mirror of
https://github.com/BrentNeale1/fx-quant.git
synced 2026-08-21 14:08:06 +00:00
- 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>
96 lines
42 KiB
CSV
96 lines
42 KiB
CSV
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,exit_price,exit_reason,exit_time,pnl_pips,pnl_dollars,hold_time_minutes,win
|
|
2021-01-14 09:30:00+00:00,4,EUR_GBP,SHORT,0.89121,0.8916807057610597,0.890814314129801,0.8904964711947015,0.8898607853245026,2124469.43,3,LONDON,2.0,0.0006356858701989256,35.86848599458359,60.83320773322085,0.8907877791065244,0.8927285132418008,14.535995748826691,False,0.00013697757789584352,98.33201319898399,6.6222089347556246,0.571428571428647,9,3,0.89121,TP1+SL,2021-01-14 10:00:00+00:00,1.9784293509944593,420.31126756024696,30,True
|
|
2021-02-02 14:15:00+00:00,4,EUR_GBP,SHORT,0.88241,0.8830214939679841,0.8820450201067193,0.881742530160079,0.8811375502667982,1642212.62,3,OVERLAP,2.0,0.000604979893280743,58.68941368029909,66.725547537376,0.8815228145849918,0.8826235509329796,16.199792102381537,False,0.00034426373256208736,91.69300701986067,11.27185415008225,0.08163265306130772,14,1,0.8830214939679841,SL,2021-02-02 14:30:00+00:00,-6.114939679841002,-1004.2031112773655,15,False
|
|
2021-02-10 14:15:00+00:00,4,EUR_GBP,SHORT,0.87548,0.8759523100606381,0.87527896646454,0.8750584496968099,0.8746174161613498,2104890.76,4,OVERLAP,2.0,0.00044103353546007853,20.212634027119538,42.528607279716375,0.8764403927657813,0.8770002563176148,-3.3498365545570064,False,3.3692896861286126e-05,13.843798172925398,-7.203927657812859,0.0399999999998046,14,2,0.87548,TP1+SL,2021-02-10 14:45:00+00:00,1.0051676773004115,211.57681562002975,30,True
|
|
2021-02-11 08:00:00+00:00,4,EUR_GBP,SHORT,0.87639,0.8768406003060703,0.8762946656464323,0.8761269984696485,0.8757916641160808,2210999.05,3,LONDON,2.0,0.0003353343535676812,30.22438653903973,64.21008928595865,0.8759382388697498,0.8764811781237676,2.20000000000109,False,9.302485752097527e-05,74.48622402890906,6.91761130250268,0.8068181818181761,8,3,0.8768406003060703,SL,2021-02-11 08:15:00+00:00,-4.506003060702479,-996.2768486510273,15,False
|
|
2021-03-03 15:00:00+00:00,4,EUR_GBP,SHORT,0.86498,0.8657706287319714,0.8643845708934282,0.8639668563401425,0.8631314272335707,1247505.99,4,OVERLAP,2.0,0.0008354291065717031,33.42691822787883,59.13447668332056,0.86464269052877,0.865133938088633,10.226577763381428,False,0.00015566596843221304,87.25120115736185,5.773094712300253,0.9453124999999912,15,2,0.8657706287319714,SL,2021-03-03 15:15:00+00:00,-7.906287319714433,-986.3140790004801,15,False
|
|
2021-03-04 10:15:00+00:00,4,EUR_GBP,SHORT,0.8640599999999999,0.8646500427465689,0.8637331908447705,0.8634497862671557,0.8628829771119263,1654881.69,4,LONDON,2.0,0.0005668091552294795,24.301536932516058,56.98071594084663,0.8641424837705997,0.8646746442153745,5.703724334747973,False,8.390681780060677e-05,64.51345755693517,1.5751622940030074,0.6119402985072747,10,3,0.8646500427465689,SL,2021-03-04 11:00:00+00:00,-5.900427465689306,-976.4509376142336,45,False
|
|
2021-03-10 11:30:00+00:00,4,EUR_GBP,SHORT,0.85687,0.8573373830180523,0.8565187232731593,0.8562230849097389,0.8556318081828982,2068296.01,3,LONDON,2.0,0.0005912767268407583,21.639022803370334,60.09482433700202,0.8563867584756638,0.8573255127244828,10.467965101674803,False,0.00013027581077004023,83.66933162775864,7.232415243362267,0.6543209876542871,11,2,0.8573373830180523,SL,2021-03-10 11:45:00+00:00,-4.673830180522698,-966.6864313792676,15,False
|
|
2021-03-10 11:45:00+00:00,4,EUR_GBP,SHORT,0.85709,0.85751735565962,0.8567388144679337,0.8564432217019005,0.855852036169834,2239398.37,3,LONDON,2.0,0.000591185532066417,24.34745212098386,62.248728404095125,0.8564237483393633,0.8573255573739904,11.935292449202217,False,0.00016312540794617946,91.39610758404432,9.062516606367366,0.3559322033899166,11,2,0.85751735565962,SL,2021-03-10 12:00:00+00:00,-4.273556596199324,-957.0195675631514,15,False
|
|
2021-03-18 13:30:00+00:00,4,EUR_GBP,SHORT,0.8562799999999999,0.8567515236496733,0.8557482545010885,0.8553623817516328,0.8545906362527214,2009335.85,3,OVERLAP,2.0,0.0007717454989114236,31.900810024600506,58.149260699960834,0.856155370397238,0.8570565821857237,11.088587089106428,False,0.000231212368382051,65.53376906318108,3.6462960276195666,0.9166666666667309,13,3,0.8567515236496733,SL,2021-03-18 13:45:00+00:00,-4.715236496733999,-947.4493734116032,15,False
|
|
2021-03-18 13:45:00+00:00,4,EUR_GBP,SHORT,0.8569,0.8575010576746968,0.8563698077510108,0.8559847116265162,0.855214519377527,1560540.56,3,OVERLAP,2.0,0.0007701922489891811,33.63626708479621,63.014385273691595,0.8561939833228366,0.8570574122137264,16.281900879879796,False,0.0002816147004000866,84.39045183290743,9.460166771634304,0.826666666666722,13,3,0.855214519377527,TP3,2021-03-18 14:30:00+00:00,8.767787610343248,1368.2488187406116,45,True
|
|
2021-03-19 12:30:00+00:00,4,EUR_GBP,SHORT,0.8555699999999999,0.8561630131303443,0.8552332895655193,0.8549449343482789,0.8543682239137982,1604782.96,4,LONDON,2.0,0.0005767104344807106,38.41865716338959,58.23591777663892,0.8553618733025625,0.8561537938730952,9.371470557004713,False,0.0001924227817961739,72.07187570484398,4.481266974374343,0.7599999999999171,12,4,0.8561630131303443,SL,2021-03-19 12:45:00+00:00,-5.93013130344322,-951.6573666328269,15,False
|
|
2021-04-21 12:30:00+00:00,4,EUR_GBP,SHORT,0.86292,0.8634138861910404,0.8626470460298654,0.8623905690447982,0.8618776150746635,1907607.07,3,LONDON,2.0,0.0005129539701346148,34.49547366265427,61.51135489069351,0.8626380754268865,0.8631388895757812,11.676659734106698,False,0.00017835679627324782,82.89355742296857,5.21924573113508,0.5638297872340438,12,2,0.8634138861910404,SL,2021-04-21 12:45:00+00:00,-4.938861910404046,-942.1407898040466,15,False
|
|
2021-04-21 12:45:00+00:00,4,EUR_GBP,SHORT,0.86335,0.8639187514631089,0.8630608284563035,0.8627962426844553,0.862267071140759,1639941.95,2,LONDON,2.0,0.0005291715436964254,39.5997788229997,66.13141737795664,0.8626754058023028,0.8631433782367188,15.260437410579142,False,0.0002225146577468874,86.38843965259241,9.145941976971272,0.5675675675675635,12,2,0.8639187514631089,SL,2021-04-21 13:00:00+00:00,-5.687514631089741,-932.719383476284,15,False
|
|
2021-06-03 13:30:00+00:00,4,EUR_GBP,SHORT,0.8597899999999999,0.8603219442690144,0.8594568524366183,0.8591702786549275,0.8585971310915458,1735881.45,4,OVERLAP,2.0,0.0005731475633816857,32.235250366866055,54.65113578277868,0.8601939075545144,0.8611535481812581,6.404517550776534,False,0.00014175344274880425,83.7301587301568,-1.6390755451445305,0.4736842105262604,13,3,0.8603219442690144,SL,2021-06-03 13:45:00+00:00,-5.319442690144838,-923.3921890160522,15,False
|
|
2021-06-07 14:00:00+00:00,4,EUR_GBP,SHORT,0.85944,0.8599131662629044,0.8591694457903186,0.8589141686854779,0.8584036144757964,1932002.22,4,OVERLAP,2.0,0.0005105542096814335,35.98034827774245,57.043681744312536,0.8593641939804384,0.859521782256622,4.135391110253739,False,0.0001365720926579011,93.59849756119524,3.1580601956160415,0.14285714285714285,14,0,0.8599131662629044,SL,2021-06-07 14:45:00+00:00,-4.731662629043898,-914.1582703603847,45,False
|
|
2021-06-23 10:15:00+00:00,4,EUR_GBP,SHORT,0.85546,0.8559488263691768,0.8551039121027442,0.8548058681541163,0.8542097802568605,1851407.25,3,LONDON,2.0,0.0005960878972558134,36.11421586699946,56.8663565017382,0.8552407271885215,0.8560583781952512,9.74492155661033,False,0.00017825443178378896,76.83881064162574,4.592728114785061,0.9886363636364153,10,2,0.855404892115491,TP1+TP2+SL,2021-06-23 11:00:00+00:00,3.8530507929482867,713.3566172682707,45,True
|
|
2021-06-23 11:00:00+00:00,4,EUR_GBP,SHORT,0.85549,0.8561146485178868,0.8550811716070441,0.8547567574105661,0.8541079290176102,1460261.61,3,LONDON,2.0,0.0006488283929559093,31.301769265084346,56.020059194591994,0.8552719618623483,0.8560423692590142,8.642421614634133,False,0.0001724041767717799,69.54614327495614,4.580381376516618,0.759036144578339,11,2,0.8541079290176102,TP3,2021-06-23 12:00:00+00:00,7.00801169786036,1023.3530444816406,60,True
|
|
2021-06-30 09:45:00+00:00,4,EUR_GBP,LONG,0.8584700000000001,0.857880459021079,0.8587951365964034,0.8590777048946051,0.8596428414910084,1564579.59,3,LONDON,2.0,0.0005651365964033593,42.08946728172368,35.537940154870014,0.85948000475522,0.8591424414665668,-12.678434465894783,False,-0.00014955049228364823,41.12044283260222,-12.500047552199689,0.8749999999999518,9,2,0.857880459021079,SL,2021-06-30 10:15:00+00:00,-5.895409789210548,-922.3837830885027,30,False
|
|
2021-07-07 14:30:00+00:00,4,EUR_GBP,SHORT,0.85647,0.8570997695718586,0.856077434760471,0.8557611521407066,0.8551285869011777,1449990.58,3,OVERLAP,2.0,0.0006325652395289317,33.06461525181591,61.34860763394836,0.8558971809393032,0.8564019660479252,10.45047132312571,False,0.0002174803796330826,94.48075800892616,8.128190606967456,0.7500000000000385,14,2,0.85647,TP1+SL,2021-07-07 15:15:00+00:00,1.9628261976445405,284.6079496761802,45,True
|
|
2021-07-29 12:45:00+00:00,4,EUR_GBP,SHORT,0.8513499999999999,0.8519219431468321,0.851083522843893,0.8508302842658395,0.8503238071097327,1601568.32,3,LONDON,2.0,0.0005064771561069323,35.01470821230657,61.84352537050355,0.8509741053590251,0.8518023620536002,8.134904700569656,False,6.730164941418523e-05,70.7661599877165,6.1589464097489,0.777777777777675,12,3,0.8503238071097327,TP3,2021-07-29 13:30:00+00:00,4.943918763550603,791.8023668356218,45,True
|
|
2021-08-05 13:30:00+00:00,4,EUR_GBP,SHORT,0.8511299999999999,0.8517302864625398,0.8507023784582008,0.8503685676873013,0.8497009461455023,1539138.57,4,OVERLAP,2.0,0.0006676215417990829,20.103594629276273,54.58565478319308,0.8512557639589963,0.8520552115197672,5.435953727821463,False,8.914589922854896e-05,67.77229847870869,1.1423604100369023,0.749999999999896,13,3,0.8497009461455023,TP3,2021-08-05 14:15:00+00:00,7.280512356086733,1120.5717376614666,45,True
|
|
2021-08-23 09:30:00+00:00,4,EUR_GBP,LONG,0.85814,0.8576764933944198,0.8583450220186005,0.8585675330279008,0.8590125550465013,2017511.19,3,LONDON,2.0,0.00044502201860052747,27.165889133572016,40.401490087303536,0.8583521316388477,0.856863340583746,-7.789812763439041,False,-3.6986244608904124e-05,17.052959108587345,-4.521316388477192,0.7021276595746239,9,0,0.8576764933944198,SL,2021-08-23 10:00:00+00:00,-4.63506605580255,-935.129763397081,30,False
|
|
2021-08-30 12:30:00+00:00,4,EUR_GBP,LONG,0.85722,0.8568465660637794,0.8572914464540689,0.8574471696811033,0.8577586161351722,2479095.7,3,LONDON,2.0,0.00031144645406890086,26.380124363624475,37.88976226256592,0.8573638583053618,0.8571667131100793,-4.963330043543657,False,-6.625179530253592e-05,14.77380952381173,-3.838583053618061,0.7600000000001776,12,0,0.8577586161351722,TP3,2021-08-30 13:00:00+00:00,2.115973583998953,524.5701013405394,30,True
|
|
2021-08-31 13:30:00+00:00,4,EUR_GBP,LONG,0.8578100000000001,0.8573859161417902,0.8580502795273661,0.8582904192910491,0.8587706988184151,2195377.52,3,OVERLAP,2.0,0.00048027952736602207,38.424321802357554,37.38505710292316,0.8581867543160824,0.8576068475261452,-11.403331658358384,False,-0.00014280811279656163,24.507264494263648,-6.167543160823241,0.8863636363635217,13,1,0.8578100000000001,TP1+SL,2021-08-31 14:15:00+00:00,1.2013976368302481,263.7521364478251,45,True
|
|
2021-09-13 14:15:00+00:00,4,EUR_GBP,SHORT,0.85333,0.8537929241458396,0.8531269195138678,0.8529053792708016,0.8524622987846693,2016878.35,3,OVERLAP,2.0,0.0004430804861322931,41.37556530325732,65.04617171979295,0.8526831914385573,0.8538937836940297,11.766294702115765,False,0.00021561029638072455,89.05256283492635,8.868085614427423,0.8148148148148301,14,0,0.8537929241458396,SL,2021-09-13 14:30:00+00:00,-4.6292414583959385,-933.6616874361195,15,False
|
|
2021-09-13 15:00:00+00:00,4,EUR_GBP,SHORT,0.85263,0.8531627402873213,0.8523941990422622,0.8521562985633933,0.8516804976056555,1735038.81,4,OVERLAP,2.0,0.00047580095773784066,34.67888447096483,54.367206032645065,0.8527001442096542,0.853862440467816,3.956800206907918,False,0.00015586481863003298,34.76427211255855,1.6985579034578535,0.3076923076923296,15,0,0.8531627402873213,SL,2021-09-13 15:30:00+00:00,-5.327402873213094,-924.3250741530228,30,False
|
|
2021-09-14 14:15:00+00:00,4,EUR_GBP,SHORT,0.85227,0.852839526653606,0.8520115778213132,0.8517623667319698,0.851263944553283,1606740.99,4,OVERLAP,2.0,0.0004984221786867901,26.792034716366377,56.10353823082342,0.8523657876542319,0.8531874587120559,5.591680965176815,False,9.818060605125338e-05,85.04738293784835,1.4421234576811326,0.37837837837832566,14,1,0.852839526653606,SL,2021-09-14 14:30:00+00:00,-5.695266536059894,-915.0818192462747,15,False
|
|
2021-09-14 14:30:00+00:00,4,EUR_GBP,SHORT,0.8532,0.8537219890354913,0.8529000365483622,0.8526300548225434,0.8520900913709056,1735536.46,3,OVERLAP,2.0,0.0005399634516377315,30.283912737030544,65.77129386995007,0.8524079136285758,0.8531899715606922,14.309954812307124,False,0.00017806339187708076,88.48297404176151,10.320863714241568,0.8611111111111225,14,1,0.8532,TP1+SL,2021-09-14 15:00:00+00:00,1.4998172581887068,260.29875349237346,30,True
|
|
2021-10-06 15:30:00+00:00,4,EUR_GBP,SHORT,0.85097,0.8516118880387755,0.8505037065374149,0.8501505598061224,0.8494442663435374,1415408.82,3,OVERLAP,2.0,0.000706293462585055,33.060813719265276,54.781371378215944,0.8508673587328718,0.8522395946418208,3.9749720024939705,False,0.0001200722619738898,54.47237318840382,3.4264126712824083,0.5087719298245204,15,2,0.8516118880387755,SL,2021-10-06 17:00:00+00:00,-6.418880387755176,-908.5339915353698,90,False
|
|
2021-10-08 16:00:00+00:00,4,EUR_GBP,SHORT,0.84898,0.8494407753192774,0.8487174156024084,0.8484661234036127,0.8479635390060212,1952033.05,2,OVERLAP,2.0,0.0005025843975915405,18.834186495090798,60.02114505414175,0.8487513538151842,0.8495799807045961,5.60459001303748,False,9.459610531437288e-05,94.77528683470678,4.686461848157908,0.5263157894737149,16,4,0.8494407753192774,SL,2021-10-08 16:15:00+00:00,-4.607753192774622,-899.4486518539084,15,False
|
|
2021-10-13 11:15:00+00:00,4,EUR_GBP,SHORT,0.84875,0.8492341404312664,0.8484761985624452,0.8482192978436677,0.8477054964061128,1839247.68,2,LONDON,2.0,0.0005138014375548931,36.33461139679714,61.092426821810776,0.8483266529610625,0.8488046935645653,10.222058564973713,False,0.00012533105726668362,82.27168949771566,6.633470389375562,0.8999999999999629,11,2,0.8492341404312664,SL,2021-10-13 12:00:00+00:00,-4.8414043126643325,-890.4541650009868,45,False
|
|
2021-11-01 13:00:00+00:00,4,EUR_GBP,LONG,0.84595,0.8453342644230354,0.8462957852565485,0.8465886778848228,0.8471744631413713,1431701.62,4,OVERLAP,2.0,0.000585785256548553,42.017976497048586,41.9479841847661,0.8459193565202244,0.8452637003507064,-9.682915511125545,False,-0.00024031638873304296,16.82282111947393,-2.093565202244685,0.48780487804897205,13,0,0.8460308381163859,TP1+TP2+SL,2021-11-01 14:00:00+00:00,3.806636169982891,544.9967171315101,60,True
|
|
2021-11-03 11:30:00+00:00,4,EUR_GBP,LONG,0.8499800000000001,0.8494189567301473,0.8502434775661757,0.8504952163492635,0.8509986939154393,1580982.5,2,LONDON,2.0,0.0005034775661756643,29.71658371103235,39.397912717230845,0.8502424734708961,0.8492648461190326,-8.397912441129307,False,-8.313806061708662e-05,26.451868693251715,-5.024734708960477,0.8249999999999688,11,2,0.8494189567301473,SL,2021-11-03 11:45:00+00:00,-5.610432698527346,-886.999591379951,15,False
|
|
2021-11-03 11:45:00+00:00,4,EUR_GBP,LONG,0.8488600000000001,0.8483740312494225,0.8491732291685917,0.8494498437528876,0.8500030729214793,1806967.2,3,LONDON,2.0,0.0005532291685916947,35.26514478485902,27.90886702153901,0.8501788470602727,0.8492584297397389,-18.54561671947641,False,-0.000182191307094722,17.25646639440171,-15.5884706027265,0.9333333333332716,11,2,0.8483740312494225,SL,2021-11-03 12:00:00+00:00,-4.859687505776034,-878.1295925187103,15,False
|
|
2021-11-10 14:15:00+00:00,4,EUR_GBP,LONG,0.85474,0.8541665703074618,0.8551114323084608,0.8554171484626912,0.856028580771152,1516050.37,4,OVERLAP,2.0,0.0006114323084607778,22.345380967611533,40.53446385152256,0.8549180033488434,0.8547879923614911,-6.589677352125678,False,-9.884229203063261e-05,17.096576078610358,-4.180033488433432,0.7530864197531068,14,2,0.85474,TP1+SL,2021-11-10 15:15:00+00:00,1.8571615423035315,281.555044335904,60,True
|
|
2021-11-10 15:15:00+00:00,4,EUR_GBP,LONG,0.85446,0.853931671687615,0.8548477610412835,0.8551616415619253,0.8557894026032088,1650799.0,3,OVERLAP,2.0,0.0006277610412835356,24.31314388010681,38.59801120435938,0.8548824121949098,0.8547838799703054,-8.471811475423419,False,-0.0001372169306962222,28.131590160134454,-6.624121949098116,0.7882352941177009,15,2,0.85446,TP1+SL,2021-11-10 16:00:00+00:00,1.9388052064173154,320.0577695948498,45,True
|
|
2021-11-19 08:45:00+00:00,4,EUR_GBP,SHORT,0.8416,0.8421191679563674,0.8414094401454422,0.8411941602181632,0.8407636003636053,1686091.02,4,LONDON,2.0,0.0004305598545579068,54.697031634210845,57.715797947435355,0.8415418852249779,0.8417733399981616,10.0715211168656,False,-5.865670422872083e-06,62.57333983984935,2.9811477502217354,0.8758620689655421,8,4,0.8421191679563674,SL,2021-11-19 09:00:00+00:00,-5.1916795636741675,-875.3644291028533,15,False
|
|
2021-12-14 12:45:00+00:00,4,EUR_GBP,LONG,0.8535900000000001,0.8531377844286757,0.8538907185710809,0.8541610778566212,0.854701796427702,1916366.52,2,LONDON,2.0,0.000540718571080799,23.22050400340087,39.215518039588794,0.8540643222966716,0.8536993622644921,-9.17544322609043,False,-0.00011872822243713442,5.386792222908546,-7.143222966715657,0.7457627118642856,12,1,0.854701796427702,TP3,2021-12-14 13:45:00+00:00,5.440419280671517,1042.5837364241377,60,True
|
|
2021-12-28 16:15:00+00:00,4,EUR_GBP,SHORT,0.84229,0.8428599665961841,0.8420301113460528,0.8417801670190791,0.8412802783651319,1538750.91,4,OVERLAP,2.0,0.0004998886539472633,36.03683718575797,59.69382400856813,0.8421234539156308,0.8433233482759462,6.121527282296757,False,0.00012850510009223735,90.13249651324922,4.065460843691859,0.8235294117648307,16,1,0.84229,TP1+SL,2021-12-28 17:30:00+00:00,1.299443269736078,199.95195137997655,75,True
|
|
2021-12-29 13:15:00+00:00,4,EUR_GBP,SHORT,0.8411299999999999,0.8416811904704825,0.8408993650983916,0.8406640476475874,0.8401934127459791,1594795.6,4,OVERLAP,2.0,0.00047063490160834006,18.2943916870856,52.00178562790601,0.8413652432691698,0.8422874136773204,3.0643947417452466,False,4.944492577049108e-05,58.35341365461763,0.04756730830113298,0.5999999999996669,13,2,0.8411225372365909,TP1+TP2+SL,2021-12-29 14:00:00+00:00,2.5659570920973924,409.2177080265717,45,True
|
|
2022-01-11 11:45:00+00:00,4,EUR_GBP,SHORT,0.83433,0.8348922526798679,0.8340624910671074,0.833808736600661,0.8333012276677684,1570696.5,3,LONDON,2.0,0.0005075089328926768,39.0201489499461,61.22059876410417,0.8338747692959732,0.8343993710826464,12.10143826656851,False,0.00013032006850570958,88.81502849896067,6.952307040268835,0.8282828282828328,11,1,0.8348922526798679,SL,2022-01-11 12:00:00+00:00,-5.622526798678695,-883.1283163840832,15,False
|
|
2022-01-12 13:45:00+00:00,4,EUR_GBP,SHORT,0.83396,0.8344500269510428,0.8337665768298572,0.8335498652447858,0.833116442074643,1784181.53,3,OVERLAP,2.0,0.00043342317014281466,35.16889035745852,61.975356007864086,0.8335936110326647,0.8339748769925592,6.009740721781842,False,6.342445290158406e-05,60.22668222575431,6.063889673353362,0.5945945945947689,13,2,0.83396,TP1+SL,2022-01-12 14:15:00+00:00,0.967115850714073,172.55102382142866,30,True
|
|
2022-02-03 13:30:00+00:00,4,EUR_GBP,SHORT,0.83371,0.8346801487547574,0.8327161708174755,0.8320992562262133,0.8308654270436888,902977.55,4,OVERLAP,2.0,0.0012338291825244737,29.001621843442194,59.16216702392728,0.8324456998373785,0.8331457049783108,21.918135457219545,False,0.0001672069326957502,76.41349360560118,15.043001626214858,0.8820375335120658,13,3,0.8346801487547574,SL,2022-02-03 13:45:00+00:00,-9.701487547574272,-876.0225457064125,15,False
|
|
2022-02-03 13:45:00+00:00,4,EUR_GBP,SHORT,0.83661,0.8372603524151317,0.8354821586162272,0.8347982379243409,0.8334303965405682,1333526.71,3,OVERLAP,2.0,0.0013678413837727218,31.84976094301604,68.19352934026938,0.8326184174908147,0.833182563635243,46.13611724590849,False,0.000479321623614365,81.65606011577302,42.31582509185316,0.9389067524116027,13,3,0.8372603524151317,SL,2022-02-03 14:00:00+00:00,-6.503524151317829,-867.2623164912408,15,False
|
|
2022-02-07 16:00:00+00:00,4,EUR_GBP,LONG,0.84568,0.8451776905038688,0.8460810316537704,0.8464015474806554,0.8470425791344258,1709284.22,4,OVERLAP,2.0,0.0006410316537703473,24.318619592639404,43.607639018502745,0.8457480670654688,0.8433853705700946,-3.3907429678303735,False,-0.00011846683670628206,44.953879544223135,-3.0806706546882,0.41269841269846025,16,0,0.8451776905038688,SL,2022-02-07 16:15:00+00:00,-5.023094961311703,-858.5896952931604,15,False
|
|
2022-02-18 15:45:00+00:00,4,EUR_GBP,SHORT,0.83466,0.8351986672231491,0.83437110925617,0.8341066638842549,0.8335777731404249,1577975.72,3,OVERLAP,2.0,0.0005288907438300236,25.471616941804072,60.208808811696684,0.8344153004380057,0.8353894547316361,6.420717484961758,False,5.703387312111754e-05,56.31170386072302,4.846995619942618,0.6838235294117407,15,4,0.8335777731404249,TP3,2022-02-18 16:00:00+00:00,5.268915785535122,831.422118029915,15,True
|
|
2022-03-01 16:30:00+00:00,4,EUR_GBP,SHORT,0.83377,0.8344597826979419,0.8331440576735273,0.8327110865102909,0.831845144183818,1244331.04,4,OVERLAP,2.0,0.000865942326472771,29.952053031680805,55.36479462628126,0.8339250245359564,0.8351690555293099,3.633211424973748,False,0.00023483190045331859,62.59631807919724,0.8497546404362399,0.5132743362831736,16,1,0.8344597826979419,SL,2022-03-01 17:30:00+00:00,-6.897826979418431,-858.3180219039796,60,False
|
|
2022-03-14 12:30:00+00:00,4,EUR_GBP,LONG,0.83828,0.8377449225248501,0.8388569249171663,0.8392653873757494,0.8400823122929157,1588059.45,3,LONDON,2.0,0.0008169249171662968,40.46663957979616,37.24969848123357,0.8391707124220729,0.838430122404067,-20.652418127602434,False,-0.0002995824367835867,5.581290449712032,-11.307124220728548,0.8235294117646637,12,0,0.8377449225248501,SL,2022-03-14 12:45:00+00:00,-5.350774751499143,-849.7348408939616,15,False
|
|
2022-03-16 12:15:00+00:00,4,EUR_GBP,LONG,0.84053,0.8398153911965079,0.8410053626783072,0.8413630440174608,0.8420784066957681,1177200.01,3,LONDON,2.0,0.0007153626783072167,19.015587874666682,42.4436680648243,0.840869676173824,0.8405181034225322,-11.147517310065025,False,-0.00016004398730338248,9.120947201762277,-5.796761738240397,0.4814814814814967,12,2,0.8398153911965079,SL,2022-03-16 12:30:00+00:00,-7.14608803492056,-841.2374906169365,15,False
|
|
2022-03-16 12:30:00+00:00,4,EUR_GBP,LONG,0.83997,0.8395046489681859,0.8404478367727138,0.8408067551590708,0.8415245919317846,1789670.72,3,LONDON,2.0,0.0007178367727138462,21.08332865908953,38.1880735682335,0.8408249829905369,0.8405102615974324,-15.954780133385915,False,-0.00021772847012593776,2.6168581289453754,-10.949829905368968,0.7466666666666449,12,2,0.8395046489681859,SL,2022-03-16 12:45:00+00:00,-4.653510318141096,-832.8251161595005,15,False
|
|
2022-04-07 12:00:00+00:00,4,EUR_GBP,SHORT,0.8342499999999999,0.8346924813037065,0.8338150623209781,0.8334775934814672,0.8328026558024454,1863348.48,2,LONDON,2.0,0.0006749376790218169,42.07181845513512,62.905611524786295,0.833378947088564,0.8344190190407285,16.391312741773632,False,0.0002668478947087777,86.85552523734994,11.110529114359835,0.8448275862070055,12,3,0.8346924813037065,SL,2022-04-07 12:45:00+00:00,-4.4248130370661,-824.4968646901301,45,False
|
|
2022-05-05 09:15:00+00:00,4,EUR_GBP,LONG,0.84373,0.843271681248078,0.8441510625064068,0.8444815937596102,0.845142656266017,1780969.89,4,LONDON,2.0,0.0006610625064068399,26.07454568526979,41.88614857700102,0.84374839947652,0.8423173333179083,-12.16390531324163,False,-0.0002602423187725094,15.374410001272116,-2.583994765200659,0.8700000000000366,9,3,0.843271681248078,SL,2022-05-05 09:30:00+00:00,-4.583187519219267,-816.2518971953311,15,False
|
|
2022-05-09 08:15:00+00:00,4,EUR_GBP,LONG,0.85465,0.8541992990949749,0.8551123363500834,0.8554635045251251,0.8561658408752085,1792961.51,3,LONDON,2.0,0.0007023363500834041,35.70443962250602,39.73843939256173,0.8552634002104423,0.8525937057828059,-9.855774207313539,False,-0.00012390025118927948,15.456238361267829,-8.534002104423344,0.8518518518518757,8,0,0.8561658408752085,TP3,2022-05-09 08:45:00+00:00,7.783877076209312,1395.6191996214634,30,True
|
|
2022-05-10 10:15:00+00:00,4,EUR_GBP,LONG,0.85483,0.8542234761157258,0.8553450796142474,0.8557226194213712,0.8564776990356187,1355339.15,3,LONDON,2.0,0.000755079614247486,25.623086693165842,37.47979217560664,0.8558463457532001,0.8545443128705332,-17.58810429462576,False,-0.00017688198332823485,14.743021650333882,-12.563457532001054,0.6016260162602455,10,1,0.8542234761157258,SL,2022-05-10 10:30:00+00:00,-6.065238842741793,-822.0455657668646,15,False
|
|
2022-05-10 10:30:00+00:00,4,EUR_GBP,LONG,0.85379,0.8532552278217453,0.8543325739275156,0.8547238608912733,0.8555064348187889,1521816.48,2,LONDON,2.0,0.0007825739275155248,30.918957437195576,31.513200088678502,0.8557562929785648,0.85453441921013,-25.798135904165907,False,-0.0002994476293287805,5.982677685907223,-22.06292978564783,0.9298245614034404,10,1,0.8555064348187889,TP3,2022-05-10 11:30:00+00:00,8.947321948975073,1361.6181993815985,60,True
|
|
2022-06-28 13:15:00+00:00,4,EUR_GBP,LONG,0.86204,0.8615283116791659,0.8625389610694469,0.8629084416041705,0.8636474026736174,1617080.67,2,OVERLAP,2.0,0.0007389610694469441,34.014133467580976,38.87433407402686,0.8626546617012683,0.8614072518387135,-11.722842346210127,False,-0.00023168904053958244,15.970750475843666,-8.546617012682445,0.37681159420297083,13,1,0.8615283116791659,SL,2022-06-28 13:30:00+00:00,-5.116883208341471,-827.4412926856576,15,False
|
|
2022-06-29 15:15:00+00:00,4,EUR_GBP,LONG,0.8639100000000001,0.8630954204970657,0.864585265009781,0.8650428975146714,0.8659581625244523,1005631.59,3,OVERLAP,2.0,0.0009152650097809022,26.094057988317893,45.225186708201335,0.8638694933263115,0.862677723337651,-7.307005599517247,False,-0.0002466534554129751,15.94397363465176,-1.9949332631141736,0.3559322033897285,15,2,0.8630954204970657,SL,2022-06-29 15:30:00+00:00,-8.145795029343983,-819.1668807173286,15,False
|
|
2022-06-29 15:30:00+00:00,4,EUR_GBP,LONG,0.8633000000000001,0.862788533318704,0.8639648889376538,0.8644173334064806,0.8653222223441343,1585587.57,3,OVERLAP,2.0,0.0009048889376536904,29.454711461518734,41.33886125100955,0.8638377484899855,0.862681527085535,-13.14261621501056,False,-0.00029545641166972916,6.527777777779238,-7.777484899854636,0.7922077922078559,15,2,0.862788533318704,SL,2022-06-29 15:45:00+00:00,-5.114666812960911,-810.9752123322336,15,False
|
|
2022-06-29 15:45:00+00:00,4,EUR_GBP,LONG,0.86215,0.8614972809387965,0.8628523968706784,0.8633235953060175,0.864265992176696,1230032.2,2,OVERLAP,2.0,0.0009423968706784298,34.81896962136108,35.19799771566295,0.8637621505099861,0.8626738501991119,-24.122858631565602,False,-0.0003868782825120072,5.8157524613230125,-18.521505099861056,0.811188811188822,15,2,0.8614972809387965,SL,2022-06-29 16:30:00+00:00,-6.52719061203455,-802.8654628340204,45,False
|
|
2022-07-21 16:00:00+00:00,4,EUR_GBP,LONG,0.85214,0.8512137588239391,0.8529874705868693,0.853531205880304,0.8546186764671733,858131.58,3,OVERLAP,2.0,0.001087470586869324,24.92871612233958,40.05597716218354,0.8530444053049515,0.8518013102502942,-22.110603438312282,False,-0.00038078103953504897,8.699928424064838,-11.444053049515235,0.26732673267327167,16,3,0.8512137588239391,SL,2022-07-21 17:15:00+00:00,-9.262411760608824,-794.8368038741831,75,False
|
|
2022-08-03 08:30:00+00:00,4,EUR_GBP,SHORT,0.83619,0.8366829127187546,0.8357869576041511,0.8354654364062267,0.8348223940103778,1596405.22,4,LONDON,2.0,0.0006430423958488709,54.68424390945668,59.134088847400044,0.8357655921053738,0.8367676809801764,14.19298659843804,False,-5.350808079049118e-06,58.98656898657131,6.644078946261844,0.9605263157895063,8,2,0.8366829127187546,SL,2022-08-03 08:45:00+00:00,-4.929127187546234,-786.8884372242727,15,False
|
|
2022-08-10 13:00:00+00:00,4,EUR_GBP,LONG,0.84441,0.8437010082015525,0.8448999726614916,0.8452649589922375,0.8459949316537292,1098770.9,3,OVERLAP,2.0,0.0007299726614917025,41.35814851652311,36.22551938292862,0.8454686793930439,0.8446419955484541,-12.085430800063968,False,-0.00020702844879850568,18.073997253230726,-12.986793930439555,0.6538461538461415,13,2,0.8447712480622852,TP1+TP2+SL,2022-08-10 13:45:00+00:00,5.737236408741241,630.3908412345381,45,True
|
|
2022-08-12 14:15:00+00:00,4,EUR_GBP,LONG,0.84705,0.8465666627256186,0.847454457581271,0.8477766863719065,0.8484211439531775,1624793.92,4,OVERLAP,2.0,0.0006444575812710288,25.15415714188655,45.30940482727222,0.8468694646600187,0.8456709469310875,-6.286580164480693,False,-0.0001633006800307869,17.848717030672187,-0.5946466001871542,0.5542168674699005,14,4,0.8465666627256186,SL,2022-08-12 14:30:00+00:00,-4.833372743813236,-785.3234647241462,15,False
|
|
2022-08-12 14:30:00+00:00,4,EUR_GBP,LONG,0.84658,0.8460365439595031,0.8469848534683231,0.8473072802024846,0.8479521336708077,1430603.71,4,OVERLAP,2.0,0.000644853468323093,27.964776238043058,40.90605171114374,0.846848701340018,0.8456776041755544,-10.425143790767644,False,-0.00020574171541234428,17.563221306275786,-5.08701340018014,0.7076923076924102,14,4,0.8460365439595031,SL,2022-08-12 14:45:00+00:00,-5.434560404968813,-777.4702277567487,15,False
|
|
2022-08-12 14:45:00+00:00,4,EUR_GBP,LONG,0.84563,0.8450235765338243,0.8460780782205857,0.8464221173308786,0.8471101955514643,1269237.7,3,OVERLAP,2.0,0.0006880782205857274,32.972326927192846,33.76350469340895,0.8467914973658996,0.8456747424424643,-19.01950808746,False,-0.0002845300723653922,6.022423365476495,-14.014973658996732,0.7600000000000213,14,4,0.8450235765338243,SL,2022-08-12 16:15:00+00:00,-6.064234661756761,-769.695525434843,90,False
|
|
2022-09-12 10:45:00+00:00,4,EUR_GBP,LONG,0.86794,0.8674312394482429,0.8684958685058574,0.868893802758786,0.8696896712646434,1497754.82,3,LONDON,2.0,0.0007958685058573429,40.26143526074201,35.70822263130012,0.8688846641763179,0.8678715600404303,-23.069807658145923,False,-0.00044023128055138537,9.151899525161843,-11.846641763179067,0.657407407407415,10,0,0.8674312394482429,SL,2022-09-12 11:00:00+00:00,-5.087605517571925,-761.9985686201945,15,False
|
|
2022-09-12 11:15:00+00:00,4,EUR_GBP,LONG,0.868,0.8673397319732297,0.8685275600892342,0.8689113401338512,0.8696789002230854,1142533.87,2,LONDON,2.0,0.0007675600892341396,45.265878394081355,36.98260852713534,0.8688038364810994,0.8678708286715944,-19.850322078341918,False,-0.00043096694122591553,20.345208505935556,-10.438364810994027,0.34042553191493885,11,0,0.8673397319732297,SL,2022-09-12 11:30:00+00:00,-6.602680267703275,-754.378583863166,15,False
|
|
2022-09-12 11:30:00+00:00,4,EUR_GBP,LONG,0.86759,0.8669377511179991,0.868124162940003,0.8685112444100046,0.8692854073500078,1145015.07,2,LONDON,2.0,0.0007741629400031276,48.08185089324506,34.29517366821638,0.8687468232857622,0.8678656462967527,-22.59346622785929,False,-0.00042998284979827795,23.567509474515248,-13.968232857622942,0.4651162790698605,11,0,0.8679106452200994,TP1+TP2+SL,2022-09-12 12:15:00+00:00,6.07583837022818,695.6926496795506,45,True
|
|
2022-10-17 10:30:00+00:00,4,EUR_GBP,SHORT,0.86544,0.8660785014551851,0.8644516618160498,0.8638374927240746,0.8626091545401244,1180563.83,4,LONDON,2.0,0.0012283381839502281,25.79823291144417,52.60822771956463,0.8658423338902069,0.8677584589541756,10.210401579319184,False,9.626138383139315e-05,68.02717639304458,-1.6233389020692268,0.7482014388489491,10,0,0.8626091545401244,TP3,2022-10-17 11:15:00+00:00,15.41090366727804,1819.355545720281,45,True
|
|
2022-11-22 16:30:00+00:00,4,EUR_GBP,SHORT,0.86563,0.8662728884632033,0.8651603717893227,0.864805557683984,0.8640959294733067,1200807.49,4,OVERLAP,2.0,0.0007096282106773131,34.01145667263271,58.601841556303064,0.8653557645398465,0.8672385816980944,4.5561784414427375,False,0.00024581295702896127,87.06467661691823,5.142354601535004,0.36363636363639423,16,1,0.86563,TP1+SL,2022-11-22 17:15:00+00:00,2.3481410533865428,281.9665364483051,45,True
|
|
2022-11-25 15:15:00+00:00,4,EUR_GBP,SHORT,0.86025,0.8607763219301946,0.8597022602326845,0.8593083903490268,0.8585206505817113,1472112.22,4,OVERLAP,2.0,0.0007877397673154508,29.912280830139174,59.772287658923716,0.8595254576774473,0.8609130749704619,8.974820549066953,False,0.00014952857602849775,81.73522887678972,9.645423225527194,0.834710743801662,15,4,0.8607763219301946,SL,2022-11-25 15:45:00+00:00,-5.263219301946399,-774.8049450935163,30,False
|
|
2022-12-19 09:00:00+00:00,4,EUR_GBP,LONG,0.87063,0.870004394794753,0.8710420173508232,0.8713680260262349,0.8720200433770582,1226103.76,4,LONDON,2.0,0.00065201735082326,34.093501517483496,40.48851469438624,0.8712257374914907,0.8694992454391297,-9.232764937399107,False,-0.00013831526525482404,28.726349185081762,-8.357374914906845,0.7677419354838613,9,0,0.870004394794753,SL,2022-12-19 09:15:00+00:00,-6.256052052470151,-767.056894428937,15,False
|
|
2022-12-30 14:00:00+00:00,4,EUR_GBP,LONG,0.88373,0.8830789271459106,0.8844269095136313,0.8848953642704469,0.8858322737840783,1166361.53,3,OVERLAP,2.0,0.0009369095136312922,36.293774857744204,34.951567832359274,0.8852465761951345,0.8841254321265224,-22.324617528136635,False,-0.00030040194252196255,16.96654017379988,-17.565761951344737,0.7841409691629992,14,4,0.8830789271459106,SL,2022-12-30 14:15:00+00:00,-6.51072854089385,-759.3863302371619,15,False
|
|
2023-01-02 15:15:00+00:00,4,EUR_GBP,LONG,0.8852300000000001,0.8847203049932996,0.8856223166890014,0.8859384750335021,0.8865707917225035,1474984.95,4,OVERLAP,2.0,0.0006323166890013681,34.067248800123494,38.56747849102745,0.8856111945939553,0.8848949951370527,-8.102330406691838,False,-0.00017986740803375276,19.3965756465758,-6.211945939552654,0.7999999999998976,15,0,0.8847203049932996,SL,2023-01-02 15:45:00+00:00,-5.096950067005058,-751.7924639733951,30,False
|
|
2023-02-14 14:15:00+00:00,4,EUR_GBP,SHORT,0.8833,0.8839851759761522,0.882689413412826,0.882264120119239,0.8814135335320651,1086253.12,3,OVERLAP,2.0,0.0008505865871739707,39.39559437544826,61.66882144663827,0.8825479046062309,0.8840323248396974,15.84230623830285,False,0.00023636451272628426,81.5477408052153,9.92095393769099,0.7635135135134704,14,1,0.8814135335320651,TP3,2023-02-14 15:00:00+00:00,9.933505514022277,1079.0301357143906,45,True
|
|
2023-03-17 15:45:00+00:00,4,EUR_GBP,SHORT,0.87666,0.8771672909572644,0.8761090301424517,0.8757135452136776,0.8749225753561293,1488425.59,3,OVERLAP,2.0,0.0007909698575482875,33.032036517115095,60.462047836611326,0.8759850866844019,0.8772820488440939,9.251574382067584,False,0.00017434410591115913,93.62087966899914,9.149133155981204,0.8582089552238639,15,4,0.8771672909572644,SL,2023-03-17 16:00:00+00:00,-5.072909572644279,-755.064842367971,15,False
|
|
2023-03-20 10:30:00+00:00,4,EUR_GBP,SHORT,0.87631,0.876966071830483,0.87586309389839,0.875519640847585,0.874832734745975,1139378.58,2,LONDON,2.0,0.0006869061016100004,50.315076887170115,63.89773437038563,0.8753717509309838,0.8763904356574258,21.29601913560708,False,0.00032248003292288706,91.03142042841216,11.782490690162017,0.585714285714288,10,0,0.874832734745975,TP3,2023-03-20 10:45:00+00:00,7.560138473345134,861.3859838363348,15,True
|
|
2023-04-03 16:15:00+00:00,4,EUR_GBP,SHORT,0.87849,0.879142362132141,0.8780887928928633,0.8777681893392951,0.8771269822321585,1159061.84,3,OVERLAP,2.0,0.000641207107136623,18.77678381270443,52.844085057555986,0.878608404960419,0.8791890355679846,2.192614958498318,False,9.885915626704219e-05,63.09486737911457,1.215950395809795,0.37500000000004335,16,0,0.87849,TP1+SL,2023-04-03 18:15:00+00:00,2.006035535683237,232.51192390943987,120,True
|
|
2023-04-06 09:45:00+00:00,4,EUR_GBP,SHORT,0.8752099999999999,0.875694893311281,0.8749336889623963,0.8746755334435946,0.874159222405991,1564165.05,4,LONDON,2.0,0.0005163110376035914,37.1374757191995,57.99038416622981,0.8750169428409752,0.876002802639016,9.19862995281795,False,4.3753608024713503e-05,72.91131740075198,4.330571590247523,0.8217821782178555,9,3,0.8752099999999999,TP1+SL,2023-04-06 10:15:00+00:00,1.3815551880180799,216.09803397440592,30,True
|
|
2023-04-11 09:30:00+00:00,4,EUR_GBP,SHORT,0.87728,0.877797015530091,0.8770632815663632,0.8768349223495447,0.8763782039159079,1471163.07,4,LONDON,2.0,0.0004567184336368302,17.661720367873123,59.778162807662945,0.8771029058488514,0.8772696061774733,5.2760647084171275,False,6.397026675746483e-05,79.39584975046064,4.170941511485449,0.0689655172412539,9,1,0.87728,TP1+SL,2023-04-11 10:15:00+00:00,1.0835921681839888,159.41407807735135,45,True
|
|
2023-04-25 16:15:00+00:00,4,EUR_GBP,LONG,0.88483,0.884397743253555,0.8851308558214832,0.8854012837322248,0.885942139553708,1763323.07,2,OVERLAP,2.0,0.000540855821483222,35.21806215562766,37.46448556884843,0.8853946588491807,0.8845153162536894,-10.550588578697173,False,-0.00020514420338561162,10.459795979596347,-8.046588491806839,0.8780487804878246,16,1,0.884397743253555,SL,2023-04-25 17:15:00+00:00,-4.322567464449811,-762.2082931695758,60,False
|
|
2023-04-27 11:00:00+00:00,4,EUR_GBP,LONG,0.88559,0.8851815585573114,0.8858448048089617,0.8860922072134425,0.8865870120224042,1847477.1,3,LONDON,2.0,0.0004948048089617045,27.488275304250188,39.91438550117638,0.8859925728450146,0.8853288801652665,-9.974562568275669,False,-9.043087716390506e-05,17.966446960310897,-6.425728450146773,0.9607843137254518,11,3,0.8851815585573114,SL,2023-04-27 11:15:00+00:00,-4.084414426885896,-754.5862120581318,15,False
|
|
2023-05-10 13:00:00+00:00,4,EUR_GBP,SHORT,0.8683299999999999,0.8688255336814901,0.8680515543950332,0.86779233159255,0.8672738859875833,1507547.07,4,OVERLAP,2.0,0.000518445604966684,36.39315390473878,53.76353650313782,0.8684586613943484,0.8700304045751839,5.609988897752327,False,3.2939355891067434e-05,73.73318410253047,1.113386056516008,0.8405797101448412,13,2,0.8688255336814901,SL,2023-05-10 13:15:00+00:00,-4.9553368149013455,-747.0403496167656,15,False
|
|
2023-05-11 13:00:00+00:00,4,EUR_GBP,SHORT,0.8694999999999999,0.870236769384547,0.8689507687181767,0.8685561530772651,0.8677669217954418,1003801.14,4,OVERLAP,2.0,0.0007892312818232451,25.530395828205474,59.62366362114973,0.868791253997704,0.869500285536933,14.835018917751519,False,0.00016684923924096466,70.60217748672716,9.48746002295997,0.856060606060587,13,3,0.870236769384547,SL,2023-05-11 13:15:00+00:00,-7.367693845470313,-739.5699481254085,15,False
|
|
2023-05-11 13:15:00+00:00,4,EUR_GBP,SHORT,0.87013,0.8707608572856507,0.8695671423811641,0.8691657135717462,0.8683628559529103,1160602.03,3,OVERLAP,2.0,0.0008028576188358692,29.734619061218446,63.2863989462268,0.8688531656056371,0.8695089394121874,19.986135411207417,False,0.0002686614079966459,85.30832560062203,15.168343943628981,0.6428571428571752,13,3,0.8707608572856507,SL,2023-05-11 13:45:00+00:00,-6.3085728565071,-732.1742463665039,30,False
|
|
2023-05-25 12:45:00+00:00,4,EUR_GBP,SHORT,0.86824,0.8686365594714708,0.8679914684284306,0.8677472026426459,0.8672586710710765,1827853.21,4,LONDON,2.0,0.0004885315715694276,26.963709730052702,57.353155947698106,0.8683729841245582,0.8687427314981482,9.17536626626303,False,0.00018143495070894008,73.24160206718688,1.0701587544181823,0.9636363636365252,12,3,0.8678694481407919,TP1+TP2+SL,2023-05-25 13:30:00+00:00,3.4621536483256943,632.8308659605332,45,True
|
|
2023-05-25 13:30:00+00:00,4,EUR_GBP,SHORT,0.86829,0.8687757034106492,0.867977655297836,0.867701482946754,0.86714913824459,1505405.96,4,OVERLAP,2.0,0.0005523447021640105,24.16028521305389,56.22114820874945,0.8683416570494769,0.8687234837719001,8.711724919610031,False,0.00016385158578346385,61.75932553885548,1.8834295052316818,0.8877551020408718,13,3,0.8687757034106492,SL,2023-05-25 13:45:00+00:00,-4.857034106492408,-731.1808091836946,15,False
|
|
2023-06-07 16:30:00+00:00,4,EUR_GBP,SHORT,0.85983,0.8603081528987421,0.8595761570041933,0.8593292355062899,0.8588353925104832,1513886.05,3,OVERLAP,2.0,0.000493842995806706,29.859333885002226,57.22319805936776,0.8598337099759394,0.86050170477602,4.974679115848923,False,0.00012113835012798275,85.99737581085947,2.362900240605592,0.7500000000001261,16,2,0.8603081528987421,SL,2023-06-07 17:30:00+00:00,-4.781528987420902,-723.869003172713,60,False
|
|
2023-07-28 13:30:00+00:00,4,EUR_GBP,SHORT,0.8562,0.8567062054114365,0.8558193152952116,0.8555089729428174,0.8548882882380289,1415690.74,4,OVERLAP,2.0,0.0006206847047884287,26.497825442947736,54.4118060006084,0.8565732453753164,0.8574050591904857,6.1532154828281005,False,0.00014018128691116612,64.80186480186553,-1.3324537531644864,0.8407079646018021,13,4,0.8567062054114365,SL,2023-07-28 13:45:00+00:00,-5.062054114365332,-716.6303135085902,15,False
|
|
2023-07-28 13:45:00+00:00,4,EUR_GBP,SHORT,0.85666,0.8571296193106197,0.8562679356312679,0.8559519034469019,0.8553198390781697,1510721.54,4,OVERLAP,2.0,0.0006320643687321125,29.285877705430387,59.51842776799756,0.8565860592821668,0.8574000337259038,10.236213123269167,False,0.00020366277990121594,75.66306498509992,3.1394071783319433,0.5769230769230113,13,4,0.8571296193106197,SL,2023-07-28 14:00:00+00:00,-4.6961931061972875,-709.4640081531751,15,False
|
|
2023-07-28 14:15:00+00:00,4,EUR_GBP,SHORT,0.8571799999999999,0.8576546921606873,0.8567710261310422,0.8564465391965633,0.8557975653276055,1479631.28,3,OVERLAP,2.0,0.0006489738689577885,36.808871738610684,64.62127968606623,0.85663548955651,0.8573965871037726,14.026428503094435,False,0.0002859241460922995,90.72863450907882,7.845104434899275,0.5967741935484016,14,4,0.8576546921606873,SL,2023-07-28 14:45:00+00:00,-4.746921606874066,-702.3693693238731,30,False
|
|
2023-07-31 08:00:00+00:00,4,EUR_GBP,SHORT,0.8574999999999999,0.8579024720525573,0.8573650931581424,0.8571776397372136,0.856802732895356,1727686.86,3,LONDON,2.0,0.0003749068418575542,39.623435222870405,65.97887352124275,0.8569622538108984,0.8572370947334573,2.266666666665973,False,0.00010853135261825176,74.10714285713749,7.777461891015358,0.8205128205127841,8,0,0.8579024720525573,SL,2023-07-31 08:15:00+00:00,-4.0247205255738985,-695.345676720632,15,False
|
|
2023-08-01 10:45:00+00:00,4,EUR_GBP,SHORT,0.85764,0.8580612092529558,0.8573426358234806,0.8570739537352208,0.8565365895587014,1634323.59,2,LONDON,2.0,0.0005373641765194358,30.081801342791522,65.86646866084504,0.8565443059628538,0.8569467243806325,16.71215301003448,False,0.00020942926334512998,97.37980542275649,13.356940371461734,0.9393939393938783,10,1,0.8580612092529558,SL,2023-08-01 11:00:00+00:00,-4.212092529558564,-688.3922184320335,15,False
|
|
2023-08-03 14:15:00+00:00,4,EUR_GBP,LONG,0.86136,0.860553438802538,0.8619752039915398,0.8624028059873097,0.8632580099788495,844955.47,2,OVERLAP,2.0,0.0008552039915398175,37.21896798267172,38.05212561893537,0.8619350835331827,0.8603582217347769,-17.777751828276234,False,-0.00036227549224565587,9.689802200415889,-8.150835331827144,0.6981132075470947,14,3,0.860553438802538,SL,2023-08-03 21:00:00+00:00,-8.0656119746203,-681.5082956852924,405,False
|