Files
fx-quant/results/phase1/S17_GBP_AUD_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

110 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 00:45:00+00:0017GBP_AUDSHORT1.755151.7580556034829471.7527187930341061.7527187930341061.752718793034106344162.583ASIAN2.00.00136560348294697723.15707765823304247.641851121787911.75706780341396131.762911363244102-38.87602170945969False0.0002021579677362255366.56098681414929-16.1780341396133840.2502bb_rejection_short1.752718793034106TP32021-01-06 04:15:00+00:0024.312070365352852836.7304862081381210True
32021-01-06 19:45:00+00:0017GBP_AUDSHORT1.745551.74897563263425071.74285873473149851.74285873473149851.7428587347314985294359.442NY2.00.001495632634250709222.8884704657720449.2471153803494561.7471996847538291.755159130750292-6.073650477387282False0.0002640736346227821560.83259061199838-13.4968475382901690.3988439306358819192bb_rejection_short1.7428587347314985TP32021-01-06 21:30:00+00:0026.912653599292423792.1993642401702105True
42021-01-18 07:15:00+00:0017GBP_AUDLONG1.76424999999999991.76159220181475161.76614559637049681.76614559637049681.7661455963704968382380.162ASIAN2.00.001097798185248466423.1131975978253845.472290025978871.76407000903346021.76217625922138833.9602423620799243False-0.0001740403165383658717.68885834852855-1.2000903346032210.3049645390070620570bb_rejection_long1.7661455963704968TP32021-01-18 10:30:00+00:0018.955964200705726724.8384624020127195True
52021-01-19 07:45:00+00:0017GBP_AUDLONG1.76312999999999991.7612482052181761.76495358956364811.76495358956364811.7649535895636481543915.683ASIAN2.00.001061794781824102925.8867739642839637.692846188322481.764995175014881.7643512822123835-26.87930090137458False-4.1606761440946775e-0519.494899758057233-21.6517501488011630.1324503311258219771bb_rejection_long1.7649535895636481TP32021-01-19 08:45:00+00:0018.23589597175317991.878975788538860True
62021-01-25 09:15:00+00:0017GBP_AUDLONG1.771051.76897948914290541.77311102171418921.77311102171418921.7731110217141892499131.154LONDON2.00.001150510857094581724.0273507158125442.678882797476531.77187077995029661.7701285101638298-9.015492541173398False-5.7441939937436e-0521.007804063002716-10.6077995029663090.04385964912290269690bb_rejection_long1.7689794891429054SL2021-01-25 09:30:00+00:00-20.70510857094643-1033.456465189134915False
72021-01-25 09:30:00+00:0017GBP_AUDLONG1.771391.76721595420412641.7736980915917471.7736980915917471.773698091591747245115.163LONDON2.00.001274045795873539729.69143438023489545.4489935796574761.77184251406989281.7701386742418017-3.706177526356935False-6.975425317795383e-0530.009340161312867-6.9251406989279120.152777777777776790bb_rejection_long1.773698091591747TP32021-01-25 15:45:00+00:0023.080916859106114565.7482628866493375True
82021-01-27 00:30:00+00:0017GBP_AUDLONG1.772931.76988226832432121.77468546335135761.77468546335135761.7746854633513576337555.764ASIAN2.00.001027731675678822423.16794975673855849.516859346009571.77278768578554511.7723537247366556-1.1169797331755937False-2.5918143417402728e-0542.43789243788868-1.57685785545202960.0461538461538041102bb_rejection_long1.7746854633513576TP32021-01-27 02:45:00+00:0017.554634033628144592.5667832743214135True
92021-01-28 14:00:00+00:0017GBP_AUDLONG1.791611.7881150512121551.79479989757568981.79479989757568981.7947998975756898296057.294OVERLAP2.00.001714948787844907829.74944800817494839.731478443004771.79234660838486341.7841309445638187-25.24728205419935False-0.000578339169312101811.296505781799718-9.7660838486346440.15151515151514472143bb_rejection_long1.788115051212155SL2021-01-28 15:15:00+00:00-34.94948787844842-1034.70506681812975False
102021-02-04 23:00:00+00:0017GBP_AUDLONG1.798261.7959958285832751.80028834283345061.80028834283345061.8002883428334506452420.73NY2.00.001164171416725279823.0887698530616252.408461370183431.79562532430754061.79215256289881963.62684984948075False-0.0004103803874599342740.3718459495370723.346756924593760.3125233bb_rejection_long1.8002883428334506TP32021-02-05 00:45:00+00:0020.283428782837706917.6643048331584105True
112021-02-08 08:15:00+00:0017GBP_AUDSHORT1.788631.7909263868145791.78713722637084181.78713722637084181.7871372263708418450069.934LONDON2.00.00086638681457910429.22467001919049447.3833166746949251.78974980919478721.7924671306738562-2.671181710558468False8.636780889691002e-0551.079186951490954-8.798091947872510.1111111111111976780bb_rejection_short1.7871372263708418TP32021-02-08 12:00:00+00:0014.927736623257104671.8525377087761225True
122021-02-22 09:30:00+00:0017GBP_AUDSHORT1.78051999999999991.78274815577859981.77822368844281.77822368844281.7782236884428466867.352LONDON2.00.001268155778599918926.8016864405171560.0900666352620761.77997440361192851.78541766466546949.220331147281602False0.000253253849726573889.387899004689767.8559638807140790.2803738317759026490bb_rejection_short1.7782236884428TP32021-02-22 11:45:00+00:0022.9631160638541731072.0729144474028135True
132021-02-25 14:30:00+00:0017GBP_AUDSHORT1.775231.77810098071353681.77200803857292641.77200803857292641.7720080385729264366067.914OVERLAP2.00.001730980713536821928.5148216006688861.660076765173361.77327807561342231.778059874499721137.53700683478911False0.0006648489823168389.3009688449527621.9192438657778150.02097902097900252143bb_rejection_short1.7781009807135368SL2021-02-25 15:30:00+00:00-28.709807135367523-1050.973909454707660False
142021-02-26 00:30:00+00:0017GBP_AUDSHORT1.780361.78500979546290321.77674040907419341.77674040907419341.7767404090741934223765.584ASIAN2.00.00195979546290323128.38265404058025360.699293585750851.77741640687489081.777994377350572254.52928962359049False2.8502107897536736e-0565.3766611671807132.435931251091340.081180811808158604bb_rejection_short1.7850097954629032SL2021-02-26 04:30:00+00:00-46.49795462903228-1040.4641786379093240False
152021-03-05 15:15:00+00:0017GBP_AUDLONG1.798711.7947951824725071.8030996350549861.8030996350549861.803099635054986263118.144OVERLAP2.00.002314817527492997522.19821664260277739.6822381046239561.80064942675541121.796428345498241-27.882473797231633False-0.000444057365389338726.169608472389267-21.7942675541116240.08949416342410736154bb_rejection_long1.803099635054986TP32021-03-05 15:45:00+00:0043.8963522181724241154.992654843040330True
162021-03-08 05:00:00+00:0017GBP_AUDLONG1.795921.79232552855674831.79850894288650331.79850894288650331.7985089428865033289780.982ASIAN2.00.001444471443251685328.86777594577293742.466199442966411.79771411990298541.797198024371721-47.29673389490152False6.375657000680683e-0558.962879009606496-20.9411990298535860.280612244897990450bb_rejection_long1.7985089428865033TP32021-03-08 07:30:00+00:0025.889429758447207750.2264327043995150True
172021-03-16 13:45:00+00:0017GBP_AUDSHORT1.792331.79584198300710021.78940603398579981.78940603398579981.7894060339857998298723.463OVERLAP2.00.001581983007100128829.76330521857913859.683621488338871.79081542910720631.79346423558111518.506126383388555False0.000352041072347818584.2118155820618517.5457089279373870.3110047846890252131bb_rejection_short1.79431TIME2021-03-16 21:45:00+00:00-19.800000000000928-591.4724508000278480False
182021-03-25 09:00:00+00:0017GBP_AUDLONG1.800391.79844761437578951.80273477124842071.80273477124842071.8027347712484207537069.973LONDON2.00.00129238562421041123.14635222012092441.140708000401461.80180358880052351.800344786018785-13.527326924795968False-0.000192066598220468615.979182139591641-16.5358880052357550.183673469387560993bb_rejection_long1.8027347712484207TP32021-03-25 09:30:00+00:0023.4477129207938761259.30624749393830True
192021-03-26 02:15:00+00:0017GBP_AUDLONG1.809221.80696211069128591.81119577861742841.81119577861742841.8111957786174284467600.453ASIAN2.00.001137889308714130928.84053855434099536.092533206504391.80972611893763011.804909150645444210.204944756375678False-0.000247790117485233315.548992882023127-8.0611893763005150.01941747572828510624bb_rejection_long1.8069621106912859SL2021-03-26 04:45:00+00:00-22.578893087141783-1055.7900568049388150False
202021-03-31 14:15:00+00:0017GBP_AUDLONG1.80862000000000011.80513167002968041.81115665994063881.81115665994063881.8111566599406388299636.845OVERLAP2.00.001388329970319349815.5400489716999249.823041975364851.80781253173796191.8060843219589289-2.6455218998688856False-0.0001334625533726297230.0327200273574675.6746826203823990.12019230769234311142bb_rejection_long1.8111566599406388TP32021-03-31 14:45:00+00:0025.36660025296487760.076794134159530True
212021-04-02 18:45:00+00:0017GBP_AUDLONG1.817941.81518102443059351.8205379511388131.8205379511388131.820537951138813381602.844NY2.00.001448975569406529711.94205507333607553.031815543660841.81691996127290681.81543979720736954.128420561131385False-4.8344410476114765e-0544.095907345957137.2003872709314190.27083333333323695184bb_rejection_long1.8151810244305935SL2021-04-02 20:30:00+00:00-27.589755694064078-1052.8329127761024105False
222021-04-06 08:15:00+00:0017GBP_AUDLONG1.817181.8152282114921241.81942357701575191.81942357701575191.8194235770157519534025.383LONDON2.00.00124178850787595622.50598466486572541.589531866043781.81790208101466821.8168978733392722-2.107827469624013False-0.000285344358006511423.50193799144725-9.6208101466821460.01470588235287394981bb_rejection_long1.815228211492124SL2021-04-06 09:30:00+00:00-19.517885078759182-1042.304599598070175False
232021-04-07 02:30:00+00:0017GBP_AUDSHORT1.804911.80654486976588461.80322026046823061.80322026046823061.8032202604682306631170.493ASIAN2.00.000994869765884662119.90931395697274655.376270046068461.80590758360938831.8118063234934985-50.0498895200141False0.000279264501688015294.02808422511463-6.9758360938831920.2413793103448979822bb_rejection_short1.8065448697658846SL2021-04-07 03:00:00+00:00-16.348697658845612-1031.881551219543830False
242021-04-13 12:30:00+00:0017GBP_AUDSHORT1.803981.80967244807651361.80095510384697271.80095510384697271.8009551038469727179459.33LONDON2.00.00163244807651358323.5806791609998242.338371413794681.80535974716824591.8032596069067255-11.41803825413179False-7.855566618576238e-0549.60465935935997-11.3974716824594150.3310344827586397121bb_rejection_short1.8009551038469727TP32021-04-13 13:00:00+00:0030.248963215833665542.845776443925830True
252021-04-18 23:00:00+00:0017GBP_AUDSHORT1.790121.79212493453208151.7883501309358371.7883501309358371.788350130935837512231.783NY2.00.001034934532081437428.54274527623077566.755340111634061.7865920800298061.78421915596535877.04208186910755False-8.719193899650699e-0582.6143564363134438.279199701938270.2637362637362932236bb_rejection_short1.788350130935837TP32021-04-19 02:15:00+00:0017.69869098715101906.583198801832195True
262021-04-21 13:15:00+00:0017GBP_AUDLONG1.802361.79934719406639031.80480561186721931.80480561186721931.8048056118672193343884.422OVERLAP2.00.001342805933609655220.25929188786998540.2624651095732351.80380873845701341.7999609611423384-16.859270972819917False-0.0001253409567872748921.51456455644386-16.88738457013450.23809523809519403132bb_rejection_long1.7993471940663903SL2021-04-21 14:15:00+00:00-30.128059336096413-1036.0570210519160False
272021-04-22 17:15:00+00:0017GBP_AUDSHORT1.793141.79731923481219021.79006153037561951.79006153037561951.7900615303756195245426.852NY2.00.001689234812190215725.30510636522943550.254120355134651.79429806354209181.796980337057304-1.461852032540456False0.0002515593593328407753.98558460707428-8.5806354209183590.3320312499999915173bb_rejection_short1.7973192348121902SL2021-04-22 18:00:00+00:00-41.792348121902904-1025.696435366204745False
282021-04-26 06:15:00+00:0017GBP_AUDSHORT1.788771.79022288458937171.78722423082125631.78722423082125631.7872242308212563698912.74ASIAN2.00.000922884589371875123.1659110886519553.275708239255371.78938537366801741.7925207385253497-18.58243104752688False0.0001779845276279841276.07878186030949-3.15373668017482340.1000000000002960660bb_rejection_short1.7902228845893717SL2021-04-26 06:30:00+00:00-14.52884589371761-1015.439491146208915False
292021-04-27 07:00:00+00:0017GBP_AUDSHORT1.782291.78475154371325551.78072691257348881.78072691257348881.7807269125734888408396.24ASIAN2.00.000931543713255599822.40678232211803752.6196416605262841.78240620046296171.7862722615251543-1.2563956106070862False-1.4088805191625917e-0571.119860918075791.8379953703817620.0751879699249676871bb_rejection_short1.7847515437132555SL2021-04-27 08:00:00+00:00-24.61543713255576-1005.285098627466960False
302021-05-05 13:00:00+00:0017GBP_AUDLONG1.797531.79527682818191781.79973634363616441.79973634363616441.7997363436361644441702.774OVERLAP2.00.001223171818082202619.24378481784913239.965804359078481.798965665096441.7972723020335042-11.419271835906297False-0.000111547262144243239.50467505067781-16.7566509644001550.13793103448289062132bb_rejection_long1.7952768281819178SL2021-05-05 14:30:00+00:00-22.53171818082267-995.232233332873490False
312021-05-11 02:30:00+00:0017GBP_AUDLONG1.80159999999999991.79969696488706131.8035860702258771.8035860702258771.803586070225877517741.324ASIAN2.00.00114303511293859521.79215310990330745.069500493485421.80020401483015611.793760437714989252.42671306895596False-0.000390199718389418411.15473718098249910.9598516984377170.0270270270269053821bb_rejection_long1.803586070225877TP32021-05-11 04:15:00+00:0019.860702642374371028.2706402190395105True
322021-05-14 06:00:00+00:0017GBP_AUDLONG1.816871.81533591668910791.8183581666217841.8183581666217841.818358166621784648962.554ASIAN2.00.000894083310892030225.03826044093283839.464108522598371.81783337535314131.8155218825543076-16.910492545767486False-0.0001991365993913064310.39440765268556-12.6337535314124950.1450381679388730964bb_rejection_long1.818358166621784TP32021-05-14 07:30:00+00:0014.88166644715553965.764420579549490True
332021-05-14 12:45:00+00:0017GBP_AUDLONG1.816211.81361684977469521.81845630045060961.81845630045060961.8184563004506096387644.442LONDON2.00.00124315022530476323.60836621345965442.37228111036481.8171407984983411.815829838277061-8.262974178581128False-0.0001461417538059650421.428560550669307-11.707984983408970.21739130434785606124bb_rejection_long1.8136168497746952SL2021-05-14 14:00:00+00:00-25.9315022530493-1005.220266924203475False
342021-06-08 02:30:00+00:0017GBP_AUDSHORT1.827911.8294041188456061.8267617623087881.8267617623087881.826761762308788666056.833ASIAN2.00.000724118845605967129.86727833890834657.4132852085259341.8274838494749891.82969651578088319.48123275475444False6.044369307533121e-0583.141523815267757.2615052501090460.311688311688270521bb_rejection_short1.826761762308788TP32021-06-08 06:45:00+00:0011.482377084513079764.7915681775423255True
352021-06-09 03:00:00+00:0017GBP_AUDSHORT1.82906000000000011.83044227060791981.82795545878416041.82795545878416041.8279554587841604725484.564ASIAN2.00.000702270607919778419.95210920570842856.824054814334971.82841643365658271.828539922013106423.188600546479865False4.204017042366227e-0559.7160455162410749.4356634341741240.2765957446807907332bb_rejection_short1.8304422706079198SL2021-06-09 03:30:00+00:00-13.822706079196221-1002.815983787499830False
362021-06-10 00:45:00+00:0017GBP_AUDSHORT1.82655000000000011.8278551274457541.82551974510849261.82551974510849261.8255197451084926760682.664ASIAN2.00.000665127445753799626.28075346665596363.621374045322981.8261168868111541.8275328629473530.30635246788701664False0.0001902355325141665289.690462043404577.3311318884616840.1904761904759890703bb_rejection_short1.8255197451084926TP32021-06-10 01:30:00+00:0010.302549050513626783.69704165251845True
372021-06-16 01:15:00+00:0017GBP_AUDLONG1.831331.83014522802490491.83239954395019011.83239954395019011.8323995439501901844571.624ASIAN2.00.000684771975095129328.0559459725183341.629648485239251.83160051805594431.83046387391992151.240514135383286False-0.0001037009762738187335.105440368596184-5.7051805594432460.03773584905642196612bb_rejection_long1.8301452280249049SL2021-06-16 02:00:00+00:00-11.847719750950336-1000.624786336612145False
382021-06-18 06:30:00+00:0017GBP_AUDLONG1.842691.83926432585588521.84564134828822951.84564134828822951.8456413482882295289174.774ASIAN2.00.001625674144114702529.4019418659577841.507228727531561.84385427256445361.8390893357481910.642066945097941False-0.0004057724549051015313.158667998859492-14.6427256445358370.0294117647058567464bb_rejection_long1.8456413482882295TP32021-06-18 11:00:00+00:0029.51348390290574853.455491952147270True
392021-06-21 01:30:00+00:0017GBP_AUDLONG1.841841.83861058269526231.84445883460947571.84445883460947571.8444588346094757309391.144ASIAN2.00.001459417304737860325.39977360862739545.212264919871521.84272352744396751.8411774317227239-23.11820327552727False-2.299176070848859e-0551.19512195121941-11.835274439675470.1134020618556217210bb_rejection_long1.8386105826952623SL2021-06-21 02:00:00+00:00-32.29417304737581-999.153101448487530False
402021-06-22 07:00:00+00:0017GBP_AUDLONG1.849311.84736775501531981.85099448996936071.85099448996936071.8509944899693607509287.744ASIAN2.00.00099224498468025923.992120191538644.624781798443921.8490255165785431.8455826524505513.592800274730976False-0.0002574758459200995520.77646977115697-0.155165785429289830.178947368421055171bb_rejection_long1.8509944899693607TP32021-06-22 08:00:00+00:0016.844900024360662857.890106393258760True
412021-06-29 00:15:00+00:0017GBP_AUDSHORT1.833951.8356542529420291.83296149411594221.83296149411594221.8329614941159422585441.544ASIAN2.00.000644252942028889223.16241669175754249.790424802758761.83430352239772981.8342388137776668-15.34938130617558False7.734057784643169e-0552.32270999131984-0.53522397729821590.1754385964911870701bb_rejection_short1.8329614941159422TP32021-06-29 01:15:00+00:009.885059009425365578.712416946886260True
422021-06-29 02:15:00+00:0017GBP_AUDSHORT1.834461.8359437092366591.83317258152668171.83317258152668171.8331725815266817676364.053ASIAN2.00.000793709236659088625.319040615738957.2147918740031.83421813953999551.8342171130454206-8.67858986764558False0.0001417377070868779285.789628189945285.4186046000448410.0875000000000034621bb_rejection_short1.835943709236659SL2021-06-29 03:00:00+00:00-14.83709236659081-1003.527588329144645False
432021-07-09 00:00:00+00:0017GBP_AUDLONG1.855651.85280276028395591.85776447943208841.85776447943208841.8577644794320884348931.745ASIAN2.00.00120723971604417519.0727605241731955.863722008292391.85366451519655051.847691745117589622.20568093956654False-0.0001119356029933258131.6958475903503816.854848034495440.1901408450704203404bb_rejection_long1.8577644794320884TP32021-07-09 01:00:00+00:0021.144794926870784737.809008577619660True
442021-07-12 07:30:00+00:0017GBP_AUDLONG1.858751.85656793663344781.86047412673310421.86047412673310421.8604741267331042458680.725ASIAN2.00.001012063366552169616.44476097250076351.741295459037811.85727309452846741.85326399000494650.10960787804608False-0.0001190549164342942832.70293489400026511.7690547153248560.02816901408453567370bb_rejection_long1.8565679366334478SL2021-07-12 08:00:00+00:00-21.82063366552134-1000.870396055756630False
452021-07-13 07:00:00+00:0017GBP_AUDLONG1.852641.85048709770753741.8544258045849251.8544258045849251.854425804584925460244.624ASIAN2.00.001042902292462430222.8767152221597939.437033619941261.854607867568471.8544538081477235-33.48725724294565False-8.109570533463965e-0540.96667819613898-22.6786756846997230.040816326530726371bb_rejection_long1.8504870977075374SL2021-07-13 07:45:00+00:00-21.529022924626773-990.861697491613845False
462021-07-19 13:30:00+00:0017GBP_AUDLONG1.862811.86006053778909351.86594892442181281.86594892442181281.8659489244218128356779.983OVERLAP2.00.001689462210906394928.7207678005882842.094179653737531.86372527330886231.8612740279218223-20.305845885506546False-0.00047289802140447787.2320463699777875-11.5527330886222580.2608695652174627130bb_rejection_long1.8659489244218128TP32021-07-19 13:45:00+00:0031.3892450979201421119.905423825104715True
472021-07-20 21:45:00+00:0017GBP_AUDLONG1.85861.85639289274391221.86017421451217561.86017421451217561.8601742145121756449526.025NY2.00.000937107256087755319.78507366140716844.904627832175991.8594949311923681.861248028876499-15.525654359680452False1.782624230467207e-0541.49085794655458-11.9493119236802060.09090909090907257211bb_rejection_long1.8601742145121756TP32021-07-21 01:30:00+00:0015.742145471949726707.6504000266583225True
482021-07-28 18:45:00+00:0017GBP_AUDLONG1.88771.88236039998694561.89087920002610881.89087920002610881.8908792000261088187135.493NY2.00.001739600013054401324.3685240024494940.6759200927106051.88867466610366021.8824761897712632-20.99531870845661False-0.00028596645085164224.266105780949186-12.746661036602270.2563380281690088182bb_rejection_long1.88826TIME2021-07-29 02:45:00+00:005.600000000001159104.79587440002169480True
492021-07-29 08:00:00+00:0017GBP_AUDLONG1.88573000000000011.88395083956850071.88782832086299821.88782832086299821.8878283208629982562218.334LONDON2.00.001169160431499071523.08695766912603340.673036979420441.88702055023294531.8842012664317709-2.1666666666630974False-0.0002130920976659612123.966048916272218-15.305502329452380.1726618705036097683bb_rejection_long1.8878283208629982TP32021-07-29 10:30:00+00:0020.9832090032027521179.7144723821616150True
502021-07-30 00:15:00+00:0017GBP_AUDLONG1.887431.88541086682230571.88906826635538821.88906826635538821.8890682663553882501241.73ASIAN2.00.000969133177694094225.11741755763591447.4853907181611561.88751060626665251.885841222601195-9.211944301441566False-1.1802486281048652e-0637.96851775131257-3.80606266652483430.2550335570470128604bb_rejection_long1.8890682663553882TP32021-07-30 01:15:00+00:0016.382663880723772821.167429410258360True
512021-08-02 00:45:00+00:0017GBP_AUDLONG1.892041.89002969352504581.89390061294990871.89390061294990871.8939006129499087507527.33ASIAN2.00.001080306474954371221.3637378091636843.331843196533151.89246843244947541.8895781747062719-9.930437244214385False-0.0001058355220680471621.157135874878204-7.2843244947540240.2718446601942668400bb_rejection_long1.8939006129499087TP32021-08-02 01:45:00+00:0018.60612986569154944.31188541837960True
522021-08-02 06:30:00+00:0017GBP_AUDLONG1.892971.89101096174338351.89446807651323331.89446807651323331.8944680765132333525629.625ASIAN2.00.000899038256616617115.30571731934175447.166494993239611.89282890602196541.8902958743613083-1.2215483024169416False-4.4533474328463485e-0537.1492862261854-1.58906021965332660.0846153846154214160bb_rejection_long1.8910109617433835SL2021-08-02 09:45:00+00:00-19.590382566165854-1029.7285343908381195False
532021-08-04 12:30:00+00:0017GBP_AUDSHORT1.879271.88227596103724081.87703807792551851.87703807792551851.8770380779255185339136.553LONDON2.00.001235961037240723426.640256412174952.291761063358251.87980403036332391.882862215467925810.433389715152064False0.000277077030820294774.78285068564723-2.94030363323871670.3986928104575078122bb_rejection_short1.8822759610372408SL2021-08-04 14:00:00+00:00-30.05961037240823-1019.431255604274290False
542021-08-05 11:00:00+00:0017GBP_AUDSHORT1.87853999999999991.88335247151738131.87605505696523741.87605505696523741.8760550569652374209712.814LONDON2.00.001362471517381253824.80804315864170643.536490355086971.87989501887816021.8815264682524058-6.794696114398313False1.7393328729782938e-0559.99498013560517-11.1501887816034540.17068273092369882113bb_rejection_short1.8813TIME2021-08-05 19:00:00+00:00-27.600000000000954-578.8073556000201480False
552021-08-06 09:45:00+00:0017GBP_AUDLONG1.882621.88051295609353791.88421408781292431.88421408781292431.8842140878129243476235.395LONDON2.00.000917043906462171918.77892134941720343.9478541277241561.88285327043689831.8819382358046868-4.01642896765253False-0.0001367521645661297626.495734926110917-4.73270436898376450.14563106796102994bb_rejection_long1.8842140878129243TP32021-08-06 12:30:00+00:0015.940878463970476759.1610472231581165True
562021-08-06 12:30:00+00:0017GBP_AUDLONG1.883681.88036602285364121.88568795429271761.88568795429271761.8856879542927176305083.723LONDON2.00.001123977146358846921.3604844584878655.147364644270621.88274496343633141.88200045546602756.842996761708964False4.665510009742844e-0539.374407987225236.9503656366864950.37014925373131974124bb_rejection_long1.8856879542927176TP32021-08-06 12:45:00+00:0020.07954358534107612.594185291799115True
572021-08-12 12:15:00+00:0017GBP_AUDSHORT1.883361.88534769128537281.88172461742925431.88172461742925431.8817246174292543511732.64LONDON2.00.000937691285372799720.4965990125670457.2869319926561861.88255099404459481.88311059494439078.020729326703169False6.178684930348344e-0577.1786758767016910.4900595540513560.04494382022477236123bb_rejection_short1.8853476912853728SL2021-08-12 13:30:00+00:00-19.876912853729056-1017.16642946121975False
582021-08-12 20:45:00+00:0017GBP_AUDSHORT1.881051.88320017412306331.87980965175387361.87980965175387361.8798096517538736468331.733NY2.00.000770174123063200127.78197962555938440.58595723388741.88228266723668861.882932060403003-17.68984035374066False3.5468582571968185e-0553.69084085876403-9.3266723668850030.08843537414963007203bb_rejection_short1.8798096517538736TP32021-08-12 21:00:00+00:0012.40348272610905580.894452314376815True
592021-08-25 01:00:00+00:0017GBP_AUDSHORT1.891581.89413110333991091.89009779332017811.89009779332017811.8900977933201781397006.144ASIAN2.00.000891103339910895527.7340422666773950.046396255450571.89253274292274791.898200890304422-9.71185030475219False5.911648462916661e-0536.37142686816442-6.52742922747862050.1165644171778589512bb_rejection_short1.8941311033399109SL2021-08-25 02:15:00+00:00-25.511033399108207-1012.803689719102975False
602021-09-13 07:00:00+00:0017GBP_AUDLONG1.879031.87632284350558361.88112431298883291.88112431298883291.8811243129888329370379.654ASIAN2.00.001197156494416392828.84412120018625839.986563000790531.8798087843294731.87650777489641459.688123722426667False-0.000379851034177406813.382087966907763-10.7878432947305920.1371428571428738370bb_rejection_long1.8763228435055836SL2021-09-13 08:30:00+00:00-27.071564944163292-1002.675674897147190False
612021-09-16 21:45:00+00:0017GBP_AUDLONG1.890391.8888135909478791.89222281810424221.89222281810424221.8922228181042422629689.934NY2.00.00106640905212105823.7410553541937344.437498367477761.8902076094643611.8880548951851690.8994190362154875False-0.0001181692708606522753.72613656366798-1.17609464360901580.07619047619055272213bb_rejection_long1.8922228181042422TP32021-09-16 23:45:00+00:0018.3281813334886081154.107122091175120True
622021-09-24 02:00:00+00:0017GBP_AUDSHORT1.880591.88288264844696521.87862470310606971.87862470310606971.8786247031060697438004.343ASIAN2.00.001132648446965132928.9045607667652657.2770946564029941.8800978077791031.88178288126509191.9078642236980414False0.000253882808868320781.51984643212427.9219222089688120.3910614525140565524bb_rejection_short1.8828826484469652SL2021-09-24 06:45:00+00:00-22.926484469651953-1004.1899698650154285False
632021-09-29 01:00:00+00:0017GBP_AUDSHORT1.86895000000000011.87118273426961831.86706453146076351.86706453146076351.8670645314607635445260.374ASIAN2.00.001092734269618325226.86081593510119748.2863501158681.87065603822758321.876317105248667-29.502498661291288False8.230612980428828e-0550.73601794661982-14.0603822758311740.0676691729322705812bb_rejection_short1.8711827342696183SL2021-09-29 01:30:00+00:00-22.327342696182306-994.148087001893130False
642021-10-06 00:30:00+00:0017GBP_AUDSHORT1.87021.87171794380198551.8687841123960291.8687841123960291.868784112396029648381.452ASIAN2.00.000857943801985607626.2349842595134362.2346082108438451.8696069874929551.8687446494243621.5272098637342246False0.0002516121080779609385.90238245836168.930125070449880.2142857142855443502bb_rejection_short1.8717179438019855SL2021-10-06 01:00:00+00:00-15.179438019854441-984.206603349835130False
652021-10-27 09:00:00+00:0017GBP_AUDSHORT1.83141.8350141281913061.8285517436173881.8285517436173881.828551743617388269598.774LONDON2.00.001544128191306030828.47470442919660653.769097491303641.83149776740442771.8349395570995886-3.5792760410768842False0.000323902551971279668.78002061319971.42232595572222560.0837209302325951292bb_rejection_short1.828551743617388TP32021-10-27 10:45:00+00:0028.48256488259965767.8864458794061105True
662021-10-29 10:00:00+00:0017GBP_AUDSHORT1.829061.8315269997317231.82666600053655361.82666600053655361.8266660005365536398071.953LONDON2.00.001316999731723118621.51144216647938457.685677161756161.82856123063841451.829780495812183511.43429627985304False0.0002338843155770511380.002855715000457.38769361585456250.12365591397859026104bb_rejection_short1.8266660005365536TP32021-10-29 14:45:00+00:0023.939995235861854952.9840586530238285True
672021-11-03 01:15:00+00:0017GBP_AUDLONG1.831821.8299733818702571.83323323625948561.83323323625948561.8332332362594856536967.134ASIAN2.00.000856618129742804818.25807245494453247.836787982773491.83083440019771611.826027436109361819.921935859297246False-0.0001122578500576665432.6769108563776466.8559980228388720.3684210526316527612bb_rejection_long1.8332332362594856TP32021-11-03 02:00:00+00:0014.132362858044992758.861432400301745True
682021-11-12 05:45:00+00:0017GBP_AUDLONG1.83328999999999991.83182407977996761.83458184044006441.83458184044006441.8345818404400644681593.613ASIAN2.00.000795920220032321326.23021751450412341.172814790341511.83366213910573061.8333849354413545-9.498089211477101False-0.000201127857135782820.31249999999763-6.721391057307180.1406249999998861554bb_rejection_long1.8318240797799676SL2021-11-12 08:00:00+00:00-14.65920220032224-999.1618547437579135False
692021-11-15 01:15:00+00:0017GBP_AUDSHORT1.83011000000000011.83260401547991211.82816196904017561.82816196904017561.8281619690401756396617.523ASIAN2.00.00112401547991222529.0103203165494750.2862971884754661.8310022556295621.8325550235473214-24.10351105612829False0.00019884431750119448.60935381565428-5.9225562956188860.391025641025639210bb_rejection_short1.8281619690401756TP32021-11-15 06:15:00+00:0019.48031008940652772.6232276491394300True
702021-11-19 02:00:00+00:0017GBP_AUDLONG1.853761.8519759366299851.85544812674003021.85544812674003021.8554481267400302558778.624ASIAN2.00.0009940633700150622.30219754353598641.873280773707261.85449164836177461.850465876721305-5.661869756161675False-0.0001269131786660921811.786670590670134-10.3164836177449540.1009174311927072724bb_rejection_long1.851975936629985SL2021-11-19 05:45:00+00:00-17.84063370015021-996.8964678895428225False
712021-11-23 08:15:00+00:0017GBP_AUDLONG1.854461.85209426810138341.85613146379723351.85613146379723351.8561314637972335417176.393LONDON2.00.000955731898616722521.10113270488711751.543522402704211.85372493485630981.8532968887346233.893400753101073False-0.0001235421809471105736.511915205984954.9506514369013210.2346368715084339381bb_rejection_long1.8520942681013834SL2021-11-23 09:00:00+00:00-23.657318986165517-986.927493172699245False
722021-12-01 01:30:00+00:0017GBP_AUDLONG1.86321999999999991.86030859509645261.86638280980709431.86638280980709431.8663828098070943335596.823ASIAN2.00.001731404903547216221.69911638837862736.307776734281641.86613555400069121.8661986485289912-50.66813059661168False-0.000273285872280570112.704315375312357-32.1555400069128940.076335877862578612bb_rejection_long1.8603085950964526SL2021-12-01 02:30:00+00:00-29.114049035472434-977.058227362861760False
732021-12-02 07:45:00+00:0017GBP_AUDLONG1.869981.86703571978300631.87218856043398721.87218856043398721.8721885604339872328531.114ASIAN2.00.001254280216993604725.36091118070485448.579457641061551.86892573836590971.86628723101724443.56867202541581False-0.0003029400153324639544.841953480966597.5426163409031410.1874999999999684773bb_rejection_long1.8721885604339872TP32021-12-02 09:00:00+00:0022.08560501212511725.580832965502675True
742021-12-15 07:00:00+00:0017GBP_AUDLONG1.859811.8579684547000241.86163309059995231.86163309059995231.8616330905999523529198.744ASIAN2.00.001061545299976111327.64952429317833437.0489331399643551.86076419099539821.85751595640931843.5107957716085103False-0.000211109955414411320.20161872079371-12.5419099539825220.0952380952381168172bb_rejection_long1.8616330905999523TP32021-12-15 08:30:00+00:0018.23090634402355964.777266631526990True
752021-12-17 08:30:00+00:0017GBP_AUDLONG1.857811.85517748503241341.8605150299351731.8605150299351731.860515029935173373859.695LONDON2.00.001472514967586501719.1276010727810246.09179873495441.85721373414603891.8548370828350769-5.335713527250263False-0.0003299219951798525332.946222980260613.5626585396109080.0728476821190884484bb_rejection_long1.860515029935173TP32021-12-17 09:00:00+00:0027.050300075271121011.301680054783930True
762021-12-20 09:45:00+00:0017GBP_AUDLONG1.859121.85590740854114961.86256518291770081.86256518291770081.8625651829177008309502.243LONDON2.00.001842591458850386728.66309867412187644.092828379057551.85967571149597061.8571443361262134-17.5621394409764False-0.00057124217292078877.958998910525523-7.95711495970463640.3049327354260214590bb_rejection_long1.8559074085411496SL2021-12-20 10:45:00+00:00-32.12591458850555-994.304252719114760False
772021-12-24 00:45:00+00:0017GBP_AUDSHORT1.851831.8553536966749381.84932260665012431.84932260665012431.8493226066501243279354.692ASIAN2.00.001403696674937916621.0053349333266551.693242134124411.8518819891886611.8530724526764277-7.5167175396551045False0.0001796832604783773237.956976252341592.4801081133896120.3097826086956193504bb_rejection_short1.85086TIME2021-12-24 08:45:00+00:009.700000000001374270.9740493000384480True
782021-12-29 15:45:00+00:0017GBP_AUDLONG1.857751.85447936074538841.86067127850922341.86067127850922341.8606712785092234301797.564OVERLAP2.00.001580639254611700419.2511322388975444.425535353895621.8583771290116611.8569780392957387-8.924754010788405False-0.0003288348587924734612.21450576221425-8.671290116610830.2716049382716557152bb_rejection_long1.8606712785092234TP32021-12-29 16:30:00+00:0029.212786060193746881.634755376848645True
792022-01-03 08:45:00+00:0017GBP_AUDLONG1.86241.85927389508427621.86429220983144761.86429220983144761.8642922098314476318571.294LONDON2.00.00106610491572382625.2898690144060653.893661583446221.86146302566492651.860310990900016210.094301209084833False-9.283037122087846e-0570.217270665442676.9697433507354130.1384615384615419780bb_rejection_long1.8642922098314476TP32022-01-03 11:00:00+00:0018.922098908443026602.8037458770286135True
802022-01-04 01:15:00+00:0017GBP_AUDLONG1.871261.86935781458330741.87338437083338551.87338437083338551.8733843708333855526718.014ASIAN2.00.001212185416692738920.5539906228454440.319064165766321.87132112865435941.865299940864664919.68393904929533False-0.000461240306322420611.531662482192454-3.61128654359443860.0795454545454717511bb_rejection_long1.8693578145833074SL2022-01-04 03:15:00+00:00-19.021854166925145-1001.915317331302120False
812022-01-04 15:00:00+00:0017GBP_AUDLONG1.874021.87024986217539271.87674027564921441.87674027564921441.8767402756492144263092.813OVERLAP2.00.001480137824607195325.65930924020200352.983934515967071.87241376456295081.86798543076141833.3887522209785637False-0.000276299113210141425.8579060350866113.662354370491680.37401574803146787151bb_rejection_long1.8702498621753927SL2022-01-04 15:30:00+00:00-37.70137824607333-991.896154363230530False
822022-01-05 15:00:00+00:0017GBP_AUDLONG1.865351.86246440459351661.86806119081296671.86806119081296671.8680611908129667340303.152OVERLAP2.00.001475595406483331327.90172906767810438.0118449846635761.86810978039587441.8685314497144447-22.093850673947646False-3.684467117389984e-0519.632726839346123-29.9978039587434080.2846153846153531152bb_rejection_long1.8680611908129667TP32022-01-05 16:15:00+00:0027.1119089263654922.626801015526375True
832022-01-17 08:00:00+00:0017GBP_AUDLONG1.89661.89480681043848851.8983263791230231.8983263791230231.898326379123023552760.013LONDON2.00.000983189561511488326.6015346580175445.460068669736461.89611698976185951.8907736359973388-1.3666666666667382False-0.000248612556899372379.8739718431355782.4301023814055080.322580645161267280bb_rejection_long1.8948068104384885SL2022-01-17 08:45:00+00:00-17.931895615115323-991.203479953010245False
842022-01-19 09:00:00+00:0017GBP_AUDLONG1.891281.88876875986227691.89376248027544621.89376248027544621.8937624802754462390759.74LONDON2.00.001361240137723145514.2144349538712644.7731850639942761.89198066082894621.8921786384620678-4.920525430263112False-0.0001518803858647538513.721797415712032-9.4066082894617150.353658536585410492bb_rejection_long1.8887687598622769SL2022-01-19 10:15:00+00:00-25.112401377231915-981.291442844673275False
852022-01-25 15:30:00+00:0017GBP_AUDLONG1.886211.88334472888356651.8893605422328671.8893605422328671.889360542232867339052.923OVERLAP2.00.001695271116433526424.43517999107447443.417569180955581.88747025397728231.8879370890757603-13.11008851810902False-0.0002170694410311604815.359945095063543-15.002539772823730.10236220472439017151bb_rejection_long1.889360542232867TP32022-01-25 16:00:00+00:0031.5054232578888081068.200575142311430True
862022-02-10 00:00:00+00:0017GBP_AUDSHORT1.88481.88666633210567161.8832473357886571.8832473357886571.883247335788657526251.752ASIAN2.00.000926332105671516223.58361995787898447.527590221728441.88658206068789341.8934209075734665-37.07836636051231False0.000228208903043788749.02279290428848-14.8206068789336070.361111111110982603bb_rejection_short1.8866663321056716SL2022-02-10 00:45:00+00:00-18.663321056715528-982.160536690839845False
872022-02-14 07:15:00+00:0017GBP_AUDLONG1.900821.89813819255392251.90302361489215491.90302361489215491.9030236148921549362568.514ASIAN2.00.00125180744607745519.51222649655860846.466578531082911.90030127093644821.89653947260258422.404251386087815False-0.000281331084429444416.6996030951905862.18729063551803550.324999999999884370bb_rejection_long1.9030236148921549TP32022-02-14 08:15:00+00:0022.036149529328153798.961390098571160True
882022-03-08 15:00:00+00:0017GBP_AUDSHORT1.80081.8049968940063451.79654621198731031.79654621198731031.7965462119873103233584.34OVERLAP2.00.00224689400634482526.3810593032349957.828518820585881.79745367760661151.796835450520777815.555686683657033False0.0001756147263810821776.3445661390860735.863223933885190.08133971291865622151bb_rejection_short1.804996894006345SL2022-03-08 15:45:00+00:00-41.968940063450425-980.328548646302245False
892022-03-09 23:00:00+00:0017GBP_AUDSHORT1.80086000000000011.80314678508553721.7986064298289261.7986064298289261.798606429828926424405.982NY2.00.001276785085537116421.33815935597289559.152717961614541.79910839678515471.79867698994886639.31813262182615False4.160593775455587e-0581.0298864938049720.516032148454320.33858267716527174232bb_rejection_short1.8031467850855372SL2022-03-10 01:00:00+00:00-22.86785085537035-970.5252652767292120False
902022-03-17 07:00:00+00:0017GBP_AUDSHORT1.800921.80387545119771381.79824909760457241.79824909760457241.7982490976045724325100.954ASIAN2.00.001485451197713848416.5147188063833254.895469604501431.80123861298103981.8045709608716933-29.02980465354643False0.0004020737164796292388.87466413782454-0.186129810397783760.203389830508496973bb_rejection_short1.7982490976045724TP32022-03-17 08:15:00+00:0026.709024775837587868.312932819833775True
912022-03-18 02:15:00+00:0017GBP_AUDSHORT1.783761.78593260033722531.78165479932554921.78165479932554921.7816547993255492446240.92ASIAN2.00.001202600337225386426.60062822690847356.6289413067702161.78443449994446231.7944194054815652-38.09137834409615False0.0002286192973906795776.31852998696233-3.7449994446236980.2429906542055609324bb_rejection_short1.7816547993255492TP32022-03-18 05:15:00+00:0021.052007216271853939.4266646995646180True
922022-03-18 13:15:00+00:0017GBP_AUDSHORT1.779291.78361619011814421.77615761976371171.77615761976371171.7761576197637117226272.42OVERLAP2.00.001686190118144235223.89209366188618248.716409674942581.78065035068703681.7893683186191183-0.9655888969484216False0.000143230955966734849.661656220534894-11.203506870367530.3769230769230789134bb_rejection_short1.7761576197637117TP32022-03-18 14:45:00+00:0031.32380374722407708.771225101338490True
932022-03-22 09:15:00+00:0017GBP_AUDSHORT1.778461.78118653454582951.7758069309083411.7758069309083411.775806930908341361625.752LONDON2.00.001446534545829419225.71768463805318253.562651416954551.7783881891667921.78045834731052152.266195718476638False0.000258352967335582674.613679642867643.1181083320785950.3629032258064631791bb_rejection_short1.7811865345458295SL2022-03-22 13:45:00+00:00-27.26534545829606-985.9851000365408270False
942022-03-23 23:00:00+00:0017GBP_AUDSHORT1.762081.764287236986021.75996552602795961.75996552602795961.7599655260279596442238.542NY2.00.001207236986020203829.77182580177746454.766123553600661.76388019572394851.772423546364363-35.648896928617276False0.0004874390558586177572.70154859289171-15.0019572394843870.23560209424074396232bb_rejection_short1.7599655260279596TP32022-03-24 01:45:00+00:0021.144740198534272935.1019034079108165True
952022-03-25 04:15:00+00:0017GBP_AUDSHORT1.75639000000000011.7592418628834241.75420627423315171.75420627423315171.7542062742331517345555.283ASIAN2.00.001241862883424199521.33626570795559752.6985485464075151.7565881352616071.7624949507505738-13.585539402778402False2.0238662655347646e-0548.094446377709781.01864738393020460.1836734693877396844bb_rejection_short1.7542062742331517TP32022-03-25 06:15:00+00:0021.8372583004313754.5979906437863120True
962022-03-30 08:00:00+00:0017GBP_AUDSHORT1.74621999999999991.74903448444861391.74329103110277231.74329103110277231.7432910311027723352825.634LONDON2.00.001584484448613815325.06668556764646365.524853433340011.7438482594082711.74717985549375570.2999999999997449False0.000614174574687016687.8646703856853626.1174059172897270.1739130434783261782bb_rejection_short1.7490344844486139SL2022-03-30 08:45:00+00:00-28.144844486139853-993.02224870743245False
972022-04-04 00:15:00+00:0017GBP_AUDSHORT1.74914000000000011.75187998331879861.74684003336240321.74684003336240321.7468400333624032358794.93ASIAN2.00.001299983318798438220.93378711430696652.908046930768711.74907627144574951.750375637049617717.250596549145403False9.892548052100843e-0557.8719783101342953.63728554250597470.251612903225745500bb_rejection_short1.7468400333624032TP32022-04-04 02:00:00+00:0022.99966701699452825.2163227395847105True
982022-04-05 00:45:00+00:0017GBP_AUDSHORT1.737891.7403856666744651.73627866665106971.73627866665106971.7362786666510697397226.25ASIAN2.00.000955666674465116217.5567455340720749.618671736298791.73935764966720561.7448042007122668-34.2414775970612False0.0001169509222334740545.684899485738214-11.676496672057280.140000000000023701bb_rejection_short1.7362786666510697TP32022-04-05 04:30:00+00:0016.11333389494895640.0638392421772225True
992022-04-05 15:00:00+00:0017GBP_AUDSHORT1.721951.72524732960775661.7183753407844871.7183753407844871.718375340784487302591.783OVERLAP2.00.001907329607756533624.83792958173888451.048746701668971.72455489936163441.736233429408765112.675815142446645False0.00050004093813155659.46535733769676-23.6489936163430950.016666666666652275151bb_rejection_short1.7252473296077566SL2022-04-05 15:45:00+00:00-32.97329607756527-997.744835257749545False
1002022-04-07 14:00:00+00:0017GBP_AUDLONG1.746791.7439656804650511.74939863906989811.74939863906989811.7493986390698981349736.424OVERLAP2.00.001424319534949006215.91082635181374142.916572260011361.74649524231878471.7390611414257353-13.160838100012562False-0.0002224771625576882419.520787756700990.54757681215322760.2589928057554945143bb_rejection_long1.74733TIME2022-04-07 22:00:00+00:005.399999999999849188.85766679999472480True
1012022-04-13 00:30:00+00:0017GBP_AUDSHORT1.74453000000000011.746327433184471.74281513363105981.74281513363105981.7428151336310598550594.024ASIAN2.00.001007433184470113322.14029012812784857.786194733708991.74466227129344231.7479534775237064-4.276139586558703False0.0002063627613197807491.51049765679641.67728706557790370.1666666666665124802bb_rejection_short1.7428151336310598TP32022-04-13 01:45:00+00:0017.148664000861096944.195184986339575True
1022022-04-19 01:30:00+00:0017GBP_AUDLONG1.768391.76514211022993851.77030577954012341.77030577954012341.7703057795401234307614.484ASIAN2.00.001107889770061685628.22274782441203646.059653825612761.76867879042562341.7663588418111897-3.9917654326004914False4.910420340500476e-0778.0060553633196-5.8879042562343110.03092783505152279411bb_rejection_long1.7651421102299385SL2022-04-19 03:00:00+00:00-32.47889770061407-999.097922714759390False
1032022-04-29 07:30:00+00:0017GBP_AUDSHORT1.753631.75723964422408761.75023071155182451.75023071155182451.7502307115518245274017.853ASIAN2.00.001849644224087722929.80487543824942557.7548763898502741.75272732734535121.75710248687459-12.090183495634399False0.000651571622898429373.7314131834681212.0267265464879540.3756345177664734474bb_rejection_short1.7502307115518245TP32022-04-29 12:45:00+00:0033.992885722290374931.4657460917705315True
1042022-05-06 01:45:00+00:0017GBP_AUDSHORT1.738781.7437509230296511.73521815394069771.73521815394069771.7352181539406977200852.363ASIAN2.00.00193092302965113926.55399282789928657.633215193166861.73702400829316961.743185715190379343.90149900010076False0.0002578720539197866369.4998210400795720.5599170683035130.2619808306709523514bb_rejection_short1.73943TIME2022-05-06 09:45:00+00:00-6.500000000000394-130.5540340000079480False
1052022-05-11 00:15:00+00:0017GBP_AUDLONG1.774771.7721349215752031.77740015684959451.77740015684959451.7774001568495945378400.92ASIAN2.00.001465078424797260826.3608153295740749.715247677148761.77416964742805821.767239294594556310.844693086693447False-6.587271904367375e-0538.849863481347313.00352571941830960.3923076923077435402bb_rejection_long1.772134921575203SL2022-05-11 01:15:00+00:00-26.350784247970438-997.116047513783860False
1062022-05-13 07:30:00+00:0017GBP_AUDLONG1.772171.76875582496328781.77577835007342451.77577835007342451.7757783500734245289131.313ASIAN2.00.001954175036712276722.7295187221973738.5175946694989051.77503729230019871.7727290195253627-50.63898115906795False-0.0001024160849752339128.83902439024285-31.672923001986320.23387096774194274bb_rejection_long1.7687558249632878SL2022-05-13 10:30:00+00:00-34.14175036712263-987.1449009339149180False
1072022-05-27 01:45:00+00:0017GBP_AUDLONG1.77539999999999991.77149217001164531.77843565997670951.77843565997670951.7784356599767095250080.854ASIAN2.00.00166782998835484126.34710709909430245.6477499068019841.77581410400832881.7737413155471184-4.9245162675970455False-0.000142529930819832828.482777005326415-7.1410400832894180.0588235294117186114bb_rejection_long1.7714921700116453SL2022-05-27 03:15:00+00:00-39.07829988354594-977.27344514320790False
1082022-06-01 00:00:00+00:0017GBP_AUDSHORT1.754351.7574033480521531.7525633038956941.7525633038956941.752563303895694316865.524ASIAN2.00.001043348052153014713.88900053771237444.45461555551161.75527687378289541.7581216629545884-4.327006423943125False-4.2554067028773434e-0537.64715066355007-6.2687378289538740.371428571428611302bb_rejection_short1.752563303895694TP32022-06-01 01:15:00+00:0017.86696160692614566.142408039868875True
1092022-06-03 06:15:00+00:0017GBP_AUDSHORT1.733031.73475683488177681.73123633023644661.73123633023644661.7312363302364466563552.512ASIAN2.00.00104683488177672121.4528203896862159.249430273953911.7325862968964441.7393420660911953-16.981478263471406False9.684976331039279e-0571.467496289066057.4370310355598160.2330097087378619864bb_rejection_short1.7312363302364466TP32022-06-03 08:15:00+00:0017.936697953813491010.8271152983456120True
1102022-06-09 00:00:00+00:0017GBP_AUDSHORT1.744241.7464447233999351.74235055320013021.74235055320013021.7423505532001302445983.573ASIAN2.00.001094723399934895927.19386220812947760.806461940705231.74266757101691241.74162351212342927.110073854170746False0.0001222786395826130885.9237958710571718.724289830875930.376470588235401703bb_rejection_short1.746444723399935SL2022-06-09 00:30:00+00:00-22.04723399934938-983.270412765521430False
1112022-06-15 12:00:00+00:0017GBP_AUDSHORT1.742971.74733925716761031.73905148566477961.73905148566477961.7390514856647796222792.493LONDON2.00.002079257167610173317.23061246965069454.3533108278260641.74263072843779641.74591419731769481.326651560065173False5.1732955597499864e-0553.641167130945315.7927156220349830.234210526315803122bb_rejection_short1.7390514856647796TP32022-06-15 13:45:00+00:0039.18514511102076873.0156050295642105True
1122022-06-15 18:30:00+00:0017GBP_AUDSHORT1.735551.74284789232487031.73089421535025961.73089421535025961.7308942153502596134582.43NY2.00.00247789232487017827.89258270870929539.998576020472081.73946909945215041.7441048278024351-44.412611512958385False0.0002347414059158099841.80743617139563-36.190994521505540.2674271229404397182bb_rejection_short1.73209TIME2022-06-16 02:30:00+00:0034.600000000000186465.6551040000025480True
1132022-06-16 07:00:00+00:0017GBP_AUDSHORT1.734071.73872000950407181.73086998099185621.73086998099185621.7308699809918562212219.873ASIAN2.00.001750009504071868526.51331584005317850.359483475180471.7350857776772341.7404771830374146-38.237868315436074False0.000383918876325964646.86912345871681-7.1577767723396410.2476489028213532773bb_rejection_short1.7387200095040718SL2022-06-16 09:30:00+00:00-46.500095040717945-986.8244124528808150False
1142022-06-22 14:00:00+00:0017GBP_AUDLONG1.771041.7671499867514251.77600002649714961.77600002649714961.7760000264971496251144.694OVERLAP2.00.00260001324857479928.0942606603772245.288537305670421.770689605728191.7640797446635592-28.06578465663012False-0.000750714557951897132.996495903661621.10394271809921560.10169491525423888142bb_rejection_long1.77069TIME2022-06-22 22:00:00+00:00-3.4999999999985043-87.90064149996243480False
1152022-07-06 07:45:00+00:0017GBP_AUDSHORT1.756771.76095983297895951.7533503340420811.7533503340420811.753350334042081232963.263ASIAN2.00.001859832978959399516.89783524938988548.243776301493281.7581630885567781.76248670976386-52.722406059966254False9.818525056060014e-0558.76614479916336-10.9308855677814340.289855072463806672bb_rejection_short1.753350334042081TP32022-07-06 10:30:00+00:0034.19666104708797796.6565638644628165True
1162022-07-07 00:15:00+00:0017GBP_AUDSHORT1.758091.76104091820116931.75534816359766151.75534816359766151.7553481635976615333470.353ASIAN2.00.0015209182011692128.82144443657235357.014228478043911.75680229867044921.75931864136371437.29626401228758False5.022580170420529e-0552.5674967066972315.8770132955066150.2096774193549022503bb_rejection_short1.7553481635976615TP32022-07-07 02:00:00+00:0027.418364845596773914.3211721488851105True
1172022-07-08 02:30:00+00:0017GBP_AUDSHORT1.758331.760805904627091.75601819074581971.75601819074581971.7560181907458197401141.032ASIAN2.00.001305904627090125125.97806708018031760.7365523031889941.75669402791629841.756922445052302235.22061299031209False0.0002176084383876602681.1465443128746419.3597208370155370.2169312169312088424bb_rejection_short1.76080590462709SL2022-07-08 02:45:00+00:00-24.759046270901305-993.18693229270115False
1182022-07-10 22:15:00+00:0017GBP_AUDSHORT1.75697000000000011.7593835521964021.7541028956071961.7541028956071961.754102895607196407389.192NY2.00.001583552196402028523.6743113747944258.5730938323108751.75558268509831871.756277893652191723.88150096945374False0.0001726419890315192486.8017479167316.8731490168139150.3069306930691328226bb_rejection_short1.75728TIME2022-07-11 06:15:00+00:00-3.0999999999981043-126.29064889992277480False
1192022-07-12 02:00:00+00:0017GBP_AUDLONG1.76461.76164098972115961.76709802055768071.76709802055768071.7670980205576807331865.073ASIAN2.00.001399010278840392629.45101580782738243.432036898399891.7644943779945211.76047764833505571.7593968810603045False-0.0002373811954087342720.40105153495525-1.94377994521044430.206572769953053121bb_rejection_long1.7616409897211596SL2022-07-12 07:45:00+00:00-29.590102788403797-981.992153318082345False
1202022-07-13 12:45:00+00:0017GBP_AUDSHORT1.75681.76381790628000921.7516841874399811.7516841874399811.751684187439981138527.393LONDON2.00.002677906280009357628.34988960716642553.239389911186541.756813368280351.75888946923396315.04737639222542False0.000492645063364951537.601918157472742.2663171964998340.27487352445194313122bb_rejection_short1.7572TIME2022-07-13 20:45:00+00:00-4.00000000000178-55.41095600002466480False
1212022-07-18 06:00:00+00:0017GBP_AUDSHORT1.748251.7510044313543571.74626113729128621.74626113729128621.7462611372912862352747.273ASIAN2.00.001144431354356893425.61332956421758762.747358365080081.7471526963917471.75093254112070171.9957291307126646False0.000162197208410395580.6769547278947113.9730360825307540.098159509202414760bb_rejection_short1.7462611372912862TP32022-07-18 07:30:00+00:0019.888627650959876701.56591079226190True
1222022-07-26 15:00:00+00:0017GBP_AUDSHORT1.730581.7346786298479761.72720274030404771.72720274030404771.7272027403040477238770.963OVERLAP2.00.001808629847976085124.99498595660567853.231587519594821.73047739229846061.7319501333433259.949553549362111False0.0003291170019743976752.083646492081693.4260770153937690.14798206278024584151bb_rejection_short1.734678629847976SL2022-07-26 18:00:00+00:00-40.98629847975931-978.6337834858673180False
1232022-08-02 14:15:00+00:0017GBP_AUDLONG1.761711.7576383135168391.76525337296632251.76525337296632251.7652533729663225237947.462OVERLAP2.00.00189168648316116521.35143507540739852.531219212037491.75821125029385231.7488750510127937-5.326545616322065False-0.000427179320537393941.1772486772489332.587497061478120.2711864406780586141bb_rejection_long1.757638313516839SL2022-08-02 14:45:00+00:00-40.7168648316114-968.847456584526230False
1242022-08-02 15:00:00+00:0017GBP_AUDLONG1.758161.75511083629609881.76205832740780251.76205832740780251.7620583274078025314564.613OVERLAP2.00.00206916370390127122.2633586205973340.534332365834381.75825031327182921.7491618518206191-36.52244294987117False-0.000727907848266173410.5203533848037-3.3031327182930780.09633027522927276151bb_rejection_long1.7551108362960988SL2022-08-02 15:30:00+00:00-30.491637039011806-959.158991343830430False
1252022-08-03 05:45:00+00:0017GBP_AUDLONG1.755531.75276181915570841.75784636168858351.75784636168858351.7578463616885835343029.392ASIAN2.00.001308180844291733524.75599057126590535.4818031954513341.75801230742761661.7531283995092732-43.78478404353236False-0.0003630857567333994412.421067888709723-27.823074276165370.396551724138023452bb_rejection_long1.7578463616885835TP32022-08-03 07:15:00+00:0023.163617561101372794.580160217789290True
1262022-08-05 07:15:00+00:0017GBP_AUDSHORT1.743831.74596478738782751.7419204252243451.7419204252243451.741920425224345448528.63ASIAN2.00.001104787387827439720.264393717366853.9034800882514561.74368876113882431.746155462182573421.94942971358138False0.000167750917681574174.453126944229914.4123886117564130.1200000000001065874bb_rejection_short1.7459647873878275SL2022-08-05 07:45:00+00:00-21.347873878274637-957.513198359909330False
1272022-08-05 07:45:00+00:0017GBP_AUDSHORT1.744651.74718882177827981.74271235644344041.74271235644344041.7427123564434404373377.163ASIAN2.00.001118821778279788223.59495503832581858.673858594295231.74378950999397061.746132577359275529.47354713655148False0.000247818692368759675.8564520057047511.6049000602935770.0714285714286422374bb_rejection_short1.7471888217782798SL2022-08-05 08:15:00+00:00-25.388217782797984-947.938065320260830False
1282022-08-10 12:15:00+00:0017GBP_AUDSHORT1.734841.73881869132717661.73248261734564671.73248261734564671.7324826173456467235871.24LONDON2.00.001298691327176642622.49438173059814350.2523422342967051.73503657818573061.73551248628488541.7123286590181586False0.0001520848590759590343.7914322532021250.43421814269306580.008595988538674656122bb_rejection_short1.7324826173456467TP32022-08-10 12:30:00+00:0023.57382754296898556.038699115314615True
1292022-08-12 01:15:00+00:0017GBP_AUDSHORT1.717051.71910442301329011.71554115397341981.71554115397341981.7155411539734198459505.693ASIAN2.00.000904423013290120620.36298026146974453.244117027894911.71751181910666721.7235307908339266-6.212384625703393False0.0001127105260094953879.211681338806-1.61819106667238090.3333333333335034614bb_rejection_short1.7155411539734198TP32022-08-12 02:30:00+00:0015.088460594164765693.323349635949175True
1302022-08-15 02:45:00+00:0017GBP_AUDSHORT1.705861.70796809593940371.70372380812119251.70372380812119251.7037238081211925451095.363ASIAN2.00.001218095939403644327.68898532997041460.251244185257271.70527632062866251.7129882020027214-5.45086359289737False0.00027714011660813788.404621296453178.8367937133737580.1075268817206457620bb_rejection_short1.7079680959394037SL2022-08-15 04:45:00+00:00-21.080959394037535-950.9522966998743120False
1312022-08-17 18:15:00+00:0017GBP_AUDLONG1.73699999999999991.73446791647395961.7395241670520811.7395241670520811.739524167052081371805.582NY2.00.001412083526040514528.2940099826243540.561374280761.7369519594242811.727132067039991-26.238241455185385False-0.000583040001242292930.73853341440943-2.51959424281134050.23893805309736948182bb_rejection_long1.7344679164739596SL2022-08-18 01:15:00+00:00-25.32083526040285-941.4427840078533420False
1322022-08-23 13:45:00+00:0017GBP_AUDSHORT1.712151.71480300209037621.70928399581924761.70928399581924761.7092839958192476351310.825OVERLAP2.00.00155300209037626414.50312912987617758.980368960755611.7102640947499831.713371982825402816.13091249731413False3.6449782000440236e-0574.7343938946085721.2590525001710160.007936507936472272131bb_rejection_short1.7092839958192476TP32022-08-23 14:00:00+00:0028.6600426233274531006.858307523611915True
1332022-08-23 21:45:00+00:0017GBP_AUDSHORT1.706741.7097218466505711.70435630669885781.70435630669885781.7043563066988578315944.133NY2.00.001341846650570974826.3349356709619447.966751698309691.70785618488150881.7115921919011248-18.589562198354503False7.011860739663351e-0565.30865301700484-8.161848815089190.13551401869164453211bb_rejection_short1.709721846650571SL2022-08-23 23:30:00+00:00-29.818466505711072-942.0969458081025105False
1342022-08-24 00:00:00+00:0017GBP_AUDSHORT1.708241.71097843427869131.7061231314426171.7061231314426171.706123131442617340587.313ASIAN2.00.001208434278691389626.023393954751253.507031299715591.70807013755284131.7113282227714302-3.4795153172950677False0.0002318701786200277552.6192845397623264.698624471586310.345323741007219502bb_rejection_short1.7109784342786913SL2022-08-24 01:45:00+00:00-27.384342786913596-932.6759645912805105False
1352022-08-24 01:45:00+00:0017GBP_AUDSHORT1.710021.71309962968795571.70772074062408841.70772074062408841.7077207406240884299824.754ASIAN2.00.001299629687955821526.6308627718704660.593655664154651.70830772586879751.71117102382207514.240074967946104False0.0001786910565668213566.5320378151294720.1227413120252940.0969696969696635212bb_rejection_short1.7077207406240884TP32022-08-24 08:00:00+00:0022.992594525984657689.3748905604718375True
1362022-08-24 13:15:00+00:0017GBP_AUDSHORT1.708441.71143127548679531.70587744902640931.70587744902640931.7058774490264093310985.382OVERLAP2.00.001401275486795313320.30267377806803453.014809704668011.70843017661057321.7103262185159899.739338586864932False0.000293154350458827679.714092924620352.4982338942680650.33678756476686206132bb_rejection_short1.70714TIME2022-08-24 21:15:00+00:0012.999999999998566404.28099399995546480True
1372022-09-01 00:45:00+00:0017GBP_AUDSHORT1.699161.70196748757152651.6967850248569471.6967850248569471.696785024856947332783.583ASIAN2.00.001337487571526467525.6861926685681962.746085994511461.69700714054541211.696930564467231736.18010078072275False0.0001209721353568940565.6346157044751124.5285945458784130.2847682119204606503bb_rejection_short1.7019674875715265SL2022-09-01 03:30:00+00:00-28.0748757152649-934.2857648580915165False
1382022-09-02 05:45:00+00:0017GBP_AUDSHORT1.70033000000000011.70324998842171181.69849002315657651.69849002315657651.6984900231565765316762.523ASIAN2.00.001069988421711750629.95992027845025548.983962138132681.70030903377202081.698703900467752923.291726678140723False1.8377510059922335e-0550.62017195440333.2096622797928020.3828828828828716454bb_rejection_short1.6984900231565765TP32022-09-02 08:15:00+00:0018.399769015105793582.8357200642829150True
1392022-09-09 14:45:00+00:0017GBP_AUDSHORT1.693111.69663309721304121.68990380557391751.68990380557391751.6899038055739175264191.194OVERLAP2.00.001723097213041225515.81029989548560651.119587648434391.6947531066896621.7005982164882665.716186859290318False0.000310067166140591252.018934118992725-14.031066896620370.025125628140757344144bb_rejection_short1.6966330972130412SL2022-09-11 21:00:00+00:00-35.23097213041337-930.77124519907443255False
1402022-09-14 14:45:00+00:0017GBP_AUDLONG1.715161.7118287149142121.71844257017157621.71844257017157621.7184425701715762276609.032OVERLAP2.00.001761285085788080425.9457026555507844.31819761370931.71420746425388631.7065930180572029-17.94110481426081False-0.000694867615882917913.4175175067098167.1253574611374050.26060606060599456142bb_rejection_long1.711828714914212SL2022-09-14 16:15:00+00:00-33.312850857880605-921.463536233302390False
1412022-09-19 02:30:00+00:0017GBP_AUDSHORT1.699751.7020142460240961.69774150795180811.69774150795180811.6977415079518081402893.023ASIAN2.00.00115424602409593219.83386227650232752.3715793976762641.70070698959541791.7046342929297658-26.07817237529453False0.0002390948192038900282.18815697135017-6.5698959541782290.3297872340426084620bb_rejection_short1.702014246024096SL2022-09-19 06:00:00+00:00-22.64246024095806-912.2489186709522210False
1422022-09-20 01:15:00+00:0017GBP_AUDSHORT1.69952000000000011.70237763645054161.6974247270989171.6974247270989171.697424727098917316039.653ASIAN2.00.001197636450541644523.9673696422261950.2172403937760241.7002786211400681.702421902613902-17.01663275672116False0.0001573485268234450382.56161133715484-4.5862114006789410.2176870748298682711bb_rejection_short1.7023776364505416SL2022-09-20 06:15:00+00:00-28.576364505414897-903.1264236563748300False
1432022-09-21 14:00:00+00:0017GBP_AUDSHORT1.700621.70369990721095751.69774018557808471.69774018557808471.6977401855780847290299.383OVERLAP2.00.001559907210957650827.98471185399382251.3670825520232551.70077786097066271.70153305762274796.532824787250924False0.00026512635258543662.240133800311470.82139029337291450.27205882352939253142bb_rejection_short1.6977401855780847TP32022-09-21 17:45:00+00:0028.798145211168517836.008369995219225True
1442022-09-27 14:00:00+00:0017GBP_AUDSHORT1.66541.6701297242978421.65974055140431641.65974055140431641.6597405514043164190805.044OVERLAP2.00.002949724297841816721.68607839882832555.351032480070311.6629734342590471.66315957815704038.552569727970916False-1.9652314901485416e-0570.4192973550338326.6656574095303080.09810126582279348141bb_rejection_short1.670129724297842SL2022-09-27 15:30:00+00:00-47.297242978419085-902.455233838697390False
1452022-09-29 07:00:00+00:0017GBP_AUDSHORT1.671481.67464275482049191.66731449035901621.66731449035901621.6673144903590162282484.974ASIAN2.00.002232754820491955628.94645410018698366.254345806801921.66640864121671521.665291778838138781.8198963364769False0.000836456049536714894.8630431360930453.713587832848740.1388235294117381473bb_rejection_short1.6746427548204919SL2022-09-29 07:45:00+00:00-31.627548204917755-893.430700583974545False
1462022-10-03 12:45:00+00:0017GBP_AUDLONG1.734731.72995368181422271.74034263637155461.74034263637155461.7403426363715546185183.724LONDON2.00.00292631818577728518.47815737632367645.1036971228052651.73517258264132251.7191558703987018-25.31661573253352False-0.000368073741331846840.9942865105912-6.8258264132237120.09813084112151424120bb_rejection_long1.7403426363715546TP32022-10-03 15:00:00+00:0056.1263667463927551039.3689384181307135True
1472022-10-06 01:45:00+00:0017GBP_AUDLONG1.743091.739350528201741.746628943596521.746628943596521.74662894359652239309.223ASIAN2.00.001919471798259976918.12091332451796442.3146668266989251.74635056921250831.7484600174152072-73.46274517235685False8.110735800717357e-0521.05057627357798-35.605692125082460.300653594771362313bb_rejection_long1.73935052820174SL2022-10-06 02:45:00+00:00-37.39471798259952-894.890079253586660False
1482022-10-06 12:30:00+00:0017GBP_AUDLONG1.74158000000000011.73716758311891881.74624483376216231.74624483376216231.7462448337621623200783.654LONDON2.00.00245241688108112618.09494907847302548.4753810150934041.74227901969189471.745881932492357-7.917658437224251False-0.0001308730050915148237.583200902832-9.3901969189458260.1560975609756494123bb_rejection_long1.7371675831189188SL2022-10-06 15:45:00+00:00-44.12416881081293-885.941166705118195False
1492022-10-07 12:45:00+00:0017GBP_AUDLONG1.743471.73772433800082961.74824132399834081.74824132399834081.7482413239983408152651.123LONDON2.00.00250566199917035424.84038753621759848.028702421668721.74291498603295251.7432568369166679-11.633093797296379False-0.000237524194181516849.571392765555683.15013967047583780.22254335260120095124bb_rejection_long1.7377243380008296SL2022-10-07 14:15:00+00:00-57.45661999170481-877.08173931481390False
1502022-10-10 14:30:00+00:0017GBP_AUDLONG1.751521.74694207042495721.75537585915008561.75537585915008561.7553758591500856189673.294OVERLAP2.00.00204792957504283216.88866314077132551.030414408691471.74985786128314721.745562521244434-6.806742007607891False-0.0001506654305996185445.70576596892535514.2213871685270550.24503311258276733140bb_rejection_long1.7553758591500856TP32022-10-10 14:45:00+00:0038.558593533752731.353529331946915True
1512022-10-18 00:30:00+00:0017GBP_AUDLONG1.802261.797202843897491.805934312205021.805934312205021.80593431220502173145.633ASIAN2.00.001987156102510018626.83512625467492540.843141575906611.80524472021463361.7993525465717923-54.30402333628681False-0.0001261713970299614324.902602471668047-32.847202146335520.302931596091246201bb_rejection_long1.80593431220502TP32022-10-18 02:30:00+00:0036.74312417229367636.1911382980015120True
1522022-10-21 06:45:00+00:0017GBP_AUDLONG1.786211.7828815899538461.78918682009230821.78918682009230821.7891868200923082264987.35ASIAN2.00.001638410046154088719.6285105774783344.3846106927041151.78692620796302731.788636124994269513.616476791307175False-0.000200147661873931622.55088702147658-10.1620796302714920.141176470588261464bb_rejection_long1.782881589953846SL2022-10-21 07:45:00+00:00-33.2841004615414-881.986391423260960False
1532022-10-25 01:00:00+00:0017GBP_AUDLONG1.786641.78304016289646271.78971967420707451.78971967420707451.7897196742070745242557.234ASIAN2.00.001689837103537213326.0267005683783143.354541029009791.78846502826530721.7871424087445877-69.84075126605482False0.0001924506540579660345.522388059703985-21.2502826530713840.085227272727327211bb_rejection_long1.7897196742070745TP32022-10-25 01:45:00+00:0030.796743340413556746.99727576716645True
1542022-10-28 02:30:00+00:0017GBP_AUDLONG1.78993999999999991.78721102318507691.79279795362984661.79279795362984661.7927979536298466322698.422ASIAN2.00.001578976814923337521.00804263523340542.3112743922907341.7909142881168191.7900713201373721-8.19595016259056False-0.0004366178034785707711.646734618102846-12.7428811681906670.314009661835691824bb_rejection_long1.7872110231850769SL2022-10-28 04:15:00+00:00-27.28976814923012-880.6365063922883105False
1552022-10-31 10:30:00+00:0017GBP_AUDLONG1.804371.80122102174870211.80744795650259581.80744795650259581.8074479565025958276861.273LONDON2.00.001658978251297899616.43744642070462441.6982909493317351.80628347373898831.8007615784823885-16.15358086277885False-0.0001789211343727126829.06523927758464-21.534737389883320.3776223776223559100bb_rejection_long1.8012210217487021SL2022-10-31 13:30:00+00:00-31.48978251297896-871.8301178567147180False
1562022-11-08 01:15:00+00:0017GBP_AUDSHORT1.778331.78100559639735611.77573880720528781.77573880720528781.7757388072052878322586.713ASIAN2.00.001445596397356098323.86489170586659456.916621031114541.77562393938349851.771691033495016760.775838087694375False-3.916582597754295e-0681.7262438481118430.060606165014380.2866666666667574411bb_rejection_short1.7810055963973561SL2022-11-08 05:45:00+00:00-26.7559639735615-863.1118391109733270False
1572022-11-14 08:45:00+00:0017GBP_AUDSHORT1.763011.76613512424520951.75939975150958141.75939975150958141.7593997515095814273422.962LONDON2.00.001925124245209350729.70943868096932457.926598013458531.76164274659267561.76517528335910488.515202064331984False0.000453238583591710884.9506589674824516.0725340732437160.2185430463575594280bb_rejection_short1.7661351242452095SL2022-11-14 09:45:00+00:00-31.25124245209498-854.480721492946960False
1582022-11-15 00:00:00+00:0017GBP_AUDSHORT1.75544000000000011.7575798937462251.75274021250755021.75274021250755021.7527402125075502395316.784ASIAN2.00.0014998937462249116.71755437876805359.532635223947281.75518791398545781.7608419520574186-13.341351799660561False0.000346849905171910785.456895988256485.5208601454226350.0499999999998778801bb_rejection_short1.7527402125075502TP32022-11-15 07:00:00+00:0026.9978756074420331067.271325197453420True
1592022-11-16 00:30:00+00:0017GBP_AUDSHORT1.756641.7600241930628211.75263161387435781.75263161387435781.7526316138743578253120.494ASIAN2.00.002154193062821057416.00356397455372556.106318948077971.75588282304105481.7580599379394104-18.620351520433065False0.000493528910748998491.9929164679944210.5717695894513850.0777385159010955502bb_rejection_short1.7526316138743578TP32022-11-16 07:00:00+00:0040.0838628400095441014.6047003156008390True
1602022-11-17 13:30:00+00:0017GBP_AUDLONG1.772631.76874049443283641.7776490111343271.7776490111343271.777649011134327222844.433OVERLAP2.00.002629505567163544720.96731691471430646.769332025093041.77179223928976361.764858078343563-18.830094220108062False-0.0004173575163417481532.671480144404265.9776071023631690.03396226415091399133bb_rejection_long1.77284TIME2022-11-17 21:30:00+00:002.10000000000043546.79733030000969480True
1612022-11-22 00:00:00+00:0017GBP_AUDLONG1.789991.78772779472613071.79211441054773821.79211441054773821.7921144105477382383352.764ASIAN2.00.001212205273869156825.06205662795041555.6516565442487661.78775259244314061.781186232687760837.75386605696207False-0.0001593654395901371.3281055514112119.3740755685944950.1214953271027552501bb_rejection_long1.7921144105477382TP32022-11-22 02:00:00+00:0021.24410603154862814.398668092681120True
1622022-11-30 15:00:00+00:0017GBP_AUDSHORT1.786291.78998996763045911.78233006473908141.78233006473908141.7823300647390814236587.643OVERLAP2.00.002099967630459273721.0306171248269156.890904991954751.78526411708215421.788913674192137422.548360551581936False0.0004826476629368628571.4608092999788512.6588291784579530.34099616858239734152bb_rejection_short1.7823300647390814TP32022-11-30 15:45:00+00:0039.59935428295633936.87177753285345True
1632022-12-05 09:45:00+00:0017GBP_AUDLONG1.802331.7986557647512291.80563847049754211.80563847049754211.8056384704975421240794.423LONDON2.00.00177423524877104524.954180913710142.0406970070736251.8038714964254171.7990645369713252-17.775820427561317False-0.000349394177800500121.591128559074235-17.8149642541702850.1914893617020723790bb_rejection_long1.8056384704975421TP32022-12-05 12:00:00+00:0033.084706349402644796.6612676274729135True
1642022-12-06 01:45:00+00:0017GBP_AUDLONG1.81654999999999991.81319634756266381.81981730487467221.81981730487467221.8198173048746722266187.984ASIAN2.00.001783652437336144226.12809285771970743.880190555679191.81529009198930941.80606518368386160.89531863797237False-0.000614524688997087320.55521430521439.5990801069056890.0899999999999233911bb_rejection_long1.8131963475626638SL2022-12-06 03:30:00+00:00-33.53652437336096-892.701967916572105False
1652022-12-13 01:15:00+00:0017GBP_AUDLONG1.816391.81382620181805981.81897759636388031.81897759636388031.8189775963638803344713.154ASIAN2.00.001443798181940138128.3029847804135844.438312725513041.81650352877787971.81211016124397365.857475044257487False-0.0001097210356970295241.71892715419504-4.1352877787970140.1818181818180650311bb_rejection_long1.8189775963638803TP32022-12-13 03:15:00+00:0025.875964389456012891.978519397721120True
1662022-12-14 15:45:00+00:0017GBP_AUDSHORT1.806271.81047172929372471.80230654141255081.80230654141255081.8023065414125508212458.893OVERLAP2.00.00210172929372462527.62446119377523659.324449516772321.8042707366480231.807434953977767231.293300971564353False0.000602160246305667679.8018399718267722.3926335197699440.09223300970869758152bb_rejection_short1.8104717292937247SL2022-12-14 19:00:00+00:00-42.01729293724643-892.6947418252217195False
1672022-12-20 08:30:00+00:0017GBP_AUDLONG1.821621.81647818434405981.82670363131188031.82670363131188031.8267036313118803171878.543LONDON2.00.002661815655940144724.34477580801534250.4870085742806651.8191803625688221.8165657089595764-1.8931286325329921False-0.000585743902512173615.40505750806137421.9963743117790320.04123711340202724481bb_rejection_long1.8164781843440598SL2022-12-20 09:00:00+00:00-51.41815655940185-883.767767892141430False
1682022-12-22 09:00:00+00:0017GBP_AUDSHORT1.793661.7982930809972751.790413838005451.790413838005451.79041383800545188844.123LONDON2.00.001743080997275045723.8106900357084646.473209045833021.7971417263340641.8080381776096535-8.8110421729648False0.00034954825539125137.68760625006019-32.4172633406405450.105072463768076693bb_rejection_short1.79041383800545TP32022-12-22 11:15:00+00:0032.46162166446455613.0186376998744135True
1692022-12-26 14:00:00+00:0017GBP_AUDSHORT1.793681.79780820314422641.7908235937115471.7908235937115471.790823593711547213424.644OVERLAP2.00.001548203144226473424.79317037713686747.752052248307641.795207417703391.7991844601764537-3.9096970490670735False0.0002815221863638401444.49825544252919-12.8741770339013680.05882352941178605140bb_rejection_short1.790823593711547TP32022-12-26 19:30:00+00:0028.564064222896132609.6275123708488330True
1702022-12-29 07:30:00+00:0017GBP_AUDSHORT1.786751.78898607505203991.78467784989592041.78467784989592041.7846778498959204396747.223ASIAN2.00.001186075052039843326.94746409618768768.883870897898961.78409372379442541.785097952107793249.629934978026036False0.0002756109323695200590.2742481269927329.5627620557459280.0102040816327201173bb_rejection_short1.7889860750520399SL2022-12-29 07:45:00+00:00-22.36075052039821-887.156560608154215False
1712023-01-02 08:15:00+00:0017GBP_AUDSHORT1.770961.77527534402048451.7685093119590311.7685093119590311.768509311959031203526.074LONDON2.00.001345344020484534513.3357179076577545.114924871682841.77271113291887851.7772776007873061-7.385638005634743False3.4398847012044316e-0535.21573451842371-15.1113291887838840.2321428571428559680bb_rejection_short1.768509311959031TP32023-01-02 12:45:00+00:0024.50688161380656498.77893028133076270True
1722023-01-03 23:15:00+00:0017GBP_AUDSHORT1.779821.78249390205039271.77689219589921451.77689219589921451.7768921958992145330331.024NY2.00.001613902050392680428.57763032016444555.28070039949011.77866764833019771.77611488725512539.420021264054945False0.0001316880256077151472.9943109253467114.5235166980217660.13178294573643545231bb_rejection_short1.7768921958992145TP32023-01-04 01:00:00+00:0029.278041894178433967.1445442506696105True
1732023-01-10 09:30:00+00:0017GBP_AUDSHORT1.763591.76638938085168241.7604512382966351.7604512382966351.760451238296635318979.192LONDON2.00.001689380851682514329.20756598320696258.4879259632434551.76136511352079731.75968068041926849.971716379906237False0.000265751306544073480.0531106525258224.6488647920273250.35915492957747891bb_rejection_short1.7663893808516824SL2023-01-10 11:00:00+00:00-27.99380851682409-892.94423657116590False
1742023-01-11 15:00:00+00:0017GBP_AUDSHORT1.760191.76388773858332231.75653452283335551.75653452283335551.7565345228333555239069.033OVERLAP2.00.001947738583322193126.24749291980812457.119952248451181.75906931508157131.760586261905864822.296114952971013False0.0003442577896230467483.9543711137116613.6068491842866730.3333333333333725152bb_rejection_short1.7565345228333555TP32023-01-11 15:45:00+00:0036.554773195490554873.911416971592645True
1752023-01-12 00:00:00+00:0017GBP_AUDSHORT1.759021.7613454756961721.75652904860765611.75652904860765611.7565290486076561383901.633ASIAN2.00.001395475696171975716.56120887260855.584741392430771.75853772592403781.759871144325162711.28334346183646False0.0001216625191006530674.688632214108857.8227407596220820.2406015037595026803bb_rejection_short1.7565290486076561TP32023-01-12 06:00:00+00:0024.909514572290462956.2803246811062360True
1762023-01-13 01:30:00+00:0017GBP_AUDSHORT1.752341.75495838101655571.74978323796688851.74978323796688851.7497832379668885344608.635ASIAN2.00.001428381016555734513.74528023560650647.8952734811578441.75381754249122721.757176296943256-23.088208726851356False9.640204109568555e-0556.26242618442498-11.775424912272570.1138211382113997214bb_rejection_short1.7549583810165557SL2023-01-13 02:00:00+00:00-26.183810165556483-902.316694933249430False
1772023-01-23 07:30:00+00:0017GBP_AUDLONG1.778071.7751100756988231.78042984860235421.78042984860235421.7804298486023542301796.084ASIAN2.00.001329924301177106219.958165884165541.9161246090306461.7793100196949851.7804765203063782-28.81647319973535False-0.0002268740527295011136.00378061073312-15.400196949848510.2530120481928242570bb_rejection_long1.775110075698823SL2023-01-23 08:15:00+00:00-29.59924301177086-893.29355119198445False
1782023-01-26 08:30:00+00:0017GBP_AUDSHORT1.743181.7462929332177411.74039413356451791.74039413356451791.7403941335645179284092.383LONDON2.00.001512933217741060826.79451630722549651.603854110935441.74338660131581371.74742119661072141.4465181277878436False0.00026856574806591656.443285694247290.333986841862810.3455882352940888383bb_rejection_short1.7403941335645179TP32023-01-26 11:00:00+00:0027.858665335440556791.4434538768807150True
1792023-01-29 23:30:00+00:0017GBP_AUDSHORT1.74429000000000011.74670079993929121.74196840012141751.74196840012141751.7419684001214175370115.753NY2.00.001310799939291255719.13495550705327458.448784702992631.74281509780815761.743338973403753432.329848991796695False3.871004245362987e-0575.9685694022269917.749021918425090.35135135135127027236bb_rejection_short1.7419684001214175TP32023-01-30 00:45:00+00:0023.215999413089225859.260703477507875True
1802023-02-01 16:00:00+00:0017GBP_AUDSHORT1.741311.74463011240657841.7383897751868431.7383897751868431.738389775186843271336.494OVERLAP2.00.001580112406578496419.80132913111623349.5883824666964441.7423607511778951.74622310594368721.585178522860442False0.0001266189252460854221.529889599147605-8.107511778949750.14367816091958202162bb_rejection_short1.738389775186843TP32023-02-01 19:30:00+00:0029.202249207807537792.3635800151778210True
1812023-02-13 23:00:00+00:0017GBP_AUDLONG1.742551.74008057300413931.74430885399172151.74430885399172151.7443088539917215368017.073NY2.00.00102942699586070829.99919301261119452.318402215440251.74204251682016681.7424907895370295.245403480125255False-1.0003876679024269e-0574.760195963839072.0748317983332320.21176470588242977230bb_rejection_long1.7443088539917215TP32023-02-14 01:15:00+00:0017.588540395142157647.2883101796859135True
1822023-02-24 01:15:00+00:0017GBP_AUDLONG1.763791.7616215402714071.76566691945718611.76566691945718611.7656669194571861422080.314ASIAN2.00.001088459728593054827.62657677196892438.270535049679471.7651783691709811.764766690924989-17.100834317951286False-7.82285998071368e-0520.311339836645356-16.88369170981030.0568181818183022514bb_rejection_long1.7656669194571861TP32023-02-24 06:15:00+00:0018.769195016544565792.2107651033584300True
1832023-02-28 00:30:00+00:0017GBP_AUDLONG1.78895999999999991.78609318530636821.79095362938726321.79095362938726321.7909536293872632322025.094ASIAN2.00.001146814693631649427.84479121552184547.956912182041151.78772911013221771.779441660494637726.47958946500273False-0.000198398859686537721.609085883806179.3088986778222530.1315789473683472401bb_rejection_long1.7909536293872632TP32023-02-28 05:00:00+00:0019.93629449172461641.9987027964123270True
1842023-03-01 15:00:00+00:0017GBP_AUDLONG1.779231.77428940972239021.78339118055521921.78339118055521921.7833911805552192188156.923OVERLAP2.00.002200590277609581725.1305768883748945.08312272461711.78229861175363521.7851695853158296-22.458605208726112False9.163855008290436e-0535.83888100694819-33.086117536351710.3787128712871324152bb_rejection_long1.7742894097223902SL2023-03-01 15:45:00+00:00-49.405902776098465-929.606249617013845False
1852023-03-02 07:00:00+00:0017GBP_AUDLONG1.77895999999999991.77636026493081971.78095947013836061.78095947013836061.7809594701383606354001.533ASIAN2.00.001149735069180326227.5225327859749344.038204708344571.77968072960879261.7823388697001512-12.150457525117453False-0.0001919542220898556322.991976608099367-10.2072960879273640.228395061728358773bb_rejection_long1.7763602649308197SL2023-03-02 08:15:00+00:00-25.99735069180209-920.310192084449975False
1862023-03-03 02:30:00+00:0017GBP_AUDLONG1.774641.77174075044812221.77685849910375551.77685849910375551.7768584991037555314256.183ASIAN2.00.001259249551877711120.41490809417477746.902234804226541.77550728379599021.7789839367506244-23.10266777958203False-2.1376573158926062e-0542.68753631522315-11.6728379599018160.199999999999970424bb_rejection_long1.7717407504481222SL2023-03-03 09:00:00+00:00-28.99249551877814-911.1070890398336390False
1872023-03-07 15:30:00+00:0017GBP_AUDLONG1.798741.7947917838607241.80239643227855221.80239643227855221.8023964322785522228456.63OVERLAP2.00.00194821613927606520.1883204344777450.2468428300223451.79658749579703471.7884214780016847-3.37412289428185False-0.0003490208051461279514.4311789218254419.1250420296529280.36815920398006874151bb_rejection_long1.794791783860724SL2023-03-07 17:15:00+00:00-39.48216139276095-901.9960352441432105False
1882023-03-12 22:45:00+00:0017GBP_AUDLONG1.822441.81822589695326651.82774820609346691.82774820609346691.8277482060934669211901.813NY2.00.00280410304673342626.75725673314334341.876586639163631.82341111848133091.8117276414112163.593589366186478False-0.0008781933975999710.023937761820052-12.7111848133076850.26941747572818764226bb_rejection_long1.8182258969532665SL2023-03-13 02:45:00+00:00-42.141030467335305-892.9760631293497240False
1892023-03-14 07:00:00+00:0017GBP_AUDLONG1.827141.82416478535013061.82971042929973881.82971042929973881.8297104292997388297136.983ASIAN2.00.001435214649869360821.987255074204944.541872200181061.82691868325708851.820694853712793253.60540537507008False-0.000349331603709854821.895905629740444-0.78683257088485450.3882352941177008671bb_rejection_long1.8241647853501306SL2023-03-14 07:30:00+00:00-29.75214649869384-884.046295913946230False
1902023-03-14 12:30:00+00:0017GBP_AUDLONG1.826651.81873057213065811.83128885573868371.83128885573868371.8312888557386837110513.774LONDON2.00.002439427869341773625.2353371565317450.922727671086921.8262538841405291.8216870352749596.718164844419228False-1.5066375635877757e-0662.6156827347996341.56115859471173120.04668534080300346121bb_rejection_long1.8187305721306581SL2023-03-14 15:30:00+00:00-79.19427869341966-875.2058300840481180False
1912023-03-15 12:00:00+00:0017GBP_AUDLONG1.817341.8126224221472451.82097515570551031.82097515570551031.8209751557055103183664.973LONDON2.00.001937577852755156625.92489498106685641.6800170214949051.81895317495567091.820194822033945-21.178102451064884False-0.0004468923158844042539.26032687194593-18.5317495567094430.01949860724234397122bb_rejection_long1.8209751557055103TP32023-03-15 13:00:00+00:0036.35155903433509667.650799949438460True
1922023-03-15 13:45:00+00:0017GBP_AUDLONG1.819251.812215023935621.82399995212876021.82399995212876021.8239999521287602124112.764OVERLAP2.00.00249497606438004318.2043439957343251.030777670860471.81892137404752721.8201007060865380.98865612981891False6.905533906861533e-0559.213399851737160.88625952472831670.033783783783805074132bb_rejection_long1.8239999521287602TP32023-03-15 14:45:00+00:0047.499525114728044589.529716067821560True
1932023-03-20 00:00:00+00:0017GBP_AUDLONG1.815591.81307167072415321.81824665855169391.81824665855169391.8182466585516939349051.094ASIAN2.00.001478329275846938823.9283500669404445.2302245689268861.8158219317861671.8164174238796684.6503184240997975False-0.0001967469787236713448.88649978488744-5.3193178616695040.05555555555557513400bb_rejection_long1.8130716707241532SL2023-03-20 00:30:00+00:00-25.18329275846831-879.025578713247130False
1942023-03-20 13:45:00+00:0017GBP_AUDLONG1.824361.82077807324015021.82810385351969961.82810385351969961.8281038535196996242951.743OVERLAP2.00.001991926759849837823.16124631678743747.797724184390871.82301700624865021.819027730263691-11.630911024225199False-0.000433148632614740730.03124848429334311.0299375134981230.034129692832759594130bb_rejection_long1.8281038535196996TP32023-03-20 16:00:00+00:0037.43853673798286909.5757643546859135True
1952023-03-21 00:15:00+00:0017GBP_AUDLONG1.828811.82444849751209781.83111300497580441.83111300497580441.8311130049758044201611.963ASIAN2.00.001301502487902146220.35770511844314358.3286349986416251.8262960628640041.821680918010965228.570144899358052False5.212759163287562e-0558.28947656233043522.139371359961580.255395683453232801bb_rejection_long1.8311130049758044TP32023-03-21 00:45:00+00:0023.030050900339603464.313370091723230True
1962023-03-23 01:15:00+00:0017GBP_AUDLONG1.830551.82773615099954761.83365769800090471.83365769800090471.8336576980009047314151.265ASIAN2.00.001703849000452342719.2796270222020940.5660505884440851.83250723209040861.8306211973659914-18.028292789205036False-0.00041872862193482511.073435504469359-22.572320904086230.1987951807228569313bb_rejection_long1.8277361509995476SL2023-03-23 04:45:00+00:00-28.138490004523398-883.9742089418431210False
1972023-04-03 07:00:00+00:0017GBP_AUDLONG1.84128999999999991.83926741517659581.84353516964680851.84353516964680851.8435351696468085432681.224ASIAN2.00.001272584823404292726.6472663104774538.618200647925081.84333101679925121.8444981086254928-47.01365354281561False-4.084081860587335e-0510.117770853634621-23.41016799251250.0795454545453455970bb_rejection_long1.8392674151765958SL2023-04-03 08:30:00+00:00-20.225848234041166-875.134468943977790False
1982023-04-07 00:00:00+00:0017GBP_AUDLONG1.86409999999999991.86221838572953221.8657432285409351.8657432285409351.865743228540935460446.734ASIAN2.00.00097161427046758315.11193816331860246.5930246524480441.86373652570671161.85829360456848480.7089169231733194False-4.931861454754264e-0532.211819127551910.63474293288345860.254901960784236904bb_rejection_long1.8622183857295322SL2023-04-07 01:45:00+00:00-18.81614270467624-866.383137958153105False
1992023-04-13 06:45:00+00:0017GBP_AUDLONG1.860391.85761749825756481.86277500348487021.86277500348487021.8627750034848702309366.554ASIAN2.00.001342501742435162224.4472569915316538.27198575807721.86276967292861381.8637529329099976-17.485889112145436False-4.3039283013634154e-0512.407727090364935-26.7967292861381880.19424460431654163bb_rejection_long1.8576174982575648SL2023-04-13 07:30:00+00:00-27.725017424351513-857.719298926151445False
2002023-04-13 07:45:00+00:0017GBP_AUDLONG1.858641.85606167997017681.86163664005964671.86163664005964671.8616366400596467329339.33ASIAN2.00.00164832002982325620.4153869415755937.312929540657081.86226808668191041.8635832769972533-33.75658845300888False-0.000308643692561819713.399079501405451-39.280866819102480.277777777777857773bb_rejection_long1.8616366400596467TP32023-04-13 08:45:00+00:0029.96640150636062986.911369562375360True
2012023-04-13 23:45:00+00:0017GBP_AUDSHORT1.845761.84759711608641691.8441057678271661.8441057678271661.844105767827166467586.794NY2.00.000977116086416986328.92954634092649346.550960392980641.84855180198463541.8569442442312916-66.20246722561784False0.000334354187373981969.19199674881848-24.918019846353890.18691588785046342233bb_rejection_short1.8475971160864169SL2023-04-14 02:15:00+00:00-18.3711608641679-859.0112137049895150False
2022023-04-17 06:45:00+00:0017GBP_AUDSHORT1.849141.8518306661003121.8473986677993761.8473986677993761.847398667799376316063.415ASIAN2.00.001020666100312060219.9868144726877347.9176315344070641.84964897329600771.851461509428479411.314706799283591False1.741405727971076e-0529.469715647604428-2.08973296007775030.0833333333333443560bb_rejection_short1.847398667799376TP32023-04-17 08:45:00+00:0017.413322557185065550.3714106853831120True
2032023-04-24 07:15:00+00:0017GBP_AUDLONG1.861251.85879186122862721.86336627754274581.86336627754274581.8633662775427458348200.374ASIAN2.00.00120813877137283929.79687070914546347.378958781832051.8601180342639641.85461505864202549.678300723510205False-0.0002759572455427164435.767646359863318.3196573603605550.130081300813154970bb_rejection_long1.8633662775427458TP32023-04-24 10:30:00+00:0021.162776035232604736.8886445695125195True
2042023-05-01 00:15:00+00:0017GBP_AUDLONG1.89829999999999991.8957894207769771.90084115844604631.90084115844604631.9008411584460463343862.374ASIAN2.00.001420579223023168421.0868854611031344.114520467242751.89792847556764271.89041456051059266.887642210464673False-0.0001772473664383688853.7274794701861540.71524432357250590.1063829787233992300bb_rejection_long1.895789420776977SL2023-05-01 03:00:00+00:00-25.105792230228904-863.2937217014097165False
2052023-05-05 07:30:00+00:0017GBP_AUDSHORT1.872931.87605220531437381.87038558937125241.87038558937125241.8703855893712524273736.252ASIAN2.00.001422205314373707427.5062048814532248.3041003255956341.87518613795049171.878601888527682-79.59590532244708False0.000422210266299068275.17799658162465-19.5613795049176530.344370860927174774bb_rejection_short1.8760522053143738SL2023-05-05 12:30:00+00:00-31.222053143737938-854.6607744867534300False
2062023-05-05 12:30:00+00:0017GBP_AUDSHORT1.873291.87803691698548051.87017616602903881.87017616602903881.8701761660290388178244.995LONDON2.00.00167691698548055418.69864806030903347.891119168861631.87447334925802431.877740768624342-3.0800583908585644False3.565834124963207e-0548.72178437774729-9.4334925802441740.09000000000001021124bb_rejection_short1.8701761660290388TP32023-05-05 14:45:00+00:0031.13834145655153555.0253361539612135True
2072023-05-08 23:45:00+00:0017GBP_AUDSHORT1.85963000000000011.86170124357130981.858307512857381.858307512857381.85830751285738411185.064NY2.00.000811243571309987215.68614239311764945.114003109732991.86121296540781981.8675548383041483-15.023426344389357False1.8257714813349393e-0538.21995102736764-12.8296540781969170.3193277310922833230bb_rejection_short1.8617012435713098SL2023-05-09 01:45:00+00:00-20.712435713097218-851.6644121436024120False
2082023-05-10 01:30:00+00:0017GBP_AUDSHORT1.866441.86811891514309771.86496216971380441.86496216971380441.8649621697138044502197.974ASIAN2.00.000888915143097841323.7391918332531354.13835167308481.86608700180782621.86606580173926357.6487949136860856False7.756195179517087e-0573.150396075042026.52998192173903650.0999999999998334712bb_rejection_short1.8649621697138044TP32023-05-10 04:45:00+00:0014.778303156229924742.1633845103261195True
2092023-05-10 06:45:00+00:0017GBP_AUDSHORT1.86529000000000011.86837995998723661.86363008002552681.86363008002552681.8636300800255268275268.753ASIAN2.00.000979959987236698318.29310910379446445.901259524989171.86600574533143321.8660520656397483-4.0969954490921445False1.2432453660745843e-0551.181828919005234-4.1574533143307060.386934673366815162bb_rejection_short1.8683799599872366SL2023-05-10 08:00:00+00:00-30.899599872364902-850.569423236604675False
2102023-05-15 01:30:00+00:0017GBP_AUDLONG1.871111.86862489044423621.87326021911152751.87326021911152751.8732602191115275338843.73ASIAN2.00.001225109555763747123.51123066128198537.33350721619061.8728204591888131.8702738935536647-25.905353575921275False-0.000249040336172072423.05538727533079-20.1045918881281870.2477064220183336810bb_rejection_long1.8686248904442362SL2023-05-15 04:15:00+00:00-24.851095557638647-842.0637167803843165False
2112023-05-16 13:30:00+00:0017GBP_AUDLONG1.87363000000000011.8688618325993371.87660633480132641.87660633480132641.8766063348013264174835.114OVERLAP2.00.001608167400663165428.15323204648019548.616374369509731.87277939668723861.8708431657263311-4.186087612034761False-0.000382521716269839723.593092878312116.1060331276152620.17940199335555304131bb_rejection_long1.8766063348013264TP32023-05-16 16:15:00+00:0029.763349715629843520.3678521500613165True
2122023-05-17 02:15:00+00:0017GBP_AUDLONG1.87461.87251924435102771.87682151129794471.87682151129794471.8768215112979447403145.252ASIAN2.00.001260755648972314222.6716936587120645.2721317172882961.8749413951497231.8726015158105889-3.3323772916182826False-0.0001108899740271052224.62294075514279-6.4139514972283430.3506493506493693622bb_rejection_long1.8768215112979447TP32023-05-17 05:00:00+00:0022.21511353049167895.5917498028448165True
2132023-05-18 08:45:00+00:0017GBP_AUDLONG1.875371.87255895748152531.87819208503694931.87819208503694931.8781920850369493301597.244LONDON2.00.001531042518474686218.24938688413992346.0563128304573151.87565546662053981.874242434940134-3.283370854232359False-0.0001273519084749362236.08141218398439-5.2546662053987170.2340425531914625583bb_rejection_long1.8725589574815253SL2023-05-18 10:15:00+00:00-28.11042518474638-847.802665094599890False
2142023-05-25 06:30:00+00:0017GBP_AUDLONG1.890261.88814838107943951.8922832378411211.8922832378411211.892283237841121397479.224ASIAN2.00.00116161892056045422.16966134536279845.969883960755421.89004891114651691.88425318805045388.536638802514318False-8.149435752916306e-0516.958408339438453-0.88911146516768010.01470588235303721663bb_rejection_long1.892283237841121TP32023-05-25 08:00:00+00:0020.23237892022632804.195019195600190True
2152023-05-26 07:00:00+00:0017GBP_AUDLONG1.892441.89057747454167041.8944450509166591.8944450509166591.894445050916659454955.713ASIAN2.00.00115252545832951624.98595547496166338.556423559268931.8936176681534011.890269741954038-21.84767176099278False-0.0001484481039363470216.60280970626198-14.7766815340100170.2399999999999360474bb_rejection_long1.894445050916659TP32023-05-26 07:45:00+00:0020.050509607304885912.209383425321745True
2162023-06-05 01:30:00+00:0017GBP_AUDSHORT1.884761.88809566400687581.88278867198624831.88278867198624831.8827886719862483256767.083ASIAN2.00.001135664006875855122.86988292667687654.662454145386321.88569114188909671.8951246748815878-26.65977715285095False0.0002232260824909639650.85259833335484-6.3114188909674240.2146118721461136310bb_rejection_short1.8827886719862483TP32023-06-05 01:45:00+00:0019.713280905266124506.1721575264939515True
2172023-06-06 02:45:00+00:0017GBP_AUDSHORT1.879951.8821515055749361.87814698885012791.87814698885012791.8781469888501279391346.012ASIAN2.00.001051505574936051823.84563602020583457.4527409089621341.87907953673601381.884887529733764826.38883375994494False2.9849491220350073e-0550.42496770245537611.7046326398617670.395348837209306321bb_rejection_short1.8781469888501279TP32023-06-06 04:15:00+00:0018.030111959441818705.601237518083890True
2182023-06-07 02:15:00+00:0017GBP_AUDSHORT1.861831.8642322500119881.85958549997602441.85958549997602441.8595854999760244361580.364ASIAN2.00.00127225001198783829.54994675111660455.4498522961692051.86226912575908931.8717543376638648-8.461506358532489False0.0002184338723245815773.00680734904867-1.39125759089253620.1976744186046871822bb_rejection_short1.8595854999760244TP32023-06-07 04:45:00+00:0022.445000860504145811.5671491341399150True
2192023-06-08 13:45:00+00:0017GBP_AUDSHORT1.865751.86906416352542611.86306167294914741.86306167294914741.8630616729491474264537.973OVERLAP2.00.001464163525426282921.87456653212571251.6261309480799541.86613851792392541.86737747754664787.126912136063979False0.000226706626947756279.19299681906229-1.4851792392533980.36904761904767885133bb_rejection_short1.8690641635254261SL2023-06-08 14:30:00+00:00-33.14163525426128-876.722091264271345False
2202023-06-08 14:45:00+00:0017GBP_AUDSHORT1.86831.87112865302086881.86564269395826221.86564269395826221.8656426939582622306843.882OVERLAP2.00.001448653020868927525.92216684328223461.49730636052061.86646070701614991.867413748433464726.98718281890722False0.000491508359121585588.6976269119413720.792929838502340.3310810810810162143bb_rejection_short1.8711286530208688SL2023-06-08 15:45:00+00:00-28.286530208687655-867.95486809709360False
2212023-06-08 23:30:00+00:0017GBP_AUDSHORT1.869811.87179513120974141.86825973758051741.86825973758051741.8682597375805174432855.682NY2.00.000925131209741298425.30282655783853653.841537914931231.86911089956241261.868150269996735229.74115771045671False-7.021912323277132e-0553.4614175703266249.9910043758733020.35000000000001386233bb_rejection_short1.8717951312097414SL2023-06-09 00:15:00+00:00-19.851312097414198-859.275319681844845False
2222023-06-09 00:15:00+00:0017GBP_AUDSHORT1.870771.87280173224045271.8691865355190951.8691865355190951.869186535519095418698.173ASIAN2.00.000941732240452487527.30627218697692660.7482138044970551.8693350029974771.868237171466250537.88705898958744False4.0560276844670647e-0576.2630424930970617.3499700252310870.2476190476189791504bb_rejection_short1.8728017322404527SL2023-06-09 03:15:00+00:00-20.317322404526106-850.682571007508180False
2232023-06-22 01:15:00+00:0017GBP_AUDLONG1.878241.87572593525412161.87980812949175681.87980812949175681.8798081294917568334985.75ASIAN2.00.000934064745878386915.72844940850141947.008267108098811.87870697584479381.8776863095837848-21.075757680024676False5.567403966662027e-0545.144679881522045-7.6697584479390460.1214285714285680313bb_rejection_long1.8798081294917568TP32023-06-22 02:45:00+00:0015.681295385687205525.300971168119990True
2242023-06-22 21:00:00+00:0017GBP_AUDLONG1.886121.8829551917103491.88820961657930191.88820961657930191.8882096165793019267766.224NY2.00.001194808289650851816.9296746024389251.448547955868531.88475905569988011.881114565466426719.07167898987705False-0.00013366550471541646.75096030729610.609443001199370.025751072961352123213bb_rejection_long1.8882096165793019TP32023-06-23 01:30:00+00:0020.89616657340687559.528753585151270True
2252023-06-27 00:45:00+00:0017GBP_AUDLONG1.902751.90064438812971681.9046412237405661.9046412237405661.904641223740566405119.323ASIAN2.00.001095611870283106924.16812620224551440.325522021444091.90395177225238531.9004176642467305-22.40232620298599False-0.000136948954991629117.102081796572563-15.0177225238534720.294117647058785101bb_rejection_long1.9006443881297168SL2023-06-27 01:00:00+00:00-21.056118702831306-853.0240490730315False
2262023-06-29 08:15:00+00:0017GBP_AUDLONG1.91031.906621912787391.91291617442521991.91291617442521991.9129161744252199229601.354LONDON2.00.001428087212609905827.68224791966079248.7248191979348851.91095503196927251.90951284392292596.50904993924506False0.0001328816897397714337.419978448878545-8.9503196927243070.1784037558685695783bb_rejection_long1.90662191278739SL2023-06-29 11:15:00+00:00-36.780872126100924-844.4937894330143180False
2272023-07-06 01:30:00+00:0017GBP_AUDLONG1.90788999999999991.90554652457962081.90969695084075861.90969695084075861.9096969508407586356755.984ASIAN2.00.001053475420379325625.11614007711280346.6254016119564341.90737324666258351.904586016694178411.020022512211458False-0.0002505206351774916730.06552706552492.1675333741644210.0204081632652907113bb_rejection_long1.9055465245796208SL2023-07-06 02:00:00+00:00-23.434754203790483-836.048870203239430False
2282023-07-10 02:00:00+00:0017GBP_AUDLONG1.918391.91557718853473461.92091562293053091.92091562293053091.9209156229305309294256.614ASIAN2.00.001412811465265433322.02156447086595447.4056802019199851.91887357062826821.9167363620538198-23.441917414197544False-6.927374760302865e-0552.2452504317804-7.8357062826817090.0748299319728219920bb_rejection_long1.9209156229305309TP32023-07-10 03:15:00+00:0025.256230163614507743.181266932495175True
2292023-07-14 01:00:00+00:0017GBP_AUDSHORT1.90691.90927301537046961.90477396925906131.90477396925906131.9047739692590613351923.633ASIAN2.00.001213015370469381729.0964821022281257.454327382671091.90629596499814281.912774563733550518.186099145507395False8.639296322939937e-0585.489964307236789.0403500185720630.364583333333381514bb_rejection_short1.9047739692590613TP32023-07-14 05:45:00+00:0021.260308013504634748.200477103064285True
2302023-07-14 07:30:00+00:0017GBP_AUDSHORT1.908151.91006059618419031.90576880763161931.90576880763161931.9057688076316193441015.323ASIAN2.00.001340596184190399129.8955733098138861.7664445819561151.9062810910888271.91126579231728.346536953836043False0.00036861219533846884.6202809774031721.68908911172940.0439560439560895474bb_rejection_short1.9100605961841903SL2023-07-14 09:00:00+00:00-19.10596184190316-842.602187561471390False
2312023-07-25 00:30:00+00:0017GBP_AUDSHORT1.90332000000000011.9059596914394761.9011806171210481.9011806171210481.901180617121048316012.764ASIAN2.00.00121969143947607516.58928732613367556.245168999267151.90301379954861871.90456044551056623.1002216129949467False0.0002483644983378159479.515277871977896.0620045138137790.3891891891890711401bb_rejection_short1.901180617121048TP32023-07-25 01:15:00+00:0021.393829466514678676.072309668263245True
2322023-07-26 00:45:00+00:0017GBP_AUDSHORT1.90078000000000011.90314173768639061.89875652462721911.89875652462721911.8987565246272191356067.023ASIAN2.00.001161737686390530525.6895348355834164.591434468022531.89871397434565631.900526018593375739.60829442210656False9.958021513100138e-0573.1203445065178223.6602565434385070.2834645669290443702bb_rejection_short1.9031417376863906SL2023-07-26 01:30:00+00:00-23.61737686390475-840.93690001475145False
2332023-08-04 06:45:00+00:0017GBP_AUDLONG1.936851.93346185073357121.93984629853285771.93984629853285771.9398462985328577245717.492ASIAN2.00.00164814926642890320.3627245832997846.4957852562298441.93781597812413441.937998854096111-23.75254356730583False-2.6615369913689647e-0551.26093498603051-12.6597812413442590.2227979274611053364bb_rejection_long1.9398462985328577TP32023-08-04 11:30:00+00:0029.96298654798558736.2429847474781285True
2342023-08-07 00:15:00+00:0017GBP_AUDLONG1.939091.93647085054226451.94124829891547111.94124829891547111.9412482989154711320672.793ASIAN2.00.00122914945773551224.34142497402998749.2853920548823941.93841136770836831.937940704644974415.630124995420491False-0.0002303903131510568722.87376017623413.78632291631708640.335664335664350900bb_rejection_long1.9364708505422645SL2023-08-07 01:45:00+00:00-26.191494577354476-839.889964039013190False
2352023-08-10 00:45:00+00:0017GBP_AUDLONG1.946711.94417641756330741.94847716487338541.94847716487338541.9484771648733854328187.884ASIAN2.00.001033582436692693819.8622733416769145.876773877198441.94705849501413161.9468896923340444-9.975865323699207False-3.0358659360586607e-0555.805243445691865-6.484950141316670.2833333333333703503bb_rejection_long1.9441764175633074SL2023-08-10 01:30:00+00:00-25.335824366925493-831.491048703362145False
2362023-08-11 03:30:00+00:0017GBP_AUDLONG1.94425999999999991.94144376057643651.94655247884712651.94655247884712651.9465524788471265292296.222ASIAN2.00.001296239423563285224.53328336378404449.5566459991595141.94379350126728581.944715313970264416.068019277419854False-0.000118941681558478424.9993486693458351.66498732714126520.312499999999899934bb_rejection_long1.9465524788471265TP32023-08-11 06:00:00+00:0022.924789255565635670.0829243698449150True
2372023-08-14 12:45:00+00:0017GBP_AUDLONG1.95371.95094906422169381.95644187155661231.95644187155661231.9564418715566123301670.793LONDON2.00.001490935778306156428.56178167100514639.718250358358741.95559086612502541.9518329297035741-13.8404038843154False-6.994210917965146e-0544.0002042483653-21.3086612502544350.21476510067105892120bb_rejection_long1.9509490642216938SL2023-08-14 14:30:00+00:00-27.509357783062068-829.8769694808983105False
2382023-08-18 00:15:00+00:0017GBP_AUDLONG1.989581.98726432890103281.99167134219793421.99167134219793421.9916713421979342354790.543ASIAN2.00.001195671098967169726.3388711432905948.462549288451871.98866764829694391.981263755369842432.98373575833402False-0.000290288341166626629.9623727097510556.1235170305606880.2314049586775206404bb_rejection_long1.9872643289010328SL2023-08-18 00:45:00+00:00-23.156710989671314-821.57819966494230False
2392023-08-23 00:45:00+00:0017GBP_AUDLONG1.979551.97730379654865641.98148240690268731.98148240690268731.9814824069026873362105.413ASIAN2.00.00111620345134366426.36638486157208736.9953187703553041.98191894042715561.9848865585087734-27.50896031885386False-0.0001908291799867377515.199801439561663-26.6894042715559720.3274336283186101702bb_rejection_long1.9773037965486564SL2023-08-23 01:15:00+00:00-22.462034513435203-813.362421692160430False
2402023-08-24 00:45:00+00:0017GBP_AUDSHORT1.96321000000000011.96505113896246231.96136772207507541.96136772207507541.9613677220750754437353.634ASIAN2.00.001071138962462340222.59212196813840749.695589394659411.96519491735614161.9745595273362202-35.605392582158665False0.000207755241711725379.49489908739548-16.849173561415130.1199999999998934103bb_rejection_short1.9613677220750754TP32023-08-24 03:15:00+00:0018.422779670480537805.7269563574866150True
2412023-08-29 08:00:00+00:0017GBP_AUDSHORT1.958761.96081823139649971.9565235372070011.9565235372070011.956523537207001395138.314LONDON2.00.001238231396499575619.61265725796315750.8324240261123141.95940421925784071.9613047870807971-0.36666666666684833False0.000182725662986086590.20507781745603-4.0421925784062120.2666666666665115681bb_rejection_short1.956523537207001TP32023-08-29 09:45:00+00:0022.364628495986537883.7121507681962105True