gavindiaz/fx-quant
1
0
Fork 0
mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-17 03:58:07 +00:00
Code Issues Packages Projects Releases Wiki Activity
Files
4e2db680494844d0d596d60daa4fda1f35af713f
fx-quant/results/phase1/S9_TRAIN_trades.csv
T
Brent NealeandClaude Opus 4.6 39a6536284 Phase 1 complete: S7-S9 Smart Money strategies, expanded pair testing, consolidated scorecard 
- S7 Liquidity Sweep: built, tested across 6 pairs, tight SL (1.0 ATR) on GBP_JPY
  is Phase 2 candidate (107 trades, OOS PF 1.39, gen ratio 1.81)
- S8 Order Block: built, tested on GBP_JPY (watchlist, 32 trades, OOS PF 1.55)
- S9 London Session: built, tested across 8 pairs with filter experiments
  GBP_USD (OOS PF 1.45) and GBP_AUD filtered (OOS PF 1.94) advance to Phase 2
- Added OBV indicator to technical.py
- Added GBP_NZD to engine spread/pip config
- Standalone OANDA fetcher (bypasses Supabase dependency)
- Fetched EUR_GBP, EUR_USD, GBP_NZD H1 data (2021-2023)
- Consolidated STRATEGY_LEARNINGS.md with full Phase 1 scorecard and 11 design principles
- Phase 2 roster: S7/GBP_JPY, S9/GBP_USD, S9F/GBP_AUD, S4-F/EUR_AUD, S3/GBP_JPY

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-19 13:56:03 +10:00

56 lines
23 KiB
CSV
Raw Blame History

timestamp,strategy_id,pair,signal_direction,entry_price,sl_price,tp1_price,tp2_price,tp3_price,lot_size,confluence_score,session,spread_at_entry,atr_at_entry,adx_at_entry,rsi_at_entry,ema_50_value,ema_200_value,vwap_deviation,news_within_60min,macd_hist_at_entry,stoch_k_at_entry,distance_from_ema50_pips,candle_body_ratio,hour_of_day,day_of_week,entry_pattern,exit_price,exit_reason,exit_time,pnl_pips,pnl_dollars,hold_time_minutes,win
2023-03-15 09:00:00+00:00,9,GBP_USD,SHORT,1.2112299999999998,1.2162376293673336,1.20786,1.2043,1.2043,199695.29,4,LONDON,1.5,0.0021558337650096344,23.531044908300004,35.07140561479845,1.2136135322061594,1.2044593767040805,-24.54998439780809,False,-0.000461902297069673,36.329261372572894,-21.935322061594764,0.879142300194959,9,2,london_breakout_short,1.2112299999999998,TP1+SL,2023-03-15 12:00:00+00:00,16.849999999999365,336.4865636499873,180,True
2023-03-22 07:00:00+00:00,9,GBP_USD,LONG,1.22615,1.2222441350146869,1.22905,1.2322,1.2322,256886.73,5,ASIAN,1.5,0.001674321280259187,26.9272252566529,65.06901292097024,1.2222148835931514,1.2143664505362806,32.25033709433944,False,0.00036350683248178683,64.00760597034856,36.85116406848543,0.6907449209932525,7,2,london_breakout_long,1.22615,TP1+SL,2023-03-22 12:00:00+00:00,14.499999999999513,372.4857584999875,300,True
2023-04-06 07:00:00+00:00,9,GBP_USD,LONG,1.24709,1.24369,1.24982,1.2528,1.2528,296202.86,5,ASIAN,1.5,0.0016018912809335406,35.21245118925729,54.06836056190938,1.2455288341315063,1.2377730803923812,3.664286041404896,False,9.517627260932702e-05,82.13954345711028,13.111658684936689,0.21590909090907753,7,3,london_breakout_long,1.24369,SL,2023-04-06 12:00:00+00:00,-34.000000000000696,-1007.0897240000206,300,False
2023-04-12 08:00:00+00:00,9,GBP_USD,SHORT,1.2415999999999998,1.24459,1.2392999999999998,1.2368099999999997,1.2368099999999997,333451.11,4,LONDON,1.5,0.001394732797481598,22.185072235308066,45.82388948532094,1.2421213418264376,1.2404194198524758,0.09999999999843467,False,-0.00016168370054059822,30.389406899051824,-3.3134182643768106,0.2713567839195991,8,2,london_breakout_short,1.24459,SL,2023-04-12 12:00:00+00:00,-29.9000000000027,-997.0188189000901,240,False
2023-04-13 08:00:00+00:00,9,GBP_USD,LONG,1.2522300000000002,1.2484832889452662,1.25391,1.2557800000000001,1.2557800000000001,263444.02,5,LONDON,1.5,0.0015010641060439855,40.28548208035892,77.54704506681976,1.2457819366272915,1.2419559702166323,8.266666666667533,False,3.78753864859931e-05,71.66128912037568,62.58063372708511,0.9920634920635277,8,3,london_breakout_long,1.2522300000000002,TP1+SL,2023-04-14 08:00:00+00:00,8.399999999999519,221.29297679998734,1440,True
2023-05-01 07:00:00+00:00,9,GBP_USD,SHORT,1.25325,1.25689,1.25067,1.2478399999999998,1.2478399999999998,271775.16,4,ASIAN,1.5,0.0016095036610078634,28.14598650734301,49.028140572130795,1.251732088366665,1.246981921654561,1.7906237503884093,False,-0.00048496700423767986,21.969012279994846,17.679116333351175,0.5695067264573013,7,0,london_breakout_short,1.2478399999999998,TP3,2023-05-02 08:00:00+00:00,39.95000199061688,1085.741818300022,1500,True
2023-05-02 08:00:00+00:00,9,GBP_USD,SHORT,1.24684,1.2506515521577737,1.24423,1.2414299999999998,1.2414299999999998,262391.53,4,LONDON,1.5,0.0015408622300302323,23.8937285244069,33.950383099042725,1.2506235636976628,1.247703739372643,-4.133333333333766,False,-7.347598144957247e-05,35.58622603813877,-35.93563697662727,0.7226277372262395,8,1,london_breakout_short,1.24684,TP1+SL,2023-05-02 14:00:00+00:00,13.050000000000004,342.4209466500002,360,True
2023-05-23 07:00:00+00:00,9,GBP_USD,SHORT,1.2406199999999998,1.2440862973136733,1.23829,1.2357099999999999,1.2357099999999999,289514.46,5,ASIAN,1.5,0.0014331961450786235,27.28823300968162,36.296330662357725,1.2437901798896223,1.247459900796634,-26.308130134888863,False,-0.00015323438855791163,50.98226029598459,-29.20179889622343,0.750750750750789,7,1,london_breakout_short,1.2406199999999998,TP1+SL,2023-05-23 13:00:00+00:00,11.649999999999716,337.2843458999918,360,True
2023-06-05 07:00:00+00:00,9,GBP_USD,SHORT,1.2395699999999998,1.2435246204780708,1.2363799999999998,1.2329399999999997,1.2329399999999997,254617.62,5,ASIAN,1.5,0.001560287606140605,67.71771050638543,23.39900090224316,1.2460396669378,1.243122611687758,-73.0129996890061,False,-0.0003569614399576782,20.98535163117375,-62.19666937800072,0.372093023255838,7,0,london_breakout_short,1.2435246204780708,SL,2023-06-05 15:00:00+00:00,-39.54620478070936,-1006.9160541296839,480,False
2023-03-14 07:00:00+00:00,9,EUR_AUD,SHORT,1.60222,1.6108381517523394,1.5946999999999998,1.5868799999999996,1.5868799999999996,116034.16,4,ASIAN,2.0,0.003385313508011771,20.195880797395613,37.444261945550856,1.6081995346953004,1.595798799245981,-50.363257625787305,False,-0.0005735896012282788,6.40237922010096,-56.795346953004696,0.8236714975845673,7,1,london_breakout_short,1.6108381517523394,SL,2023-03-14 09:00:00+00:00,-86.18151752339375,-999.9999993352276,120,False
2023-03-15 07:00:00+00:00,9,EUR_AUD,LONG,1.60833,1.60271,1.61305,1.6180700000000001,1.6180700000000001,176156.58,4,ASIAN,2.0,0.003182304945340281,12.44926603907337,52.83190634661217,1.60707410729478,1.5980871754976405,11.652912062243281,False,0.00024078519178019348,76.26439226803598,9.558927052200072,0.5660377358490943,7,2,london_breakout_long,1.60271,SL,2023-03-15 09:00:00+00:00,-56.19999999999958,-989.9999795999926,120,False
2023-03-31 07:00:00+00:00,9,EUR_AUD,LONG,1.62963,1.6233919256491773,1.6349399999999998,1.6405499999999997,1.6405499999999997,157115.79,5,ASIAN,2.0,0.002568427616019829,24.89875696382741,63.421667612675165,1.6232270531675868,1.6173074337882063,41.643946355061075,False,0.00020895043870672488,73.06952781600836,61.02946832413192,0.6535433070866156,7,4,london_breakout_long,1.6233919256491773,SL,2023-03-31 10:00:00+00:00,-62.380743508225756,-980.0999797082262,180,False
2023-04-17 07:00:00+00:00,9,EUR_AUD,LONG,1.63966,1.63533,1.64319,1.64702,1.64702,224087.53,5,ASIAN,2.0,0.0021020782194331885,22.664661041049147,59.19483504952551,1.63585219198519,1.6328712646223429,40.298760239996234,False,-0.00013831726320717675,53.32288335913859,35.07808014809876,0.8842975206611338,7,0,london_breakout_long,1.63533,SL,2023-04-17 12:00:00+00:00,-43.29999999999945,-970.2990048999877,300,False
2023-04-19 08:00:00+00:00,9,EUR_AUD,LONG,1.63377,1.628552775766693,1.63806,1.6425900000000002,1.6425900000000002,184120.13,5,LONDON,2.0,0.0020001118580853738,25.159388881196623,62.83891506906507,1.6310694007455435,1.631931805418287,4.533333333334166,False,0.0003766342391806796,71.90596085068344,24.60599254456408,0.7122641509433829,8,2,london_breakout_long,1.628552775766693,SL,2023-04-19 12:00:00+00:00,-52.17224233306838,-960.5960040756055,240,False
2023-05-03 07:00:00+00:00,9,EUR_AUD,LONG,1.6566699999999999,1.65038,1.66066,1.6649500000000002,1.6649500000000002,151190.79,5,ASIAN,2.0,0.002565933514904167,40.72172861392683,66.31469177417657,1.6522079523685957,1.6527665977841026,105.74157427396312,False,0.0008874010621080934,86.60244322392937,41.62047631404153,0.525373134328359,7,2,london_breakout_long,1.6649500000000002,TP3,2023-05-03 22:00:00+00:00,61.3500054765263,927.5555794500339,900,True
2023-05-09 08:00:00+00:00,9,EUR_AUD,LONG,1.62489,1.6198118111629514,1.62947,1.63429,1.63429,189096.08,4,LONDON,2.0,0.001872755853760906,44.80148114287138,50.60899271080053,1.6286893001663874,1.6425186207298654,2.80000000000058,False,0.0008125934819571655,84.18735150575706,-40.39300166387427,0.4339622641508288,8,1,london_breakout_long,1.6198118111629514,SL,2023-05-09 21:00:00+00:00,-50.78188837048581,-960.2656025856453,780,False
2023-05-11 07:00:00+00:00,9,EUR_AUD,LONG,1.62299,1.61778,1.62707,1.63145,1.63145,182468.9,3,ASIAN,2.0,0.002320185895179984,18.106620654738613,55.96098037043532,1.6220990386409353,1.6344780817113642,20.277864828393,False,0.00020777908464216248,63.26816746507137,5.9096135906466785,0.531413612565448,7,3,london_breakout_long,1.63145,TP3,2023-05-11 16:00:00+00:00,62.70000463640762,1144.0800876000199,540,True
2023-05-19 07:00:00+00:00,9,EUR_AUD,SHORT,1.62021,1.625906396961739,1.61555,1.6105900000000002,1.6105900000000002,168896.89,5,ASIAN,2.0,0.002149376014360298,44.243501726688415,28.167867075049273,1.6268868802938672,1.6296081070607988,-63.319201958085266,False,-0.0004868423392562326,16.846224221501227,-63.76880293867293,0.876847290640365,7,4,london_breakout_short,1.625906396961739,SL,2023-05-21 22:00:00+00:00,-56.96396961739181,-962.1037310431967,3780,False
2023-05-23 07:00:00+00:00,9,EUR_AUD,LONG,1.63008,1.6246576845321339,1.63367,1.63756,1.63756,175659.77,4,ASIAN,2.0,0.0021997171737788545,30.797200818960537,64.48090709852212,1.6260964907058475,1.6281313633300543,28.2940501635065,False,0.0002479948996734027,80.45892611521128,36.83509294152509,0.9326923076922964,7,1,london_breakout_long,1.63756,TP3,2023-05-24 06:00:00+00:00,55.35000425823125,972.2769017499922,1380,True
2023-05-25 07:00:00+00:00,9,EUR_AUD,SHORT,1.64102,1.64588,1.63716,1.633,1.633,197984.67,4,ASIAN,2.0,0.002238636618054225,26.86057575013133,50.21188828845932,1.6378558747302419,1.6317133346303716,-14.877385414451272,False,-0.0007200165909885059,35.92308009475244,34.641252697580335,0.43127962085320376,7,3,london_breakout_short,1.64588,SL,2023-05-25 13:00:00+00:00,-48.60000000000086,-962.2054962000171,360,False
2023-06-08 07:00:00+00:00,9,EUR_AUD,SHORT,1.60313,1.6089325794915421,1.59926,1.59509,1.59509,164165.51,5,ASIAN,2.0,0.0024402438111442997,26.537165011795945,42.17563209804197,1.6071555135094864,1.621038312915423,-10.651954919762563,False,-0.00016803124688760337,49.52921640587987,-37.25513509486466,0.6846846846846688,7,3,london_breakout_short,1.6089325794915421,SL,2023-06-09 03:00:00+00:00,-58.0257949154217,-952.5834215445611,1200,False
2023-06-14 07:00:00+00:00,9,EUR_AUD,SHORT,1.59007,1.59479,1.58691,1.58345,1.58345,199800.34,5,ASIAN,2.0,0.00221480174396058,23.07329021337536,40.73182986815965,1.5942195152415317,1.6055576845332276,-24.006518860186787,False,-0.0001944799851186353,41.955233808662506,-38.49515241531653,0.8683544303797804,7,2,london_breakout_short,1.59479,SL,2023-06-14 18:00:00+00:00,-47.199999999998354,-943.0576047999671,660,False
2023-06-16 09:00:00+00:00,9,EUR_AUD,LONG,1.5932,1.58759,1.59825,1.60354,1.60354,166421.93,3,LONDON,2.0,0.0025895222650188197,14.235648089061897,56.665288540179276,1.5913071878845713,1.5998361364692992,13.140971804299628,False,0.00020377973084249147,70.41944759885392,16.5281211542867,0.5666666666666279,9,4,london_breakout_long,1.58759,SL,2023-06-18 21:00:00+00:00,-56.09999999999893,-933.6270272999822,3600,False
2023-07-05 08:00:00+00:00,9,EUR_AUD,LONG,1.63207,1.6266653478586903,1.6369799999999999,1.6421299999999999,1.6421299999999999,171017.62,4,LONDON,2.0,0.002356870795343536,32.88281867817804,61.51824315799777,1.631065636283073,1.6320191755658482,13.266666666664761,False,0.0008628243988000966,74.37733887876338,7.643637169267858,0.43322475570030455,8,2,london_breakout_long,1.6266653478586903,SL,2023-07-06 02:00:00+00:00,-54.046521413095846,-924.2907461346689,1080,False
2023-07-07 07:00:00+00:00,9,EUR_AUD,SHORT,1.63953,1.64431,1.6354199999999999,1.6310099999999998,1.6310099999999998,191432.6,4,ASIAN,2.0,0.0021904798321769007,28.179343278230597,53.27529625808009,1.636618505474326,1.6334334125548016,10.508309936312354,False,-0.0006421933122955914,28.23893548525019,32.11494525673819,0.43504531722058637,7,4,london_breakout_short,1.63983,END,2023-07-07 07:00:00+00:00,-2.9999999999996696,-57.42977999999368,0,False
2023-03-13 08:00:00+00:00,9,GBP_JPY,SHORT,161.868,162.976,161.01999999999998,160.14299999999997,160.14299999999997,902.53,5,LONDON,2.5,0.5363057260139953,28.227643827932535,40.446696035544285,162.60735414576448,162.8014400201556,-33.36666666666872,False,-0.015045453207035486,53.84505738903888,-71.03541457644837,0.7770925110132265,8,0,london_breakout_short,160.14299999999997,TP3,2023-03-13 12:00:00+00:00,128.65191129380923,1161.1220950000163,240,True
2023-03-14 08:00:00+00:00,9,GBP_JPY,LONG,163.153,161.94380283734037,164.09099999999998,165.05799999999996,165.05799999999996,836.6,4,LONDON,2.5,0.5060018032735761,20.46860943657984,60.82757183877343,162.32899196727908,162.63898489775096,23.63333333333344,False,0.09065336892747261,56.243691585671485,79.5008032720915,0.8521647307286015,8,1,london_breakout_long,163.153,TP1+SL,2023-03-15 09:00:00+00:00,46.899999999999416,392.3653999999951,1500,True
2023-03-15 09:00:00+00:00,9,GBP_JPY,SHORT,162.532,163.44399149284666,161.93200000000002,161.30300000000003,161.30300000000003,1113.54,4,LONDON,2.5,0.4298254116287577,41.09866535875318,39.48030910288938,162.9980197162918,162.80139886016264,-74.28865980145645,False,-0.06577072315821503,48.878649005362604,-43.701971629178615,0.8281907433380038,9,2,london_breakout_short,161.30300000000003,TP3,2023-03-15 10:00:00+00:00,91.45110368733843,1018.3446199999885,60,True
2023-03-21 08:00:00+00:00,9,GBP_JPY,LONG,161.721,160.75,162.531,163.37,163.37,1056.35,4,LONDON,2.5,0.39731169121341314,25.394872934096703,62.99478411157186,161.05918773363302,161.65742158600693,3.6333333333345763,False,0.04091309847223196,86.82621056902964,63.28122663669831,0.5160305343511348,8,1,london_breakout_long,161.721,TP1+SL,2023-03-22 18:00:00+00:00,40.500000000000114,427.82175000000115,2040,True
2023-03-23 08:00:00+00:00,9,GBP_JPY,LONG,161.666,160.78794375358643,162.232,162.827,162.827,1173.04,4,LONDON,2.5,0.3595066058107605,34.196786318389,53.58857261665425,161.54367903178,161.68952543765548,13.333333333332575,False,0.027113576000035833,81.03456004730693,9.33209682200129,0.7508090614886425,8,3,london_breakout_long,160.78794375358643,SL,2023-03-23 18:00:00+00:00,-87.80562464135642,-1029.9950992929673,600,False
2023-03-24 09:00:00+00:00,9,GBP_JPY,SHORT,158.441,159.5182257483925,157.476,156.482,156.482,946.6,5,LONDON,2.5,0.4685552779743609,65.94804180163453,17.74548005242214,160.78113228859178,161.42518602227898,-63.32777621281309,False,-0.14380503548286327,10.91453920394551,-231.11322885917787,0.6609558160504944,9,4,london_breakout_short,159.5182257483925,SL,2023-03-24 14:00:00+00:00,-107.7225748392493,-1019.7018934283341,300,False
2023-03-28 07:00:00+00:00,9,GBP_JPY,LONG,161.477,160.724,162.14800000000002,162.85400000000004,162.85400000000004,1340.64,5,ASIAN,2.5,0.32308017663584243,39.72116471316993,61.157646445123405,160.87612363874905,161.14174982233564,20.395387889911376,False,-0.05842885110671961,66.86519020696758,56.58763612509574,0.3266129032258314,7,1,london_breakout_long,162.85400000000004,TP3,2023-03-29 11:00:00+00:00,102.4010271213778,1372.8291300000394,1680,True
2023-03-30 07:00:00+00:00,9,GBP_JPY,LONG,163.558,162.966,163.933,164.343,164.343,1728.43,5,ASIAN,2.5,0.2793552324414999,24.82823654200353,68.3361231368581,162.55671466361966,161.67820134366397,36.73769797897535,False,-0.05673933178127577,74.51748674220822,96.62853363803379,0.4137931034483008,7,3,london_breakout_long,163.558,TP1+SL,2023-03-30 11:00:00+00:00,18.749999999999996,324.080625,240,True
2023-04-04 09:00:00+00:00,9,GBP_JPY,LONG,166.20499999999998,165.41198206264667,166.932,167.688,167.688,1294.38,5,LONDON,2.5,0.33006380530265633,43.022904585954905,79.44907544927793,164.4792985210317,163.1286466393903,28.712208517916338,False,0.15910221310599093,91.8584711470777,169.67014789682935,0.5941358024691253,9,1,london_breakout_long,165.41198206264667,SL,2023-04-04 14:00:00+00:00,-79.30179373533122,-1026.4665577513804,300,False
2023-04-13 08:00:00+00:00,9,GBP_JPY,LONG,166.752,166.09725129208448,167.151,167.579,167.579,1552.05,4,LONDON,2.5,0.2701352343686219,19.329548184743818,64.92645199207155,166.02002333484432,164.83006504340563,16.33333333333269,False,0.009006034897837412,39.8814886314902,70.29766651556884,0.962121212121246,8,3,london_breakout_long,166.09725129208448,SL,2023-04-13 12:00:00+00:00,-65.47487079155303,-1016.2027321202988,240,False
2023-04-14 07:00:00+00:00,9,GBP_JPY,SHORT,165.591,166.171,165.27200000000002,164.91800000000003,164.91800000000003,1734.56,4,ASIAN,2.5,0.25174471345621796,27.021275335526777,36.75709259224387,166.03178405086405,165.08231253966645,-44.15826348090661,False,-0.020209760939428348,43.92989105819333,-40.578405086404246,0.7528301886792453,7,4,london_breakout_short,166.171,SL,2023-04-14 15:00:00+00:00,-57.9999999999984,-1006.0447999999724,480,False
2023-04-18 08:00:00+00:00,9,GBP_JPY,LONG,166.879,166.2663390385099,167.431,168.01200000000003,168.01200000000003,1625.67,5,LONDON,2.5,0.2362169285534645,29.97409579390437,67.56045438933802,166.29827517989304,165.53425883134088,-1.4000000000010004,False,0.0403054627805826,77.22039722866943,55.17248201069549,0.05147058823522804,8,1,london_breakout_long,167.559,TP1+TIME,2023-04-20 00:00:00+00:00,61.60000000000138,1001.4127200000225,2400,True
2023-04-20 07:00:00+00:00,9,GBP_JPY,SHORT,167.16,167.699,166.73899999999998,166.28299999999996,166.28299999999996,1866.41,3,ASIAN,2.5,0.2081146756485367,16.950804107078106,44.51701640715389,167.13623422669338,166.14599288927442,-24.783777073810143,False,-0.0627250254603399,25.624535791263824,5.876577330661803,0.40562248995979716,7,3,london_breakout_short,166.28299999999996,TP3,2023-04-21 06:00:00+00:00,64.90046988604082,1211.3088600000547,1380,True
2023-04-25 07:00:00+00:00,9,GBP_JPY,SHORT,167.138,167.78487001055697,166.62,166.067,166.067,1573.9,3,ASIAN,2.5,0.27833743249259074,17.71900298138429,43.40184559272177,167.2573914666597,166.61746699797126,-30.86681119135619,False,-0.05801884431681298,35.75891345454232,-8.439146665969588,0.8097902097902168,7,1,london_breakout_short,166.067,TP3,2023-04-25 13:00:00+00:00,79.4506804752525,1250.474259999999,360,True
2023-05-09 07:00:00+00:00,9,GBP_JPY,SHORT,169.83,170.45801556504054,169.315,168.765,168.765,1641.06,4,ASIAN,2.5,0.2595486384436288,28.21806618223512,38.14615233523165,170.18834219997294,169.48489074492173,-58.10968044014544,False,-0.06374806129545493,33.36485581227064,-32.334219997292735,0.8909090909090374,7,1,london_breakout_short,170.45801556504054,SL,2023-05-09 15:00:00+00:00,-62.80155650405277,-1030.6112231654083,480,False
2023-05-11 07:00:00+00:00,9,GBP_JPY,SHORT,169.035,169.51,168.66,168.25,168.25,2148.02,5,ASIAN,2.5,0.2699957155659224,52.83308702031976,32.04444680616015,169.90225302719327,169.69909113048885,-72.14426318185474,False,-0.007569238168860182,37.52069415478382,-83.22530271932749,0.18412698412696235,7,3,london_breakout_short,169.51,SL,2023-05-11 08:00:00+00:00,-47.49999999999943,-1020.3094999999878,60,False
2023-05-11 08:00:00+00:00,9,GBP_JPY,LONG,169.642,169.1,170.023,170.433,170.433,1863.66,4,LONDON,2.5,0.29206745016835706,46.443873580751706,48.57280373558007,169.89090977122493,169.6982345023248,16.866666666666674,False,0.02524838632306986,36.19537818973668,-27.790977122492677,0.9359861591695399,8,3,london_breakout_long,169.1,SL,2023-05-11 11:00:00+00:00,-54.20000000000016,-1010.103720000003,180,False
2023-05-17 07:00:00+00:00,9,GBP_JPY,SHORT,170.122,170.593,169.77900000000002,169.40100000000004,169.40100000000004,2123.15,4,ASIAN,2.5,0.24529216858627406,21.205355796600532,45.874581951991495,170.13595628615445,169.72850989127656,-17.880387838059164,False,-0.017259873212556613,37.80948320592767,2.1043713845557477,0.43434343434343725,7,2,london_breakout_short,170.593,SL,2023-05-17 11:00:00+00:00,-47.09999999999752,-1000.0036499999475,240,False
2023-05-23 07:00:00+00:00,9,GBP_JPY,SHORT,171.651,172.37479215902175,171.047,170.408,170.408,1367.8,4,ASIAN,2.5,0.2905513733509342,25.52631862854969,39.515248189741826,171.96943008527992,171.03206666112442,-44.18397978828921,False,-0.07247959986359423,21.526932764604187,-28.343008527991742,0.8909465020576165,7,1,london_breakout_short,172.37479215902175,SL,2023-05-23 15:00:00+00:00,-72.37921590217411,-990.0029151099375,480,False
2023-05-25 09:00:00+00:00,9,GBP_JPY,LONG,172.746,172.161,173.07500000000002,173.43300000000002,173.43300000000002,1675.39,4,LONDON,2.5,0.31155820247858934,14.969012613571085,61.12375461492745,172.14705945537435,171.45099795106253,18.860630816993762,False,0.029524948556587702,72.57646072504025,56.99405446256662,0.8000000000000437,9,3,london_breakout_long,172.161,SL,2023-05-25 12:00:00+00:00,-58.500000000000796,-980.1031500000134,180,False
2023-05-26 08:00:00+00:00,9,GBP_JPY,LONG,172.571,172.2,172.86800000000002,173.19400000000005,173.19400000000005,2615.37,5,LONDON,2.5,0.27658150958699723,21.448498914682474,55.98336229077327,172.30190308409865,171.64738387331053,1.9000000000005457,False,-0.009862813440732685,37.516475007764654,24.009691590134707,0.50100603621728,8,4,london_breakout_long,173.19400000000005,TP3,2023-05-26 11:00:00+00:00,46.000238207217144,1203.0764300000951,180,True
2023-06-06 07:00:00+00:00,9,GBP_JPY,SHORT,173.162,173.76809618588015,172.7,172.20299999999997,172.20299999999997,1620.75,4,ASIAN,2.5,0.2462642976126278,28.931582069608027,33.793077011015,173.71380309480588,173.28326739074143,-30.285882919605456,False,-0.006955044985423153,28.945210988662854,-51.680309480587994,0.27405857740585327,7,1,london_breakout_short,173.162,TP1+SL,2023-06-06 11:00:00+00:00,23.100000000000875,374.3932500000142,240,True
2023-06-12 07:00:00+00:00,9,GBP_JPY,LONG,175.657,175.136,176.001,176.38,176.38,1892.66,5,ASIAN,2.5,0.20884453855307683,22.31538907886101,70.7143469525148,174.91547145309647,174.01014515195766,35.640137897036084,False,-0.011749515241850472,74.81004727339474,70.65285469035416,0.5933147632312452,7,0,london_breakout_long,175.136,SL,2023-06-12 10:00:00+00:00,-52.1000000000015,-986.0758600000285,180,False
2023-06-22 08:00:00+00:00,9,GBP_JPY,LONG,181.409,180.727,181.82,182.26,182.26,1431.4,4,LONDON,2.5,0.2857628631712896,17.895682904600164,62.01872161262305,180.87989547482394,179.17813961656992,10.699999999999932,False,0.011910868153068563,66.46666451668081,50.010452517605586,0.8407643312101561,8,3,london_breakout_long,182.26,TP3,2023-06-22 11:00:00+00:00,63.10059452284479,903.2219100000004,180,True
2023-06-23 07:00:00+00:00,9,GBP_JPY,SHORT,181.561,182.43902920219338,180.786,179.976,179.976,1122.11,4,ASIAN,2.5,0.39669656081468085,32.823125197454544,45.42653224518613,181.5695765161413,179.759160597376,-21.3447902018288,False,-0.07725905449809575,62.64145663202555,2.6423483858707186,0.6709401709401589,7,4,london_breakout_short,182.43902920219338,SL,2023-06-23 10:00:00+00:00,-87.80292021933745,-985.2453480732075,180,False
2023-06-26 08:00:00+00:00,9,GBP_JPY,SHORT,182.296,182.988,181.673,181.02100000000002,181.02100000000002,1409.53,3,LONDON,2.5,0.34189023406746016,18.511131473554443,47.17363211075133,182.1659601730865,180.36244254903187,0.26666666666699257,False,-0.06203008033245244,50.99752909971681,15.903982691349938,0.41724137931034755,8,0,london_breakout_short,182.988,SL,2023-06-27 06:00:00+00:00,-69.20000000000073,-975.3947600000103,1320,False
2023-06-28 07:00:00+00:00,9,GBP_JPY,LONG,183.444,183.063,183.749,184.089,184.089,2534.49,5,ASIAN,2.5,0.23718073773287665,28.897726710179242,58.448662242952075,182.94849538419362,181.3263674007404,19.24927737586586,False,-0.04862546637810877,53.12365744608969,46.05046158063715,0.4482758620689475,7,2,london_breakout_long,183.063,SL,2023-06-28 08:00:00+00:00,-38.10000000000002,-965.6406900000005,60,False
2023-06-28 09:00:00+00:00,9,GBP_JPY,SHORT,182.828,183.403,182.517,182.177,182.177,1662.58,4,LONDON,2.5,0.2652323708002865,26.78554643695429,40.77774647708259,182.95159531620487,181.35932619085472,-21.981006352717714,False,-0.07772117340216245,31.042215876939185,-9.459531620487382,0.6035634743875197,9,2,london_breakout_short,182.177,TP3,2023-06-28 14:00:00+00:00,48.10039156010626,799.7074900000146,300,True
2023-07-05 08:00:00+00:00,9,GBP_JPY,SHORT,183.477,183.9,183.165,182.82399999999998,182.82399999999998,2278.92,4,LONDON,2.5,0.20826531136022383,27.705714032145924,43.85604031116006,183.54145154686174,182.6922822519295,7.766666666668698,False,-0.02107732839312732,39.06187809844926,-3.545154686173646,0.20654911838789777,8,2,london_breakout_short,183.477,TP1+SL,2023-07-05 11:00:00+00:00,15.600000000000591,355.5115200000135,180,True
Reference in New Issue View Git Blame Copy Permalink