fx-quant/results/phase1/S4_GBP_AUD_trades.csv at dce54845c27d8981e74c0537dbf1018d62af6ffc

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-23 23:18:05 +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

35 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	2021-01-20 14:00:00+00:00	4	GBP_AUD	LONG	1.7671000000000001	1.7662327237906952	1.7682175873643493	1.768896381046524	1.7702539684108731	1153035.2	3	OVERLAP	2.0	0.0013575873643491788	37.96156514076932	35.569763153572836	1.7690515103130482	1.7673782464784067	-28.951269517112355	False	-0.0004797499224232875	15.585020098581145	-21.91510313048095	0.6590909090908594	14	2	1.7662327237906952	SL	2021-01-20 14:15:00+00:00	-8.672762093049345	-999.9999974511571	15	False
3	2021-01-26 08:00:00+00:00	4	GBP_AUD	LONG	1.77227	1.771374843868441	1.7731805204385302	1.7737557806577955	1.7749063010963257	1105952.32	3	LONDON	2.0	0.0011505204385302643	39.84695205173916	33.043674485571884	1.7738736898627185	1.7719830629740883	-6.500000000000394	False	-0.00035381374723308164	14.504221749457171	-18.43689862718545	0.8404669260700282	8	1	1.7727310308463693	TP1+TP2+SL	2021-01-26 08:45:00+00:00	9.932005858776181	1098.432492176711	45	True
4	2021-03-08 14:00:00+00:00	4	GBP_AUD	LONG	1.80385	1.8026209376083238	1.8053402079722536	1.8062053119583805	1.8079355199306342	814429.22	4	OVERLAP	2.0	0.0017302079722536755	26.438696630534768	45.234131031891955	1.8028784400907132	1.7990914186057163	-23.470495854205353	False	-0.0006361812142694069	8.715263198146694	7.315599092867497	0.7269372693727064	14	0	1.80385	TP1+SL	2021-03-08 14:30:00+00:00	7.4510398612681605	606.8344582401536	30	True
5	2021-03-10 09:00:00+00:00	4	GBP_AUD	LONG	1.80343	1.8023130057661498	1.8045133141128342	1.8051749711692513	1.8064982852820857	901573.74	4	LONDON	2.0	0.0013233141128342048	27.99893868640094	43.89382457253481	1.8038290464292643	1.8029104592528955	-19.41414442541367	False	-0.0001880540308517742	26.04711423808264	-6.3904642926426725	0.6599999999998579	9	2	1.8041109063879779	TP1+TP2+SL	2021-03-10 11:15:00+00:00	12.013296847879882	1083.0872968873277	135	True
6	2021-05-04 13:00:00+00:00	4	GBP_AUD	LONG	1.7955	1.7946949583232576	1.7965768055891413	1.7972352083837122	1.7985520139728535	1264386.15	4	OVERLAP	2.0	0.0013168055891413617	30.77763109061512	42.52224299332429	1.7955538566229254	1.7932772703280075	-24.882609452516746	False	-0.0005122745497593246	7.816309558817175	-2.938566229253592	0.8380952380952341	13	1	1.7946949583232576	SL	2021-05-04 13:15:00+00:00	-8.050416767424462	-1017.883546245926	15	False
7	2021-05-04 13:15:00+00:00	4	GBP_AUD	LONG	1.79505	1.7942108898715963	1.7961070337613456	1.7967555506420183	1.798052584403364	1200920.68	4	OVERLAP	2.0	0.0012970337613455452	30.970293319813493	40.482977342531065	1.7955246857749676	1.7932925213695199	-27.91734977704685	False	-0.0005791614380295377	8.50656179336317	-7.146857749675828	0.43269230769239597	13	1	1.7942108898715963	SL	2021-05-04 13:30:00+00:00	-8.391101284037639	-1007.7047059975354	15	False
8	2021-06-04 12:45:00+00:00	4	GBP_AUD	LONG	1.8378	1.8366461627124102	1.8391061242919662	1.8398791864379493	1.8414253107299154	864617.28	3	LONDON	2.0	0.0015461242919661208	39.40869916054674	32.025553584239844	1.8413786776564496	1.8372855648330706	-41.00387000107286	False	-0.000474433508254822	32.78783294281238	-38.186776564494984	0.4121212121212105	12	4	1.8366461627124102	SL	2021-06-04 13:00:00+00:00	-11.53837287589887	-997.6276571585461	15	False
9	2021-06-11 11:00:00+00:00	4	GBP_AUD	SHORT	1.82824	1.828998260425758	1.8272857985808069	1.8266886978712102	1.825494496452017	1302522.66	3	LONDON	2.0	0.0011942014191932044	39.75623787398678	65.14143966323724	1.826284089708728	1.8264769346540473	36.89617866214467	False	0.0005362988382441301	97.38733790328921	21.95910291272085	0.9162303664921825	11	4	1.828998260425758	SL	2021-06-11 11:15:00+00:00	-7.58260425757884	-987.6513867308915	15	False
10	2021-06-18 15:45:00+00:00	4	GBP_AUD	LONG	1.84257	1.841357637211217	1.8442378759626104	1.8451918139439156	1.847099689906526	806503.53	3	OVERLAP	2.0	0.0019078759626103344	32.664118773221865	40.671290953103046	1.8440591095081758	1.8405417649778903	-21.4642187412184	False	-0.00040004086634296584	20.341358761582793	-17.2910950817573	0.7999999999998976	15	4	1.841357637211217	SL	2021-06-18 17:45:00+00:00	-12.123627887830056	-977.7748687941386	120	False
11	2021-06-30 13:30:00+00:00	4	GBP_AUD	LONG	1.84198	1.8408802670131632	1.8432391099561223	1.8439886649341832	1.8454877748903056	880211.04	3	OVERLAP	2.0	0.0014991099561222664	42.4064862674552	36.52503248364712	1.8437683083694427	1.8399906888895183	-36.08147257041505	False	-0.0006571237062397979	8.17480730750994	-20.283083694427884	0.8029197080291349	13	2	1.8430658264693152	TP1+TP2+SL	2021-06-30 14:30:00+00:00	14.493197521791902	1275.7072463581874	60	True
12	2021-06-30 14:30:00+00:00	4	GBP_AUD	LONG	1.84233	1.8411655339744626	1.8437048867517911	1.8445123301276867	1.8461272168794778	842235.13	4	OVERLAP	2.0	0.0016148867517911318	46.49149890840026	40.74271371630126	1.8437191227276872	1.8401268540912297	-28.78755792977694	False	-0.0005822216130606178	50.35352181209632	-16.291227276872267	0.6111111111111269	14	2	1.8411655339744626	SL	2021-06-30 14:45:00+00:00	-11.644660255374362	-980.7541943991059	15	False
13	2021-07-02 10:30:00+00:00	4	GBP_AUD	LONG	1.84148	1.8407010718423633	1.842536427192122	1.8431846407881831	1.844481067980305	1246516.31	3	LONDON	2.0	0.0012964271921220329	32.2255005886083	34.90877365502243	1.8440232841832114	1.8428437744874213	-37.36747112122796	False	-0.00036797700862388916	1.986078138042498	-27.832841832113875	0.7685950413222746	10	4	1.8407010718423633	SL	2021-07-02 11:00:00+00:00	-7.789281576366935	-970.9466528123896	30	False
14	2021-07-14 12:45:00+00:00	4	GBP_AUD	LONG	1.8556	1.8549297946553507	1.8567940178154976	1.8575110267232464	1.858945044538744	1434242.79	3	LONDON	2.0	0.0014340178154976801	34.88472831706363	38.75466230265442	1.8566816336954812	1.8550152989677213	-35.08177245279187	False	-0.0006152883606401089	29.924085576259078	-13.21633695481328	0.9333333333333262	12	2	1.8549297946553507	SL	2021-07-14 13:15:00+00:00	-6.702053446492328	-961.2371833826273	30	False
15	2021-07-14 13:15:00+00:00	4	GBP_AUD	LONG	1.8555300000000001	1.8544726851875217	1.8567143827082608	1.8574265740623912	1.858850956770652	900039.23	2	OVERLAP	2.0	0.0014243827082607479	39.146996179808326	38.47687948012544	1.8565750028846024	1.8550208369698953	-31.939915500907023	False	-0.0006629821091593795	7.03892677189154	-12.850028846023154	0.007462686567047939	13	2	1.8555300000000001	TP1+SL	2021-07-14 14:00:00+00:00	5.921913541303558	532.9954503841428	45	True
16	2021-07-21 08:45:00+00:00	4	GBP_AUD	LONG	1.86209	1.861250531836557	1.8631148938781428	1.8637473408172143	1.865012234695357	1139953.61	4	LONDON	2.0	0.0012648938781427933	32.73460709652137	43.498752573142255	1.8619516061227968	1.8614421237164875	-12.334028039431288	False	-0.00032362778777930766	28.663524866119264	-1.0160612279674908	0.6933962264150934	8	2	1.861250531836557	SL	2021-07-21 09:00:00+00:00	-8.394681634429357	-956.9547633968447	15	False
17	2021-07-23 08:00:00+00:00	4	GBP_AUD	LONG	1.86413	1.8632697782859446	1.8652574057135176	1.8659411085702766	1.8673085142837942	1101326.79	4	LONDON	2.0	0.0013674057135176763	24.866183531196498	40.64658318977032	1.8654581580777363	1.8643055092295844	-3.866666666663132	False	-0.0002450908508446808	29.351043285590094	-15.68158077736248	0.7151898734176673	8	4	1.8632697782859446	SL	2021-07-23 08:30:00+00:00	-8.602217140554203	-947.3852190289539	30	False
18	2021-07-23 08:30:00+00:00	4	GBP_AUD	LONG	1.86331	1.8621592016853297	1.8644726610489004	1.8651739915733507	1.8665766526222511	815009.33	3	LONDON	2.0	0.0014026610489004455	24.425994272853366	38.44276782887175	1.8653302874066302	1.864295624142986	-9.049625256098981	False	-0.0003645731803439421	15.796020210841611	-22.602874066302014	0.7474226804123257	8	4	1.8621592016853297	SL	2021-07-23 09:45:00+00:00	-11.507983146703536	-937.9113634046141	75	False
19	2021-07-27 09:30:00+00:00	4	GBP_AUD	LONG	1.87332	1.8721710934771123	1.8745430217429593	1.8752745326144389	1.8767375543573979	808187.82	2	LONDON	2.0	0.0014630217429591552	27.215814977246744	39.88347606740896	1.8741444477800595	1.870995306632742	-22.602550073984595	False	-0.0003802368517928559	14.662921348312649	-10.644477800594299	0.7117903930131394	9	1	1.87332	TP1+SL	2021-07-27 11:15:00+00:00	6.115108714795924	494.21563812739197	105	True
20	2021-08-09 11:45:00+00:00	4	GBP_AUD	LONG	1.88645	1.8854565133931642	1.887488288689452	1.8881274330341782	1.8894057217236302	939594.36	3	LONDON	2.0	0.0012782886894521066	32.250267403400734	40.11810685884485	1.8876539408667456	1.885105023021521	-28.183231767513472	False	-0.0004614333834853609	4.093428777860009	-14.439408667457077	0.48672566371682635	11	0	1.8873617491797645	TP1+TP2+SL	2021-08-09 12:45:00+00:00	12.047240909323742	1131.951961196186	60	True
21	2021-08-09 13:00:00+00:00	4	GBP_AUD	LONG	1.88647	1.8856303402215002	1.8875955325949991	1.8882782988924987	1.8896438314874977	1125210.42	4	OVERLAP	2.0	0.0013655325949990136	25.48956039952472	42.14453749418483	1.887642092343106	1.885227155681014	-23.728379218199702	False	-0.0003628125736732846	49.2607371424171	-14.120923431060195	0.9140271493212079	13	0	1.8856303402215002	SL	2021-08-09 13:15:00+00:00	-8.396597784998683	-944.7939320229437	15	False
22	2021-08-27 11:45:00+00:00	4	GBP_AUD	SHORT	1.89156	1.8921896645900607	1.8908677846997974	1.8904016770496963	1.8894694617494938	1485467.03	3	LONDON	2.0	0.0009322153002024345	34.34628823334204	62.756061295068335	1.8907505710299675	1.8922224982574212	21.125190405928418	False	0.0003415341778464921	91.61808154848522	10.494289700324622	0.7067669172931603	11	4	1.8921896645900607	SL	2021-08-27 12:00:00+00:00	-6.296645900607523	-935.3459884937132	15	False
23	2021-09-30 09:30:00+00:00	4	GBP_AUD	SHORT	1.86959	1.8703850474670896	1.8683798417763686	1.8676547626645528	1.8662046044409213	1164700.94	2	LONDON	2.0	0.0014501582236315321	29.182042310491376	65.98856206364727	1.867112156063656	1.8701101971393521	40.598818340706885	False	0.0005011517368084207	92.54677445965906	27.17843936344	0.9171597633136565	9	3	1.86959	TP1+SL	2021-09-30 10:30:00+00:00	6.050791118157316	704.7362103061478	60	True
24	2021-10-14 09:45:00+00:00	4	GBP_AUD	SHORT	1.85113	1.8519045912783598	1.8501546957388002	1.8495470436082002	1.8483317393470005	1204557.71	4	LONDON	2.0	0.0012153042611997877	19.20529740002383	57.81717279166272	1.850320119153623	1.8514560532106417	19.433540657110004	False	0.00019682664437319357	92.79288406452514	10.49880846377027	0.3263157894737162	9	3	1.8519045912783598	SL	2021-10-14 10:00:00+00:00	-7.745912783598818	-933.0398964471518	15	False
25	2021-10-22 12:45:00+00:00	4	GBP_AUD	SHORT	1.8388	1.8399131466703922	1.8375628444320256	1.8368242666480383	1.835347111080064	829818.31	3	LONDON	2.0	0.0014771555679743982	20.324635360394588	48.058943668488766	1.8409133818682033	1.842716889556756	6.793828938920221	False	0.00035596806198888464	77.2904483430825	-18.733818682032943	0.3684210526317173	12	4	1.8399131466703922	SL	2021-10-22 13:15:00+00:00	-11.131466703921955	-923.7094888069788	30	False
26	2021-11-08 08:45:00+00:00	4	GBP_AUD	SHORT	1.82223	1.823163683563206	1.8212577214559802	1.8206515821839704	1.8194393036399505	979424.33	4	LONDON	2.0	0.0012122785440198205	22.716364307549156	54.18302176990751	1.8221933947826634	1.8248014729120436	13.906932990441767	False	0.0001072511950508967	80.75688490190129	2.76605217336634	0.25179856115113086	8	0	1.8194393036399505	TP3	2021-11-08 09:30:00+00:00	15.178038888286949	1486.574056887439	45	True
27	2021-11-12 14:30:00+00:00	4	GBP_AUD	LONG	1.83298	1.832128376850417	1.8339454104986093	1.834548115747914	1.8357535262465232	1091255.14	3	OVERLAP	2.0	0.0012054104986092375	34.55759517485329	37.93304196497858	1.8342664319126065	1.8336790699337062	-19.97727821899664	False	-0.0003010684994565349	24.75874970127073	-15.264319126064851	0.602040816326408	14	4	1.83298	TP1+SL	2021-11-12 15:00:00+00:00	4.827052493046047	526.7545844086312	30	True
28	2021-11-23 09:00:00+00:00	4	GBP_AUD	LONG	1.85251	1.8516571068169176	1.8533796439436083	1.8539344659154124	1.8550441098590207	1095806.26	3	LONDON	2.0	0.0011096439436082137	21.867507736538993	36.86762176781512	1.8536786991497236	1.8532979133348855	-14.606505144252324	False	-0.00022133922195490736	29.945155554907434	-14.086991497235246	0.8426395939086151	9	1	1.8516571068169176	SL	2021-11-23 09:15:00+00:00	-8.528931830824591	-934.605689133085	15	False
29	2021-11-24 08:00:00+00:00	4	GBP_AUD	LONG	1.85199	1.8512148099892105	1.852867300035965	1.8534259500539474	1.8545432500899124	1193590.75	3	LONDON	2.0	0.001117300035964981	34.9339085084047	37.65877175920037	1.853240460991943	1.8528400801377536	-3.5666666666656077	False	-0.00036245233293865606	22.297945625140475	-14.904609919430545	0.5170068027212015	8	2	1.85199	TP1+SL	2021-11-24 08:45:00+00:00	4.386500179824893	523.5686039512328	45	True
30	2021-11-24 16:15:00+00:00	4	GBP_AUD	LONG	1.85168	1.850749103041134	1.8529763231962202	1.8537444847943303	1.8552808079905507	999568.54	3	OVERLAP	2.0	0.001536323196220265	21.4746750280824	42.5138913840447	1.8530548026533777	1.852834390783294	-15.691247633802252	False	-0.00026568982296462196	30.269021628338574	-16.14802653377767	0.7278911564626303	16	2	1.8528927514282558	TP1+TP2+SL	2021-11-24 19:30:00+00:00	15.100573220603541	1509.405792728178	195	True
31	2021-11-30 10:30:00+00:00	4	GBP_AUD	LONG	1.87293	1.8715369815290608	1.8747333949031306	1.8757550923546962	1.8777984872578268	678806.05	3	LONDON	2.0	0.002043394903130751	28.89469006404449	51.551489527494354	1.8701031379221227	1.8661172594757922	-19.727966648934725	False	-0.0003731061890187605	13.477176686635515	25.868620778772833	0.9205607476635509	10	1	1.8715369815290608	SL	2021-11-30 11:15:00+00:00	-13.930184709392002	-945.5893658352783	45	False
32	2021-12-10 13:15:00+00:00	4	GBP_AUD	SHORT	1.8477299999999999	1.8486010097315326	1.8465999675615576	1.8459149513423365	1.8445449189038943	1074768.11	4	OVERLAP	2.0	0.0013700324384422762	34.7253419626726	57.26325883415962	1.8471728115694375	1.8494257337623434	16.956393729989916	False	0.00033265692611347776	92.53470304194936	7.971884305624233	0.641025641025568	13	4	1.8445449189038943	TP3	2021-12-10 13:30:00+00:00	17.465470357412418	1877.133056629717	15	True
33	2021-12-23 10:00:00+00:00	4	GBP_AUD	SHORT	1.85152	1.8522582180176768	1.850465939941077	1.8498189099116156	1.8485248498526925	1293526.83	4	LONDON	2.0	0.0012940600589230516	28.031316237676755	57.894358355334354	1.850951517130351	1.8536077017376944	19.11521901330593	False	0.0002478711641161127	82.72855133614634	8.084828696490742	0.6397058823531416	10	3	1.8522582180176768	SL	2021-12-23 10:15:00+00:00	-7.3821801767670605	-954.9048122542337	15	False
34	2021-12-29 15:15:00+00:00	4	GBP_AUD	LONG	1.85773	1.8568052864605256	1.859005711798248	1.8597635676973718	1.8612792794956199	1022322.83	4	OVERLAP	2.0	0.0015157117982478854	19.75081273390878	43.32526701347729	1.8584775229318327	1.856974227559585	-11.011815908807954	False	-0.00015132142683306937	27.03371087728686	-9.87522931832574	0.826530612244891	15	2	1.8568052864605256	SL	2021-12-29 15:30:00+00:00	-9.24713539474542	-945.3557626149305	15	False
35	2022-01-05 09:00:00+00:00	4	GBP_AUD	LONG	1.87001	1.86907211350821	1.8709962883059668	1.87160943245895	1.872835720764917	997884.3	4	LONDON	2.0	0.001226288305966776	15.688907620644809	44.04761609671051	1.8705210510782107	1.8690202683829682	-14.09184457397794	False	-0.0001518621035086807	31.71539187723472	-7.510510782107183	0.8666666666666585	9	2	1.86907211350821	SL	2022-01-05 09:15:00+00:00	-9.37886491789941	-935.9022053392611	15	False
36	2022-01-05 09:30:00+00:00	4	GBP_AUD	LONG	1.8682400000000001	1.8674063121575892	1.8693456261413695	1.870018439212054	1.8713640653534234	1111379.03	3	LONDON	2.0	0.0013456261413693062	20.698662138187043	35.809080944259435	1.870376556570082	1.869012970674833	-25.2036295780389	False	-0.00035395823338112023	12.919006463689918	-23.765565700819558	0.6403940886698877	9	2	1.8674063121575892	SL	2022-01-05 09:45:00+00:00	-8.336878424108907	-926.5431856214086	15	False
37	2022-02-03 14:00:00+00:00	4	GBP_AUD	LONG	1.89941	1.8977484374166103	1.9019752086112993	1.903377812916949	1.9061830215282483	552057.3	3	OVERLAP	2.0	0.002805208611299336	24.202589385537475	37.206723678254626	1.9041363706681445	1.9021079081262728	-62.12999282602327	False	-0.0007633858024409884	15.43579067369795	-49.66370668144426	0.8169257340241679	14	3	1.9020506574565983	TP1+TP2+SL	2022-02-03 15:15:00+00:00	30.010796720539634	1656.7679408389968	75	True
38	2022-02-21 09:15:00+00:00	4	GBP_AUD	SHORT	1.88966	1.8905881209560325	1.8885729301465588	1.8879093952198382	1.8865823253663974	1006167.81	4	LONDON	2.0	0.0013270698534410515	38.73804097684516	55.59826710890393	1.8899586314686636	1.890922624815037	6.400300066000675	False	0.00039486978748465794	65.0634449625543	-0.5863146866369462	0.11023622047227988	9	0	1.8905881209560325	SL	2022-02-21 10:15:00+00:00	-9.28120956032563	-933.8454297463904	60	False
39	2022-02-24 15:45:00+00:00	4	GBP_AUD	SHORT	1.8706	1.8718189123674454	1.868576958775182	1.867445438162773	1.8651823969379548	758468.78	4	OVERLAP	2.0	0.002263041224818126	37.39171093433909	54.67328937942402	1.8712530588651768	1.875882397998919	7.9091273988929345	False	0.0005416057713118825	91.88897152690758	-4.130588651767297	0.5063291139240922	15	3	1.8706	TP1+SL	2022-02-24 16:15:00+00:00	10.115206124090559	767.2068048387495	30	True
40	2022-02-24 16:15:00+00:00	4	GBP_AUD	SHORT	1.87252	1.8735745468882565	1.8704115103724783	1.8692372655587173	1.8668887759311956	883961.68	4	OVERLAP	2.0	0.0023484896275217616	37.95423718545066	59.97641819424282	1.8712653188524757	1.8757934789523825	26.591715848238717	False	0.0007778332982112922	92.30610659905115	14.946811475242683	0.8838709677418948	16	3	1.8735745468882565	SL	2022-02-24 16:30:00+00:00	-10.54546888256569	-932.1790389820491	15	False
41	2022-03-09 14:00:00+00:00	4	GBP_AUD	SHORT	1.79781	1.7987058971504808	1.7963636761650639	1.7955205142475958	1.79383419041266	1030092.85	4	OVERLAP	2.0	0.0016863238349359901	46.73267209478969	58.141537702462244	1.7975447765842747	1.7984022053790927	22.4701994864418	False	0.00033401201915355706	81.90603857877562	5.052234157252311	0.631249999999954	14	2	1.7987058971504808	SL	2022-03-09 14:15:00+00:00	-8.958971504808844	-922.857249045733	15	False
42	2022-03-29 11:30:00+00:00	4	GBP_AUD	SHORT	1.74789	1.7489552064224216	1.7462459785919282	1.7453039678878923	1.7434199464798206	857701.06	4	LONDON	2.0	0.001884021408071722	22.50281950361903	57.30982440329447	1.7469413292565676	1.750123253442689	21.045775774484188	False	0.0002720847708112417	50.764017029076605	11.886707434323185	0.6195426195425898	11	1	1.7489552064224216	SL	2022-03-29 11:45:00+00:00	-10.652064224216938	-913.6286776298947	15	False
43	2022-05-16 08:00:00+00:00	4	GBP_AUD	LONG	1.76919	1.7679700428000307	1.7710165239998983	1.7720497859998474	1.7741163099997457	741413.22	3	LONDON	2.0	0.002066523999898292	52.680405693822514	33.51493786450325	1.7723340815645146	1.7713098715333562	-8.700000000001484	False	-0.0011950726230467688	10.800368480801632	-33.84081564514529	0.6336336336336823	8	0	1.7679700428000307	SL	2022-05-16 08:15:00+00:00	-12.19957199969368	-904.492395891473	15	False
44	2022-06-14 12:30:00+00:00	4	GBP_AUD	LONG	1.74865	1.746676818819517	1.7511206039349436	1.7524759059024153	1.755186509837359	453809.05	4	LONDON	2.0	0.002710603934943546	18.788750672264534	41.14853507326686	1.751554213997612	1.7505249763077577	-43.255807653512775	False	-0.0004116253742982496	13.522612624468499	-31.442139976118888	0.8135048231511142	12	1	1.74865	TP1+SL	2022-06-14 13:45:00+00:00	12.353019674717913	560.5912123215045	75	True
45	2022-07-06 15:15:00+00:00	4	GBP_AUD	SHORT	1.75753	1.758712276606673	1.7553624113110897	1.7541586169666348	1.7517510282777244	762134.15	2	OVERLAP	2.0	0.00240758868891024	50.86661246288964	64.27376920674749	1.754633628944326	1.7601159264833535	47.010838849226296	False	0.0013134124149156913	74.82074222160792	31.36371055673992	0.04511278195485458	15	2	1.758712276606673	SL	2022-07-06 16:00:00+00:00	-11.82276606672916	-901.0533766915473	45	False
46	2022-07-07 08:30:00+00:00	4	GBP_AUD	SHORT	1.75658	1.7578947220496377	1.7547375931678744	1.7536963897518116	1.751613982919686	678502.99	4	LONDON	2.0	0.0020824068321256073	30.538058195009903	59.55304372811747	1.754557534033219	1.757792429295513	20.55339427013747	False	0.0004517694332716439	73.12803586788642	22.624659667811464	0.7351190476190329	8	3	1.7551258063441166	TP1+TP2+SL	2022-07-07 09:00:00+00:00	20.7712522169603	1409.3356735251693	30	True
47	2022-07-08 12:00:00+00:00	4	GBP_AUD	SHORT	1.75776	1.7586107866439853	1.7561640445200486	1.7552460667800729	1.7534101113001215	1065056.92	2	LONDON	2.0	0.001835955479951419	30.78247663109037	63.11626928853718	1.7558996306657237	1.7567244532451693	43.453036765603855	False	0.0006277581860406418	75.99078508107324	21.00369334276264	0.8771186440678341	12	4	1.7586107866439853	SL	2022-07-08 12:15:00+00:00	-8.507866439853018	-906.1362026201219	15	False
48	2022-07-14 08:00:00+00:00	4	GBP_AUD	SHORT	1.7537	1.7549732764609518	1.751829078463494	1.7507736176952409	1.7486626961587348	704540.51	4	LONDON	2.0	0.002110921536506053	35.33513391747436	52.573775939473435	1.7546501687527352	1.757359493732708	4.633333333332601	False	0.00034334039742763	83.75545725272548	-7.101687527351075	0.6712328767123926	8	3	1.7549732764609518	SL	2022-07-14 08:15:00+00:00	-12.732764609517664	-897.0748471699527	15	False
49	2022-07-26 12:45:00+00:00	4	GBP_AUD	SHORT	1.73017	1.7313029758888578	1.7289000803704737	1.7281451205557103	1.726635200926184	783868.49	4	LONDON	2.0	0.001509919629526375	23.112203350935147	55.25737109314786	1.730300663914684	1.732053829752042	15.10007011656711	False	0.00017140177700237884	68.41545551222798	1.0933608531593642	0.7499999999999559	12	1	1.7313029758888578	SL	2022-07-26 13:00:00+00:00	-11.329758888578567	-888.104099205416	15	False
50	2022-08-24 13:00:00+00:00	4	GBP_AUD	SHORT	1.70907	1.7101881813111186	1.7079493956296052	1.7072690934444077	1.7059084890740128	786297.4	4	OVERLAP	2.0	0.0013606043703949535	19.77109549413811	56.918716460751824	1.7084199797375352	1.7103427634256974	16.78391771299914	False	0.0003000812581454059	86.61692693271844	8.900202624648745	0.410596026490076	13	2	1.70907	TP1+SL	2022-08-24 14:30:00+00:00	5.603021851974254	440.56415143505416	90	True
51	2022-08-31 14:15:00+00:00	4	GBP_AUD	SHORT	1.69693	1.698241663677427	1.695364454408577	1.6944616816128657	1.6926561360214427	673670.17	4	OVERLAP	2.0	0.0018055455914229761	22.5641564613719	58.133347955787116	1.6956704835831706	1.6968809142262624	21.524673881951895	False	0.00013129015330192297	76.39744380863807	14.995164168294384	0.8695652173912991	14	2	1.698241663677427	SL	2022-08-31 14:45:00+00:00	-13.116636774268553	-883.6286925549748	30	False
52	2022-09-01 14:45:00+00:00	4	GBP_AUD	SHORT	1.69891	1.7001351592585714	1.6968328024714292	1.6956742037071437	1.693357006178573	714023.42	4	OVERLAP	2.0	0.002317197528570786	26.79703422381883	59.07431553984271	1.6965573511292222	1.697107467203795	33.06655016766635	False	0.00031766412667080227	57.41727559909321	25.92648870777703	0.92253521126757	14	3	1.7001351592585714	SL	2022-09-01 15:00:00+00:00	-12.251592585714732	-874.7924038498677	15	False
53	2022-09-01 15:00:00+00:00	4	GBP_AUD	SHORT	1.70017	1.7017595764543876	1.6980447451520413	1.696862117728062	1.6944968628801036	544827.2	3	OVERLAP	2.0	0.0023652548479585903	27.26837925010507	61.754339578829295	1.6967084353986646	1.6971403282266428	43.539803104415405	False	0.0006060416028927661	86.03749245460483	37.015646013354164	0.4214046822742537	15	3	1.7017595764543876	SL	2022-09-01 15:15:00+00:00	-15.8957645438762	-866.0444888299347	15	False
54	2022-09-08 13:00:00+00:00	4	GBP_AUD	LONG	1.70612	1.7049604470656472	1.7077451764478424	1.7086777646717635	1.7105429411196058	739409.14	4	OVERLAP	2.0	0.0018651764478423128	25.468542898242823	40.0766695206333	1.707652283645681	1.705795024872707	-29.017331030614102	False	-0.0003144385840607339	23.192071002171343	-17.722836456808277	0.544018058690731	13	3	1.7074730876546664	TP1+TP2+SL	2022-09-08 13:45:00+00:00	18.50535156383448	1368.302608521251	45	True
55	2022-09-21 13:00:00+00:00	4	GBP_AUD	SHORT	1.7008	1.7019132254691658	1.699529248436114	1.698773872654171	1.697263121090285	782471.38	4	OVERLAP	2.0	0.0015107515638860464	18.476016433863947	53.8157641591618	1.7006566756036485	1.701534953391649	12.27163175754109	False	0.00019237359425491147	58.50040905662083	3.833243963515809	0.38947368421062106	13	2	1.7019132254691658	SL	2022-09-21 13:30:00+00:00	-11.132254691657018	-871.0670691092341	30	False
56	2022-09-21 13:30:00+00:00	4	GBP_AUD	SHORT	1.70229	1.703091168899434	1.7009927703352208	1.7002241555028312	1.698686925838052	1076372.78	3	OVERLAP	2.0	0.0015372296647793006	22.64391899173495	60.17217666199557	1.7007555086983315	1.701542835307609	25.081895528096254	False	0.0003577853373152127	89.60831718161285	17.744913016686237	0.6629213483146656	13	2	1.703091168899434	SL	2022-09-21 13:45:00+00:00	-8.01168899433824	-862.3563955331256	15	False
57	2022-10-27 13:00:00+00:00	4	GBP_AUD	LONG	1.78871	1.7872069567750215	1.7910468107499278	1.7923352161248918	1.7949120268748195	568002.85	4	OVERLAP	2.0	0.0025768107499277923	33.76566724244	40.87899546213872	1.7908510833681643	1.7898165036620537	-38.921766613735365	False	-0.0005008840552643288	2.4162717340688498	-23.810833681643384	0.5690607734806213	13	3	1.791641700722452	TP1+TP2+SL	2022-10-27 14:00:00+00:00	28.423103569218178	1614.4403833161098	60	True
58	2022-10-27 14:00:00+00:00	4	GBP_AUD	LONG	1.7885900000000001	1.7864503309155402	1.791215563614866	1.792648345422299	1.7955139090371648	406547.55	4	OVERLAP	2.0	0.0028655636148658785	24.768392468883828	42.570009739267604	1.790684962189871	1.789813244323031	-34.195453489973545	False	-0.0006930435114911452	35.54584304584445	-23.349621898709483	0.626436781609125	14	3	1.7885900000000001	TP1+SL	2022-10-27 14:45:00+00:00	13.127818074328832	533.7082274964105	45	True
59	2022-11-15 11:00:00+00:00	4	GBP_AUD	SHORT	1.75624	1.757420961258492	1.7541434624716936	1.7529751937075404	1.750638656179234	741103.33	4	LONDON	2.0	0.002336537528306454	23.536929578495297	59.003864707693246	1.7538618179927123	1.7584239914905968	40.40402535662846	False	0.0004497943517782348	94.95584525824836	26.18182007287695	0.9120879120879094	11	1	1.757420961258492	SL	2022-11-15 11:15:00+00:00	-11.80961258491875	-875.2143212693193	15	False
60	2022-11-15 11:15:00+00:00	4	GBP_AUD	SHORT	1.75748	1.7591124640257425	1.7554117865808583	1.7542576798712874	1.7519494664521458	530769.54	2	LONDON	2.0	0.0023082134191417113	25.577972850258867	61.65292173310035	1.7540131192479003	1.7584169866001431	49.55144305722081	False	0.0006750758663780609	95.75895835644349	37.068807520996835	0.6391752577318939	11	1	1.7591124640257425	SL	2022-11-15 11:30:00+00:00	-16.32464025742575	-866.4621800099347	15	False
61	2022-11-16 10:00:00+00:00	4	GBP_AUD	SHORT	1.7566	1.7582765702406213	1.7544847658645957	1.7533071487968936	1.7509519146614896	511638.3	4	LONDON	2.0	0.002355234135404188	25.950871262498275	56.4324853092312	1.7551379067570085	1.7571738038849396	26.367566411431564	False	0.00021771700953788516	54.76932735814241	17.020932429914204	0.8205882352941097	10	2	1.7582765702406213	SL	2022-11-16 10:45:00+00:00	-16.765702406214	-857.797547742124	45	False
62	2022-11-25 13:30:00+00:00	4	GBP_AUD	LONG	1.79267	1.791434262838122	1.7939491238729266	1.7947086858093901	1.7962278096823168	687216.99	3	OVERLAP	2.0	0.0015191238729267238	25.487731156418665	47.52692747272462	1.7921537795835023	1.7910369681133154	-10.802590959455571	False	-0.00026893363338433896	41.98266154085192	2.762204164976634	0.5739130434782634	13	4	1.7934006978320627	TP1+TP2+SL	2022-11-25 14:30:00+00:00	13.973072456928914	960.2532794902593	60	True
63	2022-12-16 16:00:00+00:00	4	GBP_AUD	LONG	1.81702	1.8159779713233006	1.8192200955889979	1.8204401433834967	1.8228802389724945	824182.8	4	OVERLAP	2.0	0.0024400955889977587	20.847187471701844	42.494802615838246	1.8191768081941022	1.8164718000794107	-23.527998009225115	False	-0.0004164408430112056	19.390264343676762	-23.968081941021513	0.8138138138137974	16	4	1.8159779713233006	SL	2022-12-16 16:15:00+00:00	-10.420286766994467	-858.8221124424449	15	False
64	2022-12-20 09:00:00+00:00	4	GBP_AUD	LONG	1.81693	1.8148506987053257	1.819521004315581	1.8209365064733716	1.8237675107889526	408903.65	3	LONDON	2.0	0.0028310043155810416	25.85555344397849	39.36351591072629	1.8190857018561102	1.8165934877975345	-38.93361792688621	False	-0.0010160254798718593	12.684091023132233	-23.95701856110266	0.6216867469879768	9	1	1.8148506987053257	SL	2022-12-20 09:45:00+00:00	-20.79301294674263	-850.2338888420317	45	False
65	2022-12-26 14:15:00+00:00	4	GBP_AUD	SHORT	1.79608	1.797207142304463	1.7946295256517897	1.7937842884776845	1.7920938141294742	746783.74	5	OVERLAP	2.0	0.001690474348210288	24.184430881842705	58.93423265321249	1.7952510483816886	1.7991559580851457	13.123952246718584	False	0.00041522450414332437	63.81869195046503	10.689516183113312	0.6836158192090257	14	0	1.79608	TP1+SL	2022-12-26 15:15:00+00:00	7.252371741051088	541.5953292652443	60	True
66	2023-01-05 15:45:00+00:00	4	GBP_AUD	SHORT	1.7627599999999999	1.7640878080765725	1.7606739730780918	1.7595109596171377	1.7571849326952296	638004.48	3	OVERLAP	2.0	0.002326026921908134	37.55890623399192	60.199493400400954	1.7613216936904768	1.7649003497922038	27.243219011605646	False	0.000718479002567296	70.48454295681012	16.783063095231476	0.4830917874395565	15	3	1.7627599999999999	TP1+SL	2023-01-05 16:15:00+00:00	10.430134609540342	665.447260788979	30	True
67	2023-01-11 12:15:00+00:00	4	GBP_AUD	SHORT	1.7613699999999999	1.7623278388276988	1.7598505372410038	1.758970805861506	1.7572113431025098	891383.76	3	LONDON	2.0	0.0017594627589960147	30.11460763772895	62.580447929535374	1.7596080315707574	1.7608794950552162	34.042353205494535	False	0.0005696898790227812	94.54539006978108	20.019684292424955	0.9322033898305595	12	2	1.7572113431025098	TP3	2023-01-11 13:15:00+00:00	23.11221000544239	2060.184865656086	60	True
68	2023-01-16 14:30:00+00:00	4	GBP_AUD	SHORT	1.75362	1.7547590607772383	1.7522964640758723	1.7515146961138082	1.7499511601896804	767653.35	4	OVERLAP	2.0	0.001563535924127816	24.452221376650993	58.91466398915432	1.7522906128155615	1.753731050982871	15.585330164396005	False	0.0002652206784947978	76.01092824142819	15.693871844384422	0.7969543147208373	14	0	1.7520514629198516	TP1+TP2+SL	2023-01-16 15:45:00+00:00	16.070665439510634	1233.670016136956	75	True
69	2023-01-26 15:45:00+00:00	4	GBP_AUD	SHORT	1.74352	1.7445587651024654	1.7419307829917823	1.7410161744876733	1.7391869574794556	853648.74	4	OVERLAP	2.0	0.0018292170082177732	20.85627776094133	59.37408714052674	1.7420044328363107	1.745921452123555	22.3479717274766	False	0.00036104082640559454	74.25617330871462	17.555671636892978	0.7219512195121212	15	3	1.7445587651024654	SL	2023-01-26 16:00:00+00:00	-10.387651024654776	-886.7405208756259	15	False
70	2023-03-22 14:30:00+00:00	4	GBP_AUD	LONG	1.8317	1.8307333608514886	1.833215463828372	1.834093195742558	1.8358486595709298	908170.46	3	OVERLAP	2.0	0.0017554638283718428	38.950907460109974	38.70526818374916	1.8325614086875073	1.8296391065276127	-28.003994388197118	False	-0.0005973827267122674	31.195560679257003	-11.014086875071882	0.4372093023255795	14	2	1.8307333608514886	SL	2023-03-22 14:45:00+00:00	-9.66639148511472	-877.873120157672	15	False
71	2023-06-01 14:45:00+00:00	4	GBP_AUD	LONG	1.90983	1.908971126657461	1.911319577808463	1.9121843667126948	1.913913944521158	1011900.53	3	OVERLAP	2.0	0.0017295778084631785	31.820014624863376	39.04899787369587	1.9116960629425075	1.9080371668668479	-23.913722976440788	False	-0.0001326490236204864	36.56112031727349	-21.060629425075916	0.9552715654951995	14	3	1.908971126657461	SL	2023-06-01 15:00:00+00:00	-8.588733425389794	-869.0943905180649	15	False
72	2023-06-01 15:00:00+00:00	4	GBP_AUD	LONG	1.9079	1.9068029033247853	1.9094503222507158	1.9103454833760736	1.9121358056267894	784254.9	3	OVERLAP	2.0	0.0017903222507158105	35.52212442094239	33.13498726032981	1.9115377859643699	1.9080334139627002	-41.76610155353089	False	-0.00042165566218366787	13.786793195119634	-38.777859643699394	0.7596899224806836	15	3	1.9068029033247853	SL	2023-06-01 15:15:00+00:00	-10.970966752146259	-860.403443310779	15	False
73	2023-06-15 10:15:00+00:00	4	GBP_AUD	SHORT	1.85899	1.8598344520937324	1.8575151596875585	1.856657739531338	1.8549428992188965	1008700.69	4	LONDON	2.0	0.001714840312441353	20.62799744655298	54.37052252561439	1.8590053977590848	1.8601656457414129	14.280000285258332	False	0.0003545576351869286	63.07710551280701	2.2460224091513936	0.4516129032256139	10	3	1.8598344520937324	SL	2023-06-15 10:30:00+00:00	-8.444520937325173	-851.7994096199349	15	False
74	2023-06-21 09:45:00+00:00	4	GBP_AUD	LONG	1.87683	1.8757519571367534	1.8786501428774893	1.879680214316234	1.8817403571937235	782233.66	2	LONDON	2.0	0.0020601428774894175	33.362805476837124	34.35057419080468	1.8808481276658906	1.87658310383697	-37.80520867331827	False	-0.0008397312535329974	4.505208144441254	-42.581276658906205	0.7984496124031422	9	2	1.8757519571367534	SL	2023-06-21 10:00:00+00:00	-10.78042863246642	-843.2814145543003	15	False
75	2023-07-12 11:30:00+00:00	4	GBP_AUD	LONG	1.92977	1.9285440957339832	1.9312496808867228	1.9321095213300843	1.933829202216807	681006.36	3	LONDON	2.0	0.0017196808867228214	27.422666403842566	42.32558476161397	1.931411891991314	1.9293383429012467	-30.248623674091757	False	-0.00044376368870335017	28.56699476811033	-18.818919913139442	0.711711711711809	11	2	1.9285440957339832	SL	2023-07-12 12:15:00+00:00	-12.259042660167639	-834.8486019085482	45	False
76	2023-07-18 13:45:00+00:00	4	GBP_AUD	LONG	1.92111	1.9196910630022617	1.9229331233257942	1.9239646849886913	1.9260278083144855	582478.37	4	OVERLAP	2.0	0.0020631233257941578	25.307141578988702	44.66448975420481	1.9215762556855462	1.9182484304563296	-24.968821729030033	False	-0.0004278458516547834	35.458256674996385	-7.062556855461644	0.7299035369775028	13	1	1.9196910630022617	SL	2023-07-18 14:00:00+00:00	-14.189369977384292	-826.5001095753739	15	False
77	2023-07-18 14:15:00+00:00	4	GBP_AUD	LONG	1.91928	1.9180728145274604	1.9210972849084655	1.922125927362698	1.9241832122711635	677803.98	4	OVERLAP	2.0	0.0020572849084653693	29.91280933054686	40.41937523869671	1.921424940369472	1.918275532152697	-39.30412702759289	False	-0.0007711882657971709	9.492734580474265	-23.849403694720106	0.5714285714285275	14	1	1.9180728145274604	SL	2023-07-18 14:30:00+00:00	-12.071854725397289	-818.235117885609	15	False
78	2023-08-21 08:30:00+00:00	4	GBP_AUD	LONG	1.9876	1.9864686741148614	1.9886977529504617	1.9893666294256926	1.9907043823761543	716020.71	4	LONDON	2.0	0.0013377529504617087	22.276666390663745	42.694992259941124	1.988332005969626	1.9862351053648402	-9.228492989097337	False	-0.00017615032735395086	34.585340585341626	-9.720059696258776	0.6171875000000786	8	0	1.9864686741148614	SL	2023-08-21 09:00:00+00:00	-11.313258851386454	-810.0527635183513	30	False
79	2023-08-29 08:45:00+00:00	4	GBP_AUD	SHORT	1.95898	1.9600297697935252	1.9579207673549164	1.9572711510323744	1.9559719183872908	763931.52	4	LONDON	2.0	0.0012992326450836607	16.15668497490933	52.73851299423709	1.959313917659616	1.9612248156588592	6.126314024690327	False	0.00016110591902509456	61.16453773763775	-0.9391765961597187	0.5345622119815885	8	1	1.9559719183872908	TP3	2023-08-29 09:45:00+00:00	16.438873353712857	1255.8173508189361	60	True
80	2023-08-29 11:30:00+00:00	4	GBP_AUD	SHORT	1.96	1.9609073452754198	1.9588155157486007	1.958103273622901	1.9566787893715016	897685.18	2	LONDON	2.0	0.0014244842513992976	27.767473037785486	61.14413375989704	1.958550678019352	1.9607935879105045	27.750590704915812	False	0.00037369522023982383	91.89968141786217	16.89321980647973	0.8187919463087289	11	1	1.9609073452754198	SL	2023-08-29 11:45:00+00:00	-9.07345275419802	-814.5104068873745	15	False

35 KiB Raw Blame History

35 KiB

Raw Blame History