Files
fx-quant/results/phase1/S4_EUR_GBP_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

42 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
22021-01-14 09:30:00+00:004EUR_GBPSHORT0.891210.89168070576105970.8908143141298010.89049647119470150.88986078532450262124469.433LONDON2.00.000635685870198925635.8684859945835960.833207733220850.89078777910652440.892728513241800814.535995748826691False0.0001369775778958435298.332013198983996.62220893475562460.571428571428647930.89121TP1+SL2021-01-14 10:00:00+00:001.9784293509944593420.3112675602469630True
32021-02-02 14:15:00+00:004EUR_GBPSHORT0.882410.88302149396798410.88204502010671930.8817425301600790.88113755026679821642212.623OVERLAP2.00.00060497989328074358.6894136802990966.7255475373760.88152281458499180.882623550932979616.199792102381537False0.0003442637325620873691.6930070198606711.271854150082250.081632653061307721410.8830214939679841SL2021-02-02 14:30:00+00:00-6.114939679841002-1004.203111277365515False
42021-02-10 14:15:00+00:004EUR_GBPSHORT0.875480.87595231006063810.875278966464540.87505844969680990.87461741616134982104890.764OVERLAP2.00.0004410335354600785320.21263402711953842.5286072797163750.87644039276578130.8770002563176148-3.3498365545570064False3.3692896861286126e-0513.843798172925398-7.2039276578128590.03999999999980461420.87548TP1+SL2021-02-10 14:45:00+00:001.0051676773004115211.5768156200297530True
52021-02-11 08:00:00+00:004EUR_GBPSHORT0.876390.87684060030607030.87629466564643230.87612699846964850.87579166411608082210999.053LONDON2.00.000335334353567681230.2243865390397364.210089285958650.87593823886974980.87648117812376762.20000000000109False9.302485752097527e-0574.486224028909066.917611302502680.8068181818181761830.8768406003060703SL2021-02-11 08:15:00+00:00-4.506003060702479-996.276848651027315False
62021-03-03 15:00:00+00:004EUR_GBPSHORT0.864980.86577062873197140.86438457089342820.86396685634014250.86313142723357071247505.994OVERLAP2.00.000835429106571703133.4269182278788359.134476683320560.864642690528770.86513393808863310.226577763381428False0.0001556659684322130487.251201157361855.7730947123002530.94531249999999121520.8657706287319714SL2021-03-03 15:15:00+00:00-7.906287319714433-986.314079000480115False
72021-03-04 10:15:00+00:004EUR_GBPSHORT0.86405999999999990.86465004274656890.86373319084477050.86344978626715570.86288297711192631654881.694LONDON2.00.000566809155229479524.30153693251605856.980715940846630.86414248377059970.86467464421537455.703724334747973False8.390681780060677e-0564.513457556935171.57516229400300740.61194029850727471030.8646500427465689SL2021-03-04 11:00:00+00:00-5.900427465689306-976.450937614233645False
82021-03-10 11:30:00+00:004EUR_GBPSHORT0.856870.85733738301805230.85651872327315930.85622308490973890.85563180818289822068296.013LONDON2.00.000591276726840758321.63902280337033460.094824337002020.85638675847566380.857325512724482810.467965101674803False0.0001302758107700402383.669331627758647.2324152433622670.65432098765428711120.8573373830180523SL2021-03-10 11:45:00+00:00-4.673830180522698-966.686431379267615False
92021-03-10 11:45:00+00:004EUR_GBPSHORT0.857090.857517355659620.85673881446793370.85644322170190050.8558520361698342239398.373LONDON2.00.00059118553206641724.3474521209838662.2487284040951250.85642374833936330.857325557373990411.935292449202217False0.0001631254079461794691.396107584044329.0625166063673660.35593220338991661120.85751735565962SL2021-03-10 12:00:00+00:00-4.273556596199324-957.019567563151415False
102021-03-18 13:30:00+00:004EUR_GBPSHORT0.85627999999999990.85675152364967330.85574825450108850.85536238175163280.85459063625272142009335.853OVERLAP2.00.000771745498911423631.90081002460050658.1492606999608340.8561553703972380.857056582185723711.088587089106428False0.00023121236838205165.533769063181083.64629602761956660.91666666666673091330.8567515236496733SL2021-03-18 13:45:00+00:00-4.715236496733999-947.449373411603215False
112021-03-18 13:45:00+00:004EUR_GBPSHORT0.85690.85750105767469680.85636980775101080.85598471162651620.8552145193775271560540.563OVERLAP2.00.000770192248989181133.6362670847962163.0143852736915950.85619398332283660.857057412213726416.281900879879796False0.000281614700400086684.390451832907439.4601667716343040.8266666666667221330.855214519377527TP32021-03-18 14:30:00+00:008.7677876103432481368.248818740611645True
122021-03-19 12:30:00+00:004EUR_GBPSHORT0.85556999999999990.85616301313034430.85523328956551930.85494493434827890.85436822391379821604782.964LONDON2.00.000576710434480710638.4186571633895958.235917776638920.85536187330256250.85615379387309529.371470557004713False0.000192422781796173972.071875704843984.4812669743743430.75999999999991711240.8561630131303443SL2021-03-19 12:45:00+00:00-5.93013130344322-951.657366632826915False
132021-04-21 12:30:00+00:004EUR_GBPSHORT0.862920.86341388619104040.86264704602986540.86239056904479820.86187761507466351907607.073LONDON2.00.000512953970134614834.4954736626542761.511354890693510.86263807542688650.863138889575781211.676659734106698False0.0001783567962732478282.893557422968575.219245731135080.56382978723404381220.8634138861910404SL2021-04-21 12:45:00+00:00-4.938861910404046-942.140789804046615False
142021-04-21 12:45:00+00:004EUR_GBPSHORT0.863350.86391875146310890.86306082845630350.86279624268445530.8622670711407591639941.952LONDON2.00.000529171543696425439.599778822999766.131417377956640.86267540580230280.863143378236718815.260437410579142False0.000222514657746887486.388439652592419.1459419769712720.56756756756756351220.8639187514631089SL2021-04-21 13:00:00+00:00-5.687514631089741-932.71938347628415False
152021-06-03 13:30:00+00:004EUR_GBPSHORT0.85978999999999990.86032194426901440.85945685243661830.85917027865492750.85859713109154581735881.454OVERLAP2.00.000573147563381685732.23525036686605554.651135782778680.86019390755451440.86115354818125816.404517550776534False0.0001417534427488042583.7301587301568-1.63907554514453050.47368421052626041330.8603219442690144SL2021-06-03 13:45:00+00:00-5.319442690144838-923.392189016052215False
162021-06-07 14:00:00+00:004EUR_GBPSHORT0.859440.85991316626290440.85916944579031860.85891416868547790.85840361447579641932002.224OVERLAP2.00.000510554209681433535.9803482777424557.0436817443125360.85936419398043840.8595217822566224.135391110253739False0.000136572092657901193.598497561195243.15806019561604150.142857142857142851400.8599131662629044SL2021-06-07 14:45:00+00:00-4.731662629043898-914.158270360384745False
172021-06-23 10:15:00+00:004EUR_GBPSHORT0.855460.85594882636917680.85510391210274420.85480586815411630.85420978025686051851407.253LONDON2.00.000596087897255813436.1142158669994656.86635650173820.85524072718852150.85605837819525129.74492155661033False0.0001782544317837889676.838810641625744.5927281147850610.98863636363641531020.855404892115491TP1+TP2+SL2021-06-23 11:00:00+00:003.8530507929482867713.356617268270745True
182021-06-23 11:00:00+00:004EUR_GBPSHORT0.855490.85611464851788680.85508117160704410.85475675741056610.85410792901761021460261.613LONDON2.00.000648828392955909331.30176926508434656.0200591945919940.85527196186234830.85604236925901428.642421614634133False0.000172404176771779969.546143274956144.5803813765166180.7590361445783391120.8541079290176102TP32021-06-23 12:00:00+00:007.008011697860361023.353044481640660True
192021-06-30 09:45:00+00:004EUR_GBPLONG0.85847000000000010.8578804590210790.85879513659640340.85907770489460510.85964284149100841564579.593LONDON2.00.000565136596403359342.0894672817236835.5379401548700140.859480004755220.8591424414665668-12.678434465894783False-0.0001495504922836482341.12044283260222-12.5000475521996890.8749999999999518920.857880459021079SL2021-06-30 10:15:00+00:00-5.895409789210548-922.383783088502730False
202021-07-07 14:30:00+00:004EUR_GBPSHORT0.856470.85709976957185860.8560774347604710.85576115214070660.85512858690117771449990.583OVERLAP2.00.000632565239528931733.0646152518159161.348607633948360.85589718093930320.856401966047925210.45047132312571False0.000217480379633082694.480758008926168.1281906069674560.75000000000003851420.85647TP1+SL2021-07-07 15:15:00+00:001.9628261976445405284.607949676180245True
212021-07-29 12:45:00+00:004EUR_GBPSHORT0.85134999999999990.85192194314683210.8510835228438930.85083028426583950.85032380710973271601568.323LONDON2.00.000506477156106932335.0147082123065761.843525370503550.85097410535902510.85180236205360028.134904700569656False6.730164941418523e-0570.76615998771656.15894640974890.7777777777776751230.8503238071097327TP32021-07-29 13:30:00+00:004.943918763550603791.802366835621845True
222021-08-05 13:30:00+00:004EUR_GBPSHORT0.85112999999999990.85173028646253980.85070237845820080.85036856768730130.84970094614550231539138.574OVERLAP2.00.000667621541799082920.10359462927627354.585654783193080.85125576395899630.85205521151976725.435953727821463False8.914589922854896e-0567.772298478708691.14236041003690230.7499999999998961330.8497009461455023TP32021-08-05 14:15:00+00:007.2805123560867331120.571737661466645True
232021-08-23 09:30:00+00:004EUR_GBPLONG0.858140.85767649339441980.85834502201860050.85856753302790080.85901255504650132017511.193LONDON2.00.0004450220186005274727.16588913357201640.4014900873035360.85835213163884770.856863340583746-7.789812763439041False-3.6986244608904124e-0517.052959108587345-4.5213163884771920.7021276595746239900.8576764933944198SL2021-08-23 10:00:00+00:00-4.63506605580255-935.12976339708130False
242021-08-30 12:30:00+00:004EUR_GBPLONG0.857220.85684656606377940.85729144645406890.85744716968110330.85775861613517222479095.73LONDON2.00.0003114464540689008626.38012436362447537.889762262565920.85736385830536180.8571667131100793-4.963330043543657False-6.625179530253592e-0514.77380952381173-3.8385830536180610.76000000000017761200.8577586161351722TP32021-08-30 13:00:00+00:002.115973583998953524.570101340539430True
252021-08-31 13:30:00+00:004EUR_GBPLONG0.85781000000000010.85738591614179020.85805027952736610.85829041929104910.85877069881841512195377.523OVERLAP2.00.0004802795273660220738.42432180235755437.385057102923160.85818675431608240.8576068475261452-11.403331658358384False-0.0001428081127965616324.507264494263648-6.1675431608232410.88636363636352171310.8578100000000001TP1+SL2021-08-31 14:15:00+00:001.2013976368302481263.752136447825145True
262021-09-13 14:15:00+00:004EUR_GBPSHORT0.853330.85379292414583960.85312691951386780.85290537927080160.85246229878466932016878.353OVERLAP2.00.000443080486132293141.3755653032573265.046171719792950.85268319143855730.853893783694029711.766294702115765False0.0002156102963807245589.052562834926358.8680856144274230.81481481481483011400.8537929241458396SL2021-09-13 14:30:00+00:00-4.6292414583959385-933.661687436119515False
272021-09-13 15:00:00+00:004EUR_GBPSHORT0.852630.85316274028732130.85239419904226220.85215629856339330.85168049760565551735038.814OVERLAP2.00.0004758009577378406634.6788844709648354.3672060326450650.85270014420965420.8538624404678163.956800206907918False0.0001558648186300329834.764272112558551.69855790345785350.30769230769232961500.8531627402873213SL2021-09-13 15:30:00+00:00-5.327402873213094-924.325074153022830False
282021-09-14 14:15:00+00:004EUR_GBPSHORT0.852270.8528395266536060.85201157782131320.85176236673196980.8512639445532831606740.994OVERLAP2.00.000498422178686790126.79203471636637756.103538230823420.85236578765423190.85318745871205595.591680965176815False9.818060605125338e-0585.047382937848351.44212345768113260.378378378378325661410.852839526653606SL2021-09-14 14:30:00+00:00-5.695266536059894-915.081819246274715False
292021-09-14 14:30:00+00:004EUR_GBPSHORT0.85320.85372198903549130.85290003654836220.85263005482254340.85209009137090561735536.463OVERLAP2.00.000539963451637731530.28391273703054465.771293869950070.85240791362857580.853189971560692214.309954812307124False0.0001780633918770807688.4829740417615110.3208637142415680.86111111111112251410.8532TP1+SL2021-09-14 15:00:00+00:001.4998172581887068260.2987534923734630True
302021-10-06 15:30:00+00:004EUR_GBPSHORT0.850970.85161188803877550.85050370653741490.85015055980612240.84944426634353741415408.823OVERLAP2.00.00070629346258505533.06081371926527654.7813713782159440.85086735873287180.85223959464182083.9749720024939705False0.000120072261973889854.472373188403823.42641267128240830.50877192982452041520.8516118880387755SL2021-10-06 17:00:00+00:00-6.418880387755176-908.533991535369890False
312021-10-08 16:00:00+00:004EUR_GBPSHORT0.848980.84944077531927740.84871741560240840.84846612340361270.84796353900602121952033.052OVERLAP2.00.000502584397591540518.83418649509079860.021145054141750.84875135381518420.84957998070459615.60459001303748False9.459610531437288e-0594.775286834706784.6864618481579080.52631578947371491640.8494407753192774SL2021-10-08 16:15:00+00:00-4.607753192774622-899.448651853908415False
322021-10-13 11:15:00+00:004EUR_GBPSHORT0.848750.84923414043126640.84847619856244520.84821929784366770.84770549640611281839247.682LONDON2.00.000513801437554893136.3346113967971461.0924268218107760.84832665296106250.848804693564565310.222058564973713False0.0001253310572666836282.271689497715666.6334703893755620.89999999999996291120.8492341404312664SL2021-10-13 12:00:00+00:00-4.8414043126643325-890.454165000986845False
332021-11-01 13:00:00+00:004EUR_GBPLONG0.845950.84533426442303540.84629578525654850.84658867788482280.84717446314137131431701.624OVERLAP2.00.00058578525654855342.01797649704858641.94798418476610.84591935652022440.8452637003507064-9.682915511125545False-0.0002403163887330429616.82282111947393-2.0935652022446850.487804878048972051300.8460308381163859TP1+TP2+SL2021-11-01 14:00:00+00:003.806636169982891544.996717131510160True
342021-11-03 11:30:00+00:004EUR_GBPLONG0.84998000000000010.84941895673014730.85024347756617570.85049521634926350.85099869391543931580982.52LONDON2.00.000503477566175664329.7165837110323539.3979127172308450.85024247347089610.8492648461190326-8.397912441129307False-8.313806061708662e-0526.451868693251715-5.0247347089604770.82499999999996881120.8494189567301473SL2021-11-03 11:45:00+00:00-5.610432698527346-886.99959137995115False
352021-11-03 11:45:00+00:004EUR_GBPLONG0.84886000000000010.84837403124942250.84917322916859170.84944984375288760.85000307292147931806967.23LONDON2.00.000553229168591694735.2651447848590227.908867021539010.85017884706027270.8492584297397389-18.54561671947641False-0.00018219130709472217.25646639440171-15.58847060272650.93333333333327161120.8483740312494225SL2021-11-03 12:00:00+00:00-4.859687505776034-878.129592518710315False
362021-11-10 14:15:00+00:004EUR_GBPLONG0.854740.85416657030746180.85511143230846080.85541714846269120.8560285807711521516050.374OVERLAP2.00.000611432308460777822.34538096761153340.534463851522560.85491800334884340.8547879923614911-6.589677352125678False-9.884229203063261e-0517.096576078610358-4.1800334884334320.75308641975310681420.85474TP1+SL2021-11-10 15:15:00+00:001.8571615423035315281.55504433590460True
372021-11-10 15:15:00+00:004EUR_GBPLONG0.854460.8539316716876150.85484776104128350.85516164156192530.85578940260320881650799.03OVERLAP2.00.000627761041283535624.3131438801068138.598011204359380.85488241219490980.8547838799703054-8.471811475423419False-0.000137216930696222228.131590160134454-6.6241219490981160.78823529411770091520.85446TP1+SL2021-11-10 16:00:00+00:001.9388052064173154320.057769594849845True
382021-11-19 08:45:00+00:004EUR_GBPSHORT0.84160.84211916795636740.84140944014544220.84119416021816320.84076360036360531686091.024LONDON2.00.000430559854557906854.69703163421084557.7157979474353550.84154188522497790.841773339998161610.0715211168656False-5.865670422872083e-0662.573339839849352.98114775022173540.8758620689655421840.8421191679563674SL2021-11-19 09:00:00+00:00-5.1916795636741675-875.364429102853315False
392021-12-14 12:45:00+00:004EUR_GBPLONG0.85359000000000010.85313778442867570.85389071857108090.85416107785662120.8547017964277021916366.522LONDON2.00.00054071857108079923.2205040034008739.2155180395887940.85406432229667160.8536993622644921-9.17544322609043False-0.000118728222437134425.386792222908546-7.1432229667156570.74576271186428561210.854701796427702TP32021-12-14 13:45:00+00:005.4404192806715171042.583736424137760True
402021-12-28 16:15:00+00:004EUR_GBPSHORT0.842290.84285996659618410.84203011134605280.84178016701907910.84128027836513191538750.914OVERLAP2.00.000499888653947263336.0368371857579759.693824008568130.84212345391563080.84332334827594626.121527282296757False0.0001285051000922373590.132496513249224.0654608436918590.82352941176483071610.84229TP1+SL2021-12-28 17:30:00+00:001.299443269736078199.9519513799765575True
412021-12-29 13:15:00+00:004EUR_GBPSHORT0.84112999999999990.84168119047048250.84089936509839160.84066404764758740.84019341274597911594795.64OVERLAP2.00.0004706349016083400618.294391687085652.001785627906010.84136524326916980.84228741367732043.0643947417452466False4.944492577049108e-0558.353413654617630.047567308301132980.59999999999966691320.8411225372365909TP1+TP2+SL2021-12-29 14:00:00+00:002.5659570920973924409.217708026571745True
422022-01-11 11:45:00+00:004EUR_GBPSHORT0.834330.83489225267986790.83406249106710740.8338087366006610.83330122766776841570696.53LONDON2.00.000507508932892676839.020148949946161.220598764104170.83387476929597320.834399371082646412.10143826656851False0.0001303200685057095888.815028498960676.9523070402688350.82828282828283281110.8348922526798679SL2022-01-11 12:00:00+00:00-5.622526798678695-883.128316384083215False
432022-01-12 13:45:00+00:004EUR_GBPSHORT0.833960.83445002695104280.83376657682985720.83354986524478580.8331164420746431784181.533OVERLAP2.00.0004334231701428146635.1688903574585261.9753560078640860.83359361103266470.83397487699255926.009740721781842False6.342445290158406e-0560.226682225754316.0638896733533620.59459459459476891320.83396TP1+SL2022-01-12 14:15:00+00:000.967115850714073172.5510238214286630True
442022-02-03 13:30:00+00:004EUR_GBPSHORT0.833710.83468014875475740.83271617081747550.83209925622621330.8308654270436888902977.554OVERLAP2.00.001233829182524473729.00162184344219459.162167023927280.83244569983737850.833145704978310821.918135457219545False0.000167206932695750276.4134936056011815.0430016262148580.88203753351206581330.8346801487547574SL2022-02-03 13:45:00+00:00-9.701487547574272-876.022545706412515False
452022-02-03 13:45:00+00:004EUR_GBPSHORT0.836610.83726035241513170.83548215861622720.83479823792434090.83343039654056821333526.713OVERLAP2.00.001367841383772721831.8497609430160468.193529340269380.83261841749081470.83318256363524346.13611724590849False0.00047932162361436581.6560601157730242.315825091853160.93890675241160271330.8372603524151317SL2022-02-03 14:00:00+00:00-6.503524151317829-867.262316491240815False
462022-02-07 16:00:00+00:004EUR_GBPLONG0.845680.84517769050386880.84608103165377040.84640154748065540.84704257913442581709284.224OVERLAP2.00.000641031653770347324.31861959263940443.6076390185027450.84574806706546880.8433853705700946-3.3907429678303735False-0.0001184668367062820644.953879544223135-3.08067065468820.412698412698460251600.8451776905038688SL2022-02-07 16:15:00+00:00-5.023094961311703-858.589695293160415False
472022-02-18 15:45:00+00:004EUR_GBPSHORT0.834660.83519866722314910.834371109256170.83410666388425490.83357777314042491577975.723OVERLAP2.00.000528890743830023625.47161694180407260.2088088116966840.83441530043800570.83538945473163616.420717484961758False5.703387312111754e-0556.311703860723024.8469956199426180.68382352941174071540.8335777731404249TP32022-02-18 16:00:00+00:005.268915785535122831.42211802991515True
482022-03-01 16:30:00+00:004EUR_GBPSHORT0.833770.83445978269794190.83314405767352730.83271108651029090.8318451441838181244331.044OVERLAP2.00.00086594232647277129.95205303168080555.364794626281260.83392502453595640.83516905552930993.633211424973748False0.0002348319004533185962.596318079197240.84975464043623990.51327433628317361610.8344597826979419SL2022-03-01 17:30:00+00:00-6.897826979418431-858.318021903979660False
492022-03-14 12:30:00+00:004EUR_GBPLONG0.838280.83774492252485010.83885692491716630.83926538737574940.84008231229291571588059.453LONDON2.00.000816924917166296840.4666395797961637.249698481233570.83917071242207290.838430122404067-20.652418127602434False-0.00029958243678358675.581290449712032-11.3071242207285480.82352941176466371200.8377449225248501SL2022-03-14 12:45:00+00:00-5.350774751499143-849.734840893961615False
502022-03-16 12:15:00+00:004EUR_GBPLONG0.840530.83981539119650790.84100536267830720.84136304401746080.84207840669576811177200.013LONDON2.00.000715362678307216719.01558787466668242.44366806482430.8408696761738240.8405181034225322-11.147517310065025False-0.000160043987303382489.120947201762277-5.7967617382403970.48148148148149671220.8398153911965079SL2022-03-16 12:30:00+00:00-7.14608803492056-841.237490616936515False
512022-03-16 12:30:00+00:004EUR_GBPLONG0.839970.83950464896818590.84044783677271380.84080675515907080.84152459193178461789670.723LONDON2.00.000717836772713846221.0833286590895338.18807356823350.84082498299053690.8405102615974324-15.954780133385915False-0.000217728470125937762.6168581289453754-10.9498299053689680.74666666666664491220.8395046489681859SL2022-03-16 12:45:00+00:00-4.653510318141096-832.825116159500515False
522022-04-07 12:00:00+00:004EUR_GBPSHORT0.83424999999999990.83469248130370650.83381506232097810.83347759348146720.83280265580244541863348.482LONDON2.00.000674937679021816942.0718184551351262.9056115247862950.8333789470885640.834419019040728516.391312741773632False0.000266847894708777786.8555252373499411.1105291143598350.84482758620700551230.8346924813037065SL2022-04-07 12:45:00+00:00-4.4248130370661-824.496864690130145False
532022-05-05 09:15:00+00:004EUR_GBPLONG0.843730.8432716812480780.84415106250640680.84448159375961020.8451426562660171780969.894LONDON2.00.000661062506406839926.0745456852697941.886148577001020.843748399476520.8423173333179083-12.16390531324163False-0.000260242318772509415.374410001272116-2.5839947652006590.8700000000000366930.843271681248078SL2022-05-05 09:30:00+00:00-4.583187519219267-816.251897195331115False
542022-05-09 08:15:00+00:004EUR_GBPLONG0.854650.85419929909497490.85511233635008340.85546350452512510.85616584087520851792961.513LONDON2.00.000702336350083404135.7044396225060239.738439392561730.85526340021044230.8525937057828059-9.855774207313539False-0.0001239002511892794815.456238361267829-8.5340021044233440.8518518518518757800.8561658408752085TP32022-05-09 08:45:00+00:007.7838770762093121395.619199621463430True
552022-05-10 10:15:00+00:004EUR_GBPLONG0.854830.85422347611572580.85534507961424740.85572261942137120.85647769903561871355339.153LONDON2.00.00075507961424748625.62308669316584237.479792175606640.85584634575320010.8545443128705332-17.58810429462576False-0.0001768819833282348514.743021650333882-12.5634575320010540.60162601626024551010.8542234761157258SL2022-05-10 10:30:00+00:00-6.065238842741793-822.045565766864615False
562022-05-10 10:30:00+00:004EUR_GBPLONG0.853790.85325522782174530.85433257392751560.85472386089127330.85550643481878891521816.482LONDON2.00.000782573927515524830.91895743719557631.5132000886785020.85575629297856480.85453441921013-25.798135904165907False-0.00029944762932878055.982677685907223-22.062929785647830.92982456140344041010.8555064348187889TP32022-05-10 11:30:00+00:008.9473219489750731361.618199381598560True
572022-06-28 13:15:00+00:004EUR_GBPLONG0.862040.86152831167916590.86253896106944690.86290844160417050.86364740267361741617080.672OVERLAP2.00.000738961069446944134.01413346758097638.874334074026860.86265466170126830.8614072518387135-11.722842346210127False-0.0002316890405395824415.970750475843666-8.5466170126824450.376811594202970831310.8615283116791659SL2022-06-28 13:30:00+00:00-5.116883208341471-827.441292685657615False
582022-06-29 15:15:00+00:004EUR_GBPLONG0.86391000000000010.86309542049706570.8645852650097810.86504289751467140.86595816252445231005631.593OVERLAP2.00.000915265009780902226.09405798831789345.2251867082013350.86386949332631150.862677723337651-7.307005599517247False-0.000246653455412975115.94397363465176-1.99493326311417360.35593220338972851520.8630954204970657SL2022-06-29 15:30:00+00:00-8.145795029343983-819.166880717328615False
592022-06-29 15:30:00+00:004EUR_GBPLONG0.86330000000000010.8627885333187040.86396488893765380.86441733340648060.86532222234413431585587.573OVERLAP2.00.000904888937653690429.45471146151873441.338861251009550.86383774848998550.862681527085535-13.14261621501056False-0.000295456411669729166.527777777779238-7.7774848998546360.79220779220785591520.862788533318704SL2022-06-29 15:45:00+00:00-5.114666812960911-810.975212332233615False
602022-06-29 15:45:00+00:004EUR_GBPLONG0.862150.86149728093879650.86285239687067840.86332359530601750.8642659921766961230032.22OVERLAP2.00.000942396870678429834.8189696213610835.197997715662950.86376215050998610.8626738501991119-24.122858631565602False-0.00038687828251200725.8157524613230125-18.5215050998610560.8111888111888221520.8614972809387965SL2022-06-29 16:30:00+00:00-6.52719061203455-802.865462834020445False
612022-07-21 16:00:00+00:004EUR_GBPLONG0.852140.85121375882393910.85298747058686930.8535312058803040.8546186764671733858131.583OVERLAP2.00.00108747058686932424.9287161223395840.055977162183540.85304440530495150.8518013102502942-22.110603438312282False-0.000380781039535048978.699928424064838-11.4440530495152350.267326732673271671630.8512137588239391SL2022-07-21 17:15:00+00:00-9.262411760608824-794.836803874183175False
622022-08-03 08:30:00+00:004EUR_GBPSHORT0.836190.83668291271875460.83578695760415110.83546543640622670.83482239401037781596405.224LONDON2.00.000643042395848870954.6842439094566859.1340888474000440.83576559210537380.836767680980176414.19298659843804False-5.350808079049118e-0658.986568986571316.6440789462618440.9605263157895063820.8366829127187546SL2022-08-03 08:45:00+00:00-4.929127187546234-786.888437224272715False
632022-08-10 13:00:00+00:004EUR_GBPLONG0.844410.84370100820155250.84489997266149160.84526495899223750.84599493165372921098770.93OVERLAP2.00.000729972661491702541.3581485165231136.225519382928620.84546867939304390.8446419955484541-12.085430800063968False-0.0002070284487985056818.073997253230726-12.9867939304395550.65384615384614151320.8447712480622852TP1+TP2+SL2022-08-10 13:45:00+00:005.737236408741241630.390841234538145True
642022-08-12 14:15:00+00:004EUR_GBPLONG0.847050.84656666272561860.8474544575812710.84777668637190650.84842114395317751624793.924OVERLAP2.00.000644457581271028825.1541571418865545.309404827272220.84686946466001870.8456709469310875-6.286580164480693False-0.000163300680030786917.848717030672187-0.59464660018715420.55421686746990051440.8465666627256186SL2022-08-12 14:30:00+00:00-4.833372743813236-785.323464724146215False
652022-08-12 14:30:00+00:004EUR_GBPLONG0.846580.84603654395950310.84698485346832310.84730728020248460.84795213367080771430603.714OVERLAP2.00.00064485346832309327.96477623804305840.906051711143740.8468487013400180.8456776041755544-10.425143790767644False-0.0002057417154123442817.563221306275786-5.087013400180140.70769230769241021440.8460365439595031SL2022-08-12 14:45:00+00:00-5.434560404968813-777.470227756748715False
662022-08-12 14:45:00+00:004EUR_GBPLONG0.845630.84502357653382430.84607807822058570.84642211733087860.84711019555146431269237.73OVERLAP2.00.000688078220585727432.97232692719284633.763504693408950.84679149736589960.8456747424424643-19.01950808746False-0.00028453007236539226.022423365476495-14.0149736589967320.76000000000002131440.8450235765338243SL2022-08-12 16:15:00+00:00-6.064234661756761-769.69552543484390False
672022-09-12 10:45:00+00:004EUR_GBPLONG0.867940.86743123944824290.86849586850585740.8688938027587860.86968967126464341497754.823LONDON2.00.000795868505857342940.2614352607420135.708222631300120.86888466417631790.8678715600404303-23.069807658145923False-0.000440231280551385379.151899525161843-11.8466417631790670.6574074074074151000.8674312394482429SL2022-09-12 11:00:00+00:00-5.087605517571925-761.998568620194515False
682022-09-12 11:15:00+00:004EUR_GBPLONG0.8680.86733973197322970.86852756008923420.86891134013385120.86967890022308541142533.872LONDON2.00.000767560089234139645.26587839408135536.982608527135340.86880383648109940.8678708286715944-19.850322078341918False-0.0004309669412259155320.345208505935556-10.4383648109940270.340425531914938851100.8673397319732297SL2022-09-12 11:30:00+00:00-6.602680267703275-754.37858386316615False
692022-09-12 11:30:00+00:004EUR_GBPLONG0.867590.86693775111799910.8681241629400030.86851124441000460.86928540735000781145015.072LONDON2.00.000774162940003127648.0818508932450634.295173668216380.86874682328576220.8678656462967527-22.59346622785929False-0.0004299828497982779523.567509474515248-13.9682328576229420.46511627906986051100.8679106452200994TP1+TP2+SL2022-09-12 12:15:00+00:006.07583837022818695.692649679550645True
702022-10-17 10:30:00+00:004EUR_GBPSHORT0.865440.86607850145518510.86445166181604980.86383749272407460.86260915454012441180563.834LONDON2.00.001228338183950228125.7982329114441752.608227719564630.86584233389020690.867758458954175610.210401579319184False9.626138383139315e-0568.02717639304458-1.62333890206922680.74820143884894911000.8626091545401244TP32022-10-17 11:15:00+00:0015.410903667278041819.35554572028145True
712022-11-22 16:30:00+00:004EUR_GBPSHORT0.865630.86627288846320330.86516037178932270.8648055576839840.86409592947330671200807.494OVERLAP2.00.000709628210677313134.0114566726327158.6018415563030640.86535576453984650.86723858169809444.5561784414427375False0.0002458129570289612787.064676616918235.1423546015350040.363636363636394231610.86563TP1+SL2022-11-22 17:15:00+00:002.3481410533865428281.966536448305145True
722022-11-25 15:15:00+00:004EUR_GBPSHORT0.860250.86077632193019460.85970226023268450.85930839034902680.85852065058171131472112.224OVERLAP2.00.000787739767315450829.91228083013917459.7722876589237160.85952545767744730.86091307497046198.974820549066953False0.0001495285760284977581.735228876789729.6454232255271940.8347107438016621540.8607763219301946SL2022-11-25 15:45:00+00:00-5.263219301946399-774.804945093516330False
732022-12-19 09:00:00+00:004EUR_GBPLONG0.870630.8700043947947530.87104201735082320.87136802602623490.87202004337705821226103.764LONDON2.00.0006520173508232634.09350151748349640.488514694386240.87122573749149070.8694992454391297-9.232764937399107False-0.0001383152652548240428.726349185081762-8.3573749149068450.7677419354838613900.870004394794753SL2022-12-19 09:15:00+00:00-6.256052052470151-767.05689442893715False
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752023-01-02 15:15:00+00:004EUR_GBPLONG0.88523000000000010.88472030499329960.88562231668900140.88593847503350210.88657079172250351474984.954OVERLAP2.00.000632316689001368134.06724880012349438.567478491027450.88561119459395530.8848949951370527-8.102330406691838False-0.0001798674080337527619.3965756465758-6.2119459395526540.79999999999989761500.8847203049932996SL2023-01-02 15:45:00+00:00-5.096950067005058-751.792463973395130False
762023-02-14 14:15:00+00:004EUR_GBPSHORT0.88330.88398517597615220.8826894134128260.8822641201192390.88141353353206511086253.123OVERLAP2.00.000850586587173970739.3955943754482661.668821446638270.88254790460623090.884032324839697415.84230623830285False0.0002363645127262842681.54774080521539.920953937690990.76351351351347041410.8814135335320651TP32023-02-14 15:00:00+00:009.9335055140222771079.030135714390645True
772023-03-17 15:45:00+00:004EUR_GBPSHORT0.876660.87716729095726440.87610903014245170.87571354521367760.87492257535612931488425.593OVERLAP2.00.000790969857548287533.03203651711509560.4620478366113260.87598508668440190.87728204884409399.251574382067584False0.0001743441059111591393.620879668999149.1491331559812040.85820895522386391540.8771672909572644SL2023-03-17 16:00:00+00:00-5.072909572644279-755.06484236797115False
782023-03-20 10:30:00+00:004EUR_GBPSHORT0.876310.8769660718304830.875863093898390.8755196408475850.8748327347459751139378.582LONDON2.00.000686906101610000450.31507688717011563.897734370385630.87537175093098380.876390435657425821.29601913560708False0.0003224800329228870691.0314204284121611.7824906901620170.5857142857142881000.874832734745975TP32023-03-20 10:45:00+00:007.560138473345134861.385983836334815True
792023-04-03 16:15:00+00:004EUR_GBPSHORT0.878490.8791423621321410.87808879289286330.87776818933929510.87712698223215851159061.843OVERLAP2.00.00064120710713662318.7767838127044352.8440850575559860.8786084049604190.87918903556798462.192614958498318False9.885915626704219e-0563.094867379114571.2159503958097950.375000000000043351600.87849TP1+SL2023-04-03 18:15:00+00:002.006035535683237232.51192390943987120True
802023-04-06 09:45:00+00:004EUR_GBPSHORT0.87520999999999990.8756948933112810.87493368896239630.87467553344359460.8741592224059911564165.054LONDON2.00.000516311037603591437.137475719199557.990384166229810.87501694284097520.8760028026390169.19862995281795False4.3753608024713503e-0572.911317400751984.3305715902475230.8217821782178555930.8752099999999999TP1+SL2023-04-06 10:15:00+00:001.3815551880180799216.0980339744059230True
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822023-04-25 16:15:00+00:004EUR_GBPLONG0.884830.8843977432535550.88513085582148320.88540128373222480.8859421395537081763323.072OVERLAP2.00.00054085582148322235.2180621556276637.464485568848430.88539465884918070.8845153162536894-10.550588578697173False-0.0002051442033856116210.459795979596347-8.0465884918068390.87804878048782461610.884397743253555SL2023-04-25 17:15:00+00:00-4.322567464449811-762.208293169575860False
832023-04-27 11:00:00+00:004EUR_GBPLONG0.885590.88518155855731140.88584480480896170.88609220721344250.88658701202240421847477.13LONDON2.00.000494804808961704527.48827530425018839.914385501176380.88599257284501460.8853288801652665-9.974562568275669False-9.043087716390506e-0517.966446960310897-6.4257284501467730.96078431372545181130.8851815585573114SL2023-04-27 11:15:00+00:00-4.084414426885896-754.586212058131815False
842023-05-10 13:00:00+00:004EUR_GBPSHORT0.86832999999999990.86882553368149010.86805155439503320.867792331592550.86727388598758331507547.074OVERLAP2.00.00051844560496668436.3931539047387853.763536503137820.86845866139434840.87003040457518395.609988897752327False3.2939355891067434e-0573.733184102530471.1133860565160080.84057971014484121320.8688255336814901SL2023-05-10 13:15:00+00:00-4.9553368149013455-747.040349616765615False
852023-05-11 13:00:00+00:004EUR_GBPSHORT0.86949999999999990.8702367693845470.86895076871817670.86855615307726510.86776692179544181003801.144OVERLAP2.00.000789231281823245125.53039582820547459.623663621149730.8687912539977040.86950028553693314.835018917751519False0.0001668492392409646670.602177486727169.487460022959970.8560606060605871330.870236769384547SL2023-05-11 13:15:00+00:00-7.367693845470313-739.569948125408515False
862023-05-11 13:15:00+00:004EUR_GBPSHORT0.870130.87076085728565070.86956714238116410.86916571357174620.86836285595291031160602.033OVERLAP2.00.000802857618835869229.73461906121844663.28639894622680.86885316560563710.869508939412187419.986135411207417False0.000268661407996645985.3083256006220315.1683439436289810.64285714285717521330.8707608572856507SL2023-05-11 13:45:00+00:00-6.3085728565071-732.174246366503930False
872023-05-25 12:45:00+00:004EUR_GBPSHORT0.868240.86863655947147080.86799146842843060.86774720264264590.86725867107107651827853.214LONDON2.00.000488531571569427626.96370973005270257.3531559476981060.86837298412455820.86874273149814829.17536626626303False0.0001814349507089400873.241602067186881.07015875441818230.96363636363652521230.8678694481407919TP1+TP2+SL2023-05-25 13:30:00+00:003.4621536483256943632.830865960533245True
882023-05-25 13:30:00+00:004EUR_GBPSHORT0.868290.86877570341064920.8679776552978360.8677014829467540.867149138244591505405.964OVERLAP2.00.000552344702164010524.1602852130538956.221148208749450.86834165704947690.86872348377190018.711724919610031False0.0001638515857834638561.759325538855481.88342950523168180.88775510204087181330.8687757034106492SL2023-05-25 13:45:00+00:00-4.857034106492408-731.180809183694615False
892023-06-07 16:30:00+00:004EUR_GBPSHORT0.859830.86030815289874210.85957615700419330.85932923550628990.85883539251048321513886.053OVERLAP2.00.00049384299580670629.85933388500222657.223198059367760.85983370997593940.860501704776024.974679115848923False0.0001211383501279827585.997375810859472.3629002406055920.75000000000012611620.8603081528987421SL2023-06-07 17:30:00+00:00-4.781528987420902-723.86900317271360False
902023-07-28 13:30:00+00:004EUR_GBPSHORT0.85620.85670620541143650.85581931529521160.85550897294281740.85488828823802891415690.744OVERLAP2.00.000620684704788428726.49782544294773654.41180600060840.85657324537531640.85740505919048576.1532154828281005False0.0001401812869111661264.80186480186553-1.33245375316448640.84070796460180211340.8567062054114365SL2023-07-28 13:45:00+00:00-5.062054114365332-716.630313508590215False
912023-07-28 13:45:00+00:004EUR_GBPSHORT0.856660.85712961931061970.85626793563126790.85595190344690190.85531983907816971510721.544OVERLAP2.00.000632064368732112529.28587770543038759.518427767997560.85658605928216680.857400033725903810.236213123269167False0.0002036627799012159475.663064985099923.13940717833194330.57692307692301131340.8571296193106197SL2023-07-28 14:00:00+00:00-4.6961931061972875-709.464008153175115False
922023-07-28 14:15:00+00:004EUR_GBPSHORT0.85717999999999990.85765469216068730.85677102613104220.85644653919656330.85579756532760551479631.283OVERLAP2.00.000648973868957788536.80887173861068464.621279686066230.856635489556510.857396587103772614.026428503094435False0.000285924146092299590.728634509078827.8451044348992750.59677419354840161440.8576546921606873SL2023-07-28 14:45:00+00:00-4.746921606874066-702.369369323873130False
932023-07-31 08:00:00+00:004EUR_GBPSHORT0.85749999999999990.85790247205255730.85736509315814240.85717763973721360.8568027328953561727686.863LONDON2.00.000374906841857554239.62343522287040565.978873521242750.85696225381089840.85723709473345732.266666666665973False0.0001085313526182517674.107142857137497.7774618910153580.8205128205127841800.8579024720525573SL2023-07-31 08:15:00+00:00-4.0247205255738985-695.34567672063215False
942023-08-01 10:45:00+00:004EUR_GBPSHORT0.857640.85806120925295580.85734263582348060.85707395373522080.85653658955870141634323.592LONDON2.00.000537364176519435830.08180134279152265.866468660845040.85654430596285380.856946724380632516.71215301003448False0.0002094292633451299897.3798054227564913.3569403714617340.93939393939387831010.8580612092529558SL2023-08-01 11:00:00+00:00-4.212092529558564-688.392218432033515False
952023-08-03 14:15:00+00:004EUR_GBPLONG0.861360.8605534388025380.86197520399153980.86240280598730970.8632580099788495844955.472OVERLAP2.00.000855203991539817537.2189679826717238.052125618935370.86193508353318270.8603582217347769-17.777751828276234False-0.000362275492245655879.689802200415889-8.1508353318271440.69811320754709471430.860553438802538SL2023-08-03 21:00:00+00:00-8.0656119746203-681.5082956852924405False