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https://github.com/BrentNeale1/fx-quant.git
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Externalize hardcoded params in S4F (5 params) and S3 (9 params) as class attributes for sweep compatibility. Add unified backtest runner with IS/OOS validation and generalization scores, plus parameter grid sweep (90 combos) with OOS validation. S7/S9/S9_Filtered pass generalization; S4F/S3 confirm defaults are near-optimal. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
65 lines
29 KiB
CSV
65 lines
29 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,entry_pattern,exit_price,exit_reason,exit_time,pnl_pips,pnl_dollars,hold_time_minutes,win
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2021-01-15 10:00:00+00:00,7,GBP_JPY,LONG,141.566,141.20781124300387,141.80128313549415,142.0655662709883,142.0655662709883,2791.82,4,LONDON,2.5,0.17618875699609876,42.88940117559245,36.587501495255765,141.80275269087562,141.2765088095501,0.25410906127945054,False,-0.06699868544674156,17.00312006625038,-26.575269087561537,0.7424242424243142,10,4,liquidity_sweep_bullish,141.20781124300387,SL,2021-01-15 12:00:00+00:00,-35.81887569961282,-999.9985355569306,120,False
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2021-01-19 09:00:00+00:00,7,GBP_JPY,LONG,141.56,141.2521264151365,141.7663103772952,142.00162075459045,142.00162075459045,3215.61,3,LONDON,2.5,0.15687358486347797,48.80213452530581,68.66737170477022,141.1757334553746,141.17515028198045,5.591737610288305,False,0.061769183574347686,60.199476567766396,35.52665446254082,0.2349397590362436,9,1,liquidity_sweep_bullish,142.00162075459045,TP3,2021-01-20 09:00:00+00:00,32.396693930823794,1041.751329708963,1440,True
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2021-01-26 11:00:00+00:00,7,GBP_JPY,LONG,141.932,141.55653754704448,142.15419367943326,142.40538735886653,142.40538735886653,2664.49,4,LONDON,2.5,0.16746245295550963,45.013122957551374,54.918630544909384,141.83235369457933,141.6431799298451,23.050051242265113,False,0.018473756860085247,90.52523152047463,7.064630542066652,0.8793969849244831,11,1,liquidity_sweep_bullish,142.40538735886653,TP3,2021-01-26 15:00:00+00:00,34.7792295802699,926.6890942433334,240,True
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2021-01-28 09:00:00+00:00,7,GBP_JPY,LONG,142.387,141.99508017624308,142.6443797356354,142.93075947127082,142.93075947127082,2576.25,3,LONDON,2.5,0.1909198237569357,28.0111193240368,45.660860027758666,142.37358502774566,141.94096699332573,3.2040370578869215,False,-0.038040031071515955,26.222032530461906,-1.5585027745657953,0.5207373271889751,9,3,liquidity_sweep_bullish,142.93075947127082,TP3,2021-01-28 14:00:00+00:00,40.057171411578054,1031.9728784907795,300,True
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2021-02-03 13:00:00+00:00,7,GBP_JPY,LONG,143.38,142.98100883435788,143.58198674846315,143.81297349692633,143.81297349692633,2556.46,4,OVERLAP,2.5,0.15399116564210769,21.19125925463239,46.771428044045194,143.4376216374294,142.89903350963797,1.9550885825168507,False,-0.02122762299110889,23.32069110572441,-8.662163742940265,0.7763713080167911,13,2,liquidity_sweep_bullish,142.98100883435788,SL,2021-02-04 07:00:00+00:00,-39.89911656421157,-1020.0049553174431,1080,False
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2021-02-22 16:00:00+00:00,7,GBP_JPY,LONG,147.909,147.35748315792512,148.2107752631123,148.54155052622465,148.54155052622465,1830.96,3,OVERLAP,2.5,0.2205168420748857,25.806205453005592,49.571595382680044,147.73878097123367,146.59488521881667,-3.23407357151666,False,-0.05638877428058647,25.826739927013183,14.12190287663293,0.7335423197492708,16,0,liquidity_sweep_bullish,147.909,TP1+SL,2021-02-23 14:00:00+00:00,15.088763155615936,276.26921787406553,1320,True
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2021-03-15 16:00:00+00:00,7,GBP_JPY,LONG,151.59799999999998,151.01970105203978,151.89794842194036,152.2268968438807,152.2268968438807,1750.94,4,OVERLAP,2.5,0.219298947960237,30.792877648174553,42.72345716995164,151.72154930343618,150.79467132964248,-21.23747076678626,False,-0.0683812708299251,23.680182752712355,-15.254930343618867,0.8027777777777754,16,0,liquidity_sweep_bullish,151.01970105203978,SL,2021-03-16 07:00:00+00:00,-57.82989479602065,-1012.566759941444,900,False
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2021-03-16 14:00:00+00:00,7,GBP_JPY,LONG,151.272,150.86040341029127,151.5303948845631,151.81778976912616,151.81778976912616,2435.49,4,OVERLAP,2.5,0.19159658970872767,46.116112504772666,44.37097338848161,151.49875478152686,150.91043395078316,13.103242131234083,False,-0.005516899484468041,77.33077534251731,-25.57547815268606,0.8232758620689787,14,1,liquidity_sweep_bullish,151.81778976912616,TP3,2021-03-17 07:00:00+00:00,40.20945678301036,979.2972990045389,1020,True
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2021-04-13 10:00:00+00:00,7,GBP_JPY,SHORT,150.213,150.71331798824258,149.93402301763615,149.62604603527228,149.62604603527228,2023.18,3,LONDON,2.5,0.2053179882425695,28.59269653051172,43.78288547843401,150.43765868033003,151.06143682161715,-13.406886587759459,False,-0.027369285861298248,21.467421310283054,-19.565868033004108,0.7345679012345386,10,1,liquidity_sweep_bearish,150.213,TP1+SL,2021-04-13 12:00:00+00:00,13.948849118192188,282.2103255894407,120,True
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2021-04-26 12:00:00+00:00,7,GBP_JPY,SHORT,149.848,150.42552848244802,149.53420727632798,149.19141455265597,149.19141455265597,1757.59,5,LONDON,2.5,0.2285284824480132,21.667906582555755,52.91567388327567,149.84025883864902,150.2462986145537,-0.3728867266971747,False,0.018866320198138026,53.48712642597106,3.6741161350988705,0.3481481481481253,12,0,liquidity_sweep_bearish,150.42552848244802,SL,2021-04-27 01:00:00+00:00,-57.75284824480024,-1015.0582854657846,780,False
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2021-04-30 13:00:00+00:00,7,GBP_JPY,LONG,151.279,150.82416914897905,151.5497462765314,151.84949255306282,151.84949255306282,2209.41,5,OVERLAP,2.5,0.19983085102093687,47.19627967228395,32.976576948685306,151.53267436608,150.9177882286671,-11.97662108636166,False,-0.0649438530111009,32.65307404867121,-28.267436607998775,0.03088803088807029,13,4,liquidity_sweep_bullish,150.82416914897905,SL,2021-05-02 21:00:00+00:00,-45.48308510209438,-1004.9078305541833,3360,False
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2021-05-24 08:00:00+00:00,7,GBP_JPY,LONG,154.012,153.60050807928644,154.23273788107034,154.48247576214067,154.48247576214067,2417.68,4,LONDON,2.5,0.1664919207135534,28.665266488038995,43.47020422108266,154.15993958323398,153.94593704622852,2.3666666666684932,False,-0.0071238713458160186,48.988651856033776,-17.693958323397396,0.268698060941859,8,0,liquidity_sweep_bullish,154.012,TP1+SL,2021-05-25 13:00:00+00:00,11.036894053516733,266.83678015306333,1740,True
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2021-05-31 15:00:00+00:00,7,GBP_JPY,LONG,155.623,155.28565511043521,155.8210173343472,156.0480346686944,156.0480346686944,2956.99,4,OVERLAP,2.5,0.15134488956480616,49.654076816262176,49.52039425705005,155.4898975578868,154.70481868697738,12.271567464063082,False,-0.017999866233808857,61.17340008839269,10.410244211320219,0.6586826347304442,15,0,liquidity_sweep_bullish,155.623,TP1+SL,2021-06-01 06:00:00+00:00,9.900866717360657,292.76763874568286,900,True
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2021-06-25 12:00:00+00:00,7,GBP_JPY,SHORT,153.659,154.12314439252793,153.40128341120808,153.11456682241615,153.11456682241615,2155.48,4,LONDON,2.5,0.19114439252794413,53.8588470422815,24.810319988450544,154.31867546707275,154.23362056305513,-20.852640031313285,False,-0.05275840635949372,15.699312403799084,-63.06754670727628,0.5355029585799257,12,4,liquidity_sweep_bearish,154.12314439252793,SL,2021-06-25 14:00:00+00:00,-46.41443925279418,-1000.4539552061281,120,False
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2021-07-02 10:00:00+00:00,7,GBP_JPY,SHORT,153.09300000000002,153.49717734346345,152.87123398480486,152.62046796960968,152.62046796960968,2450.53,3,LONDON,2.5,0.16717734346344384,35.24052307964464,30.426481236859104,153.49162049569827,153.69619825411613,-18.369589856695256,False,-0.05178002572719604,12.142176124114501,-36.962049569825695,0.7427385892114661,10,4,liquidity_sweep_bearish,153.49717734346345,SL,2021-07-02 12:00:00+00:00,-40.41773434634308,-990.4487054774412,120,False
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2021-07-30 15:00:00+00:00,7,GBP_JPY,LONG,152.672,152.2247742086898,152.95833868696528,153.27367737393055,153.27367737393055,2192.5,5,OVERLAP,2.5,0.21022579131017957,36.63133935875766,40.353128959466375,152.83637541682887,152.25572151827544,-29.063070833899474,False,-0.022159049509178973,32.090036993422636,-19.33754168288715,0.01953124999998222,15,4,liquidity_sweep_bullish,152.2247742086898,SL,2021-08-01 21:00:00+00:00,-44.72257913101885,-980.5425474475883,3240,False
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2021-08-03 08:00:00+00:00,7,GBP_JPY,SHORT,151.824,152.23044597313304,151.57933104030045,151.30566208060085,151.30566208060085,2388.36,3,LONDON,2.5,0.18244597313304692,33.17111708131859,45.683075608404145,152.16133874825707,152.20288283213353,-4.566666666664787,False,0.03722803957820611,64.9472313596493,-30.83387482570572,0.36758893280626104,8,1,liquidity_sweep_bearish,151.30566208060085,TP3,2021-08-03 13:00:00+00:00,38.1505609816489,911.1727382613097,300,True
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2021-08-04 11:00:00+00:00,7,GBP_JPY,SHORT,151.835,152.214864563784,151.589703154324,151.315406308648,151.315406308648,2579.47,4,LONDON,2.5,0.18286456378400096,22.847032014812697,48.984720644115605,151.95660032037938,152.11461391725595,-17.15789799258971,False,0.0258751698462492,44.64832495319386,-9.260032037937549,0.48095238095235837,11,2,liquidity_sweep_bearish,151.835,TP1+SL,2021-08-04 13:00:00+00:00,12.264842283799737,316.36792725792907,120,True
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2021-08-25 08:00:00+00:00,7,GBP_JPY,SHORT,150.64000000000001,151.1143351528358,150.39999727074635,150.13099454149267,150.13099454149267,2072.4,4,LONDON,2.5,0.17933515283577778,17.795316685023398,56.211904198229135,150.4649640402053,150.79013373274236,-4.599999999999227,False,-0.004467363944246086,37.20413010474014,20.40359597947088,0.28426395939091786,8,2,liquidity_sweep_bearish,151.1143351528358,SL,2021-08-25 14:00:00+00:00,-47.433515283577776,-983.0121707368659,360,False
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2021-08-30 11:00:00+00:00,7,GBP_JPY,LONG,151.209,150.86378738668466,151.40531891997304,151.63063783994605,151.63063783994605,2819.08,3,LONDON,2.5,0.15021261331534858,15.189330052530499,54.705688561359246,151.04245608816143,150.9321682690765,6.492283032335422,False,-0.009988877438677997,38.113207547171434,13.754391183857706,0.6758241758243243,11,0,liquidity_sweep_bullish,151.209,TP1+SL,2021-08-31 12:00:00+00:00,9.815945998651898,276.71937045879594,1500,True
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2021-09-07 14:00:00+00:00,7,GBP_JPY,LONG,151.94899999999998,151.5761053024372,152.18384204634418,152.44768409268838,152.44768409268838,2617.23,4,OVERLAP,2.5,0.1758946975627967,22.564377948748675,50.26522890057905,151.93805440221286,151.63011360916778,12.515971158359207,False,-0.005507668021594143,72.94254969647346,-1.805440221286858,0.13207547169821438,14,1,liquidity_sweep_bullish,151.5761053024372,SL,2021-09-08 08:00:00+00:00,-37.28946975627707,-975.9511893022104,1080,False
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2021-09-08 13:00:00+00:00,7,GBP_JPY,LONG,151.85399999999998,151.4688689948647,152.05319650770295,152.28139301540594,152.28139301540594,2508.73,4,OVERLAP,2.5,0.1521310051353152,38.896841305580104,47.25338009705235,151.9088994498083,151.68724736135147,11.584605951500748,False,-0.014253913900572998,76.06385108011362,-8.389944980831388,0.3627450980391733,13,2,liquidity_sweep_bullish,151.4688689948647,SL,2021-09-09 07:00:00+00:00,-38.51310051352925,-966.1897065130624,1080,False
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2021-09-09 09:00:00+00:00,7,GBP_JPY,LONG,151.905,151.52811513800532,152.11282729299205,152.3496545859841,152.3496545859841,2537.99,5,LONDON,2.5,0.15788486199469604,44.81110156012911,56.60753548106097,151.80120330846373,151.6937144457747,10.567760250532388,False,0.015536187297852368,79.13815221750635,7.47966915362781,0.43461538461539806,9,3,liquidity_sweep_bullish,151.905,TP1+SL,2021-09-09 17:00:00+00:00,10.391364649602508,263.7317956704467,480,True
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2021-09-23 08:00:00+00:00,7,GBP_JPY,SHORT,150.088,150.47218151232715,149.82572773150926,149.5344554630185,149.5344554630185,2496.65,4,LONDON,2.5,0.19418151232715875,63.18580853627071,68.69619970958104,149.68521903350933,150.50964258294968,-2.6666666666642413,False,0.057819192820166745,83.72489633181637,43.17809664906633,0.09917355371901602,8,3,liquidity_sweep_bearish,150.47218151232715,SL,2021-09-23 11:00:00+00:00,-38.41815123271601,-959.1667727516044,180,False
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2021-10-07 14:00:00+00:00,7,GBP_JPY,LONG,151.944,151.3881015502808,152.2508476745788,152.58669534915762,152.58669534915762,1708.18,4,OVERLAP,2.5,0.22389844971921458,22.241675414438475,66.41797593643571,151.3989704432982,151.07462874092823,37.27070275714084,False,0.05642049316525995,81.1050953113204,51.60295567017954,0.7073170731707205,14,3,liquidity_sweep_bullish,152.58669534915762,TP3,2021-10-08 14:00:00+00:00,47.477527432504694,811.0016280965588,1440,True
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2021-10-21 11:00:00+00:00,7,GBP_JPY,LONG,157.712,157.03021624605853,158.0936756309122,158.50435126182444,158.50435126182444,1404.68,3,LONDON,2.5,0.2737837539414775,44.26399001382425,49.53726081389206,157.6257545997257,156.08554010046774,24.844663297366765,False,-0.05079740732041138,57.86595525910908,5.724540027429725,0.7409200968522399,11,3,liquidity_sweep_bullish,157.03021624605853,SL,2021-10-21 13:00:00+00:00,-68.17837539414597,-957.6880034864897,120,False
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2021-10-29 11:00:00+00:00,7,GBP_JPY,LONG,157.047,156.48783742151303,157.37374386773047,157.7294877354609,157.7294877354609,1695.59,3,LONDON,2.5,0.23716257848696995,22.39654804955156,66.17247855661854,156.5834001155804,156.50588237481367,24.910202103683332,False,0.02158456409268593,84.69232379717215,43.45998844196117,0.6290322580645161,11,4,liquidity_sweep_bullish,156.48783742151303,SL,2021-10-29 14:00:00+00:00,-55.916257848696205,-948.1104764567079,180,False
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2021-11-10 08:00:00+00:00,7,GBP_JPY,SHORT,153.114,153.57571037474384,152.83443443788425,152.52586887576848,152.52586887576848,2032.93,4,LONDON,2.5,0.20571037474383683,27.303339362982037,51.70142632925221,153.2037801251759,154.30654252539233,-2.1666666666675383,False,0.03060645825659345,76.81042808310049,-6.078012517590992,0.3598971722364595,8,2,liquidity_sweep_bearish,153.114,TP1+SL,2021-11-10 13:00:00+00:00,13.978278105787469,284.1686090959852,300,True
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2021-11-15 15:00:00+00:00,7,GBP_JPY,SHORT,153.043,153.46258659358037,152.79512010962947,152.5182402192589,152.5182402192589,2243.8,4,OVERLAP,2.5,0.1845865935803661,26.95881459341725,59.84293364942911,152.85382660290435,153.49139058517304,12.504539957382121,False,0.011224768330126852,77.48812924177535,21.81733970956543,0.1333333333333036,15,0,liquidity_sweep_bearish,153.46258659358037,SL,2021-11-16 02:00:00+00:00,-41.95865935803624,-941.4683986756173,660,False
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2021-11-19 14:00:00+00:00,7,GBP_JPY,SHORT,153.16,153.87208595736394,152.69387106395408,152.19874212790816,152.19874212790816,1308.91,4,OVERLAP,2.5,0.33008595736394164,43.96604069782875,36.36452934786622,153.8429035722799,153.74112992713597,5.3679331416987,False,-0.13070392939576528,34.555219017898686,-65.39035722799156,0.3480314960630028,14,4,liquidity_sweep_bearish,153.87208595736394,SL,2021-11-22 15:00:00+00:00,-71.20859573639392,-932.0564304532338,4380,False
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2021-11-23 08:00:00+00:00,7,GBP_JPY,SHORT,153.318,153.90815769129742,153.01226346305387,152.67752692610773,152.67752692610773,1563.54,4,LONDON,2.5,0.22315769129742696,53.86626232940086,35.58700787230353,153.71502125557873,153.69324606352444,-8.966666666663059,False,-0.04817338530404919,27.557012902040867,-36.8021255578725,0.7985257985257497,8,1,liquidity_sweep_bearish,153.90815769129742,SL,2021-11-23 14:00:00+00:00,-59.01576912974064,-922.7351566511469,360,False
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2021-11-23 14:00:00+00:00,7,GBP_JPY,LONG,153.877,153.375830234589,154.2022546481165,154.556509296233,154.556509296233,1822.75,4,OVERLAP,2.5,0.23616976541099557,44.43116293881849,54.63011184936855,153.6912101876037,153.68766068666835,29.435609419101638,False,-0.028498599057303207,81.15904961493189,15.678981239631185,0.4595469255664255,14,1,liquidity_sweep_bullish,153.375830234589,SL,2021-11-24 09:00:00+00:00,-50.116976541102076,-913.5071899029381,1140,False
|
|
2021-12-07 08:00:00+00:00,7,GBP_JPY,SHORT,150.749,151.30533092471234,150.4520036129315,150.12600722586296,150.12600722586296,1625.6,4,LONDON,2.5,0.217330924712339,44.12173023803036,60.80343102295601,150.34598174091798,151.0283122465493,-10.333333333335304,False,0.024496240409433073,46.77540019266636,43.201825908201386,0.5161290322580497,8,1,liquidity_sweep_bearish,150.12600722586296,TP3,2021-12-07 18:00:00+00:00,45.99984129894195,747.7734201556004,600,True
|
|
2021-12-31 12:00:00+00:00,7,GBP_JPY,LONG,155.263,154.82268444947158,155.48947332579263,155.74494665158525,155.74494665158525,2070.9,5,LONDON,2.5,0.17031555052841754,31.023094062843008,46.792799593746665,155.12696134276285,153.77649727373034,-13.072176487841602,False,-0.03538674069345249,19.291353890317918,10.703865723715467,0.2908496732025989,12,4,liquidity_sweep_bullish,155.74494665158525,TP3,2021-12-31 15:00:00+00:00,35.421231592178934,733.5382850424336,180,True
|
|
2022-01-03 16:00:00+00:00,7,GBP_JPY,LONG,155.245,154.71874799065523,155.54787801401716,155.8797560280343,155.8797560280343,1746.66,4,OVERLAP,2.5,0.22125200934477068,37.11994100720223,40.77579319612261,155.41093869144268,154.21800931721367,-14.675414483176041,False,-0.07342571754001656,28.72093732034216,-19.49386914426725,0.5943396226415542,16,0,liquidity_sweep_bullish,155.8797560280343,TP3,2022-01-04 03:00:00+00:00,46.88206551389961,818.870285505079,660,True
|
|
2022-01-06 10:00:00+00:00,7,GBP_JPY,LONG,156.785,156.08761429283962,157.1555785607406,157.55515712148122,157.55515712148122,1329.78,3,LONDON,2.5,0.26638570716040055,41.28882886578994,46.70439211427897,156.7659103197676,155.43922360655517,32.5371322518464,False,-0.08565688311361538,52.7063798734838,-0.9910319767612918,0.7418699186992203,10,3,liquidity_sweep_bullish,156.785,TP1+SL,2022-01-09 22:00:00+00:00,18.528928037029857,246.39397925081562,5040,True
|
|
2022-01-13 14:00:00+00:00,7,GBP_JPY,LONG,157.15,156.6202859257765,157.46107111133526,157.8011422226705,157.8011422226705,1755.36,5,OVERLAP,2.5,0.2267140742235036,29.083529712182155,49.660164887914085,157.103241632044,156.55345360394983,-0.07878375583345587,False,-0.012147602381668189,33.48419548629895,1.7758367956020038,0.425605536332264,14,3,liquidity_sweep_bullish,156.6202859257765,SL,2022-01-13 15:00:00+00:00,-52.97140742235058,-929.8388973289731,60,False
|
|
2022-01-18 09:00:00+00:00,7,GBP_JPY,LONG,156.268,155.83269565840283,156.56495651239578,156.89091302479153,156.89091302479153,2114.7,4,LONDON,2.5,0.2173043415971765,28.9980575933117,41.76308229088722,156.4566280036116,156.45450319001034,-18.581802031155803,False,-0.013318580999717416,39.67381258491553,-21.762800361159407,0.5599128540305428,9,1,liquidity_sweep_bullish,155.83269565840283,SL,2022-01-18 12:00:00+00:00,-43.5304341597174,-920.5380911755439,180,False
|
|
2022-01-19 11:00:00+00:00,7,GBP_JPY,SHORT,156.041,156.43849237103325,155.75576144345013,155.44152288690026,155.44152288690026,2292.71,3,LONDON,2.5,0.20949237103324464,34.725238074197144,57.08044012005093,156.01329311136905,156.2987137665252,24.32564558679644,False,0.060260987417893694,88.356117273556,5.670688863094142,0.08085106382980577,11,2,liquidity_sweep_bearish,155.44152288690026,TP3,2022-01-20 01:00:00+00:00,44.23604495345282,1014.2042262523081,840,True
|
|
2022-01-27 10:00:00+00:00,7,GBP_JPY,SHORT,154.352,154.9255330874514,154.0112003688229,153.6414007376458,153.6414007376458,1606.66,3,LONDON,2.5,0.24653308745140512,33.995667314526415,58.40145359125854,154.09960409531297,154.70983501175158,4.752404588987247,False,0.0013557444920041309,83.68958191348865,28.13959046870309,0.097178683385602,10,3,liquidity_sweep_bearish,154.9255330874514,SL,2022-01-28 07:00:00+00:00,-57.35330874514091,-921.4726702846809,1260,False
|
|
2022-02-07 13:00:00+00:00,7,GBP_JPY,LONG,155.652,155.108922538537,155.9666161921945,156.310232384389,156.310232384389,1679.8,3,OVERLAP,2.5,0.2290774614630008,29.04037552372968,44.853698843976204,155.79385139437792,155.3140857646067,9.710462145906718,False,-0.050704893590662686,36.382376420662546,-17.085139437793373,0.777777777777712,13,0,liquidity_sweep_bullish,156.310232384389,TP3,2022-02-08 09:00:00+00:00,48.64282068081551,817.1021017963388,1200,True
|
|
2022-03-10 14:00:00+00:00,7,GBP_JPY,SHORT,152.542,153.23728211357013,152.15507682964483,151.73915365928966,151.73915365928966,1323.82,4,OVERLAP,2.5,0.27728211357011456,34.44392797220163,48.96824245640294,152.4310556085491,153.02428985117828,-10.608162200864513,False,-0.04738485743499771,62.879779989522056,13.994439145091064,0.7665995975854918,14,3,liquidity_sweep_bearish,152.542,TP1+SL,2022-03-11 04:00:00+00:00,19.346158517758738,256.1083156897937,840,True
|
|
2022-03-21 12:00:00+00:00,7,GBP_JPY,LONG,156.834,156.3809811067696,157.1095283398456,157.4140566796912,157.4140566796912,2037.43,4,LONDON,2.5,0.2030188932304031,21.160816361235394,53.91313960830786,156.46535250114061,154.9640839596091,9.23077418468381,False,-0.05407336536104143,36.58735387355584,33.96474988593923,0.7545787545788286,12,0,liquidity_sweep_bullish,157.4140566796912,TP3,2022-03-21 16:00:00+00:00,42.779535677016945,871.6030937442464,240,True
|
|
2022-03-30 09:00:00+00:00,7,GBP_JPY,LONG,160.311,159.20912605036122,161.0963109244582,161.91062184891638,161.91062184891638,845.57,3,LONDON,2.5,0.5428739496387902,32.50170066588906,45.6268064605902,160.91606211434686,159.6821814982402,33.33408101909754,False,0.0009708904396756868,78.73610670697873,-63.40621143468468,0.7389984825493615,9,2,liquidity_sweep_bullish,160.688,TIME,2022-04-01 01:00:00+00:00,37.69999999999811,318.77988999998405,2400,True
|
|
2022-05-11 14:00:00+00:00,7,GBP_JPY,SHORT,160.697,161.69475357350146,160.1383696397478,159.5507392794956,159.5507392794956,937.0,4,OVERLAP,2.5,0.3917535735014686,33.31560318657865,51.16802955039148,160.74251807937966,161.63910615289808,5.364409921671154,False,0.03874728025098841,84.30833446758261,-1.6518079379665096,0.8672699849170123,14,2,liquidity_sweep_bearish,159.5507392794956,TP3,2022-05-11 17:00:00+00:00,85.24577736837604,798.7529339416836,180,True
|
|
2022-05-31 08:00:00+00:00,7,GBP_JPY,LONG,161.343,160.72255655448865,161.713665168267,162.11333033653403,162.11333033653403,1519.69,5,LONDON,2.5,0.2664434455113439,40.97074904939494,52.6601700874127,160.98094345373124,160.25277731803135,9.166666666664014,False,-0.07686240039026376,32.84077334736096,33.305654626875025,0.7466666666666697,8,1,liquidity_sweep_bullish,162.11333033653403,TP3,2022-05-31 14:00:00+00:00,57.05028213970761,866.9874326489227,360,True
|
|
2022-07-07 11:00:00+00:00,7,GBP_JPY,SHORT,162.45000000000002,163.45657491305164,161.79263763042258,161.1062752608451,161.1062752608451,945.34,3,LONDON,2.5,0.4575749130516342,27.39131087671726,53.64551036760441,162.41390897970692,163.7800201944279,-43.43637465327106,False,0.09892999889383143,64.19442191588404,6.509102029309588,0.7258620689655239,11,3,liquidity_sweep_bearish,163.45657491305164,SL,2022-07-07 18:00:00+00:00,-100.65749130516224,-951.5555283042207,420,False
|
|
2022-07-08 13:00:00+00:00,7,GBP_JPY,SHORT,163.237,164.30042487030445,162.53786269454332,161.80972538908665,161.80972538908665,885.85,4,OVERLAP,2.5,0.48542487030444514,31.72887104665354,55.185638810510845,162.8424994219513,163.62692912497562,36.67722663728057,False,-0.00223286735534952,85.34257666617656,42.35005780487029,0.398744113029857,13,4,liquidity_sweep_bearish,164.30042487030445,SL,2022-07-11 01:00:00+00:00,-106.3424870304459,-942.0349213592051,3600,False
|
|
2022-07-20 14:00:00+00:00,7,GBP_JPY,LONG,165.70499999999998,165.00687455575004,166.22968816637496,166.7833763327499,166.7833763327499,1335.89,4,OVERLAP,2.5,0.3691254442499729,34.23105262007464,50.30604831929863,165.47194002990784,164.52649864110708,4.511131071731711,False,-0.07325848326165563,37.13119899560517,20.405997009214616,0.4671968190854708,14,2,liquidity_sweep_bullish,165.00687455575004,SL,2022-07-21 13:00:00+00:00,-69.8125444249939,-932.6187997190513,1380,False
|
|
2022-08-03 08:00:00+00:00,7,GBP_JPY,SHORT,162.18200000000002,163.1186005879086,161.45109911813714,160.69119823627426,160.69119823627426,985.79,3,LONDON,2.5,0.5066005879085865,28.835346883883428,58.77279595443797,161.61387299109833,162.87440189975072,-9.933333333333394,False,0.02727650260380926,71.30583889611216,59.71270089016798,0.3531746031746043,8,2,liquidity_sweep_bearish,163.1186005879086,SL,2022-08-04 07:00:00+00:00,-93.66005879085719,-923.2914935543911,1380,False
|
|
2022-08-23 13:00:00+00:00,7,GBP_JPY,SHORT,161.96800000000002,162.65102191422412,161.47646712866384,160.95593425732767,160.95593425732767,1338.26,4,OVERLAP,2.5,0.3470219142241151,25.606963273464096,57.147588535229794,161.78737845031554,162.07759966178872,27.236693991034144,False,0.06629533942047541,82.65308054667668,20.962154968447066,0.331288343558287,13,1,liquidity_sweep_bearish,160.95593425732767,TP3,2022-08-24 10:00:00+00:00,75.1806869553712,1006.1130612489505,1260,True
|
|
2022-09-14 13:00:00+00:00,7,GBP_JPY,LONG,165.316,164.56780619616626,165.8827907057506,166.47858141150124,166.47858141150124,1235.13,5,OVERLAP,2.5,0.3971938038337435,33.77577100839857,36.87772652722489,165.98407459485233,164.9758637742115,-8.76816147339241,False,-0.0330757756010735,46.274608023608515,-69.70745948523245,0.025700934579429322,13,2,liquidity_sweep_bullish,164.56780619616626,SL,2022-09-15 18:00:00+00:00,-74.81938038337431,-924.1166129291713,1740,False
|
|
2022-09-20 16:00:00+00:00,7,GBP_JPY,SHORT,163.427,164.14878035362952,162.9958294695557,162.53565893911144,162.53565893911144,1267.53,3,OVERLAP,2.5,0.30678035362951706,22.466255230738454,42.333528826394634,163.79194366019627,164.3067890837814,-56.368096530761136,False,-0.057204480917921297,23.758394406704127,-33.59436601962784,0.6826722338204364,16,1,liquidity_sweep_bearish,162.53565893911144,TP3,2022-09-21 06:00:00+00:00,66.12628277765944,838.1704720916667,840,True
|
|
2022-10-05 16:00:00+00:00,7,GBP_JPY,LONG,163.444,162.44778143286752,164.24032785069872,165.06565570139745,165.06565570139745,926.76,3,OVERLAP,2.5,0.5502185671324871,37.260876365610905,40.05966386655959,163.8379885139377,161.34716298486475,-28.55607972133214,False,-0.22060776775003166,33.859759392854045,-42.29885139376961,0.4076433121019019,16,2,liquidity_sweep_bullish,163.444,TP1+SL,2022-10-06 08:00:00+00:00,39.81639253493654,369.0023994567779,960,True
|
|
2022-11-10 13:00:00+00:00,7,GBP_JPY,SHORT,166.77100000000002,167.8142816755394,166.2445774866909,165.6891549733818,165.6891549733818,888.49,4,OVERLAP,2.5,0.37028167553941166,25.598645592616148,51.48614850917761,166.98441038809315,167.72392739986196,9.600177960467704,False,0.07773496305486302,45.926269157594554,-18.441038809314136,0.19135802469136923,13,3,liquidity_sweep_bearish,165.6891549733818,TP3,2022-11-10 14:00:00+00:00,80.41459461842983,714.4756317252873,60,True
|
|
2022-11-15 15:00:00+00:00,7,GBP_JPY,SHORT,165.583,166.5540116082013,164.857482587698,164.102965175396,164.102965175396,961.98,4,OVERLAP,2.5,0.5030116082013331,21.9244232092057,57.42314216000502,165.10255435574356,166.25331326296322,17.503273317228718,False,0.07527258347479232,76.56150083332209,50.94456442564308,0.4843749999999992,15,1,liquidity_sweep_bearish,165.583,TP1+SL,2022-11-16 01:00:00+00:00,36.27587061509985,348.9666201431375,600,True
|
|
2022-11-17 12:00:00+00:00,7,GBP_JPY,SHORT,165.601,166.37750674191966,165.0322398871205,164.43447977424103,164.43447977424103,1207.44,5,LONDON,2.5,0.3985067419196566,22.89072624136199,44.044798449171644,165.73961325783645,166.08930902550796,-23.59962682566845,False,-0.0476639131938002,45.39971771968385,-10.961325783645748,0.19363762102353005,12,3,liquidity_sweep_bearish,166.37750674191966,SL,2022-11-17 22:00:00+00:00,-77.65067419196612,-937.5853004634757,600,False
|
|
2022-11-24 11:00:00+00:00,7,GBP_JPY,LONG,167.74699999999999,166.80482592884925,168.24626110672614,168.77452221345226,168.77452221345226,985.18,3,LONDON,2.5,0.352174071150758,51.63791435504965,45.138716078000435,167.89385581420356,167.13157249001242,14.410241716578298,False,-0.059658161246656516,35.45499541262202,-17.585581420357244,0.633825944170785,11,3,liquidity_sweep_bullish,167.74699999999999,TP1+SL,2022-11-25 05:00:00+00:00,24.963055336307605,245.93102856223524,1080,True
|
|
2022-11-30 10:00:00+00:00,7,GBP_JPY,SHORT,166.446,167.29046048064916,165.9538092790263,165.43261855805258,165.43261855805258,1102.09,4,LONDON,2.5,0.34746048064913404,28.946840545679628,58.2106530361607,166.30353912558652,166.88977100188723,10.003702026099859,False,0.09740506998717231,86.7139518580039,17.146087441346936,0.45983935742972837,10,2,liquidity_sweep_bearish,167.29046048064916,SL,2022-11-30 14:00:00+00:00,-84.44604806491611,-930.671451118634,240,False
|
|
2022-12-15 09:00:00+00:00,7,GBP_JPY,LONG,168.53199999999998,167.69108965238104,168.99636552142846,169.48973104285693,169.48973104285693,1095.67,3,LONDON,2.5,0.3289103476189807,30.314590062087298,65.12720658759604,167.8456964107379,167.37028936297304,24.657734193786496,False,0.04320220526790286,73.04986303724594,65.73035892620851,0.8162162162162021,9,3,liquidity_sweep_bullish,167.69108965238104,SL,2022-12-15 19:00:00+00:00,-84.09103476189443,-921.3602405756488,600,False
|
|
2022-12-23 15:00:00+00:00,7,GBP_JPY,SHORT,160.13400000000001,160.86604406507368,159.6409339023895,159.11886780477897,159.11886780477897,1246.03,5,OVERLAP,2.5,0.34804406507368146,30.59146890546611,61.980188466308554,159.99876926789878,162.9672235512621,14.144913648058832,False,0.05584734173950451,45.711170935822814,16.423073210123107,0.1756756756756945,15,4,liquidity_sweep_bearish,160.13400000000001,TP1+SL,2022-12-26 08:00:00+00:00,24.65330488052615,307.18757480282,3900,True
|
|
2022-12-27 11:00:00+00:00,7,GBP_JPY,SHORT,160.385,161.07102035672665,159.98946946491003,159.5649389298201,159.5649389298201,1334.1,4,LONDON,2.5,0.2830203567266322,17.79972051831876,48.930149693745925,160.31840309992057,162.01386307840843,-22.18699037434817,False,-0.017701135636989912,38.45033061957478,9.559690007941413,0.6943319838057043,11,1,liquidity_sweep_bearish,161.07102035672665,SL,2022-12-28 02:00:00+00:00,-68.6020356726658,-915.2197579090345,900,False
|
|
2022-12-29 13:00:00+00:00,7,GBP_JPY,SHORT,160.423,161.14429245914303,160.0060613112855,159.56012262257096,159.56012262257096,1256.17,4,OVERLAP,2.5,0.29729245914301194,31.59918942443141,36.334100495782224,160.97230181330514,161.63395828078927,-39.571530513285325,False,-0.06434409783701527,19.947616871690283,-52.03018133051387,0.8983050847457615,13,3,liquidity_sweep_bearish,159.56012262257096,TP3,2022-12-30 06:00:00+00:00,63.991490218485374,803.8419026775479,1020,True
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