fx-quant/results/phase2/trades_S3_IS.csv at 9c5d55ec4650cfd49394b2e8498a732eebdab754

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-13 18:28:04 +00:00

Files

T

Brent NealeandClaude Opus 4.6 9c5d55ec46 Refine Phase 2 portfolio: data-driven filters, drop S4F and S9

S7: add RSI floor (RSI<40 = 0% WR) and ATR percentile cap (high-vol
regime = worse RR). IS flips from PF 0.68 to 1.52, OOS holds at 1.80.

S3: add confluence gate (C>=4) and skip hours 09-10 (0% WR). IS PF
1.06 -> 1.22, OOS PF 1.07 -> 1.23.

S9_Filtered: add skip_monday (unreliable Asian ranges after weekend
gaps). IS PF 1.10 -> 1.31, OOS holds strong at 2.26.

Drop S9/GBP_USD (negative PF across all param combos) and S4F/EUR_AUD
(overfit: IS 1.43 collapses to OOS 0.48). 3-strategy portfolio: all
PASS generalization, IS PF 1.29, OOS PF 1.55, Gen 1.46.

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

2026-02-20 10:25:09 +10:00

38 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	2021-01-21 08:00:00+00:00	3	GBP_JPY	LONG	142.103	141.67087073933087	142.34798778200746	142.53064630334578	142.80463408535326	2314.12	5	LONDON	2.5	0.18265852133831076	27.26230311104218	65.36771328020032	141.55503387416744	141.34351393850062	9.600000000000364	False	0.05184910739636518	92.58608967142222	51.896612583257706	0.8470588235294354	8	3	key_level_break	141.67087073933087	SL	2021-01-22 07:00:00+00:00	-43.21292606691429	-999.998964699677	1380	False
3	2021-01-26 15:00:00+00:00	3	GBP_JPY	LONG	142.453	142.08739548904717	142.69631353285854	142.87785588809757	143.1501694209561	2707.84	4	OVERLAP	2.5	0.18154235523902335	44.779622080171805	69.72818832782653	141.8851045361202	141.6644133779753	49.08317128395083	False	0.08877360515279553	93.10430732132916	53.88954638798111	0.8250000000000488	15	1	key_level_break	142.453	TP1+SL	2021-01-27 21:00:00+00:00	9.732541314341463	263.5416467262639	1800	True
4	2021-01-28 14:00:00+00:00	3	GBP_JPY	LONG	143.076	142.54391015512928	143.3942695346122	143.62578255768702	143.9730520922992	1865.54	4	OVERLAP	2.5	0.23151302307480484	26.647038081921053	66.25184896323412	142.4182312171034	141.9736346266331	50.91295143668901	False	0.029416686970254704	86.96952578208838	62.87687828966	0.7912087912087864	14	3	key_level_break	143.076	TP1+SL	2021-01-29 08:00:00+00:00	12.730781384487955	237.49781904017658	1080	True
5	2021-02-12 13:00:00+00:00	3	GBP_JPY	LONG	145.02	144.84117170269667	145.20848489191005	145.35347481985008	145.57095971176008	5564.05	4	OVERLAP	2.5	0.14498992794002008	48.470360501688035	63.46950054720257	144.70387031593134	144.240161312081	15.740155379344856	False	0.037019261043647944	73.94286118690502	28.71296840686739	0.58400000000006	13	4	key_level_break	145.57095971176008	TP3	2021-02-14 23:00:00+00:00	31.897582705605593	1774.7974505312482	3480	True
6	2021-02-26 15:00:00+00:00	3	GBP_JPY	LONG	148.944	148.05700633450658	149.63198099648022	150.10996832746704	150.82694932394728	1141.79	4	OVERLAP	2.5	0.47798733098681734	41.57658199956032	54.44257632248389	148.84981665842298	148.04514056051397	66.554083062303	False	0.10055694658053499	77.60777640905646	6.518334157701133	0.5386100386100309	15	4	key_level_break	150.22118567337682	TP1+TP2+SL	2021-03-04 17:00:00+00:00	99.7016864254283	1138.3838854368978	8760	True
7	2021-03-16 15:00:00+00:00	3	GBP_JPY	LONG	151.441	151.1111158690638	151.7101523928086	151.90892065468097	152.20707304748956	3104.55	5	OVERLAP	2.5	0.1987682618723901	40.76025431068051	50.46420848145209	151.49535263323168	150.91542465774054	26.22950613472881	False	0.016564210342671498	74.48945658533246	-8.335263323166942	0.5787671232877062	15	1	key_level_break	151.67467345768543	TP1+TP2+SL	2021-03-17 08:00:00+00:00	34.15639105329092	1060.4022384449434	1020	True
8	2021-03-23 08:00:00+00:00	3	GBP_JPY	SHORT	150.163	150.43074468988976	149.8965159303307	149.69952655055118	149.40404248088188	3864.68	4	LONDON	2.5	0.19698937977953085	38.612082430749595	34.485233933407	150.80986265581757	151.0943552519145	-10.799999999997567	False	-0.028323031578684377	47.46902304571353	-61.78626558175608	0.8675799086757559	8	1	key_level_break	149.40404248088188	TP3	2021-03-23 10:00:00+00:00	44.37745114708776	1715.0464789912712	120	True
9	2021-04-01 13:00:00+00:00	3	GBP_JPY	LONG	152.96099999999998	152.66600675756808	153.25197972729572	153.46529954549288	153.78527927278859	3565.83	4	OVERLAP	2.5	0.21331981819715234	26.78254996186527	70.7225590762274	152.25606333903318	151.31669481439175	24.389276341079835	False	0.003952530277822663	79.43602246682258	67.5936660966812	0.718749999999926	13	3	key_level_break	152.96099999999998	TP1+SL	2021-04-05 14:00:00+00:00	11.639189091829396	415.0336963931801	5820	True
10	2021-04-08 12:00:00+00:00	3	GBP_JPY	SHORT	150.132	150.50963217010596	149.76810348968206	149.50617248280344	149.1132759724855	2796.5	5	LONDON	2.5	0.26193100687862975	52.27205074978917	31.391330293264446	151.2941925823587	151.81360895840527	-18.29465942252	False	-0.02715479393233511	25.163778411480497	-113.31925823587028	0.5290519877675927	12	3	key_level_break	150.132	TP1+SL	2021-04-09 08:00:00+00:00	14.555860412717722	407.0546364416511	1200	True
11	2021-04-13 14:00:00+00:00	3	GBP_JPY	SHORT	149.892	150.28423112586154	149.5315066224153	149.27184437069215	148.88235099310745	2702.79	4	OVERLAP	2.5	0.2596622517231374	40.02607356058535	37.27476310631735	150.3833282810112	151.02265260425685	-22.21967478415081	False	-0.06832417929392262	41.93956933503932	-46.232828101119594	0.8514851485148914	14	1	key_level_break	150.28423112586154	SL	2021-04-14 07:00:00+00:00	-39.22311258615423	-1060.1183646673178	1020	False
12	2021-04-19 08:00:00+00:00	3	GBP_JPY	SHORT	149.949	150.22177032317228	149.66411760191178	149.45486266985296	149.1409802717647	3847.62	5	LONDON	2.5	0.20925493205882362	26.36505008371026	42.4337863043988	150.14560287672384	150.45256114700604	-3.866666666667129	False	-0.042978442477472165	29.917610212555605	-16.760287672383356	0.6409395973154407	8	0	key_level_break	150.22177032317228	SL	2021-04-19 10:00:00+00:00	-27.277032317226713	-1049.5165508440784	120	False
13	2021-04-21 14:00:00+00:00	3	GBP_JPY	LONG	150.7	150.39131532435542	151.04325402693365	151.2914233782228	151.66367740515645	3365.96	5	OVERLAP	2.5	0.24816935128911508	31.451512150703536	50.221259245680585	150.7123606261788	150.6417041391936	14.919865708208135	False	0.010266793171429311	42.64439851026106	-4.136062617880043	0.7984031936128235	14	2	key_level_break	150.39131532435542	SL	2021-04-22 04:00:00+00:00	-30.86846756445709	-1039.0202708325999	840	False
14	2021-04-22 12:00:00+00:00	3	GBP_JPY	SHORT	149.92600000000002	150.16726498144175	149.66845505567483	149.47742509279138	149.1908801484662	4263.49	5	LONDON	2.5	0.19102996288345767	34.47864317275613	31.692713137946512	150.5205776904315	150.59689462675286	-17.096319062821408	False	-0.03925847747106101	24.642350162258982	-56.55776904314962	0.5674931129476284	12	3	key_level_break	149.83552105844188	TP1+TP2+SL	2021-04-22 16:00:00+00:00	30.054372892515747	1281.3651828351196	240	True
15	2021-05-07 15:00:00+00:00	3	GBP_JPY	LONG	151.954	151.63598268588706	152.25745194233883	152.47908657056473	152.81153851290355	3274.8	4	OVERLAP	2.5	0.2216346282258869	27.671257800086654	57.00832074807804	151.7553544765466	151.49425873518342	24.696918696420767	False	0.00875283273367037	69.27142481331558	16.964552345342554	0.7385321100917855	15	4	key_level_break	152.81153851290355	TP3	2021-05-10 05:00:00+00:00	50.29231077421286	1646.972593233923	3720	True
16	2021-05-12 12:00:00+00:00	3	GBP_JPY	LONG	154.081	153.80063586061797	154.3650924181461	154.57382069691016	154.88691311505627	3773.36	4	LONDON	2.5	0.20872827876406727	20.724516154496214	67.19209142473466	153.5165032896066	152.4849102292091	22.717922091695186	False	0.01607836102286158	45.785821121631336	53.549671039340296	0.6207455429497365	12	2	key_level_break	154.081	TP1+SL	2021-05-12 16:00:00+00:00	11.363696725844648	428.7931867743316	240	True
17	2021-06-03 08:00:00+00:00	3	GBP_JPY	LONG	155.692	155.4083394861696	155.87873154149122	156.02255256915203	156.23828411064324	3744.63	4	LONDON	2.5	0.14382102766080937	28.48988446363885	70.04359863901207	155.3330181179484	155.00598702177317	7.699999999999818	False	0.023271264712231676	58.902862280382685	32.99818820516123	0.818181818181811	8	3	key_level_break	155.4083394861696	SL	2021-06-03 13:00:00+00:00	-28.366051383039807	-1062.2036699047235	300	False
18	2021-06-03 14:00:00+00:00	3	GBP_JPY	LONG	155.53	155.2304930721471	155.75552078355872	155.9252013059312	156.17972208948996	3511.04	4	OVERLAP	2.5	0.1696805223724854	38.27966637828518	52.901488453753366	155.389683969811	155.0407850769158	-8.455660582887958	False	0.0036440904589813	34.66743537627596	11.131603018901615	0.5648535564853073	14	3	key_level_break	155.2304930721471	SL	2021-06-04 14:00:00+00:00	-29.950692785288883	-1051.5808039686067	1440	False
19	2021-06-08 13:00:00+00:00	3	GBP_JPY	SHORT	154.543	154.8135005687607	154.34999829371785	154.20199715619643	153.97999544991427	3848.66	4	OVERLAP	2.5	0.14800113752143448	35.3983145526798	28.943587477122946	154.96136217273659	155.0459354105686	-18.207775570965623	False	-0.02427845893447178	25.480088161344963	-38.93621727365826	0.6694560669455804	13	1	key_level_break	154.8135005687607	SL	2021-06-08 14:00:00+00:00	-27.050056876069558	-1041.0647189665387	60	False
20	2021-07-02 08:00:00+00:00	3	GBP_JPY	SHORT	153.298	153.5514223648486	153.08873290545412	152.92988817575687	152.691621081211	4066.94	4	LONDON	2.5	0.1588447296972475	27.2607902455105	37.75882072149934	153.51506243619792	153.7059888806986	-6.3333333333332575	False	-0.026784116828498093	24.6959776568423	-18.80624361979244	0.633116883116876	8	4	key_level_break	153.298	TP1+SL	2021-07-02 12:00:00+00:00	8.370683781835169	340.4306869969672	240	True
21	2021-07-06 08:00:00+00:00	3	GBP_JPY	SHORT	153.476	153.6932929888071	153.26487103357871	153.1047850559645	152.86465608954322	4758.82	4	LONDON	2.5	0.16008597761419419	21.875826260996256	42.62943727877053	153.63433466334348	153.6691950540662	-3.700000000000614	False	-0.010957073848273068	36.04720397632226	-12.933466334348509	0.6763285024155511	8	1	key_level_break	153.476	TP1+SL	2021-07-06 12:00:00+00:00	8.44515865685139	401.88989919397534	240	True
22	2021-07-06 13:00:00+00:00	3	GBP_JPY	SHORT	153.173	153.50694568993416	152.92376293019748	152.73827155032916	152.46003448052664	3108.52	4	OVERLAP	2.5	0.1854913798683361	29.877684487798508	36.5886755914663	153.57919012800977	153.65272750276586	-18.838274043167758	False	-0.06351732441527552	28.46723363439392	-37.719012800977225	0.7234636871508704	13	1	key_level_break	152.46003448052664	TP3	2021-07-06 15:00:00+00:00	41.617931168401576	1293.7017139559966	120	True
23	2021-07-23 14:00:00+00:00	3	GBP_JPY	LONG	152.058	151.75769413020163	152.347917609395	152.5605293489917	152.87944695838675	3499.81	4	OVERLAP	2.5	0.21261173959668542	22.9740294867441	62.852674560320594	151.38877347198812	151.37426331705265	19.529910528495975	False	0.004799916343788485	70.15225900299293	64.02265280118797	0.8007812499999372	14	4	key_level_break	151.75769413020163	SL	2021-07-26 01:00:00+00:00	-30.03058697983647	-1051.0134861790148	3540	False
24	2021-07-26 13:00:00+00:00	3	GBP_JPY	LONG	152.426	152.08355533614056	152.7763339915783	153.02922331929716	153.40855731087547	3038.46	4	OVERLAP	2.5	0.2528893277188701	25.871398985957015	65.82738189258899	151.72130903095484	151.4900220473937	35.09728560642884	False	0.04269173079412396	82.43078274734012	67.56909690451494	0.5343137254901976	13	0	key_level_break	152.08355533614056	SL	2021-07-27 07:00:00+00:00	-34.244466385942474	-1040.5044133503077	1080	False
25	2021-07-28 08:00:00+00:00	3	GBP_JPY	LONG	152.753	152.5148624928889	153.02981252133327	153.23368753555548	153.53950005688878	4325.65	4	LONDON	2.5	0.20387501422219576	26.88373704332549	65.4967438893515	152.2216335626233	151.7801842896247	9.600000000000364	False	0.026491437031277557	82.88329725829456	50.23664373766792	0.5519480519479735	8	2	key_level_break	152.5148624928889	SL	2021-07-28 09:00:00+00:00	-23.813750711107673	-1030.0995076350289	60	False
26	2021-07-28 11:00:00+00:00	3	GBP_JPY	LONG	152.807	152.4969188399697	153.09452919437655	153.30554865729422	153.62207785167078	3288.81	4	LONDON	2.5	0.21101946291769638	31.23028193460563	64.56711088739877	152.27247902397323	151.8064619577581	13.57194516663185	False	0.033377796358246364	75.72918985018273	50.55209760267587	0.6766169154228863	11	2	key_level_break	153.03934069477725	TP1+TP2+SL	2021-07-29 15:00:00+00:00	36.089927962377146	1186.929159819456	1680	True
27	2021-08-04 12:00:00+00:00	3	GBP_JPY	SHORT	151.579	151.96860378556636	151.31118864330085	151.11331440550143	150.81650304880228	2647.99	5	LONDON	2.5	0.1978742377994295	25.83918004963195	40.3990102947799	151.94292971958018	152.1095729827559	-29.226343363956175	False	-0.0029977702234382925	21.47975695254445	-33.49297195801739	0.6564885496183444	12	2	key_level_break	151.96860378556636	SL	2021-08-04 14:00:00+00:00	-38.96037855663508	-1031.666928141841	120	False
28	2021-08-05 13:00:00+00:00	3	GBP_JPY	LONG	152.627	152.2935808105078	152.9271147113338	153.14652451888963	153.4756392302234	3063.26	4	OVERLAP	2.5	0.21940980755584644	21.82798587034435	64.53640656394998	152.17884217174662	152.14839189697886	13.119404599839868	False	0.004984323316418668	55.60039947447809	41.915782825338965	0.6355421686747493	13	3	key_level_break	152.90261500208013	TP1+TP2+SL	2021-08-06 15:00:00+00:00	38.297869250538376	1173.163309604042	1560	True
29	2021-08-10 08:00:00+00:00	3	GBP_JPY	LONG	153.213	153.0365788450472	153.41240632200126	153.56467720333544	153.7930835253367	5855.77	4	LONDON	2.5	0.15227088133417463	28.56401653506545	68.40730211071514	152.7853051887561	152.48758097859923	5.433333333331802	False	0.041970567195485885	83.44483964666692	39.86948112438995	0.843881856540055	8	1	key_level_break	153.0365788450472	SL	2021-08-10 12:00:00+00:00	-17.642115495280567	-1033.0817065379908	240	False
30	2021-08-24 12:00:00+00:00	3	GBP_JPY	SHORT	150.151	150.36567175138148	149.83698474585557	149.60830790975928	149.26529265561481	4764.26	4	LONDON	2.5	0.22867683609629705	25.589876082417227	40.64134276965143	150.33978996741655	150.84057110352913	-24.638875514497727	False	-0.06420409013655537	26.500237670309783	-15.978996741654328	0.674747474747475	12	1	key_level_break	150.36567175138148	SL	2021-08-24 13:00:00+00:00	-21.467175138147354	-1022.7520382366991	60	False
31	2021-08-27 13:00:00+00:00	3	GBP_JPY	LONG	151.38	151.14076488829963	151.6457053351011	151.84217555850182	152.13688089360292	4232.34	5	OVERLAP	2.5	0.1964702234007314	47.8573344462529	67.4535680893782	150.9038355994709	150.87957695842377	26.65335023942248	False	0.07317320676600018	83.74660016780966	44.71644005290898	0.7696629213483289	13	4	key_level_break	151.14076488829963	SL	2021-08-27 14:00:00+00:00	-23.923511170036708	-1012.5243326539315	60	False
32	2021-09-02 13:00:00+00:00	3	GBP_JPY	LONG	152.009	151.7147703546273	152.20643893611805	152.3573982268634	152.58383716298144	3406.86	4	OVERLAP	2.5	0.1509592907453629	37.65241213999423	71.16028742489613	151.529905323225	151.21450633663116	26.41604471405401	False	0.02864427352457139	73.00943379387537	45.009467677499515	0.8310626702996908	13	3	key_level_break	152.009	TP1+SL	2021-09-03 02:00:00+00:00	7.897557444722452	269.05872556127133	780	True
33	2021-09-09 11:00:00+00:00	3	GBP_JPY	LONG	152.037	151.85959555694618	152.25221332916152	152.41502221526918	152.6592355444307	5665.52	4	LONDON	2.5	0.16280888610767064	41.19918233947311	60.57897640060594	151.8087778329956	151.6977606437248	18.159749501299416	False	0.03783015362071043	85.40190818073779	19.922216700442164	0.92796610169505	11	3	key_level_break	151.85959555694618	SL	2021-09-09 17:00:00+00:00	-17.740444305383107	-1005.0884202103412	360	False
34	2021-09-14 12:00:00+00:00	3	GBP_JPY	LONG	152.783	152.52321687496038	153.01172437511883	153.18354062519805	153.44126500031692	3830.27	5	LONDON	2.5	0.17181625007922857	23.003367140135797	65.54478562492648	152.28356720437182	151.97143939222903	10.413368740287865	False	0.03392838596984034	68.67672811793456	47.04327956281702	0.5900277008309778	12	1	key_level_break	152.52321687496038	SL	2021-09-14 13:00:00+00:00	-25.978312503960407	-995.0395103454443	60	False
35	2021-09-17 14:00:00+00:00	3	GBP_JPY	SHORT	151.142	151.57318788504787	150.85318634485637	150.6413105747606	150.32349691961699	2284.59	5	OVERLAP	2.5	0.21187577009575292	28.917378982666452	38.712411865241705	151.46944802583954	151.6670571408625	-43.255258472649416	False	-0.027377503674747505	36.17727589100921	-29.844802583954788	0.7597402597402757	14	4	key_level_break	150.32349691961699	TP3	2021-09-20 07:00:00+00:00	47.95018482298075	1095.465127447336	3900	True
36	2021-09-27 08:00:00+00:00	3	GBP_JPY	LONG	151.995	151.4109812227702	152.29889843695258	152.52083072825428	152.85372916520686	1705.5	5	LONDON	2.5	0.22193229130170972	26.10820731293828	70.38599568101166	151.12024058601932	150.8250003924839	11.633333333335827	False	0.031621421699426014	88.26397086976061	84.57594139806872	0.7065767284991884	8	0	key_level_break	152.22145517913046	TP1+TP2+SL	2021-09-28 07:00:00+00:00	37.718270190883345	643.2850981055154	1380	True
37	2021-10-05 08:00:00+00:00	3	GBP_JPY	LONG	151.436	151.0622852426385	151.77334427208456	152.01757378680756	152.3839180588921	2682.46	4	LONDON	2.5	0.2442295147230251	26.981682784465928	66.04237037969035	150.8041080488105	150.7524197722266	7.900000000000773	False	0.011632807124999506	68.87846570742614	60.289195118951966	0.739682539682558	8	1	key_level_break	151.436	TP1+SL	2021-10-05 12:00:00+00:00	13.493770883382014	361.9650064383692	240	True
38	2021-10-05 14:00:00+00:00	3	GBP_JPY	LONG	151.988	151.6469774506204	152.3469247909959	152.6055413183265	152.9934661093224	2950.23	4	OVERLAP	2.5	0.2586165273305987	52.10292899842668	75.67251852193797	150.98102711405303	150.80325078184833	38.01725532436251	False	0.05699218956286345	82.3854857445932	97.79728859469685	0.6862170087977207	14	1	key_level_break	151.6469774506204	SL	2021-10-06 07:00:00+00:00	-34.1022549379602	-1006.0949558561831	1020	False
39	2021-10-07 14:00:00+00:00	3	GBP_JPY	LONG	151.944	151.6733007751404	152.2508476745788	152.47474612429804	152.81059379887685	3679.49	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	key_level_break	152.19532383172174	TP1+TP2+SL	2021-10-08 11:00:00+00:00	38.53022858950965	1417.7159079281485	1260	True
40	2021-10-26 12:00:00+00:00	3	GBP_JPY	LONG	157.6	157.2399973572364	157.91600792829075	158.14601321381792	158.49102114210865	2806.12	4	LONDON	2.5	0.23000528552716581	62.247082715857566	69.76597549338604	156.84091125117857	156.44105627242106	22.408996129064462	False	0.08741137281318284	79.97630554751824	73.008874882143	0.7405247813410424	12	1	key_level_break	157.2399973572364	SL	2021-10-26 15:00:00+00:00	-36.00026427635896	-1010.2106159117641	180	False
41	2021-12-01 14:00:00+00:00	3	GBP_JPY	SHORT	150.498	150.87540861233134	150.05477416300604	149.7399569383434	149.26773110134945	2649.94	4	OVERLAP	2.5	0.3148172246626341	30.887696845207337	40.66991467193325	151.00496941436532	152.20862522929332	-38.240956850196994	False	-0.010668071311928269	37.593552101324974	-47.7969414365333	0.9684684684684471	14	2	key_level_break	150.14081846199065	TP1+TP2+SL	2021-12-02 01:00:00+00:00	55.194386706208434	1462.6181310824998	660	True
42	2021-12-03 15:00:00+00:00	3	GBP_JPY	SHORT	149.638	150.24929021603927	149.20012935188217	148.88888225313696	148.42201160501912	1659.99	4	OVERLAP	2.5	0.31124709874521794	21.76958911663638	31.062420593763463	150.45285808003553	151.48122812167537	-66.18015790179186	False	-0.05586885296468044	42.157446311856035	-78.58580800355242	0.7912087912088036	15	4	key_level_break	149.638	TP1+SL	2021-12-05 23:00:00+00:00	17.514825924713477	290.7443588676513	3360	True
43	2021-12-13 15:00:00+00:00	3	GBP_JPY	SHORT	150.23	150.66232130237466	149.93778609287602	149.72364348812673	149.40242958100276	2353.9	4	OVERLAP	2.5	0.21414260474930655	20.572158738972263	45.89735851615689	150.29805043745023	150.5160803681812	-26.00241694210581	False	-0.013667923693607364	38.3293126797603	-3.9050437450242725	0.883233532934171	15	0	key_level_break	150.23	TP1+SL	2021-12-14 08:00:00+00:00	11.68855628495862	275.136926391641	1020	True
44	2021-12-15 14:00:00+00:00	3	GBP_JPY	SHORT	150.361	150.8264186900762	150.08707726310467	149.88512877184112	149.5822060349458	2192.42	5	OVERLAP	2.5	0.20194849126354336	41.24269789674703	43.244236045257374	150.46524742814358	150.46867590586004	-42.6127385560676	False	-0.009274259028925258	52.30056308414675	-7.524742814359797	0.8745704467353871	14	2	key_level_break	150.8264186900762	SL	2021-12-15 19:00:00+00:00	-46.54186900762056	-1020.3932444968748	300	False
45	2021-12-22 15:00:00+00:00	3	GBP_JPY	LONG	152.559	152.31573805836828	152.87518582489517	153.10530970815861	153.45049553305378	4152.68	4	OVERLAP	2.5	0.2301238832634448	47.20259414781866	80.61712367655235	151.19289288323546	150.79543443016675	46.041412855791464	False	0.0654885093104452	86.97113358587593	133.71071167645425	0.8537234042553029	15	2	key_level_break	152.31573805836828	SL	2021-12-22 21:00:00+00:00	-24.32619416317152	-1010.1889997751912	360	False
46	2021-12-29 13:00:00+00:00	3	GBP_JPY	LONG	154.702	154.23611096409888	154.9396671077034	155.11744517950567	155.3841122872091	2146.62	4	OVERLAP	2.5	0.17777807180227084	21.350900648262467	66.89957059611967	154.14834548300033	152.88721377380418	27.199282498747834	False	0.02804330360531143	75.01318902969103	52.4654516999675	0.6729957805906673	13	2	key_level_break	155.0249945238072	TP1+TP2+SL	2021-12-30 07:00:00+00:00	32.58438196450697	699.4628601264994	1080	True
47	2021-12-31 15:00:00+00:00	3	GBP_JPY	LONG	155.984	155.5030038390711	156.2889884827866	156.511647471311	156.8456359540976	2093.74	4	OVERLAP	2.5	0.22265898852439156	29.697118600635378	69.5109387053499	155.18543547364675	153.8315354694637	45.995638016702856	False	0.022217841397908042	80.95502724432937	76.9564526353264	0.7265100671141597	15	4	key_level_break	155.5030038390711	SL	2022-01-02 22:00:00+00:00	-48.099616092889626	-1007.080901983267	3300	False
48	2022-01-11 08:00:00+00:00	3	GBP_JPY	LONG	156.974	156.6704044835941	157.27138654921774	157.48897758202955	157.8153641312473	3284.01	4	LONDON	2.5	0.21759103281182737	25.105561182977095	58.21382713222101	156.73024943311972	156.12225987202413	6.89999999999884	False	0.05819056937973193	57.38708820617387	21.47505668802694	0.8013937282229437	8	1	key_level_break	157.35791161662107	TP1+TP2+SL	2022-01-12 15:00:00+00:00	40.17279758231383	1319.2786898829443	1860	True
49	2022-01-18 14:00:00+00:00	3	GBP_JPY	SHORT	155.602	156.02443200368953	155.2847039889314	155.05383998155233	154.70754397048373	2391.4	4	OVERLAP	2.5	0.23086400737906917	43.77817243314098	29.586733094330512	156.35349827156438	156.42722953181172	-44.570605403669106	False	-0.10245934365282487	14.24839181726166	-72.24982715643762	0.6019656019655973	14	1	key_level_break	156.02443200368953	SL	2022-01-19 01:00:00+00:00	-42.243200368952216	-1010.2038936231233	660	False
50	2022-02-03 15:00:00+00:00	3	GBP_JPY	LONG	156.38	156.041979887206	156.75726033838205	157.0281005639701	157.43436090235215	2958.71	4	OVERLAP	2.5	0.2708402255880407	52.44407022621384	81.38749856292578	155.29172669510962	154.92554163362718	42.317420464928546	False	0.09851160199534259	69.6581330747328	105.92733048903824	0.6965317919074651	15	3	key_level_break	156.041979887206	SL	2022-02-04 09:00:00+00:00	-33.802011279399835	-1000.1034879247309	1080	False
51	2022-02-08 14:00:00+00:00	3	GBP_JPY	LONG	156.388	156.12454933543054	156.6623519937084	156.86458665618065	157.16793864988904	3758.21	4	OVERLAP	2.5	0.20223466247225494	25.804956219372063	62.53616193558503	155.95419994326787	155.46633568581257	13.325033139290099	False	0.018253553701020248	48.44091355729582	40.48000567321424	0.5076923076924176	14	1	key_level_break	156.388	TP1+SL	2022-02-08 22:00:00+00:00	10.974079748335726	412.4289625099281	480	True
52	2022-02-11 15:00:00+00:00	3	GBP_JPY	LONG	157.653	157.16310112921488	157.9962966123555	158.24449435392586	158.61679096628137	2029.45	5	OVERLAP	2.5	0.24819774157034383	23.652795177748057	61.927880005094536	157.04890683352377	156.21871594651702	27.103658911224215	False	0.01055617824341118	50.20239471774599	57.5093166476222	0.739316239316219	15	4	key_level_break	157.16310112921488	SL	2022-02-11 18:00:00+00:00	-48.989887078511174	-994.225263314845	180	False
53	2022-02-15 08:00:00+00:00	3	GBP_JPY	LONG	156.832	156.08861271676972	157.2264951830242	157.50882530504035	157.93232048806453	1324.05	5	LONDON	2.5	0.2823301220161348	37.521740317970085	62.1761842121879	156.41323292567782	156.2430144645059	25.933333333333053	False	0.042505842286946524	46.98376603639534	38.97670743221795	0.8890243902438607	8	1	key_level_break	156.08861271676972	SL	2022-02-17 08:00:00+00:00	-74.33872832302768	-984.281932361048	2880	False
54	2022-02-23 14:00:00+00:00	3	GBP_JPY	SHORT	156.27700000000002	156.64252770063234	155.98855975524586	155.77693292540977	155.45949268065561	2665.85	4	OVERLAP	2.5	0.21162682983610032	38.81792707626329	48.59969655794729	156.30953694304844	156.36588877252566	-18.099306457799003	False	-0.018337357100569593	14.450022596412524	-0.3536943048430885	0.7078189300410719	14	2	key_level_break	155.45949268065561	TP3	2022-02-24 00:00:00+00:00	47.89043916066418	1276.687272364566	600	True
55	2022-03-03 14:00:00+00:00	3	GBP_JPY	SHORT	154.44400000000002	154.89335237281782	154.09454288154654	153.84223813591092	153.46378101745745	2196.96	5	OVERLAP	2.5	0.2523047456356428	29.009822682938424	46.30326020361187	154.3766565536127	154.79367236910844	-31.291403215158198	False	-0.08745632816359522	19.31403516363036	9.634344638732273	0.6761658031088047	14	3	key_level_break	154.07084977050457	TP1+TP2+SL	2022-03-04 01:00:00+00:00	45.51176389161186	999.8752479931558	660	True
56	2022-03-14 12:00:00+00:00	3	GBP_JPY	LONG	154.087	153.77078927980534	154.45245034240227	154.7154172373371	155.1098675797394	3153.61	5	LONDON	2.5	0.26296689493485037	57.06197242667534	68.95310765562115	153.0320941571436	152.99245018928954	28.99321517412261	False	0.04633069387415617	74.46407599344617	102.5905842856389	0.7783505154638931	12	0	key_level_break	153.77078927980534	SL	2022-03-14 16:00:00+00:00	-31.62107201946469	-997.2052893130405	240	False
57	2022-03-16 14:00:00+00:00	3	GBP_JPY	LONG	155.165	154.61264874431288	155.5056787670614	155.75213127843568	156.12181004549709	1787.33	5	OVERLAP	2.5	0.24645251137427443	39.006130413169394	71.83237849704355	154.16542019379898	153.47586224422756	40.983162055411526	False	0.05281441506805101	87.01219901503589	97.0579806201016	0.7003891050583234	14	2	key_level_break	156.12181004549709	TP3	2022-03-16 20:00:00+00:00	56.24860272982573	1005.3481511709942	360	True
58	2022-03-18 14:00:00+00:00	3	GBP_JPY	LONG	156.79	156.50366831167682	157.11042363639805	157.3433727273301	157.69279636372815	3482.98	4	OVERLAP	2.5	0.23294909093203933	29.42811020540082	69.65039215769663	155.90266430598058	154.49061667578505	35.193947018308336	False	0.025711821130453227	84.30708737907717	85.83356940194165	0.6988304093567693	14	4	key_level_break	156.79	TP1+SL	2022-03-20 21:00:00+00:00	12.81694545592245	446.41164684068775	3300	True
59	2022-04-01 12:00:00+00:00	3	GBP_JPY	LONG	161.035	160.63905818449288	161.4758254465214	161.78904241086903	162.25886785739047	2530.05	4	LONDON	2.5	0.31321696434761576	28.50588720179542	62.14823676611473	160.4511647523218	159.9213072059732	14.165371543646188	False	0.03378640616232917	66.92124733763751	55.48352476781986	0.6840490797546556	12	4	key_level_break	160.63905818449288	SL	2022-04-01 16:00:00+00:00	-39.59418155071148	-1001.752590323776	240	False
60	2022-05-05 11:00:00+00:00	3	GBP_JPY	SHORT	161.085	162.44066128507467	160.374616144776	159.8816935746267	159.1423097194027	731.55	5	LONDON	2.5	0.49292257014932483	28.633324936767167	30.831891600858313	162.6200259018161	163.0081594530833	-120.64025188038272	False	-0.08589113556645975	58.00905543423263	-150.60259018160878	0.7097197898423884	11	3	key_level_break	161.085	TP1+SL	2022-05-06 08:00:00+00:00	28.415354208959798	207.8725237156454	1260	True
61	2022-05-30 12:00:00+00:00	3	GBP_JPY	LONG	161.375	160.9968404775873	161.75387856723805	162.0257976120634	162.43367617930144	2628.03	4	LONDON	2.5	0.27191904482535806	36.55025350426709	77.12516304401015	160.4358889328774	159.99149105041116	31.748349072563542	False	0.05863941935956751	79.43660836455483	91.01110671226138	0.6255411255411742	12	0	key_level_break	161.375	TP1+SL	2022-05-31 04:00:00+00:00	15.155142689521883	398.281696423442	960	True
62	2022-05-31 13:00:00+00:00	3	GBP_JPY	LONG	162.071	161.51691323907613	162.49311742562878	162.79386237604794	163.24497980167672	1800.79	4	OVERLAP	2.5	0.30074495041917926	34.80274079279099	68.90530735043754	161.07100350248183	160.3118765807807	61.78157214613975	False	0.009418049236498055	88.56627065104226	97.0996497518172	0.8451242829827659	13	1	key_level_break	163.24497980167672	TP3	2022-06-01 07:00:00+00:00	69.27878810060349	1247.5654882368576	1080	True
63	2022-06-06 13:00:00+00:00	3	GBP_JPY	LONG	164.39	164.0436908230794	164.80112753076182	165.09454588460304	165.53467341536486	2917.25	4	OVERLAP	2.5	0.2934183538412173	42.886426753767275	65.95290661744329	163.42331091100766	162.04945618876593	15.391650802885692	False	0.08590936182036732	73.5132444431768	93.76890889923288	0.5568627450979711	13	0	key_level_break	165.53467341536486	TP3	2022-06-06 23:00:00+00:00	67.5204049218928	1969.7390125839179	600	True
64	2022-06-14 13:00:00+00:00	3	GBP_JPY	SHORT	162.00900000000001	162.521455983461	161.290532049617	160.79222008269502	160.04475213231203	2009.87	4	OVERLAP	2.5	0.4983119669219935	42.28011877564199	31.504685912857184	164.0678005900181	164.72342216216487	-49.63569940411503	False	-0.05897401242890954	15.833451858129541	-202.9800590018084	0.5660818713449943	13	1	key_level_break	162.521455983461	SL	2022-06-14 20:00:00+00:00	-51.24559834609954	-1029.9699074787509	420	False
65	2022-06-16 08:00:00+00:00	3	GBP_JPY	SHORT	161.541	162.35409756553577	160.8344573033927	160.3440955056545	159.6085528090472	1254.06	4	LONDON	2.5	0.49036179773819616	39.42968940590225	31.07050309973698	162.91641258342577	163.96940969061308	-23.63333333333344	False	-0.13824840279046513	12.357087131476874	-134.64125834257743	0.630377524143996	8	3	key_level_break	161.541	TP1+SL	2022-06-16 10:00:00+00:00	28.261707864292024	354.41877364294055	120	True
66	2022-07-05 08:00:00+00:00	3	GBP_JPY	SHORT	163.574	164.081190377067	162.99417886879903	162.58829811466504	161.97947698346405	2017.42	4	LONDON	2.5	0.4058807541339881	40.773397233095665	36.76960142066274	164.34938706021475	164.91221922411202	-25.300000000004275	False	-0.08646653694389411	27.687979997447375	-74.63870602147438	0.8320935175345218	8	1	key_level_break	161.97947698346405	TP3	2022-07-05 15:00:00+00:00	94.51138099215767	1906.6915024119876	420	True
67	2022-07-11 13:00:00+00:00	3	GBP_JPY	SHORT	163.50900000000001	164.1020855455472	162.9062433633584	162.48507227226403	161.85331563562244	1757.39	5	OVERLAP	2.5	0.42117109109439504	22.333461002151274	46.390006906332566	163.48248945891393	163.67925973296119	-26.399894191246176	False	-0.06607861956936598	59.52489510027442	5.5510541086079	0.5818815331010246	13	0	key_level_break	161.85331563562244	TP3	2022-07-12 11:00:00+00:00	98.1810618626548	1725.4241630681095	1320	True
68	2022-07-19 14:00:00+00:00	3	GBP_JPY	LONG	165.845	165.50640927376398	166.34822672416254	166.70304454027092	167.23527126443346	3129.25	5	OVERLAP	2.5	0.3548178161083654	29.052211628081402	64.39584025483782	164.97152949067905	164.1812495130492	38.45407004207857	False	0.03813257295990051	64.25727380890056	84.44705093209564	0.6267071320182067	14	1	key_level_break	165.50640927376398	SL	2022-07-20 10:00:00+00:00	-33.85907262360206	-1059.5350300740674	1200	False
69	2022-07-21 12:00:00+00:00	3	GBP_JPY	LONG	165.895	165.54581588820506	166.38255233538487	166.72692055897477	167.24347289435963	3003.97	5	LONDON	2.5	0.34436822358990005	23.435667200541907	55.729330299121834	165.57125046194756	164.74468982239497	25.033840029183807	False	0.0032942996342443295	67.88810086682555	29.47495380524572	0.6920731707317128	12	3	key_level_break	165.54581588820506	SL	2022-07-21 13:00:00+00:00	-34.91841117949547	-1048.9385963086902	60	False
70	2022-07-26 11:00:00+00:00	3	GBP_JPY	SHORT	163.697	164.15345444860404	163.25577951133076	162.94229918555126	162.47207869688205	2275.04	4	LONDON	2.5	0.3134803257794903	28.857937207876216	32.016246428579024	164.36472748145817	164.4916571623175	-32.343062360891395	False	-0.12480496780854304	11.162286098434826	-63.87274814581758	0.6138107416880167	11	1	key_level_break	164.15345444860404	SL	2022-07-26 14:00:00+00:00	-45.64544486040347	-1038.4521287521231	180	False
71	2022-08-04 11:00:00+00:00	3	GBP_JPY	SHORT	161.65800000000002	163.022230382466	160.941558852602	160.44459808766996	159.69915694027193	753.59	5	LONDON	2.5	0.4969607649320177	36.40272882294808	36.55906273866107	162.3517571672705	162.8334712156079	-125.14418930535669	False	-0.05995176339691771	56.66530187808462	-66.47571672704942	0.7125603864734282	11	3	key_level_break	163.022230382466	SL	2022-08-05 14:00:00+00:00	-136.42303824659902	-1028.0703739225457	1620	False
72	2022-08-10 11:00:00+00:00	3	GBP_JPY	LONG	163.49	163.28424184687057	163.79241731653127	164.01336219421876	164.34477951075002	4946.51	4	LONDON	2.5	0.2209448776875005	23.869071033044627	62.434704286765275	163.08308119626724	162.86180814937114	19.972661134954706	False	0.025166307555545882	68.29475308642252	37.791880373276854	0.7490494296578711	11	2	key_level_break	163.28424184687057	SL	2022-08-10 12:00:00+00:00	-20.575815312943742	-1017.7847620362937	60	False
73	2022-08-11 12:00:00+00:00	3	GBP_JPY	SHORT	161.386	161.74455141496927	160.96077432652072	160.65795721086786	160.2037315373886	2810.22	5	LONDON	2.5	0.3028171156528493	49.59047955166378	29.813426312113137	162.48394729571982	162.7098392088059	-36.43732405420508	False	-0.05288667742870226	14.959389830855216	-106.89472957198234	0.5573770491803278	12	3	key_level_break	161.74455141496927	SL	2022-08-11 14:00:00+00:00	-35.85514149692698	-1007.6083573749415	120	False
74	2022-09-01 13:00:00+00:00	3	GBP_JPY	SHORT	161.17000000000002	161.45384248288335	160.76575826563564	160.47693044272606	160.04368870836169	3514.38	4	OVERLAP	2.5	0.2888278229095802	28.38353918563223	43.8114007658087	161.51361976045771	161.7339416818822	-7.635776955274309	False	-0.025480365153961765	37.54211509530689	-31.461976045770257	0.5617647058823181	13	3	key_level_break	161.45384248288335	SL	2022-09-01 15:00:00+00:00	-28.38424828833297	-997.5303449955162	120	False
75	2022-09-06 14:00:00+00:00	3	GBP_JPY	LONG	164.533	163.94776879014088	165.07889362957732	165.46215604929554	166.03704967887288	1687.46	4	OVERLAP	2.5	0.38326241971822034	84.44357083686556	76.2992035539273	162.59237442599326	161.9742420310613	26.2401781113482	False	0.09240663896252455	72.1815666175075	191.16255740067345	0.7884130982367632	14	1	key_level_break	164.533	TP1+SL	2022-09-06 17:00:00+00:00	21.835745183093422	368.4694656666283	180	True
76	2022-09-22 11:00:00+00:00	3	GBP_JPY	SHORT	159.778	161.65043165586988	158.41810503239032	157.49217505398386	156.10328008637418	529.39	4	LONDON	2.5	0.9259299784064511	41.47686802028414	31.528200323093586	162.8639888139169	163.80088587604763	-147.6898360685908	False	-0.21188951289766111	30.869804569226456	-305.69888139169166	0.8960674157303462	11	3	key_level_break	156.10328008637418	TP3	2022-09-23 14:00:00+00:00	219.32319481754865	1161.0750610446207	1620	True
77	2022-10-03 14:00:00+00:00	3	GBP_JPY	LONG	162.969	162.2001336308696	163.97879910739132	164.67133184565222	165.71013095304355	1304.32	5	OVERLAP	2.5	0.6925327382608882	38.702592746671456	64.13744634831048	160.81884170851038	159.42441018741778	33.29351290003615	False	0.028637865132751017	63.71444998763953	212.11582914896212	0.5071225071225006	14	0	key_level_break	164.17928437283052	TP1+TP2+SL	2022-10-04 09:00:00+00:00	132.69092557835282	1730.7142805035712	1140	True
78	2022-10-13 11:00:00+00:00	3	GBP_JPY	LONG	165.22899999999998	164.10509914870005	166.02770255389996	166.57950425649994	167.4072068103999	907.69	4	LONDON	2.5	0.5518017025999844	44.30865466401943	79.0087628742114	162.2891202284282	161.73353258668536	127.47286958392863	False	0.12925447084531144	88.6522207823546	291.08797715717856	0.7608471074380171	11	3	key_level_break	164.10509914870005	SL	2022-10-13 13:00:00+00:00	-112.39008512999362	-1020.1535637164392	120	False
79	2022-10-13 14:00:00+00:00	3	GBP_JPY	LONG	165.597	164.85361588788652	166.5646523363405	167.22908722723412	168.2257395635746	1358.59	4	OVERLAP	2.5	0.664434890893647	55.981274125122155	78.82664926732372	162.62599556546394	161.83787305903837	98.70451601211414	False	0.22836178614622382	86.12839555281977	294.20044345360736	0.7144772117962584	14	3	key_level_break	166.10865315567418	TP1+TP2+SL	2022-10-14 07:00:00+00:00	114.22264565646685	1551.817441624193	1020	True
80	2022-11-09 14:00:00+00:00	3	GBP_JPY	SHORT	166.755	167.32546087772639	166.15911736682085	165.74252894470143	165.11764631152232	1797.63	4	OVERLAP	2.5	0.41658842211942104	38.65278307428849	36.188545015485005	167.6781021075958	168.04097879353353	-31.04278600133341	False	-0.10837907333525049	35.56834941929751	-89.41021075958133	0.64168618266976	14	2	key_level_break	166.755	TP1+SL	2022-11-10 05:00:00+00:00	23.835305327165774	428.47059915273013	900	True
81	2022-11-11 13:00:00+00:00	3	GBP_JPY	SHORT	164.012	164.6855366638621	163.16279000841374	162.57731668068953	161.69910668910327	1528.88	4	OVERLAP	2.5	0.5854733277241808	47.60668813507296	33.90108390444098	165.86987104802353	167.1993045513321	-36.03784774201131	False	-0.1362467366223542	41.52495568125718	-182.88710480235295	0.6637744034707227	13	4	key_level_break	164.6855366638621	SL	2022-11-13 22:00:00+00:00	-67.35366638621088	-1029.756734645501	3420	False
82	2022-11-17 13:00:00+00:00	3	GBP_JPY	SHORT	165.269	165.89959241589128	164.6812227523262	164.27003792054364	163.65326067286983	1616.67	5	OVERLAP	2.5	0.4111848317825399	26.685673236588517	38.05734342595567	165.72229509086247	166.08143530386113	-45.268796218789475	False	-0.08019943547491164	30.94295538952382	-42.42950908624721	0.5868055555555226	13	3	key_level_break	165.89959241589128	SL	2022-11-17 17:00:00+00:00	-63.05924158912716	-1019.4598409989422	240	False
83	2022-11-23 15:00:00+00:00	3	GBP_JPY	LONG	168.627	168.09094176837218	169.08942469488352	169.41704115813917	169.90846585302268	1882.76	4	OVERLAP	2.5	0.3276164632556658	33.45219744710342	60.597067581287796	167.88582041418223	166.9525632866744	5.91418574054785	False	0.039308267745983144	49.74907294868573	71.2179585817779	0.5036496350365345	15	2	key_level_break	168.09094176837218	SL	2022-11-23 17:00:00+00:00	-53.605823162783395	-1009.2689961796207	120	False
84	2022-12-09 14:00:00+00:00	3	GBP_JPY	LONG	167.258	166.93317606526205	167.77528998603202	168.13948331005338	168.6857732960854	3076.05	4	OVERLAP	2.5	0.36419332402134474	25.30786585233416	58.33873135713848	166.8299437010554	166.56544572139006	39.0912214465061	False	0.004983119448548742	69.9945958248316	39.90562989446005	0.7746113989636992	14	4	key_level_break	167.258	TP1+SL	2022-12-11 22:00:00+00:00	20.691599441280456	636.4839446135076	3360	True
85	2022-12-29 13:00:00+00:00	3	GBP_JPY	SHORT	160.423	160.9778462295715	160.0060613112855	159.70876885214247	159.26283016342796	1812.29	5	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	key_level_break	159.26283016342796	TP3	2022-12-30 07:00:00+00:00	68.45019019432242	1240.5159518726857	1080	True

38 KiB Raw Blame History

38 KiB

Raw Blame History