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gavindiaz
2026-07-09 05:08:16 +08:00
commit 308c46ab9a
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backtest_output/sma_cross_trades.csv
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trade_id,symbol,direction,entry_idx,exit_idx,entry_time,exit_time,entry_price,exit_price,size,pnl,return_pct,fees,exit_reason
0,XAUUSD,Long,79,88,2026-04-02 23:00:00,2026-04-06 09:00:00,4676.04,4666.08,21.36425263686793,-412.375368107142,-0.41278774347524905,199.58741184393665,Signal
1,XAUUSD,Long,91,103,2026-04-06 12:00:00,2026-04-07 01:00:00,4693.64,4658.49,21.196371365378994,-943.2836740303851,-0.9481368404905478,198.23122053730185,Signal
2,XAUUSD,Long,116,128,2026-04-07 14:00:00,2026-04-08 03:00:00,4659.81,4846.202400000001,21.148028602603922,3740.798384376097,3.796000000000013,201.0334221319076,TakeProfit
3,XAUUSD,Long,163,179,2026-04-09 15:00:00,2026-04-10 08:00:00,4745.67,4765.93,21.552880096119793,231.6589764251387,0.22648856747309057,205.00237432225305,Signal
4,XAUUSD,Long,190,195,2026-04-10 19:00:00,2026-04-13 01:00:00,4763.89,4668.6122000000005,21.519028364347008,-2253.2639630811436,-2.1979999999999964,202.97828238856556,StopLoss
5,XAUUSD,Long,210,252,2026-04-13 16:00:00,2026-04-15 12:00:00,4730.63,4798.21,21.194485953139022,1230.3644951834242,1.2271338067022768,201.95886552970924,Signal
6,XAUUSD,Long,269,280,2026-04-16 06:00:00,2026-04-16 17:00:00,4824.21,4788.8,21.03814022281817,-947.2003976333417,-0.933272183424848,202.2398523433533,Signal
7,XAUUSD,Long,301,311,2026-04-17 15:00:00,2026-04-20 02:00:00,4846.36,4749.4328,20.746736169172703,-2210.0044275722853,-2.198000000000002,199.081381555647,StopLoss
8,XAUUSD,Long,327,341,2026-04-20 18:00:00,2026-04-21 09:00:00,4799.78,4778.83,20.488096468982008,-625.4731067439251,-0.6360418602519244,196.24748571875574,Signal
9,XAUUSD,Long,364,374,2026-04-22 09:00:00,2026-04-22 19:00:00,4766.97,4728.7,20.498032798906856,-979.1022703217702,-1.002013228528823,194.64255510759585,Signal
10,XAUUSD,Long,398,403,2026-04-23 20:00:00,2026-04-24 02:00:00,4709.49,4695.41,20.540522066132304,-482.3921066709091,-0.49867183070778215,193.18155597976772,Signal
11,XAUUSD,Long,418,432,2026-04-24 17:00:00,2026-04-27 08:00:00,4726.42,4710.1,20.36498514071009,-524.5311470763963,-0.5449477617308599,192.1745895800136,Signal
12,XAUUSD,Long,437,441,2026-04-27 13:00:00,2026-04-27 17:00:00,4708.88,4678.2,20.329561579148013,-814.5461701566558,-0.8508834372504777,190.83522090838875,Signal
13,XAUUSD,Long,477,481,2026-04-29 07:00:00,2026-04-29 11:00:00,4604.88,4573.24,20.611988475508497,-841.3426190319296,-0.8864100693177742,189.17930366683407,Signal
14,XAUUSD,Long,499,523,2026-04-30 06:00:00,2026-05-01 07:00:00,4556.01,4609.28,20.648600721724616,910.7005467374452,0.968055601282691,189.25041370881542,Signal
15,XAUUSD,Long,537,548,2026-05-01 21:00:00,2026-05-04 09:00:00,4624.3,4588.55,20.54041090114526,-923.5554142865592,-0.9723168912051553,189.23572457061613,Signal
16,XAUUSD,Long,573,617,2026-05-05 11:00:00,2026-05-07 09:00:00,4558.39,4740.725600000001,20.635002566401955,3570.608299675179,3.796000000000007,191.8872742712685,TakeProfit
17,XAUUSD,Long,643,656,2026-05-08 12:00:00,2026-05-11 02:00:00,4711.96,4691.66,20.719494776500174,-615.4439994331499,-0.6303877791831889,194.83825547019256,Signal
18,XAUUSD,Long,672,688,2026-05-11 18:00:00,2026-05-12 11:00:00,4732.24,4703.37,20.500777948036212,-785.2948047740731,-0.8094604246614688,193.43734541426994,Signal
19,XAUUSD,Long,704,714,2026-05-13 04:00:00,2026-05-13 14:00:00,4702.6,4697.45,20.463167427026594,-297.7401092216195,-0.30940437204951615,192.35479697242135,Signal
20,XAUUSD,Long,730,742,2026-05-14 07:00:00,2026-05-14 19:00:00,4702.54,4678.58,20.40017702683661,-680.1647502730034,-0.7090023689325352,191.37650870999744,Signal
21,XAUUSD,Long,783,803,2026-05-18 14:00:00,2026-05-19 11:00:00,4550.71,4542.82,20.93149491195269,-355.4906717820027,-0.3732061590389264,190.34117692668914,Signal
1 trade_id symbol direction entry_idx exit_idx entry_time exit_time entry_price exit_price size pnl return_pct fees exit_reason
2 0 XAUUSD Long 79 88 2026-04-02 23:00:00 2026-04-06 09:00:00 4676.04 4666.08 21.36425263686793 -412.375368107142 -0.41278774347524905 199.58741184393665 Signal
3 1 XAUUSD Long 91 103 2026-04-06 12:00:00 2026-04-07 01:00:00 4693.64 4658.49 21.196371365378994 -943.2836740303851 -0.9481368404905478 198.23122053730185 Signal
4 2 XAUUSD Long 116 128 2026-04-07 14:00:00 2026-04-08 03:00:00 4659.81 4846.202400000001 21.148028602603922 3740.798384376097 3.796000000000013 201.0334221319076 TakeProfit
5 3 XAUUSD Long 163 179 2026-04-09 15:00:00 2026-04-10 08:00:00 4745.67 4765.93 21.552880096119793 231.6589764251387 0.22648856747309057 205.00237432225305 Signal
6 4 XAUUSD Long 190 195 2026-04-10 19:00:00 2026-04-13 01:00:00 4763.89 4668.6122000000005 21.519028364347008 -2253.2639630811436 -2.1979999999999964 202.97828238856556 StopLoss
7 5 XAUUSD Long 210 252 2026-04-13 16:00:00 2026-04-15 12:00:00 4730.63 4798.21 21.194485953139022 1230.3644951834242 1.2271338067022768 201.95886552970924 Signal
8 6 XAUUSD Long 269 280 2026-04-16 06:00:00 2026-04-16 17:00:00 4824.21 4788.8 21.03814022281817 -947.2003976333417 -0.933272183424848 202.2398523433533 Signal
9 7 XAUUSD Long 301 311 2026-04-17 15:00:00 2026-04-20 02:00:00 4846.36 4749.4328 20.746736169172703 -2210.0044275722853 -2.198000000000002 199.081381555647 StopLoss
10 8 XAUUSD Long 327 341 2026-04-20 18:00:00 2026-04-21 09:00:00 4799.78 4778.83 20.488096468982008 -625.4731067439251 -0.6360418602519244 196.24748571875574 Signal
11 9 XAUUSD Long 364 374 2026-04-22 09:00:00 2026-04-22 19:00:00 4766.97 4728.7 20.498032798906856 -979.1022703217702 -1.002013228528823 194.64255510759585 Signal
12 10 XAUUSD Long 398 403 2026-04-23 20:00:00 2026-04-24 02:00:00 4709.49 4695.41 20.540522066132304 -482.3921066709091 -0.49867183070778215 193.18155597976772 Signal
13 11 XAUUSD Long 418 432 2026-04-24 17:00:00 2026-04-27 08:00:00 4726.42 4710.1 20.36498514071009 -524.5311470763963 -0.5449477617308599 192.1745895800136 Signal
14 12 XAUUSD Long 437 441 2026-04-27 13:00:00 2026-04-27 17:00:00 4708.88 4678.2 20.329561579148013 -814.5461701566558 -0.8508834372504777 190.83522090838875 Signal
15 13 XAUUSD Long 477 481 2026-04-29 07:00:00 2026-04-29 11:00:00 4604.88 4573.24 20.611988475508497 -841.3426190319296 -0.8864100693177742 189.17930366683407 Signal
16 14 XAUUSD Long 499 523 2026-04-30 06:00:00 2026-05-01 07:00:00 4556.01 4609.28 20.648600721724616 910.7005467374452 0.968055601282691 189.25041370881542 Signal
17 15 XAUUSD Long 537 548 2026-05-01 21:00:00 2026-05-04 09:00:00 4624.3 4588.55 20.54041090114526 -923.5554142865592 -0.9723168912051553 189.23572457061613 Signal
18 16 XAUUSD Long 573 617 2026-05-05 11:00:00 2026-05-07 09:00:00 4558.39 4740.725600000001 20.635002566401955 3570.608299675179 3.796000000000007 191.8872742712685 TakeProfit
19 17 XAUUSD Long 643 656 2026-05-08 12:00:00 2026-05-11 02:00:00 4711.96 4691.66 20.719494776500174 -615.4439994331499 -0.6303877791831889 194.83825547019256 Signal
20 18 XAUUSD Long 672 688 2026-05-11 18:00:00 2026-05-12 11:00:00 4732.24 4703.37 20.500777948036212 -785.2948047740731 -0.8094604246614688 193.43734541426994 Signal
21 19 XAUUSD Long 704 714 2026-05-13 04:00:00 2026-05-13 14:00:00 4702.6 4697.45 20.463167427026594 -297.7401092216195 -0.30940437204951615 192.35479697242135 Signal
22 20 XAUUSD Long 730 742 2026-05-14 07:00:00 2026-05-14 19:00:00 4702.54 4678.58 20.40017702683661 -680.1647502730034 -0.7090023689325352 191.37650870999744 Signal
23 21 XAUUSD Long 783 803 2026-05-18 14:00:00 2026-05-19 11:00:00 4550.71 4542.82 20.93149491195269 -355.4906717820027 -0.3732061590389264 190.34117692668914 Signal