fx-quant/results/phase1/S4_EUR_AUD_trades.csv at dce54845c27d8981e74c0537dbf1018d62af6ffc

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-23 06:58:05 +00:00

Files

T

Brent NealeandClaude Opus 4.6 dce54845c2 Phase 1: Event-driven backtester, 5 strategies, and baseline results

- Built event-driven backtesting engine with spread/slippage modeling,
  3-TP partial closes, trailing stops, and rich trade logging (20+ features)
- Implemented 5 strategy signal generators (MA Breakout, VWAP Reversal,
  Key Level Breakout, EMA Ribbon Scalp, Momentum Exhaustion)
- Full indicator library (EMA, SMA, RSI, ATR, MACD, ADX, Stochastic,
  Session VWAP bands, swing points, key levels, RSI divergence)
- Data pipeline: Dukascopy download, validation, 70/30 train/test split
- Baseline results: all 5 strategies generate 200+ trades on training data
  (Jan 2021 - Aug 2023), best profit factors 0.82-0.96 on select pairs
- Trade logs and reports saved for Phase 3 ML feature engineering

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

2026-02-18 06:04:40 +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	exit_price	exit_reason	exit_time	pnl_pips	pnl_dollars	hold_time_minutes	win
2	2021-01-26 09:15:00+00:00	4	EUR_AUD	LONG	1.57556	1.5745854535790755	1.576501821403082	1.5770927321046226	1.5782745535077045	1026118.39	3	LONDON	2.0	0.0011818214030817635	35.446139933878214	39.22682060616931	1.5764017717527499	1.5743397365727645	-20.694768709468292	False	-0.0003551513402744684	20.494008915060636	-10.81771752749816	0.7724550898203394	9	1	1.57556	TP1+SL	2021-01-26 10:30:00+00:00	4.709107015409275	483.21013089894706	75	True
3	2021-01-29 12:15:00+00:00	4	EUR_AUD	LONG	1.58065	1.5795543545287916	1.5817954849040285	1.5824882273560428	1.5838737122600715	917114.27	2	LONDON	2.0	0.0013854849040285228	30.77080172284949	37.67021955023534	1.5821237904806478	1.5805945469095344	-28.45583166632304	False	-0.0005062274841317418	3.130566891458591	-17.13790480647681	0.6888888888887902	12	4	1.5819346584245877	TP1+TP2+SL	2021-01-29 13:00:00+00:00	13.811423437445347	1266.665352349358	45	True
4	2021-02-05 11:15:00+00:00	4	EUR_AUD	SHORT	1.5743	1.574797633647554	1.5736812211748206	1.5732518317622308	1.5723930529370511	2044674.35	2	LONDON	2.0	0.0008587788251795345	34.705269566074755	63.268008928873705	1.5735892658630248	1.5756552537831923	19.657738966556426	False	0.00026505584157968494	95.18037096538613	9.507341369752176	0.7014925373133265	11	4	1.574797633647554	SL	2021-02-05 11:30:00+00:00	-4.976336475539522	-1017.4987548505064	15	False
5	2021-02-05 11:45:00+00:00	4	EUR_AUD	SHORT	1.57443	1.5750885106450847	1.5738082978497177	1.5733774467745765	1.572515744624294	1529700.05	2	LONDON	2.0	0.0008617021502823527	40.86054120240508	62.34032758611566	1.5736505141626769	1.5756300305702384	19.412399263578628	False	0.0003127442347654099	87.03795326292011	10.194858373231419	0.6590909090909435	11	4	1.5750885106450847	SL	2021-02-05 12:00:00+00:00	-6.585106450847088	-1007.3237667116115	15	False
6	2021-02-11 11:15:00+00:00	4	EUR_AUD	SHORT	1.56597	1.5666370556749594	1.565419814416802	1.565024721625203	1.5642345360420047	1495003.44	3	LONDON	2.0	0.0007901855831981574	19.897410570985897	47.38148030013928	1.567017520660665	1.5675312081054025	0.18469194796422173	False	0.00014677893022607816	46.540880503142894	-8.075206606648067	0.15555555555507308	11	3	1.5666370556749594	SL	2021-02-11 11:30:00+00:00	-6.6705567495928255	-997.2505287356494	15	False
7	2021-03-04 10:00:00+00:00	4	EUR_AUD	SHORT	1.5479	1.5485997754940337	1.5466407483532212	1.5458911225298315	1.5443918708830526	1410849.67	3	LONDON	2.0	0.001499251646778991	33.6494069741115	61.42895973359406	1.5466963133113576	1.5473292476424345	32.50886483741944	False	0.000538026278820608	97.32665459755474	14.43686688642476	0.7647058823530116	10	3	1.5485997754940337	SL	2021-03-04 10:15:00+00:00	-6.997754940336608	-987.2780248314774	15	False
8	2021-04-02 10:15:00+00:00	4	EUR_AUD	LONG	1.54603	1.5453466556842805	1.546567814385731	1.5469567215785969	1.547734535964328	1430326.15	3	LONDON	2.0	0.0007778143857311854	52.554821067958834	50.20477764270009	1.5454911137521523	1.5453767157869969	-10.983870787806271	False	2.1249339724115578e-05	30.351209718368708	2.9888624784768503	0.9200000000001333	10	4	1.54603	TP1+SL	2021-04-02 11:00:00+00:00	2.6890719286554177	384.6249898786778	45	True
9	2021-04-13 16:30:00+00:00	4	EUR_AUD	LONG	1.56387	1.5631917490152158	1.564690836615947	1.5652212549239206	1.5662820915398676	1446738.03	3	OVERLAP	2.0	0.0010608366159470404	23.63324876094127	44.845150530172845	1.5640194267338479	1.5622700743228237	-8.229282251466241	False	-0.00023857661688009578	11.813623335294217	-3.8942673384778637	0.27777777777754936	16	1	1.5631917490152158	SL	2021-04-13 18:00:00+00:00	-6.782509847842454	-981.2514935723193	90	False
10	2021-04-20 08:30:00+00:00	4	EUR_AUD	SHORT	1.54818	1.5487986595186574	1.5473244682711418	1.5467767024067127	1.5456811706778548	1570232.01	4	LONDON	2.0	0.001095531728858057	32.38348192790355	59.11696022449554	1.5477497414486459	1.5485374014221465	15.513430446880694	False	0.0003163401874063874	91.88603401563294	6.702585513540527	0.9174757281553362	8	1	1.5487986595186574	SL	2021-04-20 09:15:00+00:00	-6.186595186574717	-971.4389794871543	45	False
11	2021-04-20 09:15:00+00:00	4	EUR_AUD	SHORT	1.54914	1.5497313159484294	1.5483422801719018	1.547823420257853	1.5467857004297547	1626414.09	2	LONDON	2.0	0.001037719828098085	37.369998896554456	63.77198022392642	1.54787126543857	1.5485455634392045	17.152774245161595	False	0.0005147625575887284	96.3173316933772	15.087345614299696	0.6874999999998266	9	1	1.5497313159484294	SL	2021-04-20 09:30:00+00:00	-5.9131594842942725	-961.7245901673339	15	False
12	2021-04-22 15:15:00+00:00	4	EUR_AUD	LONG	1.55519	1.5543103696251903	1.556182101249366	1.556798151874049	1.558030253123415	1082394.8	3	OVERLAP	2.0	0.001232101249365975	36.49430571476576	44.349983662790606	1.5551151837750468	1.5537968402513198	-12.792910730572427	False	-0.0004385381109377385	13.515157877221329	-1.6518377504670667	0.047619047618846215	15	3	1.5543103696251903	SL	2021-04-22 16:15:00+00:00	-8.79630374809759	-952.1073436161341	60	False
13	2021-04-22 16:15:00+00:00	4	EUR_AUD	LONG	1.5539100000000001	1.5532062583784116	1.5548491387386283	1.5554387081079424	1.5566178468465706	1339392.53	2	OVERLAP	2.0	0.0011791387386282102	30.832052318891975	38.79123121035189	1.5550648656827155	1.553836076761504	-24.612529166962993	False	-0.00046568329723916063	24.20385822875309	-13.948656827154071	0.922535211267566	16	3	1.5566178468465706	TP3	2021-04-22 17:00:00+00:00	14.697511710108468	1968.573739410681	45	True
14	2021-05-24 13:30:00+00:00	4	EUR_AUD	LONG	1.57755	1.5767544566348148	1.5782618112172835	1.5787377168259253	1.5796895280432088	1209578.32	3	OVERLAP	2.0	0.0009518112172835312	38.857153118169414	39.16457896755587	1.5780497500509605	1.5755749948760498	-23.558839771609108	False	-0.0005074425735569736	15.720054239993987	-7.397500509604971	0.6142857142857437	13	0	1.5767544566348148	SL	2021-05-24 14:00:00+00:00	-7.9554336518516955	-962.272007147824	30	False
15	2021-05-25 14:00:00+00:00	4	EUR_AUD	LONG	1.57793	1.5771808646102716	1.5787204512990947	1.579235676948642	1.5802661282477366	1271665.04	4	OVERLAP	2.0	0.0010304512990946353	23.974970163740224	46.57610135153637	1.5776799352528876	1.576412022392882	-7.765161937756115	False	-0.00014976405668422717	25.503709129006065	0.10064747112403793	0.8214285714286508	14	1	1.5802661282477366	TP3	2021-05-25 15:00:00+00:00	12.541543836871893	1594.864284497745	60	True
16	2021-06-01 14:45:00+00:00	4	EUR_AUD	LONG	1.57803	1.5770146840437964	1.5790410531873458	1.5796665797810185	1.580917632968364	953986.71	4	OVERLAP	2.0	0.0012510531873456596	19.310857566370313	41.17607011272638	1.578903599228887	1.5783900034157157	-15.358257716346913	False	-0.00015252577630251002	33.901699207821856	-11.135992288868746	0.600660066006605	14	1	1.5770146840437964	SL	2021-06-01 15:30:00+00:00	-10.153159562036327	-968.5979286692078	45	False
17	2021-06-10 11:15:00+00:00	4	EUR_AUD	SHORT	1.5726499999999999	1.5731420379437813	1.5720832068540618	1.571679810281093	1.5708730171351548	1948857.73	4	LONDON	2.0	0.0008067931459380228	22.064149354502717	53.689992532801945	1.573036184307251	1.573551648171357	7.265329571894963	False	0.00010279798939083202	80.23661316378256	-1.4618430725099607	0.9299999999999778	11	3	1.5731420379437813	SL	2021-06-10 11:30:00+00:00	-4.920379437813871	-958.9119501916616	15	False
18	2021-06-11 12:15:00+00:00	4	EUR_AUD	SHORT	1.5695999999999999	1.5703059866565166	1.5689533778116118	1.5685100667174179	1.5676234445290298	1344675.32	4	LONDON	2.0	0.0008866221883880131	34.290831338075485	59.96972011776414	1.569297299765704	1.5713170920881572	20.255104331923235	False	0.0003549206711347731	85.52229131420857	5.427002342959231	0.8424657534245398	12	4	1.569373748602732	TP1+TP2+SL	2021-06-11 13:30:00+00:00	6.9554135842222475	935.2772987096398	75	True
19	2021-06-22 11:00:00+00:00	4	EUR_AUD	LONG	1.58247	1.5817316991907098	1.5833243360309674	1.5838715040464513	1.5849658400774187	1298489.17	2	LONDON	2.0	0.001094336030967487	34.517474809110254	36.87424033166587	1.583660705024964	1.581935820713374	-28.76151736031174	False	-0.0003834479264821938	22.432093881859902	-14.307050249640074	0.9106145251396974	11	1	1.5817316991907098	SL	2021-06-22 11:45:00+00:00	-7.38300809290271	-958.6756050656522	45	False
20	2021-07-07 14:15:00+00:00	4	EUR_AUD	SHORT	1.5768199999999999	1.5775215261759032	1.5756549127469892	1.5749523691204839	1.5735472818674732	1352891.57	3	OVERLAP	2.0	0.0014050872530107096	31.49444711579199	65.60027510716657	1.574350651514688	1.5747282811266197	37.221670664790985	False	0.0005361915471971603	79.3303894976484	27.09348485312013	0.893617021276648	14	2	1.5775215261759032	SL	2021-07-07 14:30:00+00:00	-7.015261759033552	-949.0888495139866	15	False
21	2021-07-27 12:30:00+00:00	4	EUR_AUD	LONG	1.60271	1.6020021930649064	1.6035960231169792	1.6041590346754688	1.605285057792448	1327477.75	4	LONDON	2.0	0.001126023116979177	27.44624224417894	53.761844196539734	1.6013332193940675	1.6002718736163182	1.679608512288322	False	-6.397661336099165e-06	71.97804231051036	11.367806059325858	0.5704697986577332	12	1	1.6020021930649064	SL	2021-07-27 13:00:00+00:00	-7.078069350936466	-939.5979576325101	30	False
22	2021-08-31 11:00:00+00:00	4	EUR_AUD	SHORT	1.6155599999999999	1.6163883249791675	1.6148055834027748	1.6143083751041623	1.6133139585069372	1122991.58	3	LONDON	2.0	0.000994416597225086	34.650709796223666	62.33577119808109	1.6148394386073959	1.616714074229016	20.805386968776318	False	0.0004528786861508053	84.89201974495849	9.605613926040313	0.6741573033706688	11	1	1.6163883249791675	SL	2021-08-31 12:15:00+00:00	-8.283249791676273	-930.2019771089209	75	False
23	2021-09-13 14:00:00+00:00	4	EUR_AUD	SHORT	1.60351	1.6043254857946887	1.6026317140177044	1.6020725710265566	1.6009542850442613	1129265.48	3	OVERLAP	2.0	0.001118285982295511	35.64723817353518	61.48993396429416	1.6023375199843162	1.6029036754466863	22.401937549128004	False	0.00024693904204006127	84.30535348972718	14.124800156838369	0.8291814946619076	14	0	1.6024317363826937	TP1+TP2+SL	2021-09-13 15:00:00+00:00	10.860244066420499	1226.4098728583497	60	True
24	2021-09-22 14:30:00+00:00	4	EUR_AUD	LONG	1.6176	1.6167021796517727	1.6184527344940909	1.6189991017411363	1.620091836235227	1039366.13	5	OVERLAP	2.0	0.0010927344940908678	20.29628049533191	42.19599970002711	1.6184629077789643	1.6176009234495585	-13.052952350911529	False	-6.036236114673127e-05	29.728846542197402	-11.029077789643793	0.7853107344632563	14	2	1.6167021796517727	SL	2021-09-22 14:45:00+00:00	-8.978203482272738	-933.164060772234	15	False
25	2021-10-22 13:15:00+00:00	4	EUR_AUD	SHORT	1.55364	1.5545160378874672	1.5527932070417758	1.5522498105626636	1.5511630176044395	1054557.61	4	OVERLAP	2.0	0.0010867929582241529	24.81444977538347	62.125589622540346	1.5527936139725165	1.5541384063129575	25.90360424119753	False	0.00046957257355813515	90.92207865792615	10.863860274834547	0.7748344370860732	13	4	1.5531134506040654	TP1+TP2+SL	2021-10-22 13:45:00+00:00	9.457631894998375	997.3617687449258	30	True
26	2021-10-28 12:30:00+00:00	4	EUR_AUD	SHORT	1.54552	1.5463651731510855	1.5442094228297152	1.5434341342445728	1.541883557074288	1104869.5	3	LONDON	2.0	0.0015505771702848112	24.9841003333497	60.33281402192562	1.5437846499987402	1.5451120528876245	28.591535171054172	False	0.00017912511067137357	50.62406716417914	19.753500012598124	0.952272727272717	12	3	1.5463651731510855	SL	2021-10-28 12:45:00+00:00	-8.451731510854543	-933.8060368532103	15	False
27	2021-11-24 13:45:00+00:00	4	EUR_AUD	SHORT	1.55731	1.5581172936365224	1.5563590212115919	1.555763531817388	1.5545725530289798	1145144.63	4	OVERLAP	2.0	0.0011909787884080646	25.990774528282344	59.69838943977568	1.5562231977406575	1.55679135131684	23.080143730755953	False	0.0003799670491610998	75.33748822565458	13.268022593424522	0.39160839160830585	13	2	1.55731	TP1+SL	2021-11-24 14:15:00+00:00	4.754893942040539	544.5041263947254	30	True
28	2021-12-10 15:45:00+00:00	4	EUR_AUD	SHORT	1.5763099999999999	1.5775188365197519	1.5749872116008274	1.5742058174012412	1.5726430290020688	769262.84	4	OVERLAP	2.0	0.0015627883991724953	25.672957315068107	52.39536041805606	1.5769761978492451	1.5803224732285996	5.669163524018028	False	0.0003263236678937875	77.11431968312715	-4.261978492452467	0.363636363636226	15	4	1.5775188365197519	SL	2021-12-10 16:00:00+00:00	-12.088365197520101	-929.9130142801473	15	False
29	2021-12-10 16:00:00+00:00	4	EUR_AUD	SHORT	1.57872	1.5799315624826265	1.5772881250579112	1.576452187586867	1.5747803126447781	759856.71	2	OVERLAP	2.0	0.0016718749420887324	27.322611830770768	60.93621088308551	1.5770539940120198	1.5803089162810515	28.984279240038546	False	0.0005137256396394525	85.44165113015332	19.06005987980075	0.7799352750809604	16	4	1.5775954610115837	TP1+TP2+SL	2021-12-10 17:30:00+00:00	16.211889926675216	1231.871334256557	90	True
30	2021-12-28 16:00:00+00:00	4	EUR_AUD	SHORT	1.56398	1.5645858418100873	1.5630005272997085	1.5623907909495627	1.5611713182492712	1539894.71	3	OVERLAP	2.0	0.0012194727002915226	43.758809106116765	63.47937355298672	1.56257438122443	1.5647089527757896	23.10502405636683	False	0.00043529286852023814	79.87288135593228	16.456187755700125	0.9390862944161836	16	1	1.5645858418100873	SL	2021-12-28 16:15:00+00:00	-6.058418100873818	-932.932598450384	15	False
31	2021-12-31 11:00:00+00:00	4	EUR_AUD	SHORT	1.56001	1.5606779493814686	1.5592235020617713	1.5587102530926569	1.5576837551544283	1382744.41	3	LONDON	2.0	0.001026497938228694	34.47942835951575	60.40951582819705	1.5593170230494284	1.5609830370886024	20.18423309471995	False	0.0003461141888246615	79.37041527364357	9.329769505714847	0.5677419354838876	11	4	1.5606779493814686	SL	2021-12-31 11:30:00+00:00	-6.679493814687465	-923.6032733888668	30	False
32	2022-01-05 14:15:00+00:00	4	EUR_AUD	SHORT	1.56135	1.5621697328666524	1.5603575571111592	1.559741335666739	1.558508892777898	1115445.38	4	OVERLAP	2.0	0.0012324428888407834	24.59121251764824	59.53905475942284	1.5604628293211598	1.5626212048502857	14.803898906530222	False	0.0002015940758813158	91.38038709610329	11.271706788402724	0.8359374999999878	14	2	1.5609286250097607	TP1+TP2+SL	2022-01-05 15:30:00+00:00	10.63095742446607	1185.8252344097375	75	True
33	2022-02-01 08:00:00+00:00	4	EUR_AUD	LONG	1.5878	1.5869060108595758	1.5891399638014143	1.5899299457021214	1.5915099095035359	1036059.0	3	LONDON	2.0	0.0015799638014142782	20.71254419408075	39.92129173748963	1.5898425413829238	1.5885119670405827	-9.43333333333296	False	-0.000457628657682955	29.52939178693002	-22.825413829237196	0.9153605015673316	8	1	1.5878	TP1+SL	2022-02-01 09:00:00+00:00	6.699819007071061	694.1407780647037	60	True
34	2022-02-24 15:15:00+00:00	4	EUR_AUD	SHORT	1.56196	1.5634323208385963	1.560092263871346	1.5590383958070189	1.556930659678365	633806.76	4	OVERLAP	2.0	0.0021077361286540447	20.196095841926073	56.15454409840628	1.5613930813843198	1.5646792162416172	13.606176891369781	False	0.0005231203695438585	84.80327153647686	8.069186156802743	0.288288288288291	15	3	1.5634323208385963	SL	2022-02-24 15:30:00+00:00	-14.72320838596275	-933.1669003911879	15	False
35	2022-02-24 15:30:00+00:00	4	EUR_AUD	SHORT	1.56386	1.5647940836358394	1.5619863878805356	1.5609295818208033	1.5588159697013388	989028.39	3	OVERLAP	2.0	0.002113612119464464	22.058059083626006	61.718681123500694	1.561499235055523	1.5646734528959296	31.72405016532931	False	0.0006685077101012093	90.78046744360653	26.007649444770298	0.8675799086758389	15	3	1.5647940836358394	SL	2022-02-24 15:45:00+00:00	-9.340836358393556	-923.8352344795442	15	False
36	2022-04-19 14:00:00+00:00	4	EUR_AUD	LONG	1.4627000000000001	1.4616490893652188	1.4639963687826045	1.4647645531739069	1.4663009219565115	870289.87	3	OVERLAP	2.0	0.001536368782604532	29.19246813759352	38.74955733631306	1.4641849969163434	1.4636529283273427	-20.047989159655	False	-0.00040904457461508296	15.3365976595445	-17.249969163433132	0.6651583710406471	14	1	1.4644441702594164	TP1+TP2+SL	2022-04-19 15:30:00+00:00	16.163843953574954	1406.7229653057032	90	True
37	2022-06-13 13:45:00+00:00	4	EUR_AUD	LONG	1.49905	1.4977168996721584	1.5005870010928057	1.5014755016392087	1.5032525027320145	696619.82	4	OVERLAP	2.0	0.0017770010928058004	25.16970309433018	50.43351739957977	1.4974127734023754	1.4941688229789936	-7.3331542506061	False	-0.0004445659448602799	70.78693271501993	13.972265976245346	0.2202380952380677	13	0	1.5032525027320145	TP3	2022-06-13 14:30:00+00:00	23.366515845683946	1627.7578062447496	45	True
38	2022-06-21 13:15:00+00:00	4	EUR_AUD	LONG	1.5134	1.51254227712613	1.5149190762462328	1.5157986143693492	1.517557690615582	1101686.47	3	OVERLAP	2.0	0.0017590762462327781	41.091702918742385	39.076952448891824	1.5142792607961117	1.5101792959948368	-35.178944794618246	False	-0.0006192089909801543	12.867132867135012	-11.192607961116874	0.3761904761904047	13	1	1.51254227712613	SL	2022-06-21 13:45:00+00:00	-8.577228738699816	-944.9416851520753	30	False
39	2022-07-14 08:00:00+00:00	4	EUR_AUD	SHORT	1.4838	1.4848652723904812	1.482022425365063	1.4810136380475942	1.478996063412657	878171.89	4	LONDON	2.0	0.002017574634937147	33.78119742759537	56.57083515630779	1.4833871715617322	1.485302916386722	4.866666666667463	False	0.0004194334060792723	88.17110712753357	6.528284382678606	0.7999999999999766	8	3	1.4848652723904812	SL	2022-07-14 08:15:00+00:00	-10.652723904811534	-935.4922685136526	15	False
40	2022-07-28 14:15:00+00:00	4	EUR_AUD	SHORT	1.45963	1.4609965529435893	1.4579481568547026	1.4569872352820536	1.4550653921367562	677717.87	3	OVERLAP	2.0	0.0019218431452975187	32.57078516111347	67.44990536080212	1.4565448605481295	1.4603280352429804	47.59763569487596	False	0.0007290445348306861	73.19073862789759	33.251394518705176	0.7928571428571595	14	3	1.4585601978881937	TP1+TP2+SL	2022-07-28 16:45:00+00:00	18.477114103938597	1252.2270414268226	150	True
41	2022-08-01 13:15:00+00:00	4	EUR_AUD	SHORT	1.4605	1.4612395846786004	1.4592413844046657	1.4584920766069984	1.456993461011664	1269171.26	3	OVERLAP	2.0	0.0014986155953343682	52.53572577663081	63.821590098437	1.4590067628629804	1.4603854823935911	39.476511298595085	False	0.0007208186022434066	98.07344399735776	17.33237137019561	0.6114285714284677	13	0	1.4612395846786004	SL	2022-08-01 13:30:00+00:00	-7.3958467860046895	-938.6596184160522	15	False
42	2022-09-02 08:30:00+00:00	4	EUR_AUD	LONG	1.46688	1.4660942359340137	1.4678592135532877	1.4684688203299316	1.4696880338832192	1182636.19	4	LONDON	2.0	0.0012192135532877403	29.505893478650872	42.69391412708437	1.467283009831656	1.464641606265494	-10.33627695259609	False	-0.000292215663876848	10.370159642069895	-6.43009831656105	0.8429752066116339	8	4	1.4660942359340137	SL	2022-09-02 08:45:00+00:00	-7.85764065986294	-929.2730212369394	15	False
43	2022-09-02 08:45:00+00:00	4	EUR_AUD	LONG	1.46561	1.4648202905101557	1.4666356982994815	1.4672685474492222	1.4685342457487038	1164960.41	2	LONDON	2.0	0.0012656982994814759	32.301597123592366	37.1096473322687	1.467207989838258	1.4646488539643447	-19.025889108923444	False	-0.0004413253036717526	9.457729259322361	-18.37989838257892	0.663101604278012	8	4	1.4685342457487038	TP3	2022-09-02 09:45:00+00:00	15.952625342480877	1858.417695955291	60	True
44	2022-09-06 11:00:00+00:00	4	EUR_AUD	LONG	1.46455	1.46332868564891	1.4659477145036328	1.4667665717554494	1.4684042862590823	768487.22	3	LONDON	2.0	0.0016377145036329229	46.63656075570171	40.74808898954321	1.464806854087373	1.4627989020219687	-37.31109875544591	False	-0.0009286338748451947	15.948561242678549	-4.968540873730998	0.276315789473788	11	1	1.46455	TP1+SL	2022-09-06 12:00:00+00:00	6.988572518163982	537.0628666252238	60	True
45	2022-09-19 14:30:00+00:00	4	EUR_AUD	LONG	1.49325	1.49215681569964	1.494420614334533	1.4951259215017996	1.4965365358363327	863472.97	4	OVERLAP	2.0	0.0014106143345331014	20.927496754633026	46.31607255970125	1.4929691499393405	1.4900060438124194	-10.55095155036323	False	-0.00027441401665967576	19.05151572514501	0.4085006065945862	0.5371428571428485	14	0	1.49325	TP1+SL	2022-09-19 15:15:00+00:00	5.853071672665688	505.39691808195096	45	True
46	2022-09-20 11:15:00+00:00	4	EUR_AUD	LONG	1.49067	1.4895772352789072	1.4918058824036429	1.4924938236054641	1.493869706009107	868429.45	3	LONDON	2.0	0.0013758824036428446	22.618483703261138	40.232343671058	1.4920169695250347	1.4909420754074785	-22.588791489315252	False	-0.0003599218741130832	16.580372652542774	-15.86969525034787	0.43452380952384806	11	1	1.4895772352789072	SL	2022-09-20 11:45:00+00:00	-10.927647210927649	-948.9890657179932	30	False
47	2022-10-07 09:00:00+00:00	4	EUR_AUD	LONG	1.52614	1.5254097169710972	1.527500943429676	1.528301415144514	1.52990235857419	1286486.39	4	LONDON	2.0	0.0016009434296759405	27.081627575492313	41.28764715157722	1.5276097358978986	1.5264851697778614	-21.234536697523065	False	-0.00031609812826196714	15.34768546594031	-17.09735897898579	0.7428571428571489	9	4	1.5254097169710972	SL	2022-10-07 09:15:00+00:00	-7.302830289028782	-939.4991775315295	15	False
48	2022-10-07 09:30:00+00:00	4	EUR_AUD	LONG	1.52569	1.5247651284087522	1.5270329053041594	1.527824357956239	1.5294072632603983	1005657.64	4	LONDON	2.0	0.0015829053041593727	34.956197413390115	40.1512290911901	1.5274745620495405	1.5264727498916635	-20.541208305466796	False	-0.00044273969625864237	10.266534626649717	-20.245620495404903	0.6268656716416995	9	4	1.52569	TP1+SL	2022-10-07 10:45:00+00:00	6.7145265207968485	675.251489462197	75	True
49	2022-10-18 11:00:00+00:00	4	EUR_AUD	LONG	1.56006	1.5592757477470598	1.561467507509801	1.5622912612647015	1.5639387687745026	1194585.92	2	LONDON	2.0	0.0016475075098010342	29.340263407652646	38.12626515551147	1.5624156778571032	1.5602057564362057	-35.32185670436893	False	-0.00047212686205608506	8.609846286595156	-25.9567785710324	0.7625000000000832	11	1	1.5592757477470598	SL	2022-10-18 11:15:00+00:00	-7.842522529402095	-936.8566990906529	15	False
50	2022-10-21 09:45:00+00:00	4	EUR_AUD	LONG	1.55786	1.5568878988499908	1.5593603371666975	1.5602305057500463	1.5619708429167438	954106.61	4	LONDON	2.0	0.001740337166697562	23.08853410363638	40.28509516272595	1.5591130088547362	1.5585792950545294	-25.842359376793134	False	-0.000400712270410218	5.770508751289921	-14.930088547362441	0.5158730158730312	9	4	1.55786	TP1+SL	2022-10-21 10:30:00+00:00	7.501685833487536	715.7408039873818	45	True
51	2022-11-02 08:30:00+00:00	4	EUR_AUD	SHORT	1.54263	1.5436481855698188	1.541476048100604	1.5407790721509063	1.5393851202515103	917952.06	4	LONDON	2.0	0.0013939518993958493	25.236398566475227	57.70794849555461	1.542059337334065	1.5443757084127796	14.150861932278325	False	0.00035979505461890976	73.58586143191556	8.106626659349914	0.5523809523809786	8	2	1.5393851202515103	TP3	2022-11-02 09:00:00+00:00	17.812302541239998	1635.0839811074493	30	True
52	2022-11-02 10:00:00+00:00	4	EUR_AUD	SHORT	1.54129	1.5423811692857397	1.5400261023808677	1.5392741535713015	1.5377702559521693	871538.81	4	LONDON	2.0	0.0015038976191323148	22.356523429462122	51.960444070313976	1.5417142047266292	1.544145289210703	6.573435337278166	False	0.00014286801081249704	66.09455680276189	-1.8420472662916687	0.6363636363637097	10	2	1.5423811692857397	SL	2022-11-02 11:45:00+00:00	-10.911692857396014	-950.9963808020424	105	False
53	2022-11-14 16:45:00+00:00	4	EUR_AUD	SHORT	1.5435699999999999	1.544374602682997	1.54206132439001	1.541186986585015	1.5394383109750251	1170125.87	3	OVERLAP	2.0	0.0017486756099899011	19.334617462692364	58.78399903685379	1.5421203956850567	1.5440206197977668	19.226517957866562	False	0.0003168045121907013	91.93986818164183	16.896043149432494	0.7771084337349502	16	0	1.5409867836433455	TP1+TP2+SL	2022-11-14 20:30:00+00:00	19.858851008212497	2323.7355313185026	225	True
54	2022-11-30 14:00:00+00:00	4	EUR_AUD	SHORT	1.54412	1.5448619268146209	1.5427869106179302	1.5420003659268953	1.5404272765448255	1300295.06	3	OVERLAP	2.0	0.001573089382069833	34.06371486461709	62.146861720301466	1.542389223201335	1.5450739312342283	30.777563046360257	False	0.0006562615602632635	94.60275005246494	19.70776798664975	0.9374999999999685	14	2	1.5448619268146209	SL	2022-11-30 14:15:00+00:00	-7.419268146209302	-964.7237719331313	15	False
55	2022-12-20 08:45:00+00:00	4	EUR_AUD	LONG	1.58814	1.5866819456235293	1.5905935145882362	1.591940271882354	1.5946337864705902	655034.92	4	LONDON	2.0	0.0026935145882360646	20.05498308956059	44.292772741373305	1.5883807946566662	1.5831862731807105	-23.915020205451665	False	-0.0008360483152901337	14.558943537764884	-4.807946566660615	0.6414565826330528	8	1	1.5946337864705902	TP3	2022-12-20 12:00:00+00:00	36.65596152942241	2401.093482794829	195	True
56	2022-12-21 09:45:00+00:00	4	EUR_AUD	LONG	1.59033	1.5895539707471924	1.5916434308426919	1.5924201462640377	1.5939735771067296	1261663.1	4	LONDON	2.0	0.001553430842691802	23.9496113536376	43.437262009368396	1.5911924866853675	1.5884637018208336	-18.867907180590837	False	-0.00010731004869754047	31.62122035192714	-11.024866853674986	0.7985611510790953	9	2	1.5895539707471924	SL	2022-12-21 10:00:00+00:00	-7.760292528076196	-979.0874727879451	15	False
57	2022-12-21 10:00:00+00:00	4	EUR_AUD	LONG	1.58999	1.5889841156938216	1.591269614353928	1.592029421530892	1.5935490358848203	963626.32	4	LONDON	2.0	0.0015196143539280998	27.26930371527972	41.98462693853366	1.5911359185800589	1.588476500807691	-20.007299718711735	False	-0.00022089389269736747	10.752758693050955	-13.859185800588758	0.2962962962963953	10	2	1.5889841156938216	SL	2022-12-21 10:15:00+00:00	-10.058843061784284	-969.2965923084722	15	False
58	2023-03-28 14:00:00+00:00	4	EUR_AUD	LONG	1.6197300000000001	1.6188958122417854	1.6207039591940486	1.6213109387910731	1.6225248979851217	1150344.89	4	OVERLAP	2.0	0.0012139591940486267	38.2392344490183	40.84513938545293	1.620370472125718	1.6200367824897628	-16.536269233149437	False	-0.0003253991991493551	14.41774682934105	-8.80472125717846	0.47120418848160417	14	1	1.6188958122417854	SL	2023-03-28 14:15:00+00:00	-8.34187758214755	-959.6036249628988	15	False
59	2023-03-28 14:15:00+00:00	4	EUR_AUD	LONG	1.61893	1.6181991113673722	1.6198929621087594	1.6204944431631392	1.6216974052718987	1299798.01	3	OVERLAP	2.0	0.0012029621087594434	38.880472865193646	36.37186351090938	1.6203045712580426	1.620023381668969	-23.39757783233143	False	-0.0004292072307886651	9.614332485036195	-16.14571258042652	0.7547169811321585	14	1	1.6181991113673722	SL	2023-03-28 14:45:00+00:00	-7.30888632627824	-950.0075902212668	30	False
60	2023-04-28 11:45:00+00:00	4	EUR_AUD	LONG	1.66614	1.6654136755021398	1.6671877483262	1.6678316224893002	1.6691193708155003	1294886.13	3	LONDON	2.0	0.0012877483262001641	25.280112389996738	41.5704029988266	1.6664423902467687	1.6651653326620124	-24.94770039786376	False	-0.00043583939380678713	12.127254518723653	-5.423902467687203	0.9431818181818239	11	4	1.6654136755021398	SL	2023-04-28 12:00:00+00:00	-7.263244978601424	-940.507518158313	15	False
61	2023-04-28 12:30:00+00:00	4	EUR_AUD	LONG	1.66627	1.6655647390955546	1.6674142030148182	1.6681063045222275	1.6694905075370459	1320224.1	4	LONDON	2.0	0.0013842030148184079	31.36878749307782	43.66423335455257	1.666478879089808	1.6652128701349718	-19.437330570535316	False	-0.000425050986156649	43.93187644213909	-4.48879089808063	0.5732217573222407	12	4	1.6694905075370459	TP3	2023-04-28 13:00:00+00:00	17.670943714866326	2332.9605762110054	30	True
62	2023-05-10 14:30:00+00:00	4	EUR_AUD	SHORT	1.6238	1.62472929497253	1.6222423500915661	1.6213435251373494	1.6195458752289158	1027049.62	3	OVERLAP	2.0	0.0017976499084336832	33.02988707020236	61.96217824605249	1.6209635303784289	1.6236235248917819	41.47149301467978	False	0.0004800969030797121	92.33679844925537	30.76469621571043	0.6832061068701957	14	2	1.6238	TP1+SL	2023-05-10 17:30:00+00:00	7.788249542168834	799.8918732749676	180	True
63	2023-06-15 10:00:00+00:00	4	EUR_AUD	SHORT	1.59124	1.5919550683306158	1.5901297722312808	1.5894546583469211	1.588104430578202	1345928.67	4	LONDON	2.0	0.001350227768719186	31.27311719406217	59.227575128091054	1.5904875160464298	1.592281224193754	14.320219126233713	False	0.0005155839551974841	60.752312858191566	9.924839535702112	0.9150943396225091	10	3	1.5919550683306158	SL	2023-06-15 10:15:00+00:00	-7.150683306158532	-962.4309671849157	15	False
64	2023-08-10 11:45:00+00:00	4	EUR_AUD	LONG	1.67731	1.6766040534085411	1.6781898219715299	1.678749732957295	1.6798695549288247	1349686.6	3	LONDON	2.0	0.0011198219715298642	32.41078472754805	31.358242822398438	1.6795429327904072	1.6781693108099316	-33.71078948846584	False	-0.00037210085003661894	23.102667078568714	-24.729327904071674	0.8163265306122842	11	3	1.6766040534085411	SL	2023-08-10 12:00:00+00:00	-7.059465914589501	-952.8066548078197	15	False
65	2023-08-25 12:30:00+00:00	4	EUR_AUD	SHORT	1.6816	1.682296109137502	1.6807863028749934	1.68025945431249	1.6792057571874832	1355072.85	5	LONDON	2.0	0.0010536971250066814	33.757443714896574	57.66471208791184	1.681172957992582	1.6826028657348402	17.682609389479964	False	0.0002589814861972265	65.06864623243345	6.670420074179617	0.5428571428571066	12	4	1.682296109137502	SL	2023-08-25 12:45:00+00:00	-6.961091375019545	-943.2785928658155	15	False

28 KiB Raw Blame History

28 KiB

Raw Blame History