Files
fx-quant/results/phase1/S17_GBP_USD_test_set_trades.csv
Brent NealeandClaude Opus 4.6 17b80b7d17 Add 5 new ranging strategies (S17-S21) — all tested, none show edge
Implemented and backtested 5 ranging-market M15 strategies across
3 periods (Training 2021-2023, Test Set 2023-2024, 2025) and 4 pairs
(EUR_USD, GBP_USD, GBP_JPY, GBP_AUD). All 5 fail Phase 1 validation:

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

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

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

46 KiB

1timestampstrategy_idpairsignal_directionentry_pricesl_pricetp1_pricetp2_pricetp3_pricelot_sizeconfluence_scoresessionspread_at_entryatr_at_entryadx_at_entryrsi_at_entryema_50_valueema_200_valuevwap_deviationnews_within_60minmacd_hist_at_entrystoch_k_at_entrydistance_from_ema50_pipscandle_body_ratiohour_of_dayday_of_weekentry_patternexit_priceexit_reasonexit_timepnl_pipspnl_dollarshold_time_minuteswin
22023-09-01 12:30:00+00:0017GBP_USDLONG1.26917000000000011.26546602068649921.27108795862700191.27108795862700191.2710879586270019269979.914LONDON1.50.001053979313500948318.5453782001909560.614643447207971.26735240617500631.2672699747880339.506260172604808False-2.1485170820032126e-0635.2272297510216816.2759382499366720.3957894736842482124bb_rejection_long1.2710879586270019TP32023-09-01 12:45:00+00:0019.179586980425164517.810316681235715True
32023-09-05 13:45:00+00:0017GBP_USDSHORT1.25589999999999981.25903345887413721.25328308225172561.25328308225172561.2532830822517256320788.673OVERLAP1.50.001403458874137206426.0685777052038147.745278895857571.25772498115753061.26107308451981464.868527315227134False0.00037958639827097558.37335620354337-16.3498115753069050.3333333333333731131bb_rejection_short1.25656TIME2023-09-05 21:45:00+00:00-6.600000000001049-211.72052220003366480False
42023-09-05 23:45:00+00:0017GBP_USDSHORT1.25665999999999991.2577405287135071.25592894257298561.25592894257298561.2559289425729856928305.644NY1.50.000490528713507169917.6831878620838753.632289678043971.25688492178649571.2596126333203488.250549426251919False5.767022092286786e-0560.0845410627954950.25078213504281520.2941176470587851231bb_rejection_short1.2559289425729856TP32023-09-06 00:30:00+00:007.310574348894724678.644739971830145True
52023-09-07 06:15:00+00:0017GBP_USDSHORT1.250231.25132591461301131.2492881707739771.2492881707739771.249288170773977921465.352ASIAN1.50.000595914613011505729.71024135021650355.949655139092371.25040679490880221.254188891268921-12.735022394072537False8.323629088107274e-0573.935382982872920.73205091197792170.2352941176470895563bb_rejection_short1.249288170773977TP32023-09-07 06:30:00+00:009.418292362440333867.863006815840815True
62023-09-08 13:30:00+00:0017GBP_USDSHORT1.24817999999999981.25080153012786191.24640693974427591.24640693974427591.2464069397442759388523.473OVERLAP1.50.000981530127862057521.9552056411942749.870210734889141.2484377534216621.2498339198258077-0.9519080460385076False0.0001051978890676618243.77873448670257-0.67753421661986830.3767123287671535134bb_rejection_short1.2508015301278619SL2023-09-08 14:00:00+00:00-26.21530127862037-1018.525981986502330False
72023-09-13 13:45:00+00:0017GBP_USDSHORT1.249511.25186080684152581.24651838631694841.24651838631694841.2465183863169484428933.892OVERLAP1.50.001590806841525843320.92082921087851262.438163438683581.2477557016237211.248692863984789820.640664428599464False0.000355201907238912680.3163872759437719.4429837627896340.22307692307683374132bb_rejection_short1.24893TIME2023-09-13 21:45:00+00:005.799999999998028248.78165619991546480True
82023-09-14 01:30:00+00:0017GBP_USDSHORT1.249341.25055717574356761.24851564851286461.24851564851286461.2485156485128646830470.494ASIAN1.50.00053717574356770720.399609586440856.3470051038252961.24896704122438181.248872538984912511.259600200950182False8.331825648382484e-0558.510414316872366.2295877561813210.0459770114943027413bb_rejection_short1.2485156485128646TP32023-09-14 02:15:00+00:008.243514970616518684.599591697023645True
92023-09-21 07:00:00+00:0017GBP_USDSHORT1.23221.23369817174627581.2310736565074481.2310736565074481.231073656507448679277.614ASIAN1.50.000688171746275984517.19615962063849751.729790098605991.23317670969546871.2363948033007743-38.990965704892574False0.000180804463632969875.03966749511987-7.2670969546861920.252427184465981773bb_rejection_short1.231073656507448TP32023-09-21 07:30:00+00:0011.263435091334077765.099926923154430True
102023-09-28 22:30:00+00:0017GBP_USDSHORT1.220531.22166675418372181.21954649163255651.21954649163255651.2195464916325565901976.473NY1.50.000616754183721785911.83069976122850559.555119260704311.21942025510089121.217474478935825212.013070833409856False6.826437521398695e-0589.8888888888889613.597448991087280.25223bb_rejection_short1.2216667541837218SL2023-09-29 01:45:00+00:00-11.367541837219441-1025.3255258912507195False
112023-10-04 00:45:00+00:0017GBP_USDSHORT1.20777999999999991.20894525504217861.20693948991564251.20693948991564251.2069394899156425871115.974ASIAN1.50.000545255042178708716.13954122988030854.1950324230131.2078080814965371.2108077642882342.408671796487738False5.347882675948404e-0565.145486179817232.2191850346287010.1272727272727933502bb_rejection_short1.2069394899156425TP32023-10-04 01:30:00+00:008.405100940060299732.181765834853945True
122023-10-05 13:30:00+00:0017GBP_USDSHORT1.21428999999999991.21697745588958121.21188508822083761.21188508822083761.2118850882208376380431.953OVERLAP1.50.001297455889581136724.8121919910726153.797623000593691.21385585071202251.212781130173022211.484810992081762False0.0001593050828579704872.913093528720676.2414928797749350.38405797101439015133bb_rejection_short1.2169774558895812SL2023-10-05 15:30:00+00:00-26.874558895813028-1022.3940846123998120False
132023-10-06 01:30:00+00:0017GBP_USDLONG1.218391.21720702229610981.21908595540778041.21908595540778041.2190859554077804855612.192ASIAN1.50.0004729777038902535621.9411059129110745.341739941767661.217777027485341.214860059170918426.257866840757593False-0.000195844073794930923.1153675003958163.62972514660109270.347222222222419314bb_rejection_long1.2172070222961098SL2023-10-06 05:30:00+00:00-11.829777038903089-1012.1701439467587240False
142023-10-11 06:00:00+00:0017GBP_USDLONG1.22898000000000021.22785441560278171.22966116879443651.22966116879443651.2296611687944365890247.284ASIAN1.50.0004655843972182604629.3890511908826145.052190859083091.22856713310045531.22509735684998219.373163774103475False-0.0001227058090106265314.7285182545421381.62866899544811260.1956521739134002662bb_rejection_long1.2296611687944365TP32023-10-11 06:30:00+00:006.811688020878158606.408673279536430True
152023-10-11 07:15:00+00:0017GBP_USDLONG1.228611.22730009894018061.22963980211963891.22963980211963891.2296398021196389769609.684ASIAN1.50.000639901059819496425.19667513959683842.508371489000341.22859557255734671.225274818457485514.521514044878447False-0.0001105470935192758428.66204375637741-2.35572557346852560.0109890109888393872bb_rejection_long1.2296398021196389TP32023-10-11 07:30:00+00:0010.298021330197148792.545690056620215True
162023-10-12 07:30:00+00:0017GBP_USDLONG1.231221.22979266746165681.23228466507668631.23228466507668631.2322846650766863711843.922ASIAN1.50.000657332538343227426.415265198916942.591532488804821.23133520309947971.22871711766141676.238793749195892False-0.000154480613728915567.324192696443634-3.6520309947984940.333333333333333373bb_rejection_long1.2297926674616568SL2023-10-12 07:45:00+00:00-14.273325383431512-1016.037989237739115False
172023-10-16 06:15:00+00:0017GBP_USDSHORT1.21618999999999991.21769872373475191.21542255253049651.21542255253049651.2154225525304965666707.623ASIAN1.50.000508723734751793727.79491048271353362.9387599618792561.215585431714711.21896868033003324.324772556496548False5.448114055022906e-0575.763475339746828.5456828529006930.266666666666627260bb_rejection_short1.2176987237347519SL2023-10-16 07:45:00+00:00-15.08723734751971-1005.877610433997990False
182023-10-20 12:45:00+00:0017GBP_USDSHORT1.213831.2160081481827181.21182370363456381.21182370363456381.2118237036345638457185.993LONDON1.50.001098148182718086319.477228347003256.749257967851971.2129169670838961.214101319565112713.266769765203357False0.0001735666022548903857.80154736912269411.0303291610414080.22033898305079325124bb_rejection_short1.216008148182718SL2023-10-20 13:30:00+00:00-21.78148182718109-995.818833282679645False
192023-10-20 17:15:00+00:0017GBP_USDSHORT1.216141.21803926431691471.21417147136617091.21417147136617091.2141714713661709519075.013NY1.50.001109264316914658425.13077555961452361.871222448647621.21397727868475711.214234405656879524.2663236924745False0.0001055845226291359791.5685982204436224.1272131524294940.1794871794869313174bb_rejection_short1.21568TIME2023-10-23 01:15:00+00:004.599999999999049238.774504599950663360True
202023-10-23 07:00:00+00:0017GBP_USDSHORT1.21505999999999981.21656972417913471.21415055164173011.21415055164173011.2141505516417301654588.73ASIAN1.50.000579724179134822227.2718423991219449.801743569151.21527905189431441.2147999018908146.461743439891698False9.859408673524805e-0564.308284241898220.309481056854910.377049180327973370bb_rejection_short1.2165697241791347SL2023-10-23 07:15:00+00:00-15.097241791348633-988.248387778457415False
212023-10-23 07:30:00+00:0017GBP_USDSHORT1.21601999999999991.21728052748098861.21490894503802261.21490894503802261.2149089450380226776155.953ASIAN1.50.00068052748098869527.449349415482559.791087545054481.2153609010373891.214830489710109415.51166245754354False0.0001681881195367363558.747672270999159.0909896261104350.2000000000000634370bb_rejection_short1.2172805274809886SL2023-10-23 08:00:00+00:00-12.605274809887046-978.365904507894930False
222023-10-25 00:30:00+00:0017GBP_USDSHORT1.216141.2173084268854871.2154731462290261.2154731462290261.215473146229026828962.655ASIAN1.50.0004584268854870810718.05167240289456749.931435076922271.21746363210434021.2192295907781157-29.081327810744906False0.0001648377395196598562.973544973539866-10.7363210434008320.1566265060240738202bb_rejection_short1.217308426885487SL2023-10-25 02:30:00+00:00-11.684268854870172-968.5822473245644120False
232023-10-26 07:30:00+00:0017GBP_USDSHORT1.208261.2097785984178461.2068928031643081.2068928031643081.206892803164308631435.153ASIAN1.50.000808598417845951220.80472869399951549.7075765186772361.2093801271132971.2136256907645495-30.75483005832602False0.0001788748961071246881.32795017448358-8.7012711329692570.3170731707316016373bb_rejection_short1.209778598417846SL2023-10-26 12:30:00+00:00-15.18598417846073-958.896419762398300False
242023-11-17 14:30:00+00:0017GBP_USDLONG1.24163000000000021.23921417310071361.24393165379857251.24393165379857251.2439316537985725392953.434OVERLAP1.50.001245826899286228622.1331717656739346.6178215570856341.24158965673715981.24098850521101060.06257519782781884False-0.000262035449904633421.47573641328839-1.49656737159720170.004878048780519507144bb_rejection_long1.2439316537985725TP32023-11-17 18:00:00+00:0023.016538571454735904.4427778380439210True
252023-11-21 18:30:00+00:0017GBP_USDLONG1.25304000000000021.2512453275665981.2548193448668041.2548193448668041.254819344866804533998.223NY1.50.00101467243340196321.2146524237577443.452521080450831.25336682668695241.2500310754606327-8.783976396966597False-0.0001237538994549309410.399445957241063-5.7682668695235860.09589041095890828181bb_rejection_long1.254819344866804TP32023-11-22 01:15:00+00:0017.793449001249318950.1670094327914405True
262023-12-07 17:45:00+00:0017GBP_USDSHORT1.261.26246115900865451.25778768198269121.25778768198269121.2577876819826912393251.134NY1.50.001231159008654421720.9819031470114364.458140611201121.25732955101862531.25844245252319723.785676231327102False0.000336236996415620190.7371786004751329.204489813747790.07352941176469628173bb_rejection_short1.25902TIME2023-12-08 01:45:00+00:009.799999999999809385.3861073999925480True
272023-12-11 00:15:00+00:0017GBP_USDSHORT1.255291.25649259223402221.25413481553195561.25413481553195561.2541348155319556808010.723ASIAN1.50.000702592234022214524.31287139017228358.422292211891271.25510487010558761.25692977473272085.770692360445029False0.0001718620144735514388.854323106631164.3512989441252260.272727272727015800bb_rejection_short1.2541348155319556TP32023-12-11 02:15:00+00:0011.551844823410601933.4014453092273120True
282023-12-11 08:30:00+00:0017GBP_USDSHORT1.255281.25654211537575431.25412576924849171.25412576924849171.2541257692484917777299.333LONDON1.50.000672115375754187525.29581534836161865.311484010181791.25455748539199191.25620843799893024.482673371628554False0.0001758010184285854677.20649114092019.1251460800823030.1451612903224420280bb_rejection_short1.2565421153757543SL2023-12-11 10:30:00+00:00-12.6211537575438-981.0414359565779120False
292023-12-21 01:30:00+00:0017GBP_USDSHORT1.264061.26562279315442661.26308441369114681.26308441369114681.2630844136911468621471.253ASIAN1.50.000612793154426606622.30943667532582448.999421095097311.26508349107576381.2675653378055876-11.169192398139405False0.0001838927977989064366.6406967231127-7.73491075763743650.3703703703703399313bb_rejection_short1.2630844136911468TP32023-12-21 03:00:00+00:009.755863245512053606.298852601743390True
302024-01-03 08:15:00+00:0017GBP_USDSHORT1.26414999999999991.26593828001993971.26290343996012071.26290343996012071.2629034399601207546499.432LONDON1.50.00071828001993971124.15997556602768657.859047720347771.26364988499929031.2676633211988966-0.8998615521771391False4.751612758731243e-0584.412923561859076.9011500070970120.3548387096774424782bb_rejection_short1.2629034399601207TP32024-01-03 09:15:00+00:0012.465600626891243681.244363720370860True
312024-01-03 19:30:00+00:0017GBP_USDSHORT1.266711.26893340788365831.26431318423268341.26431318423268341.2643131842326834442611.753NY1.50.001323407883658391420.50501171637375567.032076347255711.2639548293946661.266216339300952231.687843449750286False0.000250026839256251577.6065473644759930.0517060533400660.3265306122448024192bb_rejection_short1.26708TIME2024-01-04 03:30:00+00:00-3.699999999999814-163.76634749999178480False
322024-01-10 14:45:00+00:0017GBP_USDLONG1.27236000000000021.27051819178570741.27373361642858531.27373361642858531.2737336164285853533426.223OVERLAP1.50.000781808214292655324.8889224642013950.780846278862851.271723849692551.271631317196691-0.5316283103229402False-0.0001582227372380389732.9955369418555264.4615030744998840.28282828282839156142bb_rejection_long1.2737336164285853TP32024-01-10 15:45:00+00:0013.736164543359571732.723032966232260True
332024-01-16 16:30:00+00:0017GBP_USDSHORT1.26602999999999981.26912042826635661.26319914346728671.26319914346728671.2631991434672867320277.954OVERLAP1.50.001510428266356661216.38249088712259653.597136820358821.26617576149624031.2701747411798079.228462936281545False0.0002506632589375370367.052261929351670.44238503759563840.31794871794876817161bb_rejection_short1.2631991434672867TP32024-01-16 17:15:00+00:0028.30856621100582906.660955350021445True
342024-01-17 02:15:00+00:0017GBP_USDSHORT1.263661.26476691349110951.2627561730177811.2627561730177811.262756173017781902385.454ASIAN1.50.000576913491109537421.46622981168355453.061250872818731.26405694455852411.267993010826877-7.341488319279055False5.964368970001756e-0554.72620946305485-1.46944558524042530.1636363636362755422bb_rejection_short1.262756173017781TP32024-01-17 03:15:00+00:009.038269922349995815.600327110126560True
352024-01-18 01:15:00+00:0017GBP_USDSHORT1.268631.26968616671282141.2677076665743571.2677076665743571.267707666574357953465.63ASIAN1.50.000586166712821487422.79219055599082564.176286619047061.26724027265106281.267050217894367222.196295769141283False8.690148195301869e-0592.8579916815209416.3972734893724770.2222222222224963513bb_rejection_short1.2696861667128214SL2024-01-18 06:15:00+00:00-10.561667128214935-1007.018628540373300False
362024-01-31 00:15:00+00:0017GBP_USDSHORT1.26925999999999981.2704761661249381.26857766775012411.26857766775012411.2685776677501241819746.933ASIAN1.50.000466166124937858125.10209489012097755.663946957557061.26890874824282231.269424912157644417.146162908132645False-7.930257284256289e-0539.811961422128556.01251757177623250.3650793650795664502bb_rejection_short1.2685776677501241TP32024-01-31 01:45:00+00:006.823322581993772559.339773898906990True
372024-02-01 02:15:00+00:0017GBP_USDSHORT1.26895999999999991.27033596277564521.26743807444870971.26743807444870971.2674380744487097728611.173ASIAN1.50.000885962775645171521.31343432708780554.48373231985631.2689995363979941.2692205315205825-9.88323861260021False0.0001987786651873708372.526645868471532.10463602005939170.0526315789477067223bb_rejection_short1.2674380744487097TP32024-02-01 05:00:00+00:0015.2192557217819471108.891971797674165True
382024-02-08 01:15:00+00:0017GBP_USDSHORT1.26315999999999981.26388245920484281.2625450815903141.2625450815903141.2625450815903141403028.385ASIAN1.50.0004324592048429163419.1516445293355560.761402921481851.26264910506153981.26106466065651175.672881856189083False8.410196019875014e-0597.28479853479827.6089493846009940.0294117647060744313bb_rejection_short1.262545081590314TP32024-02-08 07:45:00+00:006.149184140685433862.7479863227576390True
392024-02-09 00:00:00+00:0017GBP_USDSHORT1.261661.26252869936472581.26109260127054831.26109260127054831.26109260127054831176768.734ASIAN1.50.000408699364725880518.9809835087188856.1568213094927841.26152588844326741.26141597597474749.855843896866556False-1.6346384758249765e-0684.233761487061783.84111556732680270.2727272727270892404bb_rejection_short1.2625286993647258SL2024-02-09 07:00:00+00:00-8.68699364725778-1022.2582481801604420False
402024-02-14 02:00:00+00:0017GBP_USDSHORT1.259291.26050879288424621.25834241423150761.25834241423150761.2583424142315076830359.024ASIAN1.50.000598792884246237119.86216693049163253.5288947268952741.2598750513973771.2615305050495886-16.63729676504966False0.0001123297939124239968.57719602353284-3.3505139737699530.324999999999764122bb_rejection_short1.2605087928842462SL2024-02-14 06:00:00+00:00-12.187928842462002-1012.0356649456484240False
412024-02-14 06:45:00+00:0017GBP_USDSHORT1.260131.26160673003842531.25934653992314961.25934653992314961.2593465399231496678468.832ASIAN1.50.000516730038425210928.0359602646432956.1353701656261141.26000745539450441.2612767034158412-5.392738822767029False6.288415612042819e-0569.62276270729273.7254460549562830.398373983739718562bb_rejection_short1.2593465399231496TP32024-02-14 07:00:00+00:007.834600883978462531.553249526983315True
422024-02-14 13:15:00+00:0017GBP_USDSHORT1.25617999999999991.25759034126751731.25456931746496551.25456931746496551.2545693174649655714175.263OVERLAP1.50.000900341267517206226.38810838906871654.12360536265041.25688730110410571.25988470245199214.519799032437497False0.000373636343081544674.20371755450385-5.1730110410574960.05952380952392281132bb_rejection_short1.2545693174649655TP32024-02-14 15:00:00+00:0016.106825575874231150.309634342463105True
432024-02-15 13:45:00+00:0017GBP_USDSHORT1.25674999999999981.25833268238937861.2550346352212431.2550346352212431.255034635221243643675.544OVERLAP1.50.000952682389378554129.48864631625962661.323569023677351.2556902241385271.257384696723565314.266348179559074False0.0002136181161386676761.8799171842613312.4977586147290150.08053691275175887133bb_rejection_short1.2583326823893786SL2024-02-15 14:30:00+00:00-15.82682389378753-1018.733941631859445False
442024-02-20 08:00:00+00:0017GBP_USDSHORT1.25851.25973011928672561.25776976142654861.25776976142654861.2577697614265486819877.074LONDON1.50.00046011928672569519.0840124735645449.7347456297411061.25890875724668461.259402285365286-1.3333333333331865False6.061163188727527e-0539.56386292834742-2.18757246684520.394736842105286281bb_rejection_short1.2597301192867256SL2024-02-20 09:15:00+00:00-12.301192867256725-1008.546596551134475False
452024-02-26 02:00:00+00:0017GBP_USDLONG1.266511.26556515186712511.26718969626574981.26718969626574981.26718969626574981056742.452ASIAN1.50.00046484813287492329.8534084646596640.588849785909991.26708050817667051.2660859414292072-13.16747399489282False-5.0731127283479234e-0540.1778023871101-8.2050817667056460.2727272727270892420bb_rejection_long1.2671896962657498TP32024-02-26 07:00:00+00:006.796962721818139718.2639039212769300True
462024-02-29 09:30:00+00:0017GBP_USDLONG1.266211.26489927424935921.26734145150128131.26734145150128131.2673414515012813767241.942LONDON1.50.000660725750640734320.83854530202288746.8857899612565061.266213117260131.2664111099677728-2.853475481678913False-2.8471775085150097e-0530.602048148064338-1.93117260130160060.328124999999734493bb_rejection_long1.2673414515012813TP32024-02-29 10:00:00+00:0011.314515160282419868.097056173449330True
472024-03-01 02:00:00+00:0017GBP_USDSHORT1.26302999999999991.26397019796802931.26237960406394121.26237960406394121.26237960406394121078841.663ASIAN1.50.000450197968029357325.72258924679846759.763952804082651.26312155635523451.2649483504241217-11.65487049092917False0.000164283394373161587.269819765481941.58443644765471350.309523809523658524bb_rejection_short1.2639701979680293SL2024-03-01 08:15:00+00:00-9.401979680294659-1014.3247365575359375False
482024-03-08 07:30:00+00:0017GBP_USDLONG1.280681.27969159193583671.2812068161283271.2812068161283271.2812068161283271015958.425ASIAN1.50.000388408064163470518.74041477222736441.5500630758909541.28029652404186981.276418230331794128.987257591233107False-5.498884996854257e-0535.66310645382321.33475958130180320.0740740740741502274bb_rejection_long1.281206816128327TP32024-03-08 08:15:00+00:005.26816133512356535.223286633722345True
492024-03-31 21:15:00+00:0017GBP_USDSHORT1.26258999999999991.26376910408308541.2617617918338291.2617617918338291.261761791833829856187.122NY1.50.000539104083085402426.6466428082556256.6494080151358551.2623577358219751.26244930072140663.561149595914248False0.0001135649023837963260.2764810704966654.8226417802488260.27083333333323695216bb_rejection_short1.2637691040830854SL2024-03-31 22:00:00+00:00-11.791040830855248-1009.533729077236245False
502024-04-08 07:15:00+00:0017GBP_USDLONG1.262951.26181761986279821.26370476027440381.26370476027440381.2637047602744038882599.713ASIAN1.50.000502380137201982921.44632837861320246.822205424614641.26283980316851951.2629040341127947.838628090470756False-4.9841451373544294e-0552.049622437976915-1.39803168519581080.177419354838484470bb_rejection_long1.2618176198627982SL2024-04-08 09:00:00+00:00-11.323801372018492-999.4383807041124105False
512024-04-12 01:00:00+00:0017GBP_USDSHORT1.25512999999999991.25619271440933991.254594571181321.254594571181321.25459457118132931053.534ASIAN1.50.0003927144093399651416.91271920963355851.9650890267721341.25511122838371511.25753117111593036.135744222643957False-4.866106117987383e-0572.904297859101752.68771616284801950.357142857143008214bb_rejection_short1.25459457118132TP32024-04-12 03:45:00+00:005.35428824430635498.512897049893165True
522024-04-16 12:00:00+00:0017GBP_USDSHORT1.24531999999999981.2466552335693321.24391953286133571.24391953286133571.2439195328613357744760.432LONDON1.50.000795233569332075228.08006682257512761.001777311313631.24421349470942431.2464075760678629.026007145784831False8.924441328702872e-0569.5772957941018912.965052905755670.28421052631601335121bb_rejection_short1.246655233569332SL2024-04-16 12:30:00+00:00-13.352335693321837-994.429127246272130False
532024-04-18 02:15:00+00:0017GBP_USDSHORT1.246121.2471025701379871.24532485972402581.24532485972402581.24532485972402581001948.674ASIAN1.50.000522570137987034225.9507380788596461.219742006805161.24529585632298321.245170269947332410.219154873072345False9.124486712929448e-0583.2600522651065510.7414367701674780.063829787233992323bb_rejection_short1.247102570137987SL2024-04-18 04:15:00+00:00-9.825701379870821-984.4848429378735120False
542024-05-02 07:00:00+00:0017GBP_USDLONG1.252751.25134071850184331.25387856299631361.25387856299631361.2538785629963136691586.453ASIAN1.50.000689281498156784224.54999990369224643.483817247303361.25252130304068681.25129748859919513.438636495535228False-0.0001695309287255149615.329845975007965-0.213030406868153220.28571428571421673bb_rejection_long1.2538785629963136TP32024-05-02 07:30:00+00:0011.285630126320529780.498887507506530True
552024-05-03 07:00:00+00:0017GBP_USDLONG1.254761.25374717161137041.25545565677725921.25545565677725921.2554556567772592970001.433ASIAN1.50.000472828388629555524.57719901257627647.283774381195011.25415837644381381.252481655497224528.52914233403503False-0.0001339672692651538227.1938156809307083.5162355618623130.2142857142858842274bb_rejection_long1.2554556567772592TP32024-05-03 08:00:00+00:006.956567844308436674.788075687120160True
562024-05-08 21:30:00+00:0017GBP_USDSHORT1.249351.25033083829807671.24875832340384661.24875832340384661.24875832340384661008517.784NY1.50.0004208382980766785618.4752040489806953.7864446552229441.2492900624100361.2510830508354078.439488109910354False-3.3205778485650826e-0562.162899879907043.09937589964004450.2972972972974595212bb_rejection_short1.2487583234038466TP32024-05-09 00:00:00+00:005.916766020201282596.7163731472833150True
572024-05-10 12:45:00+00:0017GBP_USDLONG1.25239000000000011.25093802892499341.25344394215001321.25344394215001321.2534439421500132685385.572LONDON1.50.000621971075006570224.21159956063846541.087379434332881.25254340005948861.2514023241016816-6.770144430825464False-0.0001359289424660896636.171778652977686-3.43400059488629950.266666666666716124bb_rejection_long1.2534439421500132TP32024-05-10 13:45:00+00:0010.539421653904487722.356751773166960True
582024-05-13 00:00:00+00:0017GBP_USDLONG1.252551.25135982619825411.25316034760349141.25316034760349141.2531603476034914842216.152ASIAN1.50.000430173801745715320.29578545255569546.981255112605771.2524826132709111.2517876142915234-1.945559000731123False-9.927601907347669e-0625.462540115085847-1.8261327091106950.2181818181816126400bb_rejection_long1.2531603476034914TP32024-05-13 06:00:00+00:006.1034761073824715514.0446148776651360True
592024-05-14 07:45:00+00:0017GBP_USDLONG1.25545000000000021.254115903537751.25616819292449971.25616819292449971.2561681929244997755210.793ASIAN1.50.000484096462249831421.70779013887054644.796880048582611.2554583579533551.2540785280280484-0.047483944585202664False-5.2323682098033885e-0531.152534113063126-2.58357953354826360.1562499999999891571bb_rejection_long1.25411590353775SL2024-05-14 08:00:00+00:00-13.340964622501339-1007.524043192128815False
602024-05-16 13:00:00+00:0017GBP_USDLONG1.26568000000000011.2638548924508371.26698021509832561.26698021509832561.2669802150983256546515.084OVERLAP1.50.00074510754916284729.11910523402527733.626886711167261.26713295048168971.263802735681197-9.194854236609373False-8.011157183637134e-0533.94481109908494-16.42950481689720.07407407407415022133bb_rejection_long1.2669802150983256TP32024-05-16 15:00:00+00:0013.00215122116472710.5871714806934120True
612024-05-24 00:30:00+00:0017GBP_USDLONG1.26955000000000021.2686655610889011.27006887782219781.27006887782219781.27006887782219781135810.123ASIAN1.50.000384438911098856524.2277757384395341.69162221724361.27026657579917731.271309556328392-22.358767696004644False4.9223101923263814e-0541.891891891898354-9.6657579917724950.1111111111118421204bb_rejection_long1.268665561088901SL2024-05-24 06:00:00+00:00-8.84438911099128-1004.55466574817330False
622024-05-31 02:00:00+00:0017GBP_USDLONG1.272441.2717152636092831.2729594727814341.2729594727814341.2729594727814341372235.674ASIAN1.50.0003847363907169839428.35328405924665433.44609344281761.27280158206757491.2727852239326198-3.3519033107887175False-9.234718046027052e-056.344990615627886-6.115820675749450.159090909090943524bb_rejection_long1.271715263609283SL2024-05-31 02:45:00+00:00-7.247363907170178-994.509126688948845False
632024-06-07 00:45:00+00:0017GBP_USDLONG1.27907000000000021.27832318905137731.27953362189724551.27953362189724551.27953362189724551318357.794ASIAN1.50.000356810948622738317.4701100891367147.1687977386470441.27882752302116631.27836329154878886.906499934868915False-8.253562993270257e-0520.56277056277857-0.075230211662447030.3095238095238221404bb_rejection_long1.2783231890513773SL2024-06-07 06:00:00+00:00-7.468109486228336-984.5640317742025315False
642024-06-13 14:45:00+00:0017GBP_USDLONG1.27681000000000021.27489096567379061.2785780686524191.2785780686524191.278578068652419507921.293OVERLAP1.50.00097903432620945829.6745211648013138.8001113330087151.27819008470413881.277489609051375-14.61098790836557False-0.000119426411425568717.3403933112018-15.7008470413866340.13043478260882158143bb_rejection_long1.2748909656737906SL2024-06-13 16:00:00+00:00-19.190343262096565-974.718390522689675False
652024-06-17 14:00:00+00:0017GBP_USDSHORT1.26721999999999981.26827342716990721.26612314566018541.26612314566018541.2661231456601854916030.34OVERLAP1.50.000643427169907276220.1454471001255355.1638197509373361.26734205826033651.27042926824416254.311108097354577False0.0001066069360953322766.607760635812540.67941739663401890.03571428571451229140bb_rejection_short1.2682734271699072SL2024-06-17 15:15:00+00:00-10.534271699074171-964.971206478442475False
662024-06-21 02:45:00+00:0017GBP_USDSHORT1.265921.26661832289400561.26551335421198851.26551335421198851.26551335421198851368022.593ASIAN1.50.000328322894005745729.12649400137568352.927355744491221.26658576399676261.2689797973988681-14.212221264102709False0.0001132499238320977976.13348047887331-4.1576399676257480.2727272727271809524bb_rejection_short1.2666183228940056SL2024-06-21 06:00:00+00:00-6.983228940056207-955.3214941138648195False
672024-06-25 02:30:00+00:0017GBP_USDSHORT1.268711.26945229996270471.26827540007459081.26827540007459081.26827540007459081274105.253ASIAN1.50.000342299962704675727.4614416287064560.976949149784541.2681656131411361.267009929993803110.958157846643335False4.163643605260858e-0587.70471151423177.9438685886401570.0833333333329478521bb_rejection_short1.2694522999627047SL2024-06-25 03:00:00+00:00-7.422999627046955-945.768279556856830False
682024-07-16 01:30:00+00:0017GBP_USDLONG1.29651.29584247806131961.2969250438773611.2969250438773611.2969250438773611423999.023ASIAN1.50.0003375219386805365325.3790974279811835.9432589366501251.29695656506391231.2954443755854357-13.700524723758711False-2.5088042308311627e-0512.976387354015733-7.0656506391242320.064516129032003911bb_rejection_long1.2958424780613196SL2024-07-16 05:15:00+00:00-6.575219386804054-936.3105963093974225False
692024-07-18 15:30:00+00:0017GBP_USDLONG1.29731000000000021.29613222016198511.29851555967602961.29851555967602961.2985155596760296787029.513OVERLAP1.50.000697779838014812524.4978935322454937.803620334947961.2987442492941311.2989643172323486-10.883908065655312False-1.90942369720945e-0518.380111354511318-16.242492941309640.15714285714290246153bb_rejection_long1.2961322201619851SL2024-07-18 17:45:00+00:00-11.777798380150362-926.9474888008533135False
702024-07-19 00:15:00+00:0017GBP_USDLONG1.294681.29368078026066511.29530843947866961.29530843947866961.2953084394786696918394.63ASIAN1.50.0004392197393347926324.8866890420327139.870944707445111.29581804113645241.2978142608064047-28.239937498102385False0.0001275950036071435443.08308308308171-13.8804113645241150.250000000000126204bb_rejection_long1.2936807802606651SL2024-07-19 01:30:00+00:00-9.99219739334922-917.678012818600175False
712024-08-01 01:30:00+00:0017GBP_USDSHORT1.285381.28659712795139151.28451574409721721.28451574409721721.2845157440972172746430.354ASIAN1.50.00055712795139140616.04686639391401655.10517194612461.28498102522802981.284680725450271512.890960263967077False-4.1981762762943834e-0573.582871348472126.4897477197023430.2727272727270433413bb_rejection_short1.2845157440972172TP32024-08-01 05:45:00+00:008.642559143612383645.1068446462291255True
722024-08-05 04:00:00+00:0017GBP_USDSHORT1.27952999999999981.2812601232474091.2782397535051821.2782397535051821.278239753505182528836.493ASIAN1.50.000770123247409045923.65207869080704554.6093991135941151.27911922397247311.27858736317535285.921756840618908False0.0001440193813150993763.445346931582926.6077602752678820.192307692307684140bb_rejection_short1.278239753505182TP32024-08-05 05:45:00+00:0012.90246519215738682.3294404567683105True
732024-08-26 10:00:00+00:0017GBP_USDLONG1.31918000000000021.31776776237417151.32025447525165721.32025447525165721.3202544752516572652705.744LONDON1.50.000632237625828547519.43004898055427540.423095288438021.3197663779903181.3153017961330238-4.223158852518782False-3.155630906420524e-0545.53643074948127-7.7637799031782250.18840579710169647100bb_rejection_long1.3202544752516572TP32024-08-26 11:00:00+00:0010.744752681187999701.316174989179760True
742024-08-28 00:00:00+00:0017GBP_USDLONG1.325851.32481529700490651.32652940599018691.32652940599018691.3265294059901869897638.033ASIAN1.50.000464702995093450523.01212434396299554.1666483356145961.32450836948730451.320723384467775323.110315726382336False-0.0001507054054645900718.156009783382310.9163051269534070.243902439024350602bb_rejection_long1.3248152970049065SL2024-08-28 01:45:00+00:00-10.347029950934504-928.7887581507846105False
752024-09-03 00:45:00+00:0017GBP_USDLONG1.31395000000000021.31298061786248741.31443876427502531.31443876427502531.3144387642750253948543.244ASIAN1.50.0003693821375126025623.8107716070937740.5126613344836951.31414060072629371.3148422034234801-2.8207446795414093False-5.903302036780205e-0537.50091117449571-4.406007262935940.02083333333346825501bb_rejection_long1.3144387642750253TP32024-09-03 02:00:00+00:004.887642801778773463.614053916191575True
762024-09-05 00:00:00+00:0017GBP_USDLONG1.31462000000000011.31381385231134161.31524229537731691.31524229537731691.31524229537731691146361.924ASIAN1.50.000436147688658395411.01776638385164950.6624994841526051.31391459583193031.3129863286796045.684128775058639False-6.784665679652736e-0533.317572892033374.5540416806977290.0714285714290245803bb_rejection_long1.3152422953773169TP32024-09-05 01:15:00+00:006.222953827451655713.375729770882875True
772024-09-05 07:30:00+00:0017GBP_USDLONG1.314531.31337667513234521.31532664973530981.31532664973530981.3153266497353098807466.134ASIAN1.50.000523324867654911528.85405428588829643.710095965766231.31449703133138641.31344729264718832.761785684162188False-9.109847475960996e-0535.515873015868856-2.170313313865080.1012658227846500373bb_rejection_long1.3153266497353098TP32024-09-05 08:00:00+00:007.966497451758408643.267686702622430True
782024-09-06 01:30:00+00:0017GBP_USDLONG1.317891.31693111583069531.31849776833860921.31849776833860921.3184977683386092977911.084ASIAN1.50.00042888416930464724.4141339025931452.306249833811451.31721852713593821.31532390828355288.210881422519023False-4.713670270095109e-0527.5985663082385284.2147286406168940.1249999999994795814bb_rejection_long1.3184977683386092TP32024-09-06 06:45:00+00:006.0776834482417594.3433984768164315True
792024-09-09 13:45:00+00:0017GBP_USDSHORT1.309171.31087135112513221.30777729774973571.30777729774973571.3077772977497357554645.583OVERLAP1.50.000791351125132178623.1106472812407750.100672966943641.3102575724750521.3132719467597364.954503457410553False0.00024737385341808476.82466281310873-8.9757247505195540.13684210526311852130bb_rejection_short1.3077772977497357TP32024-09-09 14:30:00+00:0013.927022753739909772.456161292126845True
802024-09-12 13:30:00+00:0017GBP_USDSHORT1.30572999999999981.30733499936013661.30415000127972671.30415000127972671.3041500012797267592755.034OVERLAP1.50.000884999360136689828.02454138861090659.946454946390431.30488888596565241.30613125121324617.741611428353501False0.0001147657380246669573.8040696744421310.3111403434752450.1746031746032865133bb_rejection_short1.3073349993601366SL2024-09-12 14:30:00+00:00-16.04999360136805-951.371443867872860False
812024-09-30 13:00:00+00:0017GBP_USDLONG1.339351.3366172971372711.34122540572545821.34122540572545821.3412254057254582344661.63OVERLAP1.50.001032702862729109424.14387951843436846.699198810234941.33937371049010841.3385714021648754-9.758474009859963False-0.000234216038200582824.866387618175377-2.13710490108542930.3544303797467874130bb_rejection_long1.336617297137271SL2024-09-30 14:15:00+00:00-27.327028627290858-941.857740992787275False
822024-10-02 01:45:00+00:0017GBP_USDSHORT1.32897999999999981.33015414400047121.32800171199905751.32800171199905751.3280017119990575794143.783ASIAN1.50.000614144000471245522.95092407474421560.199052992235461.32894856024124391.3334541008141743-3.2623864774383726False0.0001860854446696158991.8318594622672.81439758756052430.2368421052635115712bb_rejection_short1.3280017119990575TP32024-10-02 04:30:00+00:009.782880132611279776.9013407798824165True
832024-10-04 06:00:00+00:0017GBP_USDSHORT1.31331.31435860345694791.31251279308610381.31251279308610381.3125127930861038888158.983ASIAN1.50.000518603456948058725.53116542583459459.6498724236530151.31302074986663041.318664153638711816.624536643161658False7.324488975554006e-0581.255291005291375.2925013336957430.2409638554216931864bb_rejection_short1.3143586034569479SL2024-10-04 06:30:00+00:00-10.586034569479708-940.208166547383630False
842024-10-08 13:45:00+00:0017GBP_USDSHORT1.31016999999999981.3120814464023711.3085971071952581.3085971071952581.308597107195258486964.262OVERLAP1.50.00088144640237095628.7403410313808654.674353374223921.30955452694590611.310674531023994.221753184752153False4.018703446598005e-0567.893097476418258.0547305409384150.32539682539688974131bb_rejection_short1.308597107195258TP32024-10-08 15:15:00+00:0015.72892837041785765.942596449353590True
852024-10-10 07:45:00+00:0017GBP_USDSHORT1.308051.30947268129674051.30713463740651911.30713463740651911.3071346374065191659645.643ASIAN1.50.000582681296740441827.60222725396284863.490400792660691.30741347592632651.30833150868269797.078162282150302False9.211114659404482e-0574.360836452344328.8652407367351140.337499999999934173bb_rejection_short1.3071346374065191TP32024-10-10 08:00:00+00:009.153626073573758603.814952962324915True
862024-10-16 12:15:00+00:0017GBP_USDSHORT1.30308999999999991.30467082287366321.30143835425267331.30143835425267331.3014383542526733597475.963LONDON1.50.0009208228736633329.3435992685143156.8479751808720551.30336999643920031.305434691877086518.281837862823558False0.000449045772239354689.69145393827706-0.89996439200268340.16161616161609138122bb_rejection_short1.3014383542526733TP32024-10-16 12:45:00+00:0016.516457749702877986.818644980316530True
872024-10-17 00:30:00+00:0017GBP_USDSHORT1.298931.30011606375965271.29828787248069481.29828787248069481.2982878724806948804654.763ASIAN1.50.0004460637596526064620.5060657743840951.390903998801681.29978902818357131.303139851753719-12.751273846109967False0.0001404403678600446577.22133234539216-6.0902818357133630.281250000000021703bb_rejection_short1.3001160637596527SL2024-10-17 02:00:00+00:00-11.860637596527999-954.371849868121690False
882024-10-17 08:15:00+00:0017GBP_USDSHORT1.29871.30027273562180051.29752452875639921.29752452875639921.2975245287563992600754.583LONDON1.50.000682735621800463816.09082575961387852.285012356583881.29898155200379441.301955520384124-0.5742356119897707False7.331386837545675e-0569.79608707632862-0.91552003794292960.2272727272725804783bb_rejection_short1.2975245287563992TP32024-10-17 08:45:00+00:0011.75471263167314706.169745006149130True
892024-10-18 12:30:00+00:0017GBP_USDSHORT1.30427999999999991.3061427458187051.303084508362591.303084508362591.30308450836259511014.343LONDON1.50.000692745818705016421.275870212019354.450918333331261.30355127552814931.3022343298378761.6628222933867676False-4.411908319572295e-0556.966460733442639.187244718507070.15702479338836606124bb_rejection_short1.306142745818705SL2024-10-18 13:15:00+00:00-18.627458187050472-951.889825133319445False
902024-11-01 12:15:00+00:0017GBP_USDSHORT1.291681.2932714180717191.29042716385656191.29042716385656191.2904271638565619592157.994LONDON1.50.00072141807171906221.29602820202686864.259787320075531.2905591871006281.29294990061123777.049780939245576False6.648214802180004e-0568.0158730158761813.1081289937218240.107526881720407124bb_rejection_short1.293271418071719SL2024-11-01 12:30:00+00:00-15.914180717191416-942.370926598882815False
912024-11-08 08:45:00+00:0017GBP_USDLONG1.29586000000000021.29393572251387631.29743855497224761.29743855497224761.2974385549722476484829.882LONDON1.50.000884277486123788129.31892866206681742.5741701879404461.29664017566000991.2950074330377326.81680863146239False-0.000131188252070976849.926043918533715-9.7017566000978660.382978723404426284bb_rejection_long1.2974385549722476TP32024-11-08 11:30:00+00:0015.785550048062936765.3306335536348165True
922024-11-11 07:00:00+00:0017GBP_USDSHORT1.29104999999999981.29280829039185961.2901034192162811.2901034192162811.290103419216281534951.753ASIAN1.50.000598290391859453921.40488029265362648.699824789887931.29169771453016251.2933016910829362-15.556381029224742False3.22986310952207e-0557.4048211534892-3.97714530162573960.344827586207035270bb_rejection_short1.290103419216281TP32024-11-11 07:30:00+00:009.465808014134813506.3750562325443530True
932024-11-18 14:45:00+00:0017GBP_USDSHORT1.26291999999999981.26444550205553961.2614189958889211.2614189958889211.261418995888921619903.643OVERLAP1.50.000845502055539491819.54437729588289656.5691989901391.26262111214195061.26506380305845277.018666178022492False0.0001029004283642833260.418497593641144.8888785804934720.21590909090924573140bb_rejection_short1.2644455020555396SL2024-11-18 16:00:00+00:00-15.255020555398069-945.664277056608575False
942024-11-19 15:45:00+00:0017GBP_USDSHORT1.266221.26813414798547731.26410170402904541.26410170402904541.2641017040290454489098.882OVERLAP1.50.001154147985477312725.63651696280758760.594646787179861.2652047008912061.265636142056602220.15786256961194False0.000333068911613113382.0962663067912612.0529910879407790.35443037974687813151bb_rejection_short1.2681341479854773SL2024-11-19 17:30:00+00:00-19.14147985477399-936.2076358512521105False
952024-11-21 13:45:00+00:0017GBP_USDSHORT1.26451999999999991.26593327933660341.26282344132679341.26282344132679341.2628234413267934655812.013OVERLAP1.50.000943279336603297424.6654545004323755.774938846959441.26432623884816891.2654943697505649.895372017996173False0.0001756095577309385755.1043936092969843.83761151831141230.1714285714286379133bb_rejection_short1.2628234413267934TP32024-11-21 14:30:00+00:0016.9655869907609331112.62357052407845True
962024-11-22 01:45:00+00:0017GBP_USDSHORT1.258531.25992484908269731.25775030183460551.25775030183460551.2577503018346055672453.963ASIAN1.50.000514849082697295620.25033051480942741.1586606000747541.26012058722829481.2633265776575677-29.05455179579075False0.0001192547305403596659.0988299726115-13.4058722829477620.269662921348384714bb_rejection_short1.2577503018346055TP32024-11-22 05:00:00+00:007.796981769892898524.3111267212288195True
972024-12-18 01:45:00+00:0017GBP_USDLONG1.27128000000000021.26992127507678371.27204744984643251.27204744984643251.2720474498464325694191.214ASIAN1.50.000508724923216223928.63525680753924351.088761446302911.27067339520330671.26883121926720588.985548190456605False-4.918476218812643e-0544.5007770007787543.56604796693416050.17647058823546712bb_rejection_long1.2699212750767837SL2024-12-18 03:30:00+00:00-13.587249232165364-943.2148985048445105False
982024-12-25 06:00:00+00:0017GBP_USDSHORT1.25309999999999991.25471166126205151.2521866774758971.2521866774758971.252186677475897579391.454ASIAN1.50.000581661262051456623.2579565788754551.361359630719771.2532683160266781.2539719361689396-7.801113855541164False-3.124873747769341e-0540.978753047735990.81683973321977630.1123595505617781362bb_rejection_short1.2547116612620515SL2024-12-25 06:15:00+00:00-16.11661262051589-933.782755528900115False
992024-12-31 02:00:00+00:0017GBP_USDSHORT1.255511.2565807299107641.25451854017847181.25451854017847181.2545185401784718863378.263ASIAN1.50.000620729910764112728.2830912379538760.3894957825480961.2551294916378631.25545392721243653.7651391090576247False0.000170860864574728890.073796122572966.30508362136961150.0697674418604170821bb_rejection_short1.2545185401784718TP32024-12-31 04:30:00+00:009.91459833011644856.0048654854838150True