917337318.035943029401924False-1.9575352426196192e-0530.026764804286056-0.188550179247570780.385245901639320404bb_rejection_short1.957341866317743SL2023-09-08 01:00:00+00:00-22.41866317743035-1010.865952087689460False
32023-09-18 01:30:00+00:0017GBP_AUDSHORT1.924651.92837593104855441.9225381379028911.9225381379028911.922538137902891268592.545ASIAN2.00.00120593104855444716.4887903142775648.338072288025431.92506273894689881.929130639564980.2966455831865389False-7.838231324875445e-0529.449171205635974-1.12738946898893740.0765765765765743210bb_rejection_short1.922538137902891TP32023-09-18 04:15:00+00:0021.1186217573599567.230425910856165True
42023-10-03 00:00:00+00:0017GBP_AUDSHORT1.899781.90227204368753691.8979759126249261.8979759126249261.897975912624926403857.124ASIAN2.00.001052043687536947428.6260320677466849.6092912806776741.90031332497882781.899210854668588-12.160521557991189False0.0001737035836846231451.642850847041124-2.3332497882777580.135338345864730701bb_rejection_short1.9022720436875369SL2023-10-03 01:45:00+00:00-24.9204368753686-1006.4295865628162105False
52023-10-12 00:00:00+00:0017GBP_AUDLONG1.91900999999999991.91695722933585591.92073554132828831.92073554132828831.9207355413282883485375.844ASIAN2.00.001012770664144147528.47057004038762846.618928843204381.91839137985786511.915002597222925912.430791003386066False-9.565150451776125e-0557.713498622587683.1862014213479560.0352941176470280903bb_rejection_long1.9169572293358559SL2023-10-12 01:15:00+00:00-20.52770664143999-996.365285436251575False
62023-10-13 00:45:00+00:0017GBP_AUDLONG1.928111.92624701272679851.92975597454640281.92975597454640281.9297559745464028529473.13ASIAN2.00.000972987273201414821.2671505581687548.843544827142411.92681550070491861.920947783279018731.098884247764413False-0.000135205550241147929.265494166699169.9449929508144130.2894736842106339604bb_rejection_long1.9262470127267985SL2023-10-13 02:00:00+00:00-18.62987273201444-986.401646802515575False
72023-10-19 08:15:00+00:0017GBP_AUDLONG1.922421.92026693817935361.92470612364129281.92470612364129281.9247061236412928453557.633LONDON2.00.001263061820646437724.73616270285924744.755712356746281.92152526901680281.9181840833475312-2.2573923326718592False-0.00035677913862858220.81509060113136.5473098319723810.0555555555556652183bb_rejection_long1.9202669381793536SL2023-10-19 08:30:00+00:00-21.530618206464514-976.537616615889515False
82023-10-23 06:15:00+00:0017GBP_AUDLONG1.924751.92269586846433561.92619826307132881.92619826307132881.9261982630713288470647.682ASIAN2.00.000874131535664410621.83655571156879244.5242839478555941.92468553321856931.92218602732673469.566570881667236False-9.042027371655617e-0538.322218042699554-2.35533218569283780.2291666666665317460bb_rejection_long1.9261982630713288TP32023-10-23 06:45:00+00:0014.482631021005401681.621669033222430True
92023-10-25 07:15:00+00:0017GBP_AUDSHORT1.908481.91196859408840011.90578281182319941.90578281182319941.9057828118231994279077.62ASIAN2.00.001498594088400200828.12533809835158454.378126026723741.9095555272801751.9179423828875168-57.82282620066859False0.0004164442177988294564.93403458727157-7.7552728017504790.289772727272735972bb_rejection_short1.9119685940884001SL2023-10-25 09:00:00+00:00-34.885940884001876-973.5884655649121105False
102023-10-26 12:30:00+00:0017GBP_AUDSHORT1.916721.92078947492530871.91404105014938231.91404105014938231.9140410501493823236849.373LONDON2.00.001459474925308798226.70384643167460646.95939762345451.91840447154009271.91849363323349637.627409977020161False0.000501214543182674250.44870091375378-14.444715400927510.3100775193798076123bb_rejection_short1.91819TIME2023-10-26 20:30:00+00:00-14.700000000000824-348.1685739000195480False
112023-10-27 15:00:00+00:0017GBP_AUDSHORT1.911431.91422846704376731.90849306591246531.90849306591246531.9084930659124653343177.493OVERLAP2.00.0015884670437673816.6696874957394255.908094605677311.91148487146781741.915257340813612917.00364862486925False0.000328929944251566377.402315059640661.85128532182554650.25128205128211667154bb_rejection_short1.91175TIME2023-10-29 23:00:00+00:00-3.20000000000098-109.816796800033633360False
122023-11-09 07:00:00+00:0017GBP_AUDLONG1.91432999999999991.91219391826497031.91606216347005921.91606216347005921.9160621634700592449080.533ASIAN2.00.001016081735029682428.85398926569598635.689274239506941.91542943481635651.912104057206154513.868666223548765False-0.0001449897140550749320.455761973679426-13.9943481635662610.0487804878048428273bb_rejection_long1.9160621634700592TP32023-11-09 08:00:00+00:0017.321635086306664777.880906502519360True
132023-11-10 13:15:00+00:0017GBP_AUDLONG1.92135000000000011.91916677059320051.92327645881359891.92327645881359891.9232764588135989442945.453OVERLAP2.00.00108322940679941218.7597539086617345.722866608391831.92119157843582161.9173806280351502-5.307381797248212False-0.000137764651469879517.958769808349434-0.81578435821461070.3406593406593889134bb_rejection_long1.92145TIME2023-11-10 21:15:00+00:000.999999999999889844.294544999995125480True
142023-11-16 01:00:00+00:0017GBP_AUDSHORT1.91091.91331311977794851.90831376044410271.90831376044410271.9083137604441027400930.985ASIAN2.00.00144311977794859915.97969556963713571.585536788229091.90918344729353961.91581848955623189.561803928270773False0.000549751336937011190.3281588623066420.165527064603950.1228070175438938213bb_rejection_short1.9133131197779485SL2023-11-16 01:45:00+00:00-24.13119777948447-967.494477430253345False
152023-11-22 01:15:00+00:0017GBP_AUDLONG1.912051.9088085215813621.91409295683727621.91409295683727621.9140929568372762295488.484ASIAN2.00.00117147841863805727.28567181790558750.6621491896818061.9107310742983841.909162205680412329.869638143518173False-0.0001433256171348911829.6006183685417910.1892570161599140.1048387096774778412bb_rejection_long1.9140929568372762TP32023-11-22 05:45:00+00:0020.42956906414468603.6702309819134270True
162023-11-27 22:45:00+00:0017GBP_AUDSHORT1.911131.91341201480170821.90934597039658341.90934597039658341.9093459703965834422370.722NY2.00.001042014801708336822.6425526401183551.033765139830121.91177413581896551.9122021150783652-5.372885799967975False6.916049629595347e-0573.08923777295593-3.4413581896552970.22222222222230054220bb_rejection_short1.9093459703965834TP32023-11-28 01:00:00+00:0017.84029645655092753.521885936686135True
172023-11-28 08:00:00+00:0017GBP_AUDSHORT1.90768999999999991.91088589832287961.90545820335424071.90545820335424071.9054582033542407303949.423LONDON2.00.001235898322879589820.12302369008204347.5356013742921351.90904831995429981.9110447650198354-5.166666666664987False0.0001748234409056923353.842474380229866-11.1831995429989560.291005291005291681bb_rejection_short1.9108858983228796SL2023-11-28 08:15:00+00:00-31.958983228796978-971.391441618256915False
182023-11-30 22:45:00+00:0017GBP_AUDSHORT1.910321.91294150619521.90811698760959981.90811698760959981.9081169876095998366841.614NY2.00.00125150619520005826.83906627529818748.503132856959921.91161542513942821.9129842036640572-21.69761805135728False0.000158742757544340152.135990152500575-9.9542513942818540.09696969696966352223bb_rejection_short1.9129415061952SL2023-12-01 03:00:00+00:00-26.215061951999626-961.6775532721286255False
192023-12-18 01:30:00+00:0017GBP_AUDSHORT1.892051.8950854781381291.88941904372374211.88941904372374211.8894190437237421313644.423ASIAN2.00.001465478138128924621.24200242269764552.730721136515461.8932520686777731.8975921668842737-43.359800297528835False0.000333302103275978286.23362393803991-9.0206867777298250.2463768115941795710bb_rejection_short1.8894190437237421TP32023-12-18 03:15:00+00:0026.30956360141275825.1847816218213105True
202023-12-19 07:15:00+00:0017GBP_AUDSHORT1.885641.88775768534297071.88330462931405851.88330462931405851.8833046293140585453472.764ASIAN2.00.001317685342970760826.46637125449665759.504760920964511.88476482263944471.889185946143747511.137399685372529False0.0003886922462254241687.4733862735086111.7517736055527950.0866141732283973971bb_rejection_short1.8877576853429707SL2023-12-19 10:15:00+00:00-21.176853429707432-960.3126172884895180False
212023-12-20 00:00:00+00:0017GBP_AUDSHORT1.88261000000000011.88480175782392961.8806664843521411.8806664843521411.880666484352141433765.763ASIAN2.00.001121757823929554526.95940747797942250.401824074692561.88354273945806571.8868350224875932-22.80734709224852False0.000284009348972464485.91975308641729-6.32739458065634250.38135593220326702bb_rejection_short1.8848017578239296SL2023-12-20 01:00:00+00:00-21.91757823929441-950.709498232700260False
222023-12-20 14:45:00+00:0017GBP_AUDSHORT1.871981.87452044676124931.86907910647750121.86907910647750121.8690791064775012370486.963OVERLAP2.00.00157044676124937525.5362558823839754.225129302454611.87344884140300221.881197870917756817.767559134582722False0.000548372052718739483.72872103960806-12.2884140300216770.06400000000006537142bb_rejection_short1.8690791064775012TP32023-12-20 15:30:00+00:0029.0089360079825841074.743251443200545True
232023-12-20 19:45:00+00:0017GBP_AUDSHORT1.87331.87625609607280961.87074780785438071.87074780785438071.8707478078543807322029.393NY2.00.001426096072809641322.63842731517226558.175232414473161.872633500645991.879497625918954226.98373057136161False0.0002507845071842527683.974101969846079.664993540099420.12738853503182732192bb_rejection_short1.8762560960728096SL2023-12-20 20:15:00+00:00-29.560960728096664-951.949815108292530False
242024-01-04 03:30:00+00:0017GBP_AUDLONG1.879831.87678200074348681.88212599851302651.88212599851302651.8821259985130265309196.384ASIAN2.00.001297999256513291327.41498009682779437.456408919502981.88046795096212521.8738374109735934.456972384252467False-0.0003225316899586629415.88719271056241-9.3795096212523350.1118012422359220533bb_rejection_long1.8767820007434868SL2024-01-04 07:00:00+00:00-30.47999256513112-942.4303363565457210False
252024-01-05 01:45:00+00:0017GBP_AUDLONG1.891441.88858389745002241.89353220509995521.89353220509995521.8935322050999552326671.053ASIAN2.00.001196102549977544329.173898031212450.6510148496897161.89010075660226071.882379580805348325.485137501406463False-4.457187919369742e-0554.1772663032498610.392433977393090.3599999999999763414bb_rejection_long1.8935322050999552TP32024-01-05 05:00:00+00:0020.9220516400146683.4628577397791195True
262024-01-05 07:15:00+00:0017GBP_AUDLONG1.890521.888229926729941.89278014654012021.89278014654012021.8927801465401202410397.633ASIAN2.00.001280073270060045123.24096493702573343.8116369432092941.89088980631686621.884165371211417311.531442474557174False-0.0001504175531208402734.366003403831336-6.698063168661950.2054794520547695374bb_rejection_long1.8927801465401202TP32024-01-05 07:45:00+00:0022.60146595192304927.55880611949130True
272024-01-10 20:15:00+00:0017GBP_AUDLONG1.90178999999999991.89940240790112141.9036451841977571.9036451841977571.903645184197757397520.264NY2.00.001077592098878546718.44140256602523254.314442554184821.90005694285410281.898202384511370720.314797193436984False-0.0002028239846974436828.4559373028178214.330571458971430.27083333333323695202bb_rejection_long1.8994024079011214SL2024-01-10 22:00:00+00:00-23.875920988785104-949.1162319201312105False
282024-01-24 06:45:00+00:0017GBP_AUDLONG1.931431.92964595557154171.93317808885691681.93317808885691681.9331780888569168526682.563ASIAN2.00.001024044428458376625.39192834088750749.052027928895721.93058681619910291.929738227487414415.8597478893574False-0.000293145007932769548.5717729207483165.431838008971290.192307692307684162bb_rejection_long1.9296459555715417SL2024-01-24 07:30:00+00:00-17.840444284582535-939.625086734129945False
292024-01-24 07:45:00+00:0017GBP_AUDLONG1.929491.92731865413053941.93171269173892141.93171269173892141.9317126917389214428411.173ASIAN2.00.001261345869460653527.9902188311800740.025790157647971.9305825737463541.929772195792513-4.247497934044553False-0.000448429767911387635.91888379986825-13.9257374635404220.3116883116883154672bb_rejection_long1.9317126917389214TP32024-01-24 09:30:00+00:0022.22691790803631952.2259906475787105True
302024-01-31 00:00:00+00:0017GBP_AUDSHORT1.924081.926191805639911.92223638872017941.92223638872017941.9222363887201794444998.853ASIAN2.00.001071805639910233617.57660145734882660.501190819588971.92279816830770981.923856508209636622.021576535578014False0.0001932198289203798382.6834970622929415.8183169229020320.214285714285701702bb_rejection_short1.92619180563991SL2024-01-31 00:30:00+00:00-21.118056399100915-939.751081183504830False
312024-02-02 00:45:00+00:0017GBP_AUDLONG1.937431.93568281133121321.93914437733757361.93914437733757361.9391443773375736532486.044ASIAN2.00.001007188668786776629.28564992242410637.290757556011591.93838455455853231.933803379769346-22.804150608100038False-0.0001386862076424996639.27800755259887-12.5455455853229480.01298701298709912404bb_rejection_long1.9356828113312132SL2024-02-02 01:00:00+00:00-17.47188668786759-930.353575375132915False
322024-02-06 02:00:00+00:0017GBP_AUDLONG1.932171.92968564182441861.93405871635116241.93405871635116241.9340587163511624370739.633ASIAN2.00.001094358175581264729.9703791625381835.7098426362829851.93386923005537281.935128782844674-30.042978752351512False-0.0001697949313171957519.94945011131477-19.992300553728360.2335766423356599521bb_rejection_long1.9296856418244186SL2024-02-06 03:30:00+00:00-24.84358175581347-921.050030802503790False
332024-02-07 14:45:00+00:0017GBP_AUDLONG1.935051.93260421894704911.93720156210590161.93720156210590161.9372015621059016372821.415OVERLAP2.00.0011957810529508317.93127886028999652.476864147335791.93361696074367131.9328222436296474-1.2190908897791175False-0.0001884594203585826755.2211052742124511.9303925632863180.12408759124087142bb_rejection_long1.9372015621059016TP32024-02-07 18:15:00+00:0021.51562163611878802.148439540431210True
342024-02-12 07:15:00+00:0017GBP_AUDLONG1.937261.93538355117812521.93841289764374961.93841289764374961.9384128976437496490213.764ASIAN2.00.000726448821874799515.52965179973656851.261629321165981.93689322370543881.93775719420004040.9337399005393543False-8.331544925775931e-0545.158148995675640.66776294561199380.2680412371133501570bb_rejection_long1.9384128976437496TP32024-02-12 08:00:00+00:0011.528976672678588565.16630036660645True
352024-02-18 23:00:00+00:0017GBP_AUDSHORT1.92847000000000011.93116049362040171.9266890127591971.9266890127591971.926689012759197343993.644NY2.00.001040493620401552216.55190869221816351.2715370346614851.92888898462196211.9316514606618684-4.134621531461935False4.293379113816263e-0560.59695072846059-1.18984621962026080.15340909090908805236bb_rejection_short1.92874TIME2024-02-19 07:00:00+00:00-2.699999999997704-92.87828279992102480False
362024-02-19 08:30:00+00:0017GBP_AUDSHORT1.928861.930829360165621.92730127966876031.92730127966876031.9273012796687603469484.422LONDON2.00.000899360165619893220.44896266107284454.107005452521081.92872681452115581.9306992543795776-0.8470683393357881False7.569204814602038e-0553.7698412698441863.73185478844240140.2258064516129802480bb_rejection_short1.9273012796687603TP32024-02-19 09:45:00+00:0015.587203644403983731.794926241489175True
372024-02-20 00:15:00+00:0017GBP_AUDSHORT1.92762000000000011.92912062931111981.92627874137776021.92627874137776021.9262787413777602621007.373ASIAN2.00.000820629311119929428.15328540765641263.419483116293691.92672662922703731.92891872618680621.6028121428601771False0.00032567067672057188.3708012300649411.9337077296277630.225806451613007201bb_rejection_short1.9262787413777602TP32024-02-20 01:15:00+00:0013.412586438379936832.931502899599260True
382024-02-21 08:15:00+00:0017GBP_AUDSHORT1.9231.92538775198403081.9212044960319381.9212044960319381.921204496031938393772.543LONDON2.00.00101775198403093822.57574557393312644.177954241003951.9245161559302471.926212846110701-3.95934574961343False0.0001072493320941986764.01326699834276-12.7615593024699160.301775147929005782bb_rejection_short1.9253877519840308SL2024-02-21 12:00:00+00:00-23.877519840307393-940.2311636418236225False
392024-02-27 09:30:00+00:0017GBP_AUDLONG1.935191.9332526773417171.93702464531656651.93702464531656651.9370246453165665480471.782LONDON2.00.001037322658283216627.828846792450435.374487865191511.9376883394244331.9353104974038093-8.293811846509236False-4.588140509476199e-0530.560058727266465-27.383394244331340.387500000000083391bb_rejection_long1.9370246453165665TP32024-02-27 11:15:00+00:0018.34645354750766881.4953192658321105True
402024-02-28 00:30:00+00:0017GBP_AUDLONG1.9371.93538412757914461.93867174484171081.93867174484171081.9386717448417108581508.664ASIAN2.00.000985872420855316421.30703987294581541.4972864751642161.93756507731016781.9362433423481318-1.9241090692845297False-0.000153197912394085417.15809066555252-8.6507731016771670.0597014925373727902bb_rejection_long1.9386717448417108TP32024-02-28 01:00:00+00:0016.717448704591398972.134119482568230True
412024-03-11 08:00:00+00:0017GBP_AUDLONG1.941411.9388993858340471.94327122833190621.94327122833190621.9432712283319062378140.64LONDON2.00.001050614165953037628.6237457117070640.756605401473611.94166845444245961.93881485465200653.7333333333333663False-0.0003192744867338620716.376182466131922-4.9845444245955050.1515151515151362380bb_rejection_long1.9432712283319062TP32024-03-11 12:00:00+00:0018.612283811266984703.8060167762784240True
422024-03-12 01:30:00+00:0017GBP_AUDSHORT1.937221.93974853404031361.9356829319193731.9356829319193731.935682931919373378244.153ASIAN2.00.000918534040313527926.2475165381406549.1236100082886151.93825806882260541.9388364501298645-22.86729030551715False0.0001038857859006274152.28288771939817-7.3806882260551990.276595744680904711bb_rejection_short1.935682931919373TP32024-03-12 07:00:00+00:0015.370681212639647581.3870250195853330True
432024-03-13 01:15:00+00:0017GBP_AUDSHORT1.936961.93843274597437581.93565450805124861.93565450805124861.9356545080512486653348.983ASIAN2.00.000802745974375716529.36209624446607358.694734620889581.93624136811646721.93703579565254326.59999688163328False0.0001108757567760454991.0149550557286610.1863188353279450.320754716981187412bb_rejection_short1.9356545080512486TP32024-03-13 02:15:00+00:0013.054919687329438852.941846169860760True
442024-03-14 13:45:00+00:0017GBP_AUDSHORT1.935031.9375292584118691.93257148317626221.93257148317626221.9325714831762622388413.824OVERLAP2.00.001349258411868950725.15353521705772657.9347689050101951.933793047889071.934329632488508610.744220279959027False0.00014923001980995772.1736072761924614.7695211093012980.06617647058817767133bb_rejection_short1.937529258411869SL2024-03-14 15:30:00+00:00-24.99258411869043-970.7465069211884105False
452024-03-15 13:15:00+00:0017GBP_AUDLONG1.941291.9389809468136071.9433281063727861.9433281063727861.943328106372786416204.813OVERLAP2.00.001139053186393056722.55066001312046746.548841566217191.9407215261904491.9376086533484778-10.530639877122105False-0.0002141603353098110837.346071262357613.2847380955103310.23770491803270632134bb_rejection_long1.938980946813607SL2024-03-15 16:00:00+00:00-23.090531863929616-961.0390427225773165False
462024-03-18 02:15:00+00:0017GBP_AUDLONG1.93971999999999991.9380825783819471.94127484323610561.94127484323610561.9412748432361056581052.943ASIAN2.00.000927421618052792928.91715005080527639.230010371932781.94060819896753031.938843541848529-17.563749999462974False-0.0001948657253988452823.755443814104286-11.8819896753041830.3859649122803805520bb_rejection_long1.93833TIME2024-03-18 10:15:00+00:00-13.899999999997801-807.6635865998722480False
472024-03-19 14:45:00+00:0017GBP_AUDLONG1.946351.94472116709853871.94828766580292251.94828766580292251.9482876658029225579158.253OVERLAP2.00.00108883290146123122.21154267290519640.67260670736111.94662790646786731.942721003040307-16.920156207396175False-0.00025339384165914759.369014854574614-5.1790646786731290.03921568627433053141bb_rejection_long1.9482876658029225TP32024-03-19 16:30:00+00:0019.3766583637901421122.2151548820564105True
482024-03-22 00:15:00+00:0017GBP_AUDSHORT1.926391.92759815757229541.92523368485540951.92523368485540951.9252336848554095790107.344ASIAN2.00.0007281575722952821.7725628452721850.511759846905831.92773562564940651.9349374814759668-30.298891355091673False0.0001995078244954320269.54691738197253-10.4562564940646750.1555555555555665204bb_rejection_short1.9275981575722954SL2024-03-22 00:45:00+00:00-12.081575722953097-954.574165747104930False
492024-03-29 15:30:00+00:0017GBP_AUDLONG1.937051.93287453462126321.9395209307574731.9395209307574731.939520930757473226328.883OVERLAP2.00.001355465378736574122.78899747609231652.4964886494825651.9368295702954091.9365810760088374.958686218923258False0.0001150421294237396260.28066767540076-0.195702954091103720.32638888888884393154bb_rejection_long1.9328745346212632SL2024-03-29 19:45:00+00:00-41.75465378736698-945.0284026482527255False
502024-04-05 01:30:00+00:0017GBP_AUDSHORT1.920291.9226523400018141.91834531999637161.91834531999637161.9183453199963716396038.734ASIAN2.00.00112234000181418222.49361305107178362.203310448835391.91846575434074441.922581920334815833.17264878945236False5.5622981710147165e-0570.4203930934635521.242456592556190.1418918918919283814bb_rejection_short1.922652340001814SL2024-04-05 02:30:00+00:00-23.623400018140114-935.578134146618860False
512024-04-16 06:00:00+00:0017GBP_AUDLONG1.935431.93279483103092581.93780033793814831.93780033793814831.9378003379381483351485.05ASIAN2.00.001335168969074119219.74608186728023248.7320272072567561.9337949664399831.92787029816016448.60160700319138False-0.0004144743291820835741.85100849240285513.3503356001707370.00735294117643697461bb_rejection_long1.9378003379381483TP32024-04-16 07:00:00+00:0023.70338005586149833.138253893447560True
522024-04-17 16:30:00+00:0017GBP_AUDLONG1.937661.93513765505482631.93974468989034741.93974468989034741.9397446898903474370509.892OVERLAP2.00.001162344945173751627.72087023546083642.062711393659551.93874391021484581.9363297983598071-14.551320006352952False-8.358489287007344e-0519.51692010232462-13.2391021484590250.21739130434770856162bb_rejection_long1.9351376550548263SL2024-04-17 17:00:00+00:00-25.223449451736712-934.55374817835330False
532024-04-18 00:45:00+00:0017GBP_AUDLONG1.933881.93223077474717191.93535845050565621.93535845050565621.9353584505056562560995.654ASIAN2.00.000889225252828139924.6990355738791839.272438832675461.93556490026532971.9358066563860945-37.40907049790909False1.1931511557428977e-0627.06458884642078-19.8490026532960330.1025641025641950303bb_rejection_long1.9322307747471719SL2024-04-18 01:00:00+00:00-16.49225252828179-925.208192706758715False
542024-04-18 03:00:00+00:0017GBP_AUDLONG1.932571.92982106788773321.93464786422453331.93464786422453331.9346478642245333333204.342ASIAN2.00.001188932112266695729.22261749877497338.403749874869351.934738786079941.9355541902210915-45.308167454807254False-0.000113399615493330715.80315351949102-24.6878607994016620.2012987012987097233bb_rejection_long1.9346478642245333TP32024-04-18 05:00:00+00:0020.77864286893435692.3533983238979120True
552024-04-23 07:15:00+00:0017GBP_AUDSHORT1.913711.91589927690286331.91193144619427341.91193144619427341.9119314461942734421545.424ASIAN2.00.001039276902863307128.40175952304331458.42330910002891.91362216961968251.920968635191517-6.7207767777555105False0.0003123450805321934485.780291771608393.87830380317533140.0402684563758049271bb_rejection_short1.9158992769028633SL2024-04-23 07:30:00+00:00-21.89276902863302-922.879651513809815False
562024-04-24 14:15:00+00:0017GBP_AUDSHORT1.914971.91693572120531641.91277855758936771.91277855758936771.9127785575893677464791.683OVERLAP2.00.001215721205316225527.32620328343552566.005941542554351.91312590090000971.916552301435634523.282612288451077False0.0003062065117848325680.0304582314852420.8409909999041080.13793103448261781142bb_rejection_short1.9169357212053164SL2024-04-24 15:30:00+00:00-19.65721205316351-913.650861430611675False
572024-04-25 08:30:00+00:0017GBP_AUDSHORT1.917481.91920226487046541.91577547025906971.91577547025906971.9157754702590697525188.873LONDON2.00.000972264870465224325.31536954774035359.670377676604731.91656431384646851.91667518459446321.4761899986259763False0.0001909328539460356580.9351497090944311.5568615353156550.171428571428426483bb_rejection_short1.9157754702590697TP32024-04-25 11:00:00+00:0017.0452977338594895.200065565918150True
582024-04-30 01:00:00+00:0017GBP_AUDSHORT1.91321.91529016271688771.91171967456622461.91171967456622461.9117196745662246437031.215ASIAN2.00.000890162716887683618.27504452853593655.564269836139571.91244922226588091.91246410260598422.19033624519584False-7.264228503537154e-0622.88984263233314210.5077773411910160.0826446280991538411bb_rejection_short1.9152901627168877SL2024-04-30 01:30:00+00:00-20.90162716887667-913.466341258304530False
592024-05-02 01:30:00+00:0017GBP_AUDSHORT1.919221.92294566101960051.91658867796079881.91658867796079881.9165886779607988242730.534ASIAN2.00.00146566101960052329.09260772298295844.565189467915071.9214430407370011.9222778031050354-32.6762672380676False0.0001632853159486024551.03846153845635-19.2304073700100280.0408163265306492413bb_rejection_short1.9165886779607988TP32024-05-02 05:15:00+00:0026.313221476062047638.7022194891923225True
602024-05-06 07:15:00+00:0017GBP_AUDSHORT1.896821.8987444018479941.89511119630401171.89511119630401171.8951111963040117473247.684ASIAN2.00.001004401847994096617.39860088855011453.232336491125021.8973708143958931.904529580535844-20.1674028991361False8.485561232110593e-0566.79336866457488-2.50814395893028670.1504424778760992470bb_rejection_short1.898744401847994SL2024-05-06 09:00:00+00:00-19.244018479940284-910.7187099508866105False
612024-05-14 00:45:00+00:0017GBP_AUDSHORT1.900721.90192169878682351.89967660242635321.89967660242635321.8996766024263532750280.793ASIAN2.00.0006716987868234126.61148507027482862.5260480505972961.89958581186845191.897759690706534229.924290259422115False4.9230280319184844e-0590.664694928917714.3418813154805310.2432432432432756801bb_rejection_short1.9019216987868235SL2024-05-14 01:15:00+00:00-12.01698786823524-901.611515119995330False
622024-05-14 06:00:00+00:0017GBP_AUDLONG1.902681.9002778531755081.9039042936489841.9039042936489841.903904293648984371582.373ASIAN2.00.000762146824492044423.82729994452674761.1572740700592161.9008902053690661.898534193489546834.381145089545925False-4.203988727764682e-0544.1344316132372714.897946309340160.2955665024630250761bb_rejection_long1.900277853175508SL2024-05-14 07:15:00+00:00-24.02146824491913-892.595410132679175False
632024-05-20 06:30:00+00:0017GBP_AUDSHORT1.89583000000000011.8980095482921651.89433090341567031.89433090341567031.8943309034156703405436.973ASIAN2.00.000899548292164891127.2891406532217253.819899308727571.89627734374953571.897468069020604-20.88595167518026False0.0001849605156807858577.28264098646208-1.47343749535622240.3853211009172947760bb_rejection_short1.898009548292165SL2024-05-20 08:45:00+00:00-21.79548292164934-883.6694555440257135False
642024-05-27 06:45:00+00:0017GBP_AUDLONG1.921.91857254523473621.9211149095305281.9211149095305281.921114909530528612861.983ASIAN2.00.000707454765264001328.35128280381571739.88140665734841.92073683432549871.9200618069934694-18.636904499926832False-2.273960740815234e-0533.80092116983382-10.3683432549872560.326530612244851760bb_rejection_long1.9185725452347362SL2024-05-27 07:15:00+00:00-14.27454765263736-874.832753799968430False
652024-05-27 12:30:00+00:0017GBP_AUDLONG1.918311.91654360557563531.91954278884872931.91954278884872931.9195427888487293490312.032LONDON2.00.000736394424364711726.1574649254951739.930091418763371.91946668845620731.9197787673599804-5.064661661491332False-4.47506902045389e-0630.881298574663287-13.966884562073290.31111111111096307120bb_rejection_long1.91802TIME2024-05-27 20:30:00+00:00-2.8999999999990145-142.1904886999517480False
662024-05-28 02:30:00+00:0017GBP_AUDLONG1.91737999999999991.9157099430505621.91866011389887611.91866011389887611.9186601138988761517744.332ASIAN2.00.000790056949438175128.89428719358569740.529439721076461.91823607332590631.919089290424162-11.836325883465282False-0.0001631629824551705317.351782053912512-11.5607332590639270.3906249999997994421bb_rejection_long1.915709943050562SL2024-05-28 03:30:00+00:00-16.700569494378925-864.662516348565560False
672024-06-13 01:15:00+00:0017GBP_AUDSHORT1.921161.92377199304414151.9192160139117171.9192160139117171.919216013911717327725.183ASIAN2.00.001121993044141524623.87369475945154256.716933543849641.9210046747945991.92431512161366058.297187420664986False0.0001450690570803161771.768823768823954.5532520540092490.319327731092469913bb_rejection_short1.919216013911717TP32024-06-13 01:30:00+00:0019.439861476006254637.093210139921415True
682024-06-19 12:15:00+00:0017GBP_AUDSHORT1.908771.91032181172083561.90732637655832931.90732637655832931.9073263765583293555729.033LONDON2.00.000841811720835441920.18805710059865560.6491151150174161.90811751663433851.9126105547059757.033521052464131False6.967850614661653e-0580.30157047144968.9248336566161160.1369863013698255122bb_rejection_short1.9073263765583293TP32024-06-19 12:45:00+00:0014.436234676479266802.263469361218730True
692024-06-21 08:00:00+00:0017GBP_AUDSHORT1.900411.90218448810038491.89882102379923021.89882102379923021.8988210237992302490512.994LONDON2.00.000914488100384890828.6693380630456854.965933254582151.90061335804039281.9042144632422193-1.666666666666483False0.000194677387419971375.37505014039290.36641959607175420.1081081081082216584bb_rejection_short1.8988210237992302TP32024-06-21 08:30:00+00:0015.889762331638702779.413483168147130True
702024-06-24 00:00:00+00:0017GBP_AUDSHORT1.904111.90573881858881131.90273236282237731.90273236282237731.9027323628223773539166.04ASIAN2.00.000838818588811299319.448160607498859.205731700230791.9029623759784041.903386400060446829.68161053502172False2.006827717137812e-0580.7453980272709414.476240215959280.2933333333334675600bb_rejection_short1.9057388185888113SL2024-06-24 01:15:00+00:00-16.28818588811365-878.203603255068475False
712024-06-25 00:45:00+00:0017GBP_AUDSHORT1.90631.9078842450131381.90507150997372431.90507150997372431.9050715099737243548792.364ASIAN2.00.000764245013137930817.89767664390440859.201028753999771.9054499168450661.904461987736646714.909884063367684False9.863161964413571e-0568.6425613043210911.500831549340340.2463768115942588701bb_rejection_short1.9050715099737243TP32024-06-25 02:15:00+00:0012.284900486611198674.185953041250790True
722024-07-04 06:30:00+00:0017GBP_AUDSHORT1.897941.8993316853990961.89683662920180821.89683662920180821.8968366292018082629570.035ASIAN2.00.000701685399095882318.01426083065131348.715629397155991.89883088952119831.9000638811702477-20.140926927210145False7.905579364619105e-0563.757046735771276-5.9088952119834560.1967213114756067663bb_rejection_short1.8968366292018082TP32024-07-04 07:15:00+00:0011.033708157175662694.649197552432745True
732024-07-09 14:00:00+00:0017GBP_AUDLONG1.90193000000000011.8991325700018761.9039048599962481.9039048599962481.903904859996248315686.153OVERLAP2.00.001107429998123956421.38668021017626655.792492327075081.90073228338372061.90006725919168126.421354195651485False-1.7748200113107827e-0534.9276495965754149.5771661627952480.36283185840707444141bb_rejection_long1.899132570001876SL2024-07-09 14:30:00+00:00-27.974299981241565-883.109906002322330False
742024-07-10 01:00:00+00:0017GBP_AUDSHORT1.897681.8990738776437221.89653224471255631.89653224471255631.8965322447125563627227.813ASIAN2.00.000723877643721855927.35829230711730361.0408708202300551.8976625947754261.8990477806098456-15.10454934724681False0.000261307202176902482.12796129462573.17405224574018870.2333333333334073612bb_rejection_short1.8965322447125563TP32024-07-10 03:45:00+00:0011.477553057425665719.9040468367905165True
752024-07-11 02:15:00+00:0017GBP_AUDLONG1.902451.9010963466750241.9035573066499521.9035573066499521.903557306649952651184.352ASIAN2.00.00070365332497605727.69579717770392337.929196086742751.9027393125662851.90063077339977254.000981452418895False-0.0002017805254935675610.689372297783962-5.8931256628502740.337662337662172923bb_rejection_long1.903557306649952TP32024-07-11 06:45:00+00:0011.073066669565701721.0607721727806270True
762024-07-18 12:45:00+00:0017GBP_AUDLONG1.927581.9253572396958011.9293655206083981.9293655206083981.929365520608398399813.04LONDON2.00.001012760304198955929.34646087870637440.515959932765621.92923097653190331.928068501653775-5.869783326160061False-2.1854128058103534e-0527.605514795578202-18.909765319032880.15789473684214628123bb_rejection_long1.929365520608398TP32024-07-18 16:00:00+00:0017.855206530567656713.8743688605847195True
772024-07-19 06:45:00+00:0017GBP_AUDLONG1.930021.92812898915329731.93148202169340541.93148202169340541.9314820216934054473729.284ASIAN2.00.000881010846702649128.1819672476633541.734246528921061.93028416540498981.92906627239576976.976663560114282False-0.0001483659729302860532.11496934901132-5.6416540498971380.01904761904773988764bb_rejection_long1.9314820216934054TP32024-07-19 07:30:00+00:0014.620217242673347692.60249878152345True
782024-07-21 21:45:00+00:0017GBP_AUDLONG1.931621.92823810587505241.9333637882498951.9333637882498951.933363788249895266937.173NY2.00.001021894124947615626.45072389671000253.226322349055071.93084139120341461.9298220220262615.597731953261853False-0.0001179113721005134155.166261151661414.7860879658534470.22594142259412517216bb_rejection_long1.933363788249895TP32024-07-22 01:45:00+00:0017.437883152209775465.48191794415567240True
792024-07-30 14:30:00+00:0017GBP_AUDLONG1.962141.96037257677779491.96423484644441041.96423484644441041.9642348464444104513407.344OVERLAP2.00.00116742322220521129.535323213410240.939376603049341.96305535731484261.9627208118918038-16.031704390291335False-0.000335110960253749711.272840995136903-11.55357314842620.13414634146335686141bb_rejection_long1.9603725767777949SL2024-07-30 21:15:00+00:00-17.674232222051334-907.4080551665666405False
802024-07-31 18:45:00+00:0017GBP_AUDLONG1.964381.96053323971426121.9677935205714781.9677935205714781.967793520571478233530.013NY2.00.001856760285738972228.07119977314067741.329010640501441.9681971649673051.9669143266290643-47.46270864411706False0.0001793343493680841233.09162924805315-41.1716496730485350.33727810650885787182bb_rejection_long1.967793520571478TP32024-08-01 02:00:00+00:0034.135207176485665797.159527327677435True
812024-08-08 00:45:00+00:0017GBP_AUDSHORT1.945041.94961871149428961.9420225770114211.9420225770114211.942022577011421197939.03ASIAN2.00.00165871149428957727.54260770339964650.1645790934718651.94408970349491451.94777350501321444.28983599161773False-0.0002873557268347592549.96527777777933512.5029650508556860.2588235294117739403bb_rejection_short1.942022577011421TP32024-08-08 01:15:00+00:0030.17423141021164597.265719110588230True
822024-08-11 22:15:00+00:0017GBP_AUDSHORT1.94111000000000011.94300467610069561.93934064779860861.93934064779860861.9393406477986086481495.614NY2.00.001034676100695698718.63294490978709657.938206311125181.9394264767747551.939018813304072224.797000585596862False-5.225402524763217e-0570.3406313957940619.8352322524497640.2891566265060853226bb_rejection_short1.9393406477986086TP32024-08-11 23:00:00+00:0017.693522381385225851.935335207373145True
832024-08-12 14:45:00+00:0017GBP_AUDSHORT1.936121.93866775565170051.93358448869659871.93358448869659871.9335844886965987361415.184OVERLAP2.00.001387755651700647523.0403580927284955.9375268421744351.93608059428713371.93785308960791715.152210991888904False0.0002845960947465596365.824088852847132.79405712866331870.19999999999997534140bb_rejection_short1.9386677556517005SL2024-08-12 15:15:00+00:00-25.47755651700401-920.797567455317730False
842024-08-13 13:15:00+00:0017GBP_AUDSHORT1.939871.9420386898710281.9368726202579441.9368726202579441.936872620257944420341.154OVERLAP2.00.001618689871027990617.4108679576300257.49034230718331.93849039386774221.93812712877677715.552899405761877False0.000186662324075081265.8989166442823816.196061322577560.19841269841275855131bb_rejection_short1.936872620257944TP32024-08-13 21:00:00+00:0029.9737981336420171259.922077736294465True
852024-08-20 00:45:00+00:0017GBP_AUDSHORT1.93013000000000011.9317874249462441.9286751501075121.9286751501075121.928675150107512557605.233ASIAN2.00.00087742494624405528.69410191924120655.5687773163136851.93108758260523471.9362872806281715-27.50773184452937False0.000305975230130923188.76909440575203-6.5758260523463010.2872340425532015601bb_rejection_short1.928675150107512TP32024-08-20 01:30:00+00:0014.548499185792677811.231923464873845True
862024-08-20 01:30:00+00:0017GBP_AUDSHORT1.929361.93166052208706221.9275989558258761.9275989558258761.927598955825876405256.334ASIAN2.00.001030522087062021724.29587561259033348.0676076501584361.9309325667045351.9360930899487723-32.18598845667664False0.0002180325419391355545.49268361079695-12.7256670453501640.0572687224669444111bb_rejection_short1.9316605220870622SL2024-08-20 02:15:00+00:00-23.005220870622175-932.301138086774945False
872024-08-20 02:30:00+00:0017GBP_AUDSHORT1.931241.93387696926615421.92932606146769171.92932606146769171.9293260614676917350014.753ASIAN2.00.001106969266154150827.07856469876226463.108222135133441.93092271134455151.9358872193191332-12.17052409157704False0.000330345483958214477.066060042251826.1728865544852240.0479452054794614321bb_rejection_short1.93175TIME2024-08-20 10:30:00+00:00-5.1000000000001044-178.50752250000366480False
882024-08-20 13:45:00+00:0017GBP_AUDSHORT1.932221.93451857999176611.93006284001646771.93006284001646771.9300628400164677400766.153OVERLAP2.00.001198579991766213622.7722273832675453.781201873524921.93171685870272071.93442150322101953.738853732688785False8.872633565419944e-0555.080394347032297.4314129727937050.23529411764707162131bb_rejection_short1.9300628400164677TP32024-08-20 21:15:00+00:0021.571600373582893864.5167231059378450True
892024-08-21 01:30:00+00:0017GBP_AUDSHORT1.930961.93343763868274031.92948472263451931.92948472263451931.9294847226345193375292.13ASIAN2.00.000887638682740284124.3271559832573248.6148916632624261.9315287628348511.9333770606849094-7.052393331921092False1.8299258195799968e-0563.65853658536442-2.6876283485099960.333333333333286812bb_rejection_short1.93218TIME2024-08-21 09:30:00+00:00-12.199999999999989-457.85636199999954480False
902024-08-26 14:00:00+00:0017GBP_AUDLONG1.946031.94424837134169831.94787325731660351.94787325731660351.9478732573166035519333.622OVERLAP2.00.001041628658301773328.06504679132918839.209054943708841.94716868251478341.9465020723963176-15.175996604066544False-0.000279073522810580713.558420267496794-13.786825147834580.39175257731935165140bb_rejection_long1.9478732573166035TP32024-08-26 14:45:00+00:0018.43257352096359957.265513255816845True
912024-08-30 00:00:00+00:0017GBP_AUDSHORT1.936621.93863942922881321.93510114154237361.93510114154237361.9351011415423736462919.085ASIAN2.00.000909429228813219.36653640957053253.681858614418131.93694146607045851.94133403542909365.886442441094264False8.479446933788186e-0577.05160362257105-0.21466070458497910.1287878787878826104bb_rejection_short1.9351011415423736TP32024-08-30 03:15:00+00:0015.188584904369012703.1085750432392195True
922024-08-30 07:45:00+00:0017GBP_AUDSHORT1.936981.93885722347494861.93528555305010251.93528555305010251.9352855530501025501732.172ASIAN2.00.00099722347494872128.21758419769817660.3830834755698551.93630067397464071.9399282466800879.591786145712877False0.0002637281180044670663.1135370265812069.7932602535921730.2285714285716823374bb_rejection_short1.9388572234749486SL2024-08-30 11:45:00+00:00-18.77223474948675-941.8634076609393240False
932024-09-03 00:00:00+00:0017GBP_AUDSHORT1.935141.93716141949945461.9341171610010911.9341171610010911.934117161001091461282.174ASIAN2.00.000661419499454532517.85918360843647.353771060515161.93603970336703111.9379244186456188-16.33826097000357False9.299958555069794e-0529.024362477232724-5.9970336703107920.352459016393321801bb_rejection_short1.9371614194994546SL2024-09-03 01:30:00+00:00-20.214194994545576-932.444773188712190False
942024-09-04 06:45:00+00:0017GBP_AUDLONG1.953551.95171314552305561.95600370895388841.95600370895388841.9560037089538884502554.953ASIAN2.00.001376854476944244821.96351988925365740.396417651072441.9541758534694671.947346727675027622.786186993368762False-0.000485591490900623654.3732443820225635-9.2585346946716380.1428571428570295862bb_rejection_long1.9560037089538884TP32024-09-04 07:30:00+00:0024.5370900271321231233.123605173088445True
952024-09-05 13:30:00+00:0017GBP_AUDLONG1.956041.95345345064254251.95819309871491521.95819309871491521.9581930987149152361660.043OVERLAP2.00.001196549357457572523.81496183849095546.260892579354411.95602528632742541.9530374403923338-6.394070117201611False-0.000238076711403622730.363939314214132-2.25286327425466840.3355704697986227133bb_rejection_long1.9534534506425425SL2024-09-05 21:00:00+00:00-25.865493574575016-935.4515440800543450False
962024-09-09 01:30:00+00:0017GBP_AUDLONG1.965391.96288324301705221.96788351396589571.96788351396589571.9678835139658957369440.293ASIAN2.00.001396756982947853227.99268133510562337.2540665468131.96602626391735361.959766117525668226.221092256013545False-0.0005733843630920939.922506733484097-9.3626391735357470.2761194029850820310bb_rejection_long1.96602TIME2024-09-09 09:30:00+00:006.300000000001304232.74738270004818480True
972024-09-09 14:15:00+00:0017GBP_AUDLONG1.963611.9615243776172191.96590124476556171.96590124476556171.9659012447655617445154.654OVERLAP2.00.001265622382780869427.06625027190188236.205090224373751.96574453286324971.962105053767191-25.03793430083112False-0.000315866120664762139.714757131070686-23.7453286324962320.13953488372098227140bb_rejection_long1.9659012447655617TP32024-09-09 15:00:00+00:0022.9124481703239841019.958284590371545True
982024-09-13 00:00:00+00:0017GBP_AUDSHORT1.95213000000000011.95379558764542051.95055882470915921.95055882470915921.9505588247091592563539.35ASIAN2.00.000935587645420419515.40119334823708654.737296088278421.95220237661297461.9558003897610468-7.944400149024755False0.000166610906058124662.2975789642528642.27623387025532860.01086956521722078204bb_rejection_short1.9537955876454205SL2024-09-13 00:45:00+00:00-16.655876454203522-938.624095788833545False
992024-09-18 07:45:00+00:0017GBP_AUDSHORT1.946681.95020147430328251.9444970513934351.9444970513934351.944497051393435263877.513ASIAN2.00.001241474303282497422.71289555246056649.028218579925811.94755632475315581.9516919674540576-34.59943024624046False-2.340163601561695e-0647.34839267441163-5.7632475315583240.2727272727272630572bb_rejection_short1.9502014743032825SL2024-09-18 12:45:00+00:00-35.214743032825346-929.2378706791801300False
1002024-09-20 01:30:00+00:0017GBP_AUDSHORT1.951291.953029655941621.94959068811675971.94959068811675971.9495906881167597528808.863ASIAN2.00.00099965594162008129.47543901832002466.81746689734361.94871133709887651.948734647823863452.435735662379464False0.000133461976907097580.0152328117578328.7866290112348540.212962962963130514bb_rejection_short1.9495906881167597TP32024-09-20 02:15:00+00:0016.993119153749486898.611196753843245True
1012024-09-23 00:00:00+00:0017GBP_AUDLONG1.955021.95291508602133871.95676982795732251.95676982795732251.9567698279573225441315.73ASIAN2.00.00102491397866123424.66139047004001544.518583720382721.95480730926559151.95182705031695263.7072441623342556False-0.0001992868726844574811.40275721035281-0.87309265591528630.1020408163265213600bb_rejection_long1.9529150860213387SL2024-09-23 01:00:00+00:00-21.049139786613047-928.931585932698860False
1022024-09-23 14:30:00+00:0017GBP_AUDSHORT1.949521.95160218131498351.94737563737003281.94737563737003281.9473756373700328441672.525OVERLAP2.00.00119218131498360115.98334059878570755.309534050826161.94975374603045131.950863711858451511.382329963196547False0.0002418598215212933880.224676704703940.062539695486751870.08888888888898758140bb_rejection_short1.9516021813149835SL2024-09-23 17:00:00+00:00-20.821813149836107-919.6422684857253150False
1032024-09-25 06:00:00+00:0017GBP_AUDSHORT1.948731.95126778147823821.94625443704352371.94625443704352371.9462544370435237358756.64ASIAN2.00.001387781478238110217.3024260770920458.437030738932871.94732735104504131.94908078764351432.9184982009233806False9.955644955805527e-0582.5073793830297717.026489549587520.1875000000000578162bb_rejection_short1.9462544370435237TP32024-09-25 07:00:00+00:0024.755630254802988888.124574107025360True
1042024-10-01 00:30:00+00:0017GBP_AUDSHORT1.934521.93618708268464261.93284583463071471.93284583463071471.9328458346307147551458.614ASIAN2.00.00098708268464264528.9364539925173360.454635315994381.93364206858226241.936662903522054814.340938715371454False7.639950217880066e-0571.8395390070914911.7793141773758770.01587301587311657301bb_rejection_short1.9328458346307147TP32024-10-01 01:30:00+00:0016.741653996441876923.232924197878360True
1052024-10-03 00:30:00+00:0017GBP_AUDSHORT1.92742000000000011.92915914650903251.92572170698193521.92572170698193521.9257217069819352533916.733ASIAN2.00.000999146509032444519.38204463193891859.304322832950421.9266290441955231.928599798768176913.996837927434669False0.0001008043644500989478.8753178540179210.9095580447715610.342465753424411703bb_rejection_short1.9291591465090325SL2024-10-03 01:30:00+00:00-17.391465090323965-928.559417093492660False
1062024-10-04 03:00:00+00:0017GBP_AUDSHORT1.91691000000000011.91930838939791641.91507322120416721.91507322120416721.9150732212041672383287.983ASIAN2.00.001068389397916373815.09474119074895250.137736465163881.91732262677748851.92167260418002812.038965597576112False8.302488788797004e-0648.25269197739245-1.12626777488467060.285714285714142634bb_rejection_short1.9193083893979164SL2024-10-04 06:15:00+00:00-23.983893979162563-919.273827580738195False
1072024-10-07 06:30:00+00:0017GBP_AUDSHORT1.928551.93098289193194541.92666421613610921.92666421613610921.9266642161361092374073.785ASIAN2.00.001092891931945353516.4340985072510853.640931154694491.9282611570641711.925297749107448617.654370246182882False7.921184288193524e-0568.079274720636865.8884293582894820.02272727272724978860bb_rejection_short1.9266642161361092TP32024-10-07 09:15:00+00:0018.857839143029057705.422317086484165True
1082024-10-10 01:45:00+00:0017GBP_AUDLONG1.94496999999999991.94261851627166431.9468929674566711.9468929674566711.946892967456671390024.13ASIAN2.00.001111483728335616625.4847493987989943.852811609718791.94518472291754051.942178407924443-5.123668703972406False-0.000120599912765838431.507215519773087-5.14722917540622050.3071428571427925513bb_rejection_long1.9426185162716643SL2024-10-10 02:30:00+00:00-23.514837283356016-917.135324808737445False
1092024-10-10 02:45:00+00:0017GBP_AUDLONG1.943471.94138089190011991.94564821619976011.94564821619976011.9456482161997601434617.994ASIAN2.00.001239108099880079328.7658543632090136.054593674049171.94498896760639651.9422454544687375-19.287720689145083False-0.0002405333432992182320.436507936506025-18.1896760639643770.1153846153847385623bb_rejection_long1.9413808919001199SL2024-10-10 04:00:00+00:00-20.89108099880166-907.963963262636975False
1102024-10-11 12:30:00+00:0017GBP_AUDLONG1.940361.93599730240749011.942805395185021.942805395185021.94280539518502206038.654LONDON2.00.001342697592509967626.6801799780296256.27048266771821.93860544504874891.93982757855488665.960251818790674False-9.940214163660366e-0547.65476056024629515.1455495125119020.1850649350649236124bb_rejection_long1.9359973024074901SL2024-10-11 15:15:00+00:00-43.626975925099565-898.8843223190015165False
1112024-10-21 01:15:00+00:0017GBP_AUDLONG1.94330999999999991.94123158871543261.94506682256913481.94506682256913481.9450668225691348428161.44ASIAN2.00.001028411284567467622.37927471649082638.499998149631351.94428583630897571.9440529347647302-9.343274086137665False-0.000149999250849018327.735879332476102-12.758363089757640.05343511450383102410bb_rejection_long1.9412315887154326SL2024-10-21 01:30:00+00:00-20.784112845673164-889.895485376140615False
1122024-10-21 19:45:00+00:0017GBP_AUDLONG1.950171.94806510772246551.95175978455506871.95175978455506871.9517597845550687418547.083NY2.00.000944892277534337524.85325941185965355.343204535807581.94830855617394221.945869332096945318.16102172222056False-8.451255500848971e-0549.60680751173800515.614438260578290.15306122448989534190bb_rejection_long1.9517597845550687TP32024-10-22 00:15:00+00:0015.89784593052162665.3996992509708270True
1132024-11-04 03:15:00+00:0017GBP_AUDLONG1.96421.9611888255786531.96718234884269451.96718234884269451.9671823488426945294785.494ASIAN2.00.001641174421347253317.25165865213278641.867392709710471.96632213662354061.9675521454614666-42.02012171819147False8.786696144819583e-0537.00964388907674-24.2213662354062720.1570247933883660630bb_rejection_long1.9671823488426945TP32024-11-04 06:15:00+00:0029.823489438646856879.1531947681339180True
1142024-11-05 03:30:00+00:0017GBP_AUDLONG1.96601999999999991.96262206060590061.96805587878819831.96805587878819831.9680558787881983263819.323ASIAN2.00.001167939394099246323.05504514817770544.5569327010494051.96627037663855541.966696744544264-1.6817313572925485False-0.0001107304697999966164.21006529702277-5.5037663855550530.2292358803986100631bb_rejection_long1.9626220606059006SL2024-11-05 07:00:00+00:00-33.97939394099269-896.4420603524813210False
1152024-11-05 23:45:00+00:0017GBP_AUDSHORT1.963441.96606394750583211.96113210498833571.96113210498833571.9611321049883357338222.333NY2.00.001303947505832144620.78017652522209654.209162129084921.96284051843921811.964310150877557322.42269273827313False9.682666519976642e-0651.572715367614348.9948156078190070.24309392265191948231bb_rejection_short1.9660639475058321SL2024-11-06 00:30:00+00:00-26.23947505832058-887.477639220207445False
1162024-11-08 01:15:00+00:0017GBP_AUDSHORT1.945781.94850709990173021.94366580019653971.94366580019653971.9436658001965397322174.83ASIAN2.00.001207099901730195825.9827731964651856.6425448676634741.94594257154500271.9530562779588079-2.802960796837173False0.0002816779113401531775.724460724458751.3742845499731260.382812499999921414bb_rejection_short1.9485070999017302SL2024-11-08 02:00:00+00:00-27.270999017301452-878.602865419929245False
1172024-11-08 08:15:00+00:0017GBP_AUDSHORT1.950571.95296618391328811.94773763217342371.94773763217342371.9477376321734237363000.863LONDON2.00.001536183913288157127.41644118868728759.737007308892231.94817882747140961.9520855822028964-0.2830741728576669False2.6570015835431122e-0546.39285834937927426.311725285903530.291390728476837784bb_rejection_short1.9529661839132881SL2024-11-08 11:00:00+00:00-23.96183913288219-869.816821241789165False
1182024-11-11 14:45:00+00:0017GBP_AUDSHORT1.957961.9606732369324171.95571352613516611.95571352613516611.9557135261351661317376.873OVERLAP2.00.00124323693241686727.45646214703396452.364908584354641.95823018998832191.95675709983596650.6659978213696682False0.0002009336107974967668.77395271702305-0.30189988321938090.30281690140856304140bb_rejection_short1.9557135261351661TP32024-11-11 22:00:00+00:0022.464739356163193712.9788662224889435True
1192024-11-13 07:00:00+00:0017GBP_AUDSHORT1.951861.95375271716458171.95001456567083651.95001456567083651.9500145656708365458731.224ASIAN2.00.001072717164581673529.35781982526090862.232219534738651.9513999287403151.9543580803267817-16.335165300285226False0.00029873259476660991.089976375956177.6007125968491350.163522012578712172bb_rejection_short1.9537527171645817SL2024-11-13 08:30:00+00:00-18.92717164581725-868.248454023515690False
1202024-11-19 00:45:00+00:0017GBP_AUDSHORT1.94894000000000011.95076730851153871.94738538297692281.94738538297692281.9473853829769228470400.024ASIAN2.00.000927308511538712318.4198829884069955.289487216754511.94951979808226941.953275688107454-24.80801008465816False0.000294781287489214180.65317471169668-2.79798082269300250.3301886792451229601bb_rejection_short1.9473853829769228TP32024-11-19 01:45:00+00:0015.546170561261833731.291894294097860True
1212024-11-22 15:45:00+00:0017GBP_AUDSHORT1.928451.93075268696806331.92550462606387331.92550462606387331.9255046260638733376464.063OVERLAP2.00.001592686968063393823.63920649353194457.967438741909521.92872103180725651.93538940316062710.16016439447931False0.000729146135979587690.9755809838389-0.310318072564985670.1086956521739865154bb_rejection_short1.9255046260638733TP32024-11-24 22:00:00+00:0029.453740143645571108.82745966617953255True
1222024-11-25 15:00:00+00:0017GBP_AUDSHORT1.932281.93430484429613611.93019031140772771.93019031140772771.9301903114077277433597.374OVERLAP2.00.001164844296136125117.5820206238659157.567213202673551.9308148338679211.93189646433962911.497862460472241False6.708150676392084e-0569.6091954023013517.05166132079050.05882352941171348150bb_rejection_short1.9301903114077277TP32024-11-25 15:45:00+00:0020.89688640466538906.083498625166545True
1232024-11-26 09:00:00+00:0017GBP_AUDSHORT1.936361.93959680331806951.9337463933638611.9337463933638611.933746393363861274044.453LONDON2.00.00142680331806956329.6389089018916957.758876048576691.9347278338485741.93325644782649970.6523272183645012False0.0002790977588289994355.2554112554140718.7216615142604680.289940828402300891bb_rejection_short1.9395968033180695SL2024-11-26 12:45:00+00:00-32.36803318069414-887.0279850585077225False
1242024-12-17 14:00:00+00:0017GBP_AUDLONG2.000521.99787893862042372.0029221227591532.0029221227591532.002922122759153332501.823OVERLAP2.00.00132106137957641626.81021129457054351.4082096019996651.9981938806169941.9925014385712716-4.774708251549242False-0.00038847361096978213.53963513665344520.8611938300595770.3944954128441638141bb_rejection_long2.002922122759153TP32024-12-17 16:45:00+00:0024.02122831396978798.7102133030484165True
1252024-12-20 06:15:00+00:0017GBP_AUDLONG2.00379000000000042.0007689696428582.0064920607142852.0064920607142852.006492060714285293325.363ASIAN2.00.001501030357142344822.1229732217272143.267030718234562.0059650624317012.009234869296955-78.68499395458528False-0.0001849919174759506237.56217761528748-24.750624317007030.1172413793105222564bb_rejection_long2.000768969642858SL2024-12-20 08:00:00+00:00-30.210303571425175-886.1448170797576105False
1262024-12-30 14:30:00+00:0017GBP_AUDLONG2.01873999999999982.01640849068325162.0209830186334972.0209830186334972.020983018633497376272.733OVERLAP2.00.001241509316748630628.11738827046863847.6763813172136962.01872667404798722.0169171909443486-6.74649709667019False-0.0002043761619268822613.191256852610787-2.2667404798726310.29801324503306975140bb_rejection_long2.0164084906832516SL2024-12-30 15:30:00+00:00-23.315093167481926-877.283375633277260False
1272024-12-31 01:45:00+00:0017GBP_AUDLONG2.016282.01400632064647442.01824735870705132.01824735870705132.0182473587070513381984.613ASIAN2.00.001133679353525635325.2097735760849844.590293576840572.0167256064048952.0165933149343873-10.561424557447019False-0.000162843984713539320.26893690083864-7.4560640489496070.270000000000022211bb_rejection_long2.0182473587070513TP32024-12-31 02:45:00+00:0019.673587585548372751.500768116653760True