fx-quant/results/s3_expansion/trades_S3_GBP_AUD_test.csv at 935e02bdc651dd27e8ab9ee72fa33e2a9b216cc9

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-26 00:18:05 +00:00

Files

T

Brent NealeandClaude Opus 4.6 935e02bdc6 Add held-out test set validation and S3 multi-pair expansion

Test set (Sep 2023 - Dec 2024): only S9_Filtered passes (PF=1.13),
portfolio PF=0.91 FAIL. S3 expansion to GBP_USD, EUR_USD, GBP_AUD
shows no generalization — GBP_JPY remains the only viable pair.
No strategy is consistently profitable across all 4 validation periods.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-02-21 12:41:44 +10:00

28 KiB

Raw Blame History

1	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
2	2023-09-01 12:00:00+00:00	3	GBP_AUD	SHORT	1.9493099999999999	1.9525972093002621	1.9450498006706411	1.942049667784402	1.9375494684550432	301782.05	5	LONDON	2.0	0.003000132886239174	32.369951910113215	32.588047684033654	1.9571102000861165	1.9616815532010432	-52.459261503681184	False	-0.0003453406227530414	12.155043509376947	-75.60200086116575	0.6779252110977192	12	4	key_level_break	1.9525972093002621	SL	2023-09-01 13:00:00+00:00	-32.87209300262273	-992.0207614122141	60	False
3	2023-09-07 12:00:00+00:00	3	GBP_AUD	SHORT	1.94983	1.9524268752335727	1.9458960409659483	1.9431134016099139	1.9389394425758621	378185.5	5	LONDON	2.0	0.0027826393560344683	49.36337589806755	30.781645782853516	1.9599965788508846	1.9608931290370248	-21.80603100230938	False	-0.0006965599138337546	22.698720706140048	-99.2657885088466	0.5650224215246927	12	3	key_level_break	1.9524268752335727	SL	2023-09-07 13:00:00+00:00	-25.968752335727707	-982.1005586463351	60	False
4	2023-09-14 12:00:00+00:00	3	GBP_AUD	SHORT	1.93088	1.934970274640927	1.9267871760772184	1.9238986267953642	1.9195658028725826	237705.2	5	LONDON	2.0	0.0028885492818543188	50.98455695682709	28.415666296376898	1.9428738156741299	1.950278116659343	-40.4532252565426	False	-0.0009683035521039802	10.979217370798844	-117.53815674129919	0.8495575221239282	12	3	key_level_break	1.9249931508664444	TP1+TP2+SL	2023-09-15 08:00:00+00:00	56.07048677678027	1332.824627337191	1200	True
5	2023-09-28 14:00:00+00:00	3	GBP_AUD	SHORT	1.90194	1.9065827795265875	1.8974016614202371	1.894216102367062	1.8894377637872992	212288.3	4	OVERLAP	2.0	0.003185559053175193	25.950569746465167	39.91226577855525	1.9053775795088257	1.9116315108075188	-44.564013245314	False	-0.0005572823919402677	5.801518951945936	-31.975795088257097	0.6712962962963094	14	3	key_level_break	1.8894377637872992	TP3	2023-09-29 07:00:00+00:00	74.0534172762044	1572.0674062756061	1020	True
6	2023-10-04 12:00:00+00:00	3	GBP_AUD	LONG	1.92056	1.9154418364248984	1.925084490725304	1.9282608178755067	1.933025308600811	195642.14	4	LONDON	2.0	0.0031763271502026945	28.98321954753554	65.80368192235449	1.9110130575849975	1.908004061196323	27.114432284898182	False	0.0002008449468758461	87.37150778097605	93.06942415002517	0.6844783715012949	12	2	key_level_break	1.9154418364248984	SL	2023-10-05 00:00:00+00:00	-51.181635751016415	-1001.328474702936	720	False
7	2023-10-12 13:00:00+00:00	3	GBP_AUD	LONG	1.92541	1.91972976974734	1.9290706907579798	1.9316711512632994	1.935571842021279	174520.25	5	OVERLAP	2.0	0.0026004605053197485	32.20931335126079	69.02466847180698	1.9170185492431595	1.9134641767489255	41.204761310837945	False	0.00032015625848036736	80.30716953176197	81.51450756840539	0.8585271317829671	13	3	key_level_break	1.9274188619063732	TP1+TP2+SL	2023-10-13 11:00:00+00:00	43.70509189786231	762.7423564287906	1320	True
8	2023-10-23 14:00:00+00:00	3	GBP_AUD	LONG	1.93059	1.9263949135967133	1.93435525920986	1.9370254320164335	1.9410306912262936	238122.06	5	OVERLAP	2.0	0.00267017280657337	38.20337356411401	61.62524060709529	1.9240441319611075	1.9201916305580917	19.804182882698917	False	3.103619623817623e-05	41.99274440241936	63.05868038892548	0.8408071748878917	14	0	key_level_break	1.9263949135967133	SL	2023-10-24 06:00:00+00:00	-41.95086403286697	-998.9426162286189	960	False
9	2023-10-30 13:00:00+00:00	3	GBP_AUD	SHORT	1.90326	1.9063694462673273	1.8997366611980187	1.8972277686633645	1.8934644298613832	318048.0	4	OVERLAP	2.0	0.0025088925346542085	36.5604516169496	35.88357890523355	1.9103548613031782	1.9161679856554596	-1.4381845217403821	False	-0.00017644751468662246	37.25074766449311	-68.5486130317825	0.5220588235293926	13	0	key_level_break	1.9063694462673273	SL	2023-10-30 14:00:00+00:00	-31.094462673273426	-988.9531664309267	60	False
10	2023-11-01 12:00:00+00:00	3	GBP_AUD	SHORT	1.90574	1.9134720993134826	1.901679416345266	1.8988123605754434	1.8945117769207094	126623.26	5	LONDON	2.0	0.0028670557698226525	27.32521169495157	30.08926700869968	1.9137881460706005	1.9152235138210316	-60.89688650357638	False	-0.0012228796867364087	5.849576830683294	-78.0814607060054	0.8714499252616026	12	2	key_level_break	1.90574	TP1+SL	2023-11-01 15:00:00+00:00	16.242334618936205	205.665735946056	180	True
11	2023-11-08 15:00:00+00:00	3	GBP_AUD	LONG	1.91528	1.9123643897398825	1.9190434974470192	1.9217124957450318	1.925715993192051	336505.98	5	OVERLAP	2.0	0.0026689982980126798	30.51249392946088	66.90257208124507	1.9083864041717238	1.9078594334885361	67.29758918227135	False	0.000540416948511247	91.02320715835003	66.53595828276293	0.9324817518248227	15	2	key_level_break	1.91528	TP1+SL	2023-11-09 01:00:00+00:00	15.05398978807637	506.57575865466316	600	True
12	2023-11-22 15:00:00+00:00	3	GBP_AUD	SHORT	1.9065699999999999	1.9106298618857698	1.9026179143426905	1.899823190571151	1.8956311049138415	242911.23	5	OVERLAP	2.0	0.0027947237715396263	22.73199554506299	37.32519833412335	1.9102542770531639	1.912290140958475	-34.24574367606237	False	-0.0007894982975176687	29.065374987934806	-34.44277053163969	0.633405639913239	15	2	key_level_break	1.9106298618857698	SL	2023-11-23 09:00:00+00:00	-40.598618857698995	-986.1860443024859	1080	False
13	2023-11-29 13:00:00+00:00	3	GBP_AUD	LONG	1.91778	1.9153690485840447	1.9214171399621518	1.9240018999369197	1.9278790398990717	404953.91	5	OVERLAP	2.0	0.0025847599747679216	27.35417044563426	65.9774065585955	1.9117641394241554	1.9116035033973502	21.34500102741299	False	0.0005868207761702759	77.72179157042278	57.75860575844671	0.5566343042071349	13	2	key_level_break	1.9153690485840447	SL	2023-11-29 15:00:00+00:00	-24.109514159553758	-976.3242027111658	120	False
14	2023-12-01 15:00:00+00:00	3	GBP_AUD	SHORT	1.90284	1.907726878785232	1.8992466363715765	1.8966910606192944	1.8928576969908708	197786.97	5	OVERLAP	2.0	0.002555575752282315	25.37712937874727	29.2534901644038	1.9116614143666593	1.9120181353944894	-53.07562683326772	False	-0.0006310645336425765	16.580284405175508	-85.81414366659156	0.7825159914712044	15	4	key_level_break	1.90284	TP1+SL	2023-12-04 03:00:00+00:00	14.373454513694204	284.28820166964005	3600	True
15	2023-12-13 14:00:00+00:00	3	GBP_AUD	SHORT	1.90357	1.9077865104919898	1.8995704685240313	1.896744114206719	1.8925045827307503	229906.66	5	OVERLAP	2.0	0.002826354317312454	39.626993559108385	31.702502457972017	1.9114187794926083	1.911532820062332	-51.57062847415128	False	-0.0011153283064575421	11.14755985441193	-76.08779492608296	0.8938053097345382	14	2	key_level_break	1.8925045827307503	TP3	2023-12-13 21:00:00+00:00	65.43250361549812	1504.3368361677096	420	True
16	2023-12-15 14:00:00+00:00	3	GBP_AUD	SHORT	1.89894	1.9061398884495282	1.8933603346514154	1.889480557752359	1.883660892403774	136730.9	5	OVERLAP	2.0	0.0038797768990564744	22.02802606276528	47.27248558844294	1.9009128493041312	1.9061628752216218	-18.375896674469594	False	-0.0004077625514712069	56.04071497968001	-17.3284930413109	0.8376811594202862	14	4	key_level_break	1.883660892403774	TP3	2023-12-18 09:00:00+00:00	90.71464557735487	1240.349513297275	4020	True
17	2023-12-28 15:00:00+00:00	3	GBP_AUD	SHORT	1.86096	1.8643571168093613	1.8561257924290593	1.8527429873817653	1.8476687798108247	293440.22	4	OVERLAP	2.0	0.003382805047293843	31.15467664204124	35.51839652769584	1.8671795603476231	1.8748644774373235	-71.88306261259436	False	-0.0010008373030250197	20.367855014407144	-59.79560347623147	0.6760355029585645	15	3	key_level_break	1.8643571168093613	SL	2023-12-28 21:00:00+00:00	-33.97116809361389	-996.850703904704	360	False
18	2024-01-02 14:00:00+00:00	3	GBP_AUD	SHORT	1.86035	1.8638849004999285	1.8558352985002147	1.852665497500358	1.8479107960005727	279182.45	5	OVERLAP	2.0	0.0031698009998567997	30.3482650220668	37.905709479200624	1.866017464575174	1.8715240293583217	-27.306017627999335	False	-0.000582006136571396	19.237331753018047	-54.27464575173957	0.5012468827930534	14	1	key_level_break	1.8638849004999285	SL	2024-01-02 16:00:00+00:00	-35.349004999285505	-986.8821820762776	120	False
19	2024-01-11 13:00:00+00:00	3	GBP_AUD	LONG	1.90709	1.9046826897378402	1.910711930786479	1.9132865513107984	1.9171484820972775	405852.7	5	OVERLAP	2.0	0.002574620524319419	27.709287422507415	68.7637214296962	1.899569079945307	1.8905077879910686	46.45088092667837	False	0.00042182286869096836	84.53446947050692	72.8092005469283	0.6105990783409962	13	3	key_level_break	1.90709	TP1+SL	2024-01-11 21:00:00+00:00	14.487723145916398	587.9881555622665	480	True
20	2024-02-06 13:00:00+00:00	3	GBP_AUD	LONG	1.9354	1.9311370369499457	1.9390988891501628	1.9417248152502713	1.9456637044004341	230565.75	5	OVERLAP	2.0	0.002625926100108507	33.862972771725985	58.23758806430139	1.9334119475825362	1.9310632330987636	29.28620019112982	False	0.0006368938663302969	81.84645355031837	17.480524174637857	0.7260273972602548	13	1	key_level_break	1.9311370369499457	SL	2024-02-06 15:00:00+00:00	-42.62963050054358	-982.8932728580706	120	False
21	2024-02-20 08:00:00+00:00	3	GBP_AUD	SHORT	1.9234	1.9261882402695996	1.92105670776263	1.9193345129377166	1.9167512207003468	348988.69	5	LONDON	2.0	0.001722194824913331	30.78445180697701	33.98003540045367	1.9283035567747917	1.932767230533106	-10.966666666665237	False	-9.519235809310055e-05	19.609737334739602	-46.63556774791688	0.8571428571428571	8	1	key_level_break	1.9229362466885855	TP1+TP2+SL	2024-02-20 13:00:00+00:00	26.562623821442692	927.005529040808	300	True
22	2024-02-22 13:00:00+00:00	3	GBP_AUD	SHORT	1.92675	1.929873664610576	1.9233640061682729	1.9209466769471213	1.9173206831153942	314481.39	4	OVERLAP	2.0	0.0024173292211514437	23.419680753696213	50.53632400678553	1.9267851097568618	1.9300572559859122	4.165971273566438	False	-6.353817149221729e-05	72.79305003283461	2.0489024313818938	0.5567375886524988	13	3	key_level_break	1.929873664610576	SL	2024-02-22 16:00:00+00:00	-31.236646105761157	-982.3343886277856	180	False
23	2024-02-26 14:00:00+00:00	3	GBP_AUD	LONG	1.93923	1.9367521556812217	1.9420315329563345	1.9440592215938906	1.947100754550225	392482.7	4	OVERLAP	2.0	0.0020276886375562436	55.903196039945996	70.5215881182003	1.9316532096318544	1.9306049229398368	22.555936648873676	False	0.0005132953088581814	67.34123222748654	73.36790368145607	0.6981707317072511	14	0	key_level_break	1.9367521556812217	SL	2024-02-26 22:00:00+00:00	-24.77844318778288	-972.5110284137634	480	False
24	2024-03-11 15:00:00+00:00	3	GBP_AUD	SHORT	1.93759	1.9408999521411106	1.9345234769100017	1.9323191281833363	1.929012605093338	290876.09	4	OVERLAP	2.0	0.0022043487266654544	23.174179874034543	41.41719096605033	1.9393960244152557	1.9401973742315652	-32.59250664620961	False	-0.0006207645410452223	21.351729456874327	-15.660244152557734	0.8721461187214427	15	0	key_level_break	1.935957008669672	TP1+TP2+SL	2024-03-12 12:00:00+00:00	36.61556228730323	1065.059159128222	1260	True
25	2024-03-13 15:00:00+00:00	3	GBP_AUD	SHORT	1.93207	1.9343473098636828	1.9287498351148336	1.9263763918580559	1.9228162269728892	427450.18	4	OVERLAP	2.0	0.0023734432567776766	26.6712828863157	40.840255761204695	1.9358421880117451	1.9384419695852848	-21.50391327826684	False	-0.00013017460055801742	19.87787414552351	-35.32188011745152	0.6406926406925991	15	2	key_level_break	1.9343473098636828	SL	2024-03-14 03:00:00+00:00	-22.77309863682797	-973.4365111469871	720	False
26	2024-03-18 15:00:00+00:00	3	GBP_AUD	LONG	1.94073	1.939037144274112	1.9428085671776654	1.9443542786294423	1.9466728458071076	569276.01	4	OVERLAP	2.0	0.001545711451776874	23.624776759113086	56.78070287717845	1.9390423640614363	1.938284214279911	12.192055451882844	False	1.0499988117096943e-05	85.29159372849405	14.47635938563785	0.6785714285714003	15	0	key_level_break	1.94073	TP1+SL	2024-03-19 02:00:00+00:00	8.31426871066121	473.31137176730584	660	True
27	2024-04-03 14:00:00+00:00	3	GBP_AUD	SHORT	1.9272799999999999	1.9306613129063654	1.924881515826358	1.923122526377263	1.9204840422036211	286408.06	5	OVERLAP	2.0	0.0017589894490946949	29.179314474917874	35.06843370181383	1.9314798305293246	1.934060435758327	-21.088475498818315	False	-0.0001389270800341617	14.241125071147748	-39.59830529324692	0.7238805970149408	14	2	key_level_break	1.9204840422036211	TP3	2024-04-04 05:00:00+00:00	39.81574677827249	1140.3550792216274	900	True
28	2024-04-09 13:00:00+00:00	3	GBP_AUD	SHORT	1.9126	1.9143350430511623	1.9102448708465132	1.9085147847441886	1.9059196555907016	564734.58	4	OVERLAP	2.0	0.0017300861023246406	32.041461044962574	35.63063301768614	1.9170797266202277	1.9243503728563889	-15.991030814863638	False	-0.0001283656701317876	34.749158672227765	-42.39726620227646	0.6302521008403126	13	1	key_level_break	1.9143350430511623	SL	2024-04-09 14:00:00+00:00	-17.350430511622328	-979.838808780022	60	False
29	2024-04-11 12:00:00+00:00	3	GBP_AUD	SHORT	1.91966	1.9226040205339656	1.9164919383981023	1.9142198973301705	1.9108118357282728	329495.13	5	LONDON	2.0	0.0022720410679317638	27.79857122176186	40.065293617944356	1.9209227473399735	1.9227791089733046	-22.381287260839766	False	-0.0008336692091252538	15.349633393410564	-10.227473399735398	0.5160642570281063	12	3	key_level_break	1.9226040205339656	SL	2024-04-11 14:00:00+00:00	-29.440205339656966	-970.0404285616967	120	False
30	2024-04-15 13:00:00+00:00	3	GBP_AUD	LONG	1.9291	1.9269368579987907	1.932256926003629	1.9345215433393816	1.9379184693430107	443956.07	4	OVERLAP	2.0	0.00226461733575267	26.987370095168753	65.947143385235	1.923125285191412	1.92278281623603	26.75919532389326	False	0.00039909693844014747	65.1858416412682	57.347148085880036	0.7536945812807712	13	0	key_level_break	1.9269368579987907	SL	2024-04-15 15:00:00+00:00	-21.631420012093724	-960.3400217088483	120	False
31	2024-04-16 12:00:00+00:00	3	GBP_AUD	LONG	1.9417900000000001	1.9380860861911924	1.9450803128549947	1.9474338547583245	1.9509641676133191	256684.33	4	LONDON	2.0	0.0023535419033297858	46.19688356735005	74.56657045655163	1.930613522076739	1.925254408955843	18.392854040538698	False	0.00024278793980651468	76.71948323101903	109.36477923261023	0.8238636363636793	12	1	key_level_break	1.9417900000000001	TP1+SL	2024-04-16 15:00:00+00:00	13.16125141997837	337.82870026986967	180	True
32	2024-04-18 15:00:00+00:00	3	GBP_AUD	LONG	1.93658	1.9325793351446219	1.9396312802804203	1.9418254671340338	1.945116747414454	238489.09	4	OVERLAP	2.0	0.002194186853613509	20.905277770854134	54.47616623933327	1.9350658145507655	1.9297392176726456	13.028007595496938	False	0.00034143185203134804	53.55293301726288	12.741854492344107	0.6338461538461435	15	3	key_level_break	1.945116747414454	TP3	2024-04-19 01:00:00+00:00	50.260484486724714	1198.6577208198094	600	True
33	2024-04-26 12:00:00+00:00	3	GBP_AUD	SHORT	1.91099	1.9146178834750145	1.9078063495749564	1.9055239159582607	1.902100265533217	266298.93	4	LONDON	2.0	0.0022824336166957465	38.21261559420366	36.35830877993361	1.916132792491848	1.9213022188629698	-18.286288061168943	False	-0.00032416645984599687	62.62798634812293	-49.02792491848107	0.861861861861826	12	4	key_level_break	1.9085063245992069	TP1+TP2+SL	2024-04-29 05:00:00+00:00	39.56628866871758	1053.6460336550617	3900	True
34	2024-05-02 13:00:00+00:00	3	GBP_AUD	SHORT	1.91393	1.91668182198008	1.9105585340597588	1.908150890099598	1.9045394241593567	354905.93	4	OVERLAP	2.0	0.002407643960160791	37.193737296828346	32.34309242293719	1.9199222195463255	1.9200138368054225	-14.91433808424203	False	-6.847819997001132e-05	45.8183990442033	-57.52219546325543	0.8082191780822303	13	3	key_level_break	1.9045394241593567	TP3	2024-05-03 12:00:00+00:00	55.3834550438581	1965.5916618953652	1380	True
35	2024-05-09 11:00:00+00:00	3	GBP_AUD	SHORT	1.89383	1.8965468573205513	1.890739428038346	1.8885190467305768	1.885188474768923	366708.2	4	LONDON	2.0	0.0022203813077692216	23.39889846467995	37.08244247041091	1.8988559257721327	1.9057315532220565	-24.10069025756023	False	-0.0004026187482110362	46.53203675599181	-47.85925772132771	0.718494271685773	11	3	key_level_break	1.89383	TP1+SL	2024-05-10 01:00:00+00:00	12.362287846615414	453.33523241142154	840	True
36	2024-05-22 11:00:00+00:00	3	GBP_AUD	LONG	1.91196	1.9092573868161373	1.9153149824087308	1.9177116373478844	1.921306619756615	370318.33	4	LONDON	2.0	0.0023966549391537333	27.495033371566283	60.237776781426824	1.9059509874061356	1.9020384551752134	10.807898331444132	False	0.00035948380482493485	49.012045204844334	57.69012593864531	0.785942492012857	11	2	key_level_break	1.921306619756615	TP3	2024-05-22 19:00:00+00:00	55.119718539689885	2041.1842119688	480	True
37	2024-05-31 15:00:00+00:00	3	GBP_AUD	LONG	1.91809	1.914442812671208	1.9212615619863767	1.923535936643961	1.9269474986303374	280007.29	5	OVERLAP	2.0	0.002274374657584367	49.07104186575967	55.61521813679547	1.9174528169423375	1.9156196861929384	41.55539086605708	False	0.0001268476425219326	79.93541391527471	3.9718305766256456	0.9410187667560627	15	4	key_level_break	1.914442812671208	SL	2024-06-02 21:00:00+00:00	-36.47187328791989	-1021.2390400573839	3240	False
38	2024-06-04 08:00:00+00:00	3	GBP_AUD	LONG	1.92115	1.9184407011088314	1.924002182387792	1.9260636373129865	1.9291558197007785	373169.11	4	LONDON	2.0	0.002061454925194659	38.7607197600248	65.12635871282552	1.916251616363814	1.9155916667588888	2.1333333333339866	False	0.0006474178019253163	81.89916250619933	46.58383636185981	0.5381355932203079	8	1	key_level_break	1.92115	TP1+SL	2024-06-04 20:00:00+00:00	11.408729551168229	425.7385452840147	720	True
39	2024-06-05 12:00:00+00:00	3	GBP_AUD	LONG	1.92394	1.921781068238392	1.9267067952848247	1.928711325474708	1.9317181207595326	470271.49	4	LONDON	2.0	0.002004530189883188	32.33291329200845	64.90740071744692	1.9191810513811869	1.9168057576120925	18.505694801711492	False	0.0003175333861453278	91.42817191537085	45.189486188130786	0.6602870813397063	12	2	key_level_break	1.921781068238392	SL	2024-06-05 21:00:00+00:00	-21.58931761607974	-1015.2840563397067	540	False
40	2024-06-07 12:00:00+00:00	3	GBP_AUD	LONG	1.92788	1.9217125359080045	1.9312290589426537	1.933621764904423	1.9372108238470767	162973.18	4	LONDON	2.0	0.0023927059617691645	32.457052979743146	75.27860950810063	1.9197644981804654	1.9180851871338584	53.917773787175435	False	0.0009890334855296844	93.98782838026956	78.7550181953467	0.7410228509249139	12	4	key_level_break	1.9298959757376637	TP1+TP2+SL	2024-06-10 03:00:00+00:00	40.395246863633716	658.3341838251413	3780	True
41	2024-06-14 14:00:00+00:00	3	GBP_AUD	SHORT	1.91612	1.9199235655385176	1.9126943033844468	1.9102505056407446	1.9065848090251911	265991.09	5	OVERLAP	2.0	0.0024437977437022237	29.54390745922477	28.914371298362866	1.9224312940810055	1.9225552950360876	-39.56089264771867	False	-0.0006588435274637532	16.66475799053971	-60.712940810054846	0.6043478260869658	14	4	key_level_break	1.9199235655385176	SL	2024-06-17 01:00:00+00:00	-38.03565538517573	-1011.7145434767262	3540	False
42	2024-06-18 13:00:00+00:00	3	GBP_AUD	SHORT	1.91302	1.9163012289087396	1.909701313273781	1.9073288554563017	1.9037701687300828	305250.7	5	OVERLAP	2.0	0.0023724578174793066	37.47920297532146	30.218576160666586	1.9192723086178805	1.9212165842354623	-25.840012200331053	False	-0.0005469609780230922	32.0407540384315	-60.123086178804904	0.6508474576271656	13	1	key_level_break	1.9081987715666435	TP1+TP2+SL	2024-06-19 08:00:00+00:00	45.68178194638149	1394.4395916380315	1140	True
43	2024-06-26 12:00:00+00:00	3	GBP_AUD	SHORT	1.89945	1.9024917618017292	1.8962347145948126	1.8939311909913545	1.890475905586167	333866.31	5	LONDON	2.0	0.0023035236034582404	34.298523789778855	40.60637924161331	1.9036561818738802	1.908324702756404	6.382578955845819	False	-0.00023115842447514077	85.07625219648264	-39.661818738800925	0.672566371681422	12	2	key_level_break	1.89945	TP1+SL	2024-06-26 23:00:00+00:00	12.861141620749805	429.3901895307157	660	True
44	2024-06-28 12:00:00+00:00	3	GBP_AUD	SHORT	1.89673	1.9013512749196357	1.8936523290872476	1.8914405484787458	1.8881228775659933	220682.76	5	LONDON	2.0	0.002211780608501705	39.353868543762445	34.9659681851508	1.90144736635074	1.9052723422559725	-24.75792360911777	False	-0.0008837203088925504	7.159021466688517	-44.77366350740031	0.7534246575342233	12	4	key_level_break	1.894872071594955	TP1+TP2+SL	2024-06-30 23:00:00+00:00	37.18434654611702	820.5944224593571	3540	True
45	2024-07-09 15:00:00+00:00	3	GBP_AUD	SHORT	1.8975	1.9012970985700643	1.8946453709564735	1.8925822849274556	1.889487655883929	270744.0	5	OVERLAP	2.0	0.0020630860290177383	22.8759040503989	39.85133654782096	1.8999963415505001	1.9004615133896785	-28.33685715749157	False	-0.0001488325560504139	27.113438743455557	-22.563415505001405	0.6786570743405529	15	1	key_level_break	1.9012970985700643	SL	2024-07-10 13:00:00+00:00	-37.97098570064383	-1028.0416552535114	1320	False
46	2024-07-16 12:00:00+00:00	3	GBP_AUD	LONG	1.92558	1.922353315875768	1.9283650523726967	1.9303817539544945	1.9334068063271912	315420.16	5	LONDON	2.0	0.0020167015817977637	37.79604196084745	71.18441099742894	1.9171235745215038	1.908235560361923	15.211382576443278	False	0.00016250365431212405	54.24462924016177	82.16425478496214	0.5756097560975961	12	1	key_level_break	1.9334068063271912	TP3	2024-07-17 11:00:00+00:00	46.00083796314668	1450.95916704698	1380	True
47	2024-08-02 12:00:00+00:00	3	GBP_AUD	LONG	1.96031	1.9563965720059908	1.9651502839820272	1.9685371399700453	1.9736174239520725	263776.62	5	LONDON	2.0	0.0033868559880181537	32.21436268482714	55.3564584182014	1.959781073318889	1.9571651310077567	31.961586758433302	False	0.0005969706353585154	67.44848940625958	2.889266811110236	0.5848806366047872	12	4	key_level_break	1.9648888571647058	TP1+TP2+SL	2024-08-05 02:00:00+00:00	61.4274101377017	1620.3114621476689	3720	True
48	2024-08-27 12:00:00+00:00	3	GBP_AUD	LONG	1.95083	1.9484141447270245	1.953647565818927	1.9556859430315447	1.9587435088504717	433997.0	5	LONDON	2.0	0.00203837721261792	31.13100837034709	60.14836888904838	1.947121669013728	1.9436351610382938	6.607814933923262	False	0.0004783502610872144	58.224457194367005	34.683309862719724	0.5612648221343957	12	1	key_level_break	1.9484141447270245	SL	2024-08-28 01:00:00+00:00	-24.15855272975609	-1048.4739409055953	780	False
49	2024-09-06 15:00:00+00:00	3	GBP_AUD	LONG	1.96723	1.9642161676496965	1.971315497050911	1.9741991617515184	1.9785246588024294	344408.41	4	OVERLAP	2.0	0.002883664700607384	39.08241908345998	75.86604513099118	1.955926155846993	1.9490771309258805	70.62453664295587	False	0.0009631886952019626	93.92218896591555	110.63844153007096	0.5061946902655078	15	4	key_level_break	1.9642161676496965	SL	2024-09-09 01:00:00+00:00	-30.13832350303502	-1037.9892077745922	3480	False
50	2024-09-17 14:00:00+00:00	3	GBP_AUD	SHORT	1.94968	1.9541221706673289	1.9464334879980132	1.9441091466633553	1.9406226346613686	231330.44	5	OVERLAP	2.0	0.0023243413346578767	23.55301134208949	33.75815207895111	1.956078234020604	1.9561692019705328	-42.79903330167922	False	-0.00045298210065711957	35.503784630028996	-61.58234020603892	0.6987179487179214	14	1	key_level_break	1.9482342821037726	TP1+TP2+SL	2024-09-18 04:00:00+00:00	38.16089714698156	882.777712780599	840	True
51	2024-09-24 13:00:00+00:00	3	GBP_AUD	SHORT	1.94724	1.9502361133139665	1.9430866600581005	1.9401577667635008	1.9357644268216012	345927.2	4	OVERLAP	2.0	0.002928893294599721	20.968675950722222	40.497414339680375	1.9512660728437525	1.952139801321947	-47.20599040492601	False	-0.00031082945498028347	10.350226352667532	-37.8607284375243	0.804554079696374	13	1	key_level_break	1.9502361133139665	SL	2024-09-24 15:00:00+00:00	-29.961133139664312	-1036.4370895831285	120	False
52	2024-09-25 08:00:00+00:00	3	GBP_AUD	SHORT	1.94281	1.9467699164638652	1.938883583941738	1.9361059732362298	1.9319395571779678	259114.74	4	LONDON	2.0	0.0027776107055080415	25.713343449996454	36.38802703718864	1.9487255471661928	1.9511646728050565	-9.03333333333256	False	-4.7371521800159116e-05	24.928574294770495	-56.75547166192896	0.8615384615385099	8	2	key_level_break	1.9467699164638652	SL	2024-09-25 12:00:00+00:00	-39.599164638652866	-1026.0727249561733	240	False
53	2024-09-26 12:00:00+00:00	3	GBP_AUD	SHORT	1.94159	1.9438622166804342	1.9381858499586981	1.9357564165978305	1.9321122665565287	447057.71	5	LONDON	2.0	0.002429433360867811	57.906761591877064	34.4120607560495	1.9478621838489716	1.9503831168902834	-18.551389106034044	False	-0.0007604124353962878	16.228216228217317	-60.32183848971639	0.7786885245901699	12	3	key_level_break	1.9438622166804342	SL	2024-09-26 13:00:00+00:00	-22.722166804343132	-1015.811985778766	60	False
54	2024-09-27 12:00:00+00:00	3	GBP_AUD	SHORT	1.9381599999999999	1.943257198510029	1.9341269758984845	1.9312782931641408	1.9270052690626251	197295.41	4	LONDON	2.0	0.002848682734343675	38.68894936376171	33.445353622026474	1.9456781481041099	1.9491434855616068	-30.528561076366145	False	-0.0004804366331053571	38.90192699412005	-72.78148104109982	0.6010733452593988	12	4	key_level_break	1.9381599999999999	TP1+SL	2024-09-27 15:00:00+00:00	16.132096406061613	318.27885745934526	180	True
55	2024-10-14 12:00:00+00:00	3	GBP_AUD	LONG	1.94392	1.9411214880337695	1.9473655358986919	1.9498225598311532	1.9535080957298452	360490.38	4	LONDON	2.0	0.002457023932461257	44.563895456334286	64.32605106888231	1.9393248985127842	1.93780036768246	16.316169701029448	False	0.0006344883815151344	77.71930674439962	43.55101487215851	0.8754208754208875	12	0	key_level_break	1.9411214880337695	SL	2024-10-14 13:00:00+00:00	-27.98511966230599	-1008.8366421410159	60	False
56	2024-10-14 14:00:00+00:00	3	GBP_AUD	LONG	1.9414500000000001	1.9385271248862601	1.9456398753412192	1.9485931255686983	1.9530230009099174	341700.64	5	OVERLAP	2.0	0.0029532502274793354	35.83464206965557	54.28498238371802	1.9393594545671646	1.9378390193458852	0.6955360866789384	False	0.00023395724719374564	54.26487286829564	18.50545432835471	0.6473214285714828	14	0	key_level_break	1.9530230009099174	TP3	2024-10-15 23:00:00+00:00	68.47800545950376	2339.8978291435933	1980	True
57	2024-10-24 13:00:00+00:00	3	GBP_AUD	LONG	1.95317	1.9507197310333333	1.9563558069000004	1.9586396781666673	1.9620654850666677	417157.17	5	OVERLAP	2.0	0.0022838712666668833	34.03744485757143	72.03359071798079	1.9470167133847316	1.9447685602172948	33.21347737935909	False	0.000577047275679932	83.0672911711266	59.13286615268465	0.6744186046511703	13	3	key_level_break	1.9507197310333333	SL	2024-10-24 21:00:00+00:00	-24.5026896666678	-1022.1472678735382	480	False
58	2024-11-07 13:00:00+00:00	3	GBP_AUD	SHORT	1.94642	1.949866234945309	1.9414594769822557	1.937992461637093	1.9327919386193486	293632.27	5	OVERLAP	2.0	0.0034670153451628436	31.831194567987282	33.80161856884381	1.9575618574082856	1.962058841801595	-9.683013293302345	False	-0.0004916071222484299	34.872180959137964	-109.01857408285531	0.7200000000000082	13	3	key_level_break	1.949866234945309	SL	2024-11-08 03:00:00+00:00	-34.462349453090454	-1011.925789944421	840	False
59	2024-11-12 13:00:00+00:00	3	GBP_AUD	SHORT	1.95502	1.9577170210448864	1.95160293686534	1.9491648947755666	1.9455078316409067	371449.28	4	OVERLAP	2.0	0.0024380420897733074	25.891746167586394	40.415299009387866	1.9574514619283894	1.9589664778811817	-26.859875272609024	False	-0.00022681202375870394	39.71297617768703	-21.91461928389371	0.641592920353981	13	1	key_level_break	1.9530016209235044	TP1+TP2+SL	2024-11-13 00:00:00+00:00	41.125431589364325	1527.6011953558636	660	True
60	2024-11-18 15:00:00+00:00	3	GBP_AUD	SHORT	1.94893	1.9512497745235822	1.9455156764292536	1.9430794607154225	1.939425137144676	438440.26	4	OVERLAP	2.0	0.0024362157138309993	32.596787081923225	32.73850166065286	1.9553333801831168	1.957129062076575	-44.350749710717615	False	-0.00014030541655640468	6.940295322635879	-61.63380183116684	0.745454545454499	15	0	key_level_break	1.9434492335291649	TP1+TP2+SL	2024-11-20 03:00:00+00:00	48.02098436296642	2105.4332869554933	2160	True
61	2024-12-02 13:00:00+00:00	3	GBP_AUD	LONG	1.96059	1.95391244217905	1.9644254007355775	1.9671423345592958	1.9712177352948732	155466.55	4	OVERLAP	2.0	0.0027169338237182762	34.758348505680516	65.79383062821476	1.9519788486884508	1.9467879489916953	41.28529069907349	False	0.0005784133331536807	77.95199397112614	83.71151311549195	0.9926335174953886	13	0	key_level_break	1.95391244217905	SL	2024-12-02 20:00:00+00:00	-66.7755782095014	-1038.1368768486361	420	False

28 KiB Raw Blame History

28 KiB

Raw Blame History