Files
fx-quant/results/phase1/S17_GBP_JPY_test_set_trades.csv
Brent NealeandClaude Opus 4.6 17b80b7d17 Add 5 new ranging strategies (S17-S21) — all tested, none show edge
Implemented and backtested 5 ranging-market M15 strategies across
3 periods (Training 2021-2023, Test Set 2023-2024, 2025) and 4 pairs
(EUR_USD, GBP_USD, GBP_JPY, GBP_AUD). All 5 fail Phase 1 validation:

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

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

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

57 KiB

1timestampstrategy_idpairsignal_directionentry_pricesl_pricetp1_pricetp2_pricetp3_pricelot_sizeconfluence_scoresessionspread_at_entryatr_at_entryadx_at_entryrsi_at_entryema_50_valueema_200_valuevwap_deviationnews_within_60minmacd_hist_at_entrystoch_k_at_entrydistance_from_ema50_pipscandle_body_ratiohour_of_dayday_of_weekentry_patternexit_priceexit_reasonexit_timepnl_pipspnl_dollarshold_time_minuteswin
22023-09-01 05:30:00+00:0017GBP_JPYSHORT184.339184.50356330647344184.1828733870531184.1828733870531184.18287338705316076.692ASIAN2.50.0955633064734557327.81376155185757456.16243247390037184.37873470907897184.77465279583677-32.99085645048763False0.02518003847372679685.47247840725521-0.473470907897421970.2894736842104377354bb_rejection_short184.1828733870531TP32023-09-01 06:00:00+00:0015.612686987397156948.734588894464230True
32023-09-01 07:15:00+00:0017GBP_JPYSHORT184.302184.55034104229972184.09431791540055184.09431791540055184.094317915400554064.924ASIAN2.50.1213410422997182227.16630669997199754.09404018873672184.34303647249016184.73785701134884-33.185070552886486False0.00870238860430716572.14156312758611-0.60364724901660340.0851063829787319874bb_rejection_short184.55034104229972SL2023-09-01 07:45:00+00:00-24.83410422997281-1009.486469665010830False
42023-09-04 01:15:00+00:0017GBP_JPYSHORT184.127184.31487872773835183.9642425445233183.9642425445233183.96424254452335319.354ASIAN2.50.0988787277383505929.3410575762882561.265246504084274184.06107195139785184.403858521849379.178570128631236False0.0248029319393076983.0518535393361510.0928048602156650.166666666666708210bb_rejection_short184.31487872773835SL2023-09-04 05:00:00+00:00-18.787872773833666-999.3927103949213225False
52023-09-06 12:30:00+00:0017GBP_JPYLONG184.932184.5930756144295185.23684877114096185.23684877114096185.236848771140962919.233LONDON2.50.1669243855704876722.19804085752951342.08127165588544185.16705126815017185.09451619298906-13.94848869838654False-0.00720036739107049519.419268839396697-26.405126815018320.19801980198016042122bb_rejection_long184.5930756144295SL2023-09-06 13:30:00+00:00-33.89243855704933-989.398234088951260False
62023-09-08 00:00:00+00:0017GBP_JPYSHORT183.721183.9431770316346183.58164593673078183.58164593673078183.581645936730784408.673ASIAN2.50.0871770316346152425.12859684168707758.919324269943026183.70705079414896184.2343699460089412.531888393959889False0.01312516701696396566.947039866457644.8949205851045010.2450331125828512604bb_rejection_short183.58164593673078TP32023-09-08 00:15:00+00:0013.935437936016093614.367471653760715True
72023-09-08 13:45:00+00:0017GBP_JPYSHORT184.229184.4959659198704183.95606816025924183.95606816025924183.956068160259243692.044OVERLAP2.50.1509659198703887423.44088724427172861.389672641971686183.97009246650745184.115836006416519.750077261792853False0.0317448170145145972.1267426281050528.7907533492557380.06521739130424485134bb_rejection_short183.95606816025924TP32023-09-10 21:00:00+00:0027.2932578984772541007.67799891493963315True
82023-09-12 00:00:00+00:0017GBP_JPYSHORT183.401183.66339806136315183.24120387727373183.24120387727373183.241203877273733794.714ASIAN2.50.0973980613631382229.0130793516182856.954760396455605183.3782216421341183.61642148365272-2.5203128244356776False0.01734342063292232471.86268832952945.7778357865913680.05633802816888440501bb_rejection_short183.24120387727373TP32023-09-12 01:45:00+00:0015.979654382860842606.3815428318586105True
92023-09-12 12:30:00+00:0017GBP_JPYSHORT183.388183.66936939884795183.14226120230413183.14226120230413183.142261202304133560.43LONDON2.50.137369398847934929.20683542412727756.77745539542889183.3261297074213183.517794211892224.12797398144164False0.04258079193825821482.240785679769199.0870292578699720.298611111111144121bb_rejection_short183.66936939884795SL2023-09-12 16:00:00+00:00-28.136939884794288-1001.7876076582158210False
102023-09-12 20:45:00+00:0017GBP_JPYSHORT183.64000000000001183.90596451876667183.48107096246667183.48107096246667183.481070962466673728.963NY2.50.0969645187666624622.71264429261145452.53424183874613183.56886448729352183.549581287236125.620608616682716False-0.01430955077194892626.06188466948371710.6135512706487130.3426573426571884201bb_rejection_short183.90596451876667SL2023-09-13 00:00:00+00:00-26.596451876665128-991.771051900092195False
112023-09-13 00:15:00+00:0017GBP_JPYSHORT183.821184.06891524276043183.65816951447914183.65816951447914183.658169514479143960.443ASIAN2.50.0989152427604219625.3428383626047961.35669521502102183.65116490836758183.5761840566518740.51789410285096False0.0088955629967386663.5728363095389920.483509163241820.2502bb_rejection_short184.06891524276043SL2023-09-13 01:00:00+00:00-24.791524276042765-981.85344403810845False
122023-09-19 01:15:00+00:0017GBP_JPYSHORT182.841182.98123718464302182.72752563071398182.72752563071398182.727525630713986931.362ASIAN2.50.0742371846430162827.19875376590966854.14332572579972182.86349502287058183.0640808997413-2.339572530686951False0.01466972546090706657.676326584628441.25049771294243330.306122448979272211bb_rejection_short182.98123718464302SL2023-09-19 06:00:00+00:00-14.023718464301282-972.0344121471933285False
132023-09-19 06:45:00+00:0017GBP_JPYSHORT182.969183.1450827978845182.83983440423097182.83983440423097182.839834404230975465.123ASIAN2.50.0820827978845159621.94330884375426659.13101720082888182.89122159755757183.0324744193991410.2865986108867False0.00890583533093520761.6452934750665611.2778402442415880.163461538461522761bb_rejection_short182.83983440423097TP32023-09-19 08:00:00+00:0012.916583211442118705.906772405165575True
142023-09-27 06:30:00+00:0017GBP_JPYSHORT181.132181.29030493293322181.00239013413355181.00239013413355181.002390134133556123.463ASIAN2.50.082304932933233124.39489390260146761.21245796511546181.09037177923162181.38286053640252-6.593593316142687False0.0315012142180557790.894790982276437.6628220768384380.36936936936937462bb_rejection_short181.00239013413355TP32023-09-27 08:00:00+00:0012.961007752761812793.662125337268490True
152023-09-27 08:30:00+00:0017GBP_JPYSHORT181.131181.3602971009669180.9514057980662180.9514057980662180.95140579806624262.23LONDON2.50.1042971009669037622.31421965855482357.05066025127157181.0910704289691181.360491673944244.633369412835009False0.0086034806951104960.563178011978776.892957103090680.243902439024418482bb_rejection_short181.3602971009669SL2023-09-27 13:15:00+00:00-22.929710096690314-977.3101037411345285False
162023-10-03 08:15:00+00:0017GBP_JPYSHORT181.067181.33743237897752180.81313524204492180.81313524204492180.813135242044923577.742LONDON2.50.1414323789775355829.07716279945289656.94119093371568181.06481926978572181.63763008044586-0.3255577220613759False0.0366247811198123289.117200025359863.11807302142881330.3409090909089832581bb_rejection_short180.81313524204492TP32023-10-03 10:30:00+00:0025.386546752246023908.2646377738068135True
172023-10-10 06:30:00+00:0017GBP_JPYLONG181.921181.65454692851048182.12690614297907182.12690614297907182.126906142979073665.263ASIAN2.50.1204530714895334427.3166003075137655.0484623399034181.79297991336085181.6868390522244920.953718346652295False-0.00552059576105900752.143672791444349.3020086639143070.343511450381583361bb_rejection_long182.12690614297907TP32023-10-10 07:15:00+00:0020.5906704756801754.701608676912445True
182023-10-12 07:30:00+00:0017GBP_JPYLONG183.627183.39902059655344183.77195880689314183.77195880689314183.771958806893144316.912ASIAN2.50.0899794034465603227.38834293498864643.874968511627735183.59091581732042183.0270452361228329.067305686709233False-0.0223799411045840419.5179868448552760.108418267959109470.290909090909227173bb_rejection_long183.39902059655344SL2023-10-12 07:45:00+00:00-22.797940344656805-984.166566532524115False
192023-10-13 07:00:00+00:0017GBP_JPYLONG182.57182.31203897490965182.73492205018067182.73492205018067182.734922050180673777.023ASIAN2.50.0999610250903395525.6135666116775943.75915264424579182.64780793719882182.84661995148318-38.614179715364116False-0.02302992599157066627.166130438342062-11.2807937198823540.272108843537376874bb_rejection_long182.73492205018067TP32023-10-13 07:15:00+00:0016.492248682663224622.915531193926515True
202023-10-26 02:45:00+00:0017GBP_JPYSHORT181.722181.91428490379556181.5644301924089181.5644301924089181.56443019240895099.493ASIAN2.50.0962849037955440226.79300051768137453.20989790787156181.77670773090543182.1438740095165-8.894281867452491False0.01890398557751437555.671774684005364-1.9707730905423660.0588235294116171923bb_rejection_short181.91428490379556SL2023-10-26 06:00:00+00:00-19.228490379555296-980.5549440563843195False
212023-10-26 13:15:00+00:0017GBP_JPYSHORT181.90800000000002182.2701297234683181.5987405530634181.5987405530634181.59874055306342680.673OVERLAP2.50.169129723468295629.60712284070594457.45403693534589181.77694931044186182.015782664976312.887659710412436False0.04164481702906172676.4393939393954716.005068955814750.2889908256880333133bb_rejection_short182.2701297234683SL2023-10-26 14:45:00+00:00-36.212972346828565-970.750285809729390False
222023-10-27 00:45:00+00:0017GBP_JPYLONG182.39182.17992806774043182.5351438645191182.5351438645191182.53514386451914574.823ASIAN2.50.0900719322595638926.14813148876384549.35126031883688182.26437601421316182.1286528564990629.62504129077388False-0.0218711603899966221.470517313734699.0623985786834280.3643410852713212504bb_rejection_long182.17992806774043SL2023-10-27 05:45:00+00:00-21.007193225955234-961.0412771396452300False
232023-10-31 00:30:00+00:0017GBP_JPYSHORT181.512181.727929827851181.36114034429798181.36114034429798181.361140344297984406.23ASIAN2.50.0929298278510157826.19396228008887663.40300688151834181.3559328470262181.5230956165640625.29393683107628False0.01356673916545443686.4929896626568519.1067152973801060.0545454545454639401bb_rejection_short181.727929827851SL2023-10-31 03:15:00+00:00-21.592982785099935-951.4300074770733165False
242023-11-03 08:30:00+00:0017GBP_JPYLONG183.371183.17830131979636183.49339736040727183.49339736040727183.493397360407274888.032LONDON2.50.0756986802036225725.23436358950183243.1595445731726183.40827130511286183.30294122662173-0.34797257565060136False-0.00767753417649928515.032714270690372-6.6271305112849180.3522727272727052584bb_rejection_long183.49339736040727TP32023-11-03 09:30:00+00:0012.239761080949087598.283193565115760True
252023-11-08 08:15:00+00:0017GBP_JPYLONG184.887184.6944634604185.0170730792185.0170730792185.01707307924923.224LONDON2.50.0795365396000010222.4248100824602144.870810707340084184.91377459491224184.926269824518930.2930227559716059False-0.00368817704874317732.52314019812791-5.5774594912236350.0916666666666271982bb_rejection_long184.6944634604SL2023-11-08 09:00:00+00:00-19.253653960001316-947.899742489576945False
262023-11-17 01:00:00+00:0017GBP_JPYLONG187.042186.83860479670844187.20179040658317187.20179040658317187.201790406583174613.783ASIAN2.50.0973952032915802220.34264241909017645.61653784941851187.12897787459295187.28145276123524-24.95831884328652False0.001566877742761317247.93265311858547-12.1977874592943180.3243243243243658614bb_rejection_long186.83860479670844SL2023-11-17 02:00:00+00:00-20.339520329156358-938.420721042550160False
272023-12-06 01:45:00+00:0017GBP_JPYSHORT185.548185.76907550262075185.38284899475852185.38284899475852185.382848994758524202.353ASIAN2.50.100075502620736329.18196381701891463.26444959360842185.4371007607244185.77745880759328.314535670751866False0.0371763633316184384.2130414093498314.5899239275593120.237704918032729612bb_rejection_short185.76907550262075SL2023-12-06 03:30:00+00:00-22.107550262074938-929.0366384383062105False
282023-12-14 09:00:00+00:0017GBP_JPYSHORT179.167179.76573107564687178.57853784870622178.57853784870622178.578537848706221536.162LONDON2.50.3087310756468827426.57158011521054849.16825914755991179.6205431700467181.2641067034452412.840483939123715False0.0633791522659081567.04278812974533-42.454317004668950.3582089552238932393bb_rejection_short179.76573107564687SL2023-12-14 12:00:00+00:00-59.873107564686734-919.7467291656918180False
292023-12-18 00:15:00+00:0017GBP_JPYSHORT180.43200000000002180.73938952391387180.14222095217224180.14222095217224180.142220952172242962.24ASIAN2.50.1623895239138826426.1204143287167158.568134372750194180.3830096992064180.74518065500507-1.355051376827987False0.0416010794460305585.870321945989948.3990300793601590.0652173913042448500bb_rejection_short180.73938952391387SL2023-12-18 07:30:00+00:00-30.738952391385507-910.5492477376215435False
302023-12-18 07:45:00+00:0017GBP_JPYSHORT180.654180.96604033297706180.4329193340459180.4329193340459180.43291933404592888.873ASIAN2.50.128040332977054524.400509810950261.40499332534807180.47362362924218180.6803569723106520.957639396021932False0.01205324456187550974.9575210535314721.5376370757809350.2013422818792010370bb_rejection_short180.4329193340459TP32023-12-18 09:30:00+00:0022.108143123833695638.6755142614945105True
312023-12-20 14:45:00+00:0017GBP_JPYSHORT181.704182.01107899272756181.34884201454486181.34884201454486181.348842014544862956.343OVERLAP2.50.192078992727573320.92267023911905451.17199995378282181.95267405242637182.062604302703613.27559052442382False0.0627352571723463586.58119949990726-21.9674052426370280.13333333333323227142bb_rejection_short182.01107899272756SL2023-12-20 15:45:00+00:00-30.707899272755412-907.829909360177560False
322023-12-26 08:30:00+00:0017GBP_JPYSHORT180.766180.9214925189983180.6300149620034180.6300149620034180.63001496200345780.034LONDON2.50.0824925189982930726.73489905384499557.34022823001478180.6954527917463180.749258403181051.5651128862288033False0.002276021106728894490.453626194911699.9547208253682130.1406250000002428681bb_rejection_short180.9214925189983SL2023-12-26 14:00:00+00:00-15.549251899830097-898.7514245857495330False
332023-12-29 00:00:00+00:0017GBP_JPYSHORT180.029180.38878135914308179.7684372817139179.7684372817139179.76843728171392473.074ASIAN2.50.1477813591430568717.9295493367835754.5575942030133180.0301397878645180.5932210354873511.819610595500762False0.00688399190137603573.2653125387053.3860212135493840.2173913043478798204bb_rejection_short180.38878135914308SL2023-12-29 00:45:00+00:00-35.978135914308496-889.764485855989245False
342024-01-09 00:15:00+00:0017GBP_JPYLONG183.71183.49948689990305183.8920262001939183.8920262001939183.89202620019394184.383ASIAN2.50.1085131000969493222.50174972953584542.848693240312585183.7018726685145183.4468928996459512.57128635838285False-0.02873301890482940532.091781256776265-2.68726685144997650.2131147540984714201bb_rejection_long183.49948689990305SL2024-01-09 01:00:00+00:00-21.051310009696067-880.866805783720345False
352024-01-10 05:45:00+00:0017GBP_JPYLONG183.916183.6746554052639184.08968918947215184.08968918947215184.089689189472153613.333ASIAN2.50.1043445947360827219.04799684414100452.08509305490101183.7448265577302183.5108928928331748.41978778808311False-0.0289553611383404924.60632026778990813.6173442269807770.3835616438356564452bb_rejection_long184.08968918947215TP32024-01-10 06:45:00+00:0017.36896701622388627.598095887322360True
362024-01-12 08:15:00+00:0017GBP_JPYLONG185.239184.81968835546044185.5206232890791185.5206232890791185.52062328907912094.73LONDON2.50.155311644539548529.66645484624764343.98351563672296185.37476613079536185.164567637463286.81826462858055False-0.01408779923581575424.577982993209876-16.4766130795356960.223107569721157584bb_rejection_long184.81968835546044SL2024-01-12 11:45:00+00:00-41.93116445395617-878.3321018170199210False
372024-01-22 13:45:00+00:0017GBP_JPYLONG187.981187.74998352041106188.19203295917788188.19203295917788188.192032959177883764.023OVERLAP2.50.1200164795889474729.16104428394160742.2974807975588188.06854572129185187.91280559980723-11.478317920912673False-0.0134376089977088526.394206157660147-11.654572129185680.3583333333333728130bb_rejection_long188.19203295917788TP32024-01-22 16:45:00+00:0021.10335198363278794.3343893343346180True
382024-01-26 07:00:00+00:0017GBP_JPYLONG187.661187.43854228913898187.82091542172205187.82091542172205187.820915421722053944.544ASIAN2.50.0974577108610263629.10505280958219747.23175203249592187.64752067806765187.7269509593089-0.11085678399354038False-0.01191193614833552634.78576615831779-2.1520678067645350.1538461538461538574bb_rejection_long187.43854228913898SL2024-01-26 07:30:00+00:00-22.245771086102195-877.493338799735530False
392024-02-05 07:00:00+00:0017GBP_JPYLONG187.102186.85393404943076187.2811319011385187.2811319011385187.28113190113853501.974ASIAN2.50.1070659505692492124.3845996475575743.76590196946966187.18873324919545186.9542303176324-21.314850852326117False0.002540699432538956527.89559971034501-12.173324919544370.1210191082803032170bb_rejection_long187.2811319011385TP32024-02-05 07:45:00+00:0017.913241265602473627.316335149018945True
402024-02-06 02:00:00+00:0017GBP_JPYSHORT186.287186.48101867122077186.1399626575584186.1399626575584186.13996265755844509.833ASIAN2.50.0910186712207923111.21921224880247647.63316565533185186.42361453784733186.71168885429566-24.715208197582683False0.007014690626185926556.60055884959089-10.1614537847325440.2207792207791728421bb_rejection_short186.48101867122077SL2024-02-06 03:15:00+00:00-19.40186712207605-874.991224031522575False
412024-02-07 00:45:00+00:0017GBP_JPYSHORT186.24186.4689875178186186.0770249643628186.0770249643628186.07702496436283782.924ASIAN2.50.0989875178185950211.61962289966095744.77560400270388186.35653856208512186.52729652014287-17.743392634830002False0.00539806574768271136.032394979638234-8.1538562085114560.2118644067797181802bb_rejection_short186.4689875178186SL2024-02-07 02:15:00+00:00-22.898751781858095-866.241460906266390False
422024-02-13 02:15:00+00:0017GBP_JPYLONG188.534188.36626479136802188.6344704172639188.6344704172639188.63447041726395112.73ASIAN2.50.067735208631962623.9015393015454945.91014528794363188.50800091757935188.341860719244313.17849422557913False-0.00913058616635376423.330957463211575-0.90009175793568370.333333333333333321bb_rejection_long188.6344704172639TP32024-02-13 05:00:00+00:0010.047061377538688513.6761070494205165True
432024-02-16 13:45:00+00:0017GBP_JPYLONG189.178188.93186134292998189.36127731414007189.36127731414007189.361277314140073505.04OVERLAP2.50.1061386570700392123.8208802593220653.64216265120071189.06006448674628188.941657132768064.598141437554659False-0.002873493277677781371.189175715596438.8935513253716180.16379310344834344134bb_rejection_long188.93186134292998SL2024-02-16 15:30:00+00:00-24.613865707001988-862.7159930304198105False
442024-02-19 22:45:00+00:0017GBP_JPYLONG189.07999999999998188.9494440939764189.16611181204712189.16611181204712189.166111812047126541.944NY2.50.0605559060235693229.12082245805072542.80045389953005189.10341339504706189.0946235739719-6.659088256898826False-0.01164720268767418642.84009127611227-5.8413395047068660.11881188118812439220bb_rejection_long189.16611181204712TP32024-02-20 00:30:00+00:008.61119436775271563.3391688217615105True
452024-02-27 12:45:00+00:0017GBP_JPYLONG190.516190.28836085228048190.70827829543902190.70827829543902190.708278295439023776.693LONDON2.50.1106391477195146429.51507504797070437.39232277781752190.73208003182484190.74716915034205-11.373374314266016False-0.00145444561385832413.038142959401291-24.5080031824841170.059829059829107585121bb_rejection_long190.70827829543902TP32024-02-27 15:45:00+00:0019.2278804557579726.1774383845631180True
462024-02-28 08:45:00+00:0017GBP_JPYLONG190.54999999999998190.35973191189865190.70153617620267190.70153617620267190.701536176202674556.644LONDON2.50.0902680881013376626.0602601915912938.752918324944105190.70139004009314190.73923842140164-7.180771763000848False-0.0141418997122740628.27408151575514-18.0390040093158180.0379746835441216482bb_rejection_long190.35973191189865SL2024-02-28 09:30:00+00:00-19.02680881013339-866.983180966062245False
472024-02-29 10:30:00+00:0017GBP_JPYSHORT189.906190.15926280905757189.61847438188488189.61847438188488189.618474381884883389.033LONDON2.50.158262809057560523.2547935622802456.355488411829796189.9563226978578190.4078068358438722.071669598909693False0.0627694825620460590.6946101277931-2.13226978577836230.060606060606051906103bb_rejection_short189.61847438188488TP32024-02-29 12:00:00+00:0028.75264665160491974.435820816885990True
482024-03-08 07:15:00+00:0017GBP_JPYSHORT189.409189.71196979547884189.2100604090423189.2100604090423189.21006040904232865.173ASIAN2.50.1169697954788378929.68328262830145551.8860683037826189.3977765381122189.587538370692842.172400038842284False0.00955074960520499651.64721053174714.6223461887791470.348066298342610874bb_rejection_short189.2100604090423TP32024-03-08 09:15:00+00:0019.89402852955048569.9977372201215120True
492024-03-13 09:30:00+00:0017GBP_JPYSHORT189.058189.40587983472113188.7892403305577188.7892403305577188.78924033055772511.673LONDON2.50.1488798347211371726.47973921156945661.36938327981738188.81400855594032188.745320807929970.965287674179649False0.02849066623556062466.7897144347526727.2991444059670130.314285714285732892bb_rejection_short189.40587983472113SL2024-03-13 11:15:00+00:00-34.78798347211409-873.759344474048105False
502024-03-14 02:00:00+00:0017GBP_JPYSHORT188.979189.15470875404245188.82258249191509188.82258249191509188.822582491915094923.043ASIAN2.50.0957087540424592425.4031851641310751.922915622155024189.01019287755503188.90574227654952-10.429538058983212False0.01069172781347124380.178624802345510.380712244498226940.0892857142856145923bb_rejection_short189.15470875404245SL2024-03-14 02:30:00+00:00-17.57087540424322-865.021224501055630False
512024-03-15 00:15:00+00:0017GBP_JPYSHORT189.02100000000002189.25875672910743188.88448654178512188.88448654178512188.884486541785123601.883ASIAN2.50.0857567291074424223.61811111064722750.43869538232681189.064313865311189.02500340503116-1.1775196562098245False-0.00132000777858370657.60282353306625-0.83138653109813280.379032258064506904bb_rejection_short189.25875672910743SL2024-03-15 02:15:00+00:00-23.775672910741722-856.3712074374239120False
522024-03-15 02:15:00+00:0017GBP_JPYSHORT189.064189.36642518402672188.91214963194656188.91214963194656188.912149631946562803.363ASIAN2.50.0934251840267167626.89891960186536251.62625246653869189.07785457694104189.031761821178952.829423440971368False0.006902400457686400458.460998039774432.1145423058953840.396907216494859724bb_rejection_short188.91214963194656TP32024-03-15 03:15:00+00:0015.185090972616665425.692766289946660True
532024-03-18 15:30:00+00:0017GBP_JPYLONG190.003189.74363509250762190.17072981498475190.17072981498475190.170729814984753285.192OVERLAP2.50.0983649074923886622.81013848671007351.55632546622772189.93073518634333189.625727441539680.3684367541552547False-0.00449019341135055940.926114276585964.3264813656662680.3499999999998782150bb_rejection_long189.74363509250762SL2024-03-18 16:30:00+00:00-25.936490749236896-852.063000444855660False
542024-03-20 18:45:00+00:0017GBP_JPYLONG192.725192.3420311875647193.03993762487062193.03993762487062193.039937624870622202.644NY2.50.17496881243531428.4290566964196448.54076497244472192.62785612613544191.714961070922441.2862294461427837False-0.007322692611494166555.528992549398256.2143873864556550.1829787234042718182bb_rejection_long193.03993762487062TP32024-03-20 19:15:00+00:0031.493905468949915693.697359421278430True
552024-03-26 21:30:00+00:0017GBP_JPYLONG191.30599999999998191.11864409443243191.44971181113513191.44971181113513191.449711811135134539.382NY2.50.0893559055675761827.30208194733538844.05263292949992191.35565120461956191.31285507635928-11.274516747982943False-0.00639452405926725644.9556655325276-8.4651204619575540.32499999999988155211bb_rejection_long191.11864409443243SL2024-03-27 00:15:00+00:00-18.73559055675571-850.4796506152574165False
562024-04-02 05:30:00+00:0017GBP_JPYSHORT190.31300000000002190.49642928404842190.2051414319032190.2051414319032190.20514143190324590.192ASIAN2.50.0714292840484101920.71952487495229252.23957937070706190.36743651758331190.69633523681225-15.637088587575931False0.00802054944839039457.066515854441214-1.94365175833013380.305263157894702251bb_rejection_short190.49642928404842SL2024-04-02 07:00:00+00:00-18.34292840484011-841.975265346130190False
572024-04-03 07:00:00+00:0017GBP_JPYSHORT190.663190.79255447740601190.57689104518798190.57689104518798190.576891045187986434.024ASIAN2.50.0605544774060082623.30179205921612660.8724084248983190.60765825242046190.6145257571820716.280348991745086False0.000926438069799986967.784715163830849.034174757954360.1111111111108479472bb_rejection_short190.79255447740601SL2024-04-03 08:30:00+00:00-12.955447740600333-833.556098719773790False
582024-04-04 00:00:00+00:0017GBP_JPYLONG191.819191.65286298864712191.91827402270576191.91827402270576191.918274022705764967.113ASIAN2.50.0671370113528848328.8604352036117852.74999986352286191.59942618507188191.0410045797196749.228580956176415False-0.02637030433337897436.2634421944136818.4573814928114640.279999999999863603bb_rejection_long191.91827402270576TP32024-04-04 02:30:00+00:009.927422256851344493.10598366228874150True
592024-04-05 07:30:00+00:0017GBP_JPYSHORT190.931191.15616930671032190.75966138657935190.75966138657935190.759661386579353686.792ASIAN2.50.1031693067103276928.9416755254015351.961660246506796191.08142757622318191.32565220404516-43.95285148564767False0.02935158401268488886.05799145896265-11.5427576223169130.285714285714062674bb_rejection_short191.15616930671032SL2024-04-05 08:15:00+00:00-22.516930671031332-830.15194828651645False
602024-04-10 00:30:00+00:0017GBP_JPYLONG192.32999999999998192.20526967915538192.4264606416892192.4264606416892192.42646064168926589.014ASIAN2.50.0657303208446011220.41780863024210645.0106517307428192.32922545320233192.0938271390131-10.202458376846835False-0.00541787076056237925.628626692460056-3.4225453202338940.1764705882352695402bb_rejection_long192.4264606416892TP32024-04-10 05:00:00+00:009.64607880854789635.5810973031013270True
612024-04-12 00:15:00+00:0017GBP_JPYLONG192.277192.14057529595652192.38684940808693192.38684940808693192.386849408086936070.793ASIAN2.50.0724247040434739129.25638911361769742.70648106787957192.24095532178944192.1182286104476311.221991331757408False-0.02312214958482366322.837353482511990.10446782105475450.0877192982455090604bb_rejection_long192.14057529595652SL2024-04-12 00:45:00+00:00-13.64247040434634-828.205729060017230False
622024-04-16 01:15:00+00:0017GBP_JPYLONG191.874191.66716046162196192.04067907675608192.04067907675608192.040679076756083964.064ASIAN2.50.1008395383780327527.83864710125805841.25100142551918191.9460852687505191.78048895326307-29.67657664149499False-0.002197109994407097530.469156125454944-10.7085268750495290.151898734177206111bb_rejection_long191.66716046162196SL2024-04-16 06:00:00+00:00-20.683953837803415-819.9243405028301285False
632024-04-17 12:30:00+00:0017GBP_JPYLONG192.646192.41037820517334192.84424358965327192.84424358965327192.844243589653273445.033LONDON2.50.1136217948266459226.12226194356397751.98290315283808192.50445054414055192.21692035466597-6.052176021788114False-0.02497937260009533449.8036846874040311.2549455859436880.23529411764705882122bb_rejection_long192.41037820517334SL2024-04-17 15:45:00+00:00-23.562179482664188-811.7241518316263195False
642024-04-18 01:00:00+00:0017GBP_JPYLONG192.168191.96549316126433192.31401367747137192.31401367747137192.314013677471373968.34ASIAN2.50.0905068387356757623.06381858343706544.470417595424195192.238116455271192.22504845806182-25.213003408816803False0.00200828633499556431.46748619513778-10.51164552710020.0782608695653570813bb_rejection_long191.96549316126433SL2024-04-18 02:00:00+00:00-20.250683873567255-803.607888154769460False
652024-04-22 06:00:00+00:0017GBP_JPYSHORT191.56191.76770238955794191.4275952208841191.4275952208841191.42759522088413830.344ASIAN2.50.0837023895579533422.6261433030795556.88014565096743191.54363301791597191.84501155119077-29.815264176133383False-0.002066563831244830324.4608110565556035.1366982084033450.00847457627122726460bb_rejection_short191.4275952208841TP32024-04-22 06:45:00+00:0013.240512478961366507.156645686648845True
662024-04-26 00:45:00+00:0017GBP_JPYLONG194.645194.4427326983595194.79253460328104194.79253460328104194.792534603281043958.343ASIAN2.50.0912673016405116823.41083848876094549.261396734744935194.54681686977656193.7493415593852420.68989604717899False-0.01550701222402999347.7755006191030356.31831302234502350.21000000000016204bb_rejection_long194.4427326983595SL2024-04-26 02:30:00+00:00-20.226730164051787-800.6427507757276105False
672024-04-26 02:45:00+00:0017GBP_JPYLONG194.498194.3111373723665194.636725255267194.636725255267194.6367252552674241.813ASIAN2.50.0868626276335097825.12678790037581738.42250954951505194.5432234664155193.80981642346564.590717751196394False-0.0181507920094744622.34181553356143-8.022346641550370.393939393939106924bb_rejection_long194.636725255267TP32024-04-26 03:15:00+00:0013.872558230961474588.447562296746930True
682024-04-30 06:15:00+00:0017GBP_JPYLONG196.526196.20362585510037196.79974828979928196.79974828979928196.799748289799282477.02ASIAN2.50.154374144899640522.7541364517462247.10546139418965196.4695942624281196.1183169477592747.950843554585276False-0.04087960991195021439.910011643810262.14057375719107770.278195488721830261bb_rejection_long196.20362585510037SL2024-04-30 07:15:00+00:00-32.23741448996407-798.520756916409960False
692024-04-30 12:30:00+00:0017GBP_JPYLONG196.972196.38835481802647197.29429036394706197.29429036394706197.294290363947061354.485LONDON2.50.1756451819735213619.91345784785554761.25388007287076196.6801564606116196.2646359337788613.169844075133597False0.00191473355118547477.3601884073259126.28435393883990.011737089201933532121bb_rejection_long197.29429036394706TP32024-04-30 13:00:00+00:0032.22927433868615436.539075062636230True
702024-05-06 13:30:00+00:0017GBP_JPYSHORT193.397193.63050083613305193.1809983277339193.1809983277339193.18099832773393404.273OVERLAP2.50.1225008361330491728.9967263874711958.44918506925906193.13007147050604193.061222972750735.872150713449287False-0.0154382785951672278.3466290445766629.592852949394910.3231707317074428130bb_rejection_short193.63050083613305SL2024-05-06 14:45:00+00:00-23.35008361330608-794.89989142269575False
712024-05-14 07:15:00+00:0017GBP_JPYLONG196.427196.20114518115284196.58770963769433196.58770963769433196.587709637694333484.333ASIAN2.50.0978548188471626124.83106127949239250.89943459636196196.27927382390388195.6367746961579739.094965289476136False-0.00954663630285795844.91199900523892611.2726176096117570.0412371134019742671bb_rejection_long196.20114518115284SL2024-05-14 08:00:00+00:00-22.585481884715364-786.952720953702945False
722024-05-15 01:15:00+00:0017GBP_JPYLONG196.898196.68234117756074197.02231764487848197.02231764487848197.022317644878483612.574ASIAN2.50.0796588224392477729.92567759918393544.15005843461483196.8360180203873196.2108146608494228.09169030804526False-0.0176260557550710711.9395606900833262.69819796126853360.169642857142913812bb_rejection_long197.02231764487848TP32024-05-15 02:00:00+00:0012.431798900370872449.1074375351280445True
732024-05-27 00:00:00+00:0017GBP_JPYLONG199.829199.59293995845601199.97412008308797199.97412008308797199.974120083087973319.383ASIAN2.50.0900600415439756125.7293873118579245.571503576366574199.79744565989225199.492809267905362.8050658196747236False-0.01626753253548383229.990333680889663-0.34456598922361080.3157894736841908600bb_rejection_long199.97412008308797TP32024-05-27 07:15:00+00:0014.512052027828796481.7101526013435435True
742024-06-17 08:30:00+00:0017GBP_JPYSHORT199.766200.07471120956572199.42757758086853199.42757758086853199.427577580868532553.813LONDON2.50.1837112095657246225.37124179674141557.27651902904558199.63206027657955199.96260378854973.1887308628114397False0.0386552469146783784.4103724594490416.2939723420436170.155913978494774880bb_rejection_short200.07471120956572SL2024-06-17 12:30:00+00:00-30.871120956572895-788.3897741010543240False
752024-06-18 01:15:00+00:0017GBP_JPYLONG200.328200.15189985959108200.46720028081785200.46720028081785200.467200280817854432.173ASIAN2.50.0871001404089177721.6875731771397444.56821596571558200.25825869191397200.0844500793565125.041541134493173False-0.02060949357763373228.1380533162891033.4741308086040590.253521126760580311bb_rejection_long200.15189985959108SL2024-06-18 01:30:00+00:00-17.610014040891997-780.505759316202815False
762024-06-20 06:45:00+00:0017GBP_JPYLONG200.959200.7546711914313201.0826576171374201.0826576171374201.08265761713743781.663ASIAN2.50.0793288085686904620.07469271624135544.63842493840584200.95841638626393200.72656487499913-2.4988359293871554False-0.0138121592927773141.666368543146525-3.44163862639277340.1440000000000054663bb_rejection_long201.0826576171374TP32024-06-20 07:15:00+00:0012.365794413033584467.6323009999258630True
772024-06-21 13:45:00+00:0017GBP_JPYLONG201.043200.5687839887943201.33243202241144201.33243202241144201.332432022411441639.293OVERLAP2.50.159216011205713624.98868769721564251.66273983563533201.02696384599935200.990561048904428.096582848207845False0.0184536374423259555.52970164216396-1.2963845999337310.2814207650273572134bb_rejection_long201.33243202241144TP32024-06-21 14:15:00+00:0028.943378800521025474.4659143390611630True
782024-06-24 01:15:00+00:0017GBP_JPYLONG201.924201.5890144280354202.14097114392922202.14097114392922202.140971143929222334.793ASIAN2.50.1259855719646032227.7594838700219350.00865957038573201.73531522229553201.290054718107553.78885879492543False-0.03192344501998209424.2789032727661315.3684777704484080.309090909090965510bb_rejection_long202.14097114392922TP32024-06-24 08:00:00+00:0021.697207322539914506.58422684592966405True
792024-06-26 07:45:00+00:0017GBP_JPYLONG202.634202.44676385881974202.78547228236047202.78547228236047202.785472282360474204.252ASIAN2.50.0932361411802443123.54328785357617445.61202282294451202.6273053341769202.351423625232347.376632866564137False-0.02081844077978807528.050366680498822-2.8305334176906170.333333333333167172bb_rejection_long202.78547228236047TP32024-06-26 10:30:00+00:0015.147264264420555636.8288578369012165True
802024-07-02 01:00:00+00:0017GBP_JPYLONG204.251203.9776976706414204.41460465871725204.41460465871725204.414604658717252903.583ASIAN2.50.0993023293586174624.77487278739146251.41885350242228204.17777519520726203.7616536501039-6.07463975753717False0.00749482772141800952.9532184230199053.8224804792747590.2327044025157738711bb_rejection_long203.9776976706414SL2024-07-02 07:15:00+00:00-27.330232935861435-793.5551774790854375False
812024-07-04 00:15:00+00:0017GBP_JPYLONG205.947205.77888841527374206.0902231694525206.0902231694525206.09022316945254673.213ASIAN2.50.0891115847262476828.5601644133304547.320572589676765205.8562606826199205.1480632605467610.597096056679334False-0.01141146908537395133.069908814589695.5739317380101740.0508474576273635903bb_rejection_long205.77888841527374SL2024-07-04 00:45:00+00:00-16.811158472626175-785.620738858613730False
822024-07-04 07:45:00+00:0017GBP_JPYLONG205.718205.5079273994872205.87714520102557205.87714520102557205.877145201025573702.363ASIAN2.50.0970726005127887922.5548752197448142.19786549961389205.79034961755636205.30894936237294-11.082897661233915False-0.00749677113621809231.93835103009195-10.7349617556366180.2086956521739044673bb_rejection_long205.5079273994872SL2024-07-04 10:15:00+00:00-21.00726005128024-777.7643932345792150False
832024-07-15 08:00:00+00:0017GBP_JPYSHORT204.964205.255551603466204.70189679306802204.70189679306802204.701896793068022641.04LONDON2.50.145551603465985928.48845995363937850.104228383374895205.04261374069344205.53696707808717-3.100000000000591False0.00397542484175487959.22015139676404-4.9613740693445150.113475177304885980bb_rejection_short205.255551603466SL2024-07-15 13:45:00+00:00-29.15516034659902-769.9877847536801345False
842024-07-18 15:00:00+00:0017GBP_JPYSHORT203.355203.77062591185447202.980748176291202.980748176291202.9807481762911834.072OVERLAP2.50.2016259118544855620.878037259385658.19959942900286203.1761065559063203.8324105793068721.82141404414324False0.0323310108171508170.261521687881920.7893444093684820.2580645161290717153bb_rejection_short203.77062591185447SL2024-07-18 16:30:00+00:00-41.56259118544768-762.287016154940190False
852024-07-19 01:45:00+00:0017GBP_JPYSHORT203.627203.8908083396605203.38838332067897203.38838332067897203.388383320678972860.654ASIAN2.50.1368083396605122628.59210111662728755.01501731857052203.53818206377252203.7609029818496529.847380405306012False0.00628352788878760762.0399579390131912.3817936227482050.05806451612894234614bb_rejection_short203.8908083396605SL2024-07-19 05:00:00+00:00-26.380833966049977-754.6633268498086195False
862024-07-21 22:00:00+00:0017GBP_JPYSHORT203.278203.585843448203.067313104203.067313104203.0673131042426.943NY2.50.122843447999992229.28681921742887850.57228410750954203.3500677935997203.57009086128198-4.2342406803101085False-0.002448328820064970449.14196776283567-3.7067793599703690.10191082802561377226bb_rejection_short203.585843448SL2024-07-21 23:45:00+00:00-30.784344799999985-747.1175776891197105False
872024-07-29 00:15:00+00:0017GBP_JPYSHORT198.429198.80518056079566198.05763887840865198.05763887840865198.057638878408651966.24ASIAN2.50.2031805607956706226.8541067120012263.76914720416647198.03336495217056198.1790534477412736.72146999352037False0.068765807897622873.5997780513702243.063504782944050.145833333333313600bb_rejection_short198.05763887840865TP32024-07-29 00:45:00+00:0037.136301031641025730.173950884125930True
882024-08-02 12:00:00+00:0017GBP_JPYSHORT189.792190.30883116739744189.28733766520514189.28733766520514189.287337665205141445.253LONDON2.50.266831167397432924.31320779293707852.17182302344088189.93094313461864191.6710262796455611.516225651570267False0.0467010386725270970.26635121573533-10.9943134618646350.09395973154359535124bb_rejection_short189.28733766520514TP32024-08-02 12:30:00+00:0050.46658266636338729.368285985616830True
892024-08-13 01:30:00+00:0017GBP_JPYSHORT188.159188.47786046689268187.83427906621466187.83427906621466187.834279066214662365.433ASIAN2.50.179860466892667428.28709481527687761.256035640310564187.9781743027794187.64578679552955-3.1124501503654756False0.0590665220816439879.1104688503523821.5825697220594750.00740740740744327611bb_rejection_short188.47786046689268SL2024-08-13 04:15:00+00:00-31.886046689268706-754.2421142019688165False
902024-08-16 08:30:00+00:0017GBP_JPYLONG191.734191.40361845162425192.02176309675156192.02176309675156192.021763096751562260.115LONDON2.50.1583815483757712617.24912812103926646.66331224962729191.6427943631079190.42285632284353-4.4595934760906175False-0.01586247371524172227.7843363722010576.22056368921164450.0860927152318329684bb_rejection_long191.40361845162425SL2024-08-16 11:00:00+00:00-33.03815483757546-746.6986412995268150False
912024-08-22 04:30:00+00:0017GBP_JPYLONG189.84799999999998189.489037700399190.198924599202190.198924599202190.1989245992022059.362ASIAN2.50.192962299601004325.22917506247540.24829452372129190.0493657418237190.01767435095675-28.243014941924116False-0.0621929250052458730.191554911665886-23.6365741823703960.381249999999806843bb_rejection_long190.198924599202TP32024-08-22 06:00:00+00:0035.09263032489014722.683591858657790True
922024-08-23 00:30:00+00:0017GBP_JPYLONG191.399190.9736290590955191.678741881809191.678741881809191.6787418818091754.845ASIAN2.50.157370940904499717.7394146561970549.91101619515542191.2843823610912190.67388182914391.6464644565729714False-0.0001840963285276583354.397003305074467.9617638908814570.144067796610140904bb_rejection_long190.9736290590955SL2024-08-23 01:15:00+00:00-42.537094090451426-746.457941936877945False
932024-08-23 02:00:00+00:0017GBP_JPYLONG190.767190.13997209696635191.16605580606728191.16605580606728191.166055806067281178.573ASIAN2.50.2170279030336401729.88796973261497731.1066354906052191.21141791705455190.69022237043743-57.32597574256033False-0.0768246829626141315.602197371637905-47.941791705454760.305263157894702224bb_rejection_long191.16605580606728TP32024-08-23 04:15:00+00:0039.90591919994367470.31919191477607135True
942024-08-26 11:15:00+00:0017GBP_JPYSHORT189.998190.33726809010255189.67846381979493189.67846381979493189.678463819794932192.073LONDON2.50.174268090102534828.67976071833636553.55564351960495190.05931691549625190.503623210023968.914309712187674False0.03132633555663480563.10234389231201-3.2316915496267030.11464968152865897110bb_rejection_short190.33726809010255SL2024-08-26 12:30:00+00:00-33.92680901025641-743.69940227112875False
952024-09-02 23:45:00+00:0017GBP_JPYLONG192.861192.70246979883964193.0190604023207193.0190604023207193.01906040232074644.294NY2.50.0965302011603547721.27613544898719433.90337947251864192.94217160934724192.1701142560014-13.504717745672679False-0.0306424377285126110.812131779868771-11.617160934724780.05797101449261632230bb_rejection_long193.0190604023207TP32024-09-03 00:15:00+00:0015.806074265345785734.079926498027830True
962024-09-09 07:30:00+00:0017GBP_JPYSHORT187.524187.94070588936557187.1275882212688187.1275882212688187.12758822126881784.484ASIAN2.50.2157058893655917619.9759608701578554.38237885965337187.41046140243475188.08645550191247-6.155995271990378False-0.00266704237373235283.2484418400874214.8538597565249120.350230414746538370bb_rejection_short187.94070588936557SL2024-09-09 09:15:00+00:00-41.67058893655736-743.6033254550787105False
972024-09-10 01:30:00+00:0017GBP_JPYSHORT187.416187.70876027472582187.12947945054833187.12947945054833187.129479450548332514.574ASIAN2.50.1607602747258274327.32159484303190763.920569612434655187.1552482338607187.6292564056645621.318341814256314False0.04537830342032208485.5582764119353829.575176613928990.1529411764706354311bb_rejection_short187.12947945054833TP32024-09-10 02:15:00+00:0028.65216888931984720.478843240169945True
982024-09-11 12:15:00+00:0017GBP_JPYSHORT185.435185.87974799109708185.02850401780586185.02850401780586185.028504017805861671.442LONDON2.50.217747991097065729.04616943313690355.70728239028553185.42220616368468186.3721162103344416.42488611097974False0.04762226847264132456.195504318930074.1793836315321190.3686868686868926122bb_rejection_short185.87974799109708SL2024-09-11 12:30:00+00:00-44.47479910970741-743.369582239293715False
992024-09-18 18:45:00+00:0017GBP_JPYLONG186.986186.54265944771097187.515681104578187.515681104578187.5156811045781659.984NY2.50.282340552289002826.5989830302862439.46361195304526187.20732898707635186.55389688293403-36.82696797744711False-0.0752969548562413424.881676808654458-25.632898707635830.1875182bb_rejection_long187.515681104578TP32024-09-18 19:00:00+00:0052.96842954664752879.265336788439615True
1002024-09-19 14:15:00+00:0017GBP_JPYLONG189.423188.83897745977433190.0920450804513190.0920450804513190.09204508045131275.173OVERLAP2.50.3490225402256526625.92562063390351345.83396020377843189.30886272076538187.9079374282339-36.122569604049204False-0.10454361443377714.0363235556033328.5137279234629660.16438356164384094143bb_rejection_long190.0920450804513TP32024-09-19 16:30:00+00:0066.90503271641316853.1529056898859135True
1012024-09-23 06:00:00+00:0017GBP_JPYLONG191.995191.6530783559442192.25984328811163192.25984328811163192.259843288111632203.024ASIAN2.50.1499216440558100427.0343462766838247.767684841374155191.83637243338688190.4937750381168738.05081625689013False-0.0431178410846236333.56009709332024512.3627566613123460.1460674157303980860bb_rejection_long191.6530783559442SL2024-09-23 06:30:00+00:00-34.19216440558159-753.260220287843630False
1022024-09-27 12:30:00+00:0017GBP_JPYLONG191.706190.6523415711514192.4183168576972192.4183168576972192.4183168576972707.753LONDON2.50.370658428848595220.4961728193694939.26478363140721192.68494717118676193.112636310244826.171665973081986False0.1001237637847364241.5522977767553-100.794717118677110.20567375886521877124bb_rejection_long190.6523415711514SL2024-09-27 16:30:00+00:00-105.36584288485926-745.7267530175915240False
1032024-10-02 00:15:00+00:0017GBP_JPYSHORT190.81300000000002191.13792508580104190.48014982839797190.48014982839797190.480149828397972272.133ASIAN2.50.1839250858010231825.01423529750187754.50864706412007190.89918810903546191.4859588371783-13.483032764858649False0.04386062811724847480.68043057994642-5.1188109035450680.347560975609649402bb_rejection_short191.13792508580104SL2024-10-02 01:30:00+00:00-32.4925085801027-738.272035201087675False
1042024-10-04 01:15:00+00:0017GBP_JPYLONG192.534192.2412599478629192.7964801042742192.7964801042742192.79648010427422496.714ASIAN2.50.1487400521370984325.34738073994277540.43995802861926192.68996629976255192.70613914143430.9812451874324779False-0.0322503563472875815.383317635896672-19.096629976255030.1783439490445202514bb_rejection_long192.2412599478629SL2024-10-04 02:45:00+00:00-29.27400521371055-730.887015571232790False
1052024-10-07 06:00:00+00:0017GBP_JPYLONG194.651194.31365500658094194.95668998683814194.95668998683814194.956689986838142144.923ASIAN2.50.170344993419062729.8713491096510938.369654499683975194.80586464179603193.8164004468404213.02927091934123False-0.02517307038791291616.94563092295858-18.986464179602080.256637168141687560bb_rejection_long194.31365500658094SL2024-10-07 07:30:00+00:00-33.7344993419066-723.57802328442390False
1062024-10-08 07:30:00+00:0017GBP_JPYLONG193.195192.78992756852548193.61214486294904193.61214486294904193.612144862949041768.433ASIAN2.50.2260724314745160629.3795994151418634.80184689161548193.6209411903405193.7525456423843-54.30040377962655False-0.0656491466860475419.93116751869872-46.0941190340491860.385113268608416671bb_rejection_long193.61214486294904TP32024-10-08 08:45:00+00:0041.71472217919894737.695661433607775True
1072024-10-10 00:15:00+00:0017GBP_JPYLONG194.86599999999999194.60331522423851195.07636955152296195.07636955152296195.076369551522962755.095ASIAN2.50.1226847757614841519.26109587424407440.466751133074496194.89357499511186194.403038264501331.983435875217765False-0.0245468514984660317.61849712599955-6.2574995111873480.0924369747898798303bb_rejection_long195.07636955152296TP32024-10-10 00:45:00+00:0021.03703150898675579.589151400943130True
1082024-10-11 05:45:00+00:0017GBP_JPYLONG194.081193.7789863943367194.2960272113266194.2960272113266194.29602721132662415.512ASIAN2.50.125013605663291628.3156997341831248.81148407213047194.1024190432996194.31832409588228-13.418519513700744False-0.01193221359305440648.12101478768269-5.6419043299598570.2588235294116388354bb_rejection_long194.2960272113266TP32024-10-11 07:30:00+00:0021.5028101520436519.4025295036284105True
1092024-10-15 00:30:00+00:0017GBP_JPYLONG195.469195.28021222001925195.6495755599615195.6495755599615195.64957555996153891.733ASIAN2.50.1077877799807522321.67845006449628243.20120296636236195.47047008106532195.040775674715352.2874099108804558False-0.0177095226739682618.106700182989943-3.6470081065317570.2361111111110453201bb_rejection_long195.28021222001925SL2024-10-15 01:15:00+00:00-18.878777998074266-734.711066984455845False
1102024-10-15 07:00:00+00:0017GBP_JPYLONG194.867194.50284030543997195.14631938912195.14631938912195.146319389121997.384ASIAN2.50.1571596945600148627.4165141837780129.609529418470558195.29990575815935195.0881974069418-50.30516857943326False-0.042670093115596315.989394112202726-46.790575815936110.01777777777773679371bb_rejection_long195.14631938912TP32024-10-15 08:45:00+00:0027.932078754890643557.9097546344348105True
1112024-10-16 01:30:00+00:0017GBP_JPYLONG194.903194.4016154522969195.1747690954062195.1747690954062195.17476909540621461.844ASIAN2.50.1533845477031012529.01682924000908443.07434796963962195.04629626070204195.08447753492771-25.210492562590048False-0.001185915843560793354.02514567366324-17.8296260702040850.04747774480709688512bb_rejection_long195.1747690954062TP32024-10-16 05:15:00+00:0027.177095449539788397.2856521195524225True
1122024-10-21 00:30:00+00:0017GBP_JPYLONG194.858194.58885200614645195.11729598770708195.11729598770708195.117295987707082737.963ASIAN2.50.1471479938535436627.27584513173276538.03421007348644195.1260616637858195.08599955926405-44.5084954766088False-0.0344729014183768213.473118279569357-30.3061663785797460.382550335570577300bb_rejection_long194.58885200614645SL2024-10-21 01:30:00+00:00-26.91479938535508-736.91644125126860False
1132024-10-22 00:00:00+00:0017GBP_JPYLONG195.614195.34586492370752195.821270152585195.821270152585195.8212701525852720.823ASIAN2.50.1211350762924874924.07508837432837445.6550711621253195.5458567115142195.256134986102515.834445531996266False-0.028050676406655332.1182324089776053.3143288485803170.2320441988950579801bb_rejection_long195.821270152585TP32024-10-22 02:15:00+00:0020.72709143779439563.9468492577973135True
1142024-11-07 07:15:00+00:0017GBP_JPYLONG199.045198.71415256425695199.36369487148608199.36369487148608199.363694871486082222.133ASIAN2.50.176847435743047425.26305220641055342.86608605798677199.107868228484198.4681623072267223.140039285058833False-0.0388228573351034413.877971885880093-9.7868228484003340.2162162162161020473bb_rejection_long198.71415256425695SL2024-11-07 09:45:00+00:00-33.08474357430384-735.186012387678150False
1152024-11-07 15:45:00+00:0017GBP_JPYLONG198.811198.3956946097626199.20261078047486199.20261078047486199.202610780474861752.533OVERLAP2.50.210305390237418925.29435307154887639.07671587211021199.01336914307694198.61440333181048-20.734390478068576False-0.0368867581600529915.76541325741966-23.1369143076932460.21212121212124568153bb_rejection_long198.3956946097626SL2024-11-07 18:15:00+00:00-41.53053902374211-727.8351555527876150False
1162024-11-11 09:30:00+00:0017GBP_JPYLONG198.057197.74340224734001198.38119550531994198.38119550531994198.381195505319942297.713LONDON2.50.1765977526599791828.94622110671588545.86996807004619197.9631662359271197.98263497222263-20.247527222443296False-0.03626801918475222629.7426757499812886.4833764072886880.02343749999988724390bb_rejection_long197.74340224734001SL2024-11-11 14:00:00+00:00-31.359775265997314-720.5566922643469270False
1172024-11-15 06:30:00+00:0017GBP_JPYLONG198.076197.76621866433052198.32456267133892198.32456267133892198.324562671338922302.752ASIAN2.50.141781335669459122.88999945121093342.31435507049589198.09508056691797197.7889774331882219.389005820465854False-0.0355781232590435437.44675828517876-5.4080566917974690.2126436781609467664bb_rejection_long197.76621866433052SL2024-11-15 07:15:00+00:00-30.978133566947008-713.348970712872245False
1182024-11-24 23:15:00+00:0017GBP_JPYSHORT194.119194.49250773734977193.77298452530044193.77298452530044193.772984525300441890.774NY2.50.1905077373497779725.1814973721740962.57174679354378193.91874391006408194.5521507370159249.16874920778298False0.01032644429768955870.4562185151503423.5256089935916180.1764705882354034236bb_rejection_short193.77298452530044TP32024-11-25 00:15:00+00:0034.601730472369766654.239139252425860True
1192024-11-28 08:00:00+00:0017GBP_JPYSHORT191.957192.2839848175318191.6600303649364191.6600303649364191.66003036493642179.795LONDON2.50.1629848175317919818.7284145738130954.63223560372874191.81557091570363192.0857472965686-1.3666666666694027False-0.00673268267997961163.0318029721097217.0429084296358720.00436681222709483183bb_rejection_short192.2839848175318SL2024-11-28 10:30:00+00:00-32.698481753180886-712.7582354076616150False
1202024-12-03 08:15:00+00:0017GBP_JPYSHORT190.213190.55150984583398189.8829803083321189.8829803083321189.88298030833212084.523LONDON2.50.179509845833950929.8962855824408268.20913501046198189.73353271047782190.234012243426583.2932209886467945False0.03033539931936106483.9006265204750450.846728952217290.281437125748482681bb_rejection_short189.8829803083321TP32024-12-03 10:00:00+00:0033.00212748606333687.9359478724874105True
1212024-12-08 23:00:00+00:0017GBP_JPYSHORT191.018191.36714599326473190.74670801347054190.74670801347054190.746708013470542040.724NY2.50.1531459932647242215.10131400362947847.48331657287175191.1921113160033191.17547375086835-38.07746317544627False0.02408953207398133263.879512423815385-13.911131600329440.18721461187213664236bb_rejection_short190.74670801347054TP32024-12-09 00:30:00+00:0027.129331592294367553.633695670269690True
1222024-12-11 14:45:00+00:0017GBP_JPYLONG194.09193.69896255002828194.53107489994343194.53107489994343194.531074899943431836.263OVERLAP2.50.2350374499717142726.41338389394343647.5956934564948193.98874060549232193.3191703359105-4.708262321437928False-0.0641974377592225416.5479507021366357.2259394507682370.1694915254238227142bb_rejection_long194.53107489994343TP32024-12-11 19:45:00+00:0044.10773019720099809.9326065191229300True
1232024-12-12 00:15:00+00:0017GBP_JPYLONG194.257194.01472856048747194.45254287902506194.45254287902506194.452542879025062997.244ASIAN2.50.1152714395125198926.05540592058614641.5434190434529194.28230479556814193.653486461898381.2415072035594221False-0.0205021344188409435.604212430113925-6.0304795568129070.138211382113798603bb_rejection_long194.45254287902506TP32024-12-12 00:45:00+00:0019.554353143486885586.090894157846330True
1242024-12-12 01:15:00+00:0017GBP_JPYLONG194.22899999999998193.9544308209101194.45913835817976194.45913835817976194.459138358179762666.024ASIAN2.50.1325691790898871620.0072830884773142.933970224904215194.28007972176968193.67767013637953-1.8897384409513052False-0.01609679986705158529.229543418051378-8.607972176969270.1140350877190904913bb_rejection_long194.45913835817976TP32024-12-12 03:30:00+00:0023.013922140794826613.5557670580182135True
1252024-12-17 06:30:00+00:0017GBP_JPYLONG195.29194.96758622148445195.5698275570311195.5698275570311195.56982755703112289.433ASIAN2.50.157413778515551518.89044114377050643.93953802222609195.36508463492564194.750083713283977.034042967069354False-0.01454996409000647314.52505938205841-11.0084634925641470.305699481865252961bb_rejection_long195.5698275570311TP32024-12-17 07:00:00+00:0027.982877928972556640.648402169276330True
1262024-12-25 03:45:00+00:0017GBP_JPYLONG196.878196.30214163024903197.24671673950192197.24671673950192197.246716739501921292.943ASIAN2.50.2018583697509591428.08971284513537452.65128008798734196.83701176478687196.80071995408065-18.98087967353206False0.00798193726728004764.148386386116710.59882352131239710.2278481012658255332bb_rejection_long197.24671673950192TP32024-12-25 06:15:00+00:0036.87195912718502476.7323083390261150True
1272024-12-27 02:30:00+00:0017GBP_JPYLONG197.365197.0924588729694197.63508225406122197.63508225406122197.635082254061222749.373ASIAN2.50.1525411270306072421.51175966472268236.882826852280665197.61333696930123197.31976022734838-29.293795128273814False-0.0388897489204010311.03314353100776-28.3336969301217320.350993377483655624bb_rejection_long197.63508225406122TP32024-12-27 07:15:00+00:0027.00832364035412742.5587476708041285True