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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>
86 lines
38 KiB
CSV
86 lines
38 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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2021-01-21 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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
|
|
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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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