Files
fx-quant/results/phase1/S17_GBP_JPY_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

104 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
22021-01-07 00:00:00+00:0017GBP_JPYSHORT140.311140.58474462335744140.12051075328515140.12051075328515140.120510753285153653.043ASIAN2.50.112744623357432928.50977058237768354.62852830251572140.25388629283586140.166336970946710.832253109248313False0.01410747230045306171.514003168424039.2113707164145350.02040816326520747803bb_rejection_short140.12051075328515TP32021-01-07 02:15:00+00:0019.048976816890157695.8667427117242135True
32021-01-08 13:45:00+00:0017GBP_JPYLONG141.168140.954866908416141.34726618316805141.34726618316805141.347266183168054724.553OVERLAP2.50.1041330915840164924.150948596480451.79081619701541141.04900021115827140.71386756646922-0.8807026694086062False-0.01468962632801503626.2673126804635588.9999788841737430.2957746478873437134bb_rejection_long141.34726618316805TP32021-01-08 14:15:00+00:0017.92665626035053846.95383834839130True
42021-01-11 22:15:00+00:0017GBP_JPYLONG140.926140.61468637536598141.08562724926801141.08562724926801141.085627249268013261.753NY2.50.0973136246340109123.9133025501254959.446094779435754140.73449801009428140.7194165800841331.772195656793656False-0.01146090010280739857.488035252720515.650198990570630.39999999999997415220bb_rejection_long141.08562724926801TP32021-01-12 05:30:00+00:0015.962773865945579520.6657765724799435True
52021-01-22 06:15:00+00:0017GBP_JPYLONG141.982141.84222760291507142.06654479416983142.06654479416983142.066544794169837302.123ASIAN2.50.05977239708491604429.45735749115752439.89324110401376142.02500863907028141.83448931006794-8.854765013018095False-0.00525555275811757232.154373927972934-7.8008639070276330.1034482758620351764bb_rejection_long141.84222760291507SL2021-01-22 07:00:00+00:00-13.97723970849256-1020.63481620177745False
62021-01-29 08:15:00+00:0017GBP_JPYLONG143.111142.89488795894067143.27822408211867143.27822408211867143.278224082118674675.484LONDON2.50.0981120410593361226.2411249928894440.969751356566114143.16174848958497142.800135508716320.15811888387133877False-0.01784245109243829527.015221499525197-7.9748489584972050.1439393939394298484bb_rejection_long143.27822408211867TP32021-01-29 08:30:00+00:0016.722443978052787781.854523705062415True
72021-02-10 07:30:00+00:0017GBP_JPYLONG144.46099999999998144.3561004580779144.52579908384422144.52579908384422144.525799083844229706.884ASIAN2.50.04989954192210964424.99983202097222437.09309055741668144.4731669019843144.4364685142638511.591798989300628False-0.0158408814468248111.511281396333679-4.7166901984326160.0196078431367959672bb_rejection_long144.52579908384422TP32021-02-10 07:45:00+00:006.479915060006613628.997578976769915True
82021-02-17 09:30:00+00:0017GBP_JPYLONG147.142146.93712527346784147.28074945306432147.28074945306432147.280749453064325000.84LONDON2.50.0838747265321544423.17282647696869447.56585486815815147.14199339273296146.7712106266255-3.148111898286743False0.004134107051880624548.59632359632413-2.8993392732957090.0165289256199123692bb_rejection_long146.93712527346784SL2021-02-17 10:15:00+00:00-20.487472653215377-1024.537532441994745False
92021-02-24 16:00:00+00:0017GBP_JPYLONG149.47299999999998149.11313851470513149.7657229705897149.7657229705897149.76572297058972818.563OVERLAP2.50.1608614852948634422.7776029485850444.29383516958607149.48082721966153148.7598020704852-17.443641198971704False-0.0183341584259531534.14084259082872-3.6827219661546450.1823529411763516162bb_rejection_long149.7657229705897TP32021-02-24 23:15:00+00:0029.27240091447662825.0601832150722435True
102021-03-09 07:45:00+00:0017GBP_JPYLONG151.046150.8352821408019151.22443571839625151.22443571839625151.224435718396254852.665ASIAN2.50.1067178591981274819.65263980897162551.254757562379794150.85803330025016150.334238546740848.52495114674866False-0.02916778681347009850.85784313725210415.2966699749839560.1839080459769326471bb_rejection_long150.8352821408019SL2021-03-09 09:00:00+00:00-21.071785919809827-1022.542126616243575False
112021-03-15 05:30:00+00:0017GBP_JPYLONG152.012151.8098500402283152.12129991954342152.12129991954342152.121299919543425007.752ASIAN2.50.0721499597717045521.83037092305229353.54365144445126151.89418343506014151.6632765446700525.866597126815805False-0.00905463199146190642.71775426839378.2816564939861340.346938775510174550bb_rejection_long151.8098500402283SL2021-03-15 11:15:00+00:00-20.214995977170247-1012.316461046743345False
122021-03-16 02:15:00+00:0017GBP_JPYLONG151.579151.41925302350097151.6934939529981151.6934939529981151.69349395299816273.633ASIAN2.50.074746976499037524.14040817623965739.46569366909958151.6743084985442151.69862701656842-19.422365389249308False-0.0162814991437174614.736126154784642-13.0308498544195570.168674698795304521bb_rejection_long151.41925302350097SL2021-03-16 02:30:00+00:00-15.974697649903646-1002.193424173650115False
132021-03-25 15:45:00+00:0017GBP_JPYSHORT149.716150.03558453723366149.45383092553266149.45383092553266149.453830925532663104.572OVERLAP2.50.145584537233677624.7751217891547958.381369750034125149.47444200765145149.434654023899515.222283945107051False-0.002763788946515993767.9418263517546427.0557992348557260.3351351351350928153bb_rejection_short150.03558453723366SL2021-03-25 17:30:00+00:00-31.958453723365206-992.1725667594793105False
142021-03-30 14:00:00+00:0017GBP_JPYLONG151.46151.24583993790057151.6653201241989151.6653201241989151.66532012419894586.524OVERLAP2.50.1171600620994419827.98736573502994338.60220605719607151.56025952200008151.19688687310986-22.188382804012008False-0.0401814974465628921.199762574251995-12.9259522000069180.17021276595766555141bb_rejection_long151.24583993790057SL2021-03-30 14:45:00+00:00-21.416006209943813-982.249408020315245False
152021-04-08 00:00:00+00:0017GBP_JPYSHORT150.909151.07765816724347150.78868366551308150.78868366551308150.788683665513085765.675ASIAN2.50.07765816724346119.50367673441088553.92399900026893151.019657520744151.75046240982965-28.889142412046454False0.02145691157426029875.39614514804393-7.5657520744016440.1098901098903123903bb_rejection_short150.78868366551308TP32021-04-08 01:00:00+00:0012.031654316402399693.705483424518260True
162021-04-15 21:45:00+00:0017GBP_JPYSHORT149.82500000000002149.98955202030274149.7028959593945149.7028959593945149.70289595939455951.74NY2.50.0785520203027457221.17795812445488249.42812978334658149.8905022697366150.02011412275073-4.532668754509928False0.0071417048611804872.30514096186558-3.05022697365870950.12871287128690026213bb_rejection_short149.7028959593945TP32021-04-16 00:15:00+00:0012.210424576376507726.7278395122005150True
172021-04-21 07:00:00+00:0017GBP_JPYSHORT150.47150.71043620188150.31812759624150.31812759624150.318127596244103.513ASIAN2.50.0934362018799969626.1835003479121649.85902496879718150.58803331422476150.76788097438444-42.24117692655511False0.02360943580544501870.06754163788322-8.303331422476390.3161290322581047472bb_rejection_short150.71043620188SL2021-04-21 07:45:00+00:00-24.04362018799873-986.632358776546745False
182021-04-26 01:00:00+00:0017GBP_JPYSHORT149.769149.93623899484598149.6255220103081149.6255220103081149.62552201030815840.543ASIAN2.50.089238994845959121.82048988816128358.3666666251481149.67868057831285149.8335970346532820.66027610802621False0.00918078277493344288.4226013081575512.5319421687152040.098901098900937610bb_rejection_short149.93623899484598SL2021-04-26 06:30:00+00:00-16.723899484597382-976.7660389577039330False
192021-04-26 12:15:00+00:0017GBP_JPYSHORT149.973150.31496690243242149.76606619513518149.76606619513518149.766066195135182827.753LONDON2.50.117966902432413722.38190716119156357.58336049824831149.84760689008226149.84170198598079.694133756727297False0.01380428361255266277.3281835431488415.4393109917748460.32110091743117714120bb_rejection_short150.31496690243242SL2021-04-26 18:45:00+00:00-34.19669024324037-966.9969083532295390False
202021-04-27 06:45:00+00:0017GBP_JPYLONG150.388150.14242869088991150.5181426182202150.5181426182202150.51814261822023898.372ASIAN2.50.0825713091100901120.90936606821145553.27535361639991150.2794524059559150.0605471646990724.921254629393275False-0.00423519553374194554.9065153644172957.3547594044100610.3834586466166345461bb_rejection_long150.5181426182202TP32021-04-27 10:15:00+00:0013.014295205873927507.34538001722734210True
212021-04-30 05:45:00+00:0017GBP_JPYLONG151.718151.53037731444658151.8202453711068151.8202453711068151.82024537110685129.453ASIAN2.50.0686226855534043721.91321149165271437.47043382299789151.81359840882848151.57614851295065-28.050239264325683False-0.00809156234222377418.812678655956038-13.0598408828490160.0470588235292976854bb_rejection_long151.53037731444658SL2021-04-30 07:00:00+00:00-18.76226855534071-962.401184411924175False
222021-05-05 13:45:00+00:0017GBP_JPYLONG151.886151.6632846556794152.08243068864118152.08243068864118152.082430688641184278.04OVERLAP2.50.1127153443205975323.47822462028818439.460768851185115151.9667430763566151.7905665072859-11.55999396348193False-0.02316497683062605826.004343332776397-10.9743076356608070.1475409836065803132bb_rejection_long151.844TIME2021-05-05 21:45:00+00:00-4.200000000000159-179.6760000000068480False
232021-05-11 08:30:00+00:0017GBP_JPYLONG153.74153.4173579982911153.94828400341783153.94828400341783153.948284003417832947.484LONDON2.50.1186420017089099127.9538613970165745.600107651712153.73577645044082153.1187528227508-3.7852285033579847False-0.00403171856415784233.37383776478153-2.47764504408110040.171568627451096581bb_rejection_long153.4173579982911SL2021-05-11 13:00:00+00:00-32.26420017089139-950.9808471969898270False
242021-05-14 06:45:00+00:0017GBP_JPYLONG153.86599999999999153.67693178339135153.9911364332173153.9911364332173153.99113643321734979.533ASIAN2.50.08006821660864926.75824459214777647.935559600986196153.8451234360616153.825626981076742.8766435203834817False-0.0106909978518726749.75609756097663-1.41234360616238060.3083333333331359564bb_rejection_long153.67693178339135SL2021-05-14 08:15:00+00:00-18.906821660863216-941.47085664918290False
252021-05-14 08:30:00+00:0017GBP_JPYLONG153.718153.52255117391763153.8898976521647153.8898976521647153.88989765216474768.82LONDON2.50.1004488260823546623.45051574134733539.53196565247635153.82767457973782153.8223633954209-4.160299929438338False-0.0182431998747993818.921285334065193-13.8674579737823930.248275862068957484bb_rejection_long153.8898976521647TP32021-05-14 10:45:00+00:0017.189801262783536819.7472426196213135True
262021-05-18 06:30:00+00:0017GBP_JPYLONG154.757154.5507226994249154.8865546011502154.8865546011502154.88655460115024558.24ASIAN2.50.0822773005750935727.05522909857753456.307587659585245154.55727847676928154.2286089280326849.89740481301794False-0.0173865746457612168.8037479142605116.4721523230724640.02702702702715851461bb_rejection_long154.5507226994249SL2021-05-18 08:15:00+00:00-20.62773005750955-940.2531914814003105False
272021-05-20 08:00:00+00:0017GBP_JPYLONG154.114153.9146573416857154.25368531662858154.25368531662858154.253685316628584669.65LONDON2.50.0843426583142901818.37811060046026851.0463477769806154.09996198577537154.267960534521622.566666666666606False0.00367718237886023967.47978199718713-1.4961985775357790.1052631578949415583bb_rejection_long153.9146573416857SL2021-05-20 08:30:00+00:00-19.934265831429343-930.850477264424630False
282021-05-21 07:00:00+00:0017GBP_JPYLONG154.24099999999999154.06734106099967154.35531787800065154.35531787800065154.355317878000655306.624ASIAN2.50.0746589390003294225.2368483964216240.9548517106255154.2774254316837154.245593751938068.734394451334992False-0.00681872124441379819.182392079391906-7.14254316837070750.0104166666664199574bb_rejection_long154.06734106099967SL2021-05-21 07:30:00+00:00-17.365893900031892-921.541998877872430False
292021-05-21 07:45:00+00:0017GBP_JPYLONG154.18153.939503757659154.329992484682154.329992484682154.3299924846823793.523ASIAN2.50.0924962423410047427.05403181040967639.22113955354268154.2656655932647154.24349577795162.329887504885164False-0.01235358832515490242.743766042500205-12.0665593264703830.2276422764229445774bb_rejection_long154.329992484682TP32021-05-21 09:00:00+00:0014.999288007331339569.000990415715875True
302021-05-28 11:45:00+00:0017GBP_JPYLONG155.874155.65092618541848156.03714762916306156.03714762916306156.037147629163064115.314LONDON2.50.0960738145815337211.57717074544372746.13902386358866155.84513367242064155.16827516284343-2.2081251247414False-0.003748893289824698643.04029910918197-0.0133672420645325470.10280373831771729114bb_rejection_long155.65092618541848SL2021-05-28 13:45:00+00:00-22.3073814581511-918.017899885438120False
312021-05-28 14:30:00+00:0017GBP_JPYLONG155.695155.52436280307478155.88327439385043155.88327439385043155.883274393850435326.142OVERLAP2.50.1086371969252210927.42221391907620633.27681708927062155.814294182145155.2304595470412-14.983894762897876False-0.01855255908144781717.719363764817896-14.8294182145008340.24031007751944303144bb_rejection_long155.88327439385043TP32021-05-28 14:45:00+00:0018.8274747341694561002.777662806493115True
322021-05-31 01:00:00+00:0017GBP_JPYLONG155.722155.5274162344509155.85616753109818155.85616753109818155.856167531098184722.213ASIAN2.50.0845837655490853821.68766251841133738.603487906515305155.8109528841417155.4323700207112-13.676888619372107False-0.0138327987901383326.772076162319934-12.3952884141687040.2127659574469307510bb_rejection_long155.5274162344509SL2021-05-31 08:00:00+00:00-19.45837655491118-918.8654035136714420False
332021-06-01 06:15:00+00:0017GBP_JPYLONG155.725155.55002054265958155.84995891468085155.84995891468085155.849958914680855198.762ASIAN2.50.0799794573404225429.6555858933705543.66496444647063155.71266591614634155.5753617603580810.834470980739752False-0.02258673696445847528.937313963301396-2.26659161463373950.329670329670312561bb_rejection_long155.84995891468085TP32021-06-01 06:45:00+00:0012.495915504378276649.63265687541630True
342021-06-03 06:00:00+00:0017GBP_JPYLONG155.396155.28171201996759155.45557596006486155.45557596006486155.455575960064868016.355ASIAN2.50.0472879800324337318.40413285858850849.9833986454877155.34014120548636155.31751688372795.4832733425683955False-0.00887081335785295242.6888460909080652.0858794513628710.0499999999995381563bb_rejection_long155.45557596006486TP32021-06-03 07:30:00+00:005.957603438293874477.5823432256709790True
352021-06-03 13:15:00+00:0017GBP_JPYLONG155.58599999999998155.361234611645155.77453077670998155.77453077670998155.774530776709984097.383OVERLAP2.50.1087653883550028426.73598442544031845.15302581153153155.53587743584848155.38991346700226-10.513418392224594False-0.02781000865847954625.714588507113332.1122564151511370.05833333333313596133bb_rejection_long155.361234611645SL2021-06-03 13:45:00+00:00-22.476538835499582-920.949206937992830False
362021-06-04 00:30:00+00:0017GBP_JPYLONG155.534155.4105910193908155.62381796121838155.62381796121838155.623817961218387387.943ASIAN2.50.0624089806091982128.10325688087990443.594408972372726155.52782060808718155.4337832993996-6.354204028116328False-0.01009237152749684427.301291725491996-2.8820608087187340.1874999999998149504bb_rejection_long155.4105910193908SL2021-06-04 01:15:00+00:00-12.340898060918448-911.738144201818445False
372021-06-08 00:45:00+00:0017GBP_JPYSHORT154.96155.0984761775344154.88804764493122154.88804764493122154.888047644931226518.243ASIAN2.50.0534761775343985123.56654393641039761.4140883864069154.91963451360385155.0542823899731715.739084660270919False0.0091891320252827783.263719165564327.5365486396151480.2098765432098548801bb_rejection_short154.88804764493122TP32021-06-08 02:45:00+00:007.195246545495846469.00343842712846120True
382021-06-09 03:00:00+00:0017GBP_JPYSHORT154.976155.09873349582497154.90353300835002154.90353300835002154.903533008350027392.533ASIAN2.50.0537334958249927723.41188372988757759.8462259927368154.9280466817742154.9537361718466919.710501656109614False0.00776933928185824579.685682853993248.2953318225804650.2558139534884028632bb_rejection_short155.09873349582497SL2021-06-09 06:30:00+00:00-12.273349582497419-907.3110498909963210False
392021-06-10 11:45:00+00:0017GBP_JPYSHORT154.41154.60530686375628154.25838627248743154.25838627248743154.258386272487434599.113LONDON2.50.0903068637562866729.03243423771784453.84171515890535154.47030714188267154.7268652271801610.564574348055089False0.02715261715589318475.0385169211228-3.13071418826780250.390243902439185113bb_rejection_short154.60530686375628SL2021-06-10 12:30:00+00:00-19.530686375628648-898.237750170174645False
402021-06-15 07:30:00+00:0017GBP_JPYLONG155.289155.1330390017919155.3919219964162155.3919219964162155.39192199641625701.782ASIAN2.50.0689609982080971228.7446342109427540.338360166925355155.28952482542385155.0733302457997818.13578703496148False-0.0183395347446311815.441008922877174-3.5524825423863150.202531645569488271bb_rejection_long155.1330390017919SL2021-06-15 08:45:00+00:00-15.596099820808718-889.255300362907375False
412021-06-30 00:45:00+00:0017GBP_JPYSHORT153.125153.27401739755467153.01796520489066153.01796520489066153.017965204890665907.793ASIAN2.50.0710173975546690827.93643488884501762.3528773373834153.0568938526836153.395216944080411.71974489484171False0.02227110377455369692.2111929572400410.3106147316395890.3478260869564250302bb_rejection_short153.01796520489066TP32021-06-30 01:00:00+00:0010.703497628503607632.340162546973315True
422021-07-05 06:30:00+00:0017GBP_JPYSHORT153.637153.77941886678488153.55716226643023153.55716226643023153.557162266430236225.914ASIAN2.50.05741886678488173525.77493736362048860.446840306136615153.58364211326352153.5216307822605622.696087218963612False0.00861213815665215875.50777049807338.8357886736474710.147540983606778960bb_rejection_short153.55716226643023TP32021-07-05 07:45:00+00:007.98378618044164497.063342186734175True
432021-07-09 05:15:00+00:0017GBP_JPYSHORT151.577151.75679284259866151.40841431480268151.40841431480268151.408414314802684959.362ASIAN2.50.1017928425986616629.248488904769964.97135120854443151.40381271201693151.8995106162843735.57630891447445False0.02087275340494510681.4639905549029920.818728798306550.2241379310345461354bb_rejection_short151.75679284259866SL2021-07-09 08:45:00+00:00-17.979284259865835-891.6574318700822210False
442021-07-16 00:30:00+00:0017GBP_JPYSHORT151.881152.01607019090198151.75385961819603151.75385961819603151.753859618196036535.423ASIAN2.50.0810701909019888918.20227552586024453.69265755627523151.95399100470968152.2878617631799-27.6390954340485False0.02294430714985129587.29720314521126-3.7991004709681420.272727272727272704bb_rejection_short152.01607019090198SL2021-07-16 01:00:00+00:00-13.507019090198467-882.740427024648730False
452021-07-20 01:00:00+00:0017GBP_JPYSHORT149.591149.86520378375442149.42759243249117149.42759243249117149.427592432491173187.094ASIAN2.50.0992037837544224416.8205479559362445.48873679962727149.812724780029150.80600524933226-32.38268850954569False0.00801665932782532141.18129614438039-18.6724780028981740.333333333333333311bb_rejection_short149.86520378375442SL2021-07-20 02:15:00+00:00-27.4203783754416-873.912137165861775False
462021-07-20 02:30:00+00:0017GBP_JPYSHORT149.833150.07067044918304149.6686591016339149.6686591016339149.66865910163393640.233ASIAN2.50.0996704491830449328.64952389954668361.60009298628875149.81134743099122150.74759856863776-7.3492299888556545False0.02561388241473675379.706957356397145.665256900877580.182692307692336621bb_rejection_short149.6686591016339TP32021-07-20 03:30:00+00:0016.434134982356447598.240311868234160True
472021-07-26 06:15:00+00:0017GBP_JPYLONG151.67151.44740637327732151.80418725344538151.80418725344538151.804187253445383913.662ASIAN2.50.0845936267226981128.5644546283328239.374127210870824151.82682205021854151.6203840967868-23.034940749755606False0.001588754480351624349.50946421534231-19.182205021854770.2149532710280026360bb_rejection_long151.44740637327732SL2021-07-26 06:45:00+00:00-22.259362672267-871.155773159444730False
482021-08-08 22:45:00+00:0017GBP_JPYLONG152.934152.7778363526165153.04132729476694153.04132729476694153.041327294766945522.75NY2.50.071163647383471616.44516492136716245.497356522102926152.92219522909863152.71139971091688-4.654824453766082False-0.00501224589615457542.00459101550657-2.3195229098632810.10389610389623333226bb_rejection_long152.7778363526165SL2021-08-09 01:45:00+00:00-15.616364738349377-862.444975404821180False
492021-08-09 08:45:00+00:0017GBP_JPYLONG152.718152.5663407900198152.85231841996037152.85231841996037152.852318419960375629.864LONDON2.50.0816592099801886928.34977959133776835.36254202755907152.8393124464413152.74917470591328-1.2874924840900803False-0.01942523751718470630.5696131190643-15.0312446441319030.0340909090907512880bb_rejection_long152.85231841996037TP32021-08-09 09:15:00+00:0013.43186585425469756.195242982343130True
502021-08-09 13:30:00+00:0017GBP_JPYLONG152.76152.46914652350011152.94070695299982152.94070695299982152.940706952999822961.574OVERLAP2.50.1048534764999107525.4360275482841641.94650142908735152.84403670614617152.76817220159202-8.696327991057728False-0.01358348253390685931.437803247977325-11.3036706146175450.13836477987416662130bb_rejection_long152.71TIME2021-08-09 21:30:00+00:00-4.999999999998295-148.0784999999495480False
512021-08-12 00:00:00+00:0017GBP_JPYLONG153.089152.96540862860928153.15718274278146153.15718274278146153.157182742781466957.624ASIAN2.50.0515913713907229228.6070693517919239.669451364386425153.11019311603326153.01722580876682-5.022176438424708False-0.00613101532251646522.37714836135633-5.6193116033256270.111111111111111103bb_rejection_long153.15718274278146TP32021-08-12 07:45:00+00:006.818284077868107474.39029665856697465True
522021-08-17 21:15:00+00:0017GBP_JPYSHORT150.435150.78531705298354150.21536589403289150.21536589403289150.215365894032892468.184NY2.50.127317052983555927.72039964327871842.03337252518415150.6289877312557151.17449514610607-21.66379197020376False0.01273182843145369372.5931524873368-15.8987731255706420.17634854771785907211bb_rejection_short150.78531705298354SL2021-08-18 03:45:00+00:00-35.031705298354154-864.6455438329175390False
532021-08-27 20:45:00+00:0017GBP_JPYLONG151.182151.02312023023575151.28075953952853151.28075953952853151.280759539528535387.723NY2.50.066879769764263522.57128422665156447.65961609535212151.11224723557783150.97138057894773-1.3555100056180436False-0.01719385606343840439.197573155513783.47527644221656830.20000000000008744204bb_rejection_long151.02312023023575SL2021-08-29 21:00:00+00:00-15.887976976424056-855.99971315419422895False
542021-09-01 13:15:00+00:0017GBP_JPYLONG151.683151.44573997358006151.85252005283988151.85252005283988151.852520052839883571.773OVERLAP2.50.0992600264199359925.12593033918098645.56977957196424151.61898292963895151.38343488365507-9.36196437161243False-0.0271253417424908319.8077176401136263.50170703610501730.20535714285706583132bb_rejection_long151.44573997358006SL2021-09-01 19:45:00+00:00-23.7260026419932-847.4382445659206390False
552021-09-08 06:30:00+00:0017GBP_JPYLONG151.988151.8552895935402152.05442081291963152.05442081291963152.054420812919636321.773ASIAN2.50.05071040645980997422.4733750497336743.90639482467833151.9814367144254151.964076195879226.882061385553584False-0.003524605756579493651.24114839142729-2.84367144253963030.2083333333331359762bb_rejection_long151.8552895935402SL2021-09-08 07:00:00+00:00-13.271040645980746-838.964666245417130False
562021-09-10 12:30:00+00:0017GBP_JPYLONG152.493152.32688137320048152.64623725359903152.64623725359903152.646237253599034999.893LONDON2.50.0911186267995177127.88593047353299452.94412097283001152.31246779957434152.02296833621526-5.227941772528766False-0.0247355121346791320.96091105098438615.1532200425663180.27184466019414527124bb_rejection_long152.32688137320048SL2021-09-10 13:15:00+00:00-16.611862679951628-830.574860948633545False
572021-09-15 00:00:00+00:0017GBP_JPYSHORT151.434151.6055504650513151.34789906989738151.34789906989738151.347899069897384793.164ASIAN2.50.06055046505131199419.92868592809133338.717543245789344151.7305452711459152.05436089347705-76.79475662633877False0.03255039916344161564.86747903334239-26.1545271145905640.2272727272728094802bb_rejection_short151.34789906989738TP32021-09-15 00:30:00+00:008.610110973553182412.6963951399617430True
582021-09-17 01:45:00+00:0017GBP_JPYSHORT151.441151.59901561381392151.33996877237217151.33996877237217151.339968772372175229.843ASIAN2.50.0680156138139176325.94108574712272764.9050341553238151.31853152318382151.379113546025321.862644826481414False0.00764587954488539587.0139697154321115.7468476816177370.2631578947370258314bb_rejection_short151.59901561381392SL2021-09-17 04:45:00+00:00-15.801561381391593-826.3963777485701180False
592021-09-21 06:30:00+00:0017GBP_JPYSHORT149.797150.02558461016068149.64083077967865149.64083077967865149.640830779678653579.122ASIAN2.50.0955846101606721124.4876747676773257.1731176043406149.69578614392674150.2404679881956314.289976939937787False-0.006553852490960132680.2745551596120213.6213856073254650.365217391304332861bb_rejection_short150.02558461016068SL2021-09-21 07:15:00+00:00-22.85846101606808-818.131749918295845False
602021-09-22 06:15:00+00:0017GBP_JPYSHORT149.469149.72192692762528149.30814614474943149.30814614474943149.308146144749433202.312ASIAN2.50.0979269276252750624.95599143655665555.51688218715921149.40375065504304149.730734189372337.420808824895175False-0.000422220434628070638.6799015234110810.0249344956949930.317880794702036662bb_rejection_short149.30814614474943TP32021-09-22 07:45:00+00:0016.08543575562607515.105517745989190True
612021-10-04 06:45:00+00:0017GBP_JPYSHORT150.385150.60752981755854150.22094036488292150.22094036488292150.220940364882923662.894ASIAN2.50.0995298175585293517.6656654856062851.85495859465916150.39055567197175150.348342079736237.057718641942756False0.0089650351698754770.937299008392662.94443280282337130.313725490196171360bb_rejection_short150.60752981755854SL2021-10-04 07:00:00+00:00-22.252981755855213-815.102243437045115False
622021-10-05 06:15:00+00:0017GBP_JPYLONG151.155150.87700757674347151.31398484651305151.31398484651305151.313984846513052902.784ASIAN2.50.0969924232565301718.2178837419128357.53694011775823151.01369969698445150.747896299922210.133672672921534False-0.002063653230806865352.0104388697663710.6300303015558480.3563218390805142461bb_rejection_long151.31398484651305TP32021-10-05 07:00:00+00:0015.89853942116236461.499622609616845True
632021-10-06 14:00:00+00:0017GBP_JPYLONG151.078150.65660266675002151.35379466649994151.35379466649994151.353794666499941925.892OVERLAP2.50.152397333249971628.65818274455199736.974198244716796151.44080168833113151.3889036527749-14.23543563842884False0.01018584161381294630.997892114591526-39.1801688331128160.20000000000006687142bb_rejection_long151.35379466649994TP32021-10-06 18:00:00+00:0027.57960985374152531.1529482122226240True
642021-10-13 12:30:00+00:0017GBP_JPYLONG154.628154.3929928224879154.83701435502414154.83701435502414154.837014355024143475.974LONDON2.50.1190071775120779426.9097147133338446.25724954976139154.5873070022859154.1762651623539-12.208681151807355False-0.0338897982602244326.6223476784994271.16929977140785010.04419889502751847122bb_rejection_long154.83701435502414TP32021-10-13 15:45:00+00:0020.901495633646213726.5297177768523195True
652021-10-18 12:15:00+00:0017GBP_JPYLONG156.922156.6805178703147157.14996425937056157.14996425937056157.149964259370563412.853LONDON2.50.1284821296852817518.4046667326758544.99958826335569156.98628146419847156.4750449734475-8.632159480583823False-0.01216634274551621146.87276188321911-9.3281464198469170.3504273504273525120bb_rejection_long156.6805178703147SL2021-10-18 15:00:00+00:00-24.148212968529492-824.1422862964588165False
662021-10-21 13:30:00+00:0017GBP_JPYLONG157.159156.74358044321338157.47683911357322157.47683911357322157.476839113573221964.043OVERLAP2.50.1734195567866131729.53223859009279239.148280627653556157.51421098912107157.59219718936149-22.89577924217099False-0.026388100029017315.160979415672145-38.4210989121072540.33632286995512894133bb_rejection_long157.23TIME2021-10-21 21:30:00+00:007.099999999999795139.44683999999597480True
672021-10-22 06:15:00+00:0017GBP_JPYLONG157.263157.01845474195403157.44309051609193157.44309051609193157.443090516091933342.113ASIAN2.50.107545258045962226.56511036203854645.07734294699686157.28516562973334157.41222254241418-3.9821487315350623False-0.02247422720511127529.135770650936582-5.7165629733333390.337931034482846564bb_rejection_long157.01845474195403SL2021-10-22 07:45:00+00:00-24.454525804597438-817.297152368031490False
682021-10-27 14:15:00+00:0017GBP_JPYSHORT156.169156.62676514383804155.80646971232395155.80646971232395155.806469712323951767.554OVERLAP2.50.1957651438380269828.13571820719346348.5805807728982156.43113975345022156.773675993688587.5969462880976835False0.03554590373810828765.54865202101477-23.313975345021730.19047619047619907142bb_rejection_short156.341TIME2021-10-27 22:15:00+00:00-17.199999999999704-304.01859999999476480False
692021-11-01 13:30:00+00:0017GBP_JPYSHORT156.16156.48655442839893155.8898911432021155.8898911432021155.88989114320212468.452OVERLAP2.50.1495544283989482524.5628555768352652.14062285311989156.1659493947571156.318225151449753.9562508665142104False0.02619797717317001751.732711732708882.305060524290070.29220779220790244130bb_rejection_short155.8898911432021TP32021-11-01 17:15:00+00:0027.01099510426865666.7529086513194225True
702021-11-05 15:45:00+00:0017GBP_JPYSHORT153.018153.41451933506875152.68796132986253152.68796132986253152.687961329862532049.713OVERLAP2.50.1795193350687298322.5279991082533348.467427078038774153.18398695939624154.08735077876526-2.0397874015941397False0.01192247498010728262.17104301004023-13.6986959396239170.014705882353010838154bb_rejection_short153.166TIME2021-11-08 00:45:00+00:00-14.799999999999615-303.35707999999213420False
712021-11-10 00:00:00+00:0017GBP_JPYSHORT153.043153.23333534477592152.92732931044813152.92732931044813152.927329310448134254.163ASIAN2.50.0753353447759437121.1939845722392852.8858601263913153.07837638063236153.27431298821628-3.165764049686004False0.0107719971965115265.20704586283314-0.037638063236045130.2499999999999342202bb_rejection_short152.92732931044813TP32021-11-10 00:45:00+00:0011.56709614520627492.082777370907145True
722021-11-17 03:45:00+00:0017GBP_JPYLONG154.138153.90415645826678154.30268708346642154.30268708346642154.302687083466423483.693ASIAN2.50.09984354173320226.88038296811731747.5116568736896154.04532348681727153.5512226271763422.58108315424181False-0.0201218366805567240.945794957800525.7676513182741470.377483443708691532bb_rejection_long154.30268708346642TP32021-11-17 06:15:00+00:0016.46875562038993573.720392671962150True
732021-11-22 11:45:00+00:0017GBP_JPYSHORT153.363153.73002156763204153.1139568647359153.1139568647359153.11395686473592235.223LONDON2.50.1390215676320400421.64344266751332351.45089533764192153.36689287553523153.566574332376557.528904754096288False0.01509289362793869568.122070906729122.51071244647675940.2703583061889055110bb_rejection_short153.73002156763204SL2021-11-22 14:00:00+00:00-36.702156763203675-820.3739484024811135False
742021-12-08 02:45:00+00:0017GBP_JPYSHORT150.441150.6212168014139150.27556639717216150.27556639717216150.275566397172164506.632ASIAN2.50.1002168014139229627.41575764813717358.275409968519405150.37149352524767150.360210684963484.018368462979538False0.02257108580942981692.6163342830035510.45064747523270.3888888888893567422bb_rejection_short150.27556639717216TP32021-12-08 07:00:00+00:0016.543396991722993745.549691848086255True
752021-12-14 07:00:00+00:0017GBP_JPYSHORT150.083150.25311215513418149.96977568973165149.96977568973165149.969775689731654818.153ASIAN2.50.074112155134176227.73822104199918262.4655116316862150.04650809252246150.16970513075182-18.19669965993569False0.02853778770392723487.169060573027887.1491907477536640.2086330935251386771bb_rejection_short150.25311215513418SL2021-12-14 09:00:00+00:00-17.01121551341771-819.6258802597354120False
762021-12-14 09:30:00+00:0017GBP_JPYSHORT150.214150.40915877792438150.04668244415126150.04668244415126150.046682444151264157.83LONDON2.50.0981587779243707829.5156164223987664.94450660509666150.09077931448022150.170345589388864.6372489423447405False0.01805090259779748669.2812624103305615.222068551977940.270676691729313791bb_rejection_short150.40915877792438SL2021-12-14 11:15:00+00:00-19.515877792437664-811.4311668539732105False
772021-12-24 14:30:00+00:0017GBP_JPYLONG153.323153.10968319264992153.51063361470017153.51063361470017153.510633614700173765.843OVERLAP2.50.1083168073500757226.12152190396285844.26751648728364153.34055808557466152.8908233843312-6.3112588269774506False-0.01477212528879039822.14253414544375-4.6558085574645250.006666666666698246144bb_rejection_long153.10968319264992SL2021-12-24 16:15:00+00:00-21.331680735008263-803.3169657912351105False
782021-12-24 20:00:00+00:0017GBP_JPYLONG153.112152.84581570659543153.34336858680913153.34336858680913153.343368586809132987.724NY2.50.1331842934045687225.5435835264736941.621484608837385153.23322316625453152.9449711842317-20.18545418774238False0.001200595062028048153.267039299799166-15.6223166254534360.08593749999997571204bb_rejection_long153.34336858680913TP32021-12-24 20:45:00+00:0023.13693612076336691.26686786727145True
792021-12-28 08:45:00+00:0017GBP_JPYLONG154.302154.14564976154327154.41170047691347154.41170047691347154.411700476913475130.764LONDON2.50.0693502384567321917.35070942186025246.548861587226384154.27898783982988153.8042593439709-2.04815035727961False-0.00536613857745410949.22956062871028-0.59878398298849330.1923076923078184481bb_rejection_long154.41170047691347TP32021-12-28 10:30:00+00:0010.970069072288432562.8479159333459105True
802021-12-30 08:15:00+00:0017GBP_JPYLONG155.118154.9553125820327155.23837483593462155.23837483593462155.238374835934624965.53LONDON2.50.0746874179673154724.38769931384208843.29501955747736155.09550983692134154.63542413182370.9489311329929251False-0.01436608761812500629.693565211437303-0.65098369213387740.3707865168537926683bb_rejection_long154.9553125820327SL2021-12-30 08:45:00+00:00-16.268741796730524-807.824373916654230False
812021-12-30 22:30:00+00:0017GBP_JPYLONG155.33599999999998155.11087245778643155.4732550844271155.4732550844271155.47325508442713552.414NY2.50.0861275422135648519.86884888988893447.549358143893155.31086095243543154.93411487530037-2.600763437268938False-0.00995780329961417138.76905192456319-0.98609524354458240.262411347517589223bb_rejection_long155.401TIME2021-12-31 06:30:00+00:006.500000000002615230.90665000009287480True
822022-01-03 11:15:00+00:0017GBP_JPYLONG155.539155.3812097074643155.68958058507135155.68958058507135155.689580585071355083.042LONDON2.50.0897902925356825529.69843273230762335.97964780625965155.6651741949614155.44954150354874-15.512014980734534False-0.02964064769052986522.61903864059079-15.5174194961404050.2639999999998963110bb_rejection_long155.3812097074643SL2022-01-03 13:00:00+00:00-15.779029253567957-802.0543685705607105False
832022-01-05 01:45:00+00:0017GBP_JPYLONG157.1156.79172431543248157.263551369135157.263551369135157.2635513691352575.734ASIAN2.50.0992756845675081325.42987204571974445.60153011248985157.01908356636685156.284246404782912.415304010326622False-0.01329475428978708621.464261085706374.59164336331525650.126903553299519512bb_rejection_long156.79172431543248SL2022-01-05 09:15:00+00:00-30.82756845675192-794.0349290110962450False
842022-01-07 07:45:00+00:0017GBP_JPYLONG156.917156.68285184669335157.0462963066133157.0462963066133157.04629630661333357.252ASIAN2.50.0821481533066455724.2639660910265344.41864374205491156.909107676646156.8176541287067215.187832356167519False-0.01871655693814349229.26034065461984-2.71076766459827920.363636363636427774bb_rejection_long157.0462963066133TP32022-01-07 13:30:00+00:0012.929669173894174434.0813183405621345True
852022-01-12 07:15:00+00:0017GBP_JPYLONG157.258157.11316886718006157.36666226563992157.36666226563992157.366662265639925457.632ASIAN2.50.0718311328199517926.99828993198015743.13745202339974157.23878857216909156.9941928096315315.918729556813105False-0.023841029127320289.967320261438683-1.57885721690718130.39583333333343272bb_rejection_long157.36666226563992TP32022-01-12 08:00:00+00:0010.866246474146896593.039527446983245True
862022-01-14 07:00:00+00:0017GBP_JPYSHORT156.145156.36399720145158155.97600559709687155.97600559709687155.976005597096873636.424ASIAN2.50.1019972014515703519.86810717822970747.53626712067782156.32329253012654156.7434140156599-48.352628191116764False0.02065765464448255546.96932307458477-14.3292530126529980.206106870228906674bb_rejection_short156.36399720145158SL2022-01-14 09:00:00+00:00-21.899720145157172-796.3658033025246120False
872022-01-17 01:30:00+00:0017GBP_JPYSHORT156.393156.59951691559857156.2109661688029156.2109661688029156.21096616880293817.614ASIAN2.50.1085169155985483120.6622353551713565.8386637477443156.14720145428976156.3977604786447846.24759443529172False0.00972500117578527275.0681948512839828.0798545710240430.0787401574802374210bb_rejection_short156.59951691559857SL2022-01-17 07:15:00+00:00-20.651691559856996-788.4010421582568345False
882022-01-17 08:15:00+00:0017GBP_JPYLONG156.472156.29690445921895156.60519108156205156.60519108156205156.605191081562054457.673LONDON2.50.0810955407810259324.9753626169187846.399852659228074156.3919844867422156.42517899573357-0.7240862781884516False-0.02381147094678383321.557450379932025.1015513257823390.315789473684131880bb_rejection_long156.60519108156205TP32022-01-17 09:30:00+00:0013.319138035285283593.723220457501575True
892022-01-18 01:00:00+00:0017GBP_JPYSHORT156.364156.5095504604531156.27189907909377156.27189907909377156.271899079093775403.314ASIAN2.50.0635504604531079717.5735204618994954.64514491858227156.3810602493932156.41339534407382-2.9172146884235417False0.006364557376007596468.831654424463031.79397506068141870.2525252525253366411bb_rejection_short156.5095504604531SL2022-01-18 02:45:00+00:00-14.55504604531086-786.4542584708863105False
902022-02-02 08:15:00+00:0017GBP_JPYLONG155.152154.96899940591553155.26700118816893155.26700118816893155.267001188168934254.585LONDON2.50.0720005940844731219.8549231413750948.294955692469046155.103455810625154.909184618879071.0149264799650837False-0.00636981184706408551.830808080808191.95441893749830340.1687499999999211982bb_rejection_long154.96899940591553SL2022-02-02 09:15:00+00:00-18.300059408446145-778.59066757986860False
912022-02-03 00:00:00+00:0017GBP_JPYLONG155.183154.99680247802488155.30839504395024155.30839504395024155.308395043950244139.714ASIAN2.50.0801975219751271429.6215114574074541.650973456437114155.2083722222015155.03233849326594.33499689229393False-0.02882555338387043616.667640146570378-6.0372222201493740.0319999999999254203bb_rejection_long155.30839504395024TP32022-02-03 07:00:00+00:0012.539534685804668519.1003713417244420True
922022-02-04 01:45:00+00:0017GBP_JPYLONG156.265156.08149601792402156.42900796415196156.42900796415196156.429007964151964228.773ASIAN2.50.0995039820759905126.37238734972180544.23253806906909156.19819006536753155.625568573486715.718202161377803False-0.0216721980252559266.91898222079880653.18099346324629550.217391304347664914bb_rejection_long156.42900796415196TP32022-02-04 03:00:00+00:0016.40083519904369693.553598646675True
932022-02-09 14:30:00+00:0017GBP_JPYLONG156.651156.43493941874564156.83412116250875156.83412116250875156.834121162508753623.664OVERLAP2.50.1060605812543673521.58549713282250347.34491092907429156.60271095550848156.32135714372956-1.8388796785274053False-0.01918175891843168524.3718521269646261.9289044491529240.008695652173953876142bb_rejection_long156.43493941874564SL2022-02-09 15:00:00+00:00-21.606058125436785-782.930085868202730False
942022-02-15 20:30:00+00:0017GBP_JPYLONG156.558156.34647382166528156.7180523566694156.7180523566694156.71805235666943664.334NY2.50.097526178334708539.3725484196146250.17056362328985156.49883518251985156.46955016170847-5.781588499920076False0.002488425444144930750.244971402867832.4164817480141210.03333333333317544201bb_rejection_long156.7180523566694TP32022-02-16 01:00:00+00:0016.005279345418906586.4862526379886270True
952022-02-28 07:00:00+00:0017GBP_JPYSHORT154.43154.68614498550264154.21071002899473154.21071002899473154.210710028994733048.924ASIAN2.50.127144985502642626.36378541025062857.716041566024714154.44817194822235154.70395125019772-8.150984812525053False0.0394648290989938777.285918498034011.68280517776508990.01960784313716384370bb_rejection_short154.68614498550264SL2022-02-28 10:15:00+00:00-25.614498550262965-780.9655691986776195False
962022-03-02 08:45:00+00:0017GBP_JPYSHORT153.177153.4553235365183152.9253529269634152.9253529269634152.92535292696342777.914LONDON2.50.1403235365183021229.6788616244936855.42293824131041153.16221532913406153.730729232114955.115461822884981False0.02190762374848452274.697497048200324.37846708659321850.1839080459770659582bb_rejection_short152.9253529269634TP32022-03-02 09:15:00+00:0025.16479789229366699.055437129814830True
972022-03-02 10:15:00+00:0017GBP_JPYSHORT153.357153.7074147782783153.03317044344342153.03317044344342153.033170443443422226.353LONDON2.50.1764147782782867827.6899043666512859.882398388912364153.17855007238367153.7016527633101619.049631272952183False0.0402880510006442884.8140700769586120.7449927616323750.17857142857137873102bb_rejection_short153.7074147782783SL2022-03-02 12:15:00+00:00-35.041477827829226-780.145941619876120False
982022-03-08 00:00:00+00:0017GBP_JPYSHORT151.196151.44594375394584151.00911249210833151.00911249210833151.009112492108333090.082ASIAN2.50.1109437539458348227.48473404154025349.93390226434129151.35216926202153152.1955145334027-32.82660593773983False0.0348841430100347684.24992219109726-12.1169262021538770.32638888888885601bb_rejection_short151.44594375394584SL2022-03-08 01:15:00+00:00-24.994375394584267-772.346195192969575False
992022-03-08 09:00:00+00:0017GBP_JPYSHORT151.471151.85874888847516151.1205022230497151.1205022230497151.12050222304971971.953LONDON2.50.1897488884751515323.81043842372963654.416100793559636151.3881094580127151.95635317294414.301196961139908False0.0217726385491018772.1461714160654611.1890541987293090.1244444444443944891bb_rejection_short151.85874888847516SL2022-03-08 12:00:00+00:00-38.774888847515854-764.6214206285889180False
1002022-03-08 17:30:00+00:0017GBP_JPYSHORT151.651152.01558984347216151.32882031305564151.32882031305564151.328820313055642076.242NY2.50.178589843472175123.8980647658815254.33369068372657151.56070459943902151.861086144272249.635735844810256False0.0065090704013425583.6563016795494112.5295400560986540.3396226415094643171bb_rejection_short151.987TIME2022-03-09 01:30:00+00:00-33.599999999998424-697.6166399999673480False
1012022-03-16 07:45:00+00:0017GBP_JPYLONG154.373154.15758761863583154.51682476272836154.51682476272836154.516824762728363481.695ASIAN2.50.0894123813641898618.3770738527800249.49299624029453154.31244923270407153.9711768685404318.588341490638527False-0.00428581788303045229.5541680359345772.55507672959254250.0652173913043511872bb_rejection_long154.51682476272836TP32022-03-16 08:30:00+00:0014.38251758173103500.7546763913711645True
1022022-03-17 22:15:00+00:0017GBP_JPYLONG156.003155.77179404109918156.15041191780162156.15041191780162156.150411917801623265.523NY2.50.0912059589008164815.35801899232050351.393908233504725155.9700698827632155.48732717573273-0.009031941360149176False-0.000932774092370015272.3437500000033-0.206988276320885230.20312499999983694223bb_rejection_long156.15041191780162TP32022-03-18 00:00:00+00:0014.741236922106404481.37803993876906105True
1032022-03-21 07:30:00+00:0017GBP_JPYLONG156.897156.71414746429286157.02170507141432157.02170507141432157.021705071414324155.385ASIAN2.50.079852535707159818.817297108420748.11184512926841156.86794429038687156.402878641752315.249726486482018False0.003680589342663888348.53536691606004-0.59442903868784920.1546391752576232270bb_rejection_long156.71414746429286SL2022-03-21 09:00:00+00:00-18.28525357071271-759.821769826681990False
1042022-03-21 09:00:00+00:0017GBP_JPYLONG156.821156.5627052237981156.99858955240379156.99858955240379156.998589552403792912.273LONDON2.50.1032947762018973920.93898857910019744.453490562941376156.8583298435658156.42742377686804-5.085702278967119False-0.007256917768380383525.89456966587512-6.6329843565796410.3062500000000477690bb_rejection_long156.5627052237981SL2022-03-21 11:00:00+00:00-25.829477620189323-752.2241278894876120False
1052022-04-04 00:30:00+00:0017GBP_JPYLONG160.47160.18566583224134160.71766833551735160.71766833551735160.717668335517352619.14ASIAN2.50.141334167758665629.1757741542139736.88211274167981160.66809333877373160.5338564211823-37.41684330938142False-0.0226912676276584528.280848729647726-23.309333877372750.0588235294118068500bb_rejection_long160.71766833551735TP32022-04-04 01:45:00+00:0024.766928114116947648.67061423683775True
1062022-04-06 14:45:00+00:0017GBP_JPYLONG162.014161.75196969557825162.2650606088435162.2650606088435162.26506060884352866.84OVERLAP2.50.1400303044217388327.65365860574816346.669296958451525161.98111563655343161.5375221541228-9.240646813503872False-0.02207914564315600644.553864013549310.38843634465877130.11464968152865897142bb_rejection_long161.75196969557825SL2022-04-06 15:30:00+00:00-26.203030442175645-751.188476716291545False
1072022-04-18 07:15:00+00:0017GBP_JPYLONG164.835164.61076451622864164.99647096754276164.99647096754276164.996470967542763316.492ASIAN2.50.098235483771369424.511454813497337.1904442902667165.01080465367673164.8387514082503-34.865669041644765False-0.01030678562275476316.717600494864325-21.0804653676717630.2105263157894736770bb_rejection_long164.99647096754276TP32022-04-18 11:00:00+00:0016.14714544158271535.5184638555463225True
1082022-04-21 06:00:00+00:0017GBP_JPYLONG167.38167.0654996189384167.67600076212324167.67600076212324167.676000762123242381.653ASIAN2.50.1655003810616164429.16488139074455846.3164389272421167.34364553541212166.974922115991824.65355375441618False-0.0434097467842757230.3826085839299260.135446458787669140.1639344262295731363bb_rejection_long167.0654996189384SL2022-04-21 11:30:00+00:00-31.450038106160605-749.0298325553741330False
1092022-04-29 07:00:00+00:0017GBP_JPYSHORT163.173163.4684945826658162.93101083466837162.93101083466837162.931010834668372509.493ASIAN2.50.138494582665809225.5136452419425255.03307832234227163.07279902741186162.5383440425831615.407099170377592False0.00903352956910075856.92472586363043513.5200972588137350.25700934579442674bb_rejection_short163.4684945826658SL2022-04-29 07:30:00+00:00-29.549458266581038-741.540700254024530False
1102022-04-29 07:45:00+00:0017GBP_JPYSHORT163.249163.70757638415336162.97684723169328162.97684723169328162.976847231693281600.883ASIAN2.50.1535763841533467628.5608007271018256.73996611359224163.10152946284597162.5616588200352321.718458311525524False0.01539779529710750466.89760624938218.2470537154017620.3198653198653192474bb_rejection_short162.97684723169328TP32022-04-29 08:00:00+00:0027.21544683265019435.686645254530415True
1112022-04-29 08:45:00+00:0017GBP_JPYSHORT163.28163.69065970188993162.9276805962201162.9276805962201162.92768059622011798.283LONDON2.50.1906597018899368624.34094955647985356.566252343598244163.12076382312125162.587822015089249.976937887452664False0.002736113795058413354.59236326109521518.8236176878746160.0926829268292892684bb_rejection_short163.69065970188993SL2022-04-29 09:15:00+00:00-41.06597018899265-738.481128714617130False
1122022-05-03 00:45:00+00:0017GBP_JPYSHORT162.606162.90138740694243162.40022518611514162.40022518611514162.400225186115142475.054ASIAN2.50.1203874069424317318.8666012193884250.644913419496575162.74330114279485162.95605370615382-34.56167541484945False0.01978526146982730747.34358958757125-10.2301142794857470.2735426008968764301bb_rejection_short162.90138740694243SL2022-05-03 03:15:00+00:00-29.53874069424387-731.098601552883150False
1132022-05-13 14:30:00+00:0017GBP_JPYSHORT157.808158.3125865830994157.31582683380117157.31582683380117157.315826833801171434.413OVERLAP2.50.2605865830994064727.9280215818775664.83650077696734157.28893813776367157.8655618737102251.99660961809798False0.0712325503093892881.4929639642793754.806186223632380.1342592592593866144bb_rejection_short158.3125865830994SL2022-05-13 16:00:00+00:00-50.45865830994103-723.784040663625290False
1142022-05-16 07:30:00+00:0017GBP_JPYSHORT158.05700000000002158.64525415017815157.58949169964373157.58949169964373157.589491699643731218.094ASIAN2.50.2512541501781463429.31802203966856653.37246428264738158.02697118674877158.0212199933502323.235971028685753False0.0382349403363710462.034263085400146.50288132512457650.1644736842104691270bb_rejection_short158.64525415017815SL2022-05-16 10:45:00+00:00-58.82541501781304-716.5464977904788195False
1152022-05-17 00:45:00+00:0017GBP_JPYSHORT159.257159.61838621273932159.01322757452138159.01322757452138159.013227574521381962.954ASIAN2.50.1393862127393073729.4894685830161567.63804776334719158.8075942036778158.3587633549809776.17003046137256False0.01605608200841085586.1422427711236348.440579632219280.0607028753993752401bb_rejection_short159.61838621273932SL2022-05-17 02:00:00+00:00-36.1386212739319-709.383066296646375False
1162022-05-18 01:00:00+00:0017GBP_JPYLONG161.517161.11339222793396161.7752155441321161.7752155441321161.77521554413211740.034ASIAN2.50.146607772066041719.78529733974507847.25551573012582161.37803981233725160.06782881103419.164308118357667False-0.03037693144724408540.78847620696079410.3960187662750060.34821428571427112bb_rejection_long161.11339222793396SL2022-05-18 01:30:00+00:00-40.36077720660386-702.289631628069330False
1172022-05-23 13:30:00+00:0017GBP_JPYLONG160.509159.9719810717793160.8840378564414160.8840378564414160.88403785644141294.683OVERLAP2.50.2020189282207068324.57880691079432753.6946126534284160.2418430190528159.787250128891348.698678709674823False-0.01404925047394289832.9513575224827423.815698094719550.14461538461538057130bb_rejection_long160.8840378564414TP32022-05-23 18:45:00+00:0037.50407532024488485.5577623561465315True
1182022-05-24 08:00:00+00:0017GBP_JPYLONG160.248159.88136600376362160.61626799247279160.61626799247279160.616267992472791909.593LONDON2.50.198633996236389125.61745388574996339.42793553151095160.49359332552885160.205706328671032.8666666666680385False-0.01401718222836383124.283356874792446-27.4593325528854850.390624999999983881bb_rejection_long159.88136600376362SL2022-05-24 08:30:00+00:00-36.66339962363736-700.120612873016630False
1192022-05-25 07:00:00+00:0017GBP_JPYSHORT159.288159.7763506503768158.98829869924643158.98829869924643158.988298699246431419.313ASIAN2.50.1673506503767955325.73473670517820458.75738005363309159.11502091361638159.4798247965627238.3618575216957False0.0064129470152338373.499198463545320.7979086383630830.221153846153800672bb_rejection_short158.98829869924643TP32022-05-25 08:15:00+00:0029.970341235218168425.3720501855749575True
1202022-05-26 21:15:00+00:0017GBP_JPYLONG160.15159.58778145362493160.44943709275012160.44943709275012160.449437092750121240.43NY2.50.1672185463750549522.4949659282934151.7043077514204160.02270309761963159.8053250323253626.02192193879489False-0.01646529050011791351.892286574026559.2296902380383020.2260127931770241213bb_rejection_long160.44943709275012TP32022-05-27 00:00:00+00:0029.943950678665352371.4247642181651165True
1212022-05-30 22:45:00+00:0017GBP_JPYLONG161.429161.2361431307813161.5457137384374161.5457137384374161.54571373843743635.284NY2.50.0758568692186987716.20496472644455851.6446337264254161.28443778347116160.745247081081215.607642985008852False-0.01113061572763047749.7509187423486310.9562216528843240.34313725490200997220bb_rejection_long161.5457137384374TP32022-05-30 23:15:00+00:0011.671405949585342424.2882862040860330True
1222022-06-02 00:15:00+00:0017GBP_JPYLONG162.352162.11648850880295162.57202298239412162.57202298239412162.572022982394122994.893ASIAN2.50.1275114911970546524.73840037491513841.036065375799424162.47918160296064162.1315333606745-20.948157502166964False-0.01827260658846400725.85221715878932-16.2181602960629330.29891304347830203bb_rejection_long162.11648850880295SL2022-06-02 05:15:00+00:00-23.551149119705883-705.3310098711595300False
1232022-06-02 12:45:00+00:0017GBP_JPYLONG162.785162.42517991943492163.06764016113016163.06764016113016163.067640161130161940.634LONDON2.50.1558200805650754321.21496867564911853.45124125681249162.61876469464852162.30083460818918-1.7184391297973889False-0.02472112060371599333.6721564590813413.7235305351481430.18965517241380325123bb_rejection_long163.06764016113016TP32022-06-02 14:00:00+00:0028.264161756524153548.502802295634875True
1242022-06-13 02:15:00+00:0017GBP_JPYLONG165.472165.16153590131373165.78592819737258165.78592819737258165.785928197372582266.813ASIAN2.50.1744640986862846223.28813715483691744.15377565374383165.67859313244327166.55665613560578-43.1689985605999False-0.0115599230098851819.02650442973383-24.159313244325630.0403225806453553820bb_rejection_long165.78592819737258TP32022-06-13 03:45:00+00:0031.392958226234327711.618716368102490True
1252022-06-14 03:00:00+00:0017GBP_JPYSHORT163.139163.45839767934987162.81520464130028162.81520464130028162.815204641300282225.693ASIAN2.50.1793976793498650916.8043184624362455.172268776854163.22211629983278164.67105704614-12.826458954495479False0.03571353697342502572.93597601831722-4.8116299832770440.2634730538921095731bb_rejection_short163.45839767934987SL2022-06-14 03:15:00+00:00-31.939767934986207-710.880220952194615False
1262022-06-15 18:00:00+00:0017GBP_JPYSHORT162.261163.05957417691343161.85285164617312161.85285164617312161.85285164617312881.283NY2.50.221574176913428821.51810891773154645.802248033860565162.40492020329836162.90811432053607-23.18263915348666False0.01462916443571572757.89372159120034-10.8920203298367820.2532258064516283182bb_rejection_short163.05957417691343SL2022-06-15 19:15:00+00:00-79.85741769134336-703.767450630270775False
1272022-06-15 19:15:00+00:0017GBP_JPYSHORT162.856163.43508404025988162.29883191948028162.29883191948028162.298831919480281203.164NY2.50.296084040259856824.54470359523419663.24740794504032162.46427889096105162.8992804469094732.779482856429354False0.0672445012487245775.6884607501529142.672110903893670.008695652173954592192bb_rejection_short163.43508404025988SL2022-06-16 00:15:00+00:00-57.9084040259886-696.7307538790845300False
1282022-06-24 14:00:00+00:0017GBP_JPYLONG165.938165.39221176135527166.40057647728943166.40057647728943166.400576477289431263.84OVERLAP2.50.2457882386447276517.98823391026841354.69987932940667165.6638993468295165.7488651154045610.797448661833187False-0.03247813714309094636.0800018605641524.5100653170482020.3188073394494939144bb_rejection_long166.151TIME2022-06-26 23:15:00+00:0021.30000000000223269.18940000002823435True
1292022-06-27 13:45:00+00:0017GBP_JPYLONG165.974165.63026320290052166.32847359419898166.32847359419898166.328473594198982014.52OVERLAP2.50.191736797099488921.15294127999686748.88006811892834165.91814182172646165.8201882802424-9.19475813212216False-0.01980143658314461848.6846940025285662.6858178273528210.25903614457835655130bb_rejection_long166.32847359419898TP32022-06-27 14:45:00+00:0035.44753538097855714.090600249812860True
1302022-06-30 00:15:00+00:0017GBP_JPYSHORT165.681165.9356906025981165.4766187948038165.4766187948038165.47661879480382746.863ASIAN2.50.1196906025980962625.27867508920966758.90049148529337165.66713120914048165.88379913992787-9.623689655722956False0.0310132380847914385.061615017282244.8868790859529550.163522012578511803bb_rejection_short165.4766187948038TP32022-06-30 01:00:00+00:0020.438194925015615561.40860111728445True
1312022-07-12 00:00:00+00:0017GBP_JPYSHORT163.448163.6644523863799163.24409522724017163.24409522724017163.244095227240173258.055ASIAN2.50.1194523863799150219.56665164423729353.56054770711427163.48816183361234163.44666896418784-10.785965104003026False0.01690870328199898774.45797362396962-0.51618336123340210.0761904761904413901bb_rejection_short163.24409522724017TP32022-07-12 00:15:00+00:0020.390539860896222664.333983937929415True
1322022-07-15 12:30:00+00:0017GBP_JPYLONG164.254163.810331000638164.60433799872396164.60433799872396164.604337998723961604.474LONDON2.50.189668999361985414.86584833844253251.130519896074645164.2287788088735163.987608980230653.244957236620394False0.00555490137585579950.34471138959122-0.37788088735055680.2018633540372583124bb_rejection_long164.396TIME2022-07-15 20:30:00+00:0014.199999999999593227.83473999999345480True
1332022-07-19 14:00:00+00:0017GBP_JPYLONG165.442165.009923949787165.80715210042595165.80715210042595165.807152100425951652.85OVERLAP2.50.1970760502129728617.5727450880118354.86831248142574165.26376189802141164.938391837142924.422578479261574False0.000614769959888794661.7989579162992314.9238101978596660.029154518950492158141bb_rejection_long165.80715210042595TP32022-07-19 14:45:00+00:0036.51543097198731603.527043105006245True
1342022-07-20 06:15:00+00:0017GBP_JPYLONG165.95499999999998165.64073702106916166.21252595786166166.21252595786166166.212525957861662291.613ASIAN2.50.1462629789308389214.67936823099916147.406013932002615165.89115889168303165.3958146337794826.841579845009278False-0.02369961629302324831.8923208056103642.88411083169535230.2284263959390196462bb_rejection_long165.64073702106916SL2022-07-20 07:45:00+00:00-31.426297893082737-720.168185147673390False
1352022-07-20 10:45:00+00:0017GBP_JPYLONG165.583165.1637326394912165.97853472101764165.97853472101764165.978534721017641700.512LONDON2.50.212267360508816929.75232117825334737.54246261297747165.88824738870267165.47685366122005-29.955765895124387False-0.0366284502667114518.55945447421877-33.4247388702664240.24880382775115648102bb_rejection_long165.1637326394912SL2022-07-20 12:15:00+00:00-41.92673605087976-712.968339218815390False
1362022-07-26 07:00:00+00:0017GBP_JPYLONG164.627164.32102581306864164.88194837386277164.88194837386277164.881948373862772306.854ASIAN2.50.1449741869313774224.5492332333534844.47281718905923164.63392783983454164.411724989447953.60012151482465False-0.01464036990129843237.6820119520527-4.1927839834528410.01401869158885207371bb_rejection_long164.32102581306864SL2022-07-26 08:30:00+00:00-30.597418693136547-705.836553122620490False
1372022-08-01 08:30:00+00:0017GBP_JPYSHORT161.668162.0051788486479161.29464230270426161.29464230270426161.294642302704262072.433LONDON2.50.201178848647874226.99779630972054254.77377316944817161.70410315696952162.63291615228934-3.3064080991948686False0.05724384514464593681.18690267869187-0.71031569695207960.1260504201679528180bb_rejection_short162.0051788486479SL2022-08-01 09:00:00+00:00-33.717884864788054-698.779561303327130False
1382022-08-01 14:00:00+00:0017GBP_JPYSHORT161.744162.46070408743844161.2795918251231161.2795918251231161.2795918251231965.245OVERLAP2.50.2467040874384388616.55933018174773351.51611170062545161.75086604707155162.46628189417208-0.8980702014895314False-0.01234128563804764352.944478815793132.21339529284421130.009225092250914092140bb_rejection_short161.2795918251231TP32022-08-01 20:00:00+00:0046.44129862002424448.26999079992197360True
1392022-08-10 06:15:00+00:0017GBP_JPYLONG163.081162.8875124312762163.2189751374476163.2189751374476163.21897513744763598.553ASIAN2.50.0864875687237964824.04769500099572444.72356064246825163.12418590694574163.04789149577715-21.2668016345674False-0.00326899143129500934.01235738365191-7.8185906945748230.3193277310922904662bb_rejection_long163.2189751374476TP32022-08-10 07:15:00+00:0013.797552086630049496.5118106134256760True
1402022-08-11 02:30:00+00:0017GBP_JPYSHORT162.293162.58203432469915162.04793135060171162.04793135060171162.047931350601712426.153ASIAN2.50.140034324699149624.70519711529073752.55999885487836162.37602604187248162.74119039292782-17.035535281087277False0.02534593349284375359.107642408805866-4.8026041872475390.1294964028776934323bb_rejection_short162.04793135060171TP32022-08-11 07:00:00+00:0024.506965951163725594.5757544241587270True
1412022-08-12 00:30:00+00:0017GBP_JPYSHORT162.383162.67002576960252162.161948460795162.161948460795162.1619484607952463.843ASIAN2.50.1280257696025066425.11185782619616460.42331060518616162.18854743137672162.3797989831371644.9854870809844False0.0185142837060725483.634246117006422.9452568623287330.3823529411764275404bb_rejection_short162.67002576960252SL2022-08-12 06:30:00+00:00-28.70257696025078-707.1855721774429360False
1422022-08-16 21:15:00+00:0017GBP_JPYLONG162.353162.04139272475155162.5652145504969162.5652145504969162.56521455049692246.783NY2.50.123607275248442523.89466683718317753.31437641421145162.0486070651342161.5739118328682536.48066455897094False-0.02896782321398069842.6925382516952226.9392934865805960.2687500000000455211bb_rejection_long162.5652145504969TP32022-08-17 00:00:00+00:0021.22154950243993476.80152991091995165True
1432022-08-17 13:00:00+00:0017GBP_JPYLONG163.007162.58690845410783163.3661830917844163.3661830917844163.36618309178441677.923OVERLAP2.50.1940915458921868321.98901805483719248.08365175080918162.85371414033574162.13469530952258-14.774369257020226False-0.0451324973888037938.33086230367620612.4285859664269080.0588235294117874132bb_rejection_long163.3661830917844TP32022-08-17 14:00:00+00:0035.91852324293042602.68408519777860True
1442022-08-18 07:00:00+00:0017GBP_JPYLONG162.569162.2747514383477162.81449712330456162.81449712330456162.814497123304562416.014ASIAN2.50.1402485616522913829.92319224881891445.48318513383833162.64392268624974162.43590214430498-35.31647413497012False0.002114649462230784643.2956792028066-10.99226862497460.0737327188939639573bb_rejection_long162.81449712330456TP32022-08-18 08:00:00+00:0024.549813943084537593.125959846316860True
1452022-08-22 00:00:00+00:0017GBP_JPYSHORT161.888162.15752509895813161.65394980208373161.65394980208373161.653949802083732659.644ASIAN2.50.1345250989581396320.25582472615988653.42849316886835161.91317980686082162.1517052963103-6.850614704686109False0.01382584521943721168.150652766036520.98201931391770360.0809523809523583900bb_rejection_short162.15752509895813SL2022-08-22 01:00:00+00:00-26.952509895812682-716.839734192992460False
1462022-08-24 00:00:00+00:0017GBP_JPYSHORT161.692161.99816243190173161.5006751361965161.5006751361965161.50067513619652317.964ASIAN2.50.1131624319017497725.53417448560301848.735843815494704161.70430680472614161.750855920305758.06532645719642False-0.00863056027579708234.459345050627042.269319527385960.1323529411764193502bb_rejection_short161.5006751361965TP32022-08-24 03:15:00+00:0019.13256892054372443.4852945506352195True
1472022-08-25 14:00:00+00:0017GBP_JPYSHORT161.532161.8817224605811161.2395550788378161.2395550788378161.23955507883782041.922OVERLAP2.50.1607224605810950721.22820677660069350.59564703945034161.5779072529001161.598222877986273.276145566832156False0.0151340948845960566.94051858666126-1.69072529000970920.20161290322574546143bb_rejection_short161.8817224605811SL2022-08-25 14:30:00+00:00-34.972246058109135-714.105286709742130False
1482022-09-07 14:00:00+00:0017GBP_JPYLONG165.355164.9689063470453165.77618730590936165.77618730590936165.776187305909361831.073OVERLAP2.50.2250936529546839520.29540256091208443.852023970511866165.32658710292978164.1108961200663-23.15962636540121False-0.0443868094518750933.21934195027184-0.0587102929785032760.05202312138720252142bb_rejection_long165.77618730590936TP32022-09-07 15:30:00+00:0042.11896061344078771.227652104530190True
1492022-09-13 01:00:00+00:0017GBP_JPYLONG166.664166.39726536099644166.90046927800708166.90046927800708166.900469278007082679.363ASIAN2.50.135734639003543124.71645267699069545.22477294819928166.6535447401975166.1090705316768-4.320016319132947False-0.0128175076905602320.34751526021511-2.45447401975127380.2535211267605295711bb_rejection_long166.39726536099644SL2022-09-13 05:45:00+00:00-26.673463900354477-714.6781223605377285False
1502022-09-13 12:30:00+00:0017GBP_JPYLONG166.857165.93977829635352167.36444340729295167.36444340729295167.36444340729295771.383LONDON2.50.2682217036464731322.56904826966073357.93393361607543166.60598279095737166.2880178143437319.03660348245637False0.00339893340054240132.3920064722239322.201720904263310.30660042583393815121bb_rejection_long166.098TIME2022-09-13 20:30:00+00:00-75.89999999999861-585.4774199999893480False
1512022-09-27 08:45:00+00:0017GBP_JPYSHORT156.0156.66903071216703155.38493857566596155.38493857566596155.384938575665961048.792LONDON2.50.3220307121670133426.0665152435614956.794664738974845155.52615494528715155.987666505175724.769402972334547False-0.00486209493680531173.0699483918288750.2845054712850.219948849104880981bb_rejection_short155.38493857566596TP32022-09-27 13:30:00+00:0061.506728882001696645.0764218415455285True
1522022-09-28 08:00:00+00:0017GBP_JPYSHORT154.599155.1392224275747154.03955514485054154.03955514485054154.039555144850541310.812LONDON2.50.294222427574722724.80402157310890554.87185270047913154.62544083124007155.3500148911997-4.400000000001114False0.0680667920037604874.663404599865220.255916875991601960.2317880794702759782bb_rejection_short155.1392224275747SL2022-09-28 10:00:00+00:00-54.02224275747187-708.128960289217120False
1532022-09-29 07:00:00+00:0017GBP_JPYSHORT156.286156.73590335172867155.81319329654264155.81319329654264155.813193296542641558.213ASIAN2.50.253903351728674927.9718974011943757.20237581102877156.0261412551588155.6451479874049100.45911901147235False0.067718394158339890.8030682262236929.48587448412070.3220000000000027373bb_rejection_short155.81319329654264TP32022-09-29 07:30:00+00:0047.28097377512248736.73686146133630True
1542022-10-03 04:00:00+00:0017GBP_JPYLONG161.072160.63421572942576161.4965685411485161.4965685411485161.49656854114851618.183ASIAN2.50.2297842705742366425.3461261346037242.50243635783039161.1966207897306159.870665773736338.297623818447164False-0.0254287295341828931.794993964804117-15.962078973058170.0303030303030324840bb_rejection_long160.63421572942576SL2022-10-03 04:15:00+00:00-43.778427057424096-708.413750957825315False
1552022-10-13 07:15:00+00:0017GBP_JPYLONG162.517162.17667925022937162.78064149954122162.78064149954122162.780641499541222060.794ASIAN2.50.1493207497706103625.98205855961096237.521596389137216162.6750208395738161.980623584849184.116734579071135False-0.0336293651279005225.383101018695942-19.3020839573790680.1842105263157737373bb_rejection_long162.78064149954122TP32022-10-13 07:30:00+00:0026.364277886371298543.312402254551115True
1562022-10-14 08:30:00+00:0017GBP_JPYLONG166.649165.8653595574451167.2432808851098167.2432808851098167.2432808851098901.92LONDON2.50.311640442554909226.55721734803364647.805720419823366166.56243694809464164.672417593522410.314264419142205False-0.0385594654067968160.245398773005855.7563051905361820.2952380952381085784bb_rejection_long165.8653595574451SL2022-10-14 11:30:00+00:00-78.3640442554912-706.7653151402751180False
1572022-10-26 00:30:00+00:0017GBP_JPYLONG169.594169.31106981937367169.85086036125261169.85086036125261169.850860361252612473.034ASIAN2.50.1459301806263086421.9354850239964747.21013162398036169.46658269390096168.8114940107254319.038970790100507False-0.0334918325843180242.05157750556839.2417306099036980.1879699248120589902bb_rejection_long169.85086036125261TP32022-10-26 02:00:00+00:0025.68613998989823635.225947792180290True
1582022-11-01 01:30:00+00:0017GBP_JPYLONG170.517170.1616322817337170.7847354365326170.7847354365326170.78473543653261986.84ASIAN2.50.151367718266299924.82868893305128643.700207917718515170.69535921148528170.64352281389665-50.04890601631473False0.01193825393625307444.256868395776074-21.3359211485283140.0989010989010937511bb_rejection_long170.7847354365326TP32022-11-01 05:15:00+00:0026.773678410375616531.9394426573427225True
1592022-11-10 10:15:00+00:0017GBP_JPYSHORT166.68167.02080334085863166.35939331828274166.35939331828274166.359393318282742087.324LONDON2.50.174803340858630119.03040604933103557.13909700567788166.56465785952048167.0374477842103413.299249495756271False0.00963224651771630863.7528404921618614.434214047952310.24852071005916462103bb_rejection_short167.02080334085863SL2022-11-10 13:30:00+00:00-34.08033408586277-711.3656294410309195False
1602022-11-18 14:30:00+00:0017GBP_JPYLONG166.328165.91091348493734166.70117303012535166.70117303012535166.701173030125351688.54OVERLAP2.50.201086515062664327.872939510789839.54767016797355166.55487270816568166.16686954755409-37.65851714736357False-0.04972154642000345426.735394578336336-25.5872708165668430.05314009661833825144bb_rejection_long166.70117303012535TP32022-11-18 15:30:00+00:0037.3175240211397630.106393096943960True
1612022-11-21 01:15:00+00:0017GBP_JPYLONG166.508166.20353477247494166.74393045505013166.74393045505013166.743930455050132333.773ASIAN2.50.1354652275250597425.8077767161400838.04519386756273166.66928249229522166.35469830541916-19.905704713494288False-0.0394015843860837319.97175087107908-19.628249229521090.388888888888954710bb_rejection_long166.20353477247494SL2022-11-21 02:15:00+00:00-30.44652275250712-710.551814041185560False
1622022-12-08 09:00:00+00:0017GBP_JPYLONG166.683166.41056051281558166.9988789743688166.9988789743688166.99887897436882582.033LONDON2.50.172439487184407817.8012203136558841.6355771703124166.8032967743882166.63055618194073-16.556429466373856False-0.03774776321706952626.111612741409516-14.9296774388204770.318840579710007693bb_rejection_long166.41056051281558SL2022-12-08 11:15:00+00:00-27.243948718441402-703.4469290947726135False
1632022-12-26 00:00:00+00:0017GBP_JPYSHORT159.901160.24389882275835159.68020235448336159.68020235448336159.680202354483362030.964ASIAN2.50.127898822758327821.6508891274442746.46266871623199159.96930171098265159.99723954164764-9.153156644615024False0.003329211031386978436.714613299981046-3.33017109826414530.1126126126126339400bb_rejection_short159.68020235448336TP32022-12-26 00:45:00+00:0022.079873267566064448.4333941149597545True
1642022-12-26 23:15:00+00:0017GBP_JPYSHORT160.237160.471080873101160.04383825379801160.04383825379801160.043838253798012994.255NY2.50.1140808731009876918.02571059456917354.556405847214585160.23215571294187160.12092687236398-4.014667083308154False0.01855372638135815383.556764251055383.9844287058116380.07500000000011843230bb_rejection_short160.471080873101SL2022-12-26 23:30:00+00:00-23.40808731009929-700.89665428264815False
1652022-12-27 07:15:00+00:0017GBP_JPYSHORT160.748160.9555726159927160.5398547680146160.5398547680146160.53985476801463342.873ASIAN2.50.1215726159926969622.3835038556665661.719844753483706160.52382245673058160.2577692969960328.090293102934538False0.00796738835422489881.4592664254038325.9177543269402120.266187050359737271bb_rejection_short160.5398547680146TP32022-12-27 08:00:00+00:0020.814585463966587695.804533099299945True
1662022-12-28 00:15:00+00:0017GBP_JPYSHORT160.538160.81617177233042160.34465645533916160.34465645533916160.344656455339162519.473ASIAN2.50.1141717723304278423.98842383321707755.969326174575876160.49080348888566160.374450924626679.737925159527094False0.00695060326433643169.337403352532538.21965111143470.01923076923067813502bb_rejection_short160.81617177233042SL2022-12-28 00:45:00+00:00-27.81717723304098-700.845435233297530False
1672023-01-09 23:30:00+00:0017GBP_JPYLONG160.579160.1962405580728160.8415188838544160.8415188838544160.84151888385441812.733NY2.50.1487594419271971721.23298628583803847.70949579307783160.54753456015405159.9670682535369-11.889245976223606False-0.003807772188397947539.48978613836193-0.35345601540370810.11111111111113918230bb_rejection_long160.8415188838544TP32023-01-10 00:15:00+00:0026.25203320506754475.878481518220945True
1682023-01-10 15:00:00+00:0017GBP_JPYLONG160.623160.13162723728664160.9467455254267160.9467455254267160.94674552542671421.724OVERLAP2.50.1763727627133499219.43529991967514253.908722099051694160.5125132908672160.210484903312938.854040908866523False-0.00825457465391030252.0504554409028168.1486709132803980.3864306784660789151bb_rejection_long160.613TIME2023-01-10 23:00:00+00:00-0.9999999999990905-14.21719999998707480False
1692023-01-17 07:45:00+00:0017GBP_JPYSHORT157.197157.47543421950897156.90313156098208156.90313156098208156.903131560982082508.513ASIAN2.50.1644342195089615325.21299503498761461.201433513625915156.9197631819676157.041741812945240.84279291029418False0.0273191864153527991.9440672869251331.223681803240310.384615384615345871bb_rejection_short156.90313156098208TP32023-01-17 08:45:00+00:0029.386961050394525737.174856645251860True
1702023-01-18 08:00:00+00:0017GBP_JPYLONG160.464159.8695893248036161.18582135039284161.18582135039284161.185821350392841187.443LONDON2.50.375410675196414527.57362465237488253.78011010245377159.5026217342692158.008651729847744.800000000000182False-0.174696614183164521.65736490253808893.237826573079020.144067796610140982bb_rejection_long159.8695893248036SL2023-01-18 08:15:00+00:00-59.44106751964-705.827012155213315False
1712023-01-19 22:15:00+00:0017GBP_JPYLONG159.073158.8564286158266159.26714276834682159.26714276834682159.267142768346823226.53NY2.50.1145713841734029725.9635023708185253.396346032288825158.84773541751736158.571892688818840.39859502274794False-0.02539256027134903542.67761045539873519.02645824826550.10843373493993644223bb_rejection_long159.26714276834682TP32023-01-20 00:00:00+00:0019.414337006002132626.4035834986588105True
1722023-01-24 00:45:00+00:0017GBP_JPYLONG161.427161.08616578995498161.6756684200901161.6756684200901161.67566842009012068.553ASIAN2.50.1418342100450448227.92932374379441340.24778923655161161.47687825670437160.711311346857039.915767914063167False-0.0396615123190066117.1932202857699-8.4878256704371320.2872340425532204401bb_rejection_long161.08616578995498SL2023-01-24 07:30:00+00:00-34.0834210045017-705.03260518862405False
1732023-01-26 00:15:00+00:0017GBP_JPYLONG160.421160.1862080594096160.65558388118077160.65558388118077160.655583881180772972.773ASIAN2.50.1347919405903954828.88028168630561541.82806132437862160.44305407556266160.494104225789820.10471884570393False-0.0442630828231131114.175420541812562-5.70540755626609550.0999999999999052603bb_rejection_long160.1862080594096SL2023-01-26 01:15:00+00:00-23.479194059038377-697.982437228875160False
1742023-01-27 08:15:00+00:0017GBP_JPYLONG160.71699999999998160.38921207451858160.9995758509628160.9995758509628160.99957585096282108.083LONDON2.50.1557879254814129.298106392526137.91386048249307160.99269809143414160.849113897377582.1938988263514148False-0.0120935576862391624.48492579954932-30.469809143414750.2151898734176486484bb_rejection_long160.849TIME2023-01-27 16:15:00+00:0013.2000000000005278.26656000001054480True
1752023-02-06 09:15:00+00:0017GBP_JPYSHORT158.912159.30393326711888158.58513346576223158.58513346576223158.585133465762231770.164LONDON2.50.1779332671188822418.91289076301052350.65407809987221158.79727694350098158.45258739693668-5.069066986715143False-0.00270267062874075152.23957281940240414.3723056499027280.2063492063491466690bb_rejection_short159.30393326711888SL2023-02-06 12:30:00+00:00-39.19332671188726-693.7845921231436195False
1762023-02-08 07:30:00+00:0017GBP_JPYSHORT158.126158.332885368566157.94922926286802157.94922926286802157.949229262868023319.945ASIAN2.50.1058853685659884917.37563143855395359.93008721766237158.0291356217494158.3801815025044817.36479915142013False0.00688496907464719681.4215223534334713.1864378250611480.1086956521737988772bb_rejection_short158.332885368566SL2023-02-08 07:45:00+00:00-20.68853685659917-686.847010516978615False
1772023-02-08 08:00:00+00:0017GBP_JPYSHORT158.31158.55192666983496158.07714666033007158.07714666033007158.077146660330072810.684LONDON2.50.130926669834959328.25515263504427668.01887240248851158.05356502415236158.379523667252783.3999999999991815False0.0266833888709923180.3516530879432628.54349758476360.0601503759398182982bb_rejection_short158.07714666033007TP32023-02-08 08:45:00+00:0023.28541681290205654.478553276875345True
1782023-02-10 05:15:00+00:0017GBP_JPYLONG159.371158.957539865978159.58092026804403159.58092026804403159.580920268044031660.434ASIAN2.50.1224601340220109718.30725907331761752.26699207327913159.2846004451095158.9396095383371217.47876165869684False0.000469414510912185450.337552742613185.13995548905086250.275316455696280554bb_rejection_long158.957539865978SL2023-02-10 07:15:00+00:00-41.34601340220171-686.521610334178120False
1792023-02-13 01:00:00+00:0017GBP_JPYSHORT158.589158.9231171426947158.35576571461056158.35576571461056158.355765714610562034.193ASIAN2.50.1341171426947202525.83259273318705257.19306651924315158.52853539195945158.7029171577507319.777506771316666False0.02466097315395160471.925032195414869.546460804054390.2343750000001087210bb_rejection_short158.9231171426947SL2023-02-13 03:15:00+00:00-33.41171426947085-679.6577504981491135False
1802023-02-14 00:45:00+00:0017GBP_JPYLONG160.545160.33426390005314160.79147219989372160.79147219989372160.791472199893723192.915ASIAN2.50.14073609994686219.2493846968250542.93673068508672160.50887126544586159.6365128611702714.102995678425145False-0.02146213863331441319.3414159556961640.11287345541290960.0540540540540042301bb_rejection_long160.33426390005314SL2023-02-14 01:30:00+00:00-21.07360999468426-672.861400881273245False
1812023-02-14 02:00:00+00:0017GBP_JPYLONG160.37160.06178078561467160.61343842877065160.61343842877065160.613438428770652161.234ASIAN2.50.1392192143853192628.98401288703395237.13865264451735160.48334736132045159.67232027216568-3.424118657196118False-0.040257274463269518.122986843501007-14.8347361320446680.0990990990991844521bb_rejection_long160.61343842877065TP32023-02-14 08:30:00+00:0024.343955515899225526.1288697962689390True
1822023-02-16 08:00:00+00:0017GBP_JPYLONG161.253160.91115646422483161.47368707155033161.47368707155033161.473687071550331964.043LONDON2.50.1248435357751748721.7748485477832151.86866119332923161.2042493571889161.08054236673524.566666666664787False-0.0075828089598956243.7380906729510951.97506428110898470.3179916317991298783bb_rejection_long161.47368707155033TP32023-02-16 10:15:00+00:0022.06881951887199433.44044287845344135True
1832023-02-22 00:45:00+00:0017GBP_JPYLONG163.541163.06818481035828163.79563037928344163.79563037928344163.795630379283441429.164ASIAN2.50.144815189641712715.83079491050017858.93588934073623163.20693391085538162.2893002108780548.87149307983236False-0.00735015258606261465.1001400386111229.9066089144616850.3522012578616054402bb_rejection_long163.06818481035828SL2023-02-22 08:00:00+00:00-47.281518964172164-675.7285564283629435False
1842023-02-22 14:45:00+00:0017GBP_JPYLONG162.863162.59420046688484163.09159906623032163.09159906623032163.091599066230322488.742OVERLAP2.50.128799533115162923.3261131934002242.18824841511199163.0075147412839162.62575319863834-6.315204925743956False0.00831242447556301841.77677803557843-17.3514741283895550.37762237762239015142bb_rejection_long162.59420046688484SL2023-02-22 15:30:00+00:00-26.879953311515692-668.972150045015645False
1852023-02-24 07:00:00+00:0017GBP_JPYLONG161.905161.63490158080063162.10819683839873162.10819683839873162.108196838398732452.05ASIAN2.50.119098419199361414.68391690493877650.706104708521764161.9020211427205162.22438135250235-28.558893904715887False-0.00727649465379598957.447833599150194-3.2021142720509490.1370967741935206574bb_rejection_long162.10819683839873TP32023-02-24 07:45:00+00:0020.319766709708695498.240679722057245True
1862023-02-27 01:45:00+00:0017GBP_JPYLONG162.877162.59711408783664163.1077718243267163.1077718243267163.10777182432672384.063ASIAN2.50.132885912163345924.519314668948347.30404482998298162.80383744740755162.5028942608046518.747042713616224False-0.01441838879027688119.8051607614392543.8162552592467590.261744966443056710bb_rejection_long163.1077718243267TP32023-02-27 09:15:00+00:0023.077279230495172550.1761832225432450True
1872023-03-02 08:30:00+00:0017GBP_JPYLONG163.498163.15365937690336163.77568124619327163.77568124619327163.775681246193271953.784LONDON2.50.1533406230966388228.93945429269903334.98034270256879163.70025438670223163.77965351333472-4.853225674986561False-0.0449696813308653818.771152121212804-23.1254386702232750.1916666666666271883bb_rejection_long163.77568124619327TP32023-03-02 11:30:00+00:0027.76826674446317542.5308419999725180True
1882023-03-19 22:00:00+00:0017GBP_JPYSHORT160.713161.19181619365852160.31236761268295160.31236761268295160.312367612682951416.394NY2.50.2178161936585265322.3955678436184851.68914086080083160.82080809558607161.14820732147365-9.448499440813407False0.03214973050824196468.4647410876925-7.28080955860832550.1748633879782074226bb_rejection_short161.19181619365852SL2023-03-19 23:30:00+00:00-47.88161936585311-678.19046853600790False
1892023-03-31 08:00:00+00:0017GBP_JPYLONG164.736163.99935587886878165.13028824226245165.13028824226245165.13028824226245911.444LONDON2.50.2116441211312303527.18392998560935349.93942281864504164.61273602441358163.718247157438316.099999999997294False-0.00667304908202622528.1780314789911129.4263975586414970.133595284872270184bb_rejection_long165.13028824226245TP32023-03-31 10:15:00+00:0039.42925682547628359.37401841012104135True
1902023-04-04 00:00:00+00:0017GBP_JPYLONG164.47899999999998164.0496290585276164.69474188294484164.69474188294484164.694741882944841572.074ASIAN2.50.1253709414724191219.870182928548457.90097715236479164.30572199454582164.151665758165283.6617302249254635False0.00169499460183572769.2169107091597613.8278005454168350.3777777777777122601bb_rejection_long164.69474188294484TP32023-04-04 01:00:00+00:0021.574325528758063339.1634993399468460True
1912023-04-07 00:15:00+00:0017GBP_JPYLONG163.783163.58443725830074163.95112548339853163.95112548339853163.951125483398533416.523ASIAN2.50.1015627416992731421.27259793181673340.87651068573527163.81304928037216163.83249380972813-0.3259739535934614False-0.01736247047575791713.893674168748731-6.5049280372164730.0430107526880767504bb_rejection_long163.95112548339853TP32023-04-07 02:45:00+00:0016.81259754942503574.405757795616150True
1922023-04-12 06:30:00+00:0017GBP_JPYLONG166.24699999999999166.03373304828918166.44653390342165166.44653390342165166.446533903421653207.93ASIAN2.50.1172669517108374528.5487452519095845.74547419425763166.18313719930913165.55486946740133.706876094558424False-0.03189924001246946514.0484134877598082.8862800690859560.387387387387223662bb_rejection_long166.03373304828918SL2023-04-12 07:00:00+00:00-21.3266951710807-684.139054393097830False
1932023-04-13 08:00:00+00:0017GBP_JPYLONG166.32999999999998166.07700904023298166.57498191953405166.57498191953405166.574981919534052677.163LONDON2.50.136990959767026426.8329274034630447.447592620977225166.30751521824598165.98316571027993-5.800000000002115False-0.02477812668027588526.111111111110745-0.65152182459939920.2471264367815547483bb_rejection_long166.57498191953405TP32023-04-13 08:30:00+00:0024.498283461542258655.858245519024630True
1942023-04-17 00:30:00+00:0017GBP_JPYLONG166.0165.82365954410392166.18168091179217166.18168091179217166.181680911792173878.043ASIAN2.50.1083404558960824622.19985008777145243.07815116069474166.02240095409005166.00393737282464.6942194401822235False-0.0173708350036005922.561792561792714-5.7400954090041980.0692307692308684600bb_rejection_long165.82365954410392SL2023-04-17 00:45:00+00:00-17.63404558960815-683.855341583239915False
1952023-04-18 21:00:00+00:0017GBP_JPYLONG166.634166.46384658288275166.7593068342345166.7593068342345166.75930683423453978.864NY2.50.0801534171172526813.3127411169820148.20417239688351166.6175558376401166.4307686136615-8.361969044938178False-0.001513211252635220533.012451319180144-1.85558376401218080.3880597014923917211bb_rejection_long166.7593068342345TP32023-04-19 01:45:00+00:0012.530714916602015498.579603530711285True
1962023-04-25 07:30:00+00:0017GBP_JPYLONG167.216166.8745077190688167.5099845618624167.5099845618624167.50998456186241997.133ASIAN2.50.1644922809312041629.49852245378911834.98547576558654167.5436473265492167.24418481439287-28.73957113012011False-0.04670185315520075716.444777496195712-36.2647326549193850.256983240223576371bb_rejection_long166.8745077190688SL2023-04-25 10:00:00+00:00-34.14922809312201-682.0044790161678150False
1972023-05-01 07:15:00+00:0017GBP_JPYLONG171.66299999999998171.3698673438884171.8802653122232171.8802653122232171.88026531222322303.344ASIAN2.50.1261326561116122329.73794380589451745.0912083144835171.43954643564632169.52880663017257110.70427077505087False-0.0558386627966292222.55127490163278418.845356435366510.1093749999999421770bb_rejection_long171.3698673438884SL2023-05-01 07:45:00+00:00-29.313265611159522-675.184172128081730False
1982023-05-03 08:15:00+00:0017GBP_JPYLONG169.82399999999998169.52354761946768170.10790476106465170.10790476106465170.107904761064652224.753LONDON2.50.1564523805323228827.098002807754243.42128652240591170.08043527016912170.5291025109315-0.11782054253330898False0.00413480949361798316.589289672644156-28.5435270169131170.318181818181818282bb_rejection_long169.52354761946768SL2023-05-03 10:45:00+00:00-30.04523805323061-668.431433589248150False
1992023-05-03 12:00:00+00:0017GBP_JPYLONG169.46099999999998169.17909059027346169.81581881945306169.81581881945306169.815818819453062347.373LONDON2.50.1919094097265345622.0452452687597838.685719615315314169.89985649635537170.41330132653198-28.765309429766717False-0.02436534034144752234.469109401977995-46.785649635538110.14024390243901172122bb_rejection_long169.81581881945306TP32023-05-03 12:15:00+00:0035.48203310120488832.894600407752915True
2002023-05-04 12:30:00+00:0017GBP_JPYLONG169.088168.7219616067017169.45707678659656169.45707678659656169.457076786596561830.624LONDON2.50.1990383932982833519.8919128314315245.64199654634156169.2045872635647169.71502416241327-6.876353059936946False-0.00791558258054165452.92484207017773-14.5587263564692650.2400000000000091123bb_rejection_long169.45707678659656TP32023-05-04 13:00:00+00:0036.907880272654644675.643037847270430True
2012023-05-08 05:45:00+00:0017GBP_JPYLONG170.442170.2134916716154170.6120166567692170.6120166567692170.61201665676922961.963ASIAN2.50.1025083283845970718.7460904651067245.73016217979875170.35902957131847169.7970940573362449.411139914909086False-0.01803913145494752725.9086582440279864.7970428681537670.238095238095228950bb_rejection_long170.6120166567692TP32023-05-08 07:00:00+00:0017.00172307697223503.5842368506866475True
2022023-05-11 06:00:00+00:0017GBP_JPYSHORT169.455169.60344353701257169.29511292597488169.29511292597488169.295112925974884593.455ASIAN2.50.0974435370125667418.70804027367891857.152891997510494169.49838274491918169.97735210295286-40.56932940271167False0.0271465810083215496.82721226754792-0.83827449191744560.1749999999997424263bb_rejection_short169.29511292597488TP32023-05-11 06:30:00+00:0015.988742210136168734.434879051499830True
2032023-05-12 14:30:00+00:0017GBP_JPYSHORT168.863169.23261358797197168.49677282405605168.49677282405605168.496772824056051864.684OVERLAP2.50.197613587971976226.9107335979302855.27937853383245168.703013406087168.990380036252312.990741694335384False-0.00353219627103340961.2128737968457718.8986593913000430.12565445026178323144bb_rejection_short169.048TIME2023-05-14 22:30:00+00:00-18.500000000000227-344.965800000004263360False
2042023-05-17 06:15:00+00:0017GBP_JPYLONG170.46099999999998170.1790773323883170.61784533522342170.61784533522342170.617845335223422432.454ASIAN2.50.0959226676117128227.15380556822156452.21323003812205170.3625769579245170.11983301316869.518166934660144False-0.00201289434199022937.190738002178066.3423042075498870.0104166666665679862bb_rejection_long170.1790773323883SL2023-05-17 07:15:00+00:00-28.192266761169545-685.762792832068660False
2052023-05-17 21:45:00+00:0017GBP_JPYLONG171.844171.62410790221233172.0207841955753172.0207841955753172.02078419557533087.453NY2.50.1058920977876503128.4694732310666358.432613132173515171.4396246663477170.650651530728965.97559458066371False-0.0494373305742449325.8928571428601836.9375333652300240.297619047619104212bb_rejection_long171.62410790221233SL2023-05-18 00:45:00+00:00-21.989209778766394-678.905857314523180False
2062023-05-22 07:00:00+00:0017GBP_JPYLONG171.426171.2076596697571171.61368066048578171.61368066048578171.613680660485783078.294ASIAN2.50.1113403302428917228.55030963644898637.187424894041776171.60150678612538171.59087084962493-39.619078749078085False-0.017754747175669937.67761864357372-21.0506786125392860.1849315068492057370bb_rejection_long171.2076596697571SL2023-05-22 07:15:00+00:00-21.834033024288146-672.114855183359615False
2072023-05-25 06:00:00+00:0017GBP_JPYLONG172.355172.05044604418399172.54110791163205172.54110791163205172.541107911632052184.824ASIAN2.50.1105539558160261725.94130697891901651.59295000413477172.25971411391126172.0896474294817230.31645683364559False-0.00588252786427006468.623823797376836.028588608873520.124999999999914663bb_rejection_long172.05044604418399SL2023-05-25 07:00:00+00:00-30.45539558160044-665.395573745922860False
2082023-05-26 01:15:00+00:0017GBP_JPYLONG172.394172.17011128948312172.59877742103376172.59877742103376172.598777421033762942.273ASIAN2.50.1198887105168717828.7856206217578643.496744590577954172.4289498080924172.27410069095174-5.895765842254264False-0.01317159126790528851.49694286316814-6.9949808092388820.1384615384615485414bb_rejection_long172.59877742103376TP32023-05-26 07:00:00+00:0020.477811701821814602.5125103591927345True
2092023-05-26 07:45:00+00:0017GBP_JPYLONG172.328172.08628110234415172.57843779531174172.57843779531174172.578437795311742750.165ASIAN2.50.142718897655873919.8048024021163144.314346652190544172.40118564506113172.29968892834964-12.163409308396922False-0.003596002797973873728.937129479761257-10.8185645061126930.1330275229357696474bb_rejection_long172.57843779531174TP32023-05-26 08:30:00+00:0025.04387059416497688.746511532487445True
2102023-05-29 07:45:00+00:0017GBP_JPYLONG173.367173.14692565582808173.55614868834382173.55614868834382173.556148688343823051.943ASIAN2.50.1120743441719131826.12162934441918737.12399301882371173.49504894634944173.008346818691056.44408760933004False-0.00843430282146958427.171309144194534-16.3048946349448440.02666666666660350770bb_rejection_long173.14692565582808SL2023-05-29 09:15:00+00:00-22.007434417190552-671.653693952005490False
2112023-06-02 09:00:00+00:0017GBP_JPYLONG174.057173.73075157066648174.26049685866704174.26049685866704174.260496858667042038.133LONDON2.50.1162484293335189925.2497603117546448.377537167591626174.00001753391965173.7024223467006-4.732809146631212False-0.0131458068999673627.460372499107042.79824660803456030.01515151515144555594bb_rejection_long174.26049685866704TP32023-06-02 12:30:00+00:0020.34978571159173414.75508752366454210True
2122023-06-02 12:30:00+00:0017GBP_JPYLONG174.158173.69420562374043174.41258875251918174.41258875251918174.412588752519181442.633LONDON2.50.1417943762595964323.78409072619164357.71716298116523174.0023712404441173.741878047389528.621423135602413False0.00393078413093946951.857305994447712.6628759555899250.30607966457021824124bb_rejection_long174.41258875251918TP32023-06-02 13:30:00+00:0025.45905172735176367.279917934294760True
2132023-06-05 01:30:00+00:0017GBP_JPYLONG174.21099999999998173.964563935025174.38687212994995174.38687212994995174.386872129949952729.953ASIAN2.50.10543606497497921.82667962219729747.13013176039505174.20112431480226173.94568606952612-4.215876506737004False-0.00889981461778055536.09134011460893-2.5124314802269510.343065693430634210bb_rejection_long173.964563935025SL2023-06-05 07:15:00+00:00-24.643606497497217-672.7581355784253345False
2142023-06-05 07:15:00+00:0017GBP_JPYLONG174.142173.81170469304985174.34959061390032174.34959061390032174.349590613900322016.474ASIAN2.50.121295306950156720.739971740897346.3467380284287174.16530920957507173.98766497502635-9.952856510022912False0.000768650225819345140.039992440274816-5.8309209575071460.1196172248804081670bb_rejection_long173.81170469304985SL2023-06-05 10:00:00+00:00-33.02953069501484-666.0305776057658165False
2152023-06-13 00:00:00+00:0017GBP_JPYLONG174.611174.37171667079122174.73656665841753174.73656665841753174.736566658417532755.63ASIAN2.50.0802833292087703522.47405044119538447.40212270573627174.6916138334959174.8211742095976-25.380499964342107False0.00071304437016702543.199467199458695-11.561383349589960.3776223776223901501bb_rejection_long174.73656665841753TP32023-06-13 00:45:00+00:0012.55671140956444346.012739601957745True
2162023-06-27 00:30:00+00:0017GBP_JPYLONG182.33599999999998182.15086219990124182.48127560019753182.48127560019753182.481275600197533580.24ASIAN2.50.0901378000987704829.50774502522363545.24964404362128182.37261432805764182.23487366649627-1.3850618203889553False-0.004206460199351360534.71599942187634-7.1614328057648890.190909090908994601bb_rejection_long182.48127560019753TP32023-06-27 01:45:00+00:0014.527600597264707520.11715658327175True
2172023-06-29 13:00:00+00:0017GBP_JPYLONG182.564182.22372077527785182.85155844944427182.85155844944427182.851558449444271963.185OVERLAP2.50.1582792247221418719.6273987461475450.122834174167835182.52028967264684182.645229963681570.42147316037812743False-0.0003320333945981100748.986456541806061.47103273531570270.10344827586200138133bb_rejection_long182.85155844944427TP32023-06-29 16:45:00+00:0028.755991420272643564.5318723645086225True
2182023-07-03 07:45:00+00:0017GBP_JPYLONG183.463183.1071854882917183.71562902341662183.71562902341662183.715629023416621893.333ASIAN2.50.1438145117083103324.53915166396859248.01659064700004183.41345318825782183.0756885281083411.235951551117296False-0.01551210906864024231.1435146311460221.45468117421785340.1435897435897054770bb_rejection_long183.1071854882917SL2023-07-03 09:30:00+00:00-35.58145117083029-673.6742894526811105False
2192023-07-04 07:30:00+00:0017GBP_JPYLONG183.494183.2603404022779183.65631919544424183.65631919544424183.656319195444242854.323ASIAN2.50.0986595977221169827.0384687696407146.19487139426445183.4993393847189183.33555441118072.7796799021899687False-0.00500509409770100935.42429792429967-4.0339384718890870.1217948717949243571bb_rejection_long183.2603404022779SL2023-07-04 08:45:00+00:00-23.365959772209518-666.939262970130875False
2202023-07-11 13:45:00+00:0017GBP_JPYSHORT181.687182.0583279775144181.2993440449712181.2993440449712181.29934404497121778.133OVERLAP2.50.2083279775144038224.16368570666517762.24178368061871181.37099832028093181.928139394864544.27571418262346False0.0548558612056026491.802580123946734.500167971907560.15476190476179197131bb_rejection_short181.2993440449712TP32023-07-11 15:00:00+00:0038.76581351616132689.306559874919375True
2212023-07-13 01:00:00+00:0017GBP_JPYSHORT179.905180.27459891040772179.6288021791846179.6288021791846179.62880217918461805.14ASIAN2.50.1555989104077067623.9228660363605956.97603894632886179.92343769847145180.73149743266075-17.93824314408141False0.02655417490511514679.003745764903561.6562301528551870.1724137931034144813bb_rejection_short180.27459891040772SL2023-07-13 02:45:00+00:00-36.95989104077171-667.1629931769701105False
2222023-07-18 00:30:00+00:0017GBP_JPYSHORT181.446181.7129176636174181.25916467276522181.25916467276522181.259164672765222474.513ASIAN2.50.1109176636173812628.40496244588628456.31320965539188181.4079544513022181.341761219254072.2160547544331166False0.0322918240707077678.36454529461767.3045548697791670.24766355140185801bb_rejection_short181.25916467276522TP32023-07-18 04:30:00+00:0018.683608227446832462.3277539489947240True
2232023-07-25 00:00:00+00:0017GBP_JPYLONG181.411181.1782138980524181.56757220389517181.56757220389517181.567572203895172857.194ASIAN2.50.0957861019475815318.46946377974930851.64499334469359181.37227135878575181.3784351870266416.73048645247661False-0.00537482965923894234.673348409789530.37286412142520930.2941176470587743601bb_rejection_long181.56757220389517TP32023-07-25 05:15:00+00:0015.6572751888838447.358100969269315True
2242023-07-26 00:45:00+00:0017GBP_JPYLONG181.81181.56279171756694181.97541656486618181.97541656486618181.975416564866182708.64ASIAN2.50.1002082824330824117.3891405450085855.84011893823549181.66914230765894181.5171884760772525.21997517316379False-0.00687464070459677861.36363636363828510.5857692341061240.2222222222221971502bb_rejection_long181.56279171756694SL2023-07-26 06:15:00+00:00-24.720828243306414-669.5883537981975330False
2252023-07-26 19:15:00+00:0017GBP_JPYLONG181.421181.0443251576685181.707349684663181.707349684663181.7073496846631759.852NY2.50.160674842331497324.96012634220474548.54710908811826181.4181960136681181.47354607563626.524987029095541False-0.0211261117781224740.501262361973666-3.21960136681127550.3611111111111586192bb_rejection_long181.707349684663TP32023-07-26 22:30:00+00:0028.635131178852866503.9353560510421195True
2262023-07-27 12:30:00+00:0017GBP_JPYLONG181.47181.11838666373126181.81422667253747181.81422667253747181.814226672537471899.623LONDON2.50.186613336268735224.26512254035315444.02481663129509181.5463770467468181.49074619609013-18.61315577150151False-0.0383163275424638942.54394026491736-10.5377046746809810.25581395348840025123bb_rejection_long181.11838666373126SL2023-07-27 13:00:00+00:00-35.16133362687413-667.931725842826330False
2272023-08-09 12:15:00+00:0017GBP_JPYLONG182.588182.22652260400793182.82995479198416182.82995479198416182.829954791984161829.34LONDON2.50.1354773959920782817.8038304960362145.97319497827926182.6249762140564182.3010117028523-6.809849545101088False-0.00538413091463145849.49381218372815-6.5976214056405520.21078431372551343122bb_rejection_long182.82995479198416TP32023-08-09 14:30:00+00:0024.195611464744047442.61032052456284135True
2282023-08-15 05:15:00+00:0017GBP_JPYLONG184.588184.27252223581243184.75395552837512184.75395552837512184.753955528375122110.063ASIAN2.50.1004777641875570128.5437823281430251.14076345763778184.47475297923748184.0585427496506834.81994628058942False-0.005256407869227968545.8463689868120747.82470207625181050.05357142857142630651bb_rejection_long184.75395552837512TP32023-08-15 06:00:00+00:0016.59563148718487350.177781758493145True
2292023-08-18 03:30:00+00:0017GBP_JPYLONG185.489185.25857013522392185.69885972955217185.69885972955217185.698859729552172904.052ASIAN2.50.1224298647760778329.24122854061989336.488426521925554185.8040812938222185.7415407850507-57.59634073894517False-0.01069631678356179610.965503147974763-35.008129382219980.259259259259480234bb_rejection_long185.25857013522392SL2023-08-18 05:00:00+00:00-23.04298647760845-669.179848802988390False
2302023-08-21 01:00:00+00:0017GBP_JPYLONG185.11599999999999184.85538596454163185.3062280709167185.3062280709167185.30622807091672542.033ASIAN2.50.1126140354583505818.05743009363744650.64874363532899185.07987666467923185.33819688137684.920912874385408False-0.00316327224767016242.4000234411625460.112333532075581390.2867132867132630710bb_rejection_long185.3062280709167TP32023-08-21 01:45:00+00:0019.022881924804025483.5673653930957745True
2312023-08-23 07:15:00+00:0017GBP_JPYSHORT185.792186.05365716727889185.59368566544225185.59368566544225185.593685665442252550.383ASIAN2.50.1166571672788733926.93139283893422258.86738344853368185.6970079872567185.82170963311074-1.0833320013944103False0.01704299101445542383.1620619404724312.9992012743286980.2761194029850904772bb_rejection_short185.59368566544225TP32023-08-23 07:30:00+00:0019.831511214514727505.7788957127407315True
2322023-08-28 13:45:00+00:0017GBP_JPYSHORT184.495184.7013975901371184.30920481972578184.30920481972578184.309204819725783257.74OVERLAP2.50.1073975901371082720.73648508366733659.94272941565757184.390888259148184.288067023807213.845945961213602False0.0193100223328670983.8006390005357813.311174085200150.1842105263157501130bb_rejection_short184.30920481972578TP32023-08-28 15:45:00+00:0018.579575060046967605.26681673115120True