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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

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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
2021-01-20 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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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