fx-quant/results/phase2/trades_S4F_IS.csv at main

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Brent Neale 4f911b2072 Add Phase 2 backtesting pipeline: IS/OOS split, param sweep, generalization scoring

Externalize hardcoded params in S4F (5 params) and S3 (9 params) as class
attributes for sweep compatibility. Add unified backtest runner with IS/OOS
validation and generalization scores, plus parameter grid sweep (90 combos)
with OOS validation. S7/S9/S9_Filtered pass generalization; S4F/S3 confirm
defaults are near-optimal.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-02-20 10:25:08 +10:00

35 KiB

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1	timestamp	strategy_id	pair	signal_direction	entry_price	sl_price	tp1_price	tp2_price	tp3_price	lot_size	confluence_score	session	spread_at_entry	atr_at_entry	adx_at_entry	rsi_at_entry	ema_50_value	ema_200_value	vwap_deviation	news_within_60min	macd_hist_at_entry	stoch_k_at_entry	distance_from_ema50_pips	candle_body_ratio	hour_of_day	day_of_week	entry_pattern	exit_price	exit_reason	exit_time	pnl_pips	pnl_dollars	hold_time_minutes	win
2	2021-02-02 13:00:00+00:00	4	EUR_AUD	LONG	1.58477	1.5821041225576473	1.588168816163529	1.588168816163529	1.588168816163529	375111.02	3	OVERLAP	2.0	0.0012129387211763706	29.41268807954628	56.646467313706076	1.5830059914323176	1.5829393781225636	13.477094343838925	False	0.000225189004457785	80.8752629355089	15.240085676824222	0.6050955414012504	13	1	ribbon_trend_context	1.588168816163529	TP3	2021-02-02 14:45:00+00:00	33.98816254137268	1274.93343188201	105	True
3	2021-02-02 15:15:00+00:00	4	EUR_AUD	LONG	1.58571	1.5824222226415647	1.5900416660376526	1.5900416660376526	1.5900416660376526	308034.65	3	OVERLAP	2.0	0.0015238886792175717	39.28609964975588	53.80946483856319	1.5838196058735965	1.5831711655088203	12.214947672306575	False	0.00027248631306641606	59.54935591691508	16.503941264034427	0.9348659003831404	15	1	ribbon_trend_context	1.5824222226415647	SL	2021-02-02 21:45:00+00:00	-32.87777358435218	-1012.7493478835169	390	False
4	2021-02-10 08:45:00+00:00	4	EUR_AUD	SHORT	1.56586	1.5676371411817729	1.5637942882273406	1.5637942882273406	1.5637942882273406	564176.81	3	LONDON	2.0	0.0007685705908864675	24.80146421136036	45.14218860680806	1.5665597476969155	1.5670691263225214	-7.5379430035948936	False	1.038916366802254e-05	61.00364040196055	-4.597476969154801	0.5944055944055889	8	2	ribbon_trend_context	1.5676371411817729	SL	2021-02-10 09:30:00+00:00	-17.771411817728566	-1002.6218428522405	45	False
5	2021-02-10 13:30:00+00:00	4	EUR_AUD	SHORT	1.56556	1.5677038295302093	1.5629442557046864	1.5629442557046864	1.5629442557046864	463001.19	3	OVERLAP	2.0	0.0009519147651045588	19.855379187066674	37.43798855160463	1.5671781835150722	1.567191928703418	-17.406344357411285	False	-0.00018306503605263665	46.80735930735896	-13.781835150721289	0.6605839416057995	13	2	ribbon_trend_context	1.5677038295302093	SL	2021-02-10 15:15:00+00:00	-21.43829530209196	-992.5956236439987	105	False
6	2021-02-11 08:45:00+00:00	4	EUR_AUD	SHORT	1.56677	1.5685624309701873	1.564681353544719	1.564681353544719	1.564681353544719	548232.92	3	LONDON	2.0	0.000776215485093631	49.23054180469261	53.10661879499535	1.5673552741467	1.5676569788965338	11.366126802527798	False	0.00021018444985839585	82.49059377220891	-3.4527414670004752	0.6990291262137367	8	3	ribbon_trend_context	1.564681353544719	TP3	2021-02-11 12:30:00+00:00	20.886464933787448	1145.06476591279	225	True
7	2021-02-12 13:45:00+00:00	4	EUR_AUD	SHORT	1.5648	1.5665989736990986	1.5627015394513522	1.5627015394513522	1.5627015394513522	552604.14	3	OVERLAP	2.0	0.0007794868495492743	29.667109222310017	36.50105735267076	1.5659718907085012	1.566136212583386	-13.882135837011145	False	-0.0002323086696820913	15.545237508352114	-9.31890708501193	0.06451612903219645	13	4	ribbon_trend_context	1.5627015394513522	TP3	2021-02-12 15:30:00+00:00	20.984605866218466	1159.6180077940612	105	True
8	2021-03-03 13:00:00+00:00	4	EUR_AUD	SHORT	1.54502	1.5475914053994162	1.541762891900876	1.541762891900876	1.541762891900876	391115.49	3	OVERLAP	2.0	0.0011657026997080803	26.33581234120872	53.64659037574546	1.544727750257596	1.5468064315202672	5.5395005320812984	False	-9.342223975194436e-05	41.79566932213876	5.322497424040673	0.7468354430380008	13	2	ribbon_trend_context	1.5475914053994162	SL	2021-03-03 13:30:00+00:00	-25.714053994161375	-1005.7164827812885	30	False
9	2021-03-04 09:00:00+00:00	4	EUR_AUD	SHORT	1.54534	1.5485643031590395	1.5411035452614408	1.5411035452614408	1.5411035452614408	308798.3	3	LONDON	2.0	0.0014921515795197219	34.72885569568179	49.18351012848388	1.546687136702604	1.547353969134364	17.071200261378205	False	9.240621759370972e-05	47.30158730158448	-11.071367026040946	0.8346153846154073	9	3	ribbon_trend_context	1.5485643031590395	SL	2021-03-04 10:15:00+00:00	-32.243031590395425	-995.6593341960405	75	False
10	2021-03-04 14:30:00+00:00	4	EUR_AUD	SHORT	1.54528	1.5484325059017012	1.5411512411474482	1.5411512411474482	1.5411512411474482	312672.76	3	OVERLAP	2.0	0.0014562529508506056	31.629259623737784	46.9416815825827	1.5464281490135718	1.5471759523096735	-4.125615667764926	False	-0.00010977367500503019	63.14261283876923	-9.08149013571835	0.059602649006567004	14	3	ribbon_trend_context	1.5484325059017012	SL	2021-03-04 17:45:00+00:00	-31.52505901701241	-985.7027212012158	195	False
11	2021-03-10 15:15:00+00:00	4	EUR_AUD	SHORT	1.54341	1.5465882999915528	1.5392425500126705	1.5392425500126705	1.5392425500126705	307033.86	3	OVERLAP	2.0	0.0014691499957764558	46.989540998271316	52.3107672885206	1.5437605960884977	1.5453842226964167	6.738719364376422	False	2.00607332762955e-05	83.24634754639186	-1.105960884977275	0.7019230769231324	15	2	ribbon_trend_context	1.5392425500126705	TP3	2021-03-11 05:30:00+00:00	41.67450123062016	1279.5482976412059	855	True
12	2021-03-25 14:00:00+00:00	4	EUR_AUD	LONG	1.55306	1.5502221241327523	1.5567168138008718	1.5567168138008718	1.5567168138008718	348373.66	3	OVERLAP	2.0	0.0012989379336238941	23.68213901145797	41.60866260858646	1.554439127225517	1.552806197997824	-12.66305607562579	False	3.090745586632802e-05	43.934795790314986	-16.191272255168254	0.749999999999962	14	3	ribbon_trend_context	1.5567168138008718	TP3	2021-03-25 14:45:00+00:00	36.568139058398316	1273.9376443163173	45	True
13	2021-03-31 12:00:00+00:00	4	EUR_AUD	SHORT	1.54087	1.5430293970709723	1.5382309043935416	1.5382309043935416	1.5382309043935416	463731.56	3	LONDON	2.0	0.0009596985354861637	15.37859052761038	52.33179820611447	1.540862215117433	1.541587226916827	1.4686834930444093	False	1.5991071695520712e-06	78.97324991633168	2.477848825670481	0.400000000000074	12	2	ribbon_trend_context	1.5382309043935416	TP3	2021-03-31 14:15:00+00:00	26.390956633683487	1223.8319489630392	135	True
14	2021-03-31 14:30:00+00:00	4	EUR_AUD	SHORT	1.54003	1.5426299442504698	1.5367300836242952	1.5367300836242952	1.5367300836242952	389861.78	3	OVERLAP	2.0	0.0011799721252349245	28.441496307615036	48.135421897071595	1.540715171625162	1.5414812122169157	-3.453144947012099	False	-0.0001601737633697563	28.06039488966282	-4.451716251618887	0.7570093457943605	14	2	ribbon_trend_context	1.5426299442504698	SL	2021-03-31 14:45:00+00:00	-25.999442504698322	-1013.6188933889347	15	False
15	2021-04-02 15:15:00+00:00	4	EUR_AUD	LONG	1.54613	1.5436517053410803	1.5492474419883795	1.5492474419883795	1.5492474419883795	404908.55	3	OVERLAP	2.0	0.001119147329459857	18.23133751208041	49.116773970180994	1.545795804989764	1.545497708700839	-1.2373369666907053	False	-3.476298333022159e-05	33.59268024827758	0.9419501023599786	0.14893617021280617	15	4	ribbon_trend_context	1.5436517053410803	SL	2021-04-02 20:30:00+00:00	-24.782946589196886	-1003.4826968159157	315	False
16	2021-04-29 09:15:00+00:00	4	EUR_AUD	LONG	1.55779	1.5556083892520456	1.5604624161219316	1.5604624161219316	1.5604624161219316	455373.57	3	LONDON	2.0	0.0009708053739772281	36.58140964506099	56.12539813607239	1.5566758930002507	1.5561306884731703	2.0762898660997564	False	0.00015833737943260267	78.07083988350654	8.741069997493245	0.7460317460316761	9	3	ribbon_trend_context	1.5556083892520456	SL	2021-04-29 11:15:00+00:00	-21.81610747954421	-993.447874646375	120	False
17	2021-04-29 13:45:00+00:00	4	EUR_AUD	LONG	1.5581	1.5555238756457372	1.561364186531394	1.561364186531394	1.561364186531394	381780.25	3	OVERLAP	2.0	0.0011680621771313804	35.80781103640429	60.06683802925572	1.556594062628288	1.5561937256754297	10.73974387875376	False	0.0002081589725126645	77.40618817230983	12.659373717121003	0.02162162162164433	13	3	ribbon_trend_context	1.561364186531394	TP3	2021-04-29 14:15:00+00:00	32.64186616893135	1246.2019826441156	30	True
18	2021-05-04 14:15:00+00:00	4	EUR_AUD	LONG	1.55903	1.555997526110298	1.5629787108345525	1.5629787108345525	1.5629787108345525	328436.6	3	OVERLAP	2.0	0.0013962369448508735	28.231992100669483	55.172371077044374	1.5569044560308525	1.55662801583186	8.421617621674482	False	3.5324736222540386e-06	75.8003255561578	18.855439691474185	0.6390243902440086	14	1	ribbon_trend_context	1.5629787108345525	TP3	2021-05-04 15:00:00+00:00	39.48710954780106	1296.9012003707319	45	True
19	2021-05-07 12:15:00+00:00	4	EUR_AUD	SHORT	1.55199	1.553934720733571	1.5496729188996436	1.5496729188996436	1.5496729188996436	518811.99	3	LONDON	2.0	0.0008523603667854356	25.804115640943724	44.57506710670498	1.5524285417363115	1.5524158184470356	-11.167630642652249	False	-0.000268763511964802	21.641427404297634	-1.9854173631150829	0.05555555555567891	12	4	ribbon_trend_context	1.5496729188996436	TP3	2021-05-07 14:00:00+00:00	23.170811450176195	1202.1294798380698	105	True
20	2021-05-21 15:00:00+00:00	4	EUR_AUD	LONG	1.5753	1.5723419461141968	1.5791370808287046	1.5791370808287046	1.5791370808287046	345147.78	3	OVERLAP	2.0	0.0013590269429016027	52.56518794349047	61.80988424280549	1.5735242017327047	1.5732572190664182	23.297208421191318	False	0.0008318773200122591	87.09121085492039	15.357982672952186	0.3232323232324071	15	4	ribbon_trend_context	1.57496	TIME	2021-05-24 06:00:00+00:00	-3.4000000000000696	-117.35024520000242	3780	False
21	2021-06-01 08:30:00+00:00	4	EUR_AUD	LONG	1.57914	1.5766136258923797	1.5823295611614303	1.5823295611614303	1.5823295611614303	403658.43	3	LONDON	2.0	0.0011431870538100913	36.86336383466557	57.217771499237244	1.5779095486899881	1.578060259089711	12.07382686661429	False	9.698822959554088e-06	65.30655754957853	9.904513100118528	0.6627218934911422	8	1	ribbon_trend_context	1.5766136258923797	SL	2021-06-01 15:30:00+00:00	-25.263741076202443	-1019.7922058746387	420	False
22	2021-06-08 12:30:00+00:00	4	EUR_AUD	SHORT	1.57223	1.5740381886094108	1.5701177170858838	1.5701177170858838	1.5701177170858838	558345.68	3	LONDON	2.0	0.0007840943047054155	26.43966334546356	53.75232106418467	1.5719843770768611	1.572724158800751	2.903130744782434	False	-6.516651337778647e-05	46.02861936362812	4.856229231389175	0.6400000000001185	12	1	ribbon_trend_context	1.5740381886094108	SL	2021-06-08 13:45:00+00:00	-18.08188609410788	-1009.5942986897209	75	False
23	2021-06-10 08:15:00+00:00	4	EUR_AUD	SHORT	1.5723799999999999	1.5742750675883748	1.5701373986174376	1.5701373986174376	1.5701373986174376	527420.95	3	LONDON	2.0	0.0008275337941874125	22.445020597266847	45.252612368680516	1.5736714347577139	1.573749051594075	-2.9378259753443103	False	0.00013013237982140873	65.96171802054123	-10.514347577139649	0.578571428571543	8	3	ribbon_trend_context	1.5742750675883748	SL	2021-06-10 12:30:00+00:00	-18.950675883748765	-999.4983477748864	255	False
24	2021-06-10 13:45:00+00:00	4	EUR_AUD	SHORT	1.57188	1.5744966652711536	1.5685550020932695	1.5685550020932695	1.5685550020932695	378154.36	3	OVERLAP	2.0	0.0011883326355768436	21.11155935511075	47.198547100453034	1.5728489339934684	1.5734537420230537	-3.262853564027779	False	-5.287921500490787e-05	26.552408227800168	-7.289339934684058	0.5504587155962518	13	3	ribbon_trend_context	1.572	TIME	2021-06-11 04:45:00+00:00	-1.2000000000012	-45.37852320004538	900	False
25	2021-06-14 13:00:00+00:00	4	EUR_AUD	SHORT	1.5705	1.5723030453190199	1.5683954320214701	1.5683954320214701	1.5683954320214701	548543.94	3	OVERLAP	2.0	0.0007815226595099691	16.803882344373516	55.279241478372036	1.570402520963953	1.570945242015929	4.272949088230948	False	1.4322853193010819e-05	62.967364928437824	3.3747903604708362	0.6938775510204359	13	0	ribbon_trend_context	1.5723030453190199	SL	2021-06-14 16:30:00+00:00	-18.03045319019869	-989.0495832937158	210	False
26	2021-06-17 13:30:00+00:00	4	EUR_AUD	LONG	1.5753	1.5721682969981534	1.5793975545027694	1.5793975545027694	1.5793975545027694	312660.26	3	OVERLAP	2.0	0.001445851500923204	47.17007857100497	52.173038883398675	1.574024448981509	1.573996377934552	8.001572874478668	False	-3.3954946769331005e-06	24.923324121761002	10.355510184909544	0.12698412698414005	13	3	ribbon_trend_context	1.5793975545027694	TP3	2021-06-18 04:30:00+00:00	40.97554633824031	1281.1424971756264	900	True
27	2021-06-25 13:45:00+00:00	4	EUR_AUD	SHORT	1.57298	1.5748850534205012	1.5707224198692482	1.5707224198692482	1.5707224198692482	520704.83	3	OVERLAP	2.0	0.0008325267102505942	34.5027849297011	58.68553918568508	1.572586271471997	1.5744080797535922	10.09008375898457	False	1.1746857558022673e-05	79.80011800950307	6.337285280031413	0.5585585585586451	13	4	ribbon_trend_context	1.5707224198692482	TP3	2021-06-27 22:00:00+00:00	22.575801741080703	1175.5329007703133	3375	True
28	2021-07-07 12:45:00+00:00	4	EUR_AUD	SHORT	1.5734299999999999	1.5757963266413422	1.5704805100379864	1.5704805100379864	1.5704805100379864	424170.45	3	LONDON	2.0	0.0010631633206711348	36.86301853048809	49.67514476629764	1.5745077454539427	1.5747920183486157	4.452739415110596	False	8.650778940686886e-05	68.71309451175007	-8.377454539427731	0.7204968944097812	12	2	ribbon_trend_context	1.5757963266413422	SL	2021-07-07 14:15:00+00:00	-23.663266413422868	-1003.7258363051465	90	False
29	2021-07-12 08:30:00+00:00	4	EUR_AUD	LONG	1.58885	1.5868375337021192	1.5912686994468213	1.5912686994468213	1.5912686994468213	493766.57	3	LONDON	2.0	0.0008862331489403951	23.837984237669385	52.07658169420009	1.5879649339659567	1.5873467786101692	-5.237358451417595	False	-5.307288589541392e-06	23.617815575653285	6.450660340433512	0.34210526315782297	8	0	ribbon_trend_context	1.5868375337021192	SL	2021-07-12 13:45:00+00:00	-20.12466297880877	-993.688581145239	315	False
30	2021-07-27 14:45:00+00:00	4	EUR_AUD	LONG	1.60254	1.5992267449265054	1.6069098826102421	1.6069098826102421	1.6069098826102421	296913.96	3	OVERLAP	2.0	0.0015366275367473324	45.72675160455468	45.91091457168751	1.6023584537547326	1.6006506910500349	-11.979541080857636	False	7.936844942421997e-05	51.36144236229446	-0.5845375473256809	0.7689075630252294	14	1	ribbon_trend_context	1.6069098826102421	TP3	2021-07-27 16:00:00+00:00	43.69882757418802	1297.479194240936	75	True
31	2021-07-29 14:45:00+00:00	4	EUR_AUD	LONG	1.6059	1.6030979333892408	1.609503099916139	1.609503099916139	1.609503099916139	355711.2	3	OVERLAP	2.0	0.0012810333053796233	23.82934853839876	43.516915067373525	1.6065255745028124	1.6056665063252975	-7.813735121007248	False	-6.639783257960362e-05	12.438706357377066	-8.655745028123274	0.8701923076922097	14	3	ribbon_trend_context	1.609503099916139	TP3	2021-07-30 01:15:00+00:00	36.03100017431785	1281.6630309206812	630	True
32	2021-08-09 13:00:00+00:00	4	EUR_AUD	SHORT	1.59837	1.6003870123175206	1.5959444815237191	1.5959444815237191	1.5959444815237191	500514.11	3	OVERLAP	2.0	0.0008885061587602798	20.04751138165061	40.631372002593096	1.5998148879011536	1.5999100790592533	-18.440423859182875	False	-0.00017753881463670177	32.804129665729555	-12.04887901153473	0.8064516129030526	13	0	ribbon_trend_context	1.6003870123175206	SL	2021-08-09 14:30:00+00:00	-20.170123175204946	-1009.5431249628077	90	False
33	2021-09-13 13:30:00+00:00	4	EUR_AUD	SHORT	1.60178	1.6038944858287565	1.5992082712568654	1.5992082712568654	1.5992082712568654	472667.01	3	OVERLAP	2.0	0.000937242914378233	34.43233006847747	52.574701242059874	1.6023153725444423	1.6029100960006457	6.814633640461754	False	-1.6358494448210194e-05	43.728254727607606	-2.953725444423405	0.9330708661417305	13	0	ribbon_trend_context	1.6038944858287565	SL	2021-09-13 14:00:00+00:00	-21.14485828756507	-999.4476943657103	30	False
34	2021-09-17 12:00:00+00:00	4	EUR_AUD	LONG	1.61109	1.6087102180918222	1.6140596728622665	1.6140596728622665	1.6140596728622665	415774.74	3	LONDON	2.0	0.001069890954088834	33.82787789941256	43.39446161227492	1.6119075725092775	1.6116099181255135	-5.720604187244849	False	9.75928364517079e-05	21.562143375867254	-10.575725092776267	0.8450704225352362	12	4	ribbon_trend_context	1.6140596728622665	TP3	2021-09-17 14:30:00+00:00	29.696729336916132	1234.7149918906678	150	True
35	2021-09-17 14:45:00+00:00	4	EUR_AUD	LONG	1.61379	1.6108479494665757	1.6176030758001365	1.6176030758001365	1.6176030758001365	340510.93	3	OVERLAP	2.0	0.0013510252667121604	34.82818542753576	59.92437442718476	1.6119149437884137	1.6116312506207182	19.38686114366206	False	0.0002850496327507393	83.98375035333326	16.350562115863276	0.21764705882351404	14	4	ribbon_trend_context	1.6176030758001365	TP3	2021-09-20 01:30:00+00:00	38.13075912117466	1298.3940249957168	3525	True
36	2021-09-22 13:45:00+00:00	4	EUR_AUD	LONG	1.61903	1.6167833150188573	1.6218000274717141	1.6218000274717141	1.6218000274717141	451680.73	3	OVERLAP	2.0	0.0010033424905713754	27.020061777932803	51.874399206650025	1.6184881347039701	1.6175802791063734	0.5244107969715195	False	0.00010988329142137551	70.33846153846255	3.0186529602982404	0.9029126213594368	13	2	ribbon_trend_context	1.6167833150188573	SL	2021-09-22 14:45:00+00:00	-22.46684981142666	-1014.7843123625555	60	False
37	2021-10-06 14:30:00+00:00	4	EUR_AUD	SHORT	1.59195	1.5957446948255167	1.586857957761725	1.586857957761725	1.586857957761725	264747.63	3	OVERLAP	2.0	0.0017773474127583506	42.27906768021524	47.73563723763922	1.5933325459501961	1.5944732591959694	-11.694297111519703	False	5.6668027982764496e-05	55.8922558922549	-11.425459501961388	0.48314606741574434	14	2	ribbon_trend_context	1.586857957761725	TP3	2021-10-06 23:30:00+00:00	50.920424306106796	1348.106165363617	540	True
38	2021-10-13 13:45:00+00:00	4	EUR_AUD	SHORT	1.57083	1.5738034099114644	1.5669698851328033	1.5669698851328033	1.5669698851328033	342407.39	3	OVERLAP	2.0	0.0013667049557322215	22.36875682484407	43.922723285700634	1.5720288899023345	1.572700482154029	-9.681990306296129	False	-8.114655213100651e-05	19.42900805779583	-9.588899023345032	0.10294117647061865	13	2	ribbon_trend_context	1.56864	TIME	2021-10-14 04:45:00+00:00	21.899999999999142	749.8721840999707	900	True
39	2021-10-28 08:00:00+00:00	4	EUR_AUD	SHORT	1.5442	1.5466995307620575	1.541050703856914	1.541050703856914	1.541050703856914	410323.51	3	LONDON	2.0	0.001129765381028741	28.830720308322448	47.97955448086051	1.5448367091796464	1.5455661197962685	0.466666666665283	False	-0.00016163193148285783	68.13981570482851	-3.9670917964640395	0.5288461538461251	8	3	ribbon_trend_context	1.541050703856914	TP3	2021-10-28 11:45:00+00:00	31.49296219837662	1292.2302789535213	225	True
40	2021-10-28 12:30:00+00:00	4	EUR_AUD	SHORT	1.54552	1.5488611543405697	1.5411082684891455	1.5411082684891455	1.5411082684891455	310832.26	3	LONDON	2.0	0.0015505771702848112	24.9841003333497	60.33281402192562	1.5437846499987402	1.5451120528876245	28.591535171054172	False	0.00017912511067137357	50.62406716417914	19.753500012598124	0.952272727272717	12	3	ribbon_trend_context	1.5488611543405697	SL	2021-10-28 12:45:00+00:00	-33.41154340569696	-1038.5385546880884	15	False
41	2021-11-08 12:30:00+00:00	4	EUR_AUD	LONG	1.56256	1.5601446205811282	1.5655830691283072	1.5655830691283072	1.5655830691283072	425669.42	3	LONDON	2.0	0.0010876897094357944	16.766783389167536	49.77272091698738	1.5623647097158686	1.5612199059988425	-1.095198117817553	False	7.810396503680415e-05	61.526479750779195	-0.44709715868673783	0.41803278688525486	12	0	ribbon_trend_context	1.5601446205811282	SL	2021-11-08 14:00:00+00:00	-24.153794188717104	-1028.153156311058	90	False
42	2021-11-17 08:00:00+00:00	4	EUR_AUD	SHORT	1.55114	1.553737916806085	1.5478431247908724	1.5478431247908724	1.5478431247908724	391803.01	3	LONDON	2.0	0.0011789584030425398	34.872006545368144	53.96002044058447	1.5509122308345251	1.5523941615020023	7.466666666668953	False	-6.469142909886426e-05	55.43818466353277	4.677691654748628	0.8362831858406289	8	2	ribbon_trend_context	1.553737916806085	SL	2021-11-17 09:15:00+00:00	-25.9791680608501	-1017.8716243536933	75	False
43	2021-11-17 13:30:00+00:00	4	EUR_AUD	SHORT	1.55179	1.5541087293189408	1.5489119060215888	1.5489119060215888	1.5489119060215888	434588.42	3	OVERLAP	2.0	0.0010393646594704326	37.92649208958589	48.00337053106712	1.5520191920438786	1.5524937568399841	-6.70094629106277	False	-0.00024738431611281617	40.87065529670937	0.10807956121405837	0.5241935483870737	13	2	ribbon_trend_context	1.5541087293189408	SL	2021-11-17 14:15:00+00:00	-23.187293189408376	-1007.6929111261746	45	False
44	2022-01-11 08:15:00+00:00	4	EUR_AUD	LONG	1.57887	1.5764701309069378	1.5818698036395933	1.5818698036395933	1.5818698036395933	415696.0	3	LONDON	2.0	0.0010799345465311223	15.723437217056581	52.99667588763214	1.5781369521014026	1.5775413190768004	4.813646093708712	False	2.0832861257876845e-05	37.95135343654626	4.930478985973874	0.6	8	1	ribbon_trend_context	1.5818698036395933	TP3	2022-01-11 14:30:00+00:00	29.998037117566895	1247.0064037624088	375	True
45	2022-01-11 15:00:00+00:00	4	EUR_AUD	LONG	1.5799	1.5770637250321164	1.5835544124518255	1.5835544124518255	1.5835544124518255	356131.21	3	OVERLAP	2.0	0.0012981374839418352	48.02431997088529	50.225802861856245	1.579134796156584	1.5779938165505103	2.466533912905966	False	-7.430586083406851e-06	41.07754193130412	5.252038434160333	0.3529411764705608	15	1	ribbon_trend_context	1.5770637250321164	SL	2022-01-11 18:15:00+00:00	-28.362749678836337	-1010.0860362051098	195	False
46	2022-02-14 13:30:00+00:00	4	EUR_AUD	SHORT	1.59035	1.593742129393645	1.5858618059095326	1.5858618059095326	1.5858618059095326	294795.71	3	OVERLAP	2.0	0.0015760646968224707	37.353092349667016	39.371514530371044	1.5924465050811618	1.5928648899270563	-21.1083451347438	False	-0.0004026795096328369	29.783293932227323	-18.565050811618633	0.48571428571431835	13	0	ribbon_trend_context	1.5858618059095326	TP3	2022-02-14 17:00:00+00:00	44.88194242714906	1323.1004083990533	210	True
47	2022-02-16 13:45:00+00:00	4	EUR_AUD	SHORT	1.58596	1.588701157151885	1.5824482642721729	1.5824482642721729	1.5824482642721729	369630.83	3	OVERLAP	2.0	0.0012505785759424194	25.567363689410776	52.32716163478368	1.5861991571557197	1.5880245905714614	3.443589421245896	False	-2.699863469640031e-05	58.87504326756746	0.008428442803687375	0.7924528301887135	13	2	ribbon_trend_context	1.5824482642721729	TP3	2022-02-16 18:15:00+00:00	35.117358228337174	1298.04582693476	270	True
48	2022-03-25 13:45:00+00:00	4	EUR_AUD	SHORT	1.46589	1.4693417478974513	1.4613123781538229	1.4613123781538229	1.4613123781538229	297297.68	3	OVERLAP	2.0	0.001605873948725657	21.561372447858798	52.83876128000391	1.465694232477611	1.468393774396913	3.615789340636333	False	1.458134738146859e-05	78.96169104189647	4.357675223889412	0.3680555555555004	13	4	ribbon_trend_context	1.4613123781538229	TP3	2022-03-25 17:00:00+00:00	45.77622000151404	1360.916400561972	195	True
49	2022-04-19 13:15:00+00:00	4	EUR_AUD	LONG	1.4649	1.4618502722444544	1.4688745916333186	1.4688745916333186	1.4688745916333186	340950.37	3	OVERLAP	2.0	0.001404863877772805	25.558061498397976	50.091052127442175	1.4642600950790048	1.4636540368730784	0.9218648530562312	False	-6.644908940982742e-05	31.536738890634666	3.999049209952865	0.5744680851063352	13	1	ribbon_trend_context	1.4618502722444544	SL	2022-04-19 14:15:00+00:00	-30.49727755545684	-1039.8058066525705	60	False
50	2022-05-11 13:00:00+00:00	4	EUR_AUD	LONG	1.5129	1.5070511650353406	1.5210732524469885	1.5210732524469885	1.5210732524469885	176002.19	3	OVERLAP	2.0	0.002804417482329577	53.70681167211529	56.2740087282729	1.5110595375543223	1.5110502344351322	33.3259637498351	False	0.0013335603062527555	84.6414985209198	16.00462445677575	0.985507246376809	13	2	ribbon_trend_context	1.5070511650353406	SL	2022-05-11 13:15:00+00:00	-58.48834964659266	-1029.4077627286035	15	False
51	2022-05-25 14:00:00+00:00	4	EUR_AUD	LONG	1.50921	1.5050457097492151	1.514856435376177	1.514856435376177	1.514856435376177	244726.86	3	OVERLAP	2.0	0.001962145125392406	41.48969240565941	46.559506194081855	1.5093389178265875	1.5077934328822473	-8.378040023926392	False	-0.00020850819681628554	27.122930868787076	-3.689178265875448	0.8235294117647571	14	2	ribbon_trend_context	1.51077	TIME	2022-05-26 05:00:00+00:00	15.600000000000058	381.7739016000014	900	True
52	2022-05-26 12:30:00+00:00	4	EUR_AUD	LONG	1.51088	1.5075878426007678	1.5152182360988482	1.5152182360988482	1.5152182360988482	310717.65	3	LONDON	2.0	0.0015260786996160488	21.157737724471787	54.66211948789551	1.5092028503353871	1.5082908777776745	10.731386922087083	False	0.00013107527452281716	58.9746559173299	14.371496646128357	0.49238578680203615	12	3	ribbon_trend_context	1.5152182360988482	TP3	2022-05-26 15:15:00+00:00	43.38236238468082	1347.9665691616422	165	True
53	2022-06-01 08:15:00+00:00	4	EUR_AUD	SHORT	1.49414	1.4973217435722361	1.489967384641646	1.489967384641646	1.489967384641646	325736.84	3	LONDON	2.0	0.0014708717861180158	20.53023259420203	54.33209905909092	1.4935589124113497	1.4956417399384678	10.791580802100853	False	-5.527113564671088e-05	48.51504099147309	8.210875886502933	0.7933333333334369	8	2	ribbon_trend_context	1.489967384641646	TP3	2022-06-01 10:30:00+00:00	41.726154864518556	1359.1745830918906	135	True
54	2022-06-17 08:30:00+00:00	4	EUR_AUD	LONG	1.502	1.4981901804841233	1.507114729273815	1.507114729273815	1.507114729273815	275604.35	3	LONDON	2.0	0.0017849097579382927	37.04467829226287	50.95914286586362	1.500277371228773	1.4991178102630975	-10.592788925769536	False	-9.0117971759694e-05	10.58869074239776	14.82628771227068	0.291262135922305	8	4	ribbon_trend_context	1.507114729273815	TP3	2022-06-17 13:15:00+00:00	51.147294593972674	1409.6416880830352	285	True
55	2022-06-27 08:15:00+00:00	4	EUR_AUD	LONG	1.5255400000000001	1.5224806037034762	1.5295290944447861	1.5295290944447861	1.5295290944447861	347813.47	3	LONDON	2.0	0.0014096981482620275	29.386558243054438	55.85430659541263	1.5237749965751126	1.523314527306584	-2.779750553498772	False	1.5952790169506987e-05	70.01188676123176	15.250034248874833	0.09219858156042106	8	0	ribbon_trend_context	1.5295290944447861	TP3	2022-06-27 16:15:00+00:00	39.89094559476638	1387.4608208896907	480	True
56	2022-07-12 09:45:00+00:00	4	EUR_AUD	SHORT	1.48787	1.4907989064792233	1.4840766402811654	1.4840766402811654	1.4840766402811654	368046.53	3	LONDON	2.0	0.0013444532396115804	15.382056573185602	41.804151779503634	1.4897460521323769	1.4900021101899552	-11.275263576615568	False	-9.24214012277673e-05	30.00224693854778	-16.360521323768307	0.4177215189872315	9	1	ribbon_trend_context	1.4907989064792233	SL	2022-07-12 11:00:00+00:00	-29.28906479223281	-1077.9738663726457	75	False
57	2022-07-12 13:30:00+00:00	4	EUR_AUD	SHORT	1.48742	1.4907241250419994	1.4830638124370008	1.4830638124370008	1.4830638124370008	322988.42	3	OVERLAP	2.0	0.0015320625209997404	21.035380975281527	40.916384044852215	1.4896236869300483	1.489934991412072	-18.137487974243527	False	-0.00023856566347190623	20.32667001874784	-19.63686930048336	0.12403100775188862	13	1	ribbon_trend_context	1.4830638124370008	TP3	2022-07-12 21:15:00+00:00	43.56187697870482	1406.9981817586242	465	True
58	2022-07-19 13:30:00+00:00	4	EUR_AUD	SHORT	1.4848	1.4882381608364397	1.4802427587453404	1.4802427587453404	1.4802427587453404	314489.1	3	OVERLAP	2.0	0.0015990804182198534	29.631767706185254	48.11671375844664	1.4854849185192538	1.4857036462636968	-7.839473966226862	False	-0.0002951199941513254	37.82543695944414	-4.449185192538785	0.5428571428571066	13	1	ribbon_trend_context	1.4802427587453404	TP3	2022-07-20 04:00:00+00:00	45.572413995688606	1433.2027462331512	870	True
59	2022-07-20 13:00:00+00:00	4	EUR_AUD	SHORT	1.48059	1.4843069176887305	1.4756146234669045	1.4756146234669045	1.4756146234669045	294759.32	3	OVERLAP	2.0	0.001738458844365159	35.21382097814649	56.63731621445442	1.4803254016709557	1.4830790882679372	19.95859179743764	False	0.0002819140537041432	87.17005019570236	5.045983290443701	0.5980392156863051	13	2	ribbon_trend_context	1.48006	TIME	2022-07-21 04:00:00+00:00	5.300000000001414	156.2224396000417	900	True
60	2022-07-21 13:45:00+00:00	4	EUR_AUD	SHORT	1.48067	1.485711012559309	1.4737084811610364	1.4737084811610364	1.4737084811610364	217646.42	3	OVERLAP	2.0	0.002400506279654532	31.473902575456602	45.48825379480656	1.4818170773171784	1.4815542212736048	-23.041189601986645	False	-0.0005943087082119939	15.467596025009774	-9.070773171784285	0.768939393939392	13	3	ribbon_trend_context	1.4737084811610364	TP3	2022-07-22 01:15:00+00:00	69.61519158818072	1515.1497226781648	690	True
61	2022-07-25 08:45:00+00:00	4	EUR_AUD	SHORT	1.47303	1.4765993858154398	1.4682759212768404	1.4682759212768404	1.4682759212768404	311625.0	3	LONDON	2.0	0.0016646929077198706	27.84923985166569	40.00353076752455	1.4751898350930983	1.4756168579897515	6.378266440669744	False	-0.0003408653430182528	38.86978514317847	-19.198350930982322	0.6064981949458585	8	0	ribbon_trend_context	1.4682759212768404	TP3	2022-07-25 15:15:00+00:00	47.540788757173736	1481.4898296454267	390	True
62	2022-08-01 13:00:00+00:00	4	EUR_AUD	SHORT	1.45943	1.462628556666874	1.455232164999689	1.455232164999689	1.455232164999689	352385.42	3	OVERLAP	2.0	0.001479278333437001	52.27353865717656	60.37792818736423	1.4589360184900408	1.4603819194025718	30.69874875092804	False	0.0004199060387707141	80.80815355245618	7.339815099591807	0.9327485380117094	13	0	ribbon_trend_context	1.462628556666874	SL	2022-08-01 14:15:00+00:00	-31.985566668739636	-1127.124734450182	75	False
63	2022-09-13 13:15:00+00:00	4	EUR_AUD	LONG	1.47539	1.4712048997383602	1.4810676503924596	1.4810676503924596	1.4810676503924596	266625.27	3	OVERLAP	2.0	0.0019725501308198927	33.745161171627	57.14710417779505	1.473002212600739	1.4729924517112583	15.353827758650684	False	0.00040092621745492865	70.06217120994738	21.477873992610252	0.42971887550204096	13	1	ribbon_trend_context	1.4810676503924596	TP3	2022-09-13 18:45:00+00:00	56.77650605404545	1513.8051256316505	330	True
64	2022-09-20 08:30:00+00:00	4	EUR_AUD	LONG	1.49198	1.4888873884207419	1.4960189173688874	1.4960189173688874	1.4960189173688874	365707.6	3	LONDON	2.0	0.0014263057896291259	20.811873088172348	48.31496617200006	1.4918209692597475	1.490765667957138	-13.818290046985204	False	1.7707113415083367e-05	68.94609080202767	-0.8096925974743208	0.819148936170101	8	1	ribbon_trend_context	1.4888873884207419	SL	2022-09-20 12:00:00+00:00	-30.926115792582195	-1130.9915583827333	210	False
65	2022-09-20 14:45:00+00:00	4	EUR_AUD	LONG	1.49255	1.4891780875091454	1.4970078687362822	1.4970078687362822	1.4970078687362822	332061.3	3	OVERLAP	2.0	0.001565956245427375	36.681119765374646	55.860003352122824	1.4912605255856188	1.4908328865803246	12.16551569826363	False	0.0003981679639018827	86.25934820786829	10.494744143811907	0.2256097560975684	14	1	ribbon_trend_context	1.4891780875091454	SL	2022-09-20 19:15:00+00:00	-33.71912490854667	-1119.681645199439	270	False
66	2022-10-06 14:30:00+00:00	4	EUR_AUD	LONG	1.52868	1.524260342258081	1.5347094866128788	1.5347094866128788	1.5347094866128788	250807.84	3	OVERLAP	2.0	0.0020898288709595837	28.07857998973715	57.824608680982294	1.5251161721658157	1.5252172023873407	18.867023235020763	False	-1.9833372109258254e-05	90.52126528792508	33.238278341842786	0.6144578313253157	14	3	ribbon_trend_context	1.524260342258081	SL	2022-10-07 01:30:00+00:00	-44.19657741919102	-1108.4848117900076	660	False
67	2022-10-07 08:00:00+00:00	4	EUR_AUD	LONG	1.52848	1.5250390628623347	1.533041405706498	1.533041405706498	1.533041405706498	318924.74	3	LONDON	2.0	0.0016004685688326835	22.457219542637638	50.64470038282862	1.5276207667300565	1.526440373595531	-4.4666666666648425	False	-1.789040373478953e-07	30.805243445693105	6.192332699435088	0.8779069767440434	8	4	ribbon_trend_context	1.5250390628623347	SL	2022-10-07 10:00:00+00:00	-34.40937137665356	-1097.399981986268	120	False
68	2022-10-13 12:15:00+00:00	4	EUR_AUD	LONG	1.54868	1.5453945702154672	1.5530081446767992	1.5530081446767992	1.5530081446767992	330680.01	3	LONDON	2.0	0.0015227148922663772	34.661977187911134	55.49020898924432	1.5468456386711575	1.5458044853797173	9.354566692310051	False	0.0001760835312386111	53.40375586854364	15.943613288424974	0.55862068965509	12	3	ribbon_trend_context	1.5530081446767992	TP3	2022-10-13 12:30:00+00:00	43.281448076852854	1431.2309682868183	15	True
69	2022-10-21 08:45:00+00:00	4	EUR_AUD	LONG	1.56063	1.5571199105356357	1.5652951341965462	1.5652951341965462	1.5652951341965462	313592.66	3	LONDON	2.0	0.0016350447321821222	24.98656574120092	51.80938504719652	1.5591689363704089	1.5585692360190913	-10.163157578773063	False	4.6242769643727705e-05	63.0780244653273	12.210636295910682	0.7749077490774902	8	4	ribbon_trend_context	1.5571199105356357	SL	2022-10-21 13:00:00+00:00	-35.10089464364263	-1100.7382919679644	255	False
70	2022-10-21 13:00:00+00:00	4	EUR_AUD	LONG	1.56048	1.5556155042822257	1.5671767435766617	1.5671767435766617	1.5671767435766617	224017.24	3	OVERLAP	2.0	0.002312247858887181	34.81991936654829	48.75816787181812	1.5598896952437742	1.5588617425944382	-3.2602070978637876	False	0.00011785007037225118	46.24568574553128	3.503047562258832	0.37126600284495725	13	4	ribbon_trend_context	1.5556155042822257	SL	2022-10-21 13:30:00+00:00	-48.644957177743635	-1089.730904687632	30	False
71	2022-11-14 09:45:00+00:00	4	EUR_AUD	SHORT	1.54349	1.5467579540998753	1.539188068850187	1.539188068850187	1.539188068850187	330125.07	3	LONDON	2.0	0.0015139770499376292	16.90594375569305	51.73980650420218	1.5433487620113446	1.544806987463329	7.534139662153105	False	-4.6226294270883175e-05	46.72814584171166	3.8123798865541403	0.9081081081082216	9	0	ribbon_trend_context	1.539188068850187	TP3	2022-11-14 12:30:00+00:00	43.01931280125083	1420.1753649864825	165	True
72	2022-11-14 12:45:00+00:00	4	EUR_AUD	SHORT	1.54347	1.5469313617363414	1.5388779573954878	1.5388779573954878	1.5388779573954878	315781.89	3	LONDON	2.0	0.0016106808681707265	26.687901137122047	55.69854043784198	1.5427378531490763	1.5444682660553244	12.58800566890761	False	-1.8639283626077576e-05	56.48304409524341	9.721468509236164	0.926829268292666	12	0	ribbon_trend_context	1.5388779573954878	TP3	2022-11-14 15:30:00+00:00	45.92042749930245	1450.0839385337702	165	True
73	2022-11-15 08:00:00+00:00	4	EUR_AUD	SHORT	1.5411299999999999	1.5445318822391687	1.5366271766412467	1.5366271766412467	1.5366271766412467	325565.7	3	LONDON	2.0	0.0015809411195843903	39.73006489612518	57.10979050879311	1.540272844673733	1.54241056912244	5.666666666666043	False	9.443144217327723e-05	71.94090338134866	10.971553262668632	0.7437499999999762	8	1	ribbon_trend_context	1.5445318822391687	SL	2022-11-15 11:30:00+00:00	-34.01882239168818	-1107.5361725125638	210	False
74	2022-11-21 09:45:00+00:00	4	EUR_AUD	LONG	1.54731	1.5439019071914308	1.5518221392128535	1.5518221392128535	1.5518221392128535	321722.7	3	LONDON	2.0	0.0015840464042845416	28.407132647028916	51.413565924851774	1.5469312737976448	1.5463726827092297	4.226201059529533	False	0.00026027916818795486	62.66488743021705	1.3872620235511057	0.8917525773195681	9	0	ribbon_trend_context	1.5518221392128535	TP3	2022-11-21 15:30:00+00:00	45.121393531028644	1451.6576554565072	345	True
75	2022-11-22 14:45:00+00:00	4	EUR_AUD	LONG	1.54952	1.5462502524651127	1.5538246213023308	1.5538246213023308	1.5538246213023308	339774.67	3	OVERLAP	2.0	0.0015148737674436352	34.69321140329437	59.315659248839104	1.5482835555693746	1.548299575032381	17.32247164133449	False	0.00047264639725656257	82.35664616009504	9.964444306254094	0.42600896860983467	14	1	ribbon_trend_context	1.5538246213023308	TP3	2022-11-23 04:00:00+00:00	43.04621429021251	1462.601325520624	795	True
76	2022-12-08 09:30:00+00:00	4	EUR_AUD	LONG	1.56272	1.5600515550299423	1.5661226674550868	1.5661226674550868	1.5661226674550868	421819.98	3	LONDON	2.0	0.0012142224850289268	29.336370676431528	42.32430161798573	1.563892801783322	1.5629124298450996	-20.202081535927174	False	1.888701704278872e-05	20.920844804520502	-14.128017833219264	0.7412935323382793	9	3	ribbon_trend_context	1.5600515550299423	SL	2022-12-08 12:45:00+00:00	-26.68444970057804	-1125.6034039008834	195	False

35 KiB Raw Permalink Blame History

35 KiB

Raw Permalink Blame History