Files
fx-quant/results/phase1/S1_EUR_CAD_trades.csv
T
Brent NealeandClaude Opus 4.6 dce54845c2 Phase 1: Event-driven backtester, 5 strategies, and baseline results
- Built event-driven backtesting engine with spread/slippage modeling,
  3-TP partial closes, trailing stops, and rich trade logging (20+ features)
- Implemented 5 strategy signal generators (MA Breakout, VWAP Reversal,
  Key Level Breakout, EMA Ribbon Scalp, Momentum Exhaustion)
- Full indicator library (EMA, SMA, RSI, ATR, MACD, ADX, Stochastic,
  Session VWAP bands, swing points, key levels, RSI divergence)
- Data pipeline: Dukascopy download, validation, 70/30 train/test split
- Baseline results: all 5 strategies generate 200+ trades on training data
  (Jan 2021 - Aug 2023), best profit factors 0.82-0.96 on select pairs
- Trade logs and reports saved for Phase 3 ML feature engineering

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-18 06:04:40 +10:00

38 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_weekexit_priceexit_reasonexit_timepnl_pipspnl_dollarshold_time_minuteswin
22021-01-11 10:15:00+00:001EUR_CADSHORT1.55227999999999991.55345691311736321.55110926064791041.55013543441318411.5486746950610946849680.395LONDON2.50.00097382623472635639.814856872717543.512188630034181.55321848367718521.5549472657740244-12.457146326576574False-0.000294595392067189627.295564477932583-6.4848367718517430.50666666666671011001.5534569131173632SL2021-01-11 10:30:00+00:00-11.76913117363343-999.99999655740115False
32021-02-12 11:45:00+00:001EUR_CADLONG1.54273000000000021.54188142372144931.54339572883565211.54403288139275331.54498861022840541166660.02LONDON2.50.000637152557101322232.2378325945667448.8473395910093161.54214638796052441.5403032683422038-3.3347275545891897False-0.0001345424038399218453.4568939991703262.93612039475643630.388888888888980271141.5418814237214493SL2021-02-12 12:30:00+00:00-8.485762785508387-990.000001134121645False
42021-02-17 16:30:00+00:001EUR_CADSHORT1.53146999999999991.53274382110856271.53006853667431251.52894089445718761.5272494311315001769417.33OVERLAP2.50.001127642217124961324.9466658995997846.7489900765711751.53287042780838051.5346754479658307-4.6597959251237775False9.367693169744045e-0560.866444382701275-11.104278083804430.44318181818169781621.5292795875145058TP1+TP2+SL2021-02-17 22:00:00+00:0018.975458227861841460.0045835944243330True
52021-03-25 16:15:00+00:001EUR_CADSHORT1.48461999999999981.48585015268181821.48292954195454541.48160923659090881.4796287785454543808598.854OVERLAP2.50.001320305363636437531.46297601305502345.058762826516391.48564898368572561.4872148757001709-7.653583237501316False-0.000244698856098793539.080683259648735-7.3898368572566930.31884057971026621631.4858501526818182SL2021-03-25 18:15:00+00:00-12.301526818183637-994.7000438427449120False
62021-03-29 14:15:00+00:001EUR_CADSHORT1.483481.48467629042251171.4823411287324651.48138854788744181.479959676619907823172.223OVERLAP2.50.000952580845023264823.97026719684578650.4212044531033641.48394423425770471.48433317920366182.5007262272791486False0.0001861856918153577251.775822743566245-1.74234257704686260.307692307692382761401.48273794078718TP1+TP2+SL2021-03-29 18:00:00+00:0013.4528311009887141107.3996842685924225True
72021-03-30 16:15:00+00:001EUR_CADSHORT1.47963999999999981.48085659415675351.478530217529741.47759702921623331.4761972467459732818536.763OVERLAP2.50.000933188313506683618.2154634909727446.153740996012071.48036778208922911.4819900121380767-1.9736442551887556False-0.0001302240893314037810.486740039214675-4.3778208922917730.77358490566021131611.4808565941567535SL2021-03-30 17:00:00+00:00-12.165941567536807-995.8270393040945False
82021-04-14 10:15:00+00:001EUR_CADLONG1.50080000000000011.49995531248106141.50154406255681571.50223343759469291.50326750015150861167140.213LONDON2.50.000689375037877133928.25346549350718250.553423216574911.49995110058626781.4977452295789704-4.0391381945603655False-0.0001871806763626427754.780081346974045.5889941373221670.41666666666658961021.5008000000000001TP1+SL2021-04-14 10:45:00+00:003.720312784077917434.2126644074384730True
92021-05-04 16:00:00+00:001EUR_CADSHORT1.47946999999999981.48084102684191141.47765691947426571.47625486579044281.4741517852647084722240.343OVERLAP2.50.001402053683822874716.63148187976645.3442500210985951.48044383703874341.4814404675758652-9.24449557818452False-0.0002028853923359079615.132031019926822-6.8383703874341780.354430379746878131611.4768555385340658TP1+TP2+SL2021-05-05 06:15:00+00:0023.9397281892097521729.0237426882436855True
102021-05-19 16:00:00+00:001EUR_CADLONG1.47759000000000021.47606154932651261.47957535202046261.48109225336743781.4833676053879006659164.973OVERLAP2.50.001516901346975122626.62168146514750.4658433364135851.47646467160549791.47311851190544684.3149065001513165False-5.9611077200074454e-058.289387806282618.3532839450217720.77419354838707371621.4760615493265126SL2021-05-19 16:45:00+00:00-15.284506734876134-1007.501142335942545False
112021-06-08 13:15:00+00:001EUR_CADLONG1.472291.47130548865908481.47306353402274541.47377255670457561.4748360907273211013117.965OVERLAP2.50.000709022681830260730.6690081691846357.920463810946341.47154442027715441.47101833964004547.291586806579264False0.0001692507946247535576.04244295397234.5557972284560040.55882352941149581311.4725925395416124TP1+TP2+SL2021-06-08 14:00:00+00:008.920419310677552903.743701437824845True
122021-07-05 15:00:00+00:001EUR_CADSHORT1.46474999999999981.46574839465858921.46390481602423271.46314802670705471.46201284273128751008081.884OVERLAP2.50.000756789317178110833.3839202290573243.781080981361791.46526711282977941.4666561948964312-9.066057377202785False-0.000226547983193831221.631355551156144-2.27112829779496650.40740740740762061501.463704656380984TP1+TP2+SL2021-07-05 16:45:00+00:0011.1225269957022631121.241792417829105True
132021-07-06 10:00:00+00:001EUR_CADSHORT1.462331.4633549527698771.4614351416903691.4606452361506151.459460377840984992900.374LONDON2.50.000789905539754000528.47421057859757544.250295610611751.46336351251128341.464917689070679-0.4984806953323151False-3.745367899325345e-0566.62425322039691-7.4351251128335070.447368421052585451011.463354952769877SL2021-07-06 10:15:00+00:00-10.249527698771299-1017.675984443527115False
142021-07-15 09:15:00+00:001EUR_CADLONG1.48234000000000021.481182515047991.48336245485602981.48423742476004961.4855498796160793870421.013LONDON2.50.000874969904019802924.4477153348630846.263581888620731.48195009055922471.4790732048805462.4460003455417656False-0.0002178022099251445848.8081096063943960.9990944077542530.5645161290323158931.48118251504799SL2021-07-15 10:00:00+00:00-11.574849520101793-1007.499220988501945False
152021-07-22 15:30:00+00:001EUR_CADSHORT1.48067999999999981.4822388253465161.47836352396045221.47662587326742021.4740193972278726639856.314OVERLAP2.50.001737650693031847523.8877326846470744.693557630897771.48239944715935561.4871936669118064-9.948834104480664False-0.00014891075937742612.444816393831593-14.2944715935566790.303278688524757261531.4779963481049876TP1+TP2+SL2021-07-22 21:30:00+00:0029.1120641855007141862.7537966217646360True
162021-07-23 16:15:00+00:001EUR_CADSHORT1.47909999999999991.48029438251565341.47778685245303981.4767180874217331.4751149398747727850692.13OVERLAP2.50.001068765031306803218.3545714664465547.097895347585021.47970151626885651.4822875590816789-3.6561668227919064False-0.0001144128712735675537.79432784172085-3.1151626885650430.36538461538454971641.4802943825156534SL2021-07-23 17:15:00+00:00-11.943825156535137-1016.051770444570560False
172021-08-03 16:15:00+00:001EUR_CADLONG1.488931.4875412492334181.49037625229974681.49153375383291121.493270006132658724313.732OVERLAP2.50.001157501533164509726.2881621553007749.8766996581528661.4877880462595061.4844531587945409-2.809217629957672False-0.00031469465025144620.7979869063575088.5195374049407140.31868131868122211611.487541249233418SL2021-08-03 18:15:00+00:00-13.887507665821806-1005.8912477834987120False
182021-08-06 16:00:00+00:001EUR_CADSHORT1.47689999999999991.47826713523210461.4754585943036861.47430432383947661.4725729181431626728408.072OVERLAP2.50.001154270464209373237.6096547980509848.563606524205731.47763786158996171.4803122526296912.110142017153205False0.0001627010975057695835.08204228782942-4.4786158996168450.30851063829778691641.4768999999999999TP1+SL2021-08-08 22:00:00+00:007.20702848156951524.96577066950773240True
192021-08-31 16:00:00+00:001EUR_CADLONG1.490921.48938902560304951.49255292319085121.4938348719847521.4957577951756034653885.523OVERLAP2.50.001281948793900894429.95673791397677451.1347085905356241.48975057414434551.4885770820638741.9838496004909167False-0.0001979290987530237810.8298732665737198.79425855654370.382113821138167331611.4893890256030495SL2021-08-31 17:30:00+00:00-15.309743969504906-1001.08198965665890False
202021-09-03 16:45:00+00:001EUR_CADSHORT1.48756999999999981.48890800213606261.48627599359181261.48521998931968781.4836359829115005740709.712OVERLAP2.50.00105600427212488616.63398740280280646.603568958118871.4888892497701851.4904446511303304-5.801145632202687False9.110739869651037e-0566.50583205132263-10.2924977018514770.8000000000001481641.4875699999999998TP1+SL2021-09-05 21:45:00+00:006.470032040936101479.24155567324883180True
212021-09-21 16:45:00+00:001EUR_CADLONG1.500661.4988520923611881.50276372291643551.50435953819405891.5067532611104943550837.653OVERLAP2.50.001595815277623572628.28518800784941350.7375925697156161.49985286136795161.49886409267250833.2268850443428754False-0.0003604827093529062449.0245769583004865.1713863204838620.37162162162161861611.50066TP1+SL2021-09-22 01:00:00+00:0010.518614582176733579.4048937701964495True
222021-10-05 16:30:00+00:001EUR_CADSHORT1.45858999999999981.46000198537062591.45719404388812231.45607007314687081.4543841170349932709396.613OVERLAP2.50.001123970741251678528.5936043157388849.2509621920134751.45996264039852951.4636587802199412-1.6471934350126283False0.000306518644400010284.9335033604358-10.8264039852956630.56249999999994221611.4600019853706259SL2021-10-05 18:15:00+00:00-14.119853706260344-1001.6576352917024105False
232021-10-06 15:00:00+00:001EUR_CADSHORT1.457281.45896473950031341.45533578149906041.4538463024984341.4516120839974944588602.014OVERLAP2.50.001489479000626391226.12798630853605548.056350480476181.45847696441063281.4608370994062514-5.245143468153302False0.0001836958928664745465.54237088183005-9.0696441063276010.61458333333315021521.4542556730322929TP1+TP2+SL2021-10-07 01:15:00+00:0026.0708389448092141534.5348205300984615True
242021-10-07 09:30:00+00:001EUR_CADSHORT1.45413999999999981.45507224735317141.45322325794048511.4524187632341421.45121202117462731080170.843LONDON2.50.000804494706343112326.99819037632588748.8003241707675241.45469571465201361.4575696629057409-8.273310341635476False1.3332064417577054e-0511.84284447721638-2.65714652013748780.4800000000000888931.4550722473531714SL2021-10-07 11:15:00+00:00-9.322473531716557-1006.9864065632041105False
252021-10-21 10:00:00+00:001EUR_CADSHORT1.435251.43621678945889531.4344696316233141.43375605270552331.43268568432883711031161.993LONDON2.50.000713578917790700919.9244983229180146.904794108100391.43570491295263541.4361848594184599-4.725722816762978False-6.282471214652223e-0522.352742388454157-1.64912952635321020.446153846153819871031.4362167894588953SL2021-10-21 10:45:00+00:00-9.667894588953896-996.916542345593145False
262021-11-01 10:15:00+00:001EUR_CADSHORT1.43130999999999991.43239264676724651.43030205969826031.42943676616376721.4281388258620276911606.084LONDON2.50.000865293534493119740.47027272162319646.495741679860821.43201915253320981.43473871225962-12.322661290598003False-0.000153044085070977820.397368683270575-4.19152533209787850.765957446808381001.4323926467672465SL2021-11-01 11:30:00+00:00-10.826467672466755-986.947375514414375False
272021-11-08 10:45:00+00:001EUR_CADLONG1.440351.43948907213095681.44114278360712981.44186463934521661.44294742295234651134912.623LONDON2.50.000721855738086647916.44385460594687554.250863920039851.43950189141217981.43872376859243741.1599804810935588False4.968790815964021e-0654.03308446786585.5810858782012750.37499999999975221001.4394890721309568SL2021-11-08 11:15:00+00:00-8.609278690432376-977.077903486877730False
282021-12-24 15:00:00+00:001EUR_CADSHORT1.45028999999999991.45178468144517941.44873595566446211.44750659277410351.4456625484385657647166.083OVERLAP2.50.001229362890358600119.13494296341250647.7674393774602141.45139255908471191.4527792800728263-3.986369377328991False6.684030677624783e-0548.90658856791794-8.1255908471189460.45454545454540871541.4502899999999999TP1+SL2021-12-24 18:00:00+00:007.7702216776887045502.8623903880822180True
292021-12-31 12:30:00+00:001EUR_CADSHORT1.441021.44210086403395741.43995740789812791.43905567983021321.437703087728341899591.182LONDON2.50.000901728067914788315.36628903452189849.956314739414991.4417449874745311.44526264445364360.5816319607832021False7.24884542140105e-0533.021758753387104-4.3498747453085680.333333333333068971241.4399697156879785TP1+TP2+SL2021-12-31 13:30:00+00:0013.3064896427637061197.040071939158260True
302021-12-31 16:30:00+00:001EUR_CADSHORT1.43861999999999981.44032978559484141.43624064321547571.43446107202579291.4317917152412685575689.813OVERLAP2.50.00177957118968283724.8922966150258646.7908194224417361.44052126513130441.4443728208670423-9.710528485140646False-0.0001029780888830095666.31517281780935-16.1126513130449570.50980392156869151641.4403297855948414SL2021-12-31 18:00:00+00:00-17.09785594841584-984.306144235088690False
312022-01-06 11:45:00+00:001EUR_CADLONG1.44577000000000021.44448783245997411.44716650262007751.4482908377001291.4499773403202063760012.294LONDON2.50.001124335080051540722.90557599333135452.506443889323561.44468325854984921.44134065282267951.218098620201502False-9.123545517146305e-0572.9189318529847.9674145015085070.437500000000057841131.4444878324599741SL2022-01-06 12:00:00+00:00-12.8216754002608-974.463088258887915False
322022-02-01 09:45:00+00:001EUR_CADLONG1.42722000000000021.4259534551144871.4285096346565391.42956272442756481.4311423590841037761693.075LONDON2.50.001053089771025931424.47070717032661651.959429211683651.4265824499969641.424673616519113210.307421113353588False6.638633568343372e-0584.487915166914043.47550003036101170.38000000000000445911.429344292032709TP1+TP2+SL2022-02-01 12:30:00+00:0017.72493063080561350.0956827715354165True
332022-02-03 11:15:00+00:001EUR_CADLONG1.433511.43243648236977371.43455055289067831.43543758815113051.436768141041809911228.093LONDON2.50.000887035260452267128.6867672732151349.2519919748623351.43314319931581811.4312483688484163-5.485750882039397False-9.461357750822317e-0543.981809591307220.7680068418181030.390243902438852651131.43351TP1+SL2022-02-03 12:30:00+00:005.2027644533914055474.090511558374575True
342022-02-28 08:15:00+00:001EUR_CADSHORT1.42659999999999991.42814327652664291.42478017042007181.42337361736678641.4212637877868584636930.784LONDON2.50.001406553053285422425.82981186216253647.153527760229681.42801926389216561.4320583034259429-5.9190132006770035False0.000104462450025692152.06891728589137-11.2926389216561060.3565891472867443801.4281432765266429SL2022-02-28 08:30:00+00:00-15.432765266429891-982.9603218704115False
352022-03-10 11:15:00+00:001EUR_CADLONG1.41678000000000021.41529522919496321.41863431241511021.42006385402518381.422208166440294655408.044LONDON2.50.001429541610073456516.8096135260755752.250445664305321.41618578232139841.4101704515048766.450296341700135False3.122983908368694e-0563.728387270588523.04217678601670370.4831460674156211131.4152952291949632SL2022-03-10 12:15:00+00:00-14.847708050369501-973.130723178489760False
362022-03-25 14:15:00+00:001EUR_CADSHORT1.378721.38001936486752851.37739190539741441.37631317566235721.3746950810597713741438.714OVERLAP2.50.001078729735057178226.87520085165379844.534356802900771.38005286828319741.3813022416603435-7.510082896799997False-7.149483913866574e-0675.97183126124007-10.428682831973290.344262295081674831441.3746950810597713TP32022-03-25 15:45:00+00:0021.9107839063130641624.550335458552190True
372022-04-26 16:30:00+00:001EUR_CADSHORT1.36293999999999981.36462050917440641.3610084724767811.35952745412796831.3573059266047494582945.294OVERLAP2.50.00148101834881266727.10999110353490246.122480712760021.36369068485768841.3651594390122908-4.394594032743893False-0.0003145827643989267434.924399487055176-4.6068485768846480.82089552238819821611.360051300028451TP1+TP2+SL2022-04-27 06:45:00+00:0025.6726751752860381496.5765075132922855True
382022-04-27 08:30:00+00:001EUR_CADSHORT1.360581.36195116824410741.35915649526767761.35801415877946271.3563006540471403725374.653LONDON2.50.001142336488214939518.9254887046799747.1808770265345741.3618636152458761.3637670762917342-3.877906977103329False0.00013833084419593446.6149694907682-9.936152458760450.3734939759036048821.3619511682441074SL2022-04-27 08:45:00+00:00-13.711682441075455-994.610685160625515False
392022-04-28 15:15:00+00:001EUR_CADSHORT1.349671.3516013497897541.34719595063073781.34535325105122961.3425892016819672509832.334OVERLAP2.50.001842699579508206124.28394463159271849.454422129036531.35043610280640981.3552186823808499-1.7728018549378888False-1.8344775855638632e-0563.85253974954352-4.7610280640975060.63265306122419851531.3453820037794313TP1+TP2+SL2022-04-28 18:15:00+00:0033.896486133758731728.1524504386905180True
402022-05-05 08:00:00+00:001EUR_CADSHORT1.350491.35173155692979871.3490353292106041.34787221535100681.3461275445616105807007.783LONDON2.50.00116311385959737127.321402411933648.99500485828871.35119831039793241.35141799116971880.5666666666659381False0.000114891072632648859.92671776254215-4.1831039793227550.3296703296703055831.3517315569297987SL2022-05-05 08:45:00+00:00-12.415569297987705-1001.946101660521745False
412022-05-26 11:30:00+00:001EUR_CADLONG1.37235000000000021.37121068984841821.37361793045474511.37465655075790851.3762144812126536870637.933LONDON2.50.001038620303163393836.5811008002091952.88378248793641.37113770985008051.36999885387141521.902260644777165False0.000137897769577874629.334078941236919.2229014991951350.33783783783786621131.3712106898484182SL2022-05-26 12:00:00+00:00-11.393101515819737-991.926632001315930False
422022-05-31 15:30:00+00:001EUR_CADSHORT1.35645999999999981.35833577178316921.35415268465049191.35242114108415311.3498238257346449523521.772OVERLAP2.50.00173154356633873932.6798639916898950.964796744665871.35809004591396661.36267608245985383.23087392690935False0.0004345725704855722393.2046655965753-13.4004591396674750.50476190476204171511.3583357717831692SL2022-06-01 06:45:00+00:00-18.757717831694443-982.0073640409237915False
432022-06-02 14:00:00+00:001EUR_CADSHORT1.35062999999999981.35196397930336131.34931806208991541.34825010348319241.3466481655731077728787.395OVERLAP2.50.001067958606723033325.86856489132238642.817156773864791.3514723660746331.3533856510741475-13.036255578195988False-0.0002003622129162112414.713305624508669-5.5236607463315930.3229166666667511431.3519639793033613SL2022-06-02 14:15:00+00:00-13.33979303361543-972.187294810877315False
442022-06-02 16:00:00+00:001EUR_CADSHORT1.350121.3515217473640591.3486347579078231.34745126317970491.3456760210875278686618.323OVERLAP2.50.00118349472811806322.3658060095505544.503427227854011.35123424253554211.3531737493231777-13.416861366915False-0.0002011092727875726633.86437589483565-8.2424253554203020.66666666666654921631.351521747364059SL2022-06-02 19:45:00+00:00-14.017473640590692-962.4654201746665225False
452022-06-14 16:00:00+00:001EUR_CADLONG1.34785000000000021.34613457895691551.34970626312925421.35113710521542371.3532833683446779555455.922OVERLAP2.50.001430842086169444335.38701620962605448.118350219883631.34739153321756571.3455025823559208-16.075359689047275False-0.0003535120676412414680.351999855998271.6846678243442880.62376237623778051611.3497261267056535TP1+TP2+SL2022-06-14 18:45:00+00:0022.8948847038472641271.709924646941165True
462022-06-17 16:45:00+00:001EUR_CADLONG1.36631000000000011.3648076884304141.36833693470875821.36988155784793021.3721984925566884642714.792OVERLAP2.50.001544623139172106515.78486480182140353.137877717773111.36475413295008161.3587462844854589.718375656371236False-0.0001010704492309045230.60693138279227212.6586704991837880.312499999999942161641.3675666125516233TP1+TP2+SL2022-06-17 18:00:00+00:0023.36257219082661501.547067948696275True
472022-06-20 13:15:00+00:001EUR_CADLONG1.36821000000000011.3671141570256111.36943752892316771.37044921487194631.371966743795114894811.93OVERLAP2.50.001011685948778473621.37516449493408652.5974581336339141.36738412393783371.36344903217452563.0100856088366434False-5.2579083750169844e-0569.041665815805255.3587606216631830.358024691358187151301.3682100000000001TP1+SL2022-06-20 15:00:00+00:006.1376446158378775549.2037440222662105True
482022-06-28 16:00:00+00:001EUR_CADSHORT1.35652999999999981.3580361092940491.3547616721178531.3533894535297551.3513311256476082654710.372OVERLAP2.50.001372218588097916942.366052918389255.600449809863361.35706890312182061.36077519548214211.112582142693839False0.000613682167550293182.54097022374008-2.4890312182068720.325000000000131851611.3543836944064678TP1+TP2+SL2022-06-28 18:00:00+00:0022.5558900085320851476.7575093165347120True
492022-06-29 08:30:00+00:001EUR_CADSHORT1.35277999999999991.3542182329550411.35130530113487721.35012883522479531.3483641363596726695876.83LONDON2.50.00117646591008185535.5006874789600649.161482439438731.35380513794972311.3574772782413680.04051352901601746False0.0002017837633769579852.71825396825437-7.3513794972313030.5684210526315593821.354218232955041SL2022-06-29 09:00:00+00:00-14.382329550410855-1000.832946408534630False
502022-06-30 09:45:00+00:001EUR_CADSHORT1.346321.34747971977204561.34478084068386351.34356140113977251.341732241823636854365.554LONDON2.50.001219439544091044522.74618536165282443.045115234516371.34763633023873041.3514166716843994-11.637055991777778False-0.0002758590601238807413.526231101097869-10.263302387303330.4062499999999024931.341732241823636TP32022-06-30 12:30:00+00:0025.1471095140927122148.4824050918055165True
512022-07-08 15:15:00+00:001EUR_CADSHORT1.317241.31930373123749271.3148488062875221.31306134381253671.3103801501000587490523.883OVERLAP2.50.001787462474985332416.94661904521100548.170280209493051.31820667410423691.322904654460875-1.4866245841127501False-0.0001066801564130070639.598885133133166-6.7667410423677410.61607142857129581541.3193037312374927SL2022-07-08 17:15:00+00:00-20.637312374927053-1012.3094538921233120False
522022-07-13 08:15:00+00:001EUR_CADSHORT1.30588999999999981.30727956558404171.30441130324787441.30323217207979061.301463475327665721222.784LONDON2.50.001179131168083709925.17681301613980350.897295860138791.3062199770283231.3086343779011658-1.7660606657221578False8.096633414497975e-0668.6374951491233-0.39977028323034960.3524590163935679821.3072795655840417SL2022-07-13 08:30:00+00:00-13.895655840419073-1002.186353515028115False
532022-07-13 15:45:00+00:001EUR_CADSHORT1.30561999999999981.30837208511962391.30209374464112831.29954957440188031.2957333190430087360513.742OVERLAP2.50.002544170239247821317.0908693934825148.609698062265891.30630669544956881.3080418284900688-1.9387216025656961False0.0001203636417312756235.57528014264136-3.9669544956888460.7647058823530011521.3056199999999998TP1+SL2022-07-14 07:30:00+00:0017.631276794357607635.6317538109072945True
542022-07-28 15:45:00+00:001EUR_CADSHORT1.304121.3059074830422961.30162755087311191.299772584788521.2969901356616318558618.342OVERLAP2.50.00185496608459207126.6756704309522251.8436986251476951.30455049082234581.306409881602997911.43868871282594False0.0004133964205865625520.78027986284916-1.40490822345684660.35772357723575031531.305907483042296SL2022-07-28 19:45:00+00:00-17.874830422961452-998.5208098656224240False
552022-08-16 13:30:00+00:001EUR_CADSHORT1.308731.31018466645045751.30723600064862771.30604666774771271.3042626683963403679561.693OVERLAP2.50.00118933290091496825.19696354653970653.291564668041721.30929941436769531.31170411142190529.38856472031624False0.00026157632366498186.18627749062682-2.79414367695185460.328571428571344751311.3101846664504575SL2022-08-16 14:15:00+00:00-14.546664504575533-988.535591459236245False
562022-08-16 16:00:00+00:001EUR_CADSHORT1.30883999999999981.31024585395183781.30734243814448651.30615073024081061.3043631683852972696125.112OVERLAP2.50.00119170790367569123.9899985296035949.695793342313041.3094349847443591.31151389876090324.789927756108092False0.0001203864418242357224.360160609231652-3.049847443590270.78181818181838741611.3062929279721076TP1+TP2+SL2022-08-16 21:30:00+00:0020.6497626109183341437.481826899941330True
572022-08-25 15:15:00+00:001EUR_CADSHORT1.289581.29100418181777781.2879974545466671.28674909091111171.2848765454577784697260.033OVERLAP2.50.00124836363555540113.79775645650493347.8744600812790961.29080035110939951.292515928175075-0.6686639481290335False0.000176837781028059645.210720452047816-9.3035110939942990.40963855421682231531.2910041818177778SL2022-08-26 01:00:00+00:00-14.241818177778143-993.0250569892133585False
582022-09-19 16:15:00+00:001EUR_CADLONG1.329591.32816587490458151.33111237528625531.3323206254770921.3341330007633474690314.933OVERLAP2.50.001208250190836878822.46271231695742550.913656005157941.3287973276052791.32556969204463431.1280653378209493False-9.850464858274124e-0540.3758357503002765.0267239472101540.50877192982442481601.3281658749045815SL2022-09-19 19:30:00+00:00-14.2412509541856-983.0948155551068195False
592022-09-26 08:15:00+00:001EUR_CADSHORT1.31426999999999981.31618333339922921.31202999980231241.3103433330038541.3078133328061667508674.474LONDON2.50.001686666798458326438.63562432384678451.4413261328986451.31470913880400261.3198206731504272-7.292655350994437False0.0002889403260493477444.57828174773065-1.49138804002690860.5054945054946637801.3161833333992292SL2022-09-26 08:30:00+00:00-19.13333399229389-973.263852786307715False
602022-10-12 16:30:00+00:001EUR_CADSHORT1.33771999999999981.33944893730869821.3356131880739051.33401531345650831.3316185015304134557296.83OVERLAP2.50.001597874617396633238.6316716625789649.348892177542491.33856508865116531.339131940221214-1.375372416838605False0.0001237845997458683659.0365427201527-5.55088651165380750.60256410256406251621.3394489373086982SL2022-10-12 18:45:00+00:00-17.28937308698386-963.5312295382229135False
612022-11-08 16:30:00+00:001EUR_CADLONG1.351491.35018975554500331.35291073336499011.35405122227498341.3557619556399736733628.134OVERLAP2.50.001140488909993410832.3343981672455359.709647233513261.3501400879736061.34787063549865814.507653099689044False0.000259269011305187571.0178085116726710.5991202639388330.311475409835922371611.3532255951389949TP1+TP2+SL2022-11-08 20:15:00+00:0018.2585239278898471339.4966765778083225True
622022-11-14 13:30:00+00:001EUR_CADLONG1.37065000000000011.3689945140040831.37259645798775141.37408742997958581.3763238879673372584294.215OVERLAP2.50.001490971991834312847.6944115594935754.921350737473751.3691472153161091.36511708193499985.953323404292998False0.0003052499531146534557.789676079498412.1278468389096620.51851851851864041301.368994514004083SL2022-11-14 14:15:00+00:00-16.554859959172497-967.290882150532545False
632022-12-19 08:45:00+00:001EUR_CADLONG1.45180000000000021.45060187256000181.45303438231999451.45405063719999061.4555750195199848799262.23LONDON2.50.001016254879996203423.8003546635140754.709221463015961.4506594180584781.4495805042561236-0.947895800318399False-6.364717194773416e-0529.9410567079507548.5058194152209940.31632653061221255801.4506018725600018SL2022-12-19 09:45:00+00:00-11.981274399983644-957.617973573460660False
642022-12-26 09:30:00+00:001EUR_CADSHORT1.44363999999999981.44454689442698331.44267931671905011.44184552786508371.4405948445841341045371.722LONDON2.50.000833788853966501331.55230900237893448.4143070485854641.44405114256357111.44468061121996243.2386822801222515False-0.0001368349499908578580.0378559414696-1.21142563571208230.3030303030303234901.4445468944269833SL2022-12-26 13:00:00+00:00-9.0689442698344-948.0417869940931210False
652022-12-27 11:45:00+00:001EUR_CADSHORT1.44193999999999981.4430391383688381.44079258489348661.4398343081558111.4383968930492974853906.483LONDON2.50.000958276737675596328.03251789629925745.6866215060710351.44296695629301071.4437308894834937-2.5115287658605823False2.246124445054752e-0541.48811708354298-7.3695629301084860.34883720930251171111.4383968930492974TP32022-12-27 13:00:00+00:0019.140364966537151634.408167449105375True
662023-01-02 09:30:00+00:001EUR_CADLONG1.44868000000000021.44696581508344261.45086255474967231.4525109245827871.4549834793324592557060.935LONDON2.50.001648369833114793722.00463355821890657.1797849707084961.44725937546773761.44572244540833959.78674864364315False0.0001554484107116883867.4746136470512411.3062453226242530.3809523809523407901.4469658150834426SL2023-01-02 09:45:00+00:00-17.141849165576147-954.905443809557515False
672023-01-02 11:00:00+00:001EUR_CADLONG1.449131.44730384395161881.45116846814514331.45272078024190551.455049248387049517675.583LONDON2.50.001552312096762259113.96209693993739857.545366652713991.44748706348812981.4458735153186769.010116366354737False0.0002398529451451015755.81114252701044613.5293651187007310.313253012048147651101.4473038439516188SL2023-01-02 15:45:00+00:00-18.26156048381211-945.3563915162516285False
682023-01-06 16:15:00+00:001EUR_CADSHORT1.427871.43009082068763061.42497753793710841.42285589656184721.4196734344989554421422.063OVERLAP2.50.002121641375261157729.34089559975010546.236838364267081.42925642650147161.4312771186246918-13.966299793326531False2.803463971660144e-0639.06741427839868-10.9642650147145910.53389830508468671641.4300908206876306SL2023-01-06 17:45:00+00:00-22.208206876306313-935.902829071917290False
692023-01-13 16:45:00+00:001EUR_CADLONG1.45027000000000021.448893884458651.45212834662405021.45356057770675041.4557089243308006673303.794OVERLAP2.50.001432231082700155529.98568688594179251.118282510446841.44949132510366471.4471771354304939.239737213073695False-9.396506856585709e-0517.532986872769994.886748963353060.345238095238262041641.4502700000000002TP1+SL2023-01-16 06:45:00+00:009.291733120250221625.61591255330013720True
702023-01-23 09:45:00+00:001EUR_CADLONG1.45711.45580412134703141.45844763595890581.4595393932648431.461177029223749719820.464LONDON2.50.001091757305937255629.3323111836578452.764588163544231.45610903169365381.45583372326550811.309817445444015False-0.000182522718875757980.954239029310617.0096830634613920.33333333333321585901.4558041213470314SL2023-01-23 10:30:00+00:00-12.958786529686517-932.799968084075245False
712023-02-08 11:00:00+00:001EUR_CADSHORT1.43672999999999981.43768712919861291.4359186124041611.4351843540069351.434082966411096964835.223LONDON2.50.000734258397226008417.66428511508704746.356295491959411.43743267253353621.4402588425867902-4.372419254223825False-4.753726177587725e-0529.95690108272095-4.1267253353627350.34782608695645881121.4367299999999998TP1+SL2023-02-08 12:00:00+00:004.056937979194375391.42766476823660True
722023-03-09 16:30:00+00:001EUR_CADLONG1.45671.45538868860920471.4580939341723861.45921655695397681.4609004911263628707220.462OVERLAP2.50.001122622781590700320.085908745233750.48844437676061.456302179198081.454158096125363-1.7014956473992982False-5.89887801584572e-0571.929060722162491.0782080192006660.31034482758631251631.4609004911263628TP32023-03-09 18:45:00+00:0022.920323976584721620.9722066069276135True
732023-04-13 09:30:00+00:001EUR_CADLONG1.47721.47599570788714881.4783028763385541.47923146056425651.4806243369028105783527.485LONDON2.50.00092858422570264127.59208053928069856.7641898296926751.47604337857569411.47399733408194944.991620092298366False0.0002585560649660163556.828419636766598.6662142430582460.3008130081301048931.4759957078871488SL2023-04-13 10:15:00+00:00-12.042921128512239-943.595964366195245False
742023-05-02 09:30:00+00:001EUR_CADSHORT1.486811.4880094197963521.48557174061094391.48455290101823971.4830246416291832778843.244LONDON2.50.001018839592704201827.24742180156835844.822326233398141.4878620904492861.4910548515089963-10.050285926868074False-8.4651792334903e-0537.67991036800792-7.62090449285990350.34285714285709756911.488009419796352SL2023-05-02 10:00:00+00:00-11.994197963520747-934.160000310990130False
752023-05-18 16:30:00+00:001EUR_CADSHORT1.45478999999999981.45599622517290571.45335132448128261.45219887413547081.4504701986167534766704.612OVERLAP2.50.001152450345811620830.68078342735101749.011251472917021.45609079662750361.45966103418703970.1616250961911092False0.0002878042546046004370.3742060933967-10.1079662750369610.44927536231898051631.4547899999999998TP1+SL2023-05-18 23:15:00+00:007.193377593586181551.5195762473231405True
762023-06-26 15:00:00+00:001EUR_CADSHORT1.43445999999999981.4358220790853651.43303376274390451.43188960457317421.4301733673170787683024.665OVERLAP2.50.001144158170730331528.82126006905919345.107273772995691.4354138645547671.4376483380232954-5.293023508430306False-0.0001694042958058543713.55257187439768-6.6386455476696860.38554216867486961501.4344599999999998TP1+SL2023-06-26 17:15:00+00:007.131186280476819487.07760846193446135True
772023-07-13 15:45:00+00:001EUR_CADLONG1.46962000000000011.4681472120731661.47110836378050161.47229393963416921.474072303414671634989.162OVERLAP2.50.001185575853667715423.93987156897546649.996819930793571.46894261771012521.4645904288301312-4.329539266147986False-0.000228359155718645771.769641023832163.8738228987478250.6774193548387791531.4696200000000001TP1+SL2023-07-13 21:00:00+00:007.441818902507168472.54743337751495315True
782023-07-18 10:00:00+00:001EUR_CADLONG1.484661.48354937783556441.48578186649330671.48672311082217771.4881349773154844846309.292LONDON2.50.000941244328871101333.53913532619855447.902172501069361.4842101299162931.481169982679434-0.6103875767737854False-0.000211022453649861357.309044782349041.59870083706881160.338983050847368351011.4852961635016302TP1+TP2+SL2023-07-18 11:30:00+00:0013.070991936325881106.210190522768290True
792023-08-07 16:30:00+00:001EUR_CADLONG1.47084000000000011.4699311045623731.47186668631288061.47274447718813441.4740611635010151046316.123OVERLAP2.50.000877790875253766128.79204056985600251.8386137821689841.47018020407476471.46753312032119885.758224897398634False-4.4967591154522935e-0516.1624721794231653.6979592523533890.394736842105463061601.469931104562373SL2023-08-07 21:15:00+00:00-9.088954376270664-950.991947783654285False
802023-08-10 16:15:00+00:001EUR_CADLONG1.476931.47558480261248381.47848559216254821.47971598693758041.4815615791001286699883.932OVERLAP2.50.00123039477503215523.69861473802897251.534343642677221.47586933475203951.4737512714870251-2.0155369991869954False-0.0001082308019554138542.22580618997937.7066524796043370.41304347826090631631.4755848026124838SL2023-08-10 17:30:00+00:00-13.451973875162615-941.482034200614175False
812023-08-17 08:15:00+00:001EUR_CADSHORT1.470611.47153788663402541.46988634009792381.4692105668298731.46819690692779651004505.484LONDON2.50.000675773268050895527.3844077008633546.654841426934441.47145125032990441.4719331890172898-2.700751225408471False4.09412229870748e-0531.438381220888754-5.5125032990432920.4242424242421082831.47061TP1+SL2023-08-17 11:30:00+00:003.618299510380618363.46016864586477195True
822023-08-17 16:30:00+00:001EUR_CADSHORT1.47089999999999991.47206616975530521.46970149073408461.46870915122347451.467220641957559802371.883OVERLAP2.50.00099233951061025726.06647960991720249.318227086259341.47131469795790171.4717296376032813-3.432203857796079False-0.0001253783132518117766.4312513793851-1.24697957901709340.493150684931311031631.4708999999999999TP1+SL2023-08-17 18:15:00+00:005.992546329576243480.82506644491895105True
832023-08-24 16:00:00+00:001EUR_CADSHORT1.46776999999999981.46916993902264741.46632018293205821.46516030488676391.4634204878188222671822.164OVERLAP2.50.0011598780452944622.5480999583089643.318154992437731.4691592993942591.4699974243157319-12.612069309363427False-0.000143456517696690725.7126574544064725-10.9929939425912340.3548387096775581631.465878779191137TP1+TP2+SL2023-08-25 02:45:00+00:0018.860612297141311267.0977292388038645True
842023-08-30 16:15:00+00:001EUR_CADLONG1.47816000000000011.47671658434188681.47980024697433991.48108707829056651.4830173252649061660364.92OVERLAP2.50.001286831316226556927.80470267341988650.8818089861225641.47680032752504231.4738330041043377-0.10762607004055624False-0.000360926635928022334.67958362810724510.6967247495770580.3913043478260311621.4767165843418868SL2023-08-31 07:00:00+00:00-14.434156581133452-953.1810367284534885False