Files
my-python-backteat/backtest_output/multi_strategy_trades.csv
T
2026-07-09 05:08:16 +08:00

23 lines
3.5 KiB
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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,SMA_Cross,Long,64,88,2026-04-02 08:00:00,2026-04-06 09:00:00,4594.24,4666.08,21.74464109408736,1360.7726813828401,1.362133454064223,201.36233481639906,Signal
1,SMA_Cross,Long,91,103,2026-04-06 12:00:00,2026-04-07 01:00:00,4693.64,4658.49,21.573770712754843,-960.0787488492206,-0.9481368404905478,201.760708295876,Signal
2,SMA_Cross,Long,116,126,2026-04-07 14:00:00,2026-04-08 01:00:00,4659.81,4818.26,21.524567211752117,3206.5563199494277,3.196952880053045,204.0113547526914,Signal
3,SMA_Cross,Long,163,179,2026-04-09 15:00:00,2026-04-10 08:00:00,4745.67,4765.93,21.810144090502938,234.42415274236654,0.2264885674730906,207.44936653122775,Signal
4,SMA_Cross,Long,190,237,2026-04-10 19:00:00,2026-04-14 20:00:00,4763.89,4835.21,21.775888290610546,1344.027423595938,1.2955987648749172,209.0289292903997,Signal
5,SMA_Cross,Long,269,280,2026-04-16 06:00:00,2026-04-16 17:00:00,4824.21,4788.8,21.781933458040537,-980.6882079006906,-0.933272183424848,209.3899441514783,Signal
6,SMA_Cross,Long,301,302,2026-04-17 15:00:00,2026-04-17 16:00:00,4846.36,4880.45,21.480226955532085,523.3268505607529,0.5027111068925987,208.93408635333904,Signal
7,SMA_Cross,Long,327,341,2026-04-20 18:00:00,2026-04-21 09:00:00,4799.78,4778.83,21.797606714209135,-665.4506343114682,-0.6360418602519246,208.79077364879075,Signal
8,SMA_Cross,Long,349,374,2026-04-21 17:00:00,2026-04-22 19:00:00,4739.1,4728.7,21.936429049031187,-435.8285850603538,-0.41923149965184414,207.6897229504175,Signal
9,SMA_Cross,Long,398,403,2026-04-23 20:00:00,2026-04-24 02:00:00,4709.49,4695.41,21.981899890305584,-516.242720733836,-0.49867183070778215,206.73757027833497,Signal
10,SMA_Cross,Long,418,432,2026-04-24 17:00:00,2026-04-27 08:00:00,4726.42,4710.1,21.794045116738495,-561.338758930171,-0.5449477617308599,205.65994262500516,Signal
11,SMA_Cross,Long,437,441,2026-04-27 13:00:00,2026-04-27 17:00:00,4708.88,4678.2,21.756135798683747,-871.7048335367319,-0.8508834372504775,204.22658723310823,Signal
12,SMA_Cross,Long,455,481,2026-04-28 08:00:00,2026-04-29 11:00:00,4632.12,4573.24,21.928663061442435,-1493.0209188570127,-1.4698531126136651,201.86123779927973,Signal
13,SMA_Cross,Long,486,523,2026-04-29 16:00:00,2026-05-01 07:00:00,4521.86,4609.28,22.133517921983696,1732.8078859016741,1.731341969897345,202.1042508381422,Signal
14,SMA_Cross,Long,537,548,2026-05-01 21:00:00,2026-05-04 09:00:00,4624.3,4588.55,22.017547771510014,-989.9716978182389,-0.9723168912051552,202.84436498675603,Signal
15,SMA_Cross,Long,557,588,2026-05-04 18:00:00,2026-05-06 03:00:00,4521.48,4618.81,22.299504464177797,1966.586831839564,1.9504611321956713,203.8239376588797,Signal
16,SMA_Cross,Long,643,656,2026-05-08 12:00:00,2026-05-11 02:00:00,4711.96,4691.66,21.81499538500338,-647.9843332178981,-0.6303877791831888,205.1399269023255,Signal
17,SMA_Cross,Long,672,688,2026-05-11 18:00:00,2026-05-12 11:00:00,4732.24,4703.37,21.58471435474508,-826.8156500342644,-0.8094604246614688,203.66494661277625,Signal
18,SMA_Cross,Long,704,714,2026-05-13 04:00:00,2026-05-13 14:00:00,4702.6,4697.45,21.545115254906854,-313.48250421466923,-0.3094043720495161,202.52516065188718,Signal
19,SMA_Cross,Long,730,742,2026-05-14 07:00:00,2026-05-14 19:00:00,4702.54,4678.58,21.4787943670538,-716.1270604472656,-0.7090023689325352,201.49514741265574,Signal
20,SMA_Cross,Long,749,772,2026-05-15 03:00:00,2026-05-18 03:00:00,4630.36,4492.7587,21.65911030979162,-3177.9203697633384,-3.1687475423077114,197.59863429262276,StopLoss