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fx-quant/results/phase1/S4_EUR_AUD_trades.csv
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

66 lines
28 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,exit_price,exit_reason,exit_time,pnl_pips,pnl_dollars,hold_time_minutes,win
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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