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Brent NealeandClaude Opus 4.6 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

77 lines
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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
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
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
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
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
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
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
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
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
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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