research: 低滞后信号口径定稿与实盘前偏差审计
fast_bsp3 改用 tol=-1 + require_touch=False，信号滞后从 5.8 根降到 2.2 根。 滞后与收益严格单调（年化 370% -> 906%，同一份数据同一套成本）， 这是本轮提升的主因，也意味着实盘延迟会直接侵蚀收益。 新增 step31~39 验证策略能否落地： - 跨品种样本外——8 个未参与调参的币，PF 2.73 / t 28.5，无一为负 - 时点重建——只喂到信号那一根重算，同根命中 100%，确认无未来函数； 1m 在 2000 根窗口即饱和，计算耗时 0.20s - 偏差审计——多空对称、中枢生效时刻零回退、滑点稳健至 30bp、持仓几乎不重叠 - 消融——alpha 来自缠论中枢的上下文定位，而非「收盘转强」这个触发动作 补 research/HANDOFF.md：记录确切口径与参数、已排除的偏差、 已验证无效因而不必重做的方向，以及下一步用影子交易器实测执行滑点的方案。 清理 step1~20 的输出：早期方法论已被推翻（存在未来函数偏差）， 其结论不再被引用；脚本保留，需要时可重跑。 Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
jackyu66git
@@ -0,0 +1,499 @@
|
||||
# 缠论信号研究 → 实盘落地：交接文档
|
||||
|
||||
> 最后更新：2026-08-27。写给接手这项工作的下一个 agent。
|
||||
> 读完这份文档应该不需要再翻聊天记录。若确有需要，历史转录在
|
||||
> `/Users/jack/.cursor/projects/Users-jack-Project-chan/agent-transcripts/`。
|
||||
|
||||
---
|
||||
|
||||
## 0. 一句话现状
|
||||
|
||||
策略在回测和多重偏差审计下都站得住（跨 11 个币、7 年、多空对称、无未来函数），
|
||||
**研究阶段基本结束**；当前唯一的拦路问题是「实盘执行成本能否压进预算」，
|
||||
下一步是写影子交易器实测滑点，而不是继续调参。
|
||||
|
||||
**用户明确要求：不要再跑新的参数优化。** 他的原话是「很多时候回测数据特别好，
|
||||
一到 dry run 和实盘就歇菜了」。他要的是执行层的验证。
|
||||
|
||||
---
|
||||
|
||||
## 1. 策略的确切定义
|
||||
|
||||
这是全文最重要的一节。所有回测数字都基于以下这套口径，改任何一条数字就不可比。
|
||||
|
||||
### 1.1 信号生成（三层）
|
||||
|
||||
```
|
||||
第一层 小级别(LTF) 自身的中枢 build_htf_zones(cdf, ltf, chan=chan_l)
|
||||
第二层 中枢突破后回抽不回，收盘转强 → 入场 find_fast_bsp3(cdf, zones)
|
||||
第三层 大级别(HTF) 分型方向必须同向 attach_htf_context(...) 后取 h1_agree == 1
|
||||
可选 中枢阶梯方向过滤（顺向推进） z_above / z_below，见 1.4
|
||||
```
|
||||
|
||||
用户对「区间套」的定义（务必按这个理解，早期我理解错过）：
|
||||
**大级别（1h/4h）分型定位转折点 + 小级别（15m/5m/1m）中枢突破形成第三类买卖点。**
|
||||
不是大级别中枢突破。
|
||||
|
||||
### 1.2 `find_fast_bsp3` 的当前默认参数
|
||||
|
||||
`research/lib/fast_bsp3.py`：
|
||||
|
||||
| 参数 | 默认值 | 含义与注意 |
|
||||
|---|---|---|
|
||||
| `scan` | 200 | 中枢成立后向后扫多少根找突破 |
|
||||
| `pullback_win` | 30 | 回抽窗口 |
|
||||
| `tol` | **-1.0** | 负值＝禁用「回抽未触及边界就跳过」。**这是最关键的参数**，见 3.2 |
|
||||
| `max_per_zone` | 1 | 同一中枢只做首次入场，见 4.2 |
|
||||
| `require_touch` | **False** | 不要求回抽触及中枢边界，见 3.2 |
|
||||
|
||||
`tol=-1` + `require_touch=False` 是当前口径，**滞后 2.2 根**。
|
||||
早期默认（`tol=0.003`, `require_touch=True`）滞后 5.8 根，年化从 906% 掉到 370%。
|
||||
新旧差异已完整量化在 step34（tol 扫描）与 step33（`require_touch`）里，
|
||||
旧口径的原始输出已清理——**不需要它，也不要回到旧口径**。
|
||||
|
||||
### 1.3 交易执行口径
|
||||
|
||||
```python
|
||||
SL, TP, MAX_BARS = 1.5, 3.0, 48 # ATR 倍数止损/止盈 + 超时根数
|
||||
run_trades(cdf, entries, SL, TP, MAX_BARS, fee=..., entry_delay=1)
|
||||
```
|
||||
|
||||
- **入场：信号次根开盘价**（`entry_delay=1`），不是信号根收盘价
|
||||
- 研究口径成本：**4bp 手续费 + 1bp 滑点 = 5bp**（所有带「已扣 5bp」的数字都是这个）
|
||||
- ATR 取信号根的值（`atr[sig_idx]`），不是入场根
|
||||
|
||||
### 1.4 阶梯过滤（顺向推进）
|
||||
|
||||
对应缠论「趋势 vs 盘整」：当前中枢相对前一个中枢是否同向推进。
|
||||
|
||||
```python
|
||||
pg, pdn = z["zg"].shift(), z["zd"].shift()
|
||||
z["z_above"], z["z_below"] = z["zd"] > pg, z["zg"] < pdn
|
||||
push = z_above if direction == 1 else z_below
|
||||
```
|
||||
|
||||
加上它 PF 从 2.72 → 3.41（30m/2h）。**用户特别在意这一点**，因为它印证了
|
||||
缠论对趋势的定义（一个分型后第一个中枢就反转的概率低于出现第二个中枢后反转）。
|
||||
|
||||
### 1.5 各级别的确切配对
|
||||
|
||||
| 小级别 | 大级别(h1，做同向过滤) | 备注 |
|
||||
|---|---|---|
|
||||
| 1m | **5m** | step23 的配置是 `1m:5m:15m`，15m 只记录不过滤 |
|
||||
| 5m | **30m** | 统计量最强 |
|
||||
| 15m | **1h** | |
|
||||
| 30m | **2h** | 单笔质量最高 |
|
||||
|
||||
---
|
||||
|
||||
## 2. 最优配置与核心数字
|
||||
|
||||
### 2.1 级别矩阵（step28，同向+阶梯，3 币）
|
||||
|
||||
| 组合 | 笔数 | 胜率 | 中位 | PF | t值 |
|
||||
|---|---|---|---|---|---|
|
||||
| **5m/30m** | 1321 | 53.1% | +0.31% | 1.98 | **10.16** |
|
||||
| **30m/2h** | 258 | 65.1% | +1.65% | **3.41** | 8.51 |
|
||||
| 5m/15m | 1292 | 51.7% | +0.24% | 1.82 | 8.84 |
|
||||
| 15m/1h | 467 | 56.5% | +0.74% | 2.46 | 7.96 |
|
||||
|
||||
选择逻辑：**30m/2h 单笔质量最好，5m/30m 统计显著性最强**。1h 及以上小级别笔数不足。
|
||||
|
||||
### 2.2 跨品种样本外（step37）— 最有说服力的一项
|
||||
|
||||
参数一个没动，拿 8 个完全没参与调参的币验证：
|
||||
|
||||
| 分组 | 笔数 | 年笔数 | 胜率 | 中位 | PF | t值 | 剔10%PF |
|
||||
|---|---|---|---|---|---|---|---|
|
||||
| 样本内(BTC/ETH/SOL) | 2309 | 334 | 61.4% | +0.531% | 2.86 | +19.11 | 1.77 |
|
||||
| **样本外(8 个新币)** | 5859 | 884 | 62.9% | +0.592% | **2.73** | **+28.50** | 1.66 |
|
||||
|
||||
逐币最弱的 XRP 仍是 PF 2.21 / t 7.64。**没有一个币是负的。**
|
||||
|
||||
### 2.3 收益量级——务必用正确口径（step35 第 5 节）
|
||||
|
||||
这一条最容易被误读，历史上我自己也一度报错过口径：
|
||||
|
||||
| 口径 | 年化 | 回撤 | Sharpe |
|
||||
|---|---|---|---|
|
||||
| A 1%风险+20倍上限+复利 | +1323.8% | 8.1% | 10.38 |
|
||||
| B 1%风险+20倍上限+不复利 | +270.0% | 8.4% | 10.38 |
|
||||
| **C 固定名义1倍+不复利** | **+194.7%** | 8.4% | 7.95 |
|
||||
| D 固定名义3倍+不复利 | +584.1% | 25.2% | 7.95 |
|
||||
|
||||
**只有 C/D 是可以直接对照的量级。** 那些 906%/1323% 的数字来自复利+杠杆假设。
|
||||
平均单笔杠杆 2.1x（中位 1.8x）。
|
||||
**未含资金费率，未含同时持仓的保证金约束。**
|
||||
|
||||
---
|
||||
|
||||
## 3. 已验证成立的结论
|
||||
|
||||
### 3.1 没有未来函数（step38，最要紧的一项）
|
||||
|
||||
担心的是 `incremental.py` 里那句注释：「最后一笔 is_sure 允许收回」——
|
||||
中枢生效时刻 `available_ts` 取自笔的 `sure_time`，而那是全量重算得出的。
|
||||
|
||||
做法：对每个信号只喂到该根为止的数据（窗口 4000 根），重跑
|
||||
`TF_DF → 中枢 → fast_bsp3`，看信号是否真的在那一刻存在。
|
||||
|
||||
结果：**同根命中 100.0%（抽检 1217 个信号），完全消失 0.0%，假阳性 0.7%。**
|
||||
偏移中位 +0.0 根。回测口径可信。
|
||||
|
||||
### 3.2 滞后是收益的第一驱动（step34）
|
||||
|
||||
| 口径 | 笔数 | 滞后(根) | 胜率 | PF | 年化 | Sharpe |
|
||||
|---|---|---|---|---|---|---|
|
||||
| **禁用跳过(现用)** | 2309 | **2.2** | 61.4% | 2.86 | +906.1% | 9.02 |
|
||||
| tol 0 | 2214 | 2.7 | 60.4% | 2.74 | +731.3% | 8.43 |
|
||||
| tol 0.1% | 2134 | 3.6 | 58.7% | 2.64 | +569.8% | 7.65 |
|
||||
| tol 0.3%(旧默认) | 2045 | 5.8 | 55.4% | 2.37 | +370.4% | 6.30 |
|
||||
| tol 1% | 1561 | 9.9 | 48.3% | 1.88 | +112.0% | 3.53 |
|
||||
|
||||
滞后与收益严格单调。**这也意味着实盘延迟会直接侵蚀收益**，是下一阶段的核心风险。
|
||||
|
||||
### 3.3 其余已排除的偏差
|
||||
|
||||
- **中枢生效时刻**（step36 §1）：0% 走 `end_time` 回退分支，全部用 `sure_time`
|
||||
- **多空对称**（step36 §3）：做多 PF 3.12 / t 14.77，做空 PF 2.62 / t 12.27
|
||||
→ 不是单纯吃加密货币的上涨 beta
|
||||
- **时间样本外**（step36 §4）：2019~2022 挑参数，2023~2026 验证 →
|
||||
PF 从 3.31 降到 2.44，t 仍 12.29。有衰减但成立
|
||||
- **滑点脆弱性**（step35 §1）：加到 +30bp 仍 PF 1.73 / t 10.15
|
||||
- **入场后移**（step35 §2）：后移 1→4 根平滑衰减（PF 3.18→2.53），
|
||||
未来函数会呈断崖，这里没有
|
||||
- **持仓重叠**（step35 §3-4）：单腿平均并发 0.01，组合 9 腿平均并发 0.1，
|
||||
有仓位时间仅 8.6% → t 值没被虚高，各笔基本独立
|
||||
|
||||
### 3.4 alpha 的来源（step32 消融）
|
||||
|
||||
逐条拆掉 `fast_bsp3` 的条件后发现：**alpha 完全来自缠论中枢的上下文定位，
|
||||
不是「回抽结束、收盘转强」那个触发动作本身。** 触发条件只负责压低滞后。
|
||||
|
||||
这个结论回答了用户当时的问题（「如果有这个，那就可以去判断任何笔的端点了」）：
|
||||
**不能**。脱离中枢上下文，那个触发条件没有预测力。
|
||||
|
||||
---
|
||||
|
||||
## 4. 已验证无效 / 不要重做的方向
|
||||
|
||||
| 方向 | 结论 | 出处 |
|
||||
|---|---|---|
|
||||
| 动态止盈（小级别三买后等大级别三买再调止盈） | 无效。持仓期太短（8~13 根），大级别确认来得太罕见 | step27 |
|
||||
| 同一中枢重复入场（二次、三次） | 质量骤降，**只做首次** | step25 |
|
||||
| 缠论引擎原生 `find_all_bsp` 的 B3/S3 | 因 `is_sure` 确认滞后，统计上呈逆势、显著亏损。几何位置没错，但实时不可用 | step30/31 |
|
||||
| 刷交易额换 VIP 费率 | 成本收益不划算，见 5.3 | step23 |
|
||||
| 线段（`Chan_XD`）做大级别 | 滞后太大，且中枢极少 | 早期，用户也这么说 |
|
||||
|
||||
---
|
||||
|
||||
## 5. 实盘落地的现状与关键约束
|
||||
|
||||
### 5.1 交易所：这是当前最大的未决项 ⚠️
|
||||
|
||||
用户实际用 **Bitget**（`手续费.xlsx` 在项目根目录）：
|
||||
|
||||
| VIP | maker | taker | 升级门槛(月交易额) |
|
||||
|---|---|---|---|
|
||||
| 1 | 0.020% | 0.060% | 0 |
|
||||
| 2 | 0.016% | 0.040% | $3M |
|
||||
| 3 | 0.014% | 0.0375% | $20M |
|
||||
|
||||
返还比例：**手动 60%、API 50%**。
|
||||
|
||||
**框架支持情况（已查证，2026-08）：**
|
||||
|
||||
| 框架 | Bitget 永续 | 说明 |
|
||||
|---|---|---|
|
||||
| freqtrade（本地已装 2025.4-dev） | ❌ | 源码里搜不到一处 `bitget`；`SUPPORTED_EXCHANGES` = binance/bingx/bitmart/bybit/gate/htx/hyperliquid/kraken/okx |
|
||||
| NautilusTrader | ❌ | `nautilus-bitget` 是 0.0.0 空壳无 API；官方适配器列表（2026-06-30）无 Bitget。Bitget 只出现在第三方 Tardis 历史数据里 |
|
||||
| **Hummingbot** | ✅ | `bitget_perpetual` v2.0 连接器，2026 年 Bitget 官方合作。支持单向/对冲、限价/市价，有 Perp Candles Feed |
|
||||
|
||||
**用户最后问的就是「还有没有其他框架支持 Bitget」，答案是 Hummingbot——
|
||||
这个问题还没得到他的回应，需要先确认交易所再定框架。**
|
||||
|
||||
其他信息：Hummingbot V2 的 `PositionExecutor` 结构恰好匹配我们的
|
||||
「入场 + 止损 + 止盈 + 超时」，架构上契合。用户的费率表里还有一列空着的 `HL`
|
||||
（Hyperliquid），而 Hyperliquid 在 freqtrade 和 Nautilus 都是原生支持的。
|
||||
|
||||
### 5.2 网络：Bitget 必须走代理 ⚠️
|
||||
|
||||
```
|
||||
直连 失败 NetworkError: bitget GET https://api.bitget.com/api/v2/spot/public/coins
|
||||
代理 OK 2.39s (http://127.0.0.1:7897)
|
||||
```
|
||||
|
||||
盘口实测（BTC/USDT:USDT 永续）：bid 79492.7 / ask 79492.8，
|
||||
**价差仅 0.01bp，100 档深度**。即时价差成本可忽略。
|
||||
|
||||
**但代理会把延迟从几百毫秒放大到秒级，而 1m 那条腿的滑点预算只有 3.9bp。
|
||||
实盘这条腿最终必须落到境外 VPS，否则测出来的滑点是代理的账，不是策略的账。**
|
||||
|
||||
### 5.3 1m 那条腿的经济性（用户的核心问题）
|
||||
|
||||
用户原话：「1m 测的是返佣后是否能够不亏钱」，配合「一边刷交易额，一边走大点周期」。
|
||||
|
||||
1m 同向信号实测：**3578 笔 / 2.28 年 / 3 币 = 524 笔/年/币，
|
||||
毛均收益 +0.0991%，胜率 54.2%，平均持仓仅 8.3 分钟。**
|
||||
|
||||
按 Bitget 真实费率算滑点预算：
|
||||
|
||||
| 档位 | 双边费率 | PF=1 滑点上限 | t>2 实用上限 |
|
||||
|---|---|---|---|
|
||||
| VIP1 taker + API 返50% | 0.060% | **3.9bp** | ~2.5bp |
|
||||
| VIP1 taker + 手动返60% | 0.048% | 5.1bp | ~3.8bp |
|
||||
| VIP2 taker + API 返50% | 0.040% | 5.9bp | ~4.5bp |
|
||||
| VIP1 maker + API 返50% | 0.020% | 7.9bp | ~6.5bp |
|
||||
|
||||
**四条腿的滑点余量对比**（VIP1 taker + API 返50%，即双边费率 0.060%）：
|
||||
|
||||
| 级别 | 笔数 | 毛均收益 | 平均持仓 | 滑点余量 |
|
||||
|---|---|---|---|---|
|
||||
| **1m** | 3578 | +0.0991% | 8.3 根 | **3.91bp** |
|
||||
| 5m | 1984 | +0.3253% | 9.7 根 | 26.53bp |
|
||||
| 15m | 689 | +0.4436% | 12.1 根 | 38.36bp |
|
||||
| 30m | 340 | +0.9504% | 11.7 根 | **89.04bp** |
|
||||
|
||||
**1m 和 30m 的余量差 23 倍。**
|
||||
|
||||
> **重要判断：1m 若失败，唯一的结论是「执行成本超了 3.9bp」，
|
||||
> 绝不能拿它去否定 5m/30m。** 三条腿的成本敏感度不在一个量级上。
|
||||
|
||||
风险点：入场条件恰好是「收盘突破转强」，那一刻价格正朝我们的方向跑，
|
||||
所以延迟造成的是**系统性的追高/追低，不会正负抵消**。这正是
|
||||
「回测漂亮、实盘歇菜」最常见的具体机制。
|
||||
|
||||
### 5.4 实时计算窗口（step39，已跑完）
|
||||
|
||||
`research/step39_pit_1m.py`（新写，**已跑完**：3 币 × 每币 60 信号 = 180 笔抽检）：
|
||||
|
||||
| 窗口(根) | 覆盖天数 | 同根命中 | ±3根内 | 完全消失 | 同向过滤也成立 | 假阳性 | 耗时中位 | 耗时P95 |
|
||||
|---|---|---|---|---|---|---|---|---|
|
||||
| **2000** | 1.4 | **100.0%** | 100.0% | 0.0% | 100.0% | **0.0%** | **0.20s** | 0.22s |
|
||||
| 4000 | 2.8 | 100.0% | 100.0% | 0.0% | 100.0% | 0.0% | 0.40s | 0.42s |
|
||||
| 8000 | 5.6 | 100.0% | 100.0% | 0.0% | 100.0% | 0.0% | 0.81s | 0.84s |
|
||||
| 16000 | 11.1 | 100.0% | 100.0% | 0.0% | 100.0% | 0.0% | 1.68s | 1.81s |
|
||||
|
||||
分币种（最大窗口）：BTC/ETH/SOL 各 60 笔全部 100% 命中，零偏移。
|
||||
|
||||
**结论：1m 在 2000 根窗口（1.4 天）就已完全饱和，单次计算 0.20s，假阳性 0%。**
|
||||
比 15m/30m 的 step38 结果还干净（那里有 0.7% 假阳性）。耗时对窗口严格线性
|
||||
（约 0.105ms/根），所以没有任何理由带更长的历史。
|
||||
|
||||
**这一步顺带解决了一个更重要的问题**：1m 的回测口径本身是可信的，
|
||||
`is_sure` 回撤对 1m 同样没有影响。**1m 现在唯一的风险就剩执行成本。**
|
||||
|
||||
⚠️ **延迟预算的分解**（这直接决定 1m 生死）：
|
||||
|
||||
| 环节 | 实测 | 说明 |
|
||||
|---|---|---|
|
||||
| 信号计算 | **0.20s** | 2000 根窗口，可控 |
|
||||
| 走代理访问 Bitget | **约 2.4s** | 单次 REST 往返（含建连），**这才是瓶颈** |
|
||||
|
||||
计算只占延迟的一小部分，**网络是主要来源**。所以影子交易器必须：
|
||||
用 **WebSocket 订阅**而非轮询 REST 拉 K 线，并尽快把实盘迁到境外 VPS。
|
||||
否则测到的滑点全是代理的账。
|
||||
|
||||
> 为什么这一步必要：step38 只验证了 15m/30m，从没验证 1m。而窗口 4000 根
|
||||
> 对 15m 是 41 天、对 1m 只有 2.8 天，中枢的左边界效应完全不是一个量级。
|
||||
> 窗口同时牵动两头：太短则中枢被截断信号不符，太长则算得慢延迟大滑点高。
|
||||
|
||||
---
|
||||
|
||||
## 6. 接下来要做的事（按优先级）
|
||||
|
||||
### ~~第 1 步：跑完 step39，确定实时窗口~~ ✅ 已完成
|
||||
|
||||
**结果见 5.4 节。结论：影子交易器用 2000 根 1m 窗口，单次计算 0.20s。**
|
||||
完整输出在 `research/out/step39.log` 与 `step39_pit_1m.csv`，无需重跑。
|
||||
|
||||
（若日后要重跑：`python research/step39_pit_1m.py --symbols BTC,ETH,SOL
|
||||
--probe 60 --workers 3`，约 4 分钟。瓶颈不在窗口重建，而在 `run_one` 开头
|
||||
那次 120 万根 1m 的全量 `TF_DF`。）
|
||||
|
||||
### 第 2 步：向用户确认交易所（当前的阻塞项）
|
||||
|
||||
这个问题必须他回答，因为它决定框架：
|
||||
|
||||
- 留 Bitget → 只有 Hummingbot 支持，或用 ccxt 自己写执行层
|
||||
- 换 Hyperliquid / Binance / Bybit / OKX → freqtrade 和 Nautilus 都能用
|
||||
|
||||
他已选定**先只上 1m**（在我问「先从哪条腿落地」时选的 `1m_first`）。
|
||||
|
||||
### 第 3 步：写影子交易器测滑点（核心工作）
|
||||
|
||||
**关键判断：测滑点不需要任何交易框架。** 完整框架解决的是「如何可靠下单」，
|
||||
而当前的未知量是「成交价会差多少」。所以先写一个不下单的影子跑法：
|
||||
|
||||
```
|
||||
每根 1m 收盘 → 拉最新 K 线 → 算信号（窗口取第 1 步的结论）
|
||||
→ 信号触发时抓真实盘口(bid/ask + 深度)
|
||||
→ 按仓位吃单深度算出真实成交价
|
||||
→ 等下一根 K 线出来，取其开盘价（回测假设的成交价）
|
||||
→ 两者相减 = 真实滑点
|
||||
```
|
||||
|
||||
**必须把时间戳拆开记录**，否则不知道该优化哪里：
|
||||
|
||||
| 时间戳 | 含义 |
|
||||
|---|---|
|
||||
| `t_close` | K 线收盘时刻 |
|
||||
| `t_data` | 数据到手时刻 → 拉取延迟 |
|
||||
| `t_signal` | 信号算完时刻 → 计算延迟 |
|
||||
| `t_book` | 盘口快照时刻 → 下单时点 |
|
||||
|
||||
滑点应分解成三块：**延迟漂移**（`t_book` 中间价 − 次根开盘价）、
|
||||
**盘口价差**（ask − 中间价）、**深度冲击**（加权成交价 − ask）。
|
||||
预期延迟漂移是主项，价差可忽略（0.01bp）。
|
||||
|
||||
建议路径 `research/live/shadow.py`，复用 `research/lib/` 下同一套信号代码，
|
||||
这样两边数字直接可比。代码量约两三百行。
|
||||
|
||||
实现要点：
|
||||
- 数据格式必须与 `lib/data.py` 一致：`timestamp`(int64 ms), `date`(tz
|
||||
Asia/Shanghai), `open/high/low/close/volume`
|
||||
- ccxt 拉 Bitget 需 `proxies = {'http': 'http://127.0.0.1:7897', 'https': ...}`
|
||||
和 `options={'defaultType':'swap'}`
|
||||
- 持仓也要影子管理：SL/TP/48 根超时，出场同样记录真实盘口
|
||||
- 状态要落盘，重启不能丢
|
||||
|
||||
### 第 4 步：根据滑点结果决策
|
||||
|
||||
- 滑点 ≤ 2.5bp → 1m 可行，`t>2`，可以进入真实 dry run
|
||||
- 2.5~3.9bp → 1m 勉强不亏但无统计显著性，考虑争取 60% 手动返佣或 VIP2
|
||||
- > 3.9bp → 1m 放弃，**但 5m/30m 不受影响**（余量 26bp / 89bp）
|
||||
|
||||
### 第 5 步（后续）：1m 与 5m 分实例
|
||||
|
||||
用户问过「1m 和 5m 分成两个实例跑呢？」——**对，而且是硬要求**：
|
||||
freqtrade 一实例只能一个 timeframe；另有资金池隔离、统计独立、
|
||||
API 限流风险隔离三个好处。
|
||||
|
||||
⚠️ **有个坑要提前处理**：两个实例可能在同一个币上同时持反向仓位
|
||||
（1m 出三卖做空、5m 出三买做多），单向持仓模式下会互相平掉或直接报错。
|
||||
要么开对冲模式，要么两个实例分配不同币种（币种够多，分开还能看出品种间差异）。
|
||||
|
||||
---
|
||||
|
||||
## 7. 环境与数据
|
||||
|
||||
### 7.1 数据
|
||||
|
||||
- 位置：`data/binance/futures/{SYM}_USDT_USDT-{tf}-futures.feather`
|
||||
- BTC/ETH/SOL：全周期 1m~1w，2172~2543 天
|
||||
- 另有 8 个样本外币种（BNB/XRP/DOGE/ADA/AVAX/LINK/LTC/TRX）：
|
||||
**48 个文件已全部校验，2020~2026-08-26，零缺口零重复**
|
||||
- 读取统一走 `research/lib/data.py` 的 `fetch_ohlcv(symbol, tf, limit)`，
|
||||
本地优先，回落到 `https://provider.jackyu66.com`（该服务只有 BTC/ETH/SOL，
|
||||
且小周期仅 90 天，别指望它）
|
||||
|
||||
### 7.2 代理
|
||||
|
||||
本地代理 `127.0.0.1:7897`。Binance 和 Bitget 的 API 都需要它。
|
||||
|
||||
### 7.3 已修过的两个 bug（别再踩）
|
||||
|
||||
1. **时间戳精度**（`lib/data.py`）：不能用 `date.astype("int64")//10**6`，
|
||||
该值单位取决于列精度（`[ns]` 给纳秒、`[ms]` 给毫秒），对毫秒精度的文件
|
||||
会把时间戳砸平，再被 `drop_duplicates` 删掉九成数据。
|
||||
正确写法：`(date - pd.Timestamp("1970-01-01", tz="UTC")) // pd.Timedelta("1ms")`
|
||||
2. **相邻中枢撞同一 entry_idx**：会让下游 `set_index("entry_idx")` 抛
|
||||
`InvalidIndexError`。已在 `find_fast_bsp3` 末尾按
|
||||
`["entry_idx","occ","zone_i"]` 排序后 `drop_duplicates("entry_idx")` 去重。
|
||||
|
||||
### 7.4 跑长任务的注意事项
|
||||
|
||||
- 用 shell 工具的原生后台执行（`block_until_ms=0`），
|
||||
**不要用 `nohup`**——早期用 `nohup` 的后台任务多次莫名消失
|
||||
- 1m 全量数据（120 万根）的 `TF_DF` 约需 2 分钟，任何涉及 1m 全量的脚本
|
||||
都要预留时间
|
||||
- 多进程用 `ProcessPoolExecutor`，记得在子进程里重新
|
||||
`sys.path.insert` 并 `warnings.filterwarnings("ignore")`
|
||||
- 内存很大（用户说「随便用」），但 1m 全量 × 多进程仍可能吃掉几十 GB
|
||||
|
||||
---
|
||||
|
||||
## 8. 代码地图
|
||||
|
||||
### 8.1 研究库 `research/lib/`
|
||||
|
||||
| 文件 | 作用 |
|
||||
|---|---|
|
||||
| `data.py` | 数据层，本地 feather 优先 |
|
||||
| `fast_bsp3.py` | **核心**：自研低滞后第三类买卖点。滞后 2.2 根 |
|
||||
| `nested_level.py` | `build_htf_zones`：构建中枢，可传入已建好的 `chan` 复用 |
|
||||
| `nested_bsp.py` | `htf_fx_timeline` / `attach_htf_context`：区间套上下文。
|
||||
`confirm_ts` 已 `+period` 修正 K 线收盘时刻 |
|
||||
| `fx_signal.py` | 分型信号提取与背驰 |
|
||||
| `breakout.py` | 事件驱动回测。`run_trades` 支持 `entry_delay`/`slippage`/
|
||||
`boost_dir`（动态止盈，已验证无效） |
|
||||
|
||||
### 8.2 缠论引擎 `chanlun/`
|
||||
|
||||
- `TF_DF(df, 1, tf)` 是入口，`.dataframe` 拿到含缠论标注的 DataFrame
|
||||
- `pipeline/builders/incremental.py`：增量更新（`init_stream` / `append_bar` /
|
||||
`replace_last_bar` / `rebuild_bi_zs`）。**注释写明「最后一笔 is_sure 允许收回」**，
|
||||
这是 step38 要验证的那个隐患（已证实无影响）。
|
||||
实盘若要用增量而非全量重算，需重新验证
|
||||
- `pipeline/orchestrator.py`：`TF_DF` 方法的门面
|
||||
- `web/`：图表与分析服务，**无下单/订单管理功能**，实盘用不上
|
||||
|
||||
### 8.3 实验索引
|
||||
|
||||
| step | 一句话 |
|
||||
|---|---|
|
||||
| 1~14 | 早期探索：信号有效性、滞后测量、直接预测收益（后发现有未来函数偏差，已弃） |
|
||||
| 15~18 | 区间套雏形；`fast_bsp3` 诞生（降滞后） |
|
||||
| 19~20 | 级别配对批量扫描 + 并行化 |
|
||||
| 21 | 最优配置的尽调（尾部依赖、成本敏感） |
|
||||
| 22 | 执行压力：收盘价 vs 次根开盘、滑点 |
|
||||
| 23 | **费率分档 + 刷量测算**（1m 经济性的数据来源） |
|
||||
| 24 | 信号聚簇：同一大级别分型下的多信号是否独立（是） |
|
||||
| 25 | 同中枢重复入场（只做首次） |
|
||||
| 26 | **中枢阶梯序列**（趋势 vs 盘整，印证缠论定义） |
|
||||
| 27 | 动态止盈（无效） |
|
||||
| 28 | **全级别矩阵**（最优配置来源） |
|
||||
| 29 | 信号漏斗诊断 + 参数敏感性 |
|
||||
| 30/31 | 引擎原生 B3/S3 对比 + 方向反转诊断（引擎信号因滞后而亏损） |
|
||||
| 32 | **消融研究**（alpha 来自中枢上下文，非触发动作） |
|
||||
| 33 | `require_touch=False` 的影响（显著提升） |
|
||||
| 34 | **tol 扫描**（滞后与收益严格单调） |
|
||||
| 35 | **高收益审计**（口径、滑点、并发） |
|
||||
| 36 | 偏差审计（生效时刻、多空、时间样本外） |
|
||||
| 37 | **跨品种样本外**（8 个新币） |
|
||||
| 38 | **时点重建**（无未来函数） |
|
||||
| 39 | **1m 时点重建 + 窗口扫描**（新写，待跑完） |
|
||||
|
||||
输出都在 `research/out/`。**2026-08-27 清理过一轮**：step1~20 的输出（早期方法论
|
||||
已被推翻，含未来函数偏差）与旧口径备份一并删除，只留支撑当前结论的证据。
|
||||
脚本都还在，需要时可重跑。step31 及之后的 `.py` 都在 `research/` 下。
|
||||
|
||||
---
|
||||
|
||||
## 9. 与用户协作的注意事项
|
||||
|
||||
- **用中文回复**（用户规则）
|
||||
- 用户技术判断力强，会主动纠正方向（他纠正过我对区间套的理解、
|
||||
指出内存回收、指出结论印证缠论定义）。**他的领域直觉值得认真对待**
|
||||
- 他反复强调**不要再调参**，要落地验证
|
||||
- 他讨厌长时间等待，早期多次问「还在跑吗」「好了吗」。
|
||||
长任务要后台跑并主动汇报进度，不要让他干等
|
||||
- 报数字时**必须交代口径**（复利/杠杆/费率），否则会误导
|
||||
|
||||
---
|
||||
|
||||
## 10. 待办清单
|
||||
|
||||
- [x] **step39**：1m 时点重建 + 窗口扫描 → **2000 根窗口饱和，计算 0.20s，
|
||||
假阳性 0%，1m 回测口径可信**
|
||||
- [ ] **向用户确认交易所**（阻塞后续框架选择，这是当前第一件事）
|
||||
- [ ] 写 `research/live/shadow.py` 影子交易器，测 1m 真实滑点。
|
||||
**务必用 WebSocket 而非 REST 轮询**——代理下单次 REST 往返约 2.4s，
|
||||
而信号计算只要 0.20s，网络是延迟主项
|
||||
- [ ] 收集 1~2 周影子数据，与回测口径逐笔对比
|
||||
- [ ] 按 6.4 的判据决策 1m 是否可行
|
||||
- [ ] 若可行：选框架（Bitget→Hummingbot）做真实 dry run
|
||||
- [ ] 补一项研究阶段的缺口：**资金费率**从未计入任何回测。
|
||||
30m 腿平均持仓 6.5 小时会跨结算点，需要评估影响
|
||||
- [ ] 补：同时持仓的保证金约束也未建模（组合有仓位时间仅 8.6%，
|
||||
预计影响小，但没算过）
|
||||
@@ -0,0 +1,94 @@
|
||||
"""下载样本外验证用的新币种数据，存成与 freqtrade 一致的 feather。
|
||||
|
||||
现有结论全部建立在 BTC/ETH/SOL 三个币上，参数（级别对、tol、SL/TP）也是
|
||||
在这三个币上挑的，存在选择偏差。本脚本补齐一批完全没参与过调参的品种。
|
||||
|
||||
只拉 30m/2h：那是实测最强的一对，用它做样本外足够，且请求量只有全级别的四成。
|
||||
|
||||
限速要点（踩过的坑）：
|
||||
klines(limit=1500) 权重 30，上限 2400/分钟 = 80 次/分钟 = 0.75s/次，
|
||||
0.8s 间隔正好卡在边缘，一旦触发 429，短退避跨不过计数窗口就会连续失败。
|
||||
故间隔放到 1.3s、权重阈值压到 1400、429 时等满一个窗口。
|
||||
另外分页失败不再丢弃整只币，已抓到的部分照样落盘。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import sys
|
||||
import time
|
||||
from pathlib import Path
|
||||
|
||||
import pandas as pd
|
||||
import requests
|
||||
|
||||
OUT = Path(__file__).resolve().parents[1] / "data" / "binance" / "futures"
|
||||
BASE = "https://fapi.binance.com/fapi/v1/klines"
|
||||
PROXY = {"http": "http://127.0.0.1:7897", "https": "http://127.0.0.1:7897"}
|
||||
SYMBOLS = ["BNB", "XRP", "DOGE", "ADA", "AVAX", "LINK", "LTC", "TRX"]
|
||||
TFS = ["2h", "30m"]
|
||||
START_MS = int(pd.Timestamp("2019-01-01", tz="UTC").timestamp() * 1000)
|
||||
COLS = ["date", "open", "high", "low", "close", "volume"]
|
||||
GAP = 1.3
|
||||
WEIGHT_CAP = 1400
|
||||
|
||||
|
||||
def fetch(sess: requests.Session, symbol: str, tf: str) -> pd.DataFrame | None:
|
||||
rows: list[list] = []
|
||||
cur = START_MS
|
||||
while True:
|
||||
batch = None
|
||||
for attempt in range(6):
|
||||
try:
|
||||
r = sess.get(BASE, params={"symbol": f"{symbol}USDT", "interval": tf,
|
||||
"startTime": cur, "limit": 1500}, timeout=40)
|
||||
if r.status_code in (418, 429):
|
||||
time.sleep(65)
|
||||
continue
|
||||
if r.status_code == 400:
|
||||
return None
|
||||
r.raise_for_status()
|
||||
batch = r.json()
|
||||
if int(r.headers.get("X-MBX-USED-WEIGHT-1M", 0) or 0) > WEIGHT_CAP:
|
||||
time.sleep(40)
|
||||
break
|
||||
except Exception:
|
||||
time.sleep(5 * (attempt + 1))
|
||||
if not batch:
|
||||
break # 抓不动或抓完了，保留已有部分
|
||||
rows.extend(batch)
|
||||
nxt = int(batch[-1][0]) + 1
|
||||
if nxt <= cur or len(batch) < 1500:
|
||||
break
|
||||
cur = nxt
|
||||
time.sleep(GAP)
|
||||
if len(rows) < 1000:
|
||||
return None
|
||||
df = pd.DataFrame(rows).iloc[:, :6]
|
||||
df.columns = ["ts", "open", "high", "low", "close", "volume"]
|
||||
df["date"] = pd.to_datetime(pd.to_numeric(df["ts"]), unit="ms", utc=True)
|
||||
for c in ("open", "high", "low", "close", "volume"):
|
||||
df[c] = pd.to_numeric(df[c])
|
||||
return df[COLS].drop_duplicates("date").sort_values("date").reset_index(drop=True)
|
||||
|
||||
|
||||
def main() -> None:
|
||||
OUT.mkdir(parents=True, exist_ok=True)
|
||||
sess = requests.Session()
|
||||
sess.proxies.update(PROXY)
|
||||
jobs = [(s, tf) for tf in TFS for s in SYMBOLS]
|
||||
print(f"[下载] {len(jobs)} 个任务，单线程 {GAP}s 间隔", flush=True)
|
||||
for i, (sym, tf) in enumerate(jobs, 1):
|
||||
path = OUT / f"{sym}_USDT_USDT-{tf}-futures.feather"
|
||||
if path.exists():
|
||||
print(f" [{i}/{len(jobs)}] {sym} {tf} 已存在", flush=True)
|
||||
continue
|
||||
df = fetch(sess, sym, tf)
|
||||
if df is None:
|
||||
print(f" [{i}/{len(jobs)}] {sym} {tf} 失败", flush=True)
|
||||
continue
|
||||
df.to_feather(path)
|
||||
print(f" [{i}/{len(jobs)}] {sym} {tf} {len(df)} 根 "
|
||||
f"{df['date'].min():%Y-%m-%d}~{df['date'].max():%Y-%m-%d}", flush=True)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
sys.exit(main())
|
||||
@@ -4,8 +4,17 @@
|
||||
此时价格已从回抽低点反弹完毕，入场价被吃掉。
|
||||
|
||||
但三买的形态条件本身是实时可判的：
|
||||
中枢已成 -> 收盘突破 zg -> 回抽最低不跌回中枢(low >= zg) -> 重新上行
|
||||
最后一步发生的当根就能下单，滞后 1~2 根。
|
||||
中枢已成 -> 收盘突破 zg -> 收盘未跌回中枢 -> 重新上行
|
||||
最后一步发生的当根就能下单，滞后约 2 根。
|
||||
|
||||
require_touch 控制是否强求回抽碰到中枢边界。step32/33 的实测表明
|
||||
强求反而更差：这等于排除掉「突破后一去不回头」的强势段，而那正是
|
||||
缠论里最强的趋势形态。故默认 False（笔数 +21%、滞后 -1 根、PF 2.26→2.37）。
|
||||
|
||||
判据本身（收盘越过前一根极值）没有独立预测力：裸用 15 万笔样本 PF 0.95，
|
||||
把中枢换成「近20根高点」这类伪阻力位后 PF 0.90。alpha 全部来自中枢结构，
|
||||
判据只负责在这个已知价位上确认动能恢复。它也不能用于识别笔端点——
|
||||
入场前的回抽极值命中笔端点±2根的比例 19.3%，低于随机基准 22%。
|
||||
|
||||
全部判定只使用当根及之前的数据，无未来函数。
|
||||
"""
|
||||
@@ -20,9 +29,10 @@ def find_fast_bsp3(
|
||||
zones: pd.DataFrame,
|
||||
scan: int = 200,
|
||||
pullback_win: int = 30,
|
||||
tol: float = 0.003,
|
||||
tol: float = -1.0,
|
||||
max_per_zone: int = 1,
|
||||
diag: dict | None = None,
|
||||
require_touch: bool = False,
|
||||
) -> pd.DataFrame:
|
||||
"""扫描每个中枢，找突破后回抽不回中枢的入场点。
|
||||
|
||||
@@ -30,6 +40,11 @@ def find_fast_bsp3(
|
||||
max_per_zone > 1 时，同一中枢在首次入场后继续往后找二次、三次突破回抽，
|
||||
用来检验「趋势里同一中枢反复给机会」是否值得做。
|
||||
|
||||
tol 是「算作回抽中」的边界容差。require_touch=False 时它不再是入场门槛，
|
||||
仅决定哪些K线被视为回抽中而跳过转强判定，故 tol 越大入场越晚。
|
||||
默认负值 = 完全禁用该跳过，突破后每根都检查转强，滞后压到 2.2 根。
|
||||
step34 实测滞后与收益严格单调：9.9根 PF1.88 / 5.8根 2.37 / 2.2根 2.86。
|
||||
|
||||
返回列：
|
||||
entry_idx 实时可下单的K线
|
||||
direction +1 三买 / -1 三卖
|
||||
@@ -108,12 +123,14 @@ def find_fast_bsp3(
|
||||
pb_ext, pb_idx = ext, j
|
||||
continue
|
||||
# 回抽后重新顺势：收盘创出前一根之上（三买）/ 之下（三卖）
|
||||
if touched and pb_idx is not None:
|
||||
# require_touch=False 时不强求回抽碰到中枢边界，
|
||||
# 这样「突破后一去不回头」的强势段也能收进来。
|
||||
if (touched and pb_idx is not None) or not require_touch:
|
||||
go = close[j] > high[j - 1] if d == 1 else close[j] < low[j - 1]
|
||||
if go:
|
||||
entry_idx = j
|
||||
break
|
||||
if entry_idx is None or pb_ext is None:
|
||||
if entry_idx is None:
|
||||
if occ == 1:
|
||||
note("×突破后跌回中枢" if fell_back
|
||||
else "×回抽未触及边界" if not touched
|
||||
@@ -121,6 +138,12 @@ def find_fast_bsp3(
|
||||
# 这次突破没走成，从突破点之后继续找下一次
|
||||
cursor = bo_idx + 1
|
||||
continue
|
||||
if pb_ext is None:
|
||||
# 未触及边界就转强（require_touch=False）：取突破至入场间的实际极值
|
||||
seg = slice(bo_idx + 1, entry_idx + 1)
|
||||
pb_ext = float(low[seg].min() if d == 1 else high[seg].max())
|
||||
pb_idx = int((low[seg].argmin() if d == 1 else high[seg].argmax())
|
||||
+ bo_idx + 1)
|
||||
if occ == 1:
|
||||
note("√成交")
|
||||
|
||||
@@ -138,4 +161,10 @@ def find_fast_bsp3(
|
||||
})
|
||||
cursor = entry_idx + 1
|
||||
|
||||
return pd.DataFrame(rows)
|
||||
out = pd.DataFrame(rows)
|
||||
if out.empty:
|
||||
return out
|
||||
# 相邻中枢可能突破到同一根K线，同一时刻只能有一个仓位，保留最早成型的那个
|
||||
return (out.sort_values(["entry_idx", "occ", "zone_i"])
|
||||
.drop_duplicates("entry_idx", keep="first")
|
||||
.reset_index(drop=True))
|
||||
|
||||
@@ -1,676 +0,0 @@
|
||||
zs_start_ts,zg,zd,width_pct,bo_idx,dir,is_fake,conf_idx,tf
|
||||
1672643700000.0,16730.7,16703.9,0.0016052229642717663,294,-1,True,,15m
|
||||
1673656200000.0,21240.0,20670.7,0.02671616015617664,1890,1,False,1892.0,15m
|
||||
1674258300000.0,22812.4,22600.2,0.0092994719197143,2298,1,True,,15m
|
||||
1674565200000.0,23011.9,22864.0,0.006363589425857147,2390,1,True,,15m
|
||||
1674609300000.0,22766.7,22327.2,0.0192770767267129,2506,1,True,,15m
|
||||
1674683100000.0,23189.3,23028.8,0.006920221274614213,2823,1,True,,15m
|
||||
1674997200000.0,23675.8,23568.0,0.004549041451979731,3060,1,True,,15m
|
||||
1675411200000.0,23465.4,23328.8,0.0058589645159492585,3410,-1,False,3412.0,15m
|
||||
1675982700000.0,21917.8,21697.2,0.010168241530306455,4229,-1,True,,15m
|
||||
1676506500000.0,24934.1,24312.0,0.0255994535271775,4583,-1,True,,15m
|
||||
1676592000000.0,23924.7,23520.0,0.016862640522004382,4805,1,False,,15m
|
||||
1676664900000.0,24799.2,24502.6,0.012131524375529258,4960,-1,True,4963.0,15m
|
||||
1676997000000.0,24468.5,24267.2,0.00830496936691624,5128,-1,True,,15m
|
||||
1677153600000.0,24061.6,23711.5,0.014774583159253995,5527,-1,True,,15m
|
||||
1677265200000.0,23147.6,23010.1,0.0059242727147387295,5656,1,True,,15m
|
||||
1677807900000.0,22437.9,22300.0,0.006184549837425786,6298,-1,True,,15m
|
||||
1678316400000.0,21798.0,21550.0,0.01152459199226737,6498,-1,False,6502.0,15m
|
||||
1678668300000.0,22542.0,22105.0,0.019077887549604693,6872,1,False,,15m
|
||||
1678770000000.0,24850.0,24147.2,0.028035854618855157,7190,1,False,7198.0,15m
|
||||
1679093100000.0,27600.0,27050.0,0.019922122611609163,7618,1,False,7624.0,15m
|
||||
1679362200000.0,27918.8,27712.0,0.007405232362440979,7852,1,True,,15m
|
||||
1679463000000.0,28280.0,27962.1,0.011218350242611433,7836,1,True,7838.0,15m
|
||||
1679515200000.0,27421.8,27101.0,0.011689598880596988,7965,1,True,,15m
|
||||
1679584500000.0,28439.0,28078.4,0.012854790066947524,8120,-1,False,8122.0,15m
|
||||
1679693400000.0,27648.4,27302.0,0.012861545316154957,8219,-1,False,8226.0,15m
|
||||
1679872500000.0,27929.2,27757.4,0.006151069992588615,8524,1,True,8531.0,15m
|
||||
1680078600000.0,28649.9,28119.5,0.018879274443570456,9336,-1,False,9351.0,15m
|
||||
1681178400000.0,30158.0,29983.8,0.0057700652196235455,9833,1,True,,15m
|
||||
1681490700000.0,30464.0,30270.0,0.006410192867503957,10173,-1,True,,15m
|
||||
1681692300000.0,29913.6,29781.6,0.0044362292051756,10221,-1,False,10224.0,15m
|
||||
1681745400000.0,29524.0,29370.0,0.005263049971634211,10401,-1,False,10407.0,15m
|
||||
1682019000000.0,28225.8,27983.0,0.008681319074230974,10625,-1,True,,15m
|
||||
1682116200000.0,27387.8,27166.0,0.008089310657976771,10814,1,False,10818.0,15m
|
||||
1682184600000.0,27780.0,27512.0,0.009754712654555778,11020,-1,True,,15m
|
||||
1682512200000.0,29899.0,29504.8,0.013419300371737114,11227,-1,True,,15m
|
||||
1682539200000.0,29272.6,28858.7,0.014128305081274375,11505,1,True,11509.0,15m
|
||||
1683053100000.0,28820.0,28600.6,0.007682261119845425,11783,-1,True,,15m
|
||||
1683535500000.0,27747.9,27550.0,0.00718768613891598,12481,-1,False,12495.0,15m
|
||||
1683940500000.0,26974.1,26674.9,0.011091381566509257,12869,1,False,12871.0,15m
|
||||
1684131300000.0,27550.0,27200.0,0.012876262793486819,12994,-1,False,12999.0,15m
|
||||
1684199700000.0,27149.8,26971.0,0.00663564096283593,13080,-1,True,,15m
|
||||
1684309500000.0,26907.5,26700.0,0.007837523418142261,13223,-1,True,13229.0,15m
|
||||
1684358100000.0,27471.5,27139.0,0.012262404390125168,13459,-1,False,13466.0,15m
|
||||
1684431900000.0,26950.0,26733.4,0.008115794324938964,13525,-1,True,,15m
|
||||
1684604700000.0,27144.4,26952.8,0.007130257448439686,13592,-1,False,13597.0,15m
|
||||
1685246400000.0,27236.0,27127.8,0.003968588730235025,14175,1,False,14184.0,15m
|
||||
1685512800000.0,27194.9,26942.0,0.009394921021739508,14891,-1,False,14894.0,15m
|
||||
1685991600000.0,25809.9,25585.4,0.008802333696666484,15383,-1,True,,15m
|
||||
1686153600000.0,26459.5,26220.0,0.009269903198213367,15377,-1,False,,15m
|
||||
1686375900000.0,25743.9,25559.5,0.007223723900184176,15825,-1,False,15827.0,15m
|
||||
1686623400000.0,26155.5,25963.7,0.007388375058263357,15748,-1,True,,15m
|
||||
1686671100000.0,25921.1,25790.6,0.005063261671691129,16002,-1,False,,15m
|
||||
1686938400000.0,26526.9,26364.3,0.006109566393627496,16300,1,False,16303.0,15m
|
||||
1687365000000.0,30488.0,29800.0,0.022554419092578024,16771,1,True,16776.0,15m
|
||||
1687576500000.0,30765.9,30542.4,0.0073281812011659515,17033,-1,True,,15m
|
||||
1687799700000.0,30488.0,30222.5,0.008793458064644337,17118,-1,True,,15m
|
||||
1687874400000.0,30738.8,30533.1,0.006738054448196931,17242,-1,True,,15m
|
||||
1687939200000.0,30347.7,30126.6,0.007279156131479212,17266,1,False,17270.0,15m
|
||||
1688044500000.0,30614.8,30380.0,0.0077316956715016965,17808,-1,True,,15m
|
||||
1688412600000.0,31319.4,30875.2,0.014180140779875844,17891,1,True,,15m
|
||||
1688562900000.0,30438.1,30222.7,0.007144302302826803,18698,-1,True,18702.0,15m
|
||||
1689361200000.0,30360.0,30241.0,0.00393525025215364,19236,-1,True,,15m
|
||||
1690210800000.0,29159.7,29033.0,0.0043434887093290984,19952,1,True,,15m
|
||||
1690403400000.0,29485.9,29366.0,0.004087741548364271,20032,-1,True,,15m
|
||||
1690482600000.0,29299.9,29112.8,0.006379569012547811,20316,1,True,,15m
|
||||
1690764300000.0,29461.4,29317.4,0.004925788211631017,20605,-1,True,,15m
|
||||
1690992900000.0,29229.1,29120.7,0.003727981181260973,20919,-1,True,,15m
|
||||
1691611200000.0,29650.0,29461.4,0.006402444199270086,21474,-1,False,,15m
|
||||
1692307800000.0,26597.7,26150.0,0.017128122333893204,22144,-1,True,,15m
|
||||
1692428400000.0,25955.0,25858.0,0.0037324919193473913,22318,1,True,22320.0,15m
|
||||
1692463500000.0,26153.4,26041.4,0.004277241637419754,22528,1,False,22530.0,15m
|
||||
1692898200000.0,26200.0,25960.0,0.009144424758530034,23310,1,True,,15m
|
||||
1693515600000.0,26094.1,25941.7,0.005887943624098758,23571,-1,False,23585.0,15m
|
||||
1693678500000.0,25899.9,25835.5,0.002496888582162812,23821,-1,False,23823.0,15m
|
||||
1693882800000.0,25830.0,25610.0,0.008507182769087991,24206,1,True,,15m
|
||||
1694276100000.0,25908.5,25834.3,0.0028800546511718456,24398,-1,True,,15m
|
||||
1694491200000.0,25989.6,25868.0,0.0047012066172575475,24511,-1,True,,15m
|
||||
1694622600000.0,26294.0,26150.0,0.005473224907734351,24734,1,False,24749.0,15m
|
||||
1694715300000.0,26647.0,26523.2,0.00462956037874139,25292,1,True,25295.0,15m
|
||||
1695303900000.0,26685.7,26484.0,0.007538552388640995,25871,1,True,,15m
|
||||
1696869000000.0,27695.1,27482.0,0.007773995965255912,27123,-1,True,,15m
|
||||
1697482800000.0,28548.0,28220.7,0.011459121082261969,27992,1,True,,15m
|
||||
1697796900000.0,29784.5,29443.5,0.011431559821251974,28167,1,True,,15m
|
||||
1697910300000.0,30206.0,29828.5,0.012415598596297357,28325,1,True,,15m
|
||||
1698100200000.0,35154.3,34203.5,0.027815402618298922,28847,-1,False,28854.0,15m
|
||||
1698392700000.0,34185.3,33978.6,0.0060332925665283425,29061,1,False,29063.0,15m
|
||||
1698591600000.0,34579.7,34384.6,0.005624942337854003,29261,1,True,,15m
|
||||
1698893100000.0,35487.0,35050.0,0.012501001224354354,29568,-1,True,,15m
|
||||
1698974100000.0,34706.0,34364.1,0.009832595672967738,29657,1,False,29659.0,15m
|
||||
1699538400000.0,36798.0,36461.8,0.009119489178405014,30386,1,True,,15m
|
||||
1699633800000.0,37422.2,37080.0,0.009137492289740137,30604,1,True,,15m
|
||||
1699856100000.0,37065.9,36760.0,0.008332425365003308,30680,-1,True,,15m
|
||||
1700091900000.0,37645.9,37351.0,0.007895582329317308,31005,-1,True,,15m
|
||||
1700163000000.0,36465.4,36143.8,0.008819028919614074,31165,1,False,31168.0,15m
|
||||
1700435700000.0,37445.5,37050.0,0.010554096750779215,31282,1,True,31285.0,15m
|
||||
1700688600000.0,37650.0,37250.2,0.010609868398355786,31485,1,False,31490.0,15m
|
||||
1700860500000.0,37840.0,37708.1,0.0034830876158939037,31843,1,False,31846.0,15m
|
||||
1701199800000.0,38091.9,37862.3,0.006025155549257445,32080,1,True,,15m
|
||||
1701686700000.0,42179.0,41630.0,0.013191375867711404,32491,-1,True,,15m
|
||||
1702260000000.0,41963.0,40272.1,0.040248503385977685,33473,1,True,,15m
|
||||
1702504800000.0,43379.3,42670.5,0.016632055659193103,33571,-1,False,33574.0,15m
|
||||
1702655100000.0,42280.0,41668.0,0.014690138884221543,33690,-1,True,,15m
|
||||
1702951200000.0,43297.1,42840.2,0.010702113954441681,33908,-1,True,,15m
|
||||
1703085300000.0,44290.0,43511.8,0.017892123051455305,34443,-1,True,,15m
|
||||
1703456100000.0,43360.4,43083.2,0.006479133310739055,34486,-1,False,,15m
|
||||
1703583900000.0,42630.4,42109.0,0.012226721976911367,34732,1,True,,15m
|
||||
1703673900000.0,43277.1,42821.0,0.010674923875926503,34795,-1,True,,15m
|
||||
1703780100000.0,42788.7,42320.5,0.01106371917719194,34916,-1,True,,15m
|
||||
1703871900000.0,42250.0,41680.0,0.013482667675895591,35038,1,False,35042.0,15m
|
||||
1704015000000.0,42766.7,42381.0,0.009013809333510876,35090,1,True,,15m
|
||||
1704499200000.0,44149.9,43712.1,0.009910897006356804,35756,1,False,35760.0,15m
|
||||
1704740400000.0,46980.0,46304.1,0.014605843201659639,35976,-1,True,,15m
|
||||
1704836700000.0,46228.4,45266.3,0.02128963731716489,36156,-1,False,36158.0,15m
|
||||
1705609800000.0,41372.0,40739.6,0.015277797909811744,37062,1,True,,15m
|
||||
1705899600000.0,41253.7,40666.0,0.014496435707061914,37120,-1,True,,15m
|
||||
1706299200000.0,41886.0,41681.8,0.004871857270328364,37614,1,False,37619.0,15m
|
||||
1706418900000.0,42688.0,42259.5,0.01002742623932904,37961,1,True,,15m
|
||||
1706580900000.0,43518.0,43200.4,0.007294374879422296,37989,1,True,,15m
|
||||
1707502500000.0,47489.9,47020.1,0.009875266430400242,38961,1,False,38965.0,15m
|
||||
1707758100000.0,49783.5,49320.9,0.009279318313113778,39293,1,True,,15m
|
||||
1707921000000.0,52100.0,51651.0,0.008705886458953392,40034,-1,True,40039.0,15m
|
||||
1708515900000.0,51459.5,50884.3,0.011174530152969781,40389,1,False,40395.0,15m
|
||||
1708827300000.0,51853.2,51550.0,0.005833136137932836,40476,1,False,,15m
|
||||
1708999200000.0,57679.5,56625.3,0.018208134417553822,40638,1,False,,15m
|
||||
1709139600000.0,62710.0,61105.2,0.025540028041830438,41064,1,True,,15m
|
||||
1709603100000.0,67566.7,65600.0,0.02895096721579337,41444,1,True,,15m
|
||||
1709712900000.0,67689.8,66117.4,0.02318421751054243,41519,1,True,,15m
|
||||
1709910900000.0,68608.7,67996.0,0.008873652912287366,41668,1,False,41672.0,15m
|
||||
1710065700000.0,69845.9,68672.9,0.017087766732317874,41778,-1,True,,15m
|
||||
1710183600000.0,72850.0,72037.1,0.011299003119075206,41961,-1,True,,15m
|
||||
1710263700000.0,71730.9,70623.8,0.015688036083474795,42112,-1,True,,15m
|
||||
1710444600000.0,70715.9,68600.0,0.03085108399444179,42282,-1,False,42288.0,15m
|
||||
1710630900000.0,66630.7,64750.0,0.02936877512203801,42556,-1,False,42561.0,15m
|
||||
1710714600000.0,68972.4,67350.6,0.024172705620027192,42707,-1,True,,15m
|
||||
1710846900000.0,63544.1,62545.0,0.015577980335352995,42877,1,True,,15m
|
||||
1710972900000.0,67716.6,66695.6,0.015310077809984089,43106,-1,True,,15m
|
||||
1711395900000.0,71228.3,70517.8,0.010076456264208796,43301,-1,True,,15m
|
||||
1711463400000.0,70368.0,69888.0,0.006811186806731155,43502,1,True,,15m
|
||||
1711637100000.0,70976.9,70455.6,0.007400351491852775,43727,-1,True,,15m
|
||||
1711726200000.0,69789.5,69327.0,0.006626083991524344,43670,1,True,,15m
|
||||
1711762200000.0,70245.0,69872.3,0.00538488879128242,43799,-1,False,43808.0,15m
|
||||
1711951200000.0,69835.0,69222.0,0.00895004183013025,43881,-1,False,,15m
|
||||
1712253600000.0,68787.1,67420.2,0.019798495378082006,44347,1,False,44356.0,15m
|
||||
1712455200000.0,69579.2,69198.3,0.005470186121323446,44709,1,True,,15m
|
||||
1712946600000.0,67261.4,65754.6,0.023260588677520812,45007,-1,False,45021.0,15m
|
||||
1713038400000.0,64891.6,62139.3,0.04433222998059059,45368,-1,False,45371.0,15m
|
||||
1713367800000.0,61743.7,60700.0,0.017200207648382024,45512,-1,True,,15m
|
||||
1713452400000.0,63815.6,62268.4,0.024230199423060615,45658,1,False,45663.0,15m
|
||||
1713634200000.0,65400.0,64728.3,0.010405580625821968,46046,-1,True,,15m
|
||||
1713768300000.0,66449.0,65750.0,0.010501802884615385,46029,1,True,,15m
|
||||
1714180500000.0,63157.6,62650.0,0.008022087607644666,46464,1,True,,15m
|
||||
1714273200000.0,64041.4,63770.7,0.004249300678444011,46560,-1,True,,15m
|
||||
1714373100000.0,62658.7,62150.0,0.008217443207242029,46595,-1,False,46598.0,15m
|
||||
1714506300000.0,60331.8,59555.0,0.013049759768840555,46858,-1,True,,15m
|
||||
1714786200000.0,63430.0,62846.7,0.009173114424105223,47198,1,True,,15m
|
||||
1715122800000.0,62743.9,62203.6,0.008693665354223064,47407,-1,False,47410.0,15m
|
||||
1715210100000.0,61779.0,60843.6,0.015379809273265398,47585,-1,True,,15m
|
||||
1715271300000.0,62637.3,62633.2,6.549144138685029e-05,47850,-1,False,,15m
|
||||
1715591700000.0,63289.3,62540.2,0.011987518002880554,48040,-1,True,,15m
|
||||
1715817600000.0,66573.0,65633.0,0.01409976030407483,48489,1,True,,15m
|
||||
1716319800000.0,70321.8,69242.0,0.01562380177247246,49007,-1,True,,15m
|
||||
1716579900000.0,69273.5,68844.1,0.006253221996662145,49354,-1,True,,15m
|
||||
1716921000000.0,68710.0,68302.8,0.005967130955957196,49786,-1,False,49793.0,15m
|
||||
1717783200000.0,69613.6,69257.9,0.005108804465069418,50577,1,True,,15m
|
||||
1718119800000.0,67605.0,66920.0,0.010248354278874924,50940,-1,False,50943.0,15m
|
||||
1718384400000.0,66648.8,66162.8,0.00736240929542046,51266,-1,False,,15m
|
||||
1718977500000.0,64342.1,63444.6,0.014167190208143254,51838,-1,False,51840.0,15m
|
||||
1719261000000.0,61566.0,60600.5,0.01567614433418195,52056,1,True,,15m
|
||||
1719341100000.0,62448.1,61605.7,0.013677989218678988,52190,-1,True,,15m
|
||||
1719432900000.0,61064.2,60766.1,0.00490861188868761,52297,-1,True,,15m
|
||||
1719497700000.0,61997.2,61514.2,0.00786158403593867,52448,-1,True,,15m
|
||||
1719604800000.0,61023.0,60706.5,0.005178846090912066,52727,1,True,,15m
|
||||
1720058400000.0,58088.0,57611.0,0.008352010085446141,52894,-1,False,52900.0,15m
|
||||
1720121400000.0,58653.4,58111.6,0.009335729584337805,53088,-1,True,,15m
|
||||
1720152900000.0,56847.0,56300.0,0.009618427993669774,53149,1,True,,15m
|
||||
1720307700000.0,57899.9,57041.7,0.014819803484777917,53668,1,True,,15m
|
||||
1721178900000.0,64722.8,63871.2,0.013080609486360374,54295,1,False,,15m
|
||||
1721417400000.0,66729.0,66422.9,0.004582541132086858,54399,1,False,54405.0,15m
|
||||
1721495700000.0,67400.0,66799.8,0.008994603537597609,54779,-1,False,54781.0,15m
|
||||
1721763900000.0,66033.1,65450.8,0.008905249249102331,54806,-1,True,,15m
|
||||
1721962800000.0,67470.4,67277.0,0.002858359000431476,54996,1,False,55016.0,15m
|
||||
1722030300000.0,68200.0,67864.8,0.004978567800310672,55265,-1,False,,15m
|
||||
1723158000000.0,61450.0,60208.5,0.020197862589458715,56710,1,True,,15m
|
||||
1723488300000.0,59339.1,58803.0,0.0090165244081907,56793,1,True,,15m
|
||||
1723836600000.0,59363.0,58967.6,0.006654224355403595,57457,1,True,,15m
|
||||
1724270400000.0,61392.0,60060.3,0.02145875027796304,57656,1,True,,15m
|
||||
1724796900000.0,59625.0,58475.2,0.01972537501887108,58473,-1,True,,15m
|
||||
1725168600000.0,58286.0,57800.0,0.00842994817142976,58715,-1,True,,15m
|
||||
1725411600000.0,56818.0,56107.9,0.01248602114236277,58886,1,True,,15m
|
||||
1725516900000.0,56688.9,56500.8,0.0033365261813537417,59302,-1,True,,15m
|
||||
1726151400000.0,58321.9,57708.0,0.010524655535687677,59916,1,False,59927.0,15m
|
||||
1726267500000.0,60247.9,59848.6,0.006544067154945137,60060,1,True,60076.0,15m
|
||||
1726586100000.0,60747.7,60166.7,0.00967936479376789,60175,-1,True,,15m
|
||||
1726767900000.0,63830.1,63080.1,0.01195219123505976,60567,-1,True,,15m
|
||||
1727227800000.0,63971.0,63243.2,0.011338285329710778,60905,1,False,,15m
|
||||
1727370900000.0,65350.0,64788.0,0.008588505156923602,61251,1,True,,15m
|
||||
1727690400000.0,63845.0,63222.0,0.009757121289004992,61386,1,True,,15m
|
||||
1727814600000.0,61858.2,61325.0,0.008698233925722386,61563,-1,False,61567.0,15m
|
||||
1727946000000.0,61047.3,60101.5,0.01547450175801994,61690,1,False,61692.0,15m
|
||||
1728074700000.0,62344.0,61671.9,0.01077775942552824,62017,1,False,62027.0,15m
|
||||
1728371700000.0,62544.6,61941.0,0.00962693244400635,62374,1,True,62378.0,15m
|
||||
1728673200000.0,63400.0,62900.0,0.00796589323153984,62585,-1,True,62589.0,15m
|
||||
1729044000000.0,67548.6,67357.1,0.00284658892431641,62972,-1,True,,15m
|
||||
1729232100000.0,68371.0,68173.4,0.0028988781517598774,63189,-1,True,,15m
|
||||
1729522800000.0,67784.9,66865.9,0.013544523753026883,63670,1,True,,15m
|
||||
1729804500000.0,68216.4,67800.0,0.006153764303733405,63905,-1,True,,15m
|
||||
1730556900000.0,69570.0,69221.6,0.00503787807583126,64515,-1,False,64520.0,15m
|
||||
1730601000000.0,68575.8,68183.8,0.005707089457171351,64643,1,False,64650.0,15m
|
||||
1731009600000.0,76350.2,75576.3,0.010125856851079565,65173,1,False,65181.0,15m
|
||||
1731366000000.0,89800.0,87055.0,0.03052319763019895,65734,1,True,,15m
|
||||
1731708000000.0,91443.5,90120.0,0.014432933478735005,66065,1,True,,15m
|
||||
1732021200000.0,92885.0,91523.2,0.014647152904531098,66176,1,True,66179.0,15m
|
||||
1732167000000.0,97899.9,96757.6,0.011659715544994358,66501,1,True,,15m
|
||||
1732302000000.0,98842.8,98355.0,0.004966159259168794,66533,-1,True,,15m
|
||||
1732392900000.0,98088.4,97455.6,0.006502314034640527,66681,-1,False,66683.0,15m
|
||||
1732738500000.0,95985.1,94878.2,0.011502900925823059,67212,1,False,67215.0,15m
|
||||
1732893300000.0,97687.4,96903.2,0.008093129818260597,67527,-1,False,67531.0,15m
|
||||
1733160600000.0,96375.0,95171.5,0.012456451582854291,67675,1,True,,15m
|
||||
1733436900000.0,98765.4,97236.7,0.015471121820789184,67997,1,True,67999.0,15m
|
||||
1733517000000.0,100499.0,99111.0,0.01379943887584283,68224,1,True,,15m
|
||||
1733933700000.0,101080.7,100309.8,0.00768528321599538,68401,-1,True,,15m
|
||||
1734309000000.0,105390.0,104245.2,0.01084518143511083,68841,1,True,,15m
|
||||
1734637500000.0,97824.8,95946.9,0.019628645551335182,69330,-1,False,69335.0,15m
|
||||
1734897600000.0,95787.7,94390.0,0.014586694663546906,69645,1,True,,15m
|
||||
1735207200000.0,96543.5,95341.2,0.01244729080155255,69742,1,True,,15m
|
||||
1735822800000.0,96991.8,96300.0,0.007129202627850088,70425,1,True,,15m
|
||||
1735931700000.0,98300.0,97762.1,0.005505274480765254,70819,-1,False,70821.0,15m
|
||||
1736319600000.0,95358.7,95222.0,0.0014371305328736731,71120,-1,False,71122.0,15m
|
||||
1736395200000.0,93832.8,93760.0,0.0007777445408316195,71355,-1,True,,15m
|
||||
1736972100000.0,100658.9,99507.3,0.011332805203879205,71718,1,False,71726.0,15m
|
||||
1737143100000.0,104962.1,103110.0,0.01761092046322213,72347,1,True,,15m
|
||||
1737606600000.0,102955.0,101550.4,0.013856156795741602,72676,-1,True,,15m
|
||||
1737671400000.0,104674.2,104310.0,0.0034942022339100437,72946,-1,True,72951.0,15m
|
||||
1737962100000.0,102267.8,98820.6,0.03369463116440596,73145,1,True,,15m
|
||||
1738356300000.0,102543.0,102058.8,0.004747314806190501,73210,-1,True,,15m
|
||||
1738451700000.0,100470.1,100215.0,0.002521049926868856,73422,1,False,,15m
|
||||
1738620000000.0,100371.0,97792.8,0.026403728597280126,74051,-1,True,,15m
|
||||
1738961100000.0,96466.0,95714.4,0.007858726940606865,74185,-1,True,74189.0,15m
|
||||
1739182500000.0,97611.0,97090.3,0.0053652811594859665,74280,-1,True,,15m
|
||||
1739302200000.0,96437.5,95050.0,0.014350696900870041,74462,1,False,74469.0,15m
|
||||
1739505600000.0,97150.0,96505.0,0.006639005857764703,74629,1,True,,15m
|
||||
1739714400000.0,97134.0,96629.5,0.005224968826251403,74745,-1,True,,15m
|
||||
1739748600000.0,96605.7,96000.0,0.00631233390651865,74938,-1,True,,15m
|
||||
1739905200000.0,95799.8,95020.0,0.008122087536897304,75165,1,True,75167.0,15m
|
||||
1740478500000.0,89442.7,86800.0,0.02887193303310977,76002,1,False,,15m
|
||||
1740687300000.0,84894.0,82667.0,0.026988639806486484,76181,-1,True,,15m
|
||||
1740880800000.0,86449.9,85732.0,0.00840911966040222,76114,-1,True,,15m
|
||||
1740937500000.0,93666.0,91100.0,0.02826084562265273,76356,-1,True,,15m
|
||||
1741101300000.0,87850.0,86328.0,0.017720835138017595,76418,-1,True,,15m
|
||||
1741381200000.0,86622.9,85555.0,0.012485239615119242,76647,-1,False,76650.0,15m
|
||||
1741538700000.0,82761.0,82176.9,0.0070494608809835435,76874,1,True,76878.0,15m
|
||||
1741743900000.0,82887.4,82061.0,0.01008082715480113,77101,-1,True,,15m
|
||||
1741966200000.0,84625.0,83654.7,0.011604113522505654,77617,-1,True,,15m
|
||||
1742428800000.0,86285.8,85383.0,0.010583660506932518,78042,-1,True,,15m
|
||||
1743248700000.0,82759.4,81963.0,0.009617172763741594,78682,1,True,,15m
|
||||
1743304500000.0,83456.0,82818.5,0.007701898472668227,78777,-1,True,,15m
|
||||
1743381900000.0,82275.5,81250.0,0.01245510756573394,79062,1,True,,15m
|
||||
1743637500000.0,83774.1,82962.1,0.009801460079570473,79328,-1,True,,15m
|
||||
1743981300000.0,79311.5,77111.0,0.02771197678767752,79747,1,True,,15m
|
||||
1744406100000.0,83998.9,83260.0,0.00878271081358633,79926,1,False,79928.0,15m
|
||||
1744471800000.0,85388.0,84389.5,0.011844616660280737,80326,-1,True,80333.0,15m
|
||||
1744875000000.0,84829.4,84144.1,0.00807755775577544,80557,1,True,,15m
|
||||
1745214300000.0,87702.3,86610.0,0.012452390099648793,80836,1,False,80838.0,15m
|
||||
1745396100000.0,94178.0,92901.0,0.013555773995418425,81166,1,True,81168.0,15m
|
||||
1745592300000.0,95157.1,94402.0,0.008008331804351138,81399,-1,False,81401.0,15m
|
||||
1745731800000.0,94140.8,93586.7,0.005882159360765071,81599,1,False,81608.0,15m
|
||||
1745868600000.0,94874.2,94244.5,0.006633427544789036,81716,1,True,,15m
|
||||
1746111600000.0,97262.0,96283.1,0.010052413441829645,82275,1,True,,15m
|
||||
1746366300000.0,95649.0,95200.1,0.004676041666666606,82266,1,False,,15m
|
||||
1746579600000.0,97446.8,96153.2,0.013237131504598161,82371,1,False,82376.0,15m
|
||||
1746738900000.0,104305.3,102327.9,0.01894142946774534,83575,1,False,83581.0,15m
|
||||
1747705500000.0,106371.3,105480.1,0.00846806990338492,83595,-1,True,,15m
|
||||
1747809000000.0,107950.0,106085.3,0.017235036841774444,83699,1,False,83705.0,15m
|
||||
1748002500000.0,109760.0,107950.0,0.016471720967226735,84123,1,True,,15m
|
||||
1748165400000.0,107698.4,106653.0,0.009700197641294914,84360,1,True,,15m
|
||||
1748273400000.0,109863.2,108807.0,0.009713389708147651,84429,-1,False,84435.0,15m
|
||||
1748447100000.0,107789.3,107000.0,0.007378531865666437,84447,-1,False,84452.0,15m
|
||||
1748546100000.0,106266.0,105580.0,0.006507285598693989,84761,-1,True,,15m
|
||||
1748623500000.0,103863.6,103650.2,0.0020541352225474426,84711,1,True,,15m
|
||||
1748704500000.0,104800.0,104215.0,0.005614311215186472,84844,-1,True,,15m
|
||||
1748916000000.0,106470.8,105526.2,0.0089663028001899,85110,-1,False,85112.0,15m
|
||||
1749776400000.0,105459.7,104360.0,0.010410641442058888,86264,1,True,,15m
|
||||
1750179600000.0,105288.0,104143.4,0.0110192572254308,86555,-1,True,,15m
|
||||
1750440600000.0,103641.0,102903.6,0.007167622641289299,86859,-1,True,,15m
|
||||
1750859100000.0,107965.9,107022.6,0.008726462003857556,87707,1,False,87711.0,15m
|
||||
1751476500000.0,109690.4,108706.0,0.009057367622026906,88090,-1,True,,15m
|
||||
1751655600000.0,108229.0,107883.1,0.0031886473461124514,88183,1,True,,15m
|
||||
1751837400000.0,109667.3,108622.6,0.009622691387658942,88280,-1,True,,15m
|
||||
1751898600000.0,108475.0,107903.2,0.005270046082949335,88339,1,True,,15m
|
||||
1752000300000.0,109107.4,108570.1,0.0049243385869997495,88390,1,False,88393.0,15m
|
||||
1752226200000.0,118128.0,117055.0,0.009073013661100532,88906,1,True,,15m
|
||||
1752478200000.0,120292.6,119200.0,0.009181589761258546,89054,-1,True,,15m
|
||||
1752590700000.0,117727.4,116300.0,0.012099235088290292,89138,1,True,,15m
|
||||
1752660000000.0,119299.9,118359.4,0.00795212995327648,89324,-1,True,,15m
|
||||
1752870600000.0,118340.7,117904.0,0.0036844485392135773,89696,1,True,,15m
|
||||
1753188300000.0,119475.2,118377.0,0.009284779454783386,90106,-1,True,,15m
|
||||
1753559100000.0,118289.3,117852.0,0.003693337297216973,90205,1,True,,15m
|
||||
1753633800000.0,119550.0,118949.9,0.005048958321063654,90271,-1,True,,15m
|
||||
1753727400000.0,118329.8,117406.3,0.0078043858366665005,90479,1,True,,15m
|
||||
1754009100000.0,115956.0,114239.0,0.015049126589711902,90600,-1,False,90604.0,15m
|
||||
1754075700000.0,114000.0,113113.0,0.007757951900698216,90945,1,True,90948.0,15m
|
||||
1754269200000.0,114739.3,114166.0,0.004996030539140826,91135,1,False,91144.0,15m
|
||||
1754566200000.0,116747.6,116139.8,0.005205754937244898,91401,1,False,91403.0,15m
|
||||
1754798400000.0,118371.0,117966.9,0.0034107598035078733,91625,1,True,,15m
|
||||
1754887500000.0,120799.0,119345.0,0.012195725456941288,91655,-1,True,,15m
|
||||
1754948700000.0,119114.5,118377.2,0.006185631013225345,91704,1,False,91712.0,15m
|
||||
1755014400000.0,120163.6,119585.4,0.0048043047634242315,91720,1,False,91724.0,15m
|
||||
1755195300000.0,117853.5,117004.0,0.007285722984719279,92165,-1,False,92167.0,15m
|
||||
1755508500000.0,116761.0,116171.5,0.005087378640776699,92257,-1,True,,15m
|
||||
1755630000000.0,113524.5,112714.4,0.00713285728122006,92486,1,True,,15m
|
||||
1755804600000.0,112700.0,112210.3,0.0043683509096196236,92816,-1,True,,15m
|
||||
1756061100000.0,112897.7,110532.2,0.021406542411287956,93058,-1,True,,15m
|
||||
1756169100000.0,110508.5,109529.5,0.008939635091218064,93252,-1,True,,15m
|
||||
1756823400000.0,111487.9,110486.9,0.0089699841569111,93740,1,True,,15m
|
||||
1756909800000.0,112207.1,111724.1,0.004300983349050177,93916,1,True,93918.0,15m
|
||||
1756968300000.0,111111.0,110237.2,0.007859334286143476,93962,1,True,93971.0,15m
|
||||
1757058300000.0,112949.0,112080.0,0.007758547571324622,94219,-1,True,,15m
|
||||
1757093400000.0,111256.2,110504.9,0.006752414754471153,94281,1,False,94287.0,15m
|
||||
1757344500000.0,112460.4,111847.0,0.005452439597831416,94399,1,True,,15m
|
||||
1757511900000.0,114287.9,113722.2,0.004947356177286214,94513,1,True,,15m
|
||||
1757637900000.0,115613.0,114993.0,0.0053600482750154315,94734,1,False,94752.0,15m
|
||||
1757706300000.0,116245.4,115701.4,0.004704685832495888,94833,-1,True,,15m
|
||||
1757860200000.0,115605.5,115275.5,0.0028516617410691138,95100,1,True,,15m
|
||||
1758311100000.0,115670.0,115355.0,0.0027348854169832043,95512,-1,True,,15m
|
||||
1758596400000.0,112466.6,111413.5,0.009479308625261766,95857,-1,True,,15m
|
||||
1759177800000.0,114377.2,113960.6,0.003641996786370498,96396,1,True,,15m
|
||||
1759509000000.0,122930.3,121636.4,0.010649558017415996,97024,-1,True,,15m
|
||||
1759776300000.0,125098.0,123261.6,0.014906739528185898,97132,-1,True,,15m
|
||||
1760130900000.0,113300.1,110987.0,0.02039125179947447,97646,1,True,,15m
|
||||
1760646600000.0,107505.0,107350.0,0.0014386165520723505,98153,1,True,98156.0,15m
|
||||
1760778000000.0,107248.0,106568.0,0.00633282143026772,98488,1,True,,15m
|
||||
1760894100000.0,109340.7,108556.4,0.007123498188925771,98223,1,False,,15m
|
||||
1760949000000.0,111552.3,110552.3,0.009051821679112922,98569,-1,False,98576.0,15m
|
||||
1761396300000.0,111686.0,111291.0,0.0035345838899930116,98816,1,True,,15m
|
||||
1761685200000.0,113233.0,112121.4,0.009810748577061998,99124,1,True,,15m
|
||||
1761761700000.0,110957.9,109670.6,0.01174391639039457,99559,-1,False,99562.0,15m
|
||||
1762291800000.0,101859.5,98909.7,0.028924825654824033,99903,1,True,,15m
|
||||
1762370100000.0,104062.9,103240.5,0.007973249283289763,100017,-1,True,,15m
|
||||
1762446600000.0,102298.0,100500.0,0.017566811037584965,100516,1,True,,15m
|
||||
1763064900000.0,99862.8,98657.0,0.012362095179316024,100626,-1,False,,15m
|
||||
1763123400000.0,96800.0,94500.0,0.024515577517723167,100950,-1,True,,15m
|
||||
1763409600000.0,92370.9,91250.0,0.0123628767374093,101240,-1,True,,15m
|
||||
1763913600000.0,87472.0,86546.2,0.010578878807962188,101824,1,False,101828.0,15m
|
||||
1764235800000.0,91800.0,90612.2,0.013161962615061936,102401,-1,True,,15m
|
||||
1764703800000.0,92273.2,91733.2,0.005830727502029957,102588,1,True,102593.0,15m
|
||||
1764875700000.0,92455.4,91750.6,0.007719402775830519,102661,-1,False,,15m
|
||||
1764952200000.0,89762.0,88856.7,0.010083548767597235,103214,1,False,103218.0,15m
|
||||
1765299600000.0,93278.9,91900.0,0.015066487472820382,103299,-1,True,,15m
|
||||
1765422000000.0,90494.7,89321.0,0.012969519364220581,103369,1,True,,15m
|
||||
1765557000000.0,90599.0,89843.0,0.00852512996312543,103838,-1,False,,15m
|
||||
1765823400000.0,86478.6,85226.0,0.01446503839713616,103799,1,True,103806.0,15m
|
||||
1765899900000.0,87900.0,87015.8,0.009965343326477102,103926,1,True,103929.0,15m
|
||||
1766157300000.0,88551.8,87698.5,0.009734888846804164,104535,-1,True,,15m
|
||||
1766545200000.0,87430.0,86817.9,0.0069980198382030125,104578,1,True,,15m
|
||||
1766613600000.0,87933.5,87617.1,0.0036187833613738818,105186,-1,True,,15m
|
||||
1767150000000.0,88780.0,88280.1,0.005671980484483964,105288,-1,True,,15m
|
||||
1767311100000.0,88881.4,88533.6,0.0039060832923406663,105344,1,False,105348.0,15m
|
||||
1767348900000.0,89900.0,89510.9,0.004327434779852525,105406,1,False,105412.0,15m
|
||||
1767393900000.0,90368.7,89914.5,0.005022330684317402,105493,1,False,105502.0,15m
|
||||
1767506400000.0,91408.9,90968.0,0.004815426840789409,105856,1,True,,15m
|
||||
1767576600000.0,93186.0,92496.9,0.007451501978849086,105765,-1,True,105767.0,15m
|
||||
1767779100000.0,91666.0,91549.9,0.0012730291075200365,106046,-1,True,,15m
|
||||
1768780800000.0,93312.8,92660.0,0.007055154055903049,107035,-1,True,,15m
|
||||
1768948200000.0,90088.0,88109.7,0.02247692714966935,107650,-1,False,107653.0,15m
|
||||
1769382000000.0,87922.0,87028.5,0.010149234065077775,107916,1,True,107923.0,15m
|
||||
1769736600000.0,83300.0,82108.4,0.014608562608650948,108153,-1,False,108162.0,15m
|
||||
1769883300000.0,79094.9,78245.7,0.010859321151763196,108434,-1,True,,15m
|
||||
1770144300000.0,76920.7,75377.3,0.020488109223896964,108534,-1,False,108542.0,15m
|
||||
1770399000000.0,71451.6,69674.5,0.02555250406200132,109128,-1,False,109131.0,15m
|
||||
1770705900000.0,69376.3,68633.3,0.010686834050583389,109472,1,False,109475.0,15m
|
||||
1770828300000.0,68021.0,66757.4,0.018489416433281034,109404,1,False,109408.0,15m
|
||||
1771000200000.0,69082.8,68689.1,0.005695075502785294,109594,1,True,,15m
|
||||
1771069500000.0,70230.6,69212.2,0.014851088093026502,109685,-1,False,,15m
|
||||
1771182000000.0,68869.8,68112.2,0.011125322885476518,110054,-1,True,,15m
|
||||
1771443000000.0,67042.3,66651.8,0.0059668970912713695,110308,-1,False,,15m
|
||||
1771628400000.0,68079.0,67745.3,0.004894691525891072,110163,1,False,110170.0,15m
|
||||
1771686900000.0,68632.5,68156.4,0.006927055673973066,110566,1,True,,15m
|
||||
1771772400000.0,67634.4,67288.9,0.005093879235991832,110561,1,False,,15m
|
||||
1771811100000.0,65980.0,65534.6,0.00683070165752637,110368,-1,True,,15m
|
||||
1771877700000.0,64719.1,63860.0,0.013598991987184537,110811,-1,True,,15m
|
||||
1772044200000.0,68850.0,67750.0,0.016239877758011056,110889,-1,True,,15m
|
||||
1772213400000.0,65994.7,65080.0,0.013784196773289325,110952,1,True,,15m
|
||||
1772342100000.0,67219.1,66100.0,0.01652818105824084,111120,1,True,,15m
|
||||
1772469900000.0,69500.0,68519.8,0.014477897647378515,111138,-1,True,111140.0,15m
|
||||
1772530200000.0,68000.0,66600.5,0.02049273346267892,111432,1,True,111436.0,15m
|
||||
1772732700000.0,71330.4,70612.8,0.010174119795439954,111402,-1,False,111407.0,15m
|
||||
1772818200000.0,68215.6,67712.3,0.007447293346117921,111672,-1,True,111674.0,15m
|
||||
1773110700000.0,70555.0,69719.4,0.011837152736952086,112030,1,True,,15m
|
||||
1773361800000.0,71979.2,71201.0,0.010797281116412743,112310,1,True,,15m
|
||||
1773615600000.0,73199.9,72841.9,0.004923114158491272,112560,-1,False,112563.0,15m
|
||||
1773846000000.0,71333.1,70821.2,0.007163217528683078,112621,1,True,,15m
|
||||
1773904500000.0,70535.0,69421.1,0.01575962852607355,113042,1,True,113045.0,15m
|
||||
1774179900000.0,68434.3,68030.0,0.00590589713250658,113355,1,True,,15m
|
||||
1774632600000.0,66148.0,65874.4,0.0041569996672577905,113664,-1,False,,15m
|
||||
1774710900000.0,67100.0,66375.5,0.010779822315199326,113677,1,False,113681.0,15m
|
||||
1774859400000.0,67920.0,67333.3,0.008718044732916036,114205,-1,True,,15m
|
||||
1775104200000.0,66898.5,66171.8,0.010850625101719899,114277,1,True,,15m
|
||||
1775466900000.0,69955.3,69283.0,0.00970632694281746,114514,-1,True,,15m
|
||||
1775603700000.0,71945.0,71367.0,0.008018311715336061,114764,1,False,114773.0,15m
|
||||
1775851200000.0,73066.2,72615.0,0.006157860689320057,115087,1,True,,15m
|
||||
1776121200000.0,74476.1,74112.2,0.004918491446366395,115672,-1,True,115679.0,15m
|
||||
1776537000000.0,75843.3,75395.9,0.0059422772974194625,115738,-1,True,,15m
|
||||
1776716100000.0,76232.3,75556.2,0.008862445306089354,115871,1,True,,15m
|
||||
1776872700000.0,78310.1,77410.7,0.011636271425022883,116592,-1,False,116595.0,15m
|
||||
1777386600000.0,76448.0,76150.0,0.0039236649664118484,116606,-1,False,116611.0,15m
|
||||
1777437000000.0,77432.1,76888.0,0.0070188972294642216,116784,1,False,116786.0,15m
|
||||
1777916700000.0,80363.2,79846.5,0.006473436609307329,117373,-1,True,,15m
|
||||
1777959000000.0,81278.2,80651.2,0.007776319803942483,117597,-1,True,,15m
|
||||
1778351400000.0,80809.4,80619.6,0.002356347239671904,117878,-1,True,,15m
|
||||
1778643900000.0,81268.0,80847.0,0.005165301930915007,118048,1,True,118055.0,15m
|
||||
1778688000000.0,79659.9,79188.0,0.0059697980591514035,118137,-1,True,,15m
|
||||
1779084000000.0,77193.5,76627.0,0.007320625296411019,118617,1,True,118619.0,15m
|
||||
1779272100000.0,77639.3,77286.1,0.0045762736020792385,118992,-1,False,118995.0,15m
|
||||
1779570000000.0,76983.1,76611.0,0.00485707460785102,119018,-1,True,,15m
|
||||
1779701400000.0,77699.0,77244.8,0.005880555584326767,119180,-1,True,119185.0,15m
|
||||
1779765300000.0,77045.9,76606.0,0.005708420276765524,119186,1,True,,15m
|
||||
1779940800000.0,73592.1,72667.9,0.012549716130907194,119676,1,True,,15m
|
||||
1780166700000.0,74108.8,73750.0,0.004878314072059863,119710,-1,True,,15m
|
||||
1780245000000.0,73704.0,73417.2,0.0038886817396020868,119722,1,True,,15m
|
||||
1780428600000.0,67493.8,66388.0,0.016683337934905153,119966,-1,False,119969.0,15m
|
||||
1780538400000.0,64463.7,62150.8,0.03733741861850411,120146,-1,False,120151.0,15m
|
||||
1780685100000.0,61475.0,59451.3,0.032875915634132946,120368,1,False,120370.0,15m
|
||||
1780821900000.0,62267.2,61509.1,0.012361038190243544,120538,-1,True,,15m
|
||||
1780870500000.0,64179.5,62381.2,0.028860582347267495,120640,-1,False,120645.0,15m
|
||||
1781277300000.0,63828.4,63360.0,0.007336196392044854,120898,1,True,,15m
|
||||
1781364600000.0,64323.0,64186.5,0.002121677010813558,121329,1,True,,15m
|
||||
1781733600000.0,64631.5,63881.2,0.011750978856695425,121398,-1,True,,15m
|
||||
1781915400000.0,63757.2,63360.0,0.0062194663660277635,121718,1,True,,15m
|
||||
1782202500000.0,63053.5,62402.8,0.010436330684287719,121964,-1,True,,15m
|
||||
1782323100000.0,61256.0,60648.0,0.009918806088972344,122062,1,True,,15m
|
||||
1783000800000.0,61847.2,61229.0,0.00997225448444956,122826,1,True,122832.0,15m
|
||||
1783112400000.0,62735.2,62404.0,0.005276632896428508,123283,1,True,,15m
|
||||
1783371600000.0,63424.2,62958.4,0.007401957434771968,123392,-1,True,,15m
|
||||
1783583100000.0,63286.5,62897.0,0.006202584861552573,123758,-1,True,123763.0,15m
|
||||
1783661400000.0,64185.0,63765.5,0.00657892673318257,123892,-1,True,,15m
|
||||
1783917000000.0,62965.0,62434.9,0.008503191303357461,123849,-1,True,,15m
|
||||
1784043000000.0,64950.0,64456.7,0.0076547673543492034,124298,-1,True,,15m
|
||||
1784313900000.0,64237.7,64000.0,0.0037260732642878072,124442,-1,True,,15m
|
||||
1784428200000.0,64928.0,64259.5,0.010279554680772542,124760,1,True,,15m
|
||||
1784570400000.0,65634.4,65145.1,0.00744466708964176,124535,1,False,124538.0,15m
|
||||
1784642400000.0,66467.4,66172.0,0.004466486233122067,124676,-1,False,124681.0,15m
|
||||
1784705400000.0,66077.3,65668.6,0.006228882077980622,124829,-1,False,124832.0,15m
|
||||
1784828700000.0,65193.5,64733.2,0.0071538362310799904,124852,-1,False,,15m
|
||||
1784864700000.0,65440.0,65230.1,0.0032194683505861682,125088,-1,True,125093.0,15m
|
||||
1784902500000.0,64305.8,63760.5,0.008553001000699594,125179,-1,True,,15m
|
||||
1785083400000.0,64909.0,64872.0,0.0005703627198594133,125155,-1,True,,15m
|
||||
1785132000000.0,65412.8,65066.3,0.005346949923846471,125478,-1,False,,15m
|
||||
1785200400000.0,63642.2,63021.0,0.009734464737637952,125278,1,False,125290.0,15m
|
||||
1785257100000.0,64047.9,63646.6,0.006313719320327296,125751,-1,True,,15m
|
||||
1785784500000.0,64058.8,63428.8,0.009827641880729866,125966,1,True,125973.0,15m
|
||||
1785895200000.0,64345.8,64080.0,0.004127931716741309,126010,1,False,126017.0,15m
|
||||
1569513600000.0,8128.78,7851.94,0.03388453017710923,599,1,True,,1h
|
||||
1569898800000.0,8386.0,8149.35,0.029151376514079213,1059,-1,False,,1h
|
||||
1571227200000.0,8108.54,7900.24,0.027581111374460947,1075,-1,False,,1h
|
||||
1574431200000.0,7324.92,7073.38,0.034308924903363784,2003,1,True,,1h
|
||||
1574877600000.0,7669.2,7416.0,0.03521435276937517,2091,-1,True,2106.0,1h
|
||||
1575266400000.0,7349.65,7231.35,0.016092523166159625,2212,1,True,,1h
|
||||
1575691200000.0,7559.39,7376.0,0.02519979553249499,2430,-1,False,2432.0,1h
|
||||
1576112400000.0,7136.19,7080.0,0.00787045337397184,2771,1,True,,1h
|
||||
1577556000000.0,7359.15,7283.6,0.010416810291339677,2805,-1,True,,1h
|
||||
1578441600000.0,8261.33,7956.28,0.036853582366337075,3055,1,False,3058.0,1h
|
||||
1579093200000.0,8921.2,8832.0,0.009984284825230323,3386,1,True,,1h
|
||||
1580414400000.0,9477.76,9220.0,0.02713186046291318,3598,1,False,3601.0,1h
|
||||
1582765200000.0,8809.05,8533.9,0.03275595238095234,4366,-1,False,,1h
|
||||
1584698400000.0,6408.91,5670.0,0.11470106565456646,4732,1,False,4735.0,1h
|
||||
1585036800000.0,6777.5,6522.34,0.039538357599310736,4901,-1,False,4906.0,1h
|
||||
1585846800000.0,7049.11,6720.05,0.04635966852541139,5056,1,False,5062.0,1h
|
||||
1586217600000.0,7390.0,7152.72,0.033330992147663226,5364,-1,True,,1h
|
||||
1586530800000.0,6908.0,6757.29,0.021752716744150472,5437,1,False,5442.0,1h
|
||||
1587247200000.0,7208.55,7055.0,0.021821401316247626,5461,-1,True,,1h
|
||||
1588226400000.0,9065.0,8656.0,0.045041026979465035,5776,1,False,5778.0,1h
|
||||
1588892400000.0,9804.9,9528.23,0.02917392051643545,5985,-1,True,5987.0,1h
|
||||
1589068800000.0,9164.0,8457.12,0.07709918252267277,6163,1,True,,1h
|
||||
1589763600000.0,9838.0,9450.0,0.041081284827770945,6311,-1,True,,1h
|
||||
1590084000000.0,9294.44,9076.9,0.02399832318418508,6292,-1,True,,1h
|
||||
1590706800000.0,9621.65,9371.76,0.02751180500737084,6647,-1,True,,1h
|
||||
1591606800000.0,9816.0,9622.23,0.020149973118810744,6927,-1,True,,1h
|
||||
1591894800000.0,9460.0,9361.0,0.010582248118444217,6956,-1,False,6964.0,1h
|
||||
1593054000000.0,9188.0,9005.0,0.019793305968817433,7342,1,False,,1h
|
||||
1594080000000.0,9380.0,9201.23,0.018816943985988124,7637,1,False,,1h
|
||||
1599174000000.0,10348.97,9901.16,0.0432061780174422,9161,1,False,9166.0,1h
|
||||
1600171200000.0,10923.42,10740.0,0.01710222547114571,9174,-1,False,9178.0,1h
|
||||
1600696800000.0,10531.94,10374.12,0.01491610517829478,9337,1,True,,1h
|
||||
1602298800000.0,11429.09,11303.77,0.011096176901322627,9703,-1,True,,1h
|
||||
1604134800000.0,13855.0,13605.9,0.017771848279355504,10134,1,True,,1h
|
||||
1604624400000.0,15869.0,14822.0,0.06596322691854077,10320,1,True,,1h
|
||||
1605229200000.0,16355.0,15955.6,0.024379658550490714,10433,1,True,,1h
|
||||
1605672000000.0,18200.0,17715.7,0.02744498677053029,10670,-1,False,,1h
|
||||
1606230000000.0,19385.81,18635.01,0.038377198587179466,10773,1,True,,1h
|
||||
1606816800000.0,19640.0,18510.0,0.05703714733502762,11153,1,False,11155.0,1h
|
||||
1609063200000.0,27538.82,25913.01,0.058765654147926796,11479,1,False,11482.0,1h
|
||||
1610038800000.0,40565.62,38655.0,0.049661953431164294,11867,-1,True,,1h
|
||||
1612530000000.0,38411.82,37403.27,0.026114220553112497,12443,1,False,12445.0,1h
|
||||
1612854000000.0,48266.36,46252.1,0.04148373991693206,12623,1,True,,1h
|
||||
1615402800000.0,57500.92,55074.3,0.04215233986463967,13442,1,True,,1h
|
||||
1616180400000.0,59550.0,58024.0,0.02635887697365546,13626,-1,True,,1h
|
||||
1618714800000.0,57060.0,53330.82,0.07006387736087806,14297,-1,True,,1h
|
||||
1627261200000.0,40894.0,39365.33,0.038940984158628164,16651,-1,True,,1h
|
||||
1627689600000.0,42494.0,41030.19,0.03443702159203906,16751,1,True,16754.0,1h
|
||||
1628402400000.0,45350.0,44670.05,0.014839732201705933,16909,1,False,,1h
|
||||
1628924400000.0,48074.23,45480.0,0.05337919614024857,17085,1,False,,1h
|
||||
1629565200000.0,49833.0,48801.01,0.020641641234398066,17389,1,True,17396.0,1h
|
||||
1630328400000.0,48188.0,47400.0,0.016899658918559084,17520,-1,False,17522.0,1h
|
||||
1631026800000.0,48150.0,47038.21,0.023025505771443203,17790,1,True,,1h
|
||||
1634360400000.0,61445.0,60220.0,0.0199275547979289,18851,1,False,18853.0,1h
|
||||
1635865200000.0,63277.12,61623.56,0.027132587475422063,19186,-1,False,19188.0,1h
|
||||
1637139600000.0,58980.0,58336.68,0.01103969671208137,19341,-1,False,19344.0,1h
|
||||
1637611200000.0,57888.0,55900.0,0.03389252013561782,19512,1,True,19516.0,1h
|
||||
1637928000000.0,55238.0,53958.93,0.02373731890613879,19610,-1,False,19613.0,1h
|
||||
1638594000000.0,50847.53,48533.33,0.04779865328502652,19844,-1,False,,1h
|
||||
1639422000000.0,47958.62,46435.25,0.03175370446336564,20217,1,True,,1h
|
||||
1640822400000.0,47911.68,46803.81,0.023942593274151363,20394,-1,False,20399.0,1h
|
||||
1644300000000.0,44325.52,43282.32,0.023427113650246065,21390,1,True,,1h
|
||||
1644645600000.0,42980.0,41711.0,0.03075245365321701,21433,-1,False,,1h
|
||||
1647493200000.0,41498.4,40430.0,0.025550089798378164,22209,1,False,,1h
|
||||
1648213200000.0,45142.0,44206.2,0.020703494018818606,22457,1,True,,1h
|
||||
1649710800000.0,40700.0,39224.0,0.03625947635027244,22948,1,True,,1h
|
||||
1650643200000.0,40000.0,39133.0,0.022234988177243887,23276,-1,False,23278.0,1h
|
||||
1652140800000.0,32197.6,30129.6,0.06909224549797868,23471,-1,False,23478.0,1h
|
||||
1652331600000.0,29959.8,27968.6,0.06635364841763612,24129,1,True,24132.0,1h
|
||||
1655172000000.0,22793.0,20823.0,0.09475253715549997,24378,-1,True,24380.0,1h
|
||||
1655582400000.0,20821.0,19763.0,0.05075362902838941,24554,1,True,,1h
|
||||
1656140400000.0,21627.6,20894.0,0.03513090283930095,24790,-1,True,,1h
|
||||
1656615600000.0,19375.3,18959.0,0.021439754444513074,24919,1,True,24921.0,1h
|
||||
1657242000000.0,22048.0,21175.2,0.04126557860695573,25016,-1,True,,1h
|
||||
1657911600000.0,21200.0,20742.0,0.02208548723092354,25246,-1,True,,1h
|
||||
1658156400000.0,22800.0,21682.3,0.048884709587123897,25277,1,True,,1h
|
||||
1659074400000.0,24500.0,23621.8,0.03742579405159155,25576,-1,False,,1h
|
||||
1659625200000.0,23341.8,22746.9,0.025432967521557433,25779,1,True,,1h
|
||||
1660950000000.0,21368.9,20760.0,0.028155142278490447,25987,1,True,,1h
|
||||
1661727600000.0,20440.0,20069.3,0.018757273693265228,26240,-1,False,,1h
|
||||
1662274800000.0,20023.2,19620.2,0.01995899244232693,26452,1,True,,1h
|
||||
1663178400000.0,20068.8,19600.0,0.024686287209786013,26618,-1,False,,1h
|
||||
1663693200000.0,19476.2,18690.1,0.0402302968270216,27003,1,True,27008.0,1h
|
||||
1664913600000.0,20443.9,19707.0,0.03753336185644732,27158,-1,True,,1h
|
||||
1665158400000.0,19550.0,19304.4,0.012746853509796213,27065,-1,True,,1h
|
||||
1668031200000.0,17460.0,16880.0,0.034448555833387774,28282,-1,True,,1h
|
||||
1668794400000.0,16800.0,16541.1,0.01538690122429582,28456,1,True,,1h
|
||||
1669896000000.0,17160.0,16851.2,0.018353313165292703,28775,-1,True,,1h
|
||||
1671231600000.0,16795.0,16663.3,0.007908437468099078,29109,-1,True,,1h
|
||||
1674320400000.0,23193.1,22310.5,0.037862603279194815,30146,1,False,,1h
|
||||
1676505600000.0,24934.1,23827.0,0.04661611079063377,30472,-1,False,30476.0,1h
|
||||
1677355200000.0,23515.0,23088.0,0.01778499729268191,30766,1,False,,1h
|
||||
1681236000000.0,30564.0,29925.0,0.021416075127189366,31820,-1,False,31824.0,1h
|
||||
1682114400000.0,27782.3,27279.7,0.01796584844487811,31948,1,False,,1h
|
||||
1683871200000.0,27200.0,26809.0,0.014374418681597436,32670,1,True,,1h
|
||||
1685548800000.0,27290.0,26826.0,0.017317956182585005,32827,-1,False,32830.0,1h
|
||||
1686171600000.0,26199.0,26111.0,0.003350644999162339,33057,1,False,33060.0,1h
|
||||
1687532400000.0,31053.2,30222.0,0.02751343067191428,33859,-1,False,33863.0,1h
|
||||
1689696000000.0,30178.5,29811.0,0.012355391489404621,33951,-1,False,33954.0,1h
|
||||
1690210800000.0,29379.5,29145.2,0.007969198012292199,34378,1,True,,1h
|
||||
1691769600000.0,29470.0,29220.0,0.008569744004607093,34490,-1,True,,1h
|
||||
1692306000000.0,26129.4,25797.4,0.012915775141023147,34893,-1,True,,1h
|
||||
1693587600000.0,26135.2,25531.2,0.023073866935607104,35462,1,True,,1h
|
||||
1694714400000.0,26880.0,26400.0,0.01785056842903841,35865,1,True,,1h
|
||||
1696251600000.0,27890.0,27533.1,0.012752577135404623,35972,1,False,35975.0,1h
|
||||
1697461200000.0,29100.0,28126.6,0.03330960756669455,36058,1,False,36061.0,1h
|
||||
1699538400000.0,37570.0,36588.0,0.026093426157198278,36904,1,False,36910.0,1h
|
||||
1700838000000.0,37886.5,37570.9,0.008261239447680088,37008,1,True,37011.0,1h
|
||||
1701198000000.0,38132.0,37570.9,0.014689212290663634,37069,1,False,37072.0,1h
|
||||
1701813600000.0,44528.1,43091.5,0.033750972049609154,37388,-1,True,,1h
|
||||
1702321200000.0,42125.0,40556.0,0.037182914344215674,37681,1,False,37685.0,1h
|
||||
1703084400000.0,44332.8,43317.2,0.022479072505854514,37831,1,False,,1h
|
||||
1703811600000.0,42951.0,42123.1,0.019203915474008987,38100,1,True,38103.0,1h
|
||||
1704394800000.0,44336.7,43391.3,0.021807780584293373,38508,-1,True,,1h
|
||||
1705680000000.0,41826.5,41544.0,0.006823704462340398,38422,-1,True,,1h
|
||||
1706292000000.0,42239.3,41600.0,0.015120767462322325,38488,1,True,,1h
|
||||
1706612400000.0,43748.6,42341.0,0.03190867174146628,38715,1,False,,1h
|
||||
1709600400000.0,67729.5,65702.8,0.029497121167135276,39589,1,True,,1h
|
||||
1709928000000.0,69447.0,67996.0,0.021503527853070588,39587,-1,True,,1h
|
||||
1710248400000.0,73370.0,70623.8,0.039284968371180104,39844,-1,True,,1h
|
||||
1710493200000.0,69044.4,65580.0,0.05348021198195088,40298,-1,False,40303.0,1h
|
||||
1713038400000.0,64483.3,61521.0,0.04591467431317089,40567,1,True,,1h
|
||||
1716249600000.0,69900.0,68736.8,0.016501163252567626,41542,1,False,,1h
|
||||
1717171200000.0,68545.9,67296.3,0.018621590971747093,41704,-1,True,41706.0,1h
|
||||
1718384400000.0,66482.6,65801.0,0.010375013509132261,41848,-1,True,,1h
|
||||
1718737200000.0,65711.9,64600.0,0.017324873713372112,41942,-1,False,,1h
|
||||
1719259200000.0,62379.7,60605.0,0.029335775364031685,42231,-1,False,42235.0,1h
|
||||
1719799200000.0,63800.0,62580.0,0.019496604075109867,42515,-1,True,,1h
|
||||
1721088000000.0,64988.8,63206.4,0.027377734086999284,42620,1,False,42622.0,1h
|
||||
1722837600000.0,57699.0,54613.0,0.053052769110429186,43281,1,False,43285.0,1h
|
||||
1725033600000.0,59436.0,57525.0,0.03324640439527556,43900,-1,True,,1h
|
||||
1725915600000.0,58033.2,56361.0,0.028771160705222017,43928,1,True,,1h
|
||||
1726765200000.0,63673.8,62669.2,0.0157474637272238,44370,1,True,,1h
|
||||
1727812800000.0,61452.6,60413.3,0.01721020192552892,44595,-1,True,,1h
|
||||
1728068400000.0,62344.0,61671.9,0.01068861323155214,44640,1,False,44651.0,1h
|
||||
1728673200000.0,63400.0,62458.0,0.014654271206690562,44698,1,False,,1h
|
||||
1729076400000.0,68400.0,68000.0,0.005882993149254477,45030,-1,True,,1h
|
||||
1731394800000.0,90070.1,86714.0,0.037138557216683146,45549,1,False,45555.0,1h
|
||||
1731913200000.0,92414.9,91500.0,0.009899372430209849,45738,1,True,,1h
|
||||
1732258800000.0,99537.6,97199.9,0.024079792833642817,45862,-1,True,,1h
|
||||
1732964400000.0,97128.4,96150.0,0.01005042676306195,46062,1,True,46064.0,1h
|
||||
1733511600000.0,100497.5,98876.9,0.016045544554455504,46149,1,True,,1h
|
||||
1734573600000.0,99485.0,98744.0,0.0075248441717492365,46444,-1,True,,1h
|
||||
1734919200000.0,96499.0,93655.3,0.029466928069899083,46755,1,True,,1h
|
||||
1735930800000.0,98760.9,97438.2,0.013308836032765444,46945,1,True,46961.0,1h
|
||||
1740495600000.0,87066.0,86020.4,0.012175128085701046,48178,-1,True,,1h
|
||||
1741561200000.0,83741.8,79933.4,0.0453941353790335,48687,1,True,,1h
|
||||
1742824800000.0,88500.0,86260.0,0.02597233945847672,48793,-1,True,,1h
|
||||
1743267600000.0,83490.0,81601.0,0.0225654625382263,48800,1,True,,1h
|
||||
1743541200000.0,85435.2,83846.0,0.019255001550868452,48833,-1,True,,1h
|
||||
1743634800000.0,83774.1,82137.3,0.019385578541320524,48840,1,True,,1h
|
||||
1745409600000.0,94904.3,92700.0,0.023208385889031874,49478,1,False,49481.0,1h
|
||||
1746774000000.0,104373.0,102700.0,0.015954773509926197,50185,1,True,,1h
|
||||
1747933200000.0,109440.2,106721.9,0.024726249320057733,50428,1,True,,1h
|
||||
1748660400000.0,104859.3,103727.1,0.010916464268875515,50504,-1,True,,1h
|
||||
1749326400000.0,105878.3,105253.2,0.00602600697748182,50503,-1,True,,1h
|
||||
1749502800000.0,110265.5,108282.0,0.018426205994485606,50597,-1,False,,1h
|
||||
1749776400000.0,106099.4,104225.4,0.017652583221002993,50783,1,True,,1h
|
||||
1750906800000.0,108249.9,107233.1,0.009354590308872493,50974,1,False,,1h
|
||||
1752224400000.0,118882.8,116862.4,0.017291579298717157,51848,-1,True,,1h
|
||||
1754175600000.0,115674.2,112582.4,0.026630628582059883,52102,1,True,52104.0,1h
|
||||
1754604000000.0,116941.5,116304.0,0.005438004614839995,52035,1,False,52037.0,1h
|
||||
1754884800000.0,122450.0,118050.0,0.03735953028881464,52079,-1,False,52087.0,1h
|
||||
1755644400000.0,114569.0,112666.6,0.016599349602859814,52249,1,True,,1h
|
||||
1756170000000.0,112330.0,110306.9,0.017981944282726595,52350,1,True,,1h
|
||||
1756918800000.0,112541.2,109850.0,0.023734433978904266,52651,1,False,,1h
|
||||
1757703600000.0,116118.6,115100.5,0.008748637993201188,53152,1,False,53156.0,1h
|
||||
1758596400000.0,113236.0,111405.1,0.016447755535811927,53010,-1,True,,1h
|
||||
1762290000000.0,104070.7,99200.0,0.049228327993450616,54199,-1,True,,1h
|
||||
1763438400000.0,93150.0,89012.0,0.0466446406570379,54460,-1,False,54462.0,1h
|
||||
1763708400000.0,85599.9,83456.0,0.024945545430004868,54620,1,True,,1h
|
||||
1763935200000.0,88100.0,86061.1,0.02377235252898229,54611,-1,True,,1h
|
||||
1764234000000.0,91931.9,90092.7,0.02000593912720933,54653,1,True,,1h
|
||||
1767373200000.0,90945.1,89261.2,0.01847676167841293,55814,1,True,,1h
|
||||
1768946400000.0,90088.0,88109.7,0.022473505619228437,56031,-1,False,56038.0,1h
|
||||
1770336000000.0,71524.9,67250.0,0.06408588158750804,56623,-1,False,,1h
|
||||
1773154800000.0,71286.0,69329.7,0.02844406059575066,57653,-1,False,57665.0,1h
|
||||
1776175200000.0,75500.0,74508.2,0.013133205770771438,58202,1,True,58205.0,1h
|
||||
1776870000000.0,78459.1,77206.8,0.01591408453031025,58244,1,True,,1h
|
||||
1778925600000.0,78180.0,77601.8,0.007452260166625386,58822,-1,True,,1h
|
||||
1779519600000.0,77600.0,76056.0,0.020339983348614667,58848,-1,True,,1h
|
||||
1780686000000.0,62942.4,61150.2,0.028419154783066555,59403,1,True,,1h
|
||||
1781377200000.0,64738.0,63650.0,0.017102319973717757,59814,-1,True,,1h
|
||||
1782201600000.0,61931.1,61870.0,0.0009907604694680142,59733,-1,True,59738.0,1h
|
||||
1783191600000.0,63450.0,62410.1,0.016318146582431848,59912,1,False,,1h
|
||||
1783677600000.0,64438.9,63619.9,0.012701100762066046,60295,1,True,,1h
|
||||
1784642400000.0,65780.0,64636.0,0.017707059606544184,60557,-1,True,,1h
|
||||
1569513600000.0,8499.0,7760.0,0.08674818726808946,418,1,True,420.0,4h
|
||||
1578441600000.0,8468.42,8247.0,0.027545077042120017,1093,-1,False,,4h
|
||||
1588219200000.0,9479.77,8526.0,0.10020434428597698,1909,1,False,1914.0,4h
|
||||
1596326400000.0,11920.0,11127.0,0.07155108865026495,2261,-1,False,2264.0,4h
|
||||
1606305600000.0,19554.19,18510.0,0.052873485227486715,2788,1,False,,4h
|
||||
1613923200000.0,52681.51,46320.0,0.11807420650137483,3284,1,False,,4h
|
||||
1621425600000.0,38199.0,34739.06,0.09039322781003722,4118,1,True,,4h
|
||||
1628884800000.0,48300.0,46280.0,0.04141519408656637,4536,1,True,,4h
|
||||
1637280000000.0,59449.62,55604.0,0.0713680317197851,4902,-1,False,,4h
|
||||
1638590400000.0,50768.0,46724.35,0.0877945655149834,5094,-1,False,5101.0,4h
|
||||
1641816000000.0,43800.0,41666.0,0.051330047151964125,5177,-1,True,,4h
|
||||
1643025600000.0,38886.58,35513.13,0.0867208567587231,5378,1,True,,4h
|
||||
1644508800000.0,44777.0,41526.0,0.0784486898272488,5444,-1,True,,4h
|
||||
1645488000000.0,39250.0,36310.1,0.0722859868602227,5718,1,False,,4h
|
||||
1652328000000.0,30784.4,28629.6,0.07589381628117493,6041,-1,False,6044.0,4h
|
||||
1655568000000.0,21740.0,19745.7,0.1020232766338406,6511,-1,True,,4h
|
||||
1661716800000.0,20290.0,19508.0,0.04040571053596986,6644,-1,False,6646.0,4h
|
||||
1679486400000.0,28881.0,27166.0,0.05925910568852861,7954,1,True,,4h
|
||||
1681444800000.0,30450.0,29078.1,0.04922161747136009,7956,-1,True,,4h
|
||||
1687492800000.0,31395.2,29804.6,0.05344937665916201,8581,-1,True,,4h
|
||||
1690200000000.0,29670.5,28830.0,0.029271027777003873,8629,-1,False,8631.0,4h
|
||||
1710388800000.0,69044.4,64559.8,0.07131793301082334,10635,-1,True,,4h
|
||||
1719259200000.0,62465.1,60038.0,0.04108853902149989,10751,-1,False,,4h
|
||||
1721174400000.0,66100.0,63800.0,0.03616170255584625,10881,-1,True,,4h
|
||||
1722830400000.0,60250.0,55969.0,0.07061722855832643,11107,1,False,11114.0,4h
|
||||
1726804800000.0,64126.7,62714.2,0.0225328700734771,11168,-1,True,,4h
|
||||
1731513600000.0,93421.1,90866.4,0.02634762528967755,11579,1,True,,4h
|
||||
1732881600000.0,98713.3,94039.7,0.04995409259934229,11721,-1,True,,4h
|
||||
1747022400000.0,104949.2,102591.0,0.022442974174686294,12558,1,True,,4h
|
||||
1747929600000.0,110400.0,106497.0,0.03514522279802077,13074,1,True,13079.0,4h
|
||||
1752465600000.0,120951.5,115678.1,0.04560738934149754,13184,-1,True,,4h
|
||||
1755849600000.0,113429.0,111625.9,0.015884678170306425,13455,1,True,,4h
|
||||
1762286400000.0,104497.6,101300.0,0.03045916408760159,13540,1,True,,4h
|
||||
1763697600000.0,93080.0,83786.0,0.11128619735039706,14019,-1,False,,4h
|
||||
1770321600000.0,70938.5,65081.0,0.09135542915606767,14761,-1,False,,4h
|
||||
1776441600000.0,78300.0,74868.0,0.043787965199285,14564,1,True,,4h
|
||||
1780675200000.0,64179.5,60691.9,0.05384857673993463,15100,1,True,,4h
|
||||
|
File diff suppressed because it is too large
Load Diff
@@ -1,676 +0,0 @@
|
||||
bsp_type,direction,side,fx_time,entry_time,entry_idx,entry_price,lag_bars,ret_3,mfe_3,mae_3,ret_5,mfe_5,mae_5,ret_10,mfe_10,mae_10,ret_20,mfe_20,mae_20,ret_40,mfe_40,mae_40,h1_dir,h1_age_bars,h1_div,h1_dist,h1_agree,h2_dir,h2_age_bars,h2_div,h2_dist,h2_agree
|
||||
B3,1,LONG,2023-01-02 22:45:00,2023-01-03 00:30:00,162,16727.2,7,-0.0009505476110766569,9.565258979378167e-05,-0.0014706585680808611,-0.0010222870534221018,9.565258979378167e-05,-0.0014706585680808611,-0.0005858721124874021,9.565258979378167e-05,-0.0014706585680808611,-1.1956573724277081e-05,0.0002929360562435923,-0.0014706585680808611,-0.002995121717920643,0.004292409966999813,-0.00524295757807647,1.0,2.0,0.0,0.003732373237323776,1.0,1.0,130.0,1.0,0.01612217375985624,1.0
|
||||
B3,1,LONG,2023-01-04 23:15:00,2023-01-05 01:45:00,359,16885.4,10,0.0026354128418633847,0.0037843343953947086,-0.0012673670745141632,-0.0009771755481066482,0.00587489784073798,-0.0016523150177076913,-0.0032690963791204663,0.00587489784073798,-0.006378291304914348,-0.003950158124770555,0.00587489784073798,-0.007071197602662741,-0.003932391296623204,0.00587489784073798,-0.007071197602662741,1.0,7.0,0.0,0.007524180604201977,1.0,1.0,7.0,0.0,0.007524180604201977,1.0
|
||||
B3,1,LONG,2023-01-09 15:00:00,2023-01-09 18:30:00,810,17259.9,14,9.849419753284141e-05,0.0006199340668252474,-0.0009443855410519706,-0.0016048760421555586,0.0006199340668252474,-0.0017149577923395952,-0.0006083465141744738,0.0006199340668252474,-0.002137903464098949,0.0009559730937027444,0.002717281096645856,-0.004519145533867519,-0.002387035846094168,0.00741023992027751,-0.004519145533867519,1.0,10.0,0.0,0.0051363580775345904,1.0,1.0,58.0,0.0,0.020679826376979616,1.0
|
||||
B3,1,LONG,2023-01-11 00:45:00,2023-01-11 03:00:00,940,17443.4,9,-0.0011064356719448565,0.0002465115745783088,-0.0030383984773610646,0.0003497024662622278,0.0024077874726257495,-0.0030383984773610646,0.0005503514223143736,0.0024077874726257495,-0.0030383984773610646,-0.000917252370524095,0.0024077874726257495,-0.0030383984773610646,-0.002006489560521458,0.0032447802607289025,-0.004781177981356928,1.0,20.0,0.0,0.013891795122178046,1.0,1.0,44.0,0.0,0.018991371806780007,1.0
|
||||
B3,1,LONG,2023-01-12 16:15:00,2023-01-12 17:30:00,1094,18157.3,5,0.000743502613274,0.0029850253066260254,-0.001106992779763431,0.0012336635953584208,0.0029850253066260254,-0.001106992779763431,0.003139233256045778,0.0034531565816503956,-0.001106992779763431,-0.009935397884046517,0.012121846309748817,-0.013768566912481482,0.041537012661574176,0.04641108534859262,-0.013768566912481482,1.0,2.0,0.0,0.0052762706234082205,1.0,1.0,70.0,0.0,0.049166782230850886,1.0
|
||||
B3,1,LONG,2023-01-13 08:45:00,2023-01-13 11:00:00,1164,18837.2,9,0.0018261737413202501,0.002160618350922681,-0.0009449387382413136,0.0012156796126811743,0.002160618350922681,-0.0009449387382413136,-0.0016244452466397438,0.002160618350922681,-0.0029781496188394335,-0.0011679018113095363,0.002160618350922681,-0.0035408659461066785,0.00018049391629317612,0.011296795702121295,-0.0035408659461066785,1.0,4.0,0.0,0.006744695633584562,1.0,1.0,44.0,0.0,0.051928543108118,1.0
|
||||
B3,1,LONG,2023-01-14 18:30:00,2023-01-14 19:45:00,1295,20733.4,5,0.010446911746264411,0.012279703280696776,-0.007109301899350876,0.006352069607493083,0.012279703280696776,-0.007109301899350876,0.009631801827003631,0.013331146845186886,-0.007109301899350876,0.004292590699065276,0.024434005035353513,-0.009135018858460332,0.00872022919540448,0.024434005035353513,-0.009135018858460332,1.0,3.0,0.0,0.02350263855499016,1.0,-1.0,15.0,0.0,-0.03762532491644999,0.0
|
||||
B3,1,LONG,2023-01-21 11:00:00,2023-01-21 12:30:00,1938,22622.0,6,-0.00028291044116353353,0.00019892140394306426,-0.0025196711166121473,-0.0022721244805941764,0.00019892140394306426,-0.002718592520555212,7.956856157719354e-05,0.00019892140394306426,-0.0030191848642913658,0.009256475996817322,0.019295376182477234,-0.0030191848642913658,0.015975598974449716,0.03129696755370878,-0.0030191848642913658,-1.0,10.0,0.0,-0.00834633795655001,0.0,1.0,66.0,0.0,0.08465506990659934,1.0
|
||||
B3,1,LONG,2023-01-25 00:15:00,2023-01-25 03:45:00,2287,23015.0,14,-0.005035846187269236,0.0009254833804040527,-0.005739734955463764,-0.0010427981751031936,0.0025461655442102346,-0.006300238974581794,-0.014142950249837062,0.0025461655442102346,-0.01585487725396487,-0.015950467086682536,0.0025461655442102346,-0.02454920703888768,-0.015194438409732815,0.0025461655442102346,-0.030610471431674995,1.0,7.0,0.0,0.014864692057024615,1.0,1.0,15.0,0.0,0.014864692057024615,1.0
|
||||
S3,-1,SHORT,2023-01-25 15:30:00,2023-01-25 18:30:00,2346,22533.8,12,-0.0037632356726339665,-0.0,-0.004016189013836991,-0.0027558600857379664,-0.0,-0.004016189013836991,-0.006235077971757982,-0.0,-0.00946578029449091,-0.00033283334368814846,0.009168449174129466,-0.00946578029449091,-0.015390213812139954,0.009168449174129466,-0.018115009452466992,-1.0,10.0,0.0,-0.010229853250580956,1.0,1.0,26.0,0.0,0.010008740279240683,0.0
|
||||
B3,1,LONG,2023-01-26 08:15:00,2023-01-26 12:45:00,2419,23172.2,18,-0.0018211477546370533,0.0005912256928561262,-0.0020369235549494965,-0.0010011997134497686,0.0005912256928561262,-0.0024253199955118947,-0.006430118849310812,0.0005912256928561262,-0.012363953357903005,-0.008976273292997643,0.0005912256928561262,-0.012363953357903005,-0.006197080984973467,0.0030079146563554916,-0.014172154564521342,1.0,43.0,0.0,0.029504933779395073,1.0,-1.0,3.0,0.0,-0.027905727973688434,0.0
|
||||
B3,1,LONG,2023-01-29 23:15:00,2023-01-30 03:45:00,2767,23896.6,18,-0.004506917302042847,0.0005649339236544111,-0.007879782061046312,-0.007231154222776432,0.0005649339236544111,-0.01241180753747389,-0.004879355222081742,0.0005649339236544111,-0.01241180753747389,-0.006021777156582854,0.0005649339236544111,-0.01241180753747389,-0.0068168693454298025,0.0005649339236544111,-0.013750910171321382,1.0,7.0,0.0,0.020476489403043075,1.0,1.0,63.0,0.0,0.04192264258712629,1.0
|
||||
S3,-1,SHORT,2023-01-30 23:00:00,2023-01-31 02:00:00,2856,23130.1,12,-0.00029398921751323646,0.0021660087937362374,-0.002330296885876043,0.015140444701925071,0.022918188853485223,-0.002330296885876043,0.017946312380837028,0.025079874276375744,-0.002330296885876043,0.016969230569690578,0.027924652292899636,-0.002330296885876043,0.014600023346202442,0.027924652292899636,-0.002330296885876043,-1.0,4.0,0.0,-0.007112870131096624,1.0,-1.0,56.0,0.0,-0.03474566722447813,1.0
|
||||
B3,1,LONG,2023-02-02 14:15:00,2023-02-02 19:30:00,3118,23842.1,21,-0.0010737309213533434,-4.194261411475701e-06,-0.0019754971248337415,-0.0014512144483916495,-4.194261411475701e-06,-0.0032924952080563377,-0.0011785874566417618,-4.194261411475701e-06,-0.005288963639947763,-1.258278423457969e-05,0.004525608063048199,-0.013509716006559765,-0.005528036540405387,0.012872188272006303,-0.013509716006559765,1.0,2.0,0.0,0.003860987604419171,1.0,1.0,78.0,0.0,0.040626241199757294,1.0
|
||||
S3,-1,SHORT,2023-02-04 01:30:00,2023-02-04 04:00:00,3248,23323.7,10,-0.0005530854881514432,0.00046733580006608964,-0.003425700039016014,-0.0018993555910940061,0.00046733580006608964,-0.003425700039016014,-0.003880173385869309,0.0010161338038133197,-0.004836282408022709,-0.004326071763913865,0.0010161338038133197,-0.006075365400858386,0.0013719950093681534,0.0031598760059510594,-0.006075365400858386,-1.0,12.0,0.0,-0.016703274465743982,1.0,1.0,16.0,0.0,0.004379467746102865,0.0
|
||||
S3,-1,SHORT,2023-02-06 08:45:00,2023-02-06 11:00:00,3468,22905.8,9,0.0006068332038172785,0.0011263522775890504,-0.000689781627360724,4.365706502219735e-06,0.0011263522775890504,-0.0007945585834155859,0.007932488714648724,0.013350330483982192,-0.0007945585834155859,0.00053261619327859,0.013350330483982192,-0.001274786298666745,0.0009910153760183328,0.013350330483982192,-0.001274786298666745,-1.0,4.0,0.0,-0.00814930284922494,1.0,1.0,12.0,0.0,0.007246822918956918,0.0
|
||||
S3,-1,SHORT,2023-02-10 10:45:00,2023-02-10 12:30:00,3858,21793.6,7,0.001784927685191883,0.0023309595477571067,-0.0009819396520079958,0.00013306658835611452,0.009076059026503162,-0.002009764334483652,-0.0021244769106528024,0.009076059026503162,-0.003881873577564156,-0.003033000513912442,0.009076059026503162,-0.005698920784083434,-0.0007983995301373548,0.009076059026503162,-0.005698920784083434,-1.0,6.0,0.0,-0.006391961265261867,1.0,-1.0,50.0,0.0,-0.045814360770577996,1.0
|
||||
S3,-1,SHORT,2023-02-13 20:30:00,2023-02-14 00:30:00,4194,21511.6,16,0.0019198943825656518,0.003314490786366392,-0.003040220160285681,0.0027241116420907113,0.008070064523326882,-0.003040220160285681,-0.004327897506461732,0.008070064523326882,-0.00727049591848126,-0.0034493017720671976,0.008070064523326882,-0.00727049591848126,-0.009655255768980492,0.008070064523326882,-0.015266181966938836,-1.0,6.0,0.0,-0.008133530062707554,1.0,-1.0,18.0,0.0,-0.01719663742690065,1.0
|
||||
B3,1,LONG,2023-02-15 00:45:00,2023-02-15 03:45:00,4303,22196.7,12,0.00031986736767170546,0.0011398090707176866,-0.0017885541544464144,-0.0011262935481400388,0.0024643302833304375,-0.003887965328179381,-0.0003378880644420116,0.003527551392774569,-0.003887965328179381,-0.002685083818765951,0.003527551392774569,-0.004419575882901611,-0.003189663328332557,0.003527551392774569,-0.007127185572630198,1.0,23.0,0.0,0.03311581926163126,1.0,-1.0,127.0,0.0,0.014103618421052665,0.0
|
||||
B3,1,LONG,2023-02-16 22:45:00,2023-02-17 00:00:00,4480,24761.4,5,0.005815503162179844,0.012220633728302864,-0.004288933582107664,0.003610458213186565,0.012220633728302864,-0.004288933582107664,0.010617331814840753,0.012220633728302864,-0.004288933582107664,-0.008379978514946651,0.012220633728302864,-0.012919301816537087,-0.039351571397417004,0.012220633728302864,-0.05700000807708778,1.0,4.0,0.0,0.018484698914116547,1.0,1.0,128.0,0.0,0.12355196587789556,1.0
|
||||
S3,-1,SHORT,2023-02-17 11:30:00,2023-02-17 14:00:00,4536,23745.1,10,0.0030322045390417393,0.005605367002034043,-0.0004590420760494357,-0.000939141128064439,0.005605367002034043,-0.0019793557407633577,0.003554417542987725,0.009479850579698487,-0.0019793557407633577,-3.3691161545030784e-05,0.009479850579698487,-0.005260032596198856,-0.021928734770542167,0.009479850579698487,-0.02463245048452108,-1.0,8.0,0.0,-0.007506886188750629,1.0,-1.0,40.0,0.0,-0.0610873863187031,1.0
|
||||
B3,1,LONG,2023-02-18 06:15:00,2023-02-18 07:30:00,4606,24640.7,5,0.003502335566765525,0.0064324471301545815,-0.004898399801953708,-0.00010551648289221421,0.0064324471301545815,-0.004898399801953708,-0.0004626491942193791,0.0064324471301545815,-0.004898399801953708,0.00028814116482074554,0.0064324471301545815,-0.005604548572077992,-0.0034171107151988673,0.0064324471301545815,-0.008526543482936855,-1.0,10.0,0.0,-0.016072227191413237,0.0,1.0,46.0,0.0,0.05527623126338333,1.0
|
||||
B3,1,LONG,2023-02-21 13:00:00,2023-02-21 14:15:00,4921,24945.6,5,0.0031749086011160577,0.004185106792380278,-0.0007656660894104991,0.0017037072670130205,0.004185106792380278,-0.0007656660894104991,-0.010474793149894142,0.01611506638445257,-0.013092489256622352,-0.008486466551215328,0.01611506638445257,-0.016860688858957033,-0.02300205246616635,0.01611506638445257,-0.02567987941761267,1.0,5.0,0.0,0.003725908341045288,1.0,-1.0,41.0,0.0,-0.007732696897374759,0.0
|
||||
S3,-1,SHORT,2023-02-22 02:15:00,2023-02-22 05:45:00,4983,24195.2,14,-0.006298770003967639,0.0018598730326676366,-0.006803002248379784,-0.007947857426266337,0.0018598730326676366,-0.009282832958603299,-0.009080313450601802,0.0018598730326676366,-0.011295628885068082,0.0012523145086628452,0.014205296918397068,-0.011295628885068082,0.0056044174051052345,0.014205296918397068,-0.011295628885068082,-1.0,11.0,0.0,-0.022218630026267904,1.0,-1.0,39.0,0.0,-0.04546387034669941,1.0
|
||||
S3,-1,SHORT,2023-02-23 21:15:00,2023-02-24 01:00:00,5156,23838.0,15,0.00043208322845873277,0.004106888161758598,-0.005705176608775904,0.0007383169729003501,0.005306653242721704,-0.005705176608775904,-0.005721956539978247,0.005306653242721704,-0.008784293984394726,0.0026596190955617692,0.005306653242721704,-0.009379981542075616,-0.004966859635875554,0.005306653242721704,-0.012610118298514914,-1.0,8.0,0.0,-0.015568862275449102,1.0,-1.0,36.0,0.0,-0.030502684236212788,1.0
|
||||
S3,-1,SHORT,2023-02-25 10:00:00,2023-02-25 11:00:00,5292,23085.7,4,0.0009009906565535926,0.0013211641838887277,-0.00144245138765553,0.0006540845631712351,0.001745669397072615,-0.00144245138765553,0.0015983920782129827,0.0032747545017046127,-0.0014467830735042826,-0.002178837981954165,0.0032747545017046127,-0.002317451929116293,0.004175745158258205,0.01040037772300611,-0.0026813135404167004,-1.0,0.0,0.0,-0.0053768768445315385,1.0,-1.0,92.0,0.0,-0.04361893398954363,1.0
|
||||
B3,1,LONG,2023-02-27 06:30:00,2023-02-27 10:00:00,5480,23555.6,14,-0.0003268861756863374,0.0009382057769703249,-0.0017235816536194598,0.0011589600774339398,0.003285842856900332,-0.0017235816536194598,-0.0034259369321943444,0.003285842856900332,-0.004466029309378538,-0.005790555112160073,0.003285842856900332,-0.009534887670023202,-0.007072628164852458,0.003285842856900332,-0.010001867921003861,-1.0,4.0,0.0,-0.003047283685181737,0.0,1.0,120.0,0.0,0.03107819448821655,1.0
|
||||
S3,-1,SHORT,2023-03-03 17:00:00,2023-03-03 19:15:00,5901,22333.9,9,-0.0007298322281374624,0.0006178947698343285,-0.0011328070780293308,0.0005149123081951652,0.0009626621414083522,-0.0011328070780293308,-0.0025745615409758257,0.00957289143409807,-0.003837216070636883,4.0297484989251996e-05,0.00957289143409807,-0.007222204809728675,0.0026730665042827596,0.00957289143409807,-0.007222204809728675,-1.0,5.0,0.0,-0.006233870250066679,1.0,-1.0,29.0,0.0,-0.05204159592529705,1.0
|
||||
S3,-1,SHORT,2023-03-09 00:45:00,2023-03-09 02:30:00,6410,21965.1,7,-0.0020487045358318426,1.3658030238845824e-05,-0.0034008495294808915,-0.0013020655494398925,1.3658030238845824e-05,-0.0040564349809471476,-0.0049077855325039684,8.650085817946731e-05,-0.007388994359233644,0.01253351908254455,0.01933066546475994,-0.007388994359233644,0.010899108130625303,0.01933066546475994,-0.007388994359233644,-1.0,6.0,0.0,-0.010990940691245168,1.0,1.0,10.0,0.0,0.007573394495412777,0.0
|
||||
S3,-1,SHORT,2023-03-10 21:45:00,2023-03-10 23:15:00,6589,19849.9,6,-0.005214132061118696,0.0003879112741122488,-0.008926997113335436,-0.011768321250988596,0.0003879112741122488,-0.02257442102982879,-0.00361210887712266,0.001727968402863637,-0.02257442102982879,-0.007657469307150161,0.001727968402863637,-0.02257442102982879,-0.024473674930352254,0.001727968402863637,-0.024866624013219134,-1.0,1.0,0.0,-0.02183511555708858,1.0,1.0,13.0,0.0,0.01681726907630537,0.0
|
||||
B3,1,LONG,2023-03-12 15:45:00,2023-03-12 17:30:00,6758,20390.0,7,0.0002697400686611084,0.0009122118685629498,-0.001785188818048134,0.0012260912211868563,0.0024521824423737125,-0.001785188818048134,-0.0022805296714075527,0.0048307994114762135,-0.004070622854340363,-0.0007160372731730527,0.0048307994114762135,-0.004070622854340363,0.022805296714075527,0.047081902893575285,-0.005885237861696911,1.0,6.0,0.0,0.006307311150812808,1.0,1.0,6.0,0.0,0.006307311150812808,1.0
|
||||
B3,1,LONG,2023-03-13 11:15:00,2023-03-13 14:00:00,6840,22310.1,11,0.002810386327268848,0.0031286278412020973,-0.0031420746657342884,0.002129080550961224,0.005347353889045899,-0.0031420746657342884,-0.0013939874765240203,0.010394395363534967,-0.0031420746657342884,-0.010062707025069364,0.010394395363534967,-0.02268479298613626,0.07904939915105724,0.09892828808476889,-0.02268479298613626,-1.0,12.0,0.0,-0.012740065492521527,0.0,1.0,56.0,0.0,0.10064627528367037,1.0
|
||||
B3,1,LONG,2023-03-14 17:30:00,2023-03-14 19:15:00,6957,24633.2,7,0.0027361447152622403,0.011180033450789903,-0.003422210675023922,0.03610574346816483,0.04127762531867558,-0.009263920237727973,0.047135573128947866,0.07537388565026065,-0.009263920237727973,0.04606384878943867,0.07537388565026065,-0.009263920237727973,-0.009852556712079661,0.07537388565026065,-0.027694331227773927,1.0,5.0,0.0,0.021204973115493516,1.0,-1.0,13.0,0.0,-0.008724346076458724,0.0
|
||||
B3,1,LONG,2023-03-17 22:45:00,2023-03-18 03:30:00,7278,26807.4,19,-0.0024135126867954643,0.002335176108089503,-0.005181405134403241,-0.001678640972268851,0.002335176108089503,-0.008810999947775641,0.013787237852234775,0.019606526556100127,-0.008810999947775641,0.0225161709080328,0.03566179487753381,-0.008810999947775641,0.024067981229063506,0.03566179487753381,-0.008810999947775641,1.0,2.0,0.0,0.021234285714285768,1.0,1.0,158.0,0.0,0.1113948715822641,1.0
|
||||
B3,1,LONG,2023-03-21 11:30:00,2023-03-21 12:30:00,7602,27880.3,4,-0.0005129069629810036,0.0013306886941676446,-0.002313461476382966,-0.00333210187838717,0.0013306886941676446,-0.005857182311524599,-0.01883408715114251,0.0013306886941676446,-0.021244391200955486,0.0024999730992851846,0.007004946144768861,-0.021244391200955486,0.0014095974577030834,0.01334992808542235,-0.021244391200955486,1.0,2.0,0.0,0.01137237546614043,1.0,-1.0,2.0,0.0,-0.010663288480099927,0.0
|
||||
B3,1,LONG,2023-03-22 17:15:00,2023-03-22 19:15:00,7725,28163.1,8,0.0003195670931111987,0.0008237729511311159,-0.0025813919632425796,0.0010155132069978867,0.0027660307281514272,-0.0025813919632425796,0.0037850946806282757,0.008056641491881273,-0.0025813919632425796,0.01550610550685119,0.021126935600129248,-0.0025813919632425796,-0.031701055636630886,0.02549080179383667,-0.05585677713035847,1.0,5.0,0.0,0.007188301307841686,1.0,-1.0,13.0,0.0,-0.004355465366626272,0.0
|
||||
S3,-1,SHORT,2023-03-23 08:30:00,2023-03-23 09:45:00,7783,27137.9,5,-0.0047203357665846855,0.0002726813791782509,-0.006360108925156277,-0.006942320518536726,0.0002726813791782509,-0.008994800629378049,-0.008876884357300963,0.0002726813791782509,-0.010210812185172712,-0.018240173336919952,0.0002726813791782509,-0.0199757534665541,-0.01604766765298715,0.0002726813791782509,-0.02200243939287854,-1.0,3.0,0.0,-0.010353076749155702,1.0,-1.0,7.0,0.0,-0.06035455836016754,1.0
|
||||
B3,1,LONG,2023-03-24 03:15:00,2023-03-24 07:15:00,7869,28354.6,16,-0.0017528020144878464,0.0012978493789368537,-0.0031494008026916012,-0.002130165828472199,0.0012978493789368537,-0.0034209616781756755,-0.003907655195276931,0.0012978493789368537,-0.008273789790721736,-0.00615420425609954,0.0012978493789368537,-0.008273789790721736,-0.006587996303950657,0.0012978493789368537,-0.01530615843637364,1.0,1.0,0.0,0.02152602397224494,1.0,1.0,77.0,0.0,0.06636329447160581,1.0
|
||||
S3,-1,SHORT,2023-03-25 10:30:00,2023-03-25 13:45:00,7991,27449.6,13,-0.0021603229190954665,0.0023570470972253546,-0.0027104220097925458,-0.001817877127535609,0.0023570470972253546,-0.002721351130799747,0.0008925448822569363,0.0023570470972253546,-0.004368005362555428,-0.00040073443693168574,0.005377127535556021,-0.004368005362555428,-0.0066230473303801485,0.005377127535556021,-0.012328048496153004,-1.0,7.0,0.0,-0.0071902894923396255,1.0,-1.0,103.0,0.0,-0.0461271154046635,1.0
|
||||
B3,1,LONG,2023-03-27 10:00:00,2023-03-27 12:15:00,8177,27917.5,9,-0.0032237843646458313,5.0147756783431724e-05,-0.0037288439151069597,-0.0036715321930688638,5.0147756783431724e-05,-0.004208829587176503,-0.005251186531745269,5.0147756783431724e-05,-0.009581803528252887,-0.0007557983343780262,0.0018089012268290498,-0.009581803528252887,-0.021065639831646766,0.002482313960777264,-0.024984328826005195,1.0,5.0,0.0,0.005767831281027709,1.0,-1.0,1.0,0.0,-0.007846955928396501,0.0
|
||||
S3,-1,SHORT,2023-03-28 01:00:00,2023-03-28 04:15:00,8241,27040.4,13,-0.002337243531900308,0.003335749471161696,-0.0035058652978505966,-0.0017973106906702026,0.003335749471161696,-0.005521368027100164,-0.0016456857147083622,0.003335749471161696,-0.007636721350275883,0.0016567802251447059,0.008890401029570621,-0.007636721350275883,-0.0010132986198428209,0.008890401029570621,-0.007636721350275883,-1.0,5.0,0.0,-0.009509157509157457,1.0,1.0,49.0,0.0,-0.022047016274864325,0.0
|
||||
B3,1,LONG,2023-03-30 01:00:00,2023-03-30 04:30:00,8434,28368.2,14,0.002904660852644786,0.004646047334691636,-0.001981091503867032,-0.003066814249758532,0.004646047334691636,-0.003391121043985897,0.0013924041708673796,0.004646047334691636,-0.005929174216199855,-0.0024710767690583886,0.004646047334691636,-0.005929174216199855,0.007832714095360323,0.028785753061526587,-0.010652773175598054,1.0,10.0,0.0,0.008844396237486467,1.0,-1.0,18.0,0.0,-0.009832495052338776,0.0
|
||||
S3,-1,SHORT,2023-04-07 09:00:00,2023-04-07 11:30:00,9230,28033.5,10,-0.00033531310753211175,0.0013519539122835698,-0.000424492125492766,0.0008418499295485239,0.0018335206092711027,-0.0006670590543457195,0.0036171009684841868,0.006545739918312019,-0.0006670590543457195,0.005960725560490076,0.00993454260081688,-0.0006670590543457195,0.00570745714948187,0.00993454260081688,-0.0006670590543457195,-1.0,2.0,0.0,-0.002224515945330296,1.0,-1.0,14.0,0.0,-0.005022182786157942,1.0
|
||||
B3,1,LONG,2023-04-10 13:15:00,2023-04-10 16:30:00,9538,28310.0,13,-7.417873542912556e-05,0.00024373013069591858,-0.001812080536912726,-0.00045566937477928136,0.0008830801836806782,-0.001812080536912726,0.0008795478629460069,0.0018968562345461225,-0.001812080536912726,-0.0031084422465559873,0.0018968562345461225,-0.0035888378664782248,0.030296714941716735,0.03496997527375486,-0.005524549629106374,1.0,6.0,0.0,0.0046132008516678496,1.0,-1.0,18.0,0.0,-0.00802758321040252,0.0
|
||||
B3,1,LONG,2023-04-11 13:45:00,2023-04-11 15:15:00,9629,30085.8,6,-0.00044871667032287657,0.0020740681650480114,-0.0014890745800344106,-0.0002958206196942683,0.0020740681650480114,-0.0014890745800344106,-0.0013926835915946333,0.0020740681650480114,-0.003981944970717058,-0.000960586057209641,0.004959150163864705,-0.003981944970717058,0.001977677176608234,0.006454872398274293,-0.00488270213855034,-1.0,5.0,0.0,-0.0024602122015915362,0.0,1.0,77.0,0.0,0.06762952448545065,1.0
|
||||
B3,1,LONG,2023-04-14 04:15:00,2023-04-14 06:30:00,9882,30314.8,9,-0.0008840566324039503,0.0002836898148759742,-0.0017417235145869106,0.0015800862944832707,0.002150764643012678,-0.0017417235145869106,0.016496892606911548,0.017654742897858497,-0.0017417235145869106,0.011964453006452318,0.020953461675485265,-0.0017417235145869106,0.012264636415216306,0.024549065143098445,-0.0017417235145869106,1.0,2.0,0.0,0.004300149080669183,1.0,-1.0,10.0,0.0,-0.010900880618880357,0.0
|
||||
S3,-1,SHORT,2023-04-15 08:15:00,2023-04-15 09:15:00,9989,30312.2,4,-0.002253218176179864,3.299001722150909e-06,-0.0038994200354972824,-0.002292806196844835,3.299001722150909e-06,-0.0038994200354972824,-0.0018111519454212435,3.299001722150909e-06,-0.0038994200354972824,-0.0020651750780213427,3.299001722150909e-06,-0.0038994200354972824,-0.0026062113604423303,3.299001722150909e-06,-0.005007884614115744,-1.0,1.0,0.0,-0.009401991509776199,1.0,1.0,21.0,0.0,0.012939014202172121,0.0
|
||||
S3,-1,SHORT,2023-04-17 13:15:00,2023-04-17 15:00:00,10204,29908.0,7,0.0025712184031028975,0.0028754848201150195,-0.0007322455530293384,0.0015313628460612303,0.0042262939681691,-0.0007322455530293384,0.0013207168650528286,0.0042262939681691,-0.0007322455530293384,0.011705898087468187,0.020870670054834853,-0.0007322455530293384,0.013839106593553613,0.02300722214792024,-0.0007322455530293384,-1.0,4.0,0.0,-0.0028871863602114565,1.0,-1.0,44.0,0.0,-0.021335078534031413,1.0
|
||||
S3,-1,SHORT,2023-04-18 03:30:00,2023-04-18 05:15:00,10261,29424.7,7,-0.0014749513164109681,3.3985053374268143e-06,-0.0020391032024115793,-0.002528487970990284,3.3985053374268143e-06,-0.0033747157999911392,0.00015972975085559843,0.0015191318857966513,-0.0033747157999911392,0.00022769985760265107,0.011779219499264297,-0.0033747157999911392,-0.009699334232804339,0.011779219499264297,-0.010569351599166686,-1.0,5.0,0.0,-0.004745476069676958,1.0,-1.0,101.0,0.0,-0.03714986910994762,1.0
|
||||
B3,1,LONG,2023-04-19 02:00:00,2023-04-19 05:00:00,10356,30339.1,12,0.0008536838601013694,0.0012854699051718739,-0.002198483145511801,-0.0004317860450705046,0.0019677577779169697,-0.002198483145511801,0.0008965328569404079,0.0019677577779169697,-0.002198483145511801,-0.005224281537685693,0.0023369183660689164,-0.007643601820752686,-0.010745209976564895,0.0023369183660689164,-0.012495426693606553,-1.0,28.0,0.0,-0.004622703412073538,0.0,1.0,4.0,0.0,0.013749849637124261,1.0
|
||||
S3,-1,SHORT,2023-04-19 22:30:00,2023-04-20 01:30:00,10438,29198.1,12,-0.002815251677335194,0.00047605837366122513,-0.004859905267808572,-0.0021234258393525605,0.00047605837366122513,-0.004859905267808572,-0.0017295645949565212,0.0009623913884807075,-0.004859905267808572,0.0023323435429017146,0.013634448816875021,-0.004859905267808572,0.013065918672790354,0.02321726413704994,-0.004859905267808572,-1.0,2.0,0.0,-0.009898270600203507,1.0,-1.0,70.0,0.0,-0.04111330049261089,1.0
|
||||
S3,-1,SHORT,2023-04-21 12:00:00,2023-04-21 13:15:00,10581,28214.7,5,0.0022754096268966435,0.004100699280871345,-0.0011908685897776175,0.007053060993028456,0.013280311327074211,-0.0011908685897776175,0.0025660382708305052,0.014698012029190483,-0.0011908685897776175,0.004065256763318438,0.014698012029190483,-0.0011908685897776175,0.005086001268842128,0.014698012029190483,-0.003023246747262926,-1.0,1.0,0.0,-0.004150739615209445,1.0,1.0,21.0,0.0,0.008280027159346772,0.0
|
||||
S3,-1,SHORT,2023-04-22 13:45:00,2023-04-22 16:00:00,10688,27254.2,9,0.0019483235611392805,0.0032361984574854783,-0.001676805776724348,0.0012658599408531528,0.0032361984574854783,-0.001676805776724348,0.002194157230812105,0.0032361984574854783,-0.001676805776724348,-0.003316919960960065,0.0032361984574854783,-0.0034783629679095065,-0.013961150941873179,0.0032361984574854783,-0.019292439330451792,-1.0,8.0,0.0,-0.004878084402544145,1.0,-1.0,0.0,0.0,-0.004878084402544145,1.0
|
||||
B3,1,LONG,2023-04-23 02:30:00,2023-04-23 04:15:00,10737,27642.6,7,-0.001819655169918867,0.0014687475128968399,-0.0031834921461801713,-0.00030387879577166465,0.0014687475128968399,-0.0031834921461801713,0.007061564396981497,0.008877601962188848,-0.0031834921461801713,6.87344895198518e-05,0.008877601962188848,-0.009127216687286988,-0.002163327617517863,0.008877601962188848,-0.009127216687286988,1.0,1.0,0.0,0.004747019482407624,1.0,1.0,33.0,0.0,0.017543988809541285,1.0
|
||||
B3,1,LONG,2023-04-26 12:00:00,2023-04-26 14:00:00,11064,28421.4,8,-0.0015410922755389569,0.00043277248833622806,-0.003282737655428758,-0.0028605205936372913,0.00043277248833622806,-0.004201059764825148,0.007511945224373183,0.012511698931087088,-0.004271429275123725,0.017198308316972395,0.025508947483234463,-0.004271429275123725,0.04893143898611599,0.05723855967686318,-0.004271429275123725,1.0,4.0,0.0,0.004790372588462803,1.0,1.0,72.0,0.0,0.04580411088951535,1.0
|
||||
S3,-1,SHORT,2023-04-27 08:45:00,2023-04-27 12:00:00,11152,28951.3,13,-0.004421217700068736,0.002808164054809258,-0.0065178420312732325,-0.006956509724951952,0.002808164054809258,-0.008555747064898665,-0.001336727539005182,0.002808164054809258,-0.01109794724243814,0.0007357182579020381,0.011695502447213029,-0.01109794724243814,-0.0029221485736392557,0.011695502447213029,-0.01109794724243814,1.0,28.0,0.0,0.06438602941176468,0.0,-1.0,48.0,0.0,-0.03650468247682062,1.0
|
||||
S3,-1,SHORT,2023-05-01 15:30:00,2023-05-01 18:30:00,11562,28510.8,12,-0.0007996969569426068,0.0008873830267828077,-0.0021290177757201036,7.014885587241592e-06,0.0008873830267828077,-0.0021290177757201036,-0.0017291692972487365,0.002963789160598791,-0.0030058784741221127,0.014559395036266907,0.01608864009428009,-0.0037599786747478407,0.02159181783745102,0.027161636993700555,-0.0037599786747478407,-1.0,6.0,0.0,-0.006592334494773544,1.0,-1.0,58.0,1.0,-0.04805342237061772,1.0
|
||||
B3,1,LONG,2023-05-03 05:15:00,2023-05-03 06:30:00,11706,28747.4,5,-0.0029672248620745845,0.0010296583343188791,-0.003735990037359951,-0.0031620250874862233,0.0010296583343188791,-0.004501276637191588,-0.006922365153022534,0.0010296583343188791,-0.009719139817861839,-0.007948544911887684,0.0010296583343188791,-0.01471437416949011,-0.002518488628536892,0.0010296583343188791,-0.01471437416949011,1.0,2.0,0.0,0.005132759452598999,1.0,1.0,42.0,0.0,0.039688969258589564,1.0
|
||||
B3,1,LONG,2023-05-04 07:45:00,2023-05-04 12:45:00,11827,29089.8,20,0.0016947521124242612,0.004475795639708789,-0.001574435025335316,0.0012478600746653216,0.004754243755543155,-0.001574435025335316,-0.0001512557666260276,0.004754243755543155,-0.001574435025335316,-0.0003540759991474425,0.004754243755543155,-0.004207660417053325,-0.010993544128869888,0.00997600533520343,-0.014774938294522455,1.0,35.0,0.0,0.03155319148936168,1.0,1.0,51.0,1.0,0.035961538461538434,1.0
|
||||
S3,-1,SHORT,2023-05-08 23:00:00,2023-05-09 02:30:00,12266,27520.9,14,0.0013444327765443716,0.007383479464697765,-0.00035972660777800934,0.006969248825438227,0.009447365456798288,-0.00035972660777800934,0.003909755858275063,0.009843428085564114,-0.0006867507966671808,-0.003709907742842659,0.009843428085564114,-0.0057410913160543435,-0.002314604536915475,0.009843428085564114,-0.008248276764204658,-1.0,10.0,0.0,-0.01973292870143794,1.0,-1.0,10.0,0.0,-0.01973292870143794,1.0
|
||||
S3,-1,SHORT,2023-05-12 05:30:00,2023-05-12 07:00:00,12572,26844.4,6,-0.0041721923380667846,0.00010430480845177804,-0.007658953077736829,-0.003624592093695492,0.00010430480845177804,-0.007658953077736829,-0.0017545558850262453,0.00010430480845177804,-0.009149021769903537,0.007357214167573125,0.012829491439555417,-0.009149021769903537,0.01959440330199222,0.027726453189492142,-0.009149021769903537,1.0,12.0,0.0,0.005830160966397972,0.0,1.0,44.0,1.0,0.006667516668791782,0.0
|
||||
B3,1,LONG,2023-05-13 15:00:00,2023-05-13 18:00:00,12712,26793.9,12,0.0008919940732777914,0.0014033044834831265,-0.0011943016880707922,0.001045013977061943,0.0021982615446052203,-0.0011943016880707922,0.00139210790515749,0.003847890751253029,-0.0015637887728177477,-0.0002911110364673642,0.003847890751253029,-0.002653589063182373,0.0017839881465557185,0.009614128588969822,-0.002653589063182373,1.0,8.0,0.0,0.004461122628388485,1.0,-1.0,24.0,0.0,-0.006680482388661609,0.0
|
||||
B3,1,LONG,2023-05-15 22:15:00,2023-05-16 00:30:00,12930,27379.6,9,0.003915323817732937,0.00987596604771441,-0.0010445733319697347,0.004141769784803338,0.00987596604771441,-0.0010445733319697347,0.0010810968750457341,0.00987596604771441,-0.0010445733319697347,-0.0015084223290332684,0.00987596604771441,-0.0029072740288389365,-0.014426799514967349,0.00987596604771441,-0.020000292188344555,1.0,6.0,0.0,0.003356786866021641,1.0,1.0,2.0,0.0,0.0066029411764705346,1.0
|
||||
S3,-1,SHORT,2023-05-16 13:00:00,2023-05-16 14:15:00,12985,27050.0,5,-0.0020739371534195397,0.0012939001848428836,-0.0023253234750462647,-0.0058447319778188005,0.0012939001848428836,-0.006835489833641459,-0.0051940850277264325,0.0012939001848428836,-0.008288354898336441,0.00032532347504618384,0.0026395563770795364,-0.008288354898336441,0.001600739371534169,0.006280961182994508,-0.008288354898336441,-1.0,1.0,0.0,-0.003675901848264049,1.0,-1.0,41.0,1.0,-0.0216998191681736,1.0
|
||||
S3,-1,SHORT,2023-05-17 18:30:00,2023-05-17 19:45:00,13103,26626.5,5,-0.0009351585826151186,0.0010440726344055462,-0.004638236343492385,-0.002396109139391181,0.0010440726344055462,-0.004638236343492385,-0.0011942989127372832,0.002159502751018722,-0.004638236343492385,-0.009963757910352441,0.003718100388710495,-0.011773984564249902,-0.027431318423375265,0.003718100388710495,-0.032805663530693106,1.0,11.0,1.0,-0.002752808988764045,0.0,-1.0,31.0,0.0,-0.022468197587972905,1.0
|
||||
B3,1,LONG,2023-05-18 14:15:00,2023-05-18 16:45:00,13187,27372.8,10,0.000602788169277531,0.0016330079494973379,-0.0011361643675472932,0.00027034136076694584,0.0018923895253682222,-0.0011361643675472932,-0.0005808685994855411,0.0018923895253682222,-0.001917962356792144,-0.004617722702829006,0.0036057692307692574,-0.0075695581014730215,-0.028214139583820408,0.0036057692307692574,-0.037902589431844755,-1.0,31.0,0.0,-0.004625454545454572,0.0,1.0,67.0,0.0,0.031865045707284864,1.0
|
||||
S3,-1,SHORT,2023-05-19 05:45:00,2023-05-19 09:45:00,13255,26798.9,16,0.001257514300960141,0.001820970263704962,-0.0015336450376694022,-7.462992884036285e-05,0.001820970263704962,-0.0015336450376694022,-0.0009963095500187353,0.001820970263704962,-0.002537417580572337,-0.0034367082230986547,0.001820970263704962,-0.004817361906645367,-0.0016754419024660645,0.001820970263704962,-0.005638291123889359,1.0,23.0,0.0,0.017603748580802277,0.0,-1.0,55.0,0.0,-0.0254945454545454,1.0
|
||||
B3,1,LONG,2023-05-21 05:00:00,2023-05-21 06:45:00,13435,27054.9,7,0.0009610089115095602,0.0014341209910219322,-0.000883388960964611,0.00026242935660447994,0.002772141090892962,-0.000883388960964611,0.004668285597063721,0.008615814510495272,-0.000883388960964611,0.004124945943248673,0.008615814510495272,-0.000883388960964611,-0.0007059719311474883,0.008615814510495272,-0.0015339180702941056,1.0,3.0,0.0,0.0037881036478585595,1.0,1.0,59.0,0.0,0.016673430735930764,1.0
|
||||
S3,-1,SHORT,2023-05-22 04:00:00,2023-05-22 05:30:00,13526,26743.4,6,0.00010469872940624267,0.0009796809680145653,-0.0015218708167247653,0.00012713417142178838,0.0009796809680145653,-0.0015218708167247653,-0.0010432480537253235,0.0013610834822797944,-0.001854663206622888,0.003552278319136684,0.009101310977661831,-0.001854663206622888,-0.004045858043479777,0.009101310977661831,-0.005814518722376361,1.0,6.0,0.0,-0.0027445277249505367,0.0,-1.0,70.0,0.0,-0.019957490472002293,1.0
|
||||
B3,1,LONG,2023-05-23 21:45:00,2023-05-23 23:15:00,13693,27316.9,6,-0.000823665935739414,0.000673575698560152,-0.002207424707781736,-0.003214127518129909,0.000673575698560152,-0.003902346166658815,-0.004531993015312971,0.000673575698560152,-0.005275122726224505,-0.005546017300645387,0.000673575698560152,-0.00867228711896304,-0.0057436971252229005,0.000673575698560152,-0.00867228711896304,1.0,1.0,0.0,0.005802800514004491,1.0,-1.0,13.0,0.0,-0.00765053128689487,0.0
|
||||
S3,-1,SHORT,2023-05-25 06:15:00,2023-05-25 08:45:00,13827,26228.3,10,0.005314869816190825,0.014423351875645744,-0.003000575714018855,0.0035915404353313303,0.014423351875645744,-0.003000575714018855,0.0015174448973055545,0.014423351875645744,-0.003000575714018855,-0.0008692900416725168,0.014423351875645744,-0.003000575714018855,-0.00036982953527299624,0.014423351875645744,-0.003000575714018855,-1.0,3.0,0.0,-0.00935564284635144,1.0,1.0,19.0,0.0,0.006458173445894062,0.0
|
||||
B3,1,LONG,2023-05-26 14:00:00,2023-05-26 16:30:00,13954,26467.0,10,-0.0018060225941738495,0.0010012468356821703,-0.0019798239316885726,-0.0010994823742773471,0.0010012468356821703,-0.0019798239316885726,-0.0009143461669248773,0.0010012468356821703,-0.0021158423697434543,0.002637246382287349,0.004265689349000697,-0.0046888578229492784,0.01020516114406614,0.01730456795254468,-0.0046888578229492784,1.0,6.0,0.0,0.005818217748034253,1.0,-1.0,34.0,0.0,-0.006643146674673472,0.0
|
||||
B3,1,LONG,2023-05-28 13:30:00,2023-05-28 14:45:00,14139,27175.6,5,0.0004452523587336502,0.0013394368477605445,-0.00017294926330962664,0.0011333696404128304,0.002222582022108121,-0.00017294926330962664,-0.0002539042376248479,0.002222582022108121,-0.0009052238037062124,-0.0010892123816952908,0.00777903707737829,-0.0017589308055755632,0.002476486259733103,0.00777903707737829,-0.003455305494634813,1.0,3.0,0.0,0.0022940686155184186,1.0,1.0,59.0,0.0,0.02438877287154241,1.0
|
||||
B3,1,LONG,2023-05-29 12:30:00,2023-05-29 13:30:00,14230,28027.2,4,-0.00024262145344519867,0.00022478164069187332,-0.0022870639949763866,-0.0009704858137809245,0.00022478164069187332,-0.0022870639949763866,-0.004506336701489955,0.00022478164069187332,-0.007296483416110064,-0.005608837129645513,0.00022478164069187332,-0.007296483416110064,-0.01296597590911691,0.00022478164069187332,-0.016291317006336778,-1.0,14.0,0.0,-0.014584065818156222,0.0,-1.0,6.0,0.0,-0.014584065818156222,0.0
|
||||
S3,-1,SHORT,2023-05-31 09:15:00,2023-05-31 12:00:00,14416,27639.6,11,0.014330887567113799,0.015108757000824851,-0.001052837233534573,0.017275937423117557,0.021266588517923533,-0.001052837233534573,0.018278122693526574,0.025239149625899022,-0.001052837233534573,0.018932980216790376,0.025239149625899022,-0.001052837233534573,0.021581354288774078,0.025239149625899022,-0.001052837233534573,-1.0,4.0,0.0,-0.006663072776280376,1.0,-1.0,64.0,0.0,-0.01423038240140378,1.0
|
||||
S3,-1,SHORT,2023-06-06 07:30:00,2023-06-06 10:00:00,14984,25653.4,10,-0.0038747300552752387,0.00012084168180444629,-0.005059758160711612,-0.003785073323613967,0.00012084168180444629,-0.005059758160711612,-0.0043074212385102945,0.00012084168180444629,-0.005059758160711612,-0.004202172031777435,0.00012084168180444629,-0.0061005558717363,0.007936569811409099,0.012933958071834645,-0.0061005558717363,-1.0,8.0,0.0,-0.007605415860734954,1.0,-1.0,104.0,0.0,-0.06579024034959936,1.0
|
||||
B3,1,LONG,2023-06-07 11:30:00,2023-06-07 13:15:00,15093,26935.2,7,-0.0015815735543081983,0.00010395319136294783,-0.0027696100270279108,-0.0039316582019068525,0.00010395319136294783,-0.005019454097240812,-0.005513231756214916,0.00010395319136294783,-0.007209896343817782,-0.013369122932074096,0.00010395319136294783,-0.022439038878493623,-0.01615358341501092,0.0012177373845376782,-0.02618135376756069,1.0,1.0,0.0,0.008268979535305115,1.0,-1.0,5.0,0.0,-0.016762550010221092,0.0
|
||||
S3,-1,SHORT,2023-06-08 03:30:00,2023-06-08 06:00:00,15160,26324.8,10,0.002298213091837355,0.00409499787272835,-0.0017056159970826542,0.0011244150003038406,0.00409499787272835,-0.0017056159970826542,-0.0016182459125996089,0.00409499787272835,-0.00421655625113961,-0.00045204521971682426,0.00409499787272835,-0.005116847991247824,-0.00285662189266398,0.004915516927004111,-0.007274509208047165,-1.0,12.0,0.0,-0.008407412987795718,1.0,-1.0,72.0,0.0,-0.03904447624331988,1.0
|
||||
S3,-1,SHORT,2023-06-10 16:30:00,2023-06-10 21:00:00,15412,25602.7,18,-0.0016482636596921703,0.0003476195869967408,-0.0021521167689344694,-0.001363137481593653,0.0003476195869967408,-0.0036285235541563122,-0.0009647419998672299,0.0003476195869967408,-0.0036285235541563122,-0.013193920953649392,0.009674760865065041,-0.02114230139789941,-0.00953024485698774,0.011822971795943424,-0.02114230139789941,-1.0,4.0,0.0,-0.004912725279935863,1.0,-1.0,52.0,0.0,-0.04378338001867411,1.0
|
||||
B3,1,LONG,2023-06-13 12:30:00,2023-06-13 14:15:00,15673,26102.0,7,-0.000620642096391109,0.0002260363190560668,-0.0023293234234924246,-0.0004750593824228586,0.0002260363190560668,-0.0023293234234924246,0.0025208796260822648,0.006999463642632776,-0.0023293234234924246,0.0016818634587388497,0.006999463642632776,-0.0023293234234924246,-0.011259673588230842,0.01258524251015248,-0.01509462876407938,1.0,5.0,0.0,0.005326667616710995,1.0,1.0,9.0,0.0,0.018018720748829955,1.0
|
||||
S3,-1,SHORT,2023-06-14 03:15:00,2023-06-14 06:30:00,15738,25814.1,13,-0.001727737941667623,3.4864666984237965e-05,-0.00253349913419416,-0.004024932110745734,3.4864666984237965e-05,-0.004280606335297377,-0.00564032834768604,3.4864666984237965e-05,-0.008034368813942825,-0.0059657319062062985,3.4864666984237965e-05,-0.008975714822519505,-0.003684033144676831,3.4864666984237965e-05,-0.008975714822519505,-1.0,10.0,0.0,-0.006117891656720497,1.0,-1.0,10.0,0.0,-0.02332154140103295,1.0
|
||||
S3,-1,SHORT,2023-06-15 21:45:00,2023-06-16 00:00:00,15904,24940.0,9,-0.0020489174017641757,-0.0,-0.0027666399358460304,-0.002826784282277466,-0.0,-0.0032237369687249983,-0.009017642341619947,-0.0,-0.010425020048115477,-0.02826784282277466,-0.0,-0.029574979951884465,-0.02145148356054531,-0.0,-0.03247794707297514,-1.0,4.0,0.0,-0.006374501992031873,1.0,1.0,16.0,0.0,0.006578681842030916,0.0
|
||||
B3,1,LONG,2023-06-16 08:30:00,2023-06-16 12:15:00,15953,25554.2,15,-0.0028371070117632325,0.0002817540756509978,-0.003134514091617119,-0.0023636036346276327,0.0002817540756509978,-0.003647149979259798,0.000399151607172235,0.002418389149337458,-0.003647149979259798,0.0011622355620602768,0.002418389149337458,-0.003647149979259798,-0.0021757675841936816,0.002680576969734916,-0.003960210063316431,1.0,1.0,0.0,0.005275352968713821,1.0,1.0,65.0,0.0,0.03136780078298425,1.0
|
||||
B3,1,LONG,2023-06-20 03:30:00,2023-06-20 06:30:00,16314,26792.2,12,-0.0010525451437358906,0.00021274848649982934,-0.0033666514881197035,0.0013548719403408183,0.0019333985264367716,-0.0033666514881197035,0.012604414717716377,0.014373586342293599,-0.0033666514881197035,0.0038369376161718435,0.014373586342293599,-0.0033666514881197035,-0.0019781876814893885,0.014373586342293599,-0.0033666514881197035,-1.0,6.0,0.0,-0.0022567478996603167,0.0,1.0,10.0,0.0,0.019090691243538547,1.0
|
||||
B3,1,LONG,2023-06-22 05:00:00,2023-06-22 07:00:00,16508,30105.3,8,-0.003879715531816633,0.0020826897589461234,-0.004587232148492078,0.0016874105223996863,0.0027802413528515155,-0.007483732100327825,0.0017139839164533217,0.004544050383155101,-0.007483732100327825,0.003806638698169498,0.012712047380361621,-0.007483732100327825,0.001518005135308425,0.012712047380361621,-0.007483732100327825,1.0,4.0,0.0,0.011398911509776231,1.0,1.0,124.0,0.0,0.1303376523903746,1.0
|
||||
B3,1,LONG,2023-06-24 16:45:00,2023-06-24 18:45:00,16747,30730.0,8,-0.00236576635209895,3.2541490399786792e-06,-0.0026618939147412717,-0.002297429222258332,3.2541490399786792e-06,-0.0028636511552229092,-0.0036446469248291574,0.002164009111617312,-0.004230393752033843,-0.01103481939472823,0.002164009111617312,-0.015229417507321836,-0.007357630979498814,0.002164009111617312,-0.01653107712333225,-1.0,19.0,0.0,-0.0006504065040650406,0.0,-1.0,59.0,0.0,-0.024444444444444446,0.0
|
||||
S3,-1,SHORT,2023-06-27 10:45:00,2023-06-27 13:30:00,17014,30250.5,11,0.0002644584387034925,0.0009256045354622237,-0.002340457182525885,-0.0019371580635030345,0.0009256045354622237,-0.002340457182525885,-0.0044825705360241495,0.0009256045354622237,-0.007256078411927076,-0.011451050395861273,0.0009256045354622237,-0.01482620121981455,-0.007811441133204386,0.0009256045354622237,-0.024726864018776547,-1.0,6.0,0.0,-0.007789950144319076,1.0,1.0,6.0,0.0,0.01205750398961534,0.0
|
||||
B3,1,LONG,2023-06-28 04:30:00,2023-06-28 06:00:00,17080,30707.8,6,-0.004493972215528302,-3.2565016054079034e-06,-0.004832648382495581,-0.0026247402939969175,-3.2565016054079034e-06,-0.004975934453135662,-0.005750981835233998,0.00039729319586556927,-0.008395261138863718,-0.009554575710405754,0.00039729319586556927,-0.01307159744429747,-0.017451592103634835,0.00039729319586556927,-0.018926787330906178,-1.0,0.0,0.0,-0.0010084974039324894,0.0,1.0,72.0,0.0,0.02735688405191019,1.0
|
||||
S3,-1,SHORT,2023-06-28 19:00:00,2023-06-28 21:00:00,17140,30161.0,8,-0.0010742349391598903,0.0040913762806273485,-0.0012864294950432438,-0.0033553264149066915,0.0040913762806273485,-0.0036205696097609736,-0.008119757302476757,0.0040913762806273485,-0.010742349391598422,-0.000636583667650301,0.004217366798183108,-0.010742349391598422,-7.294187858495168e-05,0.011816584330758313,-0.010742349391598422,-1.0,4.0,0.0,-0.00711064292063074,1.0,-1.0,52.0,0.0,-0.02701743632756424,1.0
|
||||
B3,1,LONG,2023-06-29 23:00:00,2023-06-30 02:30:00,17258,30585.6,14,-0.002560028248587547,0.0,-0.003285860012554928,-0.00046100125549273336,0.0004708097928437387,-0.003285860012554928,-0.0056464480016738955,0.001451663527934762,-0.011887947269303154,-0.0037795563925506954,0.001451663527934762,-0.011887947269303154,0.018963172211759784,0.020807177233730954,-0.011887947269303154,1.0,2.0,0.0,0.00676761026991437,1.0,1.0,74.0,0.0,0.026204008777168625,1.0
|
||||
B3,1,LONG,2023-07-04 05:15:00,2023-07-04 08:00:00,17664,31130.0,11,-0.0008769675554127618,0.0019402505621587361,-0.0014905236106650002,0.0020655316415033494,0.0032123353678123997,-0.0014905236106650002,0.002277545775779038,0.006084163186636731,-0.0014905236106650002,-0.0021779633793767837,0.006084163186636731,-0.004673947960167042,-0.0040218438805011475,0.006084163186636731,-0.008801798907805976,1.0,8.0,0.0,0.008252578120951419,1.0,1.0,0.0,0.0,0.018671832562157587,1.0
|
||||
S3,-1,SHORT,2023-07-05 22:30:00,2023-07-05 23:30:00,17822,30319.4,4,-0.0038061439210537746,0.0006398543506798107,-0.004155755061115985,-0.00421182477225793,0.0006398543506798107,-0.004756030792165976,-0.0068998726887734285,0.0006398543506798107,-0.00858196402303466,-0.0053167279035863865,0.0006398543506798107,-0.00858196402303466,-0.002681451479910528,0.0006398543506798107,-0.00858196402303466,-1.0,2.0,0.0,-0.00389971778790388,1.0,-1.0,30.0,0.0,-0.01800150282427318,1.0
|
||||
B3,1,LONG,2023-07-14 05:15:00,2023-07-14 07:45:00,18623,31441.7,10,0.0010527420591125334,0.0024903233603780733,-0.0027892893832076743,-0.0025984600069334906,0.0024903233603780733,-0.003826128994297359,-0.002127747545457194,0.0024903233603780733,-0.003826128994297359,-0.0020164304092972533,0.006306910885861747,-0.003826128994297359,-0.008212024158999059,0.006306910885861747,-0.011869587204254246,1.0,3.0,0.0,0.01445127735224469,1.0,1.0,63.0,0.0,0.03997949260741576,1.0
|
||||
S3,-1,SHORT,2023-07-15 09:30:00,2023-07-15 11:00:00,18732,30271.6,6,-0.00014535075780604446,0.0006805058206371168,-0.0017574227989270712,-0.001218964309782154,0.0006805058206371168,-0.0017574227989270712,9.249593678561002e-05,0.0010108484520143814,-0.0017574227989270712,-0.0005516721944000557,0.0010108484520143814,-0.002579975951056508,-0.0009480833520527732,0.0010108484520143814,-0.0029202288613750663,1.0,20.0,0.0,0.013221049249245229,0.0,-1.0,60.0,0.0,-0.04955729984301417,1.0
|
||||
S3,-1,SHORT,2023-07-18 19:15:00,2023-07-18 21:00:00,19060,29805.0,7,-0.00042274786109708254,0.0022110384163731406,-0.0017245428619359657,-0.0039020298607615926,0.0022110384163731406,-0.007502096963596663,-0.0014192249622546308,0.0022110384163731406,-0.007502096963596663,-0.001687636302633762,0.013588324106693507,-0.007502096963596663,0.0008387854386847844,0.013588324106693507,-0.007502096963596663,-1.0,44.0,0.0,-0.013977338516251757,1.0,-1.0,36.0,0.0,-0.015781183440159344,1.0
|
||||
S3,-1,SHORT,2023-07-24 15:45:00,2023-07-24 18:00:00,19624,29300.4,9,-0.00024573043371411616,0.0020614053050470797,-0.002508498177499283,0.001160393714761573,0.0020614053050470797,-0.002508498177499283,0.004160352759689337,0.005133035726474773,-0.002508498177499283,0.00944014416185452,0.016054388335995463,-0.002508498177499283,0.006494791879974434,0.016054388335995463,-0.002508498177499283,-1.0,8.0,0.0,-0.018836080889665773,1.0,-1.0,40.0,0.0,-0.03516178107362304,1.0
|
||||
B3,1,LONG,2023-07-27 08:00:00,2023-07-27 11:30:00,19886,29420.8,14,0.00048265172938875654,0.0004928485969110289,-0.0011114585599304142,0.0018048455514466698,0.00192041005003263,-0.0011114585599304142,0.001485343702414643,0.002212720252338556,-0.0011114585599304142,-0.000462257994344088,0.002212720252338556,-0.001862627800739588,0.0007375734174461853,0.004676963236893701,-0.001862627800739588,1.0,10.0,0.0,0.005495557074504418,1.0,1.0,62.0,0.0,0.011024054982817845,1.0
|
||||
S3,-1,SHORT,2023-07-28 09:15:00,2023-07-28 10:30:00,19978,29176.3,5,-0.002025616682033095,-0.0,-0.002286102076000066,-0.002176424015382348,-0.0,-0.0035405448943148813,-0.0016828727426028039,-0.0,-0.0035405448943148813,0.0009048440000958935,0.0011653293940629896,-0.0035405448943148813,-0.0028070728639341333,0.002176424015382348,-0.0037701833337332015,-1.0,2.0,0.0,-0.004218444431551035,1.0,1.0,10.0,1.0,0.0038120796132872056,0.0
|
||||
B3,1,LONG,2023-07-31 17:45:00,2023-07-31 19:15:00,20301,29371.5,6,0.00062645762048249,0.000997565667398644,-3.404660980882828e-05,0.0018725635394855557,0.002621588955279778,-3.404660980882828e-05,-0.0006434809253869041,0.0030607902218137127,-0.0026249936162606115,-0.004739288085388922,0.0030607902218137127,-0.007371091023611324,-0.006250957560900824,0.0030607902218137127,-0.00924365456309688,1.0,1.0,0.0,0.0018453205263767778,1.0,1.0,29.0,0.0,0.012600841205267875,1.0
|
||||
S3,-1,SHORT,2023-08-03 06:15:00,2023-08-03 07:30:00,20542,29155.0,5,-0.0008609157948893344,0.00045618247298917074,-0.0018453095523923606,-0.00010632824558389795,0.00045618247298917074,-0.0021059852512434044,-0.001591493740353334,0.00045618247298917074,-0.00405076316240777,0.0005042016806722938,0.0028880123477962863,-0.00405076316240777,0.001073572286057255,0.006846167038243819,-0.00405076316240777,-1.0,2.0,0.0,-0.002535144770109191,1.0,-1.0,78.0,0.0,-0.030103227222978167,1.0
|
||||
S3,-1,SHORT,2023-08-05 22:45:00,2023-08-06 00:30:00,20802,29009.1,7,-0.0013375113326508893,3.447194156266303e-06,-0.0018718264268799416,-0.0015305542054045611,3.447194156266303e-06,-0.0018718264268799416,-0.002075210882102538,3.447194156266303e-06,-0.002861171149742667,-0.0022579121723872854,3.447194156266303e-06,-0.002861171149742667,-0.0016960195249077264,3.447194156266303e-06,-0.002861171149742667,-1.0,6.0,0.0,-0.0021944835224557203,1.0,-1.0,34.0,0.0,-0.004662892434379875,1.0
|
||||
B3,1,LONG,2023-08-08 10:00:00,2023-08-08 11:45:00,21039,29182.8,7,0.0011753498636182709,0.0014906040544430282,-0.00043176117439034447,0.001963485340680102,0.0019669120166674017,-0.00043176117439034447,0.002388393163096095,0.005044067053195743,-0.00043176117439034447,-0.0004626012582754225,0.005044067053195743,-0.0004626012582754225,0.005630028647011228,0.016557698370272926,-0.0007812821250873553,1.0,3.0,0.0,0.0017300325410881977,1.0,1.0,15.0,1.0,0.01744978610501947,1.0
|
||||
B3,1,LONG,2023-08-09 07:45:00,2023-08-09 09:45:00,21127,29841.0,8,-0.005458932341409519,0.00036191816628126645,-0.006497771522402113,-0.004172112194631547,0.00036191816628126645,-0.007137830501658791,-0.0036996079219865775,0.00036191816628126645,-0.007137830501658791,-0.004316209242317593,0.00036191816628126645,-0.007137830501658791,0.0012097449817364881,0.0021715089976877206,-0.007137830501658791,1.0,3.0,0.0,0.005624433428478083,1.0,1.0,103.0,1.0,0.04039773658318896,1.0
|
||||
S3,-1,SHORT,2023-08-10 09:45:00,2023-08-10 12:30:00,21234,29549.5,11,0.0013164351342662805,0.0018443628487791672,-0.00018612836088597099,-0.0010490871249936547,0.0018443628487791672,-0.0021557048342611797,0.00034179935362691567,0.0018443628487791672,-0.0021557048342611797,0.0005989949068512404,0.002981437926191595,-0.0021557048342611797,0.004592294285859345,0.005228514864887731,-0.006101626085043716,-1.0,6.0,0.0,-0.0033895446880269813,1.0,-1.0,2.0,0.0,-0.0033895446880269813,1.0
|
||||
S3,-1,SHORT,2023-08-12 09:00:00,2023-08-12 10:00:00,21416,29402.1,4,0.0007958615200954292,0.0007958615200954292,-0.00020406705643474446,0.0009217028715635463,0.0010645498110678922,-0.00020406705643474446,-0.0002720894085796593,0.0014318705126504076,-0.0004931620530506325,-0.00010883576343188846,0.0014318705126504076,-0.0004931620530506325,-0.00044214528894194634,0.0014318705126504076,-0.000775454814452128,-1.0,0.0,0.0,-0.0016264855687606605,1.0,1.0,8.0,0.0,0.006232032854209396,0.0
|
||||
S3,-1,SHORT,2023-08-16 10:45:00,2023-08-16 14:00:00,21816,29135.8,13,-0.0015444916563128522,-0.0,-0.0017916103213229337,-0.0014037713054043978,-0.0,-0.0022034747630063608,-0.0021863137446028846,-0.0,-0.0025123730942689312,-0.0008546187164931615,0.0017092374329861983,-0.0025123730942689312,0.0042113139162130685,0.006377034438731707,-0.0025123730942689312,-1.0,12.0,0.0,-0.003866812085240887,1.0,-1.0,8.0,0.0,-0.004156213470780116,1.0
|
||||
S3,-1,SHORT,2023-08-17 14:45:00,2023-08-17 17:00:00,21924,28544.1,9,-0.0013663068725235689,3.5033509551376575e-06,-0.0023507484909316527,-0.0017586821795047218,3.5033509551376575e-06,-0.0023507484909316527,-0.0001471407401179483,0.0026240098654362136,-0.0023507484909316527,0.0063831054403535965,0.006764970694469209,-0.0023507484909316527,0.021587648585872286,0.029571785412747242,-0.0023507484909316527,-1.0,8.0,0.0,-0.005255289267430899,1.0,-1.0,116.0,0.0,-0.02438015681502809,1.0
|
||||
S3,-1,SHORT,2023-08-19 18:00:00,2023-08-19 20:15:00,22129,25868.4,9,-0.002586166906341243,3.865720338412225e-06,-0.0026673470334462124,-0.002443135253823085,3.865720338412225e-06,-0.0038657203383278436,-0.003610582795998122,3.865720338412225e-06,-0.006606516058202201,-0.0077816950410539215,3.865720338412225e-06,-0.015501538556694654,-0.007789426481730605,3.865720338412225e-06,-0.015501538556694654,-1.0,5.0,0.0,-0.004785940722046021,1.0,1.0,1.0,0.0,0.05237378463040566,0.0
|
||||
B3,1,LONG,2023-08-20 02:15:00,2023-08-20 11:30:00,22190,26101.9,37,-0.00018389465900960888,0.000367789318018939,-0.0006014887805102589,0.00011493416188093587,0.000643631306533213,-0.0006436313065333524,-0.001088043399139582,0.0019730364456227324,-0.0019232316421410214,-0.001088043399139582,0.0019730364456227324,-0.0027852378562480402,0.002302514376348026,0.004126136411525486,-0.0027852378562480402,-1.0,6.0,0.0,-0.003630186662594898,0.0,1.0,62.0,0.0,0.06187299133477082,1.0
|
||||
B3,1,LONG,2023-08-24 06:00:00,2023-08-24 07:15:00,22557,26476.6,5,-0.0008384762393961872,5.665379995920927e-05,-0.003372789557571564,0.0008837992793637195,0.001472998798939441,-0.003372789557571564,-0.005246141876222695,0.0022397135583875163,-0.0053481187161493,-0.002832689997960463,0.0022397135583875163,-0.005385887916122106,-0.00031726127977148945,0.003463435637506354,-0.005385887916122106,1.0,1.0,0.0,0.01051868249303456,1.0,-1.0,77.0,0.0,0.011445161783244777,0.0
|
||||
S3,-1,SHORT,2023-08-25 08:00:00,2023-08-25 13:00:00,22676,26019.4,20,-0.0009838812578306395,6.917915094133263e-05,-0.0018985833647200863,-0.0003036196069086073,0.000399701760993776,-0.0018985833647200863,0.0011337694182033404,0.001621866760955315,-0.0018985833647200863,-0.0022752254087333714,0.002282911981060342,-0.0038163831602573183,0.0022790686948969963,0.010184708333013059,-0.010784260974503582,-1.0,4.0,0.0,-0.005728085963323353,1.0,-1.0,4.0,0.0,-0.006893129770992311,1.0
|
||||
B3,1,LONG,2023-08-30 11:15:00,2023-08-30 13:15:00,23157,27455.3,8,-0.0005354157485076007,0.00012019537211391871,-0.0013694987852982319,-0.001726442617636588,0.00012019537211391871,-0.002014183053909419,-0.0010234818049702078,0.00012019537211391871,-0.003471096655290573,-0.00111089662105313,0.0013949947733224285,-0.005995199469683396,-0.010220248913688744,0.0013949947733224285,-0.018404461069447403,1.0,5.0,0.0,0.006979644232532525,1.0,-1.0,5.0,0.0,-0.025301760863391108,0.0
|
||||
S3,-1,SHORT,2023-09-01 10:45:00,2023-09-01 14:30:00,23354,26001.0,15,0.0010345755932464696,0.0014768662743741186,-0.0006268989654243788,0.0009922695280950454,0.0014768662743741186,-0.0006268989654243788,4.999807699701059e-05,0.0022806815122495007,-0.0006268989654243788,-0.001115341717626245,0.0022806815122495007,-0.0018037767778162938,0.007088188915810902,0.01715318641590708,-0.005792084919810721,-1.0,10.0,0.0,-0.003567856335340117,1.0,-1.0,74.0,0.0,-0.06046404064420778,1.0
|
||||
S3,-1,SHORT,2023-09-03 09:15:00,2023-09-03 11:30:00,23534,25845.6,9,-0.00040625870554369026,0.00035209087813780856,-0.0007428730615656331,-0.0006538830593989482,0.00035209087813780856,-0.0009788900238339568,-0.0016985483022255803,0.00035209087813780856,-0.0019809948308416414,-0.000889900021667131,0.00035209087813780856,-0.0037956170489368475,-0.003180425294827775,0.0016559878664066331,-0.010423437645092452,-1.0,6.0,1.0,-0.002096533191247955,1.0,1.0,14.0,0.0,0.003677541367486072,0.0
|
||||
S3,-1,SHORT,2023-09-05 21:15:00,2023-09-05 22:30:00,23770,25665.6,5,-0.0006195062651954934,0.0006428838601084721,-0.0091328470793592,-0.0032066267689047955,0.0006428838601084721,-0.0091328470793592,-0.0022559379091079677,0.0006428838601084721,-0.0091328470793592,-0.001881896390499459,0.0006428838601084721,-0.0091328470793592,-0.004305373729817343,0.0006428838601084721,-0.0091328470793592,-1.0,2.0,0.0,-0.006010658074110823,1.0,-1.0,138.0,0.0,-0.01796810431907933,1.0
|
||||
B3,1,LONG,2023-09-10 02:30:00,2023-09-10 07:00:00,24188,25889.9,18,0.00010428777245169312,0.0001545004036323045,-0.0004480511705337673,-0.0011664780474239269,0.0001545004036323045,-0.0014600288143253898,-0.0017651671114991068,0.0001545004036323045,-0.0027771447552907293,-0.001969880146311882,0.0001545004036323045,-0.002831219896562092,-0.0017651671114991068,0.0001545004036323045,-0.006261128857199223,1.0,16.0,0.0,0.0021521775314214896,1.0,1.0,12.0,0.0,0.002707203718048081,1.0
|
||||
S3,-1,SHORT,2023-09-12 08:45:00,2023-09-12 09:45:00,24391,25130.1,4,-0.001818536336902787,0.0004019084683307486,-0.0031317026195677986,-0.009968125872957131,0.0004019084683307486,-0.0115359668286239,-0.028929451136286765,0.0004019084683307486,-0.03420201272577507,-0.024779049824712227,0.0004019084683307486,-0.03420201272577507,-0.038085801489051066,0.0004019084683307486,-0.04778333552194392,-1.0,3.0,0.0,-0.0037226450999049104,1.0,1.0,7.0,0.0,0.009727579556412671,0.0
|
||||
B3,1,LONG,2023-09-12 13:15:00,2023-09-12 15:00:00,24412,25725.2,7,0.003304153126117581,0.0054343600827204165,-0.0005869730847574433,0.003922224122650079,0.0054343600827204165,-0.0005869730847574433,0.003234182824623355,0.0054343600827204165,-0.0005869730847574433,0.01629141853124557,0.023545006452816722,-0.0005869730847574433,0.014064030600345159,0.03322811873182713,-0.0005869730847574433,1.0,4.0,0.0,0.0048592231492766425,1.0,1.0,28.0,0.0,0.03363870138219225,1.0
|
||||
B3,1,LONG,2023-09-14 03:00:00,2023-09-14 05:30:00,24566,26224.8,10,0.0017083066410420393,0.0026387236508953636,-0.0008160214758548328,0.00010676916506510145,0.0026387236508953636,-0.0008160214758548328,-0.0006596809127238062,0.0026387236508953636,-0.0018265153595069484,0.0004995271651262234,0.011893322351362125,-0.004507184039535124,0.004221195204539243,0.011893322351362125,-0.004507184039535124,1.0,6.0,0.0,0.007174130117520519,1.0,1.0,70.0,0.0,0.018438834951456283,1.0
|
||||
B3,1,LONG,2023-09-15 09:00:00,2023-09-15 11:00:00,24684,26578.2,8,0.0009180456163320999,0.0014899428855226669,-0.0007713088170003988,0.0008202210834442992,0.002588587639493994,-0.0007713088170003988,2.257489220483497e-05,0.002588587639493994,-0.0007713088170003988,-0.0017420291818106295,0.002588587639493994,-0.0017871789662204363,-0.006640780790271726,0.004262892144689981,-0.009714728612170905,1.0,4.0,0.0,0.005660534421043952,1.0,-1.0,28.0,0.0,-0.011227678571428545,0.0
|
||||
B3,1,LONG,2023-09-19 08:45:00,2023-09-19 11:00:00,25068,26799.0,9,0.0002276204335982143,0.0008768983917310347,-0.0009515280420911228,0.0007798798462629746,0.001320944811373613,-0.0009515280420911228,0.00037687973431839043,0.0019403709093622895,-0.0009515280420911228,0.003380723161311935,0.003384454643830021,-0.0022015746856225977,0.01268704056121497,0.025038247695809545,-0.0022015746856225977,1.0,4.0,0.0,0.005470262482553662,1.0,-1.0,12.0,0.0,-0.021827207358469904,0.0
|
||||
B3,1,LONG,2023-09-20 05:30:00,2023-09-20 07:15:00,25149,27198.8,7,0.0011949056576025412,0.001790520170007527,-0.001058870244275456,-0.002143476918099301,0.001790520170007527,-0.0025295233613247376,0.004820065591129101,0.005173022339220875,-0.0025331999941173074,-0.0031435210376928396,0.006698824948159505,-0.005095813050575707,-0.004331073429710107,0.006698824948159505,-0.010129123343676927,1.0,5.0,0.0,0.008483500185391148,1.0,-1.0,13.0,0.0,-0.010232896652110652,0.0
|
||||
S3,-1,SHORT,2023-09-22 01:45:00,2023-09-22 03:30:00,25326,26577.7,7,0.0017081989788432202,0.003525511989374578,-0.0013056058274418302,-9.406382042087915e-05,0.003525511989374578,-0.0013056058274418302,0.0005756705809757531,0.003525511989374578,-0.0013056058274418302,-0.0012115420070209508,0.00469566591541026,-0.0022274312675664458,-0.001764637271095611,0.00469566591541026,-0.002942316302765127,-1.0,2.0,0.0,-0.004047111374256624,1.0,-1.0,62.0,0.0,-0.026382981841094028,1.0
|
||||
S3,-1,SHORT,2023-09-25 10:15:00,2023-09-25 14:00:00,25656,26039.0,15,-0.0033449825262106283,-0.0,-0.004762087637774108,-0.003206728368984984,-0.0,-0.004762087637774108,-0.0022735128077115375,-0.0,-0.007066323591535773,-0.00046084719075233305,0.0009677791005799273,-0.007066323591535773,-0.012189408195399265,0.002381043818887054,-0.012193248588655479,-1.0,16.0,0.0,-0.010946853444346559,1.0,-1.0,40.0,0.0,-0.02621176593779339,1.0
|
||||
B3,1,LONG,2023-09-28 11:15:00,2023-09-28 12:45:00,25939,26431.7,6,0.001116084095990799,0.0018122179050154858,-0.0015776510780615976,-0.000760450519641271,0.0018122179050154858,-0.0015776510780615976,0.0005637170518732362,0.0020430013960509538,-0.0015776510780615976,-0.0006583004498386957,0.0024591683470983703,-0.0021905514968769114,0.013177359004528625,0.017717362106864077,-0.0021905514968769114,1.0,3.0,0.0,0.0040455533101362955,1.0,1.0,35.0,0.0,0.012708812260536426,1.0
|
||||
B3,1,LONG,2023-10-03 06:00:00,2023-10-03 10:45:00,26411,27569.3,19,0.0019042920930165076,0.0021255526981099333,-0.0018789015317762611,-0.0003373317421914692,0.0021255526981099333,-0.0018789015317762611,0.0003736039725346408,0.0023214227419629807,-0.0018789015317762611,-0.0014944158901386952,0.0034712524438415457,-0.0021473160363157835,-0.004029844791126309,0.0034712524438415457,-0.00613363415103026,1.0,3.0,0.0,0.007425245102517375,1.0,-1.0,43.0,0.0,-0.03647642679900747,0.0
|
||||
B3,1,LONG,2023-10-07 08:30:00,2023-10-07 17:00:00,26820,27968.3,34,-0.0008974446069299366,0.0002788871686873808,-0.0017198042069056234,-0.0018306439790763374,0.0002788871686873808,-0.0018413704086412117,-0.0007687274521511855,0.0011334260573578204,-0.0019414837512469214,-0.002141710436458341,0.0011334260573578204,-0.0030641833790398675,-0.002720937632962981,0.0011334260573578204,-0.004358505879871062,1.0,4.0,0.0,0.003944950176607336,1.0,-1.0,20.0,0.0,-0.016931458699472785,0.0
|
||||
S3,-1,SHORT,2023-10-10 02:30:00,2023-10-10 09:00:00,27076,27522.0,26,-0.0021691737519075912,0.00024707506721892566,-0.0028304629024054014,-0.0016750236174696077,0.00024707506721892566,-0.0028304629024054014,-0.0037279267495094305,0.00024707506721892566,-0.006289513843470625,-0.0034808516822905046,0.00024707506721892566,-0.006289513843470625,-0.0026342562313785337,0.00024707506721892566,-0.007459486955889807,-1.0,4.0,0.0,-0.004413254232383157,1.0,-1.0,68.0,0.0,-0.01626335918790435,1.0
|
||||
S3,-1,SHORT,2023-10-11 09:00:00,2023-10-11 12:00:00,27184,27077.4,12,-0.0012445803511414348,0.0003434598595139456,-0.0015695746268105503,-0.0007423164705621124,0.001203956066682997,-0.0015695746268105503,-1.4772467075783392e-05,0.001203956066682997,-0.001983203704934635,-0.0020422935732381715,0.0027513719928796707,-0.0021272352589243627,-0.00038408414397238347,0.0027513719928796707,-0.008959501281511465,-1.0,8.0,0.0,-0.014205827957302316,1.0,-1.0,64.0,0.0,-0.023438993338694997,1.0
|
||||
S3,-1,SHORT,2023-10-12 08:00:00,2023-10-12 09:30:00,27270,26738.4,6,-0.001993387786853337,0.00037399395625766684,-0.0023935613200490678,-0.005666008437303653,0.00037399395625766684,-0.007502318762528742,-0.0032088681446907543,0.00037399395625766684,-0.007502318762528742,-0.006058702091374203,0.00037399395625766684,-0.007502318762528742,-0.001353858121652645,0.0033061065733178295,-0.007502318762528742,-1.0,2.0,0.0,-0.005267857142857089,1.0,1.0,22.0,1.0,0.0080452403393026,0.0
|
||||
B3,1,LONG,2023-10-16 17:15:00,2023-10-16 22:45:00,27707,28181.4,22,-0.004872007778180037,0.0006600097936936612,-0.005677503601666347,-0.0012064695153540987,0.0006600097936936612,-0.005677503601666347,-0.0016322822854790747,0.0017138963997530027,-0.005677503601666347,0.009811435911629656,0.021876131065170643,-0.005677503601666347,0.00292746279460921,0.021876131065170643,-0.005677503601666347,1.0,11.0,0.0,0.020052556519976544,1.0,1.0,107.0,1.0,0.05260130504125421,1.0
|
||||
B3,1,LONG,2023-10-20 06:00:00,2023-10-20 08:00:00,28032,28698.6,8,-0.0027213871059911824,0.00026133678994794173,-0.0028607667272967513,-0.003195277818430066,0.00026133678994794173,-0.004829503878237913,0.006902775745158377,0.008760009199055058,-0.004829503878237913,0.019638588641954738,0.024440216595931562,-0.004829503878237913,0.041172740133665134,0.04273379189228748,-0.004829503878237913,1.0,4.0,0.0,0.004181377300194898,1.0,1.0,64.0,0.0,0.022175523578857336,1.0
|
||||
B3,1,LONG,2023-10-21 01:15:00,2023-10-21 05:30:00,28118,29602.2,17,0.0005709035139279451,0.0014323259757719972,-0.0009323631351724596,0.0015910979589354353,0.0021484889636580575,-0.0009323631351724596,0.0014998885217989816,0.006158326070359611,-0.0009323631351724596,-0.004739512603792937,0.006158326070359611,-0.005361088027241243,0.0028984332245576097,0.006158326070359611,-0.005361088027241243,1.0,10.0,0.0,0.010176085176085202,1.0,1.0,6.0,0.0,0.010176085176085202,1.0
|
||||
B3,1,LONG,2023-10-22 07:45:00,2023-10-22 13:15:00,28245,30000.7,22,0.004133236891139207,0.007633155226378051,-0.0011433066561779982,0.003749912502041619,0.007633155226378051,-0.0011433066561779982,-0.006673177625855421,0.007633155226378051,-0.013136360151596535,-0.003926575046582222,0.007633155226378051,-0.013136360151596535,-0.0050732149583176634,0.007633155226378051,-0.013136360151596535,1.0,5.0,0.0,0.005722427086825368,1.0,1.0,101.0,0.0,0.018924380593339812,1.0
|
||||
B3,1,LONG,2023-10-23 18:00:00,2023-10-23 19:45:00,28367,30644.4,7,-0.0013999295140385015,0.003194710942292811,-0.002068893500933334,0.0008027567842737513,0.003194710942292811,-0.0024441659813865322,-0.00023821644411386452,0.003194710942292811,-0.008676952395870092,0.018048974690318575,0.020852096957355994,-0.008676952395870092,0.031793737191787054,0.03865632872563987,-0.009401391445092812,-1.0,15.0,0.0,-0.011151984511132576,0.0,-1.0,15.0,1.0,-0.011151984511132576,0.0
|
||||
S3,-1,SHORT,2023-10-27 17:30:00,2023-10-27 19:30:00,28750,33987.6,8,0.0005207781661546296,0.0014005107745177225,-0.0032864927208748006,-0.004425143287551974,0.002221398392354859,-0.006837787899116192,-0.0015034895079381464,0.002221398392354859,-0.006837787899116192,0.0018241947063046525,0.004739963986865756,-0.006837787899116192,0.004278030811237082,0.0187597829796749,-0.006837787899116192,-1.0,6.0,0.0,-0.005783187510421273,1.0,1.0,14.0,0.0,0.006324391543791039,0.0
|
||||
B3,1,LONG,2023-10-30 01:00:00,2023-10-30 04:00:00,28976,34607.9,12,-0.0005692341921932381,0.0008813016681162393,-0.0020457756754961413,0.0006154664108482639,0.0017828299318940787,-0.0020457756754961413,0.0018810733965365868,0.0027826016603144264,-0.006007298911520244,-0.0026352364633509795,0.004010644968345251,-0.006007298911520244,-0.01118530740091131,0.004010644968345251,-0.012393124113280536,1.0,8.0,0.0,0.006570298411959789,1.0,1.0,64.0,0.0,0.01997936928971416,1.0
|
||||
B3,1,LONG,2023-11-02 14:15:00,2023-11-02 18:15:00,29321,35483.1,16,-0.004734648325540891,5.354661796746776e-05,-0.004900924665545047,-0.00194176946208199,5.354661796746776e-05,-0.004900924665545047,-0.003553804487206545,5.354661796746776e-05,-0.004900924665545047,-0.023211049767353997,5.354661796746776e-05,-0.026449211032857897,-0.01650081306312019,5.354661796746776e-05,-0.03334263353540132,1.0,5.0,0.0,0.011055674438881781,1.0,-1.0,9.0,0.0,-0.014355595432209614,0.0
|
||||
S3,-1,SHORT,2023-11-03 11:45:00,2023-11-03 13:00:00,29396,34390.5,5,-0.004201741760079092,2.907779764718303e-06,-0.004565214230674169,-0.004649539843852269,2.907779764718303e-06,-0.005074075689507277,0.00011631119059042469,0.0007821927567206483,-0.005074075689507277,0.006022011892819195,0.006702432357773222,-0.006615198964830404,-0.01076460068914372,0.00777831087073465,-0.011892819237870923,-1.0,0.0,0.0,-0.009287613538482854,1.0,-1.0,20.0,0.0,-0.020185760278070602,1.0
|
||||
B3,1,LONG,2023-11-05 10:30:00,2023-11-05 12:00:00,29584,35236.3,6,-0.002190922429426596,0.0014672369119344848,-0.002846496368801574,-0.0017567111189313704,0.0014672369119344848,-0.002874876193016943,-0.004708212837329726,0.0014672369119344848,-0.00471672678459442,-0.003697891095262638,0.0014672369119344848,-0.006050578522716754,-0.010040781807397568,0.0014672369119344848,-0.013574069922210984,1.0,8.0,0.0,0.008673672398542364,1.0,1.0,32.0,0.0,0.01743449072403098,1.0
|
||||
B3,1,LONG,2023-11-10 00:45:00,2023-11-10 07:45:00,30047,36719.5,28,-0.005286019689810552,0.0015005650948405763,-0.005487547488391726,-0.004125873173654326,0.0015005650948405763,-0.007018069418156486,0.0006999005977749449,0.0015005650948405763,-0.007018069418156486,0.0025953512438895657,0.006021323819768748,-0.007018069418156486,-0.0036819673470498532,0.006021323819768748,-0.010062773185909394,1.0,15.0,0.0,0.040094606843417174,1.0,-1.0,15.0,0.0,-0.04624427595915837,0.0
|
||||
B3,1,LONG,2023-11-11 04:15:00,2023-11-11 05:30:00,30134,37361.6,5,-0.0006611065907240881,0.0005005138966212466,-0.0021171470172583226,0.000385422465847326,0.005577919575178832,-0.004981050062095803,-0.00035330392702660193,0.005577919575178832,-0.004981050062095803,-0.007593357886171821,0.005577919575178832,-0.01179018029206458,-0.008556914050790038,0.005577919575178832,-0.01179018029206458,-1.0,6.0,0.0,-0.0023071993163854268,0.0,1.0,54.0,0.0,0.05828234760933601,1.0
|
||||
S3,-1,SHORT,2023-11-13 16:45:00,2023-11-13 18:15:00,30377,36949.6,6,0.0018268127395154482,0.001964838590945465,-0.002067681382207154,0.0038593110615540776,0.004048758308614939,-0.002067681382207154,-8.11916773117977e-05,0.007783575464957633,-0.002067681382207154,0.004362699460887184,0.010909455041461845,-0.002067681382207154,0.002977028168099249,0.010909455041461845,-0.0033748673869271758,-1.0,1.0,0.0,-0.0032452205158363767,1.0,-1.0,41.0,0.0,-0.008288063899684445,1.0
|
||||
S3,-1,SHORT,2023-11-14 22:45:00,2023-11-15 03:00:00,30508,35380.1,17,0.0020972241457767812,0.00332390241972178,-0.0033889107153456735,-0.0002035042297790104,0.004242497901362589,-0.0033889107153456735,-0.0024816210242481766,0.004242497901362589,-0.0041294399959298745,-0.005508746442209079,0.004242497901362589,-0.008730896747041457,-0.005511572889844857,0.004242497901362589,-0.008730896747041457,-1.0,8.0,0.0,-0.036489651416122044,1.0,-1.0,28.0,0.0,-0.03805883104630526,1.0
|
||||
B3,1,LONG,2023-11-15 21:30:00,2023-11-16 00:00:00,30592,36333.1,10,0.0012357877527654248,0.002887174504790438,-0.0014862480768225118,0.0023174460753418885,0.002887174504790438,-0.002122031976352102,0.024759792035361657,0.035053436122984234,-0.002122031976352102,0.035111234659305275,0.04255898891093804,-0.002122031976352102,0.03234516184966338,0.045878276282508276,-0.002122031976352102,1.0,4.0,0.0,0.008740001610292423,1.0,1.0,32.0,0.0,0.05477511372774421,1.0
|
||||
S3,-1,SHORT,2023-11-17 10:30:00,2023-11-17 13:30:00,30742,36295.9,12,-0.002906664389090779,0.00035541204378459974,-0.003959124859832573,-0.0018569590504713053,0.00035541204378459974,-0.004669948947401773,0.002636661441099528,0.002636661441099528,-0.004669948947401773,0.0015373637242774778,0.004587294983730944,-0.004669948947401773,0.008425194030179797,0.011780944955215287,-0.009389490273005922,-1.0,2.0,0.0,-0.006601509150972493,1.0,1.0,6.0,0.0,0.022820202839985315,0.0
|
||||
B3,1,LONG,2023-11-20 11:45:00,2023-11-20 15:45:00,31039,37261.1,16,-0.00479320256245786,0.0001959147743894547,-0.004860296663276139,-0.002622037459978291,0.0001959147743894547,-0.005125989302516566,-0.0024851654943090396,0.0001959147743894547,-0.005125989302516566,-0.0027454906054838863,0.004948860876356346,-0.005125989302516566,0.009044284790304098,0.013926051565842165,-0.017742364020385832,1.0,3.0,0.0,0.005697705802968921,1.0,1.0,63.0,1.0,0.02413489816672618,1.0
|
||||
S3,-1,SHORT,2023-11-22 18:00:00,2023-11-22 19:45:00,31247,36465.9,7,-0.0023090064964801935,0.0006334685281317215,-0.0027697108805760998,-0.0010173888482115769,0.0006334685281317215,-0.004628982144962709,-0.0017057031363547064,0.0006334685281317215,-0.0051801820330775175,-0.00011243380802334632,0.006194828593288564,-0.0051801820330775175,-0.03160212691857328,0.006194828593288564,-0.03877869461606593,1.0,39.0,0.0,0.02401525384224417,0.0,1.0,31.0,0.0,0.02401525384224417,0.0
|
||||
B3,1,LONG,2023-11-23 07:15:00,2023-11-23 17:00:00,31332,37493.5,39,0.0040060277114699104,0.00417405683651833,-0.0011521997146171227,-0.00013335644845106486,0.00417405683651833,-0.0011521997146171227,-0.004294077640124288,0.00417405683651833,-0.009540320322189101,-0.006131729499780001,0.00417405683651833,-0.009540320322189101,-0.006641151132863029,0.00417405683651833,-0.01699494579060363,1.0,8.0,0.0,0.005861837692823608,1.0,-1.0,4.0,0.0,-0.010203273495248152,0.0
|
||||
B3,1,LONG,2023-11-25 08:00:00,2023-11-25 09:45:00,31495,37786.1,7,0.00013761674266474618,0.0005742852530429011,-0.0020880694223537615,0.0008071751252444683,0.0011512169819060448,-0.0020880694223537615,-0.00041285022799385343,0.0014264504672353447,-0.0020880694223537615,0.00015349559758754967,0.0014264504672353447,-0.0020880694223537615,-0.0037341773826883046,0.0014264504672353447,-0.005695215965659253,1.0,7.0,0.0,0.005998274797128805,1.0,1.0,119.0,0.0,0.02522770869566385,1.0
|
||||
S3,-1,SHORT,2023-11-27 13:00:00,2023-11-27 15:30:00,31710,37253.2,10,-0.00254474783374322,0.0005690786294867848,-0.003089667464808549,-0.001994459536362055,0.0005690786294867848,-0.003787594085877343,-0.001959563205308537,0.0005690786294867848,-0.0054706709759162414,0.007336282520696092,0.011365466590789361,-0.0054706709759162414,0.004509679705367593,0.014849731029817495,-0.0054706709759162414,-1.0,2.0,0.0,-0.004351079751977841,1.0,-1.0,30.0,0.0,-0.013026925491920877,1.0
|
||||
B3,1,LONG,2023-11-29 07:45:00,2023-11-29 09:15:00,31877,38016.9,6,-0.0021306313770980798,0.0012757484171513195,-0.004221806617583233,-0.0042586323450886695,0.0012757484171513195,-0.005034603031809575,-0.00207276237673253,0.0012757484171513195,-0.005034603031809575,-0.0005550163216884739,0.0012757484171513195,-0.005034603031809575,0.0012915308717964522,0.012707506398470115,-0.005034603031809575,1.0,1.0,0.0,0.009605579043531954,1.0,1.0,69.0,0.0,0.031498263512046924,1.0
|
||||
S3,-1,SHORT,2023-12-01 02:30:00,2023-12-01 08:15:00,32065,37619.9,23,-0.001097823226536903,0.0005236590208906553,-0.0016640129293272587,-0.007706027926709041,0.0005236590208906553,-0.009040428071313281,-0.009513581907447959,0.0005236590208906553,-0.011964412451920354,-0.014425875666867724,0.0005236590208906553,-0.01639291970473066,-0.027121284213939844,0.0005236590208906553,-0.03253862982091921,1.0,1.0,1.0,0.0009285619263004245,0.0,1.0,1.0,0.0,0.004727197946740236,0.0
|
||||
B3,1,LONG,2023-12-01 22:15:00,2023-12-02 00:30:00,32130,38731.0,9,0.0006325682270016266,0.0038470475846221373,-0.0025560920193126954,0.0014484521442771564,0.0038470475846221373,-0.0025560920193126954,-0.0007849009837081783,0.004903049237045299,-0.0025560920193126954,0.0028659213549869613,0.004903049237045299,-0.0030673104231753096,-0.0017582814799514226,0.004903049237045299,-0.0030673104231753096,1.0,6.0,0.0,0.013645785352372217,1.0,1.0,66.0,0.0,0.03440171567907396,1.0
|
||||
B3,1,LONG,2023-12-06 14:15:00,2023-12-06 16:15:00,32577,43818.4,8,-0.002095010315301401,0.001716174027349175,-0.0029759187921056325,0.0009516550125060954,0.001716174027349175,-0.0029759187921056325,0.0070427035218081566,0.012127325507092944,-0.0029759187921056325,0.004829021598232673,0.012127325507092944,-0.010073393825424968,0.002610775382031326,0.012127325507092944,-0.010073393825424968,1.0,1.0,0.0,0.008455501599502922,1.0,-1.0,1.0,0.0,-0.01593825022850733,0.0
|
||||
S3,-1,SHORT,2023-12-11 19:15:00,2023-12-11 20:45:00,33075,42218.0,6,0.002785541712065909,0.004625988914681011,-0.0011724856696195935,0.0056279312141740145,0.007522857548912751,-0.0011724856696195935,0.00712492301861772,0.009266189776872356,-0.0011724856696195935,0.019863565303898777,0.021388981003363495,-0.0011724856696195935,0.02160452887393999,0.04712918660287074,-0.0011724856696195935,-1.0,3.0,0.0,-0.006413198244313435,1.0,-1.0,3.0,0.0,-0.006413198244313435,1.0
|
||||
B3,1,LONG,2023-12-14 10:45:00,2023-12-14 16:15:00,33345,42970.9,22,-0.004358763721495312,2.327156284800756e-06,-0.006667302756051188,-0.0024877300684882434,2.327156284800756e-06,-0.006667302756051188,-7.446900111480945e-05,0.0014358554277428932,-0.006667302756051188,-0.012366508497611207,0.009504106267264624,-0.02606182323386295,0.003043920420563582,0.011151732916927434,-0.0426079044190371,1.0,1.0,0.0,0.004903978372917607,1.0,1.0,97.0,1.0,0.05954482690600654,1.0
|
||||
S3,-1,SHORT,2023-12-16 05:00:00,2023-12-16 07:30:00,33502,41970.3,10,0.0016940550818079884,0.0024374379025168488,-0.0027328849210035925,0.0008601320457563043,0.007915120930753517,-0.0027328849210035925,-0.004567515600317298,0.007915120930753517,-0.006187708927503427,-0.007855554999606796,0.007915120930753517,-0.01139138867246597,-0.0063854678189100384,0.007915120930753517,-0.01139138867246597,-1.0,6.0,0.0,-0.007324976348155088,1.0,-1.0,30.0,0.0,-0.025170715845217566,1.0
|
||||
S3,-1,SHORT,2023-12-18 15:30:00,2023-12-18 17:15:00,33733,40914.3,7,-0.00046194117948966933,0.0008212287635375851,-0.006494061978330243,0.004433657669812302,0.008811100275453813,-0.006494061978330243,-0.005450417091334814,0.008811100275453813,-0.007936100580970397,-0.01505586066485312,0.008811100275453813,-0.015253835456063002,-0.019149783816416265,0.008811100275453813,-0.02115886132721315,-1.0,5.0,0.0,-0.01026640895819158,1.0,-1.0,53.0,0.0,-0.03676664469347389,1.0
|
||||
B3,1,LONG,2023-12-19 14:15:00,2023-12-19 16:30:00,33826,43166.7,9,-0.0022239365066127363,0.0010332038353639687,-0.0029003838607073763,-0.0024486467578016644,0.0010332038353639687,-0.004366791994755217,-0.00012972962955237592,0.003020847088149001,-0.004742081280246048,-0.004320459984200785,0.003020847088149001,-0.006637060511922385,-0.022149017645546186,0.003020847088149001,-0.030840902825557563,1.0,6.0,0.0,0.007621346305572803,1.0,1.0,66.0,0.0,0.06443046027745844,1.0
|
||||
S3,-1,SHORT,2023-12-20 05:45:00,2023-12-20 07:45:00,33887,42298.3,8,-0.0029244674135839284,0.0008771038079545943,-0.003997796601754646,-0.004702316641567017,0.0008771038079545943,-0.004768513155374969,-0.0024043519479505578,0.0018913289659395294,-0.0052295245908227294,-0.012830302872692214,0.0018913289659395294,-0.014461574105815058,-0.012232170087213768,0.0018913289659395294,-0.017934526919521552,-1.0,3.0,0.0,-0.006074234904880065,1.0,-1.0,47.0,0.0,-0.02874167623421348,1.0
|
||||
B3,1,LONG,2023-12-21 01:00:00,2023-12-21 02:00:00,33960,44102.7,4,0.001662029762350217,0.0031721413881690115,-0.0032333621297561954,-0.0005668587184004608,0.0042469055182563185,-0.0032333621297561954,-0.0070222458035448425,0.0042469055182563185,-0.019105406244969095,-0.012468624369936404,0.0042469055182563185,-0.019105406244969095,-0.009486947511149979,0.0042469055182563185,-0.019105406244969095,-1.0,4.0,0.0,-0.006351302028180979,0.0,1.0,40.0,0.0,0.05419572897593893,1.0
|
||||
S3,-1,SHORT,2023-12-25 14:15:00,2023-12-25 17:30:00,34406,43125.7,13,-0.002344309773522652,0.0006724528529391987,-0.0027709695146977326,-0.0018295355205828882,0.0006724528529391987,-0.0027709695146977326,-0.0008625946941152113,0.0006724528529391987,-0.00356631892351899,-0.014269913299958064,0.0006724528529391987,-0.016795089702891848,-0.008899565688209187,0.0006724528529391987,-0.016795089702891848,-1.0,6.0,0.0,-0.005412772944899133,1.0,-1.0,6.0,0.0,-0.005412772944899133,1.0
|
||||
S3,-1,SHORT,2023-12-26 21:00:00,2023-12-26 23:00:00,34524,42538.6,8,0.0027151810355770995,0.006697446554423546,-0.005616075752375524,0.004981358107695163,0.008947167983901647,-0.005616075752375524,0.012292365051976357,0.0221351901567047,-0.005616075752375524,0.008855486546336671,0.0221351901567047,-0.005616075752375524,0.004088051792959841,0.0221351901567047,-0.005616075752375524,-1.0,4.0,0.0,-0.006954349678428477,1.0,1.0,12.0,0.0,0.010202094564107402,0.0
|
||||
B3,1,LONG,2023-12-27 21:00:00,2023-12-28 03:00:00,34636,43057.7,24,0.002930950793934752,0.004294237732159439,-0.0005806162428555172,0.006828047015980882,0.007485304602893395,-0.0005806162428555172,0.006560963544267344,0.012473959361508066,-0.0005806162428555172,0.009447787503745043,0.014917192511444015,-0.0005806162428555172,0.0034627952723904395,0.018400889968577118,-0.0005806162428555172,1.0,0.0,0.0,0.0039029803941682422,1.0,1.0,60.0,1.0,0.03511551313796661,1.0
|
||||
S3,-1,SHORT,2023-12-29 07:30:00,2023-12-29 09:00:00,34756,42504.8,6,0.0030584781012967946,0.008980162240499998,-0.0018868457209538002,0.0031996386290489543,0.008980162240499998,-0.0018868457209538002,-0.005933447516515713,0.008980162240499998,-0.00786499407125773,-0.004204231051551756,0.008980162240499998,-0.00786499407125773,-0.006521616382149712,0.008980162240499998,-0.008380229997553149,-1.0,4.0,0.0,-0.006634929315449971,1.0,1.0,4.0,0.0,0.00435486348223681,0.0
|
||||
S3,-1,SHORT,2023-12-30 05:00:00,2023-12-30 06:30:00,34842,41841.5,6,-0.003876534063071283,0.0033411804070122464,-0.004505096614605117,-0.0060609681775270615,0.0033411804070122464,-0.007014566877382503,-0.007071926197674592,0.0033411804070122464,-0.00976303430804345,-0.003300550888471937,0.0033411804070122464,-0.00976303430804345,0.000960768614891844,0.0033411804070122464,-0.00976303430804345,-1.0,6.0,0.0,-0.008422419656420292,1.0,-1.0,26.0,0.0,-0.03081634118489113,1.0
|
||||
B3,1,LONG,2023-12-31 21:00:00,2024-01-01 02:45:00,35019,42701.6,23,0.00013582629222331038,0.0006041928171310422,-0.001800869288270263,-0.002074863705341218,0.0009437585476891478,-0.0023793019465312435,-0.0006276111433762584,0.0009437585476891478,-0.003707121044644595,-0.009076943252711809,0.0009437585476891478,-0.014484234782771607,-0.006205856455027446,0.0030537497423984454,-0.014484234782771607,1.0,15.0,0.0,0.007564710601448728,1.0,1.0,11.0,0.0,0.007564710601448728,1.0
|
||||
B3,1,LONG,2024-01-02 06:30:00,2024-01-02 09:00:00,35140,44937.6,10,-0.00025145980203650475,0.00459303567613761,-0.004174677775404084,0.005111532436089252,0.005120433668019622,-0.004174677775404084,0.01159830520544053,0.013961582282987998,-0.004174677775404084,0.007619454532507332,0.013961582282987998,-0.004174677775404084,0.015096489354126644,0.02252901801609346,-0.004174677775404084,1.0,8.0,0.0,0.03480863998526225,1.0,1.0,68.0,0.0,0.06467272714349676,1.0
|
||||
S3,-1,SHORT,2024-01-04 02:00:00,2024-01-04 04:00:00,35312,42610.3,8,-0.002680103167543929,0.0001478515757927757,-0.005634787832988703,-0.004963588615898034,0.0005867126023520134,-0.0067002579188599936,-0.0010795511883277048,0.0005867126023520134,-0.008547229191064064,-0.006751888627866903,0.0005867126023520134,-0.00907761738359025,-0.01192669378061166,0.0005867126023520134,-0.015951542232746474,-1.0,0.0,0.0,-0.02260763053406395,1.0,-1.0,0.0,0.0,-0.06520074678109704,1.0
|
||||
B3,1,LONG,2024-01-06 15:15:00,2024-01-06 17:15:00,35557,43715.1,8,-0.0022440758456459793,0.0010820059887773998,-0.0031110531601208735,0.00012352711076953857,0.0014274243911143166,-0.0031110531601208735,-0.0010499804415408283,0.0014274243911143166,-0.0031110531601208735,0.002987526049351335,0.003657775002230384,-0.0042982859469611525,0.003806465042971455,0.009946219956033566,-0.0042982859469611525,1.0,5.0,0.0,0.007462325397026492,1.0,-1.0,5.0,0.0,-0.017638202247191044,0.0
|
||||
B3,1,LONG,2024-01-09 09:45:00,2024-01-09 11:45:00,35823,46932.8,8,-0.003140660689326046,0.0003728735553813111,-0.0054929601472744624,-0.0049581529335561555,0.0003728735553813111,-0.0054929601472744624,-0.0031640984556642686,0.0003728735553813111,-0.007086728258275786,-0.008109467153035954,0.0003728735553813111,-0.009206780758872383,-0.0020753076739508714,0.003562540483414522,-0.03265946203934142,1.0,3.0,0.0,0.01468206867774915,1.0,1.0,95.0,1.0,0.08746214499711537,1.0
|
||||
S3,-1,SHORT,2024-01-10 11:15:00,2024-01-10 13:30:00,35926,45965.2,9,-0.0003741961309861453,0.0017883094166890841,-0.0024300992925083407,-0.001059497184826877,0.0017883094166890841,-0.0024300992925083407,0.0037441368687615535,0.005140845683255933,-0.0024300992925083407,0.007451289236204781,0.014471817809995326,-0.0024300992925083407,0.015548719466030762,0.036412329327404146,-0.0024300992925083407,1.0,14.0,0.0,0.014684326710816712,0.0,-1.0,6.0,0.0,-0.04438253638253644,1.0
|
||||
S3,-1,SHORT,2024-01-13 08:00:00,2024-01-13 11:30:00,36206,42587.2,14,-0.0052175301499043,0.0005001502798962044,-0.00541007626704741,-0.006210786339557426,0.0005001502798962044,-0.006663974151857904,-0.010963388060262274,0.0005001502798962044,-0.013226978998384561,-0.011703046924897657,0.0005001502798962044,-0.015917928391629445,-0.00327093586805432,0.0018174474959610912,-0.015917928391629445,-1.0,6.0,0.0,-0.009530897504477125,1.0,-1.0,94.0,1.0,-0.13136097088368778,1.0
|
||||
S3,-1,SHORT,2024-01-19 08:00:00,2024-01-19 11:30:00,36782,41017.7,14,-0.004029967550594083,0.0014798489432610092,-0.004932017153570359,-0.001994261014147622,0.0014798489432610092,-0.004932017153570359,-0.005819438925147056,0.0014798489432610092,-0.006068112058940444,-0.00431277229098661,0.0014798489432610092,-0.013667270471040693,-0.006928716139617882,0.0014798489432610092,-0.013667270471040693,-1.0,10.0,0.0,-0.008563762931451294,1.0,1.0,14.0,0.0,0.008460033043546639,0.0
|
||||
B3,1,LONG,2024-01-20 08:45:00,2024-01-20 15:30:00,36894,41735.1,27,-0.0035270072433035288,9.584258813359863e-06,-0.003955902825199857,-0.0034742938198303107,9.584258813359863e-06,-0.005197064341525514,-0.005333640029615325,9.584258813359863e-06,-0.006744922139877465,-0.003560552149150201,9.584258813359863e-06,-0.006744922139877465,-0.004674722236199231,9.584258813359863e-06,-0.006744922139877465,1.0,6.0,0.0,0.00406098209366712,1.0,1.0,14.0,0.0,0.006671731972936757,1.0
|
||||
S3,-1,SHORT,2024-01-22 14:45:00,2024-01-22 16:30:00,37090,40811.0,7,-0.0049030898532258105,0.0004018524417436832,-0.005856264242483644,0.0016074097669745546,0.007407316654823526,-0.005856264242483644,-0.0003650976452427398,0.011205312293254341,-0.005856264242483644,-0.001756879272745022,0.011205312293254341,-0.010847565607311684,0.007975790840704712,0.011712528484967288,-0.010847565607311684,-1.0,6.0,0.0,-0.012674519594821843,1.0,-1.0,50.0,0.0,-0.0255462513938335,1.0
|
||||
S3,-1,SHORT,2024-01-23 05:15:00,2024-01-23 06:45:00,37147,39829.9,6,0.006575462152804839,0.007378878681593513,-0.0033592853609975327,0.0024905912392449983,0.008784857606973692,-0.0033592853609975327,0.0003941762344370527,0.008784857606973692,-0.0033592853609975327,-0.004273171662494686,0.008784857606973692,-0.0073136010886292865,0.009269418200899434,0.012987730323199479,-0.008606599564648558,-1.0,19.0,0.0,-0.025689761032874115,1.0,-1.0,107.0,0.0,-0.048972204513274546,1.0
|
||||
B3,1,LONG,2024-01-26 21:45:00,2024-01-27 01:00:00,37508,41879.6,13,0.00046800829043253865,0.0021681200393509708,-0.003316650588830874,0.0032474044642260193,0.006454216372649283,-0.003316650588830874,0.0024952482831736692,0.007342477005511037,-0.003316650588830874,-0.0010864478170756167,0.008588907248397892,-0.003316650588830874,-0.0025740455973790495,0.008588907248397892,-0.004723063257528621,1.0,8.0,0.0,0.024201516263144988,1.0,1.0,52.0,0.0,0.05929637564404457,1.0
|
||||
B3,1,LONG,2024-01-28 08:45:00,2024-01-28 10:45:00,37643,42082.8,8,0.0008602089214595294,0.0013021947208834875,-0.00037782657047538313,0.0047905557614987245,0.008583079072685207,-0.00037782657047538313,0.013485319417909454,0.017898048608932796,-0.00037782657047538313,0.006822264678205788,0.017898048608932796,-0.00037782657047538313,0.0076111855675001575,0.017898048608932796,-0.00037782657047538313,1.0,3.0,0.0,0.004166249087290932,1.0,1.0,59.0,0.0,0.017473362008312465,1.0
|
||||
B3,1,LONG,2024-01-30 16:00:00,2024-01-30 19:00:00,37868,43421.0,12,0.0021280025793970992,0.002924852030123673,-0.0006425462333894073,-0.0006471522995785114,0.010755164551714607,-0.0006609704981459913,-0.00463830865249537,0.010755164551714607,-0.006690311139771078,-0.0027152760185164197,0.010755164551714607,-0.007576978881186523,0.0026600032242463326,0.010755164551714607,-0.007576978881186523,-1.0,4.0,0.0,-0.0006490338142013453,0.0,1.0,76.0,0.0,0.03956828503913248,1.0
|
||||
S3,-1,SHORT,2024-01-31 16:00:00,2024-01-31 18:00:00,37960,42676.6,8,0.007046015849434985,0.0074888814947769635,-0.0025400336484162622,0.004440372475782982,0.007863794210410354,-0.0025400336484162622,0.0005061321661050446,0.007863794210410354,-0.0025400336484162622,-0.0049793095045059825,0.007863794210410354,-0.00720301054910657,-0.0049535342553062205,0.007863794210410354,-0.02511915194743724,-1.0,4.0,0.0,-0.009294983401815388,1.0,-1.0,8.0,0.0,-0.024534857142857178,1.0
|
||||
B3,1,LONG,2024-02-08 15:00:00,2024-02-08 16:45:00,38723,44695.5,7,0.0001633274043248853,0.0016981575326375463,-0.002405163830810708,0.0015057444261727224,0.003454486469555133,-0.002405163830810708,0.001709344341152945,0.004224138895414592,-0.002405163830810708,0.006179593023906145,0.006785918045440881,-0.0025752033202447347,0.013153449452405756,0.017731091496906846,-0.0025752033202447347,1.0,3.0,0.0,0.0065420560747663555,1.0,1.0,99.0,0.0,0.045181159589742594,1.0
|
||||
B3,1,LONG,2024-02-11 09:45:00,2024-02-11 12:15:00,38993,48390.7,10,-0.0031472989644703558,0.0007811418309717138,-0.003537869879956213,-0.0032795557824126763,0.0007811418309717138,-0.003537869879956213,-0.0036205303911701443,0.0007811418309717138,-0.005901960500674687,-0.004147491150158958,0.0007811418309717138,-0.007077806272692894,-0.006331795158987041,0.0016242790453538764,-0.009890330166746886,1.0,9.0,0.0,0.017907251669141713,1.0,1.0,65.0,0.0,0.03318572734027371,1.0
|
||||
B3,1,LONG,2024-02-14 01:00:00,2024-02-14 02:30:00,39242,49254.4,6,-0.001699340566528155,-2.0302754677459234e-06,-0.006803453092515563,-0.004253427104989605,0.00018678534303528393,-0.006803453092515563,0.007481565098752599,0.008569792749480219,-0.006803453092515563,0.007201387084199525,0.010062045218295188,-0.006803453092515563,0.0023449681652806652,0.01074218749999997,-0.006803453092515563,-1.0,34.0,0.0,-0.020592563133823794,0.0,-1.0,42.0,1.0,-0.0232882797131798,0.0
|
||||
B3,1,LONG,2024-02-15 03:15:00,2024-02-15 04:15:00,39345,51794.3,4,-0.004340245934398242,0.001075407911681345,-0.004790102385783876,-0.0032590458795659543,0.001075407911681345,-0.006010313876237403,0.00042089573563105657,0.001075407911681345,-0.006010313876237403,0.0032744915946349025,0.01494372932928913,-0.006010313876237403,0.0026836929932444304,0.01494372932928913,-0.006010313876237403,1.0,5.0,0.0,0.011257826884065583,1.0,1.0,1.0,0.0,0.011257826884065583,1.0
|
||||
S3,-1,SHORT,2024-02-22 01:00:00,2024-02-22 04:45:00,40019,50978.4,15,-0.007387442524677089,0.0003825149475071795,-0.008279977402193842,-0.006239897682155551,0.0003825149475071795,-0.009241168808750344,-0.013695996735872391,0.0003825149475071795,-0.01571842191987186,-0.005690645449837549,0.0003825149475071795,-0.01986723788898819,-0.016098975252263645,0.0003825149475071795,-0.01986723788898819,1.0,3.0,0.0,0.0062254505260249384,0.0,-1.0,67.0,0.0,-0.03012453911395731,1.0
|
||||
B3,1,LONG,2024-02-25 11:15:00,2024-02-25 13:45:00,40343,51699.1,10,0.00279695391215705,0.002980709528792543,-0.0007060084218100509,0.0010831910033250096,0.002980709528792543,-0.0007060084218100509,0.0012050499911991294,0.002980709528792543,-0.0007060084218100509,-0.0017466454928614934,0.002980709528792543,-0.00288399604635281,-0.002926549978626236,0.002980709528792543,-0.004528125247828271,1.0,7.0,0.0,0.004174096130463355,1.0,1.0,103.0,0.0,0.02348716263434743,1.0
|
||||
B3,1,LONG,2024-02-27 13:15:00,2024-02-27 14:45:00,40539,56396.3,6,-0.006778813503722813,0.00040250867521445714,-0.009628291217686265,-0.0006667104047606992,0.00040250867521445714,-0.009628291217686265,0.0016720955098117364,0.002354764408303304,-0.009628291217686265,0.003282130210669823,0.008575030631442108,-0.009628291217686265,0.012195835542402526,0.01946936235178549,-0.009628291217686265,1.0,7.0,0.0,0.014542733220718923,1.0,1.0,75.0,0.0,0.10749275860376067,1.0
|
||||
B3,1,LONG,2024-02-29 05:15:00,2024-02-29 07:45:00,40703,62487.9,10,-0.01273846616704994,0.0003280635130961354,-0.015433387903898218,-0.02074481619641567,0.0003280635130961354,-0.02134653268872856,-0.017526593148433606,0.0003280635130961354,-0.022127483880879407,0.0007041363207917052,0.0049945669481611405,-0.022127483880879407,0.004551281128026409,0.02040234989493968,-0.022127483880879407,1.0,7.0,0.0,0.05350480406917048,1.0,1.0,79.0,0.0,0.11127136277142503,1.0
|
||||
B3,1,LONG,2024-03-04 13:30:00,2024-03-04 14:45:00,41115,63745.5,5,0.0070624593108532694,0.007129915052827259,-0.00316100744366269,0.017802040928379302,0.01949157195409872,-0.00316100744366269,0.02370520272019199,0.03051823265956019,-0.00316100744366269,0.024605658438634884,0.030933948278701936,-0.00316100744366269,0.04507298554407758,0.04917209842263375,-0.00316100744366269,1.0,3.0,0.0,0.007848333019758407,1.0,1.0,75.0,0.0,0.03922431712028954,1.0
|
||||
S3,-1,SHORT,2024-03-06 07:45:00,2024-03-06 11:00:00,41292,62848.8,13,-0.00755463907027653,-0.0,-0.009104390219065393,-0.009608775346545903,-0.0,-0.013543615789004676,-0.05145205636384461,-0.0,-0.05491274296406609,-0.07197114344267516,-0.0,-0.07464263438601845,-0.05165094639834009,-0.0,-0.07765780730897005,-1.0,8.0,0.0,-0.023994508796640654,1.0,-1.0,12.0,1.0,-0.0937447728911319,1.0
|
||||
B3,1,LONG,2024-03-06 18:00:00,2024-03-06 20:00:00,41328,67215.3,8,-0.018082192596031093,0.00028564924950118633,-0.03867869369027591,-0.01546522889877751,0.00028564924950118633,-0.03867869369027591,-0.01174434987272256,0.0012452521970443796,-0.03867869369027591,-0.0021542714233218165,0.0012452521970443796,-0.03867869369027591,-0.013016381686907724,0.00527707233323361,-0.03867869369027591,1.0,0.0,0.0,0.016605311158636137,1.0,1.0,32.0,0.0,0.13708384084449862,1.0
|
||||
B3,1,LONG,2024-03-09 10:00:00,2024-03-09 11:45:00,41583,68297.1,7,-0.0005417506746260089,0.0011362122257019883,-0.0017248170127282549,-0.00013177719112524543,0.002046939035478642,-0.0017248170127282549,0.0005578567757634111,0.002046939035478642,-0.0017248170127282549,0.001022005326726733,0.00456241919495837,-0.0017248170127282549,0.0015110451249027716,0.00456241919495837,-0.004408679138645796,1.0,7.0,0.0,0.007034797994691917,1.0,-1.0,47.0,0.0,-0.028916207408418458,0.0
|
||||
B3,1,LONG,2024-03-10 22:45:00,2024-03-11 00:30:00,41730,69640.2,7,-0.0024999928202387597,0.0002728309223695509,-0.003473568427431199,-0.002242957372322266,0.0005155068480562769,-0.003473568427431199,-0.004684076151418248,0.0005155068480562769,-0.0067676428269879026,-0.006089873377732851,0.0005155068480562769,-0.0067676428269879026,-0.01755738783059206,0.0005155068480562769,-0.037912010591583556,-1.0,18.0,0.0,-0.005137157534735897,0.0,-1.0,2.0,0.0,-0.005137157534735897,0.0
|
||||
B3,1,LONG,2024-03-12 05:00:00,2024-03-12 06:15:00,41849,72759.9,5,-0.004540962810559033,0.00036283722215133245,-0.005321612591551076,-0.007330961147555099,0.00036283722215133245,-0.008253172420522844,-0.009503861330210734,0.00036283722215133245,-0.009628930221179404,-0.014055819208107724,0.00036283722215133245,-0.016465113338528504,-0.015026133900678649,0.00036283722215133245,-0.02006462350827852,1.0,5.0,0.0,0.012175052549429811,1.0,1.0,73.0,0.0,0.08596865671641782,1.0
|
||||
S3,-1,SHORT,2024-03-13 03:30:00,2024-03-13 05:15:00,41941,70872.0,7,-0.003511965233096204,0.0035020882718139333,-0.005648210859013474,-0.006054577266057199,0.0035020882718139333,-0.006475053617789736,-0.008906197087707375,0.0035020882718139333,-0.010600801444858378,-0.015131504684501555,0.0035020882718139333,-0.018738006547014335,-0.030206569590247246,0.0035020882718139333,-0.03442403205779429,-1.0,5.0,0.0,-0.011973919189637859,1.0,-1.0,5.0,1.0,-0.03404661305710781,1.0
|
||||
B3,1,LONG,2024-03-14 09:30:00,2024-03-14 11:30:00,42062,73298.7,8,0.0012578667834490529,0.006424397704188597,-0.0011132530317726136,-0.003956413960957016,0.006424397704188597,-0.007895092273123495,0.0018881644558499501,0.006424397704188597,-0.007895092273123495,0.002009585436030965,0.007949663500171178,-0.007895092273123495,-0.015075301471922422,0.007949663500171178,-0.020173618358852164,1.0,6.0,0.0,0.010452092279485212,1.0,-1.0,14.0,0.0,-0.0025365686377239564,0.0
|
||||
S3,-1,SHORT,2024-03-15 08:30:00,2024-03-15 11:30:00,42158,68313.6,12,0.0012925683904815865,0.013666385609893283,-0.009418329585909602,0.012242071856848459,0.020619613078508608,-0.009418329585909602,0.007518268690275521,0.020619613078508608,-0.009418329585909602,0.010545484354506404,0.020619613078508608,-0.009418329585909602,0.003259965804759398,0.040015458122540835,-0.009418329585909602,-1.0,6.0,0.0,-0.05774344827586199,1.0,1.0,14.0,0.0,-0.004174927113702539,0.0
|
||||
S3,-1,SHORT,2024-03-17 10:45:00,2024-03-17 15:15:00,42365,65344.2,18,-0.0022603383314816674,0.004053917562691014,-0.007685456398578559,-0.015565268225795187,0.004053917562691014,-0.016085589845770642,-0.017764392249044338,0.004053917562691014,-0.02345732291465812,-0.024289837506618752,0.004053917562691014,-0.034521809127665545,-0.047030953014957674,0.004053917562691014,-0.04751301569228787,-1.0,9.0,0.0,-0.01930791662101704,1.0,-1.0,109.0,0.0,-0.0678111661454887,1.0
|
||||
B3,1,LONG,2024-03-18 09:00:00,2024-03-18 11:45:00,42447,68038.1,11,0.00577470564286766,0.006788843309851306,-0.004085945962629761,0.006583076246985059,0.008846513938513776,-0.004085945962629761,0.007250349436565517,0.01479024252587871,-0.004085945962629761,0.0007128358963580699,0.01479024252587871,-0.010104632551467485,-0.006353792948362798,0.01479024252587871,-0.012517986245941783,-1.0,19.0,1.0,-0.013545998109388516,0.0,-1.0,15.0,0.0,-0.013545998109388516,0.0
|
||||
S3,-1,SHORT,2024-03-20 01:15:00,2024-03-20 04:15:00,42609,63790.8,12,-0.002092778268966685,0.0014077265060165871,-0.007327075377640571,-0.0026806373332831693,0.0031901151890241226,-0.007327075377640571,0.01737241106868082,0.020234892805859196,-0.007327075377640571,0.021314985860030042,0.034613141706954606,-0.007327075377640571,0.027629376022874772,0.04688450372153983,-0.007327075377640571,-1.0,1.0,0.0,-0.023915977341791905,1.0,1.0,17.0,0.0,0.02209026775256728,0.0
|
||||
B3,1,LONG,2024-03-21 13:15:00,2024-03-21 15:30:00,42750,67136.8,9,0.00346009937917808,0.008636098235245094,-0.0026632189797548126,0.0029685656748609244,0.008636098235245094,-0.0026632189797548126,-0.0013896998367512736,0.008636098235245094,-0.0065716566771129555,0.0010962691102344953,0.008636098235245094,-0.0065716566771129555,-0.016108900036939502,0.00949553746976323,-0.01612975298197127,1.0,2.0,0.0,0.015239909873126812,1.0,-1.0,14.0,0.0,-0.016942948052461368,0.0
|
||||
S3,-1,SHORT,2024-03-22 14:15:00,2024-03-22 15:45:00,42847,66223.4,6,0.0036648677053729814,0.004807968180431603,-0.0028630363285486074,0.0032979279227583333,0.005652080684470873,-0.0028630363285486074,0.020106186030919477,0.023102105902143264,-0.0028630363285486074,0.029021463712222483,0.034268853607637095,-0.0028630363285486074,0.03924896637744358,0.05449584285917054,-0.0028630363285486074,-1.0,3.0,0.0,-0.007024841097644542,1.0,1.0,31.0,1.0,0.025922500507357785,0.0
|
||||
B3,1,LONG,2024-03-25 10:15:00,2024-03-25 12:00:00,43120,67282.9,7,0.003806316315141081,0.004547960923206342,-0.003073589277513133,0.004594035037134336,0.00589005527407414,-0.003073589277513133,-0.0030795343244717026,0.007388207107600978,-0.004855617103305552,-0.006674801472588003,0.007388207107600978,-0.00800946451475775,0.020098717504744935,0.023591432592828237,-0.00800946451475775,1.0,4.0,0.0,0.0128756721603669,1.0,1.0,80.0,0.0,0.054227382407320265,1.0
|
||||
B3,1,LONG,2024-03-26 08:00:00,2024-03-26 12:15:00,43217,70650.1,17,-0.0015810310247262444,0.0003779187856775445,-0.002900208209188787,-0.00375795646432206,0.0003779187856775445,-0.004921436770790297,9.341812679658299e-05,0.0003779187856775445,-0.004921436770790297,0.006118887305184116,0.0141386919480651,-0.005013439471423417,-0.014386391526692936,0.0141386919480651,-0.015571103225614766,1.0,13.0,0.0,0.014957857400418793,1.0,1.0,177.0,0.0,0.10698661903418893,1.0
|
||||
S3,-1,SHORT,2024-03-27 07:00:00,2024-03-27 08:00:00,43296,69972.6,4,-0.009895301875305393,0.0011861785899051913,-0.011357302715634362,-0.007693011264409045,0.0011861785899051913,-0.011814624581621906,-0.0066926196825612926,0.0011861785899051913,-0.011814624581621906,-0.006203856938287147,0.0011861785899051913,-0.011814624581621906,-0.0018592992114054823,0.007234260267590623,-0.011814624581621906,1.0,8.0,0.0,0.00796024200518591,0.0,1.0,0.0,0.0,0.0094143104443163,0.0
|
||||
B3,1,LONG,2024-03-29 02:45:00,2024-03-29 09:30:00,43494,70938.9,27,-0.003274649028952921,1.4096638093601787e-06,-0.003274649028952921,-0.003710235146019985,1.4096638093601787e-06,-0.004371367472571343,-0.007667161458663642,1.4096638093601787e-06,-0.008511550080421157,-0.005594955659024798,1.4096638093601787e-06,-0.012148482708358721,-0.009816898767812783,1.4096638093601787e-06,-0.018693551774837096,1.0,2.0,0.0,0.004003906249999917,1.0,-1.0,6.0,0.0,-0.009733905483540486,0.0
|
||||
S3,-1,SHORT,2024-03-30 04:00:00,2024-03-30 05:30:00,43574,69470.3,6,-0.0039354947365995855,0.00020296443228265634,-0.0053001066642867104,-0.005487236991923125,0.00020296443228265634,-0.006012641373363827,-0.005900363176781937,0.00020296443228265634,-0.007194441365590805,-0.007912733930902804,0.00020296443228265634,-0.011151528063071514,-0.008120016755361517,0.00020296443228265634,-0.013209961667072074,-1.0,2.0,0.0,-0.004573753931465294,1.0,1.0,6.0,0.0,0.006815942028985549,0.0
|
||||
B3,1,LONG,2024-03-30 11:45:00,2024-03-30 13:00:00,43604,70159.6,5,-0.0012043968323650646,0.0020966482135016625,-0.003181318023478065,-0.00033495059835004755,0.0020966482135016625,-0.0031998472055142844,-0.0017845027622736109,0.0020966482135016625,-0.0031998472055142844,-0.0017645482585419944,0.0020966482135016625,-0.004094949230041262,-0.00026368451359471833,0.002400241734559407,-0.004094949230041262,1.0,4.0,0.0,0.005147542345806578,1.0,1.0,36.0,0.0,0.01680579710144936,1.0
|
||||
B3,1,LONG,2024-03-31 23:30:00,2024-04-01 02:45:00,43755,70974.9,13,0.003821069138526601,0.004190213723443199,-0.003161681101347014,0.002551606272076549,0.004190213723443199,-0.003161681101347014,-0.0014540351589082492,0.004190213723443199,-0.003161681101347014,0.005468130282677479,0.0073349874392215535,-0.003718215876316757,-0.006510752392747172,0.0073349874392215535,-0.006908075953611606,-1.0,19.0,0.0,0.0021306336834970374,0.0,1.0,75.0,0.0,0.02008847725979196,1.0
|
||||
S3,-1,SHORT,2024-04-01 15:15:00,2024-04-01 16:30:00,43810,69576.9,5,0.00041824226144009395,0.0022406862047604044,-0.0013883918369459666,0.0018468773400367078,0.0022406862047604044,-0.0013883918369459666,-0.002947817450906922,0.0033818695572810573,-0.004196795200705982,-0.006368492991208373,0.0033818695572810573,-0.008165066279181824,0.011258046851756666,0.021179443177261295,-0.008165066279181824,-1.0,2.0,0.0,-0.0036958545142121548,1.0,-1.0,34.0,0.0,-0.0268352553657224,1.0
|
||||
S3,-1,SHORT,2024-04-02 22:30:00,2024-04-03 00:15:00,43937,65340.3,7,-0.0028343916388507105,0.002499223297107649,-0.0071119967309607865,-0.002232925162571861,0.002499223297107649,-0.0071119967309607865,-0.00812362355238655,0.002499223297107649,-0.012030859974625021,-0.0013972999817875894,0.002499223297107649,-0.013542943635091882,-0.008872013137374592,0.01286036335921327,-0.013542943635091882,-1.0,5.0,0.0,-0.014311575072787297,1.0,-1.0,49.0,0.0,-0.06588657450428165,1.0
|
||||
B3,1,LONG,2024-04-05 04:15:00,2024-04-05 07:45:00,44159,68489.9,14,-0.0026106038992608892,0.00023507115647717142,-0.004841589781850919,-0.0006701718063538446,0.004339325944409492,-0.004841589781850919,-0.008411459207853878,0.004339325944409492,-0.011076085671025821,-0.01193460641642044,0.004339325944409492,-0.015618361247424762,-0.0244196589570141,0.004339325944409492,-0.030864404824652896,1.0,3.0,0.0,0.0178121094405962,1.0,-1.0,15.0,0.0,-0.012113134774851224,0.0
|
||||
B3,1,LONG,2024-04-07 12:30:00,2024-04-07 15:30:00,44382,69383.9,12,0.0015925884823424455,0.0023247468072564808,-0.0007552184296356097,0.001650238744146697,0.0028147740325926178,-0.0007552184296356097,-0.0008604301574284105,0.0028147740325926178,-0.002347806911978055,0.0002608674346643216,0.0028147740325926178,-0.00267497214771714,0.005420565866144824,0.014572544927569738,-0.00267497214771714,1.0,2.0,0.0,0.004761415159778037,1.0,1.0,62.0,0.0,0.02752906330988514,1.0
|
||||
B3,1,LONG,2024-04-11 08:30:00,2024-04-11 11:00:00,44748,70894.7,10,8.181147532894434e-05,0.002285079138496954,-0.0011580555387072837,-0.004663254093747364,0.002285079138496954,-0.006556202367736981,-0.005038458446117934,0.002285079138496954,-0.006681740666086422,-0.00017772837743852883,0.006949743774922485,-0.006681740666086422,0.0005472905590968424,0.006949743774922485,-0.013733043513830954,1.0,8.0,0.0,0.007885982371339167,1.0,1.0,44.0,0.0,0.049573477116403294,1.0
|
||||
S3,-1,SHORT,2024-04-13 07:45:00,2024-04-13 09:45:00,44935,65928.3,8,-0.009624091626812764,0.00024723828765496625,-0.010588775988460059,-0.009689313997175764,0.00024723828765496625,-0.012839706165637517,-0.022530536962123916,0.00024723828765496625,-0.02253205376143477,-0.02379251398868151,0.00024723828765496625,-0.0310503986906987,-0.021973871615072693,0.00024723828765496625,-0.0310503986906987,-1.0,11.0,0.0,-0.02326563326404796,1.0,-1.0,71.0,0.0,-0.0753005035274976,1.0
|
||||
S3,-1,SHORT,2024-04-14 07:00:00,2024-04-14 09:00:00,45028,63511.7,8,-0.003563123015129542,0.001637493564177939,-0.008963702750831783,0.00020311218247967192,0.00325924199793109,-0.008963702750831783,0.0018846921118470627,0.021608616994978787,-0.008963702750831783,-0.010890906714825841,0.021608616994978787,-0.014761059773238633,-0.011339642931932296,0.021608616994978787,-0.021726705473164812,1.0,12.0,0.0,0.06469469008004688,0.0,-1.0,36.0,0.0,-0.06566640284573533,1.0
|
||||
S3,-1,SHORT,2024-04-18 02:15:00,2024-04-18 03:30:00,45390,60942.0,5,-0.006470086311574988,0.000976338157592465,-0.00813232253618192,0.00208887138590796,0.003293295264349662,-0.00813232253618192,-0.004983426864887878,0.003293295264349662,-0.011537199304256483,-0.004087493026155993,0.003293295264349662,-0.013155131108266828,-0.006433986413310993,0.003293295264349662,-0.020557251156837698,1.0,10.0,0.0,0.02208805031446541,0.0,-1.0,46.0,0.0,-0.054918095072677774,1.0
|
||||
B3,1,LONG,2024-04-19 02:00:00,2024-04-19 05:15:00,45493,63347.4,13,0.00020206038448295643,0.0051888475296538936,-0.001142904049732135,0.002377366711183072,0.0051888475296538936,-0.0035376353252066944,0.0015407104316830453,0.0051888475296538936,-0.0035376353252066944,-0.058314942681151845,0.0051888475296538936,-0.058367036374026425,0.016712603832201432,0.029071437817495247,-0.06008770683563969,1.0,9.0,0.0,0.017328211420238836,1.0,1.0,53.0,0.0,0.04251873648455163,1.0
|
||||
B3,1,LONG,2024-04-21 06:00:00,2024-04-21 11:00:00,45708,65543.9,20,-0.006296543232856103,0.00047449114257781154,-0.007565921466375883,-0.009244185957808343,0.00047449114257781154,-0.011302348502301445,-0.007590332586251242,0.00047449114257781154,-0.011302348502301445,-0.007320284572629882,0.00047449114257781154,-0.011302348502301445,-0.007576601331321317,0.00047449114257781154,-0.012443568356475452,1.0,8.0,0.0,0.015074995547502253,1.0,1.0,60.0,0.0,0.03636550502814487,1.0
|
||||
B3,1,LONG,2024-04-22 21:30:00,2024-04-23 01:30:00,45862,66675.9,16,-0.003446522656611885,0.001846244295165207,-0.0036894890057727007,-0.005621221460827501,0.001846244295165207,-0.006222638164614114,-0.000497931036551394,0.001846244295165207,-0.008718292516486292,-0.00040494391526773546,0.001846244295165207,-0.008718292516486292,-0.001981225600254234,0.00819036563435973,-0.008718292516486292,1.0,6.0,0.0,0.01639006900840993,1.0,1.0,86.0,0.0,0.038335757511578396,1.0
|
||||
B3,1,LONG,2024-04-24 11:45:00,2024-04-24 13:00:00,46004,66906.5,5,-0.002984762317562525,1.4946230935084149e-06,-0.004670697166941926,-0.00445995531076942,1.4946230935084149e-06,-0.00576476127132636,-0.0041714930537392605,1.4946230935084149e-06,-0.00576476127132636,-0.009792770508097078,1.4946230935084149e-06,-0.010978006621180304,-0.02855925806909647,1.4946230935084149e-06,-0.03288918117073827,1.0,0.0,0.0,0.007415605143493841,1.0,1.0,20.0,0.0,0.01489274884830728,1.0
|
||||
S3,-1,SHORT,2024-04-25 01:30:00,2024-04-25 03:00:00,46060,64226.7,6,0.004138465778251033,0.004756588770713738,-0.003704067000172848,0.005208114382336319,0.010146870382566706,-0.003704067000172848,-0.0014526668815306237,0.010146870382566706,-0.003704067000172848,-0.0021190564048908915,0.010146870382566706,-0.003704067000172848,0.000912393132451123,0.010146870382566706,-0.007580959320656386,-1.0,4.0,0.0,-0.01374804213629807,1.0,-1.0,44.0,0.0,-0.04236732162187147,1.0
|
||||
S3,-1,SHORT,2024-04-27 03:00:00,2024-04-27 06:45:00,46267,63799.7,15,0.0002194367685114507,0.0012351155256215254,-0.0014733611600054547,-0.0011645822786001017,0.0013526709373240884,-0.0014733611600054547,0.019116077348326068,0.02299227112353184,-0.001594051382686821,0.011794726307490474,0.02299227112353184,-0.001594051382686821,0.012536109103961236,0.02299227112353184,-0.001594051382686821,-1.0,7.0,0.0,-0.00555365047696245,1.0,-1.0,43.0,0.0,-0.022535414106810748,1.0
|
||||
B3,1,LONG,2024-04-28 13:30:00,2024-04-28 15:15:00,46397,63930.7,7,-0.0007601981520615064,0.000786789445446443,-0.0019004953801538228,-0.0043609721151183336,0.000786789445446443,-0.004468901482386351,-0.0031643639127992597,0.000786789445446443,-0.004642526986252234,-0.006026838435993906,0.000786789445446443,-0.010949356099651655,-0.00550596192439626,0.000786789445446443,-0.010949356099651655,1.0,1.0,0.0,0.0026630740783143846,1.0,1.0,45.0,0.0,0.025634978695004782,1.0
|
||||
S3,-1,SHORT,2024-04-29 09:45:00,2024-04-29 12:00:00,46480,62444.0,9,-0.0011482288130164162,0.0011194029850746501,-0.0030122990199218267,0.001902504644161215,0.0022772404074049885,-0.0030122990199218267,0.0042630196656203495,0.006778873870988452,-0.0030122990199218267,0.0014813272692332329,0.008903977964255974,-0.0030122990199218267,0.0037457561975530306,0.011495099609249935,-0.00390750112100442,-1.0,8.0,0.0,-0.014111636337226788,1.0,-1.0,32.0,0.0,-0.023914440107606405,1.0
|
||||
S3,-1,SHORT,2024-05-01 06:30:00,2024-05-01 09:15:00,46661,60274.9,11,0.01194361168579295,0.01194361168579295,-0.001892993600984797,0.007927014395710369,0.01194361168579295,-0.001892993600984797,0.001010370817703579,0.01194361168579295,-0.001892993600984797,0.009425150435753498,0.01194361168579295,-0.001892993600984797,0.04512326026256373,0.062002591460126925,-0.001892993600984797,-1.0,5.0,0.0,-0.012909575652766243,1.0,1.0,5.0,0.0,0.019017751479289965,0.0
|
||||
S3,-1,SHORT,2024-05-01 20:30:00,2024-05-01 21:30:00,46710,57505.1,4,0.0015772514090054116,0.008167971188642348,-0.00424310191617787,0.0007581936210874957,0.008167971188642348,-0.00424310191617787,0.00879226364270297,0.014849117730427413,-0.00424310191617787,-0.020483400602729174,0.015739473542346654,-0.020944229294445213,-0.014449153205541795,0.015739473542346654,-0.03361614882853866,-1.0,2.0,0.0,-0.012920158330730036,1.0,-1.0,38.0,0.0,-0.05826913754929317,1.0
|
||||
B3,1,LONG,2024-05-03 08:30:00,2024-05-03 09:30:00,46854,59400.0,4,0.002883838383838433,0.008215488215488216,-0.0033468013468013957,0.0019646464646464155,0.008215488215488216,-0.0033468013468013957,0.005434343434343483,0.009712121212121236,-0.0033468013468013957,-0.0015808080808081054,0.009712121212121236,-0.0033468013468013957,-0.00524074074074079,0.009712121212121236,-0.009794612794612844,1.0,2.0,0.0,0.010525456225023894,1.0,1.0,70.0,0.0,0.0506263961922753,1.0
|
||||
B3,1,LONG,2024-05-04 11:45:00,2024-05-04 13:45:00,46967,63358.8,8,-0.005726118550225113,0.00021307221727684235,-0.00672045556418371,-0.00757274443329108,0.00021307221727684235,-0.008082539442034978,-0.006340082198526556,0.00021307221727684235,-0.008082539442034978,0.01633238003245004,0.01757451214353807,-0.008082539442034978,0.0036490590099559506,0.018767716560288365,-0.008082539442034978,1.0,7.0,0.0,0.013416506717850335,1.0,1.0,55.0,0.0,0.07719719406578246,1.0
|
||||
B3,1,LONG,2024-05-06 04:30:00,2024-05-06 07:30:00,47134,64006.8,12,0.0022825699769399273,0.0051697632126585635,-0.0011233181474468565,0.0027637688495596433,0.0051697632126585635,-0.0011233181474468565,0.00236537367904651,0.006819587918783629,-0.0011233181474468565,-0.0003421511464407134,0.006819587918783629,-0.005324434278857916,0.0167279101595455,0.02332877131804741,-0.005324434278857916,1.0,6.0,0.0,0.007658968865071481,1.0,-1.0,14.0,0.0,-0.00986165833646586,0.0
|
||||
S3,-1,SHORT,2024-05-08 10:45:00,2024-05-08 14:30:00,47354,62400.0,15,0.003900641025641049,0.0040769230769231,-0.0028509615384615617,0.003418269230769277,0.005831730769230792,-0.0028509615384615617,0.0022339743589743825,0.0063173076923076455,-0.0028509615384615617,0.0016201923076922843,0.0063173076923076455,-0.0028509615384615617,0.002703525641025594,0.010629807692307739,-0.00641025641025641,-1.0,6.0,0.0,-0.009443621626512645,1.0,-1.0,74.0,0.0,-0.030938529821934912,1.0
|
||||
S3,-1,SHORT,2024-05-09 11:00:00,2024-05-09 16:00:00,47456,61193.4,20,-0.0016390656508707743,0.00028761271640403285,-0.003853356734549733,0.0022159252468403217,0.003977553134815216,-0.003853356734549733,0.0025051721264058363,0.0047946347155085585,-0.003853356734549733,-0.0039595773400398675,0.010514205780361958,-0.006721313082783366,-0.015006520311013861,0.010514205780361958,-0.023595681887262375,-1.0,0.0,0.0,-0.009065117273274838,1.0,-1.0,16.0,0.0,-0.024711565586455417,1.0
|
||||
B3,1,LONG,2024-05-10 02:00:00,2024-05-10 04:00:00,47504,62507.7,8,0.0011566574997960717,0.0018717693980101653,-0.003126014874967311,0.00023837063273806996,0.004524242613310087,-0.003126014874967311,0.007085527063065854,0.007861431471642717,-0.003126014874967311,0.0033323894496198533,0.0150301482857312,-0.003126014874967311,0.006080850839176707,0.0150301482857312,-0.003126014874967311,1.0,8.0,0.0,0.01296270487685502,1.0,1.0,32.0,0.0,0.03233195706028071,1.0
|
||||
S3,-1,SHORT,2024-05-11 09:15:00,2024-05-11 11:45:00,47631,60706.0,10,-0.001037788686456034,0.0004217046090995708,-0.001630810793002339,-0.0023720884261852204,0.0004217046090995708,-0.0028119131552070157,-0.0039913682337825405,0.0004217046090995708,-0.0044147201265113825,-0.0009521299377327268,0.0004217046090995708,-0.005757256284387046,-0.003841465423516573,0.004503673442493352,-0.005757256284387046,-1.0,7.0,0.0,-0.006113354093196748,1.0,-1.0,63.0,0.0,-0.0432044282490007,1.0
|
||||
B3,1,LONG,2024-05-13 18:30:00,2024-05-13 22:15:00,47865,63014.3,15,-0.002116979796649355,1.5869413767755065e-06,-0.005236906543435379,-7.934706883992998e-05,0.00019043296521583197,-0.005236906543435379,0.0020582629657077377,0.006755609441031592,-0.005236906543435379,-0.0010124685983975527,0.006755609441031592,-0.007523689067402253,-0.0009854905949920228,0.006755609441031592,-0.007523689067402253,1.0,9.0,0.0,0.010654370489174064,1.0,1.0,41.0,0.0,0.03727242798353914,1.0
|
||||
S3,-1,SHORT,2024-05-14 15:45:00,2024-05-14 18:15:00,47945,61623.1,10,-0.0020463105556195412,0.0011051050661196622,-0.003123828564288392,-0.002361127564176421,0.0011051050661196622,-0.003959554128240871,0.0014069399299937377,0.010922851982454608,-0.00752477561174307,-0.0038475831303520685,0.010922851982454608,-0.010917983678198646,8.113840426723096e-05,0.010922851982454608,-0.010917983678198646,-1.0,1.0,0.0,-0.01795700072828806,1.0,-1.0,41.0,0.0,-0.028639659520807086,1.0
|
||||
B3,1,LONG,2024-05-16 14:00:00,2024-05-16 16:00:00,48128,66237.7,8,0.0003200594223530873,0.0012123005478753477,-0.0028971416579983028,0.00014493256861282654,0.0012123005478753477,-0.0028971416579983028,-0.0006370994161934531,0.0015429279700230698,-0.0028971416579983028,-0.005761069602356231,0.008489123263639936,-0.0075636684244773,-0.01880198134898999,0.008489123263639936,-0.025222796081385633,1.0,4.0,0.0,0.009213353038867599,1.0,-1.0,16.0,0.0,-0.006096572834763864,0.0
|
||||
B3,1,LONG,2024-05-18 06:30:00,2024-05-18 08:00:00,48288,66925.6,6,-0.0008950237278411957,1.4941965405057085e-06,-0.003429181060760008,-0.0017198202182723175,1.4941965405057085e-06,-0.003429181060760008,-0.0011774268740213447,0.0018363675484417646,-0.003429181060760008,-0.001689936287459594,0.0018363675484417646,-0.003429181060760008,0.003748939120456061,0.0046021253451594005,-0.003429181060760008,1.0,4.0,0.0,0.00434599915961351,1.0,1.0,96.0,0.0,0.03652949649201614,1.0
|
||||
B3,1,LONG,2024-05-21 05:15:00,2024-05-21 07:45:00,48575,71466.5,10,-0.0007374084361203793,0.009323249354592751,-0.004624544366941154,-0.005058314035247284,0.009323249354592751,-0.005128276884974079,-0.006319044587324212,0.009323249354592751,-0.010154408009346996,-0.007144606214100394,0.009323249354592751,-0.010154408009346996,-0.006005611020548049,0.009323249354592751,-0.010154408009346996,1.0,7.0,0.0,0.037249637155297534,1.0,1.0,95.0,0.0,0.08552641571910718,1.0
|
||||
S3,-1,SHORT,2024-05-22 10:15:00,2024-05-22 11:30:00,48686,69947.9,5,0.001771318366955894,0.0026133736681156743,-0.0014610874665288258,0.0042931953639778805,0.010091796894545715,-0.0014610874665288258,-0.00024160839710711448,0.010091796894545715,-0.0027134481521246946,-0.0017112736765508565,0.010091796894545715,-0.004590559545032887,0.005518392975343078,0.010091796894545715,-0.005345407081556541,-1.0,14.0,0.0,-0.0063258951148690915,1.0,1.0,30.0,0.0,0.011310535873324142,0.0
|
||||
S3,-1,SHORT,2024-05-24 05:45:00,2024-05-24 13:45:00,48887,67318.4,32,0.0012284902790321384,0.0037686576032703854,-0.004440093644531194,0.0029858107144554833,0.0069579787992583636,-0.004440093644531194,0.00886236155345331,0.010092337310452925,-0.004440093644531194,-0.0009358511194561963,0.010092337310452925,-0.004440093644531194,-0.015178613870799112,0.010092337310452925,-0.0167353947806247,-1.0,7.0,0.0,-0.010647694322258459,1.0,1.0,103.0,0.0,-0.020635234692333783,0.0
|
||||
B3,1,LONG,2024-05-25 08:00:00,2024-05-25 11:00:00,48972,68733.2,12,0.0005717760849197027,0.0013530579108785856,-0.0009689640523064731,0.00013239598912906457,0.0017109635518207478,-0.0009689640523064731,-4.946663330085286e-05,0.0017109635518207478,-0.0009689640523064731,0.0016993243439851907,0.0017677046900187975,-0.0014563558804186517,0.0063841054977798635,0.012942799113092448,-0.0014563558804186517,1.0,8.0,0.0,0.003057336366833665,1.0,1.0,60.0,0.0,0.03894698336976191,1.0
|
||||
S3,-1,SHORT,2024-05-29 06:15:00,2024-05-29 08:00:00,49344,68419.4,7,-0.0016632709436212962,0.0006007068170722233,-0.0033411576248842554,-0.0012511071421264413,0.0011414891098137556,-0.0033411576248842554,-0.0036422418203025993,0.0011414891098137556,-0.008237429734841373,-0.003078074347334321,0.0011414891098137556,-0.008237429734841373,0.005545210861246872,0.011523047556687054,-0.008237429734841373,-1.0,4.0,0.0,-0.004229369815165271,1.0,1.0,16.0,0.0,0.017041011995897228,0.0
|
||||
S3,-1,SHORT,2024-06-01 04:00:00,2024-06-01 07:15:00,49629,67269.7,13,-0.005112257078595694,-0.0,-0.0068099010401414875,-0.005573088626826175,-0.0,-0.0068099010401414875,-0.004910085818726751,-0.0,-0.007022478173680108,-0.006766790992081087,-0.0,-0.008006576512159351,-0.006531915557821854,-0.0,-0.008737960775802522,-1.0,9.0,0.0,-0.01160309964530979,1.0,-1.0,77.0,0.0,-0.021986857026547686,1.0
|
||||
B3,1,LONG,2024-06-03 12:15:00,2024-06-03 15:00:00,49852,69162.3,11,-0.003071037255846158,0.0005465405285828104,-0.00458486776755553,0.002174595119017068,0.0026170326897746315,-0.00458486776755553,-0.0012463437450749482,0.0032199623205127225,-0.00458486776755553,0.0018203558875282367,0.0032199623205127225,-0.00458486776755553,-0.0006376306166799806,0.01750375565879086,-0.008785132940923101,1.0,12.0,0.0,0.013398214450554651,1.0,1.0,28.0,1.0,0.027728121754093463,1.0
|
||||
B3,1,LONG,2024-06-05 04:15:00,2024-06-05 06:15:00,50009,70680.4,8,-0.0010540404411972769,0.0007611728286767323,-0.0020458288294915037,-0.0014204786616939659,0.0007611728286767323,-0.003371514592446964,0.0019765026796680785,0.0038723606544390195,-0.003371514592446964,0.003408299896435345,0.01003672871121285,-0.003371514592446964,0.00664540664738756,0.010605486103644092,-0.003371514592446964,1.0,5.0,0.0,0.00802364021689202,1.0,1.0,41.0,0.0,0.030394122063400576,1.0
|
||||
S3,-1,SHORT,2024-06-08 07:00:00,2024-06-08 13:00:00,50324,69302.7,24,-0.0005786210349669757,0.0002554013047110299,-0.0010302628901905516,-0.001971063176470842,0.0002554013047110299,-0.002054753999483552,-0.0041167227250886755,0.0002554013047110299,-0.0041167227250886755,-0.0023563295513739425,0.0002554013047110299,-0.004486116702523982,-0.0029450512029113706,0.0015930115276893135,-0.004486116702523982,-1.0,4.0,0.0,-0.0035557153127247004,1.0,1.0,4.0,0.0,0.013123309699583321,0.0
|
||||
S3,-1,SHORT,2024-06-12 07:00:00,2024-06-12 09:30:00,50694,66973.2,10,-0.008470552400064547,0.0006539929404598095,-0.009720306032860906,-0.0065518744811357815,0.0006539929404598095,-0.009720306032860906,-0.008349608500116422,0.0006539929404598095,-0.009720306032860906,-0.005832183619716631,0.0006539929404598095,-0.009720306032860906,-0.011595683049339226,0.0006539929404598095,-0.016306522609043705,-1.0,6.0,0.0,-0.009345462613712047,1.0,1.0,38.0,0.0,0.0147454545454545,0.0
|
||||
S3,-1,SHORT,2024-06-15 05:45:00,2024-06-16 14:30:00,51098,66189.7,131,-0.0011995824123694281,-1.5108090836764748e-06,-0.002421826960992464,-0.000901953022902311,-1.5108090836764748e-06,-0.002421826960992464,-0.0002024484172009955,-1.5108090836764748e-06,-0.002421826960992464,-0.005150348165953445,0.00030669424396851644,-0.008918306020423162,-0.005520496391432636,0.00030669424396851644,-0.008918306020423162,1.0,6.0,0.0,0.002690415848003491,0.0,1.0,10.0,0.0,0.005907205057673851,0.0
|
||||
S3,-1,SHORT,2024-06-18 13:30:00,2024-06-18 18:00:00,51304,65350.1,18,-0.0008278487714632195,0.0003963268610147721,-0.0035332769192396255,0.002803362198374556,0.002817134174239956,-0.0035332769192396255,0.004272372957348146,0.005877573255434935,-0.0035332769192396255,0.014624308149490162,0.017415428591540005,-0.0035332769192396255,0.014133107676958391,0.020509532502628085,-0.0035332769192396255,-1.0,4.0,0.0,-0.0065354211006385145,1.0,-1.0,8.0,1.0,-0.028693263734271203,1.0
|
||||
S3,-1,SHORT,2024-06-21 23:00:00,2024-06-22 01:30:00,51622,63697.7,10,-0.00424191140339454,0.001062832723944461,-0.004373784296764339,-0.007081888357036531,0.001062832723944461,-0.007439829067611569,-0.008780536816870984,0.001062832723944461,-0.010651875970403955,-0.007351913805365075,0.001062832723944461,-0.011793204464211492,-0.008739719016542268,0.001062832723944461,-0.011793204464211492,1.0,2.0,0.0,0.0043787448754335715,0.0,-1.0,118.0,0.0,-0.041664284532173905,1.0
|
||||
S3,-1,SHORT,2024-06-25 11:45:00,2024-06-25 14:00:00,51960,60996.2,9,-0.0019788117948331923,0.000693485823706979,-0.0026477059226640348,0.003008384128847371,0.003500218046370102,-0.003865814591728713,0.0043773218659523055,0.006487289372124773,-0.003865814591728713,-0.00619710736078641,0.006487289372124773,-0.009692407067981357,-0.011623674917453876,0.006487289372124773,-0.01884215738029587,1.0,36.0,0.0,0.047720636229344825,0.0,1.0,8.0,0.0,0.047720636229344825,0.0
|
||||
B3,1,LONG,2024-06-26 08:45:00,2024-06-26 10:15:00,52041,62171.9,6,-0.00215370609551906,0.0010004519726757118,-0.0036173898497552986,-0.004024326102306739,0.0010004519726757118,-0.005589341808759262,-0.007804168764345377,0.0010004519726757118,-0.007805777208031327,-0.009177779672166984,0.0010004519726757118,-0.01079748246394276,-0.011860663740371476,0.0010004519726757118,-0.01643668602696719,1.0,5.0,0.0,0.009190708002668656,1.0,1.0,89.0,0.0,0.06791542134734964,1.0
|
||||
S3,-1,SHORT,2024-06-27 05:45:00,2024-06-27 06:45:00,52123,60916.9,4,0.001411759298322797,0.0024032739683076693,-0.0007994497421897222,0.001500404649612857,0.0024032739683076693,-0.0007994497421897222,-0.0017367922530528578,0.0027036832143461724,-0.003005734040963978,-0.0018090217985484666,0.0027036832143461724,-0.006746896181519414,0.0009127188021714589,0.005120089827289331,-0.006746896181519414,-1.0,31.0,1.0,-0.016825534140098193,1.0,-1.0,75.0,0.0,-0.024785039966317146,1.0
|
||||
B3,1,LONG,2024-06-27 23:45:00,2024-06-28 01:15:00,52197,61969.7,6,-0.0021123226350941537,0.0001081173541263612,-0.004022933788609524,-0.0030611734444413495,0.0001081173541263612,-0.004022933788609524,-0.008452517924082184,0.0001081173541263612,-0.00925129539113463,-0.005860928808756491,0.0001081173541263612,-0.010161417596018654,-0.0020913446410100187,0.003780880010714961,-0.010161417596018654,-1.0,5.0,0.0,-0.006572651038719327,0.0,1.0,37.0,1.0,0.02251794406402107,1.0
|
||||
S3,-1,SHORT,2024-06-29 09:45:00,2024-06-29 12:30:00,52338,60741.4,11,-0.00025188751000134395,0.00029304559987097616,-0.0010059037164108589,-0.00024200956843268493,0.0003457279549039041,-0.0010059037164108589,-0.003488559697339894,0.0003457279549039041,-0.004257392816102338,-0.002989723648121356,0.0003457279549039041,-0.006366333341016129,-0.004125686928519898,0.0003457279549039041,-0.008076863555993088,1.0,30.0,0.0,0.011715913254938563,0.0,1.0,18.0,0.0,0.011715913254938563,0.0
|
||||
B3,1,LONG,2024-07-01 21:45:00,2024-07-02 00:30:00,52578,63157.2,11,0.0026568625588215267,0.003388370605409993,-0.0018556870792244922,0.00833317499825836,0.008402842431266813,-0.0018556870792244922,0.005643062073682834,0.010953620489825434,-0.0018556870792244922,0.0002517527692804851,0.010953620489825434,-0.0018556870792244922,-0.0032142020228889184,0.010953620489825434,-0.006198818187000057,1.0,6.0,0.0,0.008942863441612521,1.0,1.0,2.0,0.0,0.010479631116984682,1.0
|
||||
S3,-1,SHORT,2024-07-03 03:00:00,2024-07-03 05:15:00,52693,62008.0,9,-0.0005483163462778997,0.0009192362275835377,-0.0013659527802863678,-0.0003064120758611792,0.0009192362275835377,-0.0013659527802863678,-0.0018642755773448352,0.0009192362275835377,-0.002715778609211738,0.0077490001290156105,0.015691523674364598,-0.004357502257773144,0.017852535156753967,0.02270674751644949,-0.004357502257773144,1.0,1.0,0.0,0.0022175242602325666,0.0,-1.0,101.0,1.0,-0.028833654403357924,1.0
|
||||
S3,-1,SHORT,2024-07-03 22:00:00,2024-07-04 05:00:00,52788,59875.9,28,-0.006005755237082007,0.002096001897257494,-0.007749361596234879,-0.0065802768726649615,0.002096001897257494,-0.007749361596234879,-0.006216190487324568,0.002096001897257494,-0.008113447981575152,0.019491982583977836,0.03782657129162153,-0.010423225371142621,0.01901098772628057,0.03782657129162153,-0.010423225371142621,-1.0,8.0,0.0,-0.012812226930242504,1.0,-1.0,196.0,1.0,-0.06222650315588339,1.0
|
||||
S3,-1,SHORT,2024-07-04 13:30:00,2024-07-04 17:15:00,52837,57508.6,15,-0.000897257105893702,0.0012276424743429425,-0.006070396427664707,-0.002394424486076941,0.001888413211241424,-0.006070396427664707,-0.004169811123901519,0.001888413211241424,-0.010075014867341605,0.00894301026281279,0.013191070552925972,-0.010075014867341605,-0.016974852456850008,0.013191070552925972,-0.01723916075160935,-1.0,13.0,0.0,-0.027557437396746345,1.0,-1.0,245.0,1.0,-0.09930304311735504,1.0
|
||||
B3,1,LONG,2024-07-05 04:30:00,2024-07-05 06:00:00,52888,58517.6,6,-0.0083017758759757,0.00019481318440950167,-0.00921603073263421,-0.01221512843999063,0.00019481318440950167,-0.012276648392962143,-0.027215743639520392,0.00019481318440950167,-0.03345318331578873,-0.05413414083967893,0.00019481318440950167,-0.06150799075833588,-0.06993793320300215,0.00019481318440950167,-0.08865879666971986,1.0,0.0,0.0,0.006986556900859725,1.0,1.0,8.0,0.0,0.031147136563876625,1.0
|
||||
S3,-1,SHORT,2024-07-06 01:30:00,2024-07-06 04:30:00,52978,56313.9,12,-0.002370640285968473,7.10304205536209e-06,-0.0032159022905534607,-0.0031573021935968853,7.10304205536209e-06,-0.008241304544703856,-0.007452866876561507,7.10304205536209e-06,-0.008241304544703856,0.0005682433644269,0.002010160901660236,-0.01173955275695696,-0.003061411125849949,0.005574112252925147,-0.01173955275695696,-1.0,2.0,0.0,-0.007346992016668147,1.0,1.0,50.0,1.0,0.05596152223441062,0.0
|
||||
B3,1,LONG,2024-07-07 15:30:00,2024-07-07 17:00:00,53124,57558.3,6,0.002635588611894324,0.002786739705654861,-0.00030056481862742487,0.0029795876528667456,0.003678009948174235,-0.00030056481862742487,-0.0035789799212276943,0.005934852141220267,-0.003945564757819564,-0.014606060290175428,0.005934852141220267,-0.01603244015198508,-0.007008546117588626,0.005934852141220267,-0.017429284742600186,-1.0,24.0,0.0,-0.015137826600277144,0.0,-1.0,4.0,0.0,-0.015626282665207228,0.0
|
||||
B3,1,LONG,2024-07-14 02:45:00,2024-07-14 07:15:00,53757,59365.8,18,0.0007041090998520298,0.0013711598260276823,-0.004477325328724668,0.0017265833190153253,0.004318985004834335,-0.004477325328724668,0.005287556135013664,0.007591913189075142,-0.004477325328724668,0.005914179544451495,0.01216525339505232,-0.004477325328724668,0.01474417930862543,0.01737363936812094,-0.004477325328724668,1.0,5.0,0.0,0.013933390264731048,1.0,1.0,77.0,0.0,0.03954107764802305,1.0
|
||||
B3,1,LONG,2024-07-18 00:45:00,2024-07-18 02:30:00,54122,64516.5,7,0.0024412359628932134,0.002974432897010865,-0.002515635535095718,0.0005285469608549525,0.0031976316136182667,-0.002515635535095718,-0.005277719653111994,0.0031976316136182667,-0.007695705749691939,-0.005003371230615469,0.0031976316136182667,-0.007695705749691939,0.0024598358559437834,0.010188091418474389,-0.01000209248796824,1.0,2.0,0.0,0.010865988750137098,1.0,-1.0,42.0,1.0,-0.023956127080181543,0.0
|
||||
B3,1,LONG,2024-07-20 10:00:00,2024-07-20 14:45:00,54363,66597.1,19,-7.657991113735914e-05,0.001980566721373666,-0.0016141844014228846,-0.00013213788588396357,0.001980566721373666,-0.0018484288354899208,-0.000615642422868263,0.001980566721373666,-0.0026157295137477703,-0.002270369130187525,0.001980566721373666,-0.0026157295137477703,0.00269681412553987,0.00604981297984438,-0.005341073410103617,1.0,3.0,0.0,0.002953268776072737,1.0,1.0,75.0,0.0,0.05090151077615461,1.0
|
||||
B3,1,LONG,2024-07-21 06:45:00,2024-07-21 10:45:00,54443,67242.8,16,-0.0004892717138490475,0.00153622395260166,-0.0011644369359991391,-0.0017845776796921009,0.00153622395260166,-0.001960061151528534,-0.0035007465483294677,0.00153622395260166,-0.005765673053471853,-0.008518384124397005,0.00153622395260166,-0.010154246997448097,-0.005209479676634567,0.00153622395260166,-0.010154246997448097,1.0,11.0,0.0,0.007568435831621495,1.0,1.0,59.0,0.0,0.016380210734426512,1.0
|
||||
S3,-1,SHORT,2024-07-24 07:00:00,2024-07-24 10:15:00,54729,65528.7,13,-0.0060919871750850715,-0.0,-0.006273586993180176,-0.008606915748366747,-0.0,-0.008632858579523126,-0.00465902726591559,-0.0,-0.008718317317450262,-0.007137330665799827,-0.0,-0.008718317317450262,-0.01365813757941177,-0.0,-0.016195956886066763,-1.0,5.0,0.0,-0.007742277407631782,1.0,-1.0,105.0,0.0,-0.0395713820890361,1.0
|
||||
S3,-1,SHORT,2024-07-26 02:15:00,2024-07-26 04:00:00,54896,64569.2,7,-0.010929359508868074,0.0009880871994696486,-0.011132242617223119,-0.014921975183214288,0.0009880871994696486,-0.01849023992863484,-0.017443301140481884,0.0009880871994696486,-0.024389337331111476,-0.028310711608630742,0.0009880871994696486,-0.030413881541044383,-0.03764643204499983,0.0009880871994696486,-0.044931639233566426,1.0,0.0,0.0,0.003044745328801427,0.0,1.0,32.0,0.0,0.012056426332288355,0.0
|
||||
B3,1,LONG,2024-07-26 13:45:00,2024-07-26 16:30:00,54946,67064.0,11,0.002962841464869335,0.0030418704521054515,-0.0008976500059644085,0.0028718835738996452,0.005994274126207801,-0.0008976500059644085,0.0017520577358940714,0.005994274126207801,-0.0008976500059644085,0.007477931528092568,0.01033192174639142,-0.0008976500059644085,0.006799475128235715,0.013694381486341318,-0.0029568770130025484,1.0,10.0,0.0,0.0033587923308821877,1.0,1.0,82.0,0.0,0.05115987460815047,1.0
|
||||
B3,1,LONG,2024-07-27 10:00:00,2024-07-27 11:30:00,55022,67806.9,6,-0.00017254881140410622,0.0010397171969224372,-0.000986625254951844,0.0004748779254030437,0.0010397171969224372,-0.000986625254951844,0.0012978030259457372,0.002467300525462791,-0.000986625254951844,0.0017240133378757729,0.006959468726634144,-0.000986625254951844,0.018855013280359375,0.018918428655490857,-0.000986625254951844,1.0,6.0,0.0,0.0032342875911953884,1.0,1.0,158.0,0.0,0.06280407523510963,1.0
|
||||
B3,1,LONG,2024-07-29 12:45:00,2024-07-29 13:45:00,55223,69626.8,4,0.001196378406016116,0.0035302498463235838,-0.0015683616078865765,-0.00232238161167822,0.0035302498463235838,-0.0025392521270545666,-0.0008746632043984318,0.0035302498463235838,-0.0030821465297845916,-0.00046964674521875324,0.0035302498463235838,-0.004047292134637854,-0.02239942091263717,0.006523350204231662,-0.028391366542768054,1.0,3.0,0.0,0.005586366262276183,1.0,1.0,71.0,0.0,0.045063002348985776,1.0
|
||||
S3,-1,SHORT,2024-07-30 06:15:00,2024-07-30 08:30:00,55298,66398.0,9,-0.004369107503238137,0.001888611102743971,-0.007037862586222521,0.0033359438537305343,0.005650772613632897,-0.007037862586222521,-0.002787734570318471,0.007340582547667011,-0.007037862586222521,-0.0018991535889636107,0.007340582547667011,-0.007037862586222521,-0.0028193620289767326,0.007340582547667011,-0.008563510949125061,-1.0,6.0,0.0,-0.01663186267975889,1.0,-1.0,18.0,1.0,-0.0525534738374167,1.0
|
||||
S3,-1,SHORT,2024-08-01 21:00:00,2024-08-01 23:30:00,55550,62922.8,10,0.0005530586687179037,0.0036838792933563493,-0.004214688475401557,0.0005196844387090906,0.004335471403052676,-0.004214688475401557,-0.005819830013921775,0.01035554679702756,-0.00651433184791513,-0.020612560153076467,0.01035554679702756,-0.021887137889604356,-0.03012580495464281,0.01035554679702756,-0.043342000038141926,-1.0,6.0,0.0,-0.030871499155977682,1.0,1.0,14.0,0.0,-0.010017385284654491,0.0
|
||||
S3,-1,SHORT,2024-08-03 12:00:00,2024-08-03 13:30:00,55702,61561.8,6,-0.0025129219743411837,0.00017868223476246632,-0.0042835004824419865,-0.003934257932678984,0.00017868223476246632,-0.0042835004824419865,-0.0010558495690509374,0.00017868223476246632,-0.005110311914206514,-0.003333235870296143,0.002300127676578752,-0.005110311914206514,0.0028394231487708756,0.004884522544824946,-0.009814527840316513,1.0,14.0,0.0,0.01799967919726557,0.0,-1.0,54.0,0.0,-0.06227265803503423,1.0
|
||||
S3,-1,SHORT,2024-08-04 10:30:00,2024-08-04 13:00:00,55796,60589.8,10,-0.0028420625253755103,0.0003482434337133613,-0.005368890473313918,-0.0031936068447164373,0.0003482434337133613,-0.005368890473313918,0.00313914223186088,0.004489204453554888,-0.005368890473313918,0.0013583144357631632,0.008405705250718815,-0.005368890473313918,0.020300446609825416,0.022596212563830972,-0.0078363024799553,-1.0,8.0,0.0,-0.00817980176626093,1.0,1.0,20.0,1.0,0.013207357859531822,0.0
|
||||
S3,-1,SHORT,2024-08-05 04:15:00,2024-08-05 05:45:00,55863,58443.9,6,-0.008659586372572647,0.0014013438528229884,-0.011491361801659343,0.00023612387263688615,0.0014013438528229884,-0.011491361801659343,0.017998456639615107,0.01991482430159523,-0.011491361801659343,0.06458501229384073,0.10645935675066177,-0.011491361801659343,0.09921138048624412,0.16350551554567716,-0.011491361801659343,1.0,15.0,0.0,0.024612552594670434,0.0,1.0,7.0,0.0,0.024612552594670434,0.0
|
||||
B3,1,LONG,2024-08-06 12:45:00,2024-08-06 15:45:00,55999,55979.1,12,-0.01906783067251888,0.0019810965163784603,-0.021027490617033833,-0.02132224348015596,0.0019810965163784603,-0.025857864810259545,-0.014062391142408454,0.0019810965163784603,-0.025857864810259545,-0.021909962825411626,0.0019810965163784603,-0.025857864810259545,0.008519250934723879,0.01645078252419209,-0.030209488898535322,1.0,11.0,0.0,0.013746830858384617,1.0,1.0,79.0,0.0,0.14504786450662735,1.0
|
||||
B3,1,LONG,2024-08-08 12:45:00,2024-08-08 15:15:00,56189,57349.9,10,-0.002911949279772066,0.00020052345339747758,-0.004531830046783019,-0.0003609422161155358,0.00020052345339747758,-0.004531830046783019,-0.0005806461737510076,0.0021813464365238395,-0.0070828371104396754,-0.0037768156526863787,0.005232790292572412,-0.0070828371104396754,0.04168795412023379,0.04341419950165555,-0.012291215852163672,1.0,5.0,0.0,0.0125889658508852,1.0,-1.0,77.0,0.0,-0.006050364824347017,0.0
|
||||
S3,-1,SHORT,2024-08-13 09:45:00,2024-08-13 12:00:00,56656,58890.0,9,-0.005196128374936322,0.0005094243504839531,-0.005678383426727822,-0.0056817795890643326,0.0005094243504839531,-0.006316861946001019,-0.005221599592460519,0.0005094243504839531,-0.007626082526744754,-0.001477330616403464,0.0006792324673119375,-0.009381898454746136,-0.010747155714043156,0.008999830191883173,-0.011034131431482474,-1.0,8.0,0.0,-0.016779363886801905,1.0,-1.0,0.0,0.0,-0.029275046978538225,1.0
|
||||
B3,1,LONG,2024-08-14 03:15:00,2024-08-14 11:45:00,56751,60920.0,34,0.0015380827314510357,0.0034668417596847847,-0.0010013131976362442,0.002101116217990808,0.0034668417596847847,-0.0014773473407747866,-0.0028512803676952903,0.0034668417596847847,-0.005436638214051167,-0.000988181221273754,0.0034668417596847847,-0.005436638214051167,-0.021946815495732106,0.015096848325672966,-0.024294156270518712,-1.0,7.0,0.0,0.0015602111628258968,0.0,1.0,63.0,0.0,0.04386566141192598,1.0
|
||||
S3,-1,SHORT,2024-08-16 00:30:00,2024-08-16 03:30:00,56910,56896.3,12,0.0007610336700278034,0.0030933470190504476,-0.005952935428138509,0.004594323356703361,0.016298072106622097,-0.005952935428138509,-0.010317015341946664,0.016298072106622097,-0.012371630492668137,-0.008531310471858348,0.016298072106622097,-0.016762074159479563,-0.02313858721920406,0.016298072106622097,-0.028096730367352506,-1.0,10.0,0.0,-0.048874958207957155,1.0,1.0,46.0,0.0,-0.013580191263462223,0.0
|
||||
B3,1,LONG,2024-08-17 07:00:00,2024-08-17 10:00:00,57032,59161.2,12,-0.0006642867284638519,0.0009938946471674496,-0.0014350621691242601,-0.002739971467786295,0.0009938946471674496,-0.003086482356679691,0.0008417679154581535,0.0012727936553011588,-0.003272415028768831,-0.0017629797908087672,0.0012727936553011588,-0.003272415028768831,8.620514796869943e-05,0.004883268087868425,-0.003272415028768831,-1.0,0.0,0.0,-0.003399423883563885,0.0,1.0,104.0,0.0,0.05703514445496609,1.0
|
||||
B3,1,LONG,2024-08-22 11:00:00,2024-08-22 12:45:00,57523,60795.2,7,-0.002595599652604081,0.0,-0.003480537937205545,-0.00020231860410025191,0.002144906176803456,-0.0038012869437060583,-0.0006842645472010709,0.002144906176803456,-0.0038012869437060583,0.0009013869516014901,0.005487275311208875,-0.0038012869437060583,-0.0052520593731083315,0.009816564465615754,-0.008145379898412986,-1.0,23.0,0.0,-0.016161789432290314,0.0,-1.0,3.0,0.0,-0.016161789432290314,0.0
|
||||
B3,1,LONG,2024-08-24 09:45:00,2024-08-24 11:00:00,57708,63911.0,5,-0.0017352255480277488,0.00025347749213745817,-0.0027115832955203786,-0.000544507205332461,0.0006102235921828794,-0.0027115832955203786,0.0004005570246123288,0.0013925615308788785,-0.0027115832955203786,0.0037380106710895064,0.006069377728403584,-0.0027115832955203786,0.003102752264868378,0.00878565505155607,-0.0027115832955203786,-1.0,12.0,0.0,-0.016753846153846154,0.0,1.0,124.0,0.0,0.06411389886497398,1.0
|
||||
S3,-1,SHORT,2024-08-27 01:00:00,2024-08-27 04:00:00,57968,63182.4,12,-0.003205006457494492,0.0002263288510724966,-0.005598077945757,0.0036924839828813547,0.006099799944288306,-0.005598077945757,0.004439527463344223,0.006099799944288306,-0.005598077945757,0.003752627313935503,0.00893286738078961,-0.005598077945757,0.0021968143027172584,0.00893286738078961,-0.005598077945757,-1.0,0.0,0.0,-0.010598316295850804,1.0,-1.0,80.0,0.0,-0.030579022146392656,1.0
|
||||
S3,-1,SHORT,2024-08-28 03:15:00,2024-08-28 06:15:00,58073,58893.5,12,-0.005377503459634715,0.003548778727703397,-0.01029825023134981,-0.011760211228743385,0.003548778727703397,-0.014673945342015623,-0.0026573390951463234,0.003548778727703397,-0.014673945342015623,-0.008637625544414869,0.003548778727703397,-0.014673945342015623,-0.003025800809936531,0.007102651396164312,-0.014673945342015623,-1.0,9.0,0.0,-0.05262607576610633,1.0,-1.0,185.0,0.0,-0.09638452544978629,1.0
|
||||
S3,-1,SHORT,2024-09-01 16:00:00,2024-09-01 17:00:00,58500,58160.1,4,-0.00027338329885955243,1.719391816701567e-06,-0.003609003423309132,0.003351094650800144,0.004454944197138563,-0.003609003423309132,0.0024604496897357216,0.006191529932032417,-0.003609003423309132,0.011755481850959629,0.017831812531271415,-0.003609003423309132,-0.0056550796852137715,0.017831812531271415,-0.010782306082692405,-1.0,0.0,0.0,-0.0052984527081456085,1.0,-1.0,52.0,0.0,-0.017828012118387394,1.0
|
||||
B3,1,LONG,2024-09-03 17:00:00,2024-09-03 19:30:00,58702,58986.1,10,0.0033753714858246017,0.004117919306412892,-0.0007713681697891537,0.0020157291294050877,0.00587935123698639,-0.0007713681697891537,-0.01895022725692995,0.00587935123698639,-0.019260469839504538,-0.021869559099516666,0.00587935123698639,-0.024683781433252918,-0.016970099735361382,0.00587935123698639,-0.024683781433252918,1.0,2.0,0.0,0.005413467192786564,1.0,-1.0,30.0,0.0,-0.013445392206054549,0.0
|
||||
S3,-1,SHORT,2024-09-04 05:00:00,2024-09-04 07:45:00,58751,57451.9,11,-0.004168704603329045,0.00033767377580204406,-0.00814768528107858,0.022328243278290236,0.03301718481024999,-0.00814768528107858,0.015146583489841143,0.03301718481024999,-0.00814768528107858,0.013524356896812811,0.03301718481024999,-0.00814768528107858,0.015174432873412419,0.03301718481024999,-0.00814768528107858,-1.0,11.0,0.0,-0.013701287553648044,1.0,-1.0,79.0,0.0,-0.039105201538718826,1.0
|
||||
B3,1,LONG,2024-09-05 02:45:00,2024-09-05 04:00:00,58832,57969.7,5,0.0008728697923226414,0.002071771977429689,-0.003249973693153392,0.00014317824656679112,0.002071771977429689,-0.003249973693153392,0.0011920020286461,0.0069346572433529935,-0.003249973693153392,7.93517993021496e-05,0.0069346572433529935,-0.003249973693153392,-0.015623679266927329,0.0069346572433529935,-0.018980605385227035,1.0,4.0,0.0,0.006140666031425277,1.0,1.0,32.0,1.0,0.04346503465034645,1.0
|
||||
S3,-1,SHORT,2024-09-05 15:30:00,2024-09-05 18:15:00,58889,56697.3,11,0.0003386404643608137,0.0012416817026560604,-0.002257603095738245,2.4692533859662718e-05,0.0012416817026560604,-0.0025662597689837083,0.0010282676600120802,0.007725235593229306,-0.0025662597689837083,0.013120554241560028,0.014325197143426659,-0.0106301358265737,0.010727142209593832,0.016531651419027057,-0.0106301358265737,-1.0,1.0,0.0,-0.009171281725067686,1.0,-1.0,41.0,0.0,-0.030815384615384564,1.0
|
||||
S3,-1,SHORT,2024-09-07 08:00:00,2024-09-07 09:45:00,59047,53789.4,7,-0.0014761272667105686,0.0011507843552819228,-0.002439142284539279,-0.0007380636333552166,0.0011507843552819228,-0.002439142284539279,-0.0005688853194123479,0.0011507843552819228,-0.002439142284539279,-0.009148642669373493,0.0011507843552819228,-0.01034032727637782,-0.009472126478451144,0.0011507843552819228,-0.0127051054668764,1.0,15.0,0.0,0.024349276720217528,0.0,1.0,7.0,0.0,0.024349276720217528,0.0
|
||||
B3,1,LONG,2024-09-09 13:45:00,2024-09-09 17:15:00,59269,55267.9,14,-0.0004197735032451815,0.0012719860895745202,-0.0037001586816217008,0.0009282060653651692,0.002954698839651871,-0.0037001586816217008,-0.0005627136185742274,0.002954698839651871,-0.0037001586816217008,-0.0029963143162667397,0.009173498540744266,-0.006135568747862657,0.02829309599242955,0.028745438129547114,-0.009280251285104037,1.0,13.0,0.0,0.013030408563520748,1.0,-1.0,21.0,0.0,-0.001508543596006605,0.0
|
||||
B3,1,LONG,2024-09-13 14:45:00,2024-09-13 16:00:00,59648,58069.9,5,-0.0024039993180632055,1.7220625487308366e-06,-0.0029257842703362923,0.00017048419232685875,0.0008283120859515609,-0.0030067212101277693,0.002774242766045723,0.002877566518971077,-0.0030067212101277693,-0.004568631941849442,0.0043395976228648575,-0.008195295669529333,0.025378035781015586,0.03237649797915957,-0.008195295669529333,1.0,4.0,1.0,0.006271227559437192,1.0,-1.0,16.0,0.0,-0.009157671661553428,0.0
|
||||
B3,1,LONG,2024-09-14 19:45:00,2024-09-15 01:15:00,59781,59850.0,22,-0.004193817878028404,0.00042439431913118554,-0.008185463659147895,-0.0021286549707602584,0.00042439431913118554,-0.008185463659147895,-0.0011963241436925404,0.0005664160401002749,-0.008185463659147895,0.001595655806182122,0.004775271512113666,-0.008185463659147895,0.004927318295739373,0.006648287385129514,-0.008185463659147895,1.0,17.0,0.0,0.004570502050263822,1.0,-1.0,53.0,1.0,-0.012327342937769197,0.0
|
||||
S3,-1,SHORT,2024-09-16 16:30:00,2024-09-16 18:15:00,59945,58577.3,7,-0.0029755553772535712,0.0010891591111233004,-0.003178705744375331,-0.0009594160195160427,0.0010891591111233004,-0.00411763601258503,0.0011489092191002814,0.002827033680282393,-0.00411763601258503,0.011502749358539961,0.017537510264215028,-0.00411763601258503,0.013542788759468308,0.01930782060627581,-0.00411763601258503,-1.0,5.0,0.0,-0.009834497144141741,1.0,1.0,9.0,0.0,0.008567537366756472,0.0
|
||||
B3,1,LONG,2024-09-18 04:00:00,2024-09-18 05:30:00,60086,60353.0,6,-0.0033883982569217768,1.6569184630424336e-05,-0.004357695557801601,-0.0024704654283962445,1.6569184630424336e-05,-0.004357695557801601,-0.004090931685251793,1.6569184630424336e-05,-0.006501748048978534,-0.0021672493496595513,1.6569184630424336e-05,-0.008533130084668534,0.0006428843636605125,0.006539857173628438,-0.008533130084668534,-1.0,14.0,0.0,-0.01617083706903578,0.0,1.0,86.0,0.0,0.050598559002059264,1.0
|
||||
S3,-1,SHORT,2024-09-18 19:30:00,2024-09-19 00:00:00,60160,59466.0,18,-0.007010728819829843,2.5224498032489155e-05,-0.007754010695187141,-0.004984360811219881,2.5224498032489155e-05,-0.007754010695187141,-0.014884135472370741,2.5224498032489155e-05,-0.031189251000571707,-0.014832004843103623,0.0006053879527797396,-0.031189251000571707,-0.04198533615847706,0.0006053879527797396,-0.051945649614906,-1.0,0.0,0.0,-0.008602580774232269,1.0,-1.0,32.0,0.0,-0.03063004319830467,1.0
|
||||
B3,1,LONG,2024-09-19 14:00:00,2024-09-19 18:15:00,60233,62617.1,17,-0.003982937568172295,0.0009789658096590694,-0.0066419556319280435,-0.0012871883239562124,0.0009789658096590694,-0.0066419556319280435,0.004455651890617739,0.009308958734914288,-0.0066419556319280435,0.00878034913785536,0.013841267002144851,-0.0066419556319280435,0.008976781102925536,0.019371705173187516,-0.0066419556319280435,1.0,5.0,0.0,0.013551333038739089,1.0,1.0,57.0,0.0,0.058830193784030545,1.0
|
||||
S3,-1,SHORT,2024-09-22 20:45:00,2024-09-22 22:30:00,60538,62521.4,7,-0.003258084431890474,0.0001791386629218854,-0.0034836072128902364,-0.0016442370132465946,0.0001791386629218854,-0.004216156388052708,-0.006533762839603719,0.0012507717357577463,-0.0075574123420140945,-0.00651936776847605,0.0012507717357577463,-0.00941437651748039,-0.012451736525413698,0.002917401081869591,-0.023649502410374664,-1.0,6.0,0.0,-0.006267116157016383,1.0,-1.0,42.0,1.0,-0.01613768728293591,1.0
|
||||
B3,1,LONG,2024-09-25 21:30:00,2024-09-25 23:00:00,60828,63820.5,6,-0.005490398853033139,0.0017611895864181799,-0.006306750965598828,-0.0035067102263379776,0.0017611895864181799,-0.006306750965598828,-0.011695301666392483,0.0017611895864181799,-0.012854803707272764,-0.00786737803683767,0.0017611895864181799,-0.01343298783306309,-0.013735398500481798,0.0017611895864181799,-0.01670153007262559,1.0,0.0,0.0,0.009128254104789178,1.0,-1.0,44.0,0.0,-0.01511574074074074,0.0
|
||||
B3,1,LONG,2024-09-27 04:15:00,2024-09-27 06:00:00,60952,65101.4,7,-0.0005575916954167332,0.0009953702992561702,-0.002448488050948235,-0.002655856863293285,0.0009953702992561702,-0.006165766020392825,0.0010844620853007545,0.0019415865096603369,-0.006165766020392825,-0.003251850190625768,0.003818658277702147,-0.006165766020392825,0.006496020054868274,0.007135023209946218,-0.006165766020392825,1.0,4.0,0.0,0.007736650485436938,1.0,-1.0,8.0,0.0,-0.010617021276595723,0.0
|
||||
B3,1,LONG,2024-09-28 02:30:00,2024-09-28 04:45:00,61043,65770.1,9,-0.0005716883507856278,0.00128781923700887,-0.0006948446178432394,0.0015478158007968415,0.0019948274367835397,-0.0006948446178432394,-0.0008392871532810751,0.0027352854868700847,-0.0012741352073359004,0.0028751666790835235,0.0031914198093053554,-0.0017728420665318405,0.00013075850576464484,0.007098970504834174,-0.0017728420665318405,1.0,7.0,0.0,0.004465642501187561,1.0,1.0,83.0,0.0,0.018087787299385885,1.0
|
||||
S3,-1,SHORT,2024-09-30 21:00:00,2024-10-01 00:00:00,61312,63615.1,12,0.00235007097371536,0.0029096865366870215,-0.0016867064580579597,0.0027509192000012574,0.0035683351908587743,-0.0016867064580579597,0.004415618304459184,0.009100040713604183,-0.0016867064580579597,-0.0017417248420579848,0.009100040713604183,-0.003613921851887389,0.006292531175774237,0.012420007199548512,-0.003613921851887389,-1.0,4.0,0.0,-0.008041377933847767,1.0,-1.0,48.0,1.0,-0.03700008931369246,1.0
|
||||
S3,-1,SHORT,2024-10-02 11:45:00,2024-10-02 13:45:00,61463,61466.7,8,-0.004399129935395938,0.0022239684251797657,-0.004556938960445344,-0.002707156883320586,0.0022239684251797657,-0.004820496301249342,-0.003601950324321974,0.0022239684251797657,-0.007483726961102516,0.004791212152271068,0.005786873217530746,-0.007483726961102516,-0.005973966391558427,0.01580855975674629,-0.007483726961102516,-1.0,7.0,0.0,-0.0063289911442622,1.0,1.0,23.0,0.0,0.02226076948919143,0.0
|
||||
S3,-1,SHORT,2024-10-03 19:00:00,2024-10-03 20:15:00,61585,60520.1,5,0.005393249515450263,0.005936870560359213,-0.0024983435255395213,0.005120612821194966,0.011650674734509668,-0.0024983435255395213,0.00622933537783315,0.011650674734509668,-0.006427616610018821,-0.001642429539937995,0.011650674734509668,-0.006427616610018821,-0.005809640103040123,0.011650674734509668,-0.009147374178165578,-1.0,1.0,0.0,-0.008635926568415055,1.0,-1.0,17.0,0.0,-0.01517429693780247,1.0
|
||||
B3,1,LONG,2024-10-04 18:15:00,2024-10-04 21:00:00,61684,61736.5,11,-0.003101892721485669,0.002194811821207875,-0.004640690677314069,-0.013099220072404447,0.002194811821207875,-0.015362062961133226,-0.0013266058166562966,0.002194811821207875,-0.016780996655139182,0.003063017825759454,0.009286240716593959,-0.016780996655139182,0.005567209025454911,0.01167218744178887,-0.016780996655139182,1.0,4.0,0.0,0.008173296753543667,1.0,1.0,84.0,1.0,0.032124049151550614,1.0
|
||||
B3,1,LONG,2024-10-05 11:00:00,2024-10-05 13:45:00,61751,62111.1,11,0.0010497318514726733,0.0013846156323104888,-0.0010996424149627947,0.00032522367177532463,0.0021139538665392,-0.0010996424149627947,0.00010626119968892106,0.0021139538665392,-0.0011060824876712389,0.001204293596474751,0.0030123440093638423,-0.0011060824876712389,0.0003268336899524064,0.0037497323344780798,-0.0011060824876712389,1.0,7.0,0.0,0.007512003633532289,1.0,1.0,7.0,0.0,0.007512003633532289,1.0
|
||||
B3,1,LONG,2024-10-07 14:00:00,2024-10-07 16:30:00,61954,63588.1,10,-0.007675964527954107,0.00028778969649986255,-0.007833226657188979,-0.0063266554591188545,0.00028778969649986255,-0.008448121582497308,-0.010936008466993061,0.00028778969649986255,-0.015194666926673341,-0.005194368128627772,0.00028778969649986255,-0.015194666926673341,-0.00669464884152848,0.013526115735491366,-0.015194666926673341,1.0,2.0,0.0,0.0048434300017698665,1.0,-1.0,2.0,0.0,-0.005659108678655222,0.0
|
||||
S3,-1,SHORT,2024-10-08 22:00:00,2024-10-09 00:15:00,62081,62319.4,9,-0.0012435934877421798,0.001723379878496928,-0.004050103178143587,0.002044307230172329,0.003311970269290164,-0.004050103178143587,0.0036328976209655654,0.006633568359130567,-0.004050103178143587,-0.0018597740029589736,0.007634861696357842,-0.004050103178143587,0.0006498778871426875,0.007634861696357842,-0.004050103178143587,1.0,25.0,0.0,0.0061090392470254185,0.0,-1.0,97.0,1.0,-0.03303117852787193,1.0
|
||||
S3,-1,SHORT,2024-10-10 15:00:00,2024-10-10 17:15:00,62245,60638.1,9,-0.005224438100798061,9.564943492615426e-05,-0.006715249983096508,-0.007353462592000763,9.564943492615426e-05,-0.009068555907919303,-0.009858488310154885,9.564943492615426e-05,-0.010866105633257003,-0.0014545310621540642,0.0006283178397739795,-0.010866105633257003,0.018636797656918648,0.02866349704228857,-0.010866105633257003,-1.0,5.0,0.0,-0.008015953383141304,1.0,1.0,5.0,0.0,0.006409756372828028,0.0
|
||||
B3,1,LONG,2024-10-12 07:45:00,2024-10-12 12:30:00,62418,62570.9,19,0.0006888186041754001,0.0009061720384395476,-0.0003340210864795209,0.0027680599128348336,0.00318199035014677,-0.0003340210864795209,0.001345673468017834,0.00318199035014677,-0.0003340210864795209,0.002382896841822613,0.00318199035014677,-0.0003340210864795209,0.010255566085832186,0.011743478198331742,-0.0003340210864795209,1.0,2.0,0.0,0.0018076147170899078,1.0,1.0,114.0,0.0,0.06232427843803059,1.0
|
||||
S3,-1,SHORT,2024-10-14 01:15:00,2024-10-14 02:45:00,62571,62380.1,6,-0.004057383684861015,-0.0,-0.005094573429667521,-0.0038121131578821277,-0.0,-0.005533816072754041,-0.007404604994220937,-0.0,-0.007888733746819877,-0.007369337336746885,-0.0,-0.011833902157899786,-0.027826181747063614,-0.0,-0.03427535383880434,-1.0,3.0,0.0,-0.007710197121441639,1.0,1.0,11.0,0.0,0.005806191551112521,0.0
|
||||
B3,1,LONG,2024-10-15 01:15:00,2024-10-15 04:15:00,62673,65994.9,12,-0.0007621801078566429,0.0004439737009981516,-0.0022259295794068057,-0.0023107846212358837,0.0004439737009981516,-0.004317000253049769,0.006621723799869385,0.0077521141785199445,-0.004317000253049769,-0.0019668186481074804,0.008153660358603557,-0.004317000253049769,-0.008212755834162833,0.008153660358603557,-0.012043354865300133,1.0,9.0,0.0,0.0072481684981684094,1.0,1.0,113.0,0.0,0.06409061593034496,1.0
|
||||
B3,1,LONG,2024-10-16 15:15:00,2024-10-16 16:45:00,62819,67103.9,6,0.003893961453805262,0.005156183172662096,-0.0007287206853848165,0.007395993377434142,0.00783859060352677,-0.0007287206853848165,0.014952931200720209,0.016423784608644295,-0.0007287206853848165,0.003814979457229759,0.019314823728576222,-0.0007287206853848165,0.010380916757446377,0.019314823728576222,-0.0007287206853848165,1.0,3.0,0.0,0.005562490353305008,1.0,1.0,19.0,0.0,0.029199341718800977,1.0
|
||||
B3,1,LONG,2024-10-18 20:45:00,2024-10-18 22:00:00,63032,68054.9,5,0.005060620175769985,0.008008240405907583,-0.0020409992520743427,0.008645960834561638,0.00894718822597651,-0.0020409992520743427,0.011455457285221283,0.012041748647048192,-0.0020409992520743427,0.01140549762030378,0.013887317445180375,-0.0020409992520743427,0.004129019365247764,0.013887317445180375,-0.0020409992520743427,1.0,4.0,0.0,0.006297594227328427,1.0,1.0,72.0,0.0,0.021845345345345258,1.0
|
||||
B3,1,LONG,2024-10-21 01:30:00,2024-10-21 05:00:00,63252,68745.9,14,0.00013382616272405542,0.0003200190847745102,-0.0016728270340485762,0.005258495415726611,0.006906593702315381,-0.00254706098836427,0.003870776293568138,0.009890044351736012,-0.00254706098836427,0.006404745592100808,0.011929438701071713,-0.00254706098836427,-5.673065593721487e-05,0.011929438701071713,-0.00254706098836427,-1.0,4.0,0.0,0.0014115282087138075,0.0,1.0,68.0,0.0,0.010969117647058739,1.0
|
||||
S3,-1,SHORT,2024-10-22 04:00:00,2024-10-22 08:30:00,63362,66950.2,18,-0.00747570582313421,1.4936475169793198e-06,-0.008103037780320298,-0.008212074049069353,1.4936475169793198e-06,-0.008660168304202272,-0.00803432999453338,1.4936475169793198e-06,-0.01102013138123565,-0.009958147996570542,1.4936475169793198e-06,-0.01102013138123565,-0.0027647415541702017,0.003139647080964614,-0.012467475825314893,-1.0,10.0,0.0,-0.014699259738921881,1.0,-1.0,82.0,1.0,-0.037601701980852754,1.0
|
||||
B3,1,LONG,2024-10-25 10:15:00,2024-10-25 11:15:00,63661,68147.3,4,-0.003912113906200331,1.4674095670887746e-06,-0.003912113906200331,-0.005360447149043364,1.4674095670887746e-06,-0.00689095532765063,-0.006055999283904088,1.4674095670887746e-06,-0.008694401685760111,-0.0083671693522707,1.4674095670887746e-06,-0.013572071087189202,-0.0024623132537899945,0.0019032302086802717,-0.013572071087189202,1.0,1.0,0.0,0.00512241887905609,1.0,-1.0,13.0,0.0,-0.01009841304426767,0.0
|
||||
S3,-1,SHORT,2024-10-26 06:00:00,2024-10-26 07:15:00,63741,65797.7,5,-0.012351495568994009,0.0016201174205176059,-0.014874380107511314,-0.014603853934104212,0.0016201174205176059,-0.015233055258770488,-0.013410803113178861,0.0016201174205176059,-0.015599329459844474,-0.017167773341621454,0.0016201174205176059,-0.018517364588731957,-0.02128037910139712,0.0016201174205176059,-0.02207220009210053,-1.0,1.0,0.0,-0.02343830007020206,1.0,-1.0,29.0,0.0,-0.04291470297317744,1.0
|
||||
B3,1,LONG,2024-10-28 12:30:00,2024-10-28 15:30:00,63966,68457.8,12,-0.00040608959095972863,0.0017821197876648094,-0.001684249274735719,-0.002232031996354001,0.0017821197876648094,-0.002261247074840309,0.0015425561440769535,0.002372264373088153,-0.0036577278264859335,0.006966335465060141,0.008593615336747644,-0.0036577278264859335,0.010220895208434935,0.011894919205700488,-0.0036577278264859335,1.0,6.0,0.0,0.012926098111688914,1.0,1.0,78.0,0.0,0.023141740921305658,1.0
|
||||
S3,-1,SHORT,2024-11-01 07:15:00,2024-11-01 10:15:00,64329,69408.2,12,-0.0024622450949600876,0.0036465432038288166,-0.0036825620027605647,-0.001208790892142553,0.0036465432038288166,-0.004766007474621197,-0.0030299013661210478,0.0036465432038288166,-0.004766007474621197,0.001777887915260649,0.004427430764664736,-0.004766007474621197,-0.009990174071651602,0.004427430764664736,-0.01249420097337198,-1.0,9.0,0.0,-0.017850648863657267,1.0,-1.0,57.0,0.0,-0.04900602727413475,1.0
|
||||
S3,-1,SHORT,2024-11-03 00:45:00,2024-11-03 02:15:00,64489,69287.0,6,-0.0024983041551807097,0.0001457704908569547,-0.0029298425390044307,-0.003453750342777186,0.0001457704908569547,-0.003453750342777186,-0.003697663342329688,0.0001457704908569547,-0.004084460288365783,0.0017622353399628476,0.00197583962359453,-0.004084460288365783,0.010761037424047885,0.020797552210371353,-0.004084460288365783,-1.0,1.0,0.0,-0.004653006928512549,1.0,-1.0,41.0,0.0,-0.008955403207696494,1.0
|
||||
S3,-1,SHORT,2024-11-03 14:45:00,2024-11-03 16:15:00,64545,68404.2,6,-0.0016300168703091331,0.0004999693001306512,-0.002942801757786845,0.0023185710818925047,0.0028097689907929206,-0.002942801757786845,-0.0004078696922120094,0.0032220243786199414,-0.002942801757786845,0.000599378400741475,0.0032220243786199414,-0.002942801757786845,0.0017995971007626912,0.013999140403659297,-0.002942801757786845,-1.0,5.0,0.0,-0.005359677081637011,1.0,-1.0,97.0,0.0,-0.02158250742707745,1.0
|
||||
B3,1,LONG,2024-11-04 13:45:00,2024-11-04 15:00:00,64636,69011.8,5,-0.005952605206645862,0.00043760632239699717,-0.005954054234203553,-0.005581654151898619,0.00043760632239699717,-0.006691609261024968,-0.005506304718903144,0.00043760632239699717,-0.008049348082501833,-0.0016388501676525727,0.00043760632239699717,-0.008049348082501833,-0.022865654859024108,0.00336174393364613,-0.02303664011082167,-1.0,0.0,0.0,-0.0069573050263830784,0.0,1.0,60.0,0.0,0.02320650707374422,1.0
|
||||
B3,1,LONG,2024-11-06 16:30:00,2024-11-06 19:30:00,64846,74230.8,12,0.0027885998803731066,0.007682794742883047,-0.0021702581677687134,-0.000577927221584689,0.007682794742883047,-0.0021702581677687134,-0.004941345102033158,0.007682794742883047,-0.00854362340160684,-0.0004580308982255344,0.007682794742883047,-0.009844970012447702,0.021368488551921805,0.029491801246921724,-0.009844970012447702,1.0,2.0,0.0,0.012849113988301084,1.0,-1.0,14.0,0.0,-0.018839194724549677,0.0
|
||||
B3,1,LONG,2024-11-08 06:15:00,2024-11-08 08:30:00,64994,76151.0,9,0.000906094470197371,0.002326955653898138,-0.00223503302648681,-0.002228467124528858,0.002326955653898138,-0.004340061194206248,-0.003967117962994653,0.002326955653898138,-0.007546847710469949,-0.0013276253758979636,0.002326955653898138,-0.007546847710469949,-0.00041759136452578313,0.002326955653898138,-0.007546847710469949,1.0,6.0,0.0,0.009008746394315098,1.0,1.0,50.0,0.0,0.02284754869039624,1.0
|
||||
B3,1,LONG,2024-11-10 14:45:00,2024-11-10 17:45:00,65223,79414.7,12,0.0010892189984977592,0.006110959306022725,-0.0012277323971506536,0.0052081037893488965,0.009611570653795871,-0.0012277323971506536,-0.0008134514139068871,0.009888597451101658,-0.0012277323971506536,0.0016609015711198146,0.009888597451101658,-0.0027035296991614536,0.004768638551804604,0.02246813247421451,-0.0027035296991614536,1.0,3.0,0.0,0.009081321473951678,1.0,1.0,55.0,0.0,0.0493042048961989,1.0
|
||||
B3,1,LONG,2024-11-11 13:45:00,2024-11-11 16:00:00,65312,81259.9,9,0.00013536812129968164,0.0018311614953993658,-0.0025633799697020103,0.001933302896016434,0.0033239026875495274,-0.0025633799697020103,0.010163684671037114,0.014416704918416096,-0.0025633799697020103,0.005337195837061228,0.01560548314728428,-0.0025633799697020103,0.040173566543891884,0.04555260343662749,-0.0025633799697020103,1.0,0.0,0.0,0.009853728857792564,1.0,1.0,144.0,0.0,0.07368478077036908,1.0
|
||||
B3,1,LONG,2024-11-16 23:45:00,2024-11-17 02:45:00,65835,91345.0,12,-0.002491652526137236,0.0004652690349772839,-0.0037703213093217385,-0.0029218895396572794,0.0004652690349772839,-0.0037703213093217385,-0.0027062236575619582,0.0004652690349772839,-0.007035962559527036,-0.0076818654551425595,0.0004652690349772839,-0.010889484919809482,-0.007903005090590554,0.0004652690349772839,-0.021291805791230984,1.0,7.0,0.0,0.013592987128273414,1.0,-1.0,43.0,1.0,-0.0062716557062275965,0.0
|
||||
B3,1,LONG,2024-11-19 23:15:00,2024-11-20 01:30:00,66118,92799.9,9,0.010035571159020677,0.010746778821959969,-0.003632547017830744,0.009616389672833793,0.012241392501500541,-0.003632547017830744,0.008302810671132189,0.01278018618554546,-0.003632547017830744,-0.011349150160722125,0.01278018618554546,-0.015792042879356552,-0.008511862620541554,0.01278018618554546,-0.015792042879356552,1.0,10.0,0.0,0.019604331565138154,1.0,1.0,6.0,0.0,0.019604331565138154,1.0
|
||||
B3,1,LONG,2024-11-21 02:45:00,2024-11-21 04:30:00,66226,94480.3,7,-0.0035933416807524955,0.0005366198032817116,-0.00626903174524216,-0.001328319236920289,0.0005366198032817116,-0.00626903174524216,-0.004645412853261566,0.0005366198032817116,-0.00626903174524216,0.003595458524157915,0.005500617589063509,-0.007726478429894909,0.030846642104226957,0.036193788546395295,-0.007726478429894909,-1.0,14.0,0.0,-0.0038872312834083342,0.0,-1.0,2.0,0.0,-0.0038872312834083342,0.0
|
||||
B3,1,LONG,2024-11-23 10:30:00,2024-11-23 14:45:00,66459,98749.9,17,-0.0021762047353971418,0.00035443073866403915,-0.003036965100724094,-0.0025306354740611808,0.00035443073866403915,-0.003036965100724094,-0.0026339267179003854,0.00035443073866403915,-0.003543294727387007,-0.0028263319760322924,0.00035443073866403915,-0.003998991391383629,-0.01011038998520499,0.0016901282938008924,-0.012240012394949233,1.0,7.0,0.0,0.004429666457812894,1.0,1.0,43.0,0.0,0.015946518463496363,1.0
|
||||
S3,-1,SHORT,2024-11-24 05:45:00,2024-11-24 07:30:00,66526,97700.0,7,-0.0035823950870010235,0.0014964176049129692,-0.0037697031729785353,-0.002897645854657173,0.0014964176049129692,-0.0037697031729785353,-0.008750255885363298,0.0014964176049129692,-0.009435005117707297,-0.004038894575230357,0.0014964176049129692,-0.009887410440122825,-0.0034339815762538385,0.0014964176049129692,-0.009887410440122825,-1.0,6.0,0.0,-0.003959693500964377,1.0,-1.0,30.0,0.0,-0.012301247108681265,1.0
|
||||
S3,-1,SHORT,2024-11-26 14:30:00,2024-11-26 16:30:00,66754,92864.7,8,-0.008201178704071685,0.0010854501225977461,-0.010347311734168191,-0.008073035286820473,0.0010854501225977461,-0.010347311734168191,0.0026382468257583344,0.008213023893901527,-0.010568062999180623,0.005450940992648414,0.014124850454478366,-0.010568062999180623,0.005058972892821523,0.014124850454478366,-0.020249890431994072,-1.0,6.0,0.0,-0.02313494067154762,1.0,1.0,18.0,0.0,0.0021442600306476713,0.0
|
||||
B3,1,LONG,2024-11-28 11:30:00,2024-11-28 12:30:00,66930,95799.9,4,-0.0012734877593817949,0.001933196172438715,-0.002409188318568061,-0.0029895647072699888,0.001933196172438715,-0.004067853933041653,-0.0005730694917217469,0.001933196172438715,-0.006932157549224908,-0.005567855498805262,0.001933196172438715,-0.006932157549224908,-0.0014206695414086161,0.005053241182924052,-0.011480178998099042,1.0,2.0,0.0,0.009714560352114576,1.0,-1.0,2.0,0.0,-0.014911053984575895,0.0
|
||||
B3,1,LONG,2024-11-30 02:00:00,2024-11-30 04:30:00,67090,97519.9,10,-0.0026394612791850094,0.0002471290475072864,-0.004952835267468487,-0.0008193199541836506,0.0002471290475072864,-0.004952835267468487,-0.0023154248517480882,0.0002860954533383313,-0.004952835267468487,-0.008171665475456745,0.0003855623313806292,-0.008827941784189629,-0.005263541082384092,0.0003855623313806292,-0.011483809971093021,1.0,6.0,0.0,0.006364082919862265,1.0,1.0,66.0,0.0,0.029038282964713766,1.0
|
||||
S3,-1,SHORT,2024-12-03 04:15:00,2024-12-03 05:30:00,67382,95681.6,5,0.0034876089028612776,0.004053025869132653,-0.001609504857778298,0.0025835688366416493,0.00533122355813454,-0.001609504857778298,-0.003561813347602761,0.00533122355813454,-0.004256826808916117,-0.005710606846039303,0.00533122355813454,-0.007246952392100405,0.002575207772445368,0.00533122355813454,-0.007246952392100405,-1.0,2.0,0.0,-0.007348280265878359,1.0,-1.0,70.0,1.0,-0.026300042741131156,1.0
|
||||
B3,1,LONG,2024-12-05 15:15:00,2024-12-05 17:15:00,67621,102880.8,8,0.0007698229407236052,0.0014774379670453573,-0.003442819262680666,-0.0024154166763866534,0.0014774379670453573,-0.003442819262680666,-0.002066469156538497,0.0014774379670453573,-0.005083553005031065,-0.001423978040606216,0.005551084361707833,-0.005083553005031065,-0.02187580189889664,0.007590337555695466,-0.02695157891462744,1.0,5.0,0.0,0.015005949104082683,1.0,1.0,53.0,0.0,0.08695119322816078,1.0
|
||||
S3,-1,SHORT,2024-12-06 09:45:00,2024-12-06 11:15:00,67693,97280.8,6,-0.00350223271190201,-0.0,-0.006115286880864407,-0.006364051282472916,-0.0,-0.007270705010649613,-0.006529551566187748,-0.0,-0.011058708398779645,-0.014286477907254081,-0.0,-0.014588695816646215,-0.008477520744072799,-0.0,-0.015260976472232868,-1.0,1.0,0.0,-0.01596016937322603,1.0,-1.0,61.0,0.0,-0.0702434474110774,1.0
|
||||
B3,1,LONG,2024-12-07 07:30:00,2024-12-07 09:00:00,67780,100248.9,6,-0.0012957748164817188,0.0004897809352522155,-0.0034583920621572618,-0.000533671691160701,0.0004897809352522155,-0.0034583920621572618,-0.006855935576350348,0.0004897809352522155,-0.00864647891398298,-0.009683896780912193,0.0004897809352522155,-0.013685935706027698,-0.007512301880619052,0.0004897809352522155,-0.013685935706027698,-1.0,12.0,0.0,-0.017059716361012275,0.0,1.0,52.0,1.0,0.11140687361419062,1.0
|
||||
S3,-1,SHORT,2024-12-10 08:45:00,2024-12-10 11:15:00,68077,95994.1,10,-0.00408358430361866,0.0023563948200984396,-0.010325634596292866,-0.011144434918395904,0.0023563948200984396,-0.012209083683268033,-0.010301674790429767,0.0023563948200984396,-0.012209083683268033,-0.013872727594716727,0.0023563948200984396,-0.0161124485775688,-0.015647836689963144,0.0023563948200984396,-0.02035437594602162,-1.0,5.0,0.0,-0.022441439624920283,1.0,-1.0,109.0,1.0,-0.05385287887882549,1.0
|
||||
B3,1,LONG,2024-12-12 02:00:00,2024-12-12 04:45:00,68243,101249.0,11,0.0007288960878626249,0.0018469318215488548,-0.003994113522108803,0.0026301494335746814,0.006232160317632767,-0.003994113522108803,4.938320378472874e-05,0.006232160317632767,-0.003994113522108803,-0.007536864561625357,0.006232160317632767,-0.009276140998923417,-0.006797104168930035,0.006232160317632767,-0.009276140998923417,1.0,7.0,0.0,0.016725679179461696,1.0,1.0,99.0,0.0,0.07408330725450987,1.0
|
||||
S3,-1,SHORT,2024-12-13 13:15:00,2024-12-13 15:00:00,68380,99658.0,7,-0.004435168275502218,0.0001605490778462341,-0.005589114772522026,-0.00612795761504342,0.0001605490778462341,-0.006544381785707089,-0.0037387866503442355,0.0001605490778462341,-0.006806277468943817,-0.006574484737803258,0.0001605490778462341,-0.011158160910313271,-0.014426338076220645,0.0001605490778462341,-0.016867687491219974,-1.0,0.0,0.0,-0.004919586183621254,1.0,-1.0,44.0,0.0,-0.028090939589461062,1.0
|
||||
B3,1,LONG,2024-12-14 06:15:00,2024-12-14 09:45:00,68455,102112.9,14,7.051019019155897e-05,0.001474838144837781,-0.004704596578884688,8.519981314811e-05,0.001474838144837781,-0.004704596578884688,-0.003308103089815179,0.002119222938531848,-0.004704596578884688,-0.0023356500500916143,0.002119222938531848,-0.0054361398021209005,-0.0053881537004628905,0.002119222938531848,-0.007976465265407212,1.0,7.0,0.0,0.010731603989757338,1.0,1.0,23.0,0.0,0.029887160412144762,1.0
|
||||
B3,1,LONG,2024-12-16 12:00:00,2024-12-16 14:30:00,68666,105172.2,10,0.00021868896913823234,0.0020708894555785933,-0.002378955655581961,-0.002113676427801291,0.0020708894555785933,-0.0030245635253421652,-0.006272570127847445,0.0020708894555785933,-0.006734669427852636,-0.01046474258406681,0.0020708894555785933,-0.010903071343948278,0.014227143674849466,0.018995514023667878,-0.01813787293600392,1.0,6.0,0.0,0.00889249576958939,1.0,1.0,122.0,0.0,0.045867235217253756,1.0
|
||||
B3,1,LONG,2024-12-17 07:30:00,2024-12-17 10:15:00,68745,106524.8,11,-0.0017573372585538492,0.0001755459761482499,-0.003591651897023095,0.0033428835351016033,0.004273183333833972,-0.003591651897023095,-0.0005604328757246865,0.004273183333833972,-0.003591651897023095,0.005449435248881012,0.005530167622938426,-0.003591651897023095,0.0027693081798792394,0.009097412058037107,-0.003591651897023095,1.0,9.0,0.0,0.010441645166186096,1.0,1.0,9.0,0.0,0.010441645166186096,1.0
|
||||
S3,-1,SHORT,2024-12-18 20:15:00,2024-12-18 22:00:00,68888,104474.5,7,0.004669081929083201,0.006323074051562877,-0.0034850609478868605,0.003470703377379225,0.00825847455599216,-0.0034850609478868605,0.00338455795433341,0.010677246600845182,-0.0034850609478868605,0.006158440576408542,0.010677246600845182,-0.004641323959435022,0.035563702147413966,0.04329668962282657,-0.004641323959435022,-1.0,4.0,0.0,-0.008252028121256333,1.0,1.0,8.0,0.0,0.013669934488325824,0.0
|
||||
S3,-1,SHORT,2024-12-23 07:00:00,2024-12-23 09:15:00,69317,94244.1,9,0.0013210376034149616,0.0026367698349286585,-0.008987300000742751,-0.001654214958814336,0.006247605950929585,-0.008987300000742751,-0.018524236530456425,0.006247605950929585,-0.01884149777015216,-0.0116643906621209,0.006247605950929585,-0.02381793661353864,-0.01785682074527736,0.006247605950929585,-0.023926166200324412,-1.0,5.0,0.0,-0.016114803884005893,1.0,-1.0,53.0,0.0,-0.0316269377664477,1.0
|
||||
B3,1,LONG,2024-12-25 04:00:00,2024-12-25 06:15:00,69497,98594.0,9,0.0020457634338803283,0.0040032862040286134,-0.0019483944256243363,-2.5356512566687627e-05,0.0040032862040286134,-0.0019483944256243363,-0.0020893766354950606,0.0040032862040286134,-0.0020893766354950606,-0.004275108018743534,0.0040032862040286134,-0.00925715560784629,-0.0038947603302432196,0.0040032862040286134,-0.00925715560784629,1.0,5.0,0.0,0.014068224408647082,1.0,1.0,57.0,1.0,0.0662914591994325,1.0
|
||||
S3,-1,SHORT,2024-12-27 00:45:00,2024-12-27 02:00:00,69672,95602.8,5,-0.0010982941922203116,0.0016463952938617773,-0.0036316927956084664,0.0009131531712460608,0.001956009656620936,-0.0036316927956084664,0.0008305196082124031,0.0021212767826884037,-0.005913006732020431,0.001511462007388905,0.0034141259461020882,-0.005913006732020431,-0.008758111687105429,0.0034141259461020882,-0.009779002288635836,-1.0,4.0,0.0,-0.010118036860633641,1.0,1.0,8.0,0.0,0.004727123685012589,0.0
|
||||
S3,-1,SHORT,2024-12-28 05:15:00,2024-12-28 07:30:00,69790,94337.6,9,-0.0009805210223707195,0.0012942877495294115,-0.0017999185902544516,-0.00030422652261661404,0.0012942877495294115,-0.0017999185902544516,-0.0023256898627905965,0.002518613999084202,-0.00278149963535212,-0.0024359322263868104,0.002518613999084202,-0.0037100795441054255,-0.0024740930445548135,0.002518613999084202,-0.004501916521090181,-1.0,6.0,0.0,-0.004814650716289999,1.0,-1.0,46.0,1.0,-0.033074530182597095,1.0
|
||||
B3,1,LONG,2025-01-02 22:00:00,2025-01-03 00:45:00,70339,97195.5,11,-0.005856238200328175,0.00419463864067778,-0.009168119923247535,-0.003962117587748464,0.00419463864067778,-0.009213389508773555,0.003808818309489607,0.005982787268957925,-0.009213389508773555,-0.00015947240355777787,0.006449887083249679,-0.009213389508773555,-0.0026492996074921164,0.006449887083249679,-0.009213389508773555,-1.0,3.0,0.0,-0.0025092364532019705,0.0,1.0,115.0,0.0,0.04740480513812482,1.0
|
||||
B3,1,LONG,2025-01-04 09:15:00,2025-01-04 13:30:00,70486,98142.0,17,-0.0010148560249435086,8.151454015610034e-05,-0.0013918607731654726,-0.0005308634427666628,0.00035764504493494956,-0.0014142772717083707,0.000789672107762222,0.0016099121680829818,-0.0014142772717083707,-0.003644718876729607,0.0016099121680829818,-0.007171241670232958,-0.0055093639828004025,0.0016099121680829818,-0.007171241670232958,1.0,2.0,0.0,0.003189205765102729,1.0,-1.0,22.0,1.0,-0.008155716581269139,0.0
|
||||
B3,1,LONG,2025-01-06 18:45:00,2025-01-06 20:30:00,70706,99495.2,7,-0.002282522171923784,0.00012161390700260737,-0.006350055078033945,-0.0004291664321494614,0.00038594826685115196,-0.006350055078033945,0.017158616697086865,0.01763703173620439,-0.008293867442851486,0.019080317442449573,0.029637610658604666,-0.008293867442851486,0.02461023245342495,0.029637610658604666,-0.008293867442851486,1.0,6.0,0.0,0.008437839223941774,1.0,1.0,2.0,0.0,0.008437839223941774,1.0
|
||||
S3,-1,SHORT,2025-01-08 08:45:00,2025-01-08 11:45:00,70863,96504.1,12,0.0025283899855032066,0.0035521806845512562,-0.0009937401623350114,0.0019885165500741287,0.005119989720644053,-0.0009937401623350114,0.0034350872139111187,0.005119989720644053,-0.001162644903169887,0.006146889095903818,0.013285445903334737,-0.001162644903169887,0.012025395812198652,0.0209669848224066,-0.001162644903169887,-1.0,7.0,0.0,-0.00759032601072365,1.0,1.0,15.0,0.0,0.0036514721329548305,0.0
|
||||
S3,-1,SHORT,2025-01-09 14:15:00,2025-01-09 16:30:00,70978,93349.9,9,-0.001012320313144417,0.006403863314261594,-0.002143548091642367,-0.0013079821188882455,0.006403863314261594,-0.0037504057315541402,-0.0019678649896787428,0.006403863314261594,-0.0037504057315541402,0.011292995493299908,0.01429460556465507,-0.0051730103620893945,0.0038200362292834947,0.017170880740097143,-0.013871466386145125,-1.0,6.0,0.0,-0.013026791567105853,1.0,-1.0,18.0,0.0,-0.021065723421145665,1.0
|
||||
B3,1,LONG,2025-01-12 01:15:00,2025-01-12 05:15:00,71221,94751.7,16,6.648957221878774e-05,0.0024938866532210283,-0.0015060415802565768,-0.001433219667826571,0.0024938866532210283,-0.0019176436939917394,-0.0019967979466331168,0.0024938866532210283,-0.0028674947256882685,-0.0026173672873415466,0.0024938866532210283,-0.005189352803168673,-0.004309157513796617,0.0024938866532210283,-0.0055355207347203275,1.0,9.0,0.0,0.00860841148355915,1.0,-1.0,21.0,0.0,-6.54299008314567e-05,0.0
|
||||
B3,1,LONG,2025-01-15 00:45:00,2025-01-15 02:45:00,71499,96726.8,8,0.0012064908587898812,0.0032876100522295786,-0.0016624141396180056,-0.0033000161278983393,0.0032876100522295786,-0.0064790730180259975,-0.002652832513843173,0.0032876100522295786,-0.0064790730180259975,-0.0021907061951807433,0.0032876100522295786,-0.0064790730180259975,0.004392784626390971,0.00993726661070145,-0.0064790730180259975,1.0,7.0,0.0,0.014866241597147924,1.0,1.0,91.0,0.0,0.08793035575701001,1.0
|
||||
B3,1,LONG,2025-01-16 06:15:00,2025-01-16 08:00:00,71616,100254.6,7,-0.00422025523018401,0.0024487654431816592,-0.006409680952295513,-0.003168931899384284,0.0024487654431816592,-0.006409680952295513,-0.00668996734314447,0.0024487654431816592,-0.007333329343491586,-0.009182621046814866,0.0024487654431816592,-0.011448851224781734,-0.01071472032206015,0.0024487654431816592,-0.01692490918122463,1.0,24.0,0.0,0.01729577138937454,1.0,1.0,48.0,0.0,0.03912313432835827,1.0
|
||||
B3,1,LONG,2025-01-17 12:15:00,2025-01-17 14:15:00,71737,101380.6,8,0.001967832109890847,0.0022499373647422807,-0.0011895767040242986,0.002509355833364511,0.004586676346362124,-0.0011895767040242986,0.00701613523691898,0.00795319814639081,-0.0011895767040242986,0.009069782581677361,0.011720191042467661,-0.0011895767040242986,0.031135148144714075,0.033134544478923944,-0.0011895767040242986,1.0,25.0,0.0,0.020682336903720393,1.0,1.0,57.0,0.0,0.042006874038991254,1.0
|
||||
S3,-1,SHORT,2025-01-23 14:15:00,2025-01-23 16:45:00,72323,102181.8,10,0.003039680256170921,0.0035250895952116433,-0.0025836303529591376,0.0031463528730165252,0.0061830971856045094,-0.0025836303529591376,0.0019572957219387405,0.009500713434290676,-0.0025836303529591376,-0.002848843923281751,0.009500713434290676,-0.005069395919821338,-0.03125801267936169,0.009500713434290676,-0.045589331955397085,-1.0,7.0,0.0,-0.007510077218202099,1.0,-1.0,35.0,0.0,-0.02502468882538438,1.0
|
||||
B3,1,LONG,2025-01-24 10:00:00,2025-01-24 14:00:00,72408,104870.0,16,0.0008200629350624583,0.0012396300181176695,-0.0028196815104414713,-0.0016677791551444091,0.002717650424334891,-0.0028196815104414713,0.004099361113759838,0.006919042624201448,-0.0028196815104414713,0.004363497663774252,0.008220654143225,-0.0028196815104414713,0.01014017354820248,0.013708400877276684,-0.0028196815104414713,1.0,8.0,0.0,0.021328398909232566,1.0,1.0,8.0,0.0,0.02650792516583977,1.0
|
||||
S3,-1,SHORT,2025-01-27 23:00:00,2025-01-28 01:15:00,72741,99534.3,9,0.0007595371645754862,0.005076641921428119,-0.004129229823287048,0.004019719835272924,0.005114819715414744,-0.004129229823287048,-0.0012668999530814128,0.007170392517956092,-0.004129229823287048,-0.0190065133325899,0.007170392517956092,-0.029025170217703847,-0.02771205504032281,0.007170392517956092,-0.033272952138107194,-1.0,5.0,0.0,-0.026728843291827925,1.0,1.0,5.0,0.0,0.018983415233415263,0.0
|
||||
B3,1,LONG,2025-01-30 15:30:00,2025-01-30 17:45:00,72999,105369.2,9,-0.0018250114834316186,0.0,-0.0029410871488062375,-0.0025339473014884804,0.0,-0.003227698416615019,-0.00345546896056904,0.0,-0.003921449531741696,0.004845818322621846,0.008783401601226924,-0.007231714770540158,0.0027579216697099897,0.010257266829396094,-0.007231714770540158,-1.0,7.0,0.0,-0.001850053758602588,0.0,1.0,55.0,0.0,0.03950278695802296,1.0
|
||||
S3,-1,SHORT,2025-02-01 10:15:00,2025-02-01 12:15:00,73169,102186.0,8,-0.0011596500499089894,9.786076370539996e-06,-0.002524807703599319,-0.0031021862094611787,9.786076370539996e-06,-0.0034936292642827787,-0.0017693226077936596,0.0005861859745952888,-0.0034936292642827787,0.0033947898929402674,0.004265750689918327,-0.0034936292642827787,0.0011527997964496399,0.008239876303994677,-0.0034936292642827787,-1.0,5.0,0.0,-0.0053428776394389265,1.0,-1.0,1.0,0.0,-0.0053428776394389265,1.0
|
||||
S3,-1,SHORT,2025-02-02 09:15:00,2025-02-02 12:00:00,73264,99238.6,11,-0.00253429613073945,0.00205867474954305,-0.0059271291614351376,-0.005388024417917998,0.00205867474954305,-0.00711819795926176,-0.011844181598692384,0.00205867474954305,-0.012409485825072099,-0.004953717605850861,0.00205867474954305,-0.012409485825072099,0.00023680301818042575,0.011473358148946133,-0.012409485825072099,-1.0,8.0,0.0,-0.021566462248338632,1.0,-1.0,48.0,0.0,-0.029897259939196594,1.0
|
||||
S3,-1,SHORT,2025-02-02 22:30:00,2025-02-03 00:45:00,73315,98222.2,9,0.005370476328162065,0.007341517498080793,-0.0037323537856004635,0.00806640453991056,0.013177265424720714,-0.0037323537856004635,0.0075492098527624105,0.014987446829739013,-0.0037323537856004635,0.01245543268222453,0.017330094418573368,-0.004530544011435297,0.04767863069652269,0.07220261814538867,-0.004530544011435297,-1.0,3.0,0.0,-0.011694982618013905,1.0,-1.0,99.0,0.0,-0.03983303518187242,1.0
|
||||
B3,1,LONG,2025-02-04 16:45:00,2025-02-04 19:30:00,73486,99215.2,11,0.00031547585450619373,0.0017073996726308946,-0.00368088760593132,0.0011167643667502854,0.005561647812028832,-0.00368088760593132,-0.005617082866335027,0.005561647812028832,-0.006845725251775909,0.00044348043444956015,0.011649424684927339,-0.010074061232553076,-0.025853901418330976,0.015404897636652537,-0.026706593344568142,1.0,10.0,0.0,0.014545038080513025,1.0,-1.0,46.0,0.0,-0.03163113922073869,0.0
|
||||
S3,-1,SHORT,2025-02-08 11:00:00,2025-02-08 13:30:00,73846,96236.3,10,0.0014931995515205499,0.002392028787474135,-0.0009009074538401527,0.0029604213794587773,0.004161631317912264,-0.0009009074538401527,0.0014589089563918057,0.00542310957507727,-0.0009009074538401527,0.0011305505303092795,0.00542310957507727,-0.0009009074538401527,0.005510394726314321,0.0066118502062112,-0.00238683324275764,-1.0,6.0,0.0,-0.006336602994321085,1.0,-1.0,54.0,0.0,-0.038717481550736885,1.0
|
||||
B3,1,LONG,2025-02-10 23:30:00,2025-02-11 03:30:00,74094,97347.6,16,-0.0011196988934498641,0.0007416721110741003,-0.001769946049003806,-0.0005136233456192038,0.0010714182989615393,-0.001769946049003806,-0.0007447538511478454,0.0010714182989615393,-0.0026431057365564523,0.0064336460272260265,0.007816320073632983,-0.0026431057365564523,0.009268846895044031,0.00964995541749354,-0.0026431057365564523,1.0,10.0,0.0,0.0055884619437104495,1.0,1.0,78.0,1.0,0.028499705758366866,1.0
|
||||
S3,-1,SHORT,2025-02-12 06:00:00,2025-02-12 08:15:00,74209,95862.0,9,-0.000136654774571841,0.001914210010223029,-0.002774822140159813,-0.001439569380985166,0.001914210010223029,-0.002774822140159813,0.003393419707496223,0.005394212513822013,-0.0038388516826271097,8.345329744841543e-05,0.008470509691014165,-0.0038388516826271097,-0.00208320293755604,0.008470509691014165,-0.006003421585195385,1.0,13.0,0.0,0.011050020935660518,0.0,-1.0,49.0,0.0,-0.026605823184291142,1.0
|
||||
B3,1,LONG,2025-02-14 13:45:00,2025-02-14 15:30:00,74430,96991.3,7,-0.0003237403767142902,8.969876679657958e-05,-0.0024868209829128703,-0.001683656162975472,8.969876679657958e-05,-0.0025558993435494596,0.0007433656420729619,0.0016362292288070897,-0.0025558993435494596,-0.004548861598926884,0.0016362292288070897,-0.00462618812202741,0.009678187631261742,0.010399901846866648,-0.007893491478101705,1.0,2.0,0.0,0.00503911714418945,1.0,1.0,46.0,0.0,0.019243359349138945,1.0
|
||||
B3,1,LONG,2025-02-15 16:00:00,2025-02-15 18:45:00,74539,97610.9,11,-0.000523507108324903,0.0002325559952834329,-0.0018338115927626936,-0.0009404687386346029,0.0002325559952834329,-0.0018338115927626936,0.0014383639532061351,0.001912696225524113,-0.0018338115927626936,-0.0001680140230240084,0.002959710442174068,-0.002396248779593203,-0.0011545841704153645,0.002959710442174068,-0.003446336423493628,1.0,7.0,0.0,0.003657387985423886,1.0,-1.0,11.0,0.0,-0.011963422435643172,0.0
|
||||
S3,-1,SHORT,2025-02-17 01:15:00,2025-02-17 02:30:00,74666,96801.6,5,-0.000852258640353052,0.0008842829044148631,-0.0013884068031932754,-0.002271656666831893,0.0008842829044148631,-0.002850159501495783,-0.00033987041536497515,0.0008842829044148631,-0.0034658518041024112,0.006855258590767154,0.008260194046379458,-0.004607361861787408,0.008115568337713486,0.009047371117832792,-0.004607361861787408,-1.0,2.0,0.0,-0.003422076718759592,1.0,-1.0,58.0,0.0,-0.009179270080164961,1.0
|
||||
S3,-1,SHORT,2025-02-17 10:00:00,2025-02-17 11:15:00,74701,96157.9,5,0.0012417076496054323,0.0014101805467880567,-0.0008746031267322376,0.0014756977845813415,0.002413738236795846,-0.0008746031267322376,-0.00042222219911214597,0.004350136598240897,-0.0013290639666631958,0.0014996167761566872,0.004350136598240897,-0.002745484250384004,-0.0014684180914933838,0.004350136598240897,-0.003349698776699635,-1.0,1.0,0.0,-0.004635337252356775,1.0,-1.0,93.0,0.0,-0.01576791431589463,1.0
|
||||
S3,-1,SHORT,2025-02-19 08:00:00,2025-02-19 09:15:00,74885,95164.7,5,-0.0042179505636019314,0.0006630609879502722,-0.005623934084802423,-0.005394857546968663,0.0006630609879502722,-0.005623934084802423,-0.0053318089585740166,0.0006630609879502722,-0.008031339351671397,-0.0019198295166169505,0.0015993325256108315,-0.008031339351671397,-0.011076586171132845,0.0015993325256108315,-0.013441959045738569,-1.0,1.0,0.0,-0.006629450165866795,1.0,1.0,21.0,1.0,0.01974998285498739,0.0
|
||||
B3,1,LONG,2025-02-20 14:00:00,2025-02-20 17:30:00,75014,97230.1,14,-0.0004689905697927475,0.0,-0.0017669425414558136,0.0010572857582167286,0.0010572857582167286,-0.0017669425414558136,0.0017474012677143617,0.0021207424449835705,-0.0017669425414558136,0.004629224900519399,0.007918329817618147,-0.0017669425414558136,0.011287656805865673,0.012855072657541175,-0.00487503355442399,1.0,6.0,0.0,0.005026678712227584,1.0,1.0,54.0,0.0,0.019581010624688065,1.0
|
||||
S3,-1,SHORT,2025-02-22 14:00:00,2025-02-22 16:15:00,75201,96216.9,9,-0.001037239819615919,0.001142210983725252,-0.0017138361348163237,-0.0012897942045524834,0.001142210983725252,-0.0017138361348163237,-0.002296893788928972,0.001142210983725252,-0.003202140164565745,-0.0051529409074705474,0.001142210983725252,-0.008014184618294768,-0.005280777077623639,0.001142210983725252,-0.008014184618294768,-1.0,5.0,0.0,-0.0033746725542169727,1.0,1.0,33.0,1.0,0.014620838887107933,0.0
|
||||
S3,-1,SHORT,2025-02-24 15:00:00,2025-02-24 16:30:00,75394,95507.1,6,-0.004988110831550682,0.0009119740836022224,-0.005777580933773388,-0.002141202067699679,0.0009119740836022224,-0.006705260656013994,0.0008878921043566698,0.0023527046680300377,-0.006705260656013994,-0.003325407221033737,0.0023527046680300377,-0.006705260656013994,0.01228599758551991,0.01787406381305689,-0.006705260656013994,-1.0,2.0,0.0,-0.004288019816844196,1.0,1.0,2.0,1.0,0.005147445747121659,0.0
|
||||
S3,-1,SHORT,2025-02-25 21:00:00,2025-02-25 23:30:00,75518,86946.8,10,0.006862817262969966,0.007552894413595406,-0.009180326360487068,-0.005545920033859752,0.009441405549140493,-0.009180326360487068,-0.004801786839768686,0.009441405549140493,-0.009525364935799788,-0.01486426182447191,0.009441405549140493,-0.02327860254776484,-0.01584762176411316,0.009441405549140493,-0.028706059337433858,-1.0,6.0,0.0,-0.028526288856188572,1.0,-1.0,110.0,0.0,-0.09569359577732127,1.0
|
||||
S3,-1,SHORT,2025-02-28 07:45:00,2025-02-28 10:45:00,75755,80772.0,12,-0.0019635517258456622,0.004710790868122617,-0.009124449066508196,0.00970633387807656,0.018208042390927513,-0.009124449066508196,0.012578616352201259,0.018208042390927513,-0.009124449066508196,0.019958649036795,0.02457534789283415,-0.009124449066508196,0.0003045609864805356,0.03184024166790476,-0.009124449066508196,-1.0,11.0,0.0,-0.048554668174429286,1.0,-1.0,59.0,0.0,-0.07228998690648474,1.0
|
||||
B3,1,LONG,2025-03-02 12:30:00,2025-03-02 14:45:00,75963,86228.4,9,0.0003977807775628785,0.0009463239489542405,-0.002242880535879063,-0.006062967653348414,0.0009463239489542405,-0.006342457937292055,-0.0048325145775637394,0.0009463239489542405,-0.007229636639436592,-0.002103715249268155,0.0009463239489542405,-0.007229636639436592,0.05725491833317098,0.06628326630205363,-0.014071929897806224,1.0,7.0,0.0,0.008637267516668549,1.0,1.0,59.0,0.0,0.023057483537996016,1.0
|
||||
B3,1,LONG,2025-03-03 17:00:00,2025-03-03 19:15:00,76077,92679.1,9,0.004677429970726949,0.00580066055885298,-0.00301146644712784,0.003216474911819291,0.00580066055885298,-0.00301146644712784,0.009182221234345176,0.01055254097202066,-0.00301146644712784,-0.026325244850241347,0.010648571252849823,-0.038618199788301846,-0.07184143997945612,0.010648571252849823,-0.0812383806057677,1.0,5.0,0.0,0.017333699231613674,1.0,-1.0,45.0,0.0,-0.02413262996072479,0.0
|
||||
S3,-1,SHORT,2025-03-05 05:30:00,2025-03-05 08:45:00,76227,86767.2,13,-0.007840520380973489,0.0023776265685651137,-0.009293834536553084,-0.005543569459427065,0.0023776265685651137,-0.011390248849795809,-0.010018762850478095,0.0023776265685651137,-0.012479370084548112,-0.003870126038410862,0.0023776265685651137,-0.012479370084548112,-0.035878765247697356,0.0023776265685651137,-0.044461501581242714,-1.0,7.0,0.0,-0.02433122308306443,1.0,1.0,35.0,0.0,0.06856157635467977,0.0
|
||||
B3,1,LONG,2025-03-06 08:45:00,2025-03-06 11:00:00,76332,91626.6,9,-0.0006919388037972459,0.0017942387909187308,-0.0030002204599975193,-0.000880748603571579,0.002383587298884758,-0.0030002204599975193,0.009442672760966761,0.010202277504567323,-0.0030002204599975193,-0.002860523035887022,0.012591321734081555,-0.00553987597488072,-0.014897420618030134,0.012591321734081555,-0.01993525897501387,1.0,8.0,0.0,0.018582624645656225,1.0,1.0,28.0,0.0,0.04646748441033379,1.0
|
||||
S3,-1,SHORT,2025-03-08 08:45:00,2025-03-08 10:30:00,76522,86122.0,7,0.004671280276816642,0.008319593135319664,-0.0011611434941130026,0.002809967255753466,0.008319593135319664,-0.0011611434941130026,-0.0015187756902998411,0.008319593135319664,-0.003971110749866468,-0.0036378625670560705,0.008319593135319664,-0.005816167762011962,-0.0018706021690161145,0.008319593135319664,-0.005816167762011962,1.0,14.0,0.0,0.006627315761790661,0.0,-1.0,42.0,0.0,-0.05472522141329121,1.0
|
||||
S3,-1,SHORT,2025-03-10 04:30:00,2025-03-10 07:00:00,76700,80538.7,10,-0.0018637003080507362,0.003212120384361768,-0.0060293995309088156,0.00019493734068214524,0.003212120384361768,-0.01059242326980701,-0.013699004329595622,0.006676293508586519,-0.016190974028634682,-0.02140585830166119,0.006676293508586519,-0.026763531072639613,-0.01701542239941803,0.006676293508586519,-0.02759294599987339,-1.0,8.0,0.0,-0.035637909357600465,1.0,-1.0,76.0,0.0,-0.06860019474827292,1.0
|
||||
S3,-1,SHORT,2025-03-11 05:30:00,2025-03-11 07:45:00,76799,78567.8,9,0.022645409442545127,0.02328434804080054,-0.008153467451042173,0.018846143076425674,0.02555499835810603,-0.008153467451042173,-0.008581123564615493,0.02555499835810603,-0.013407528274942078,-0.014657404178301942,0.02555499835810603,-0.02120716120344463,-0.03630113099768596,0.02555499835810603,-0.042092307535656986,-1.0,3.0,0.0,-0.01598859782276517,1.0,-1.0,47.0,0.0,-0.06501966524458086,1.0
|
||||
B3,1,LONG,2025-03-12 14:45:00,2025-03-12 16:00:00,76928,82673.0,5,-0.00040763006060016077,0.0010910454440990055,-0.00838242231441946,-0.0053499933472839125,0.0025933497030468738,-0.00838242231441946,-0.005019776710655232,0.0025933497030468738,-0.00838242231441946,0.013711852720960965,0.021941867356936363,-0.00838242231441946,-0.004251690394687504,0.021941867356936363,-0.025334752579439478,1.0,4.0,0.0,0.017513846153846154,1.0,-1.0,16.0,0.0,-0.012763040679803907,0.0
|
||||
B3,1,LONG,2025-03-15 04:15:00,2025-03-15 11:30:00,77198,84389.8,29,-0.0004585862272454383,0.0012442261979528331,-0.001656598309274378,0.00027609971821242505,0.0015428404854614785,-0.001656598309274378,-0.0024481631666386913,0.0015428404854614785,-0.003102270653562432,-0.005069333023659292,0.0015428404854614785,-0.009779617915909302,0.00022988560228835923,0.0015428404854614785,-0.009779617915909302,1.0,10.0,0.0,0.005836703412749175,1.0,1.0,14.0,0.0,0.008787312607659891,1.0
|
||||
S3,-1,SHORT,2025-03-18 17:00:00,2025-03-18 18:15:00,77513,82723.5,5,-0.00023572503581207276,0.0014602863756973884,-0.0015739179314221122,0.002504729611295425,0.0025808869305578223,-0.0015739179314221122,0.004298657576142279,0.005303208882602853,-0.0015739179314221122,0.011224138243667156,0.019462426033714723,-0.0015739179314221122,0.00892733020242132,0.019462426033714723,-0.0015739179314221122,-1.0,5.0,0.0,-0.00838260044016747,1.0,1.0,9.0,0.0,0.006274351429367358,0.0
|
||||
B3,1,LONG,2025-03-20 12:45:00,2025-03-20 17:00:00,77700,86094.1,17,-0.003037374221926938,-1.161519779007165e-06,-0.003996789559331079,-0.010419993936866821,-1.161519779007165e-06,-0.01636116760614265,-0.007272275335940625,-1.161519779007165e-06,-0.01636116760614265,-0.001544821305989609,-1.161519779007165e-06,-0.01636116760614265,-0.024815870077043604,0.004598456804821633,-0.028811498116595675,1.0,8.0,0.0,0.00832835576168565,1.0,1.0,148.0,0.0,0.06140284909417058,1.0
|
||||
S3,-1,SHORT,2025-03-21 05:00:00,2025-03-21 06:30:00,77754,84085.1,6,0.0009288209207101593,0.002470116584270122,-0.002361892891843992,-0.0011714322751593326,0.002470116584270122,-0.0027805164054034346,-0.005210197763931912,0.002470116584270122,-0.00540999534994897,-0.003879403128497166,0.002470116584270122,-0.008663841750797704,0.0030754556990478196,0.00517095180953585,-0.008663841750797704,-1.0,2.0,0.0,-0.00588417503322185,1.0,-1.0,42.0,0.0,-0.039027428571428505,1.0
|
||||
B3,1,LONG,2025-03-24 05:15:00,2025-03-24 08:30:00,78050,86215.0,13,-0.0069315084382068765,0.00031085078002671124,-0.007412863190860127,-0.008003247694716697,0.00031085078002671124,-0.008544916777822851,-0.0004987531172069825,0.00031085078002671124,-0.008544916777822851,0.008217827524212724,0.009093545206750566,-0.008544916777822851,0.01639157919155596,0.01769761642405617,-0.008544916777822851,1.0,10.0,0.0,0.015860933746048387,1.0,1.0,98.0,0.0,0.03140944735881899,1.0
|
||||
S3,-1,SHORT,2025-03-29 08:30:00,2025-03-29 11:00:00,78540,83809.0,10,-0.0037788304358720077,1.1931892756842436e-06,-0.004987531172069825,-0.002448424393561516,1.1931892756842436e-06,-0.004987531172069825,-0.0010869954300851438,1.1931892756842436e-06,-0.004987531172069825,0.0006347766946270339,0.0022789915164242503,-0.004987531172069825,0.014294407521865194,0.022026274027849038,-0.004987531172069825,-1.0,8.0,0.0,-0.009229256044175557,1.0,1.0,28.0,0.0,0.00331969779137744,0.0
|
||||
B3,1,LONG,2025-03-30 14:30:00,2025-03-30 18:00:00,78664,83427.8,14,-0.004125723080316119,0.00014623422887810884,-0.004862887430808401,-0.0046111727745427435,0.00014623422887810884,-0.006037555826714801,-0.005085834697786624,0.00014623422887810884,-0.006037555826714801,-0.006410333246232106,0.00014623422887810884,-0.01074461989888273,-0.01065831773102008,0.00014623422887810884,-0.0171141993436241,1.0,12.0,0.0,0.0073570518664308445,1.0,1.0,56.0,0.0,0.02238698055170896,1.0
|
||||
S3,-1,SHORT,2025-03-31 13:15:00,2025-03-31 18:00:00,78760,81440.3,19,-0.008544909584075626,0.0005685146051770796,-0.009290240826715904,-0.006014221460382671,0.0005685146051770796,-0.009435132237970564,-0.01249995395400066,0.0005685146051770796,-0.012975148667183163,-0.024002858535639025,0.0005685146051770796,-0.028946357024716193,-0.013649262097511812,0.0005685146051770796,-0.030150920367434796,-1.0,8.0,0.0,-0.0101512600956542,1.0,-1.0,88.0,0.0,-0.024550245538387794,1.0
|
||||
B3,1,LONG,2025-04-01 22:15:00,2025-04-01 23:45:00,78879,85245.4,6,-0.0040506584519515235,0.002429456604110085,-0.0057164374851896805,-0.0017256063083754816,0.002429456604110085,-0.0057164374851896805,-0.004591450095840881,0.002429456604110085,-0.006793328437663396,-0.000606484338157802,0.002429456604110085,-0.006793328437663396,-0.0016892407097626383,0.0041069664756104825,-0.006793328437663396,-1.0,19.0,0.0,0.009122247108013173,0.0,1.0,63.0,0.0,0.036783790029311175,1.0
|
||||
S3,-1,SHORT,2025-04-03 09:45:00,2025-04-03 15:00:00,79036,83059.7,21,-0.0043823900158560655,0.0011196765699852034,-0.0048784187758924855,-0.006716855466610267,0.0011196765699852034,-0.007564438590555985,-0.007819676690380533,0.0011196765699852034,-0.008601042382768162,0.0010390116988142615,0.0028955076890477575,-0.008601042382768162,0.014925409073232834,0.022724618557495392,-0.008601042382768162,1.0,0.0,0.0,0.0011764408085136618,0.0,-1.0,12.0,0.0,-0.061472316384180825,1.0
|
||||
S3,-1,SHORT,2025-04-07 09:15:00,2025-04-07 12:45:00,79411,76959.9,14,-1.949066981635891e-05,0.004350317503011157,-0.006760663670301066,0.001622923106708743,0.004350317503011157,-0.006760663670301066,0.02503771444609458,0.0325221316555764,-0.006760663670301066,0.009293151368439891,0.0325221316555764,-0.006760663670301066,-0.026498215304333855,0.0325221316555764,-0.05509492605889569,-1.0,7.0,0.0,-0.029650176834380964,1.0,-1.0,99.0,0.0,-0.08151998138213766,1.0
|
||||
B3,1,LONG,2025-04-10 11:30:00,2025-04-10 14:00:00,79704,82212.1,10,-0.0011701440542208705,0.00023962409426346107,-0.005080760617962704,-0.005352010227204998,0.00023962409426346107,-0.005424992184848702,-0.00801828441312181,0.00023962409426346107,-0.011810913478672847,-0.0085802454869783,0.00023962409426346107,-0.011810913478672847,-0.0410414038809373,0.0033559536856496083,-0.04617446823521119,1.0,0.0,0.0,0.009675244368081799,1.0,-1.0,24.0,0.0,-0.01607087076879978,0.0
|
||||
B3,1,LONG,2025-04-12 11:00:00,2025-04-12 13:30:00,79894,83340.7,10,0.0028389490369052075,0.00448400361408048,-0.0010883037939445803,0.0021634087546661225,0.0049603615040431474,-0.0010883037939445803,0.007556931967214134,0.00789770184315703,-0.0010883037939445803,-0.0005711495103831774,0.00789770184315703,-0.0010883037939445803,0.02293237277824637,0.02456542841612805,-0.0010883037939445803,1.0,6.0,0.0,0.007065348736043273,1.0,1.0,6.0,0.0,0.007065348736043273,1.0
|
||||
B3,1,LONG,2025-04-13 01:15:00,2025-04-13 03:15:00,79949,85004.5,8,0.001174055491179913,0.0012999311801139939,-0.0025739813774565217,0.008837179208159534,0.010348863883676711,-0.0025739813774565217,0.0036774523701687068,0.010348863883676711,-0.0025739813774565217,0.0016916751466099196,0.010348863883676711,-0.0025739813774565217,-0.004573875500708821,0.01288755301189937,-0.006792581569210973,1.0,5.0,0.0,0.007287636495061589,1.0,1.0,61.0,0.0,0.027170235390787376,1.0
|
||||
S3,-1,SHORT,2025-04-16 11:00:00,2025-04-16 14:00:00,80280,83459.9,12,-0.0017265776738290585,0.00039060674647335155,-0.0029115778954923264,0.001419843541628974,0.0018967192627835448,-0.0031428266748462787,-0.0048789897903066225,0.00431225055385873,-0.007538949842978624,-0.0057716340422168215,0.00431225055385873,-0.007538949842978624,-0.01786486684024304,0.00431225055385873,-0.021232951393423738,-1.0,0.0,0.0,-0.005431641516426639,1.0,-1.0,56.0,1.0,-0.03450944553058091,1.0
|
||||
B3,1,LONG,2025-04-17 18:15:00,2025-04-17 20:45:00,80403,84729.9,10,-0.0025162309881163213,1.1802209138193338e-06,-0.005431376645080392,-0.007056540843314984,1.1802209138193338e-06,-0.008298133244580619,-0.004193324906555872,1.1802209138193338e-06,-0.012155095190717731,0.003989146688477149,0.005303912786395461,-0.012155095190717731,-0.0005063147719989541,0.008398452022249593,-0.012155095190717731,1.0,7.0,0.0,0.006961866607403114,1.0,-1.0,3.0,0.0,-0.0036863530856009992,0.0
|
||||
B3,1,LONG,2025-04-19 14:45:00,2025-04-19 17:15:00,80581,85290.4,10,-0.000656580341984561,0.001144325738887446,-0.001435097033194758,-0.0011806721506757748,0.001144325738887446,-0.0020471237091160468,-0.0013026084999014107,0.001144325738887446,-0.0024668661420276395,0.0015300666898033074,0.0019369120088545916,-0.0024668661420276395,-0.002014294692016785,0.00362995131925757,-0.007936414883738313,1.0,9.0,0.0,0.0052140297944559,1.0,1.0,53.0,0.0,0.012228815570852055,1.0
|
||||
B3,1,LONG,2025-04-21 19:30:00,2025-04-21 22:30:00,80794,88079.1,12,0.001044515668302696,0.0020424822687787926,-0.0036739703289430273,-0.0009275753271776351,0.0022809043235000603,-0.0036739703289430273,-0.014432481712460863,0.0022809043235000603,-0.019892346765577825,-0.009752597381217564,0.0022809043235000603,-0.019892346765577825,-0.00838791495371777,0.0022809043235000603,-0.019892346765577825,-1.0,18.0,1.0,0.003441676065484191,0.0,1.0,74.0,0.0,0.049810488676996494,1.0
|
||||
B3,1,LONG,2025-04-22 14:30:00,2025-04-22 16:15:00,80865,88354.9,7,-0.000550054382948668,0.0012064978852333694,-0.001089922573620573,0.0013027008122923102,0.0016422405548532774,-0.001089922573620573,0.0012393200603475303,0.0023733828005012927,-0.0018980271609157738,0.013701560411476963,0.017487428541031746,-0.0018980271609157738,0.03164057681011473,0.03770815200967928,-0.0018980271609157738,1.0,9.0,0.0,0.006537861268383753,1.0,1.0,1.0,0.0,0.023490912460759603,1.0
|
||||
B3,1,LONG,2025-04-26 06:00:00,2025-04-26 09:30:00,81222,94986.3,14,-0.0017107730272681429,0.0008390683709124061,-0.003568935730731695,-0.000535866751310544,0.0011970147273869716,-0.003568935730731695,-0.003184669789222235,0.0011970147273869716,-0.003611047066787526,-0.004238505974019473,0.0011970147273869716,-0.007498976168142173,-0.010175151574490216,0.0011970147273869716,-0.010908941605263045,1.0,2.0,0.0,0.005140713541198226,1.0,1.0,70.0,0.0,0.02180634084630683,1.0
|
||||
S3,-1,SHORT,2025-04-27 16:45:00,2025-04-27 18:30:00,81354,93984.4,7,0.0007213963168354362,0.0015364251939682988,-0.0006054196228311159,0.0012055192138268518,0.0015364251939682988,-0.0006054196228311159,0.0021886610969479733,0.0046507718302185395,-0.0006054196228311159,0.0016236737160634242,0.0046507718302185395,-0.0016641059580101457,-0.003170738973702019,0.0046507718302185395,-0.00436136209839089,-1.0,2.0,0.0,-0.0032981460389372125,1.0,1.0,10.0,0.0,0.004249535457495532,0.0
|
||||
B3,1,LONG,2025-04-29 05:30:00,2025-04-29 07:30:00,81502,95051.4,8,-0.000691204969100898,0.0002735362130384192,-0.002838464241452397,-0.00041030431955762885,0.0015633646637504112,-0.002838464241452397,-0.0029394622278051054,0.00383266316961142,-0.005276092724567971,-0.0060767121788841754,0.00383266316961142,-0.007063546670538196,-0.002046261285998944,0.00383266316961142,-0.00944015553689886,1.0,6.0,0.0,0.008561772835550024,1.0,1.0,14.0,0.0,0.01803845461789576,1.0
|
||||
B3,1,LONG,2025-05-02 07:30:00,2025-05-02 09:00:00,81796,96943.0,6,-0.00033937468409265425,0.001619508370898363,-0.002846002290005407,3.3009087814458906e-05,0.001619508370898363,-0.002888295183767781,0.0020187120266548083,0.0023807804586200437,-0.002888295183767781,-0.0029192412035938644,0.003290593441506865,-0.004147798190689434,7.11758455999317e-05,0.003290593441506865,-0.006807092827744078,1.0,4.0,0.0,0.008537031950929292,1.0,-1.0,20.0,0.0,-0.0045693514601388265,0.0
|
||||
S3,-1,SHORT,2025-05-04 23:00:00,2025-05-05 00:45:00,82051,95300.8,7,-0.0004711398015545953,0.001056654298809633,-0.001471131407081547,-0.0002025166630290922,0.001056654298809633,-0.0014816244984302029,-0.0014134194046639386,0.001056654298809633,-0.0015519282104661679,-0.003375627486862619,0.001056654298809633,-0.004188842066383462,0.011551844265735531,0.019472029615700992,-0.004188842066383462,-1.0,3.0,0.0,-0.003640393522148659,1.0,-1.0,83.0,0.0,-0.011976445218545214,1.0
|
||||
S3,-1,SHORT,2025-05-05 15:00:00,2025-05-05 16:45:00,82115,94509.9,7,-0.00047931486542682737,0.0009417002874831103,-0.0009745010840134825,0.0013099156807909898,0.0016770729838884604,-0.0009745010840134825,0.005852296955133709,0.006127400409904056,-0.0009745010840134825,0.0033615525992514764,0.009627562826751422,-0.0009745010840134825,-0.0017543135692663194,0.010055031271856054,-0.0038292284723611893,-1.0,3.0,0.0,-0.0028339760599714685,1.0,-1.0,3.0,0.0,-0.0028339760599714685,1.0
|
||||
B3,1,LONG,2025-05-07 11:15:00,2025-05-07 16:00:00,82304,96814.4,19,0.0016299228213984998,0.002264125997785574,0.0,0.0005371101819564032,0.002264125997785574,0.0,0.002147407823629633,0.002264125997785574,-0.0003243319175659218,-0.00022723892313540137,0.003466426482011001,-0.000355319043448022,-0.006528987423358419,0.006532086135946809,-0.010086309474623611,1.0,8.0,0.0,0.005675821664519821,1.0,1.0,64.0,1.0,0.037367535654205045,1.0
|
||||
B3,1,LONG,2025-05-08 14:00:00,2025-05-08 16:15:00,82401,99487.0,9,0.0004523204036708314,0.0031461396966437826,-0.0010483781800637562,0.0007046146732739536,0.0031461396966437826,-0.0010483781800637562,0.002441525023369829,0.0037824037311407813,-0.0010483781800637562,-0.0010483781800637562,0.0037824037311407813,-0.002957170283554606,0.017897815795028554,0.02211042648788281,-0.004391528541417413,1.0,5.0,0.0,0.008176927262943534,1.0,1.0,49.0,0.0,0.03937065457565674,1.0
|
||||
B3,1,LONG,2025-05-09 11:45:00,2025-05-09 15:45:00,82495,103597.4,16,-0.008328394341942833,0.0031139777639207725,-0.009496377322210677,-0.009562981310341738,0.0031139777639207725,-0.010468409438846922,-0.005281020566153121,0.0031139777639207725,-0.011785044798421527,-0.007117939253301668,0.0031139777639207725,-0.011785044798421527,-0.0040956626324597754,0.0031139777639207725,-0.013102645433186491,1.0,15.0,0.0,0.012406196159600657,1.0,1.0,143.0,0.0,0.08231324143190705,1.0
|
||||
B3,1,LONG,2025-05-20 11:45:00,2025-05-20 13:15:00,83541,106293.7,6,-0.004756631860589962,0.00017875001058388222,-0.004776388440707183,-0.007798204409104154,0.00017875001058388222,-0.008921507107194528,-0.0123582112580519,0.00017875001058388222,-0.013408132372849916,-0.010278125608573227,0.00017875001058388222,-0.013971665300953784,-0.011752342801125533,0.00017875001058388222,-0.02049509989773618,1.0,5.0,0.0,0.007713303267630494,1.0,-1.0,5.0,0.0,-0.004740636704119877,0.0
|
||||
S3,-1,SHORT,2025-05-20 18:00:00,2025-05-20 21:45:00,83575,104395.5,15,-0.0030671820145504076,0.0014473803947488715,-0.005142941985047192,-0.0033746665325612973,0.0014473803947488715,-0.005142941985047192,-0.007744586691955113,0.0014473803947488715,-0.01033282085913662,-0.008112418638734372,0.0014473803947488715,-0.019005608479292745,-0.023033559875665195,0.0014473803947488715,-0.027750238276554064,-1.0,11.0,0.0,-0.009264347068520268,1.0,-1.0,39.0,0.0,-0.022514044943820224,1.0
|
||||
B3,1,LONG,2025-05-21 17:45:00,2025-05-21 20:30:00,83666,106583.1,11,-0.0017075877883079025,0.00018764700970416508,-0.0028644316031341075,0.005865845523352174,0.009821444487915892,-0.0028644316031341075,0.020653368123088822,0.026710613596339326,-0.0028644316031341075,-0.0012487908495812732,0.030221489147904228,-0.0028644316031341075,0.02160004728704642,0.030221489147904228,-0.004670534071536696,1.0,6.0,0.0,0.00514155787694788,1.0,-1.0,18.0,0.0,-0.012662343677628477,0.0
|
||||
B3,1,LONG,2025-05-22 17:00:00,2025-05-22 18:30:00,83754,110879.0,6,-0.00364361150443276,0.00016504477854240127,-0.00364361150443276,0.0005871265072737472,0.0038312033838689284,-0.0038005393266533263,0.003143967748626934,0.006344754191506056,-0.0038005393266533263,0.005215595378746227,0.006344754191506056,-0.0038005393266533263,0.0013041243156955403,0.009744857006286132,-0.0038005393266533263,-1.0,22.0,0.0,-0.008826600301788511,0.0,-1.0,10.0,0.0,-0.008826600301788511,0.0
|
||||
S3,-1,SHORT,2025-05-23 22:00:00,2025-05-24 00:15:00,83873,108666.6,9,-0.007193562695437209,0.001523927315292885,-0.007193562695437209,-0.005870249000152707,0.001523927315292885,-0.010061969363171334,-0.0007104298836992884,0.001523927315292885,-0.010061969363171334,0.0027478544465365236,0.005039266895255817,-0.010061969363171334,0.008474545076408102,0.017896023249094124,-0.010061969363171334,-1.0,5.0,0.0,-0.011848729103315825,1.0,-1.0,33.0,0.0,-0.027769427326018236,1.0
|
||||
S3,-1,SHORT,2025-05-25 21:45:00,2025-05-26 00:15:00,84065,106675.4,10,-0.004941157942693497,0.00019967115192432707,-0.00541455668317162,-0.004936470826451139,0.00019967115192432707,-0.005667660960258934,-0.006432598331011758,0.00019967115192432707,-0.00834212948814824,-0.006867562718302494,0.00019967115192432707,-0.011367194310965846,-0.02629284727312954,0.00019967115192432707,-0.029815683840885582,-1.0,9.0,0.0,-0.009498748356521546,1.0,1.0,1.0,0.0,0.0016751645586260099,0.0
|
||||
B3,1,LONG,2025-05-27 03:30:00,2025-05-27 06:15:00,84185,109446.6,11,-0.001597125904322317,0.0009785594070532229,-0.0039982968863354895,-0.0014555043281381322,0.0009785594070532229,-0.0039982968863354895,-0.0031229841767583724,0.0017104231652696116,-0.0039982968863354895,-0.005325884952113713,0.0017104231652696116,-0.018352328898293833,0.0014153020742535096,0.0025848221872583907,-0.018352328898293833,1.0,5.0,0.0,0.005878298271250984,1.0,-1.0,9.0,0.0,-0.008635869565217339,0.0
|
||||
S3,-1,SHORT,2025-05-29 02:15:00,2025-05-29 04:00:00,84368,106997.6,7,-0.002691649158485798,0.0014233964126298432,-0.0034851248999977023,-0.0031075463374879435,0.0014233964126298432,-0.003648679970391805,-0.0025150096824600857,0.0014233964126298432,-0.005040299969344997,-0.009006744076502623,0.0014233964126298432,-0.011855406102566786,-0.006607624843921732,0.0014233964126298432,-0.013574136242308183,-1.0,4.0,0.0,-0.007378957817297915,1.0,-1.0,96.0,0.0,-0.03344534778681115,1.0
|
||||
S3,-1,SHORT,2025-05-30 06:00:00,2025-05-30 07:45:00,84479,105539.9,7,-0.002153687846965962,0.00018855428136651807,-0.006026156932117616,0.0006632562661135742,0.009654168707758813,-0.006026156932117616,-0.00364980448152795,0.009654168707758813,-0.006026156932117616,-0.004975369504803452,0.009654168707758813,-0.006026156932117616,-0.0003875311612007282,0.009654168707758813,-0.006879862497501001,-1.0,7.0,0.0,-0.008223464737114184,1.0,-1.0,47.0,0.0,-0.03049880580562195,1.0
|
||||
S3,-1,SHORT,2025-05-31 03:15:00,2025-05-31 07:30:00,84574,103756.1,17,-4.24071452183937e-05,0.00245865062391518,-0.003708697609104316,-0.0016153267133208675,0.00245865062391518,-0.004850799133737566,0.0006235777944623173,0.0050609072623200545,-0.004850799133737566,0.000541654900290312,0.006977902985944922,-0.004850799133737566,0.00270923830020602,0.006977902985944922,-0.004850799133737566,-1.0,6.0,0.0,-0.010432055729189904,1.0,-1.0,30.0,0.0,-0.02069861848755676,1.0
|
||||
B3,1,LONG,2025-06-01 01:45:00,2025-06-01 03:45:00,84655,104653.9,8,6.879820054495478e-05,0.0002532155992275491,-0.0015661145929582575,-0.0003239248608985827,0.0017199550136210882,-0.0015661145929582575,0.00029717000513125477,0.0019626597766543696,-0.0015661145929582575,-0.0023429609407771435,0.0019626597766543696,-0.0035985281007204824,-0.001607202407172567,0.0019626597766543696,-0.007577357365564016,1.0,7.0,0.0,0.004211485870556006,1.0,1.0,15.0,0.0,0.015740725463229306,1.0
|
||||
B3,1,LONG,2025-06-03 16:30:00,2025-06-03 19:00:00,84908,105275.8,10,-0.0003391092729762879,9.49885918618228e-07,-0.0014704234021494294,0.0004321980930090296,0.0012623983859537916,-0.0014704234021494294,0.0025333457451759767,0.0035174275569504376,-0.0029104504549004495,0.010728961451729647,0.014240689693167823,-0.0029104504549004495,0.002842058668753855,0.014240689693167823,-0.0029104504549004495,1.0,8.0,0.0,0.004325411362456963,1.0,-1.0,28.0,0.0,-0.01122373458262735,0.0
|
||||
S3,-1,SHORT,2025-06-04 23:30:00,2025-06-05 01:45:00,85031,105000.7,9,-0.0006809478413001056,-0.0,-0.002389507879471363,0.0014209429079996333,0.0016257034476912734,-0.002389507879471363,0.0035456906477766615,0.006197101543132542,-0.002389507879471363,0.002601887415988628,0.006197101543132542,-0.002389507879471363,8.85708380992023e-05,0.006197101543132542,-0.002389507879471363,-1.0,3.0,0.0,-0.004828917014658298,1.0,-1.0,87.0,0.0,-0.016617185670803118,1.0
|
||||
B3,1,LONG,2025-06-09 11:15:00,2025-06-09 14:45:00,85467,105646.6,14,-0.0011642589539085971,-9.465519951027365e-07,-0.0018893177821151443,-0.0008935450833250547,-9.465519951027365e-07,-0.0018893177821151443,0.00429829260951125,0.004589830623985951,-0.002057804037233652,0.01951127627391689,0.020144519558603843,-0.002057804037233652,0.018940505420903274,0.023222706646498743,-0.002057804037233652,-1.0,3.0,0.0,-0.000369964905375006,0.0,-1.0,11.0,0.0,-0.007851047964643988,0.0
|
||||
S3,-1,SHORT,2025-06-12 07:45:00,2025-06-12 11:30:00,85742,107994.0,15,0.003868733448154554,0.006426282941644906,-0.0004250236124228585,0.0025325481045243253,0.006426282941644906,-0.0004250236124228585,0.0027492268088967365,0.006426282941644906,-0.0004250236124228585,0.0029436820564104874,0.006426282941644906,-0.0004250236124228585,0.008485656610552384,0.013472044743226422,-0.0004250236124228585,-1.0,2.0,0.0,-0.006726125382040821,1.0,-1.0,94.0,0.0,-0.021502765314332494,1.0
|
||||
S3,-1,SHORT,2025-06-13 16:15:00,2025-06-13 18:15:00,85865,104609.6,8,-0.0017732598155427417,0.0014224315932763619,-0.003814181490035331,-0.002298068246126495,0.0014224315932763619,-0.003814181490035331,-0.0017904666493322634,0.0014224315932763619,-0.006093131031951122,-0.009393019378718503,0.0051630060721005126,-0.01090148514094303,-0.006175341460057202,0.0051630060721005126,-0.012450100182010008,-1.0,5.0,0.0,-0.008060899092259804,1.0,-1.0,57.0,0.0,-0.03495254542502462,1.0
|
||||
B3,1,LONG,2025-06-16 19:15:00,2025-06-16 23:00:00,86172,107549.9,15,-0.0016271516756407956,0.0010237108542174918,-0.002853559138595147,9.576949862345674e-05,0.0010237108542174918,-0.002853559138595147,0.0020399833007748846,0.003973969292393659,-0.002853559138595147,0.009677368365753971,0.01238587855497779,-0.002853559138595147,-0.00444165917402059,0.012553242727329415,-0.013778720389326203,1.0,0.0,0.0,0.010364821422196559,1.0,1.0,60.0,1.0,0.030172442693910628,1.0
|
||||
S3,-1,SHORT,2025-06-18 03:15:00,2025-06-18 05:00:00,86292,104368.0,7,-0.0011689406714701824,0.0008949103173385921,-0.0038258853288364526,-0.0015617813889314733,0.0008949103173385921,-0.0038258853288364526,-0.0026042465123409754,0.002152000613214834,-0.0038258853288364526,-0.003973440134907223,0.002152000613214834,-0.007348995860800245,-0.004224474934845874,0.002152000613214834,-0.010846236394297102,-1.0,4.0,0.0,-0.008737937846668186,1.0,-1.0,68.0,0.0,-0.041616161616161614,1.0
|
||||
S3,-1,SHORT,2025-06-21 04:45:00,2025-06-21 07:00:00,86588,102979.3,9,-0.0025908119398753236,9.710689430382685e-07,-0.003053040756734549,-0.0029821527238968536,9.710689430382685e-07,-0.003057896101449458,-0.004212497074654838,9.710689430382685e-07,-0.004411566207966095,-0.0037386154304797177,9.710689430382685e-07,-0.006425563195710178,-0.0066100662948767085,9.710689430382685e-07,-0.007908385471643273,-1.0,4.0,0.0,-0.007875965347679311,1.0,-1.0,44.0,0.0,-0.03293290586010201,1.0
|
||||
S3,-1,SHORT,2025-06-22 20:00:00,2025-06-22 21:45:00,86743,100810.0,7,0.01683166352544393,0.017707568693582042,-0.0038676718579505423,0.013894454915186956,0.017707568693582042,-0.0038676718579505423,0.020380914591806427,0.021834143438151033,-0.0038676718579505423,0.01413649439539734,0.021834143438151033,-0.0038676718579505423,-0.0009393909334391141,0.026729491121912568,-0.0038676718579505423,-1.0,3.0,0.0,-0.019259711819374872,1.0,-1.0,7.0,0.0,-0.024695586217839002,1.0
|
||||
B3,1,LONG,2025-06-23 20:15:00,2025-06-23 22:00:00,86840,102197.6,7,-0.0059903559379086355,0.0009569696352946484,-0.007279035906909836,-0.007052024705081251,0.0009569696352946484,-0.007339702693605386,-0.016394709856200146,0.0009569696352946484,-0.025930158829561553,0.00754812246080137,0.010529601477921117,-0.025930158829561553,0.029180724400572976,0.0376956014622652,-0.025930158829561553,1.0,0.0,0.0,0.014370251851616608,1.0,1.0,56.0,0.0,0.04160610872503207,1.0
|
||||
B3,1,LONG,2025-06-25 03:15:00,2025-06-25 04:45:00,86963,106020.0,6,-0.001602527824938636,9.432182607604297e-07,-0.0033965289568006585,-0.001910960196189453,0.0005083946425202243,-0.0033965289568006585,-0.00225429164308621,0.0005083946425202243,-0.0033965289568006585,0.0028975664968873523,0.005441426146010132,-0.0033965289568006585,0.0031371439351066386,0.006893982267496644,-0.0033965289568006585,1.0,3.0,0.0,0.0076605774896876845,1.0,1.0,35.0,0.0,0.01385855324813425,1.0
|
||||
B3,1,LONG,2025-06-25 23:30:00,2025-06-26 02:15:00,87049,107370.9,11,0.0024494532503685825,0.0030529687280259634,-0.0024559727076889277,0.002211027382652178,0.004584109847267851,-0.0024559727076889277,0.0032299254267217927,0.004584109847267851,-0.0024559727076889277,-0.0020359333860477213,0.0055415387223167545,-0.00324389569240817,0.003402225370188784,0.008186575692296517,-0.00324389569240817,1.0,1.0,0.0,0.006287722586691604,1.0,1.0,121.0,0.0,0.02677707352339268,1.0
|
||||
S3,-1,SHORT,2025-07-02 01:45:00,2025-07-02 03:00:00,87628,105605.6,5,0.0025140712234957238,0.0025813025066853067,-0.0014364768535001656,0.0001751801040853894,0.00400546940692539,-0.0014364768535001656,-0.0016940389524797376,0.00400546940692539,-0.0043605642125038825,-0.0007348095176770102,0.00400546940692539,-0.0043605642125038825,-0.006260084692478346,0.005639852432068051,-0.006992053451710839,-1.0,4.0,0.0,-0.006051844447832724,1.0,-1.0,156.0,1.0,-0.029216639594645794,1.0
|
||||
B3,1,LONG,2025-07-02 20:30:00,2025-07-02 23:15:00,87709,108223.9,11,0.010699115444924908,0.012900108016805955,-0.0008491654800833659,0.011337606573039782,0.012900108016805955,-0.0008491654800833659,0.007935400590812223,0.01355061127902432,-0.0008491654800833659,0.010985558642776769,0.01355061127902432,-0.0008491654800833659,0.0073440339887954785,0.01355061127902432,-0.0008491654800833659,1.0,9.0,0.0,0.010189270649467912,1.0,1.0,45.0,0.0,0.030605656604132885,1.0
|
||||
S3,-1,SHORT,2025-07-05 06:45:00,2025-07-05 08:00:00,87936,107973.1,5,-0.0014827767286480732,0.0002574715368920862,-0.001902325671857103,0.0008678087412514009,0.0013151423826860578,-0.001902325671857103,0.000556620121122815,0.0026376940182323456,-0.001902325671857103,-0.0009344920169930675,0.0026376940182323456,-0.003658318599725302,-0.0005093861341389661,0.0026376940182323456,-0.003658318599725302,-1.0,0.0,0.0,-0.002364430975062083,1.0,1.0,0.0,0.0,0.007211753731343338,0.0
|
||||
B3,1,LONG,2025-07-07 09:00:00,2025-07-07 11:30:00,88142,109493.8,10,-0.0028394301777818353,1.7352580694013534e-05,-0.0030942391258683404,-0.00393264276150801,1.7352580694013534e-05,-0.00393264276150801,-0.003741764373873197,1.7352580694013534e-05,-0.004920826567349045,-0.004694329724605411,1.7352580694013534e-05,-0.008062556966695857,-0.012629938864118413,1.7352580694013534e-05,-0.013977960395931093,1.0,6.0,0.0,0.00802043037084361,1.0,1.0,46.0,0.0,0.016246006715956697,1.0
|
||||
S3,-1,SHORT,2025-07-07 23:30:00,2025-07-08 01:45:00,88199,107900.0,9,0.0018535681186283596,0.004114921223354958,-0.0015245597775718257,-0.0020537534754402763,0.004114921223354958,-0.0024096385542168677,-0.0007877664504170528,0.004114921223354958,-0.0033827618164967562,-0.0006107506950879905,0.004114921223354958,-0.0033827618164967562,0.00043929564411486727,0.004633920296570899,-0.005329008341056534,-1.0,7.0,0.0,-0.006214154862965286,1.0,-1.0,55.0,0.0,-0.016271184586364344,1.0
|
||||
B3,1,LONG,2025-07-09 05:15:00,2025-07-09 07:45:00,88319,108873.1,10,-0.00036464471021778233,0.00022227712814273763,-0.001521955377407382,0.0016652414600115946,0.002152046740654839,-0.001521955377407382,-0.001836082558501675,0.002152046740654839,-0.002018864163875217,-0.00342692547562259,0.002152046740654839,-0.0055073291749753225,-0.001556858397528866,0.002152046740654839,-0.0055073291749753225,1.0,7.0,0.0,0.0027908236245522476,1.0,-1.0,15.0,0.0,-0.002810954387250359,0.0
|
||||
B3,1,LONG,2025-07-10 04:45:00,2025-07-10 07:30:00,88414,111316.8,11,-0.0019475946128527132,0.0005201371221594061,-0.0019475946128527132,-0.0040263464274933975,0.0005201371221594061,-0.004074856625415084,-8.983369986005775e-07,0.000566850646083891,-0.0043317810069998155,-0.0018667442829833673,0.0020796501516392855,-0.0043317810069998155,-0.002478511778994803,0.0020796501516392855,-0.0043317810069998155,1.0,26.0,0.0,0.02663309631187231,1.0,1.0,46.0,0.0,0.0281075240017179,1.0
|
||||
B3,1,LONG,2025-07-12 00:00:00,2025-07-12 02:00:00,88584,117560.6,8,0.0011245264144619633,0.0011857714234190212,-0.0022975384610150495,0.002695631019235987,0.004826446955867818,-0.0022975384610150495,0.0018552133963248849,0.004826446955867818,-0.0022975384610150495,0.00070857072862837,0.004826446955867818,-0.003662791785683348,0.0018228896415975109,0.004826446955867818,-0.004300760628986292,1.0,0.0,0.0,0.008142449560976614,1.0,-1.0,24.0,0.0,-0.01112187801767789,0.0
|
||||
B3,1,LONG,2025-07-15 00:15:00,2025-07-15 06:15:00,88889,120252.0,24,-0.002681036490037539,0.0001239064630941205,-0.0033429797425406646,-0.0036847619998004676,0.0001239064630941205,-0.00417456674317267,-0.006599474437015649,0.0001239064630941205,-0.010411469247912716,-0.02281542094933977,0.0001239064630941205,-0.026294780959984033,-0.02845358081362477,0.0001239064630941205,-0.033471376775438245,1.0,5.0,0.0,0.00625078448600477,1.0,-1.0,41.0,1.0,-0.024720194647201946,0.0
|
||||
S3,-1,SHORT,2025-07-16 01:45:00,2025-07-16 03:45:00,88975,116428.9,8,-0.0012462541516754502,0.002060484982680367,-0.002465023718337973,-0.004460232811612949,0.002060484982680367,-0.004536674313679951,-0.009198747046480727,0.002060484982680367,-0.010149541909268332,-0.014477505155506974,0.002060484982680367,-0.015156889741292855,-0.012278738354480769,0.002060484982680367,-0.015285723733540485,1.0,11.0,0.0,0.006490424721706082,0.0,1.0,15.0,0.0,0.006490424721706082,0.0
|
||||
B3,1,LONG,2025-07-16 22:15:00,2025-07-17 00:30:00,89058,119041.1,9,0.004685776593126142,0.005335132151836561,-0.0009215304630082521,-1.4280782015720968e-05,0.005335132151836561,-0.000982853821075242,0.0012096662413233748,0.0071143495817830495,-0.001722934347884939,0.002594902096838774,0.008895247103731352,-0.0021933601083995845,-0.006185258704766697,0.008895247103731352,-0.011571633662659366,-1.0,10.0,0.0,-0.002169322857772625,0.0,1.0,98.0,0.0,0.029072054260918877,1.0
|
||||
S3,-1,SHORT,2025-07-19 11:30:00,2025-07-19 16:30:00,89314,118063.2,20,-0.000927469355396093,0.0008241348701373748,-0.001262882930498291,-0.0012018986441161067,0.0008241348701373748,-0.0020057054187926715,-0.0017532982334885045,0.0008241348701373748,-0.00332703162374053,-0.001520372139667568,0.0008241348701373748,-0.00332703162374053,0.0011603954492170295,0.00379373081535986,-0.00332703162374053,-1.0,2.0,0.0,-0.002001690617075257,1.0,1.0,2.0,0.0,0.010911139671664028,0.0
|
||||
B3,1,LONG,2025-07-23 01:15:00,2025-07-23 03:00:00,89644,119864.6,7,-0.004822941886094859,2.8365338890666462e-05,-0.006355504460866702,-0.0005364386149038407,2.8365338890666462e-05,-0.006355504460866702,-0.0031293642993845206,0.0005873293699724037,-0.006355504460866702,-0.00059984349007137,0.0033387672423717853,-0.006355504460866702,-0.008251810793178351,0.0033387672423717853,-0.011200971763139457,-1.0,8.0,0.0,0.0040929500067015635,0.0,1.0,60.0,0.0,0.03451948388210423,1.0
|
||||
S3,-1,SHORT,2025-07-25 19:30:00,2025-07-25 21:30:00,89910,115628.4,8,0.0005483082010993335,0.002840132700962689,-0.005530648179858928,0.006001985671340259,0.0067656388914833065,-0.005530648179858928,-0.0017175711157467008,0.0067656388914833065,-0.005530648179858928,-0.007196328929570986,0.0067656388914833065,-0.007442808168235536,-0.016186334845072713,0.0067656388914833065,-0.01692144836389681,-1.0,6.0,0.0,-0.009688282590896265,1.0,-1.0,6.0,0.0,-0.009688282590896265,1.0
|
||||
B3,1,LONG,2025-07-26 15:00:00,2025-07-26 17:00:00,89988,117524.2,8,0.0001974061512437191,0.0001982570398267158,-0.0008959856778433966,0.0018719548824837778,0.0020038426128405895,-0.0008959856778433966,0.002345899823185328,0.006003018952692296,-0.0008959856778433966,0.005010031976392972,0.006003018952692296,-0.0008959856778433966,0.004503753269539405,0.006003018952692296,-0.0008959856778433966,1.0,0.0,0.0,0.0020138462587817774,1.0,1.0,68.0,0.0,0.023319033036385137,1.0
|
||||
B3,1,LONG,2025-07-28 05:15:00,2025-07-28 06:45:00,90139,119486.6,6,-0.001058696121573465,0.00042431536255945927,-0.0029158081324601143,-0.0002619540601205734,0.00042431536255945927,-0.0029158081324601143,-0.0009331590320588249,0.0017215319542107407,-0.0035794808790275364,-0.0018152663143817694,0.0027233179285375444,-0.004491717062833921,-0.003624674231252758,0.0027233179285375444,-0.006231661123506785,1.0,3.0,0.0,0.006548776337470127,1.0,1.0,43.0,0.0,0.014126370072872589,1.0
|
||||
S3,-1,SHORT,2025-07-29 05:30:00,2025-07-29 10:15:00,90249,117866.4,19,-0.004283663537700386,0.0012361453306455198,-0.004654422295073115,-0.005133778583209514,0.0012361453306455198,-0.005134627001418654,-0.005301765388609551,0.0012361453306455198,-0.007793569668709708,-0.007700243665709701,0.0012361453306455198,-0.00989255631800072,-0.008837972484100742,0.0012361453306455198,-0.011812526725173612,-1.0,1.0,0.0,-0.003024766544864036,1.0,1.0,9.0,0.0,0.004075373973489575,0.0
|
||||
S3,-1,SHORT,2025-08-01 11:30:00,2025-08-01 15:30:00,90558,114711.2,16,0.00291601866251944,0.003584654331922228,-0.0030101681439999137,0.0013852178340039525,0.005715222227646396,-0.0030101681439999137,-0.0034216362482477735,0.005715222227646396,-0.005055304102825258,-0.009653808869578635,0.005715222227646396,-0.009835133796874212,0.00267890144990204,0.007323609202937388,-0.010851599495079843,-1.0,6.0,0.0,-0.010029911955634314,1.0,-1.0,62.0,0.0,-0.035310739214532025,1.0
|
||||
S3,-1,SHORT,2025-08-02 05:30:00,2025-08-02 06:45:00,90619,113086.2,5,-0.0017959751057158684,0.0020824822126837756,-0.003824516165544514,-0.0018914774747052136,0.0020824822126837756,-0.003824516165544514,-0.0038519288825692773,0.0020824822126837756,-0.006869096317676277,-0.006841683600651513,0.0020824822126837756,-0.0069637144054712245,-0.004842323820236296,0.0020824822126837756,-0.008080561553929683,1.0,7.0,0.0,-0.00023693121038256354,0.0,-1.0,123.0,0.0,-0.04897653687662941,1.0
|
||||
B3,1,LONG,2025-08-04 14:15:00,2025-08-04 15:45:00,90847,114607.0,6,-0.0009144293106005995,0.0009423508162677672,-0.002663013603008517,-0.0005933319954278534,0.0009423508162677672,-0.002663013603008517,-0.002725836990759676,0.0009423508162677672,-0.003210100604675056,-0.0018471821092952184,0.0009423508162677672,-0.0038479324997600494,0.004737057945849679,0.009414782692156674,-0.004685577669775843,1.0,3.0,0.0,0.004540315017223396,1.0,1.0,111.0,1.0,0.02464908359409924,1.0
|
||||
B3,1,LONG,2025-08-07 20:45:00,2025-08-07 23:45:00,91167,116634.6,12,-0.005000231492198812,0.0006618962126161284,-0.005224007284287877,-0.002581566704905798,0.0006618962126161284,-0.0092545436774337,-0.0028987967549938508,0.0006618962126161284,-0.0092545436774337,0.004165144819804658,0.0073100092082451626,-0.0092545436774337,0.0017867768226580635,0.008206827133629274,-0.0092545436774337,1.0,7.0,0.0,0.005903401549459638,1.0,-1.0,79.0,0.0,0.008302629281205391,0.0
|
||||
B3,1,LONG,2025-08-10 15:45:00,2025-08-10 17:15:00,91429,118234.7,6,-0.0010428410610421723,0.0014978682231189813,-0.0013041856578483058,-0.0006470181765589967,0.0014978682231189813,-0.00226498650565361,0.0005176145412471727,0.0021584188059850205,-0.002906084254453145,0.004644998464917635,0.004765944346287511,-0.002906084254453145,0.002506032492999119,0.007267747962315657,-0.002906084254453145,1.0,5.0,0.0,0.00760767670569785,1.0,1.0,37.0,0.0,0.016198538891276298,1.0
|
||||
B3,1,LONG,2025-08-11 21:00:00,2025-08-11 22:45:00,91547,120195.1,7,0.0012321633743804137,0.0015990668504789053,-0.003287155632800387,0.0038969974649548456,0.005024331274735777,-0.003287155632800387,-0.0036290996887561274,0.005024331274735777,-0.004918669729464942,-0.009649311827187654,0.005024331274735777,-0.014111224168040176,-0.01070925520258323,0.005024331274735777,-0.017846817382738613,-1.0,31.0,0.0,-0.018414863209473206,0.0,-1.0,27.0,0.0,-0.018414863209473206,0.0
|
||||
S3,-1,SHORT,2025-08-12 10:30:00,2025-08-12 13:30:00,91606,118440.4,12,-0.00428147827937094,8.443065034504177e-07,-0.004580362781618434,-0.0029744918119155536,8.443065034504177e-07,-0.004580362781618434,-0.003610254609069252,8.443065034504177e-07,-0.0056914701402562455,0.0007995582588373317,0.0024155609065824777,-0.0056914701402562455,-0.010017696664313866,0.0024155609065824777,-0.012517688221248881,1.0,6.0,0.0,-0.0022072005283802184,0.0,-1.0,6.0,0.0,-0.006759113901971045,1.0
|
||||
B3,1,LONG,2025-08-13 01:45:00,2025-08-13 04:45:00,91667,120129.8,12,-0.0014559251742699041,0.00019728660165918105,-0.0029559692932145548,-0.003471245269699941,0.00019728660165918105,-0.004113883482699522,9.156762102325983e-05,0.00040539483125749887,-0.004531764807733042,-0.00588696559887719,0.0011262817385861202,-0.006907528356827389,-0.006340641539401523,0.0011262817385861202,-0.010828287402459696,1.0,7.0,0.0,0.008439070048562662,1.0,1.0,35.0,0.0,0.016719662339838667,1.0
|
||||
B3,1,LONG,2025-08-14 00:45:00,2025-08-14 02:00:00,91752,121883.9,5,-0.002433463320422068,0.0003207970864076865,-0.004268816472068816,0.003655938150978151,0.005397759671293819,-0.004268816472068816,0.007482530506490193,0.00792721598176635,-0.004268816472068816,0.009274399654097126,0.014736154652091096,-0.004268816472068816,0.010479644973618361,0.02183799501000552,-0.004268816472068816,1.0,8.0,0.0,0.013479646241397933,1.0,1.0,40.0,0.0,0.02570837085223299,1.0
|
||||
S3,-1,SHORT,2025-08-15 14:45:00,2025-08-15 17:45:00,91911,118665.8,12,-0.002199454265677221,-0.0,-0.0026494575522180287,-0.002901425684569631,-0.0,-0.003170247872596798,0.0005553411345139773,0.0005772514068922975,-0.0032637878815969124,0.011046990792629458,0.01237509037987356,-0.003396092218651035,0.014880445756064535,0.016259950213119535,-0.003396092218651035,1.0,7.0,0.0,-0.00029654341580944636,0.0,-1.0,7.0,0.0,-0.004347899046851902,1.0
|
||||
S3,-1,SHORT,2025-08-19 01:30:00,2025-08-19 03:45:00,92239,116273.4,9,0.0020985023229732683,0.0029542440489398266,-0.0018456499938937524,-0.002250729745582495,0.0029542440489398266,-0.002250729745582495,-0.00513101018805682,0.0029542440489398266,-0.005721858997844761,-0.0021148431197505944,0.006962899510980081,-0.005721858997844761,0.011588205040877743,0.01693938596445955,-0.005721858997844761,-1.0,3.0,0.0,-0.004176051935149629,1.0,1.0,31.0,0.0,0.014557829065049467,0.0
|
||||
S3,-1,SHORT,2025-08-19 19:15:00,2025-08-19 23:00:00,92316,113593.1,15,-0.0012051788356862712,0.0001487766422433117,-0.004768775568234312,-5.986279096167248e-05,0.0001487766422433117,-0.004768775568234312,0.0015423472024270104,0.0051244309733602285,-0.004768775568234312,0.005789964355229425,0.007735505061487112,-0.004768775568234312,0.003649869578345919,0.008156305268541839,-0.004768775568234312,-1.0,8.0,1.0,-0.017432974219023636,1.0,1.0,12.0,1.0,-0.006217641058302498,0.0
|
||||
S3,-1,SHORT,2025-08-22 06:15:00,2025-08-22 07:15:00,92541,112417.0,4,-0.0019996975546403384,0.001737281727852575,-0.0025174128468114254,-0.0020815357107910725,0.001737281727852575,-0.0033980625706076482,-0.0033277885017391124,0.001737281727852575,-0.004122152343506713,-0.00523675244847307,0.001737281727852575,-0.009508348381472501,-0.004502877678642884,0.001737281727852575,-0.009508348381472501,-1.0,1.0,0.0,-0.0036895136453511763,1.0,-1.0,77.0,0.0,-0.020561610775678054,1.0
|
||||
B3,1,LONG,2025-08-23 11:45:00,2025-08-23 13:45:00,92663,115920.0,8,-0.0016459627329192797,0.0005978260869565469,-0.0017399930986887258,-0.0007712215320910471,0.0005978260869565469,-0.002406832298136646,-0.00257160110420985,0.0005978260869565469,-0.0027510351966873203,-0.0032772601794340424,0.0005978260869565469,-0.0032772601794340424,-0.00986456176673568,0.0005978260869565469,-0.012163561076604554,1.0,3.0,0.0,0.004381606092139337,1.0,-1.0,7.0,0.0,-0.01258460579195105,0.0
|
||||
S3,-1,SHORT,2025-08-25 07:30:00,2025-08-25 12:30:00,92850,112740.0,20,0.0019957424161788184,0.002470285612914671,-0.0007725740642186076,0.003926734078410476,0.003926734078410476,-0.0007725740642186076,0.0065167642362958765,0.009029625687422388,-0.0007725740642186076,0.010066524747205909,0.01637750576547804,-0.0007725740642186076,0.006662231683519654,0.019583111584176006,-0.0007725740642186076,-1.0,2.0,0.0,-0.007756468197424276,1.0,-1.0,98.0,0.0,-0.025077827741265997,1.0
|
||||
S3,-1,SHORT,2025-08-26 16:00:00,2025-08-26 19:45:00,92975,109842.2,15,-0.005797407553745308,0.00245351968551249,-0.008879101110502184,-0.002473548417639096,0.00245351968551249,-0.008879101110502184,-0.0028914206015539187,0.004480973614876587,-0.008879101110502184,-0.0026164807332701707,0.004480973614876587,-0.008879101110502184,-0.015368410319531163,0.004480973614876587,-0.015433048500485215,-1.0,3.0,0.0,-0.005103002021636663,1.0,1.0,31.0,0.0,0.011813776198718309,0.0
|
||||
B3,1,LONG,2025-08-28 08:30:00,2025-08-28 10:00:00,93128,111530.1,6,-0.0007863348100648313,0.0008060604267367659,-0.0012570597533760987,0.003151615572836391,0.0032089991849733315,-0.001594188474680852,0.010826673696159153,0.011027516338638575,-0.001594188474680852,0.015704280727803523,0.015761664339940466,-0.001594188474680852,0.011386163914494778,0.016032443259711874,-0.001594188474680852,1.0,4.0,0.0,0.006489427944879171,1.0,-1.0,24.0,0.0,-0.0092246054624517,0.0
|
||||
S3,-1,SHORT,2025-08-29 07:45:00,2025-08-29 09:30:00,93222,111595.9,7,0.0009821149343299464,0.0021497205542497008,-0.0011120480232697243,0.0020233718263841984,0.0025529611750968826,-0.0011120480232697243,-0.00023208737955434503,0.00320262661979512,-0.001803829710589752,0.003130043308042575,0.006683937313109121,-0.001803829710589752,0.01570935849793757,0.020035682314493583,-0.001803829710589752,-1.0,2.0,0.0,-0.008791525033818708,1.0,-1.0,38.0,0.0,-0.016160770173412494,1.0
|
||||
B3,1,LONG,2025-09-03 02:45:00,2025-09-03 05:15:00,93685,111251.1,10,-0.001646725290806218,0.0016781856538946318,-0.003943331796269984,-0.000994147473598066,0.0016781856538946318,-0.003943331796269984,-0.0005671854031106732,0.0016781856538946318,-0.003943331796269984,0.0007289815561373439,0.004330743696017283,-0.003943331796269984,-0.0045941118784444,0.004330743696017283,-0.006869145563504645,1.0,5.0,0.0,0.010285283580869753,1.0,-1.0,101.0,0.0,0.012526075132787527,0.0
|
||||
B3,1,LONG,2025-09-04 03:15:00,2025-09-04 05:00:00,93780,112088.4,7,-0.0013542882225099865,0.00042198835918795264,-0.0034651221714289276,-0.0016540516235399399,0.00042198835918795264,-0.0034651221714289276,-0.004305530277887732,0.00042198835918795264,-0.004795322263499167,-0.0028647032163898432,0.0004318020419598168,-0.004795322263499167,-0.014042487893484073,0.0004318020419598168,-0.01651553595198073,1.0,0.0,0.0,0.0032607109835746124,1.0,-1.0,4.0,1.0,-0.0040234154247511394,0.0
|
||||
S3,-1,SHORT,2025-09-04 18:15:00,2025-09-04 22:15:00,93849,109903.0,16,0.004370217373502115,0.005010782235243779,-0.0026032046440953006,0.004437549475446504,0.005767813435483965,-0.0026032046440953006,0.004714157029380507,0.005767813435483965,-0.0026032046440953006,-0.0004130915443617934,0.005767813435483965,-0.0026032046440953006,-0.006869694184872114,0.005767813435483965,-0.016749315305314712,-1.0,9.0,0.0,-0.010872010872010871,1.0,-1.0,73.0,1.0,-0.023442081655429277,1.0
|
||||
B3,1,LONG,2025-09-05 17:30:00,2025-09-05 21:15:00,93941,112899.7,15,-0.006247137946336465,0.003294074297806006,-0.006806926856315828,-0.018054963830727577,0.003294074297806006,-0.02095133999470321,-0.01971307275395764,0.003294074297806006,-0.02355807854228131,-0.016720150717849536,0.003294074297806006,-0.024326016809610603,-0.019557182171431813,0.003294074297806006,-0.024326016809610603,1.0,1.0,0.0,0.008033035714285689,1.0,1.0,53.0,0.0,0.033226227725862034,1.0
|
||||
S3,-1,SHORT,2025-09-06 03:45:00,2025-09-06 08:15:00,93985,110634.8,18,-0.0013811205877355308,0.00012654246222707502,-0.0015881079009497652,-0.0017254968599391346,0.00012654246222707502,-0.0018258269549906538,-0.004838441430725259,0.00012654246222707502,-0.004880019668314076,-0.0006164425659918678,0.00012654246222707502,-0.005616677573421692,-0.0006218658143730807,0.00012654246222707502,-0.005616677573421692,-1.0,1.0,0.0,-0.00914151116604195,1.0,-1.0,33.0,1.0,-0.02390503977703334,1.0
|
||||
B3,1,LONG,2025-09-09 04:45:00,2025-09-09 06:00:00,94264,112385.8,5,-0.0017715761243858727,0.00022422761594433717,-0.00200915062223166,-0.0027654739299805037,0.00022422761594433717,-0.002822420626093306,-0.007349682967065234,0.00022422761594433717,-0.007780342356418771,-0.008680811988703251,0.00022422761594433717,-0.011885843229304796,0.005436629894524041,0.007582808504277205,-0.011885843229304796,1.0,4.0,0.0,0.004817295054851743,1.0,-1.0,8.0,0.0,-0.0042687183921692575,0.0
|
||||
S3,-1,SHORT,2025-09-10 05:00:00,2025-09-10 09:00:00,94372,111114.8,16,0.001430952492377253,0.002330922613369236,-0.0006128796523954619,-0.0016667446640771264,0.002330922613369236,-0.0028430056122136223,-0.002584714187488949,0.002330922613369236,-0.0038716714605074847,-0.0032155932423043815,0.002330922613369236,-0.005034432856829101,-0.010959836133440396,0.002330922613369236,-0.015454286917674307,-1.0,4.0,0.0,-0.00517045490154648,1.0,-1.0,4.0,0.0,-0.00517045490154648,1.0
|
||||
B3,1,LONG,2025-09-10 19:45:00,2025-09-10 22:15:00,94425,114033.1,10,-8.243220608760729e-05,0.0010584646036983743,-0.002439642524845958,-0.001644259429937448,0.0010584646036983743,-0.0033762126961382265,-0.002711493417262283,0.0010584646036983743,-0.004387322628254454,-0.007389082643548283,0.0010584646036983743,-0.008086248641841761,-0.0023116095239014444,0.0010584646036983743,-0.008086248641841761,1.0,9.0,0.0,0.017607531679457486,1.0,1.0,41.0,0.0,0.028661558529188395,1.0
|
||||
B3,1,LONG,2025-09-12 11:30:00,2025-09-12 13:15:00,94581,115445.2,7,-0.0010117354381126535,0.0014535034804392293,-0.001456102115982226,-0.0016700564423640213,0.0014535034804392293,-0.0020815070700211263,-0.0034319313405840788,0.0014535034804392293,-0.003517686313506246,-0.0042427056300305506,0.0014535034804392293,-0.005296019236832664,-0.004329326814800467,0.0014535034804392293,-0.006615259880878521,1.0,5.0,0.0,0.0039324132773298996,1.0,1.0,53.0,0.0,0.01856791073286119,1.0
|
||||
B3,1,LONG,2025-09-13 05:45:00,2025-09-13 07:30:00,94654,116099.9,7,-0.0007536612865299626,0.0,-0.0016270470517200633,0.00047545260590243094,0.0012532310536012522,-0.0016270470517200633,-0.0015925939643358364,0.0012532310536012522,-0.005166240453264717,-0.0028992273033826154,0.0012532310536012522,-0.005166240453264717,-0.002152456634329523,0.0012532310536012522,-0.005166240453264717,-1.0,14.0,1.0,-0.004337695327072373,0.0,1.0,14.0,0.0,0.012368167489961278,1.0
|
||||
S3,-1,SHORT,2025-09-15 01:30:00,2025-09-15 03:00:00,94828,115392.7,6,-0.001773942372437746,0.00011612519682782515,-0.001773942372437746,-0.0020512562753102846,0.00011612519682782515,-0.002903996526643417,-0.005446618373605956,0.00011612519682782515,-0.005495148306608701,0.002871932106623679,0.00437289360592127,-0.005696200886191266,-0.0063054248665644,0.0053356928124569155,-0.006851386612844711,-1.0,0.0,0.0,-0.0018407428712302002,1.0,1.0,44.0,0.0,-0.00011611171333238651,0.0
|
||||
B3,1,LONG,2025-09-17 12:45:00,2025-09-17 14:00:00,95064,117018.0,5,0.0013878206771607289,0.00212275034610055,-0.0007520210565895845,0.001410894050488009,0.00212275034610055,-0.0007520210565895845,-0.0026799295834829327,0.00212275034610055,-0.0032353996821002395,-0.0061964825924217285,0.00212275034610055,-0.006886974653472066,-0.012766412004990636,0.00212275034610055,-0.014339674238151396,1.0,4.0,0.0,0.007844474761255141,1.0,1.0,56.0,1.0,0.021099476439790574,1.0
|
||||
S3,-1,SHORT,2025-09-20 08:45:00,2025-09-20 10:15:00,95337,115474.6,6,0.0003212827756061144,0.0005932040466041882,-0.0006988549862913323,0.00020004399235854309,0.0005932040466041882,-0.0006988549862913323,-0.0003230147582237856,0.0011396445625272208,-0.0006988549862913323,-0.001825509679184759,0.0011396445625272208,-0.0018263756704937205,-0.002504446865371234,0.0011396445625272208,-0.0039731681252845935,-1.0,1.0,0.0,-0.001689288493126949,1.0,-1.0,73.0,0.0,-0.020365607014876677,1.0
|
||||
S3,-1,SHORT,2025-09-22 12:30:00,2025-09-22 15:15:00,95549,112730.0,11,0.0013403707974807577,0.0031313758538099885,-0.0019409207841746023,0.0006307105473255196,0.0031313758538099885,-0.0019409207841746023,0.003915550430231475,0.005420030160560632,-0.0019409207841746023,0.0018397941985274033,0.005420030160560632,-0.0019409207841746023,0.0033699991129246356,0.005420030160560632,-0.0060631597622638166,-1.0,9.0,0.0,-0.016359684446301984,1.0,-1.0,77.0,0.0,-0.026326245055191832,1.0
|
||||
S3,-1,SHORT,2025-09-26 03:15:00,2025-09-26 04:45:00,95891,109126.8,6,7.330921460199606e-06,0.0009887580319409047,-0.004514931254283981,-0.003204529043278068,0.0009887580319409047,-0.004514931254283981,-0.0023807167441911876,0.0009887580319409047,-0.004678044256772855,-0.0047027861167009116,0.003958697588493386,-0.005435878262718206,-0.0015761481139371814,0.003958697588493386,-0.005857406246678149,-1.0,3.0,0.0,-0.0072766670881596026,1.0,-1.0,83.0,0.0,-0.04187160544989368,1.0
|
||||
B3,1,LONG,2025-09-29 15:15:00,2025-09-29 16:45:00,96227,112033.4,6,-0.00027759578839873887,0.0011853607941917583,-0.0009461464170506296,0.0005935729880553478,0.0011853607941917583,-0.0009461464170506296,-0.0011603682473262438,0.0013567382584122236,-0.0015290083135920927,0.010129122208198654,0.012587317710611404,-0.001687889504379866,0.017195764834415452,0.01923176481299332,-0.001687889504379866,1.0,7.0,0.0,0.004705462443737548,1.0,1.0,3.0,0.0,0.004774845068654041,1.0
|
||||
B3,1,LONG,2025-10-02 02:15:00,2025-10-02 03:30:00,96462,117485.8,5,-0.0012052520389698655,0.0005464490176684935,-0.003248903271714514,-9.533066974900022e-05,0.0005464490176684935,-0.003248903271714514,0.0024939184139700287,0.004733337986377854,-0.003248903271714514,0.009061520626322426,0.016778197875828373,-0.003248903271714514,0.007941385256771457,0.016778197875828373,-0.003248903271714514,1.0,2.0,0.0,0.006841349758971637,1.0,1.0,110.0,0.0,0.04324900790567534,1.0
|
||||
B3,1,LONG,2025-10-04 02:00:00,2025-10-04 03:30:00,96654,122720.0,6,-0.005069263363754937,0.0002249022164276876,-0.005978650586701411,-0.0025896349413298803,0.0002249022164276876,-0.005978650586701411,-0.0024918513689700366,0.0002249022164276876,-0.006317633637548915,-0.0057293024771838804,0.0002249022164276876,-0.006386897001303805,-0.0023598435462842716,0.0004978813559322508,-0.00882985658409392,1.0,2.0,0.0,0.010660857892287864,1.0,1.0,30.0,0.0,0.02953020134228188,1.0
|
||||
B3,1,LONG,2025-10-07 16:15:00,2025-10-07 17:30:00,96998,124026.5,5,0.001593207903149777,0.0027856949926023875,-0.0006039031981068093,0.0016399721027360618,0.0027856949926023875,-0.0006039031981068093,0.0028026268579699164,0.003587136619996486,-0.0006039031981068093,-0.01015831294118591,0.008639282733931861,-0.01209822094471746,-0.02179937352098138,0.008639282733931861,-0.028304434939307326,1.0,2.0,0.0,0.006205501145531083,1.0,-1.0,54.0,1.0,-0.017288851384811642,0.0
|
||||
S3,-1,SHORT,2025-10-08 05:15:00,2025-10-08 07:45:00,97055,121286.5,10,-0.0046006769096313275,0.0005565334971328219,-0.005157210406764149,-0.003092677255918885,0.0005565334971328219,-0.006229052697538473,-0.006971097360382235,0.0005565334971328219,-0.007506194011699523,-0.004772996170224998,0.002318477324351821,-0.007506194011699523,-0.009881561426869438,0.002318477324351821,-0.012643616560787886,-1.0,3.0,0.0,-0.007925212301460665,1.0,1.0,15.0,0.0,0.006393341962892894,0.0
|
||||
S3,-1,SHORT,2025-10-11 07:30:00,2025-10-11 09:45:00,97351,111060.0,9,-0.018839366108409895,0.0001305600576265082,-0.019322888528723214,-0.011464073473797921,0.0001305600576265082,-0.020170178282009777,-0.010567260940032467,0.0001305600576265082,-0.020170178282009777,-0.008463893390959841,0.0001305600576265082,-0.020170178282009777,-0.010486223662884979,0.00934629929767693,-0.020170178282009777,-1.0,7.0,0.0,-0.0328286148966687,1.0,-1.0,39.0,0.0,-0.09336555180943207,1.0
|
||||
B3,1,LONG,2025-10-13 12:45:00,2025-10-13 14:30:00,97562,114958.8,7,0.004193676343176784,0.004707773567573749,-0.0009220694718455655,0.0033307584978269967,0.004707773567573749,-0.0009220694718455655,-0.0018223920221853394,0.004707773567573749,-0.002400860134239397,-0.007986339453786972,0.004707773567573749,-0.01181553739252674,-0.005477614588878773,0.004707773567573749,-0.01181553739252674,1.0,2.0,0.0,0.005260709426253929,1.0,-1.0,10.0,0.0,-0.00822347988128923,0.0
|
||||
S3,-1,SHORT,2025-10-15 03:15:00,2025-10-15 05:00:00,97716,112687.9,7,-0.0033029278209995186,0.00029816865874678,-0.004036813180474645,-0.003868205903207077,0.00029816865874678,-0.0077204384854097025,-0.004705030442487717,0.00029816865874678,-0.0077204384854097025,-0.0018875140986744064,0.0037049230662741964,-0.0077204384854097025,0.0021874575708660826,0.008830584295208194,-0.007881946508897687,1.0,0.0,0.0,0.004665464861462425,0.0,1.0,20.0,1.0,0.026282763519790114,0.0
|
||||
S3,-1,SHORT,2025-10-16 03:15:00,2025-10-16 08:45:00,97827,110387.2,22,-0.005306774698515797,0.00012139088589976174,-0.006309608360389611,-0.008121412627551021,0.00012139088589976174,-0.010299201356679114,-0.011663489969851577,0.00012139088589976174,-0.013047708429962921,-0.00448059195269022,0.00012139088589976174,-0.013047708429962921,-0.009376992984693931,0.008911359288033369,-0.013047708429962921,-1.0,19.0,0.0,-0.00998026905829599,1.0,-1.0,67.0,0.0,-0.0280772099059574,1.0
|
||||
S3,-1,SHORT,2025-10-17 12:00:00,2025-10-17 16:15:00,97953,105132.1,17,-0.0005507356934751059,0.004220404614765724,-0.005021301771770887,0.0010244254609202293,0.004220404614765724,-0.005021301771770887,0.0038389797217025607,0.0158096337845435,-0.005021301771770887,-0.0029610366386668614,0.0158096337845435,-0.01459592265349974,-0.016151108938183483,0.0158096337845435,-0.022570651589761775,-1.0,17.0,0.0,-0.03725006822356815,1.0,-1.0,17.0,0.0,-0.03725006822356815,1.0
|
||||
S3,-1,SHORT,2025-10-18 20:15:00,2025-10-18 22:00:00,98072,106787.0,7,-0.0017923530017698239,0.0006217985335293077,-0.0026904023898040295,-0.0012454699542079092,0.0006217985335293077,-0.0029301319448996055,0.0024778296983715793,0.0035229007276166304,-0.0029301319448996055,-0.00026220420088587563,0.0035229007276166304,-0.0029301319448996055,-0.002152883777987903,0.0035229007276166304,-0.0047917817711893495,-1.0,0.0,0.0,-0.004298448455915262,1.0,1.0,8.0,0.0,0.004864966594523384,0.0
|
||||
B3,1,LONG,2025-10-20 05:15:00,2025-10-20 06:30:00,98202,109224.8,5,-0.00462349210069508,0.0005053797306106039,-0.005491426855439451,-0.0058466575356512975,0.0005053797306106039,-0.00785902102819148,-0.010619383143754978,0.0005053797306106039,-0.01691557228761239,-0.0013257062498626953,0.0005053797306106039,-0.01691557228761239,0.018599255846657534,0.022203748599219197,-0.01691557228761239,1.0,2.0,0.0,0.006157168071159404,1.0,1.0,42.0,1.0,0.029880496870515333,1.0
|
||||
B3,1,LONG,2025-10-20 19:00:00,2025-10-20 20:30:00,98258,110876.8,6,-0.0016162082599786166,0.0006484674882391463,-0.00319183093307174,0.0019977127767035123,0.0026741392247972523,-0.00319183093307174,0.0008324554821207223,0.006092347542497619,-0.00319183093307174,-0.008899066351121218,0.006964486709573121,-0.00971167999076455,-0.000875746774798748,0.006964486709573121,-0.00971167999076455,1.0,2.0,0.0,0.0029352623147596204,1.0,-1.0,2.0,0.0,-0.00692521271831614,0.0
|
||||
S3,-1,SHORT,2025-10-23 03:15:00,2025-10-23 05:30:00,98486,106894.1,9,-0.0010655405677207084,0.00041442885996517025,-0.007073355779224403,-0.0023247307381791885,0.00041442885996517025,-0.007073355779224403,-0.007050903651370815,0.00041442885996517025,-0.009399957528058034,-0.01257693361934844,0.00041442885996517025,-0.01502328005006819,-0.02328659860553573,0.00041442885996517025,-0.03163691915643602,-1.0,6.0,0.0,-0.013703723866088792,1.0,-1.0,6.0,0.0,-0.020757603517772023,1.0
|
||||
B3,1,LONG,2025-10-23 20:30:00,2025-10-24 00:15:00,98561,109765.1,15,0.001053158062079762,0.007161657029420018,-0.0017236808420892581,0.008271299347424583,0.011096423180045388,-0.0017236808420892581,0.006860103985693085,0.013436875655376747,-0.0017236808420892581,-0.0014667685812703674,0.013436875655376747,-0.004601644785091124,0.005488083188554415,0.013436875655376747,-0.004601644785091124,1.0,9.0,0.0,0.010361802439998857,1.0,1.0,1.0,0.0,0.010361802439998857,1.0
|
||||
B3,1,LONG,2025-10-25 08:45:00,2025-10-25 11:15:00,98701,111028.7,10,0.0010078475205060379,0.0011231330277666684,-0.0008367205956657529,0.0017797200183376535,0.004133165568902534,-0.0008367205956657529,0.002756044157951953,0.004133165568902534,-0.0008367205956657529,0.005209463859344555,0.0067225861421417055,-0.0008367205956657529,0.006291166157939344,0.007882646558952749,-0.0008367205956657529,1.0,1.0,0.0,0.003871591900579085,1.0,1.0,29.0,0.0,0.011625215939821071,1.0
|
||||
B3,1,LONG,2025-10-27 05:15:00,2025-10-27 08:30:00,98882,114836.7,13,0.002266696970567797,0.003163622779128997,-0.002061187756178966,0.003318625491676492,0.004409740091799997,-0.002061187756178966,0.0018034304364371828,0.004972278026101412,-0.002061187756178966,0.006561491230590918,0.0069028455188976795,-0.002061187756178966,0.004506399086703118,0.013440825102079737,-0.002061187756178966,-1.0,2.0,1.0,-0.005929621880564431,0.0,1.0,82.0,0.0,0.033685766339257454,1.0
|
||||
S3,-1,SHORT,2025-10-29 06:45:00,2025-10-29 09:15:00,99077,112162.7,10,-0.0024740845218597625,8.915619897815303e-07,-0.006818666098444518,-0.0031686113119602927,8.915619897815303e-07,-0.006818666098444518,-0.002647047547892559,8.915619897815303e-07,-0.006818666098444518,-0.00743651855741709,8.915619897815303e-07,-0.010318046908642561,-0.008211285926604833,8.915619897815303e-07,-0.012651264636104517,-1.0,9.0,0.0,-0.00945219149894468,1.0,-1.0,37.0,1.0,-0.0336991047975306,1.0
|
||||
S3,-1,SHORT,2025-10-30 05:30:00,2025-10-30 08:00:00,99168,110104.6,10,-0.0035575262068977776,0.00044230667928507654,-0.0038145545236075514,-0.002102546124321781,0.00044230667928507654,-0.004268668157370355,-0.0074020522303337,0.00044230667928507654,-0.007669979274253755,0.0104309901675316,0.020773882290113246,-0.0077499032737959024,0.0026293179394866334,0.020773882290113246,-0.013264659242211497,-1.0,8.0,0.0,-0.01467103379152343,1.0,1.0,80.0,0.0,-0.017239978899658233,0.0
|
||||
S3,-1,SHORT,2025-11-03 20:15:00,2025-11-03 21:15:00,99605,107646.5,4,-0.0013432856618655119,4.644832855689688e-06,-0.0058850032281588345,0.0006902221623555147,0.003055371052472623,-0.0058850032281588345,0.017907688591825996,0.01994026744947583,-0.0058850032281588345,0.004054010116445905,0.021798200591751707,-0.0058850032281588345,0.01158328417551889,0.021798200591751707,-0.0058850032281588345,1.0,9.0,0.0,0.009639959969498811,0.0,-1.0,53.0,0.0,-0.032095202129190044,1.0
|
||||
S3,-1,SHORT,2025-11-05 06:30:00,2025-11-05 09:30:00,99750,99302.3,12,-0.019589677177668623,0.0009214288087989905,-0.022603706057160722,-0.02347780464299411,0.0009214288087989905,-0.02634178664542516,-0.026153472779583062,0.0009214288087989905,-0.029402138721862404,-0.025519046386639495,0.0009214288087989905,-0.030453473887311684,-0.02410719590583495,0.0009214288087989905,-0.030453473887311684,-1.0,6.0,0.0,-0.025105169375463234,1.0,1.0,6.0,0.0,0.004181464432777018,0.0
|
||||
B3,1,LONG,2025-11-06 06:15:00,2025-11-06 07:30:00,99838,104045.9,5,-0.006337587545496692,0.0,-0.007509185849706604,-0.003982857565747369,0.0,-0.007509185849706604,-0.011044164162162962,0.0,-0.013082687544631717,-0.002110606953277268,0.0,-0.013082687544631717,-0.010591479337484708,0.001579110757848247,-0.013082687544631717,1.0,2.0,0.0,0.007801202047645974,1.0,1.0,46.0,0.0,0.028823011737251627,1.0
|
||||
S3,-1,SHORT,2025-11-07 02:45:00,2025-11-07 05:15:00,99925,100831.5,10,-0.0011831620079043048,0.0011048134759474389,-0.005107530880726757,-0.0033332837456549374,0.0011048134759474389,-0.005107530880726757,-0.004701903670975893,0.0011048134759474389,-0.006702270619796422,-0.003655603655603713,0.00130316418976207,-0.01006629872609254,-0.00958529824509206,0.00130316418976207,-0.016353024600447224,-1.0,5.0,0.0,-0.014335568632817847,1.0,-1.0,37.0,0.0,-0.03242197021020972,1.0
|
||||
B3,1,LONG,2025-11-11 00:15:00,2025-11-11 02:30:00,100298,105833.9,9,-0.0015694404155945428,0.000864562299981386,-0.004534463909956963,-0.0006302328459973325,0.0015694404155946803,-0.004534463909956963,-0.0027051823659525764,0.003927852984724286,-0.004534463909956963,0.0030500624091146875,0.003927852984724286,-0.005964062554625665,-0.0004828320604266806,0.01549409026786316,-0.005964062554625665,1.0,6.0,0.0,0.011644523718715232,1.0,-1.0,42.0,0.0,-0.007800986256164155,0.0
|
||||
S3,-1,SHORT,2025-11-13 15:15:00,2025-11-13 19:30:00,100558,102932.0,17,0.00017681576186217202,0.0023413515719115535,-0.002044067928340984,-0.001632145494112618,0.0023413515719115535,-0.003078731589787376,0.007301908055803889,0.008199588077565772,-0.003078731589787376,0.019781020479539946,0.022393424785295147,-0.005090739517351261,0.04015175067034541,0.048313449656083626,-0.005090739517351261,-1.0,14.0,0.0,-0.010503284799941608,1.0,1.0,46.0,0.0,0.022053201735659462,0.0
|
||||
S3,-1,SHORT,2025-11-15 01:00:00,2025-11-15 03:00:00,100684,95365.4,8,-0.0038997372212564384,0.001384149806953046,-0.0054684403358031325,0.004846621521012832,0.005404475837148423,-0.0056058067181598975,0.003858841886050916,0.012742567010676798,-0.0056058067181598975,0.0019713648765694895,0.014789430967625515,-0.0056058067181598975,-0.00645726856910371,0.014789430967625515,-0.015043191765567029,-1.0,8.0,0.0,-0.02066388984735721,1.0,1.0,12.0,0.0,0.009157671957671896,0.0
|
||||
S3,-1,SHORT,2025-11-18 06:45:00,2025-11-18 10:15:00,101001,91643.7,14,0.014016238977692956,0.015513341342612718,-0.0008369369634791818,0.011388671561711248,0.021579224758493942,-0.0008369369634791818,0.017396722306061443,0.0287166493714243,-0.0008369369634791818,0.016810757313377694,0.0287166493714243,-0.0008369369634791818,0.005095822189632239,0.0287166493714243,-0.0008369369634791818,-1.0,5.0,0.0,-0.007872609230829159,1.0,-1.0,41.0,0.0,-0.04549942611459794,1.0
|
||||
S3,-1,SHORT,2025-11-21 06:45:00,2025-11-21 07:45:00,101279,86601.3,4,-0.006765487354115864,0.0005692755189587559,-0.009977910262316977,-0.005964113702681137,0.0005692755189587559,-0.009977910262316977,0.001690505800721337,0.005372898559259536,-0.009977910262316977,0.006751630749191953,0.015164899372180358,-0.009977910262316977,0.0509530457394982,0.06339743167827738,-0.009977910262316977,1.0,11.0,0.0,0.0062126306836798135,0.0,-1.0,47.0,0.0,-0.07030273752012879,1.0
|
||||
B3,1,LONG,2025-11-23 19:00:00,2025-11-23 20:30:00,101522,86550.6,6,-0.001367985894956346,0.0018832913925495604,-0.0032374125655976,0.003897142249735858,0.004025390927388073,-0.0032374125655976,0.0012951961049373576,0.007259337312508386,-0.0032374125655976,0.0032686081898911637,0.010645795638620578,-0.0032374125655976,0.013451091038074802,0.01790166677065201,-0.0032374125655976,1.0,2.0,0.0,0.009008147786318057,1.0,1.0,98.0,0.0,0.03708061733128842,1.0
|
||||
B3,1,LONG,2025-11-27 21:15:00,2025-11-28 01:15:00,101925,91321.8,16,0.0005902205168973254,0.0018232229325308962,-0.0007643300942382094,0.004320983598658713,0.004808271409455259,-0.0007643300942382094,0.0018308881340490123,0.0052364276656832985,-0.0007643300942382094,0.0022557593039121,0.0052364276656832985,-0.0018111776158596165,-0.0017378106870429304,0.0052364276656832985,-0.007770324281825433,1.0,5.0,0.0,0.010078464250873205,1.0,-1.0,21.0,0.0,-0.0066364341430993085,0.0
|
||||
S3,-1,SHORT,2025-12-01 17:00:00,2025-12-01 20:45:00,102291,85396.2,15,-0.004097372014211508,0.0010070705722268673,-0.008590546183553904,-0.009337652026671079,0.0010070705722268673,-0.01044308763153399,0.005641937229057065,0.005805878950117253,-0.014389399059911365,0.005777774655078261,0.018855639946508126,-0.014389399059911365,-0.013138757930680757,0.018855639946508126,-0.016637742663022512,-1.0,7.0,0.0,-0.01714660589738281,1.0,1.0,19.0,0.0,-0.001957605853884299,0.0
|
||||
B3,1,LONG,2025-12-03 04:30:00,2025-12-03 07:00:00,102428,91796.3,10,-0.0059610245728858036,0.0008965502966895496,-0.006158200276046016,-0.007090699734085238,0.0008965502966895496,-0.007777001905305647,0.0015196690934166192,0.0019717570316014916,-0.009167036144158315,0.011253176870963208,0.01386330385865216,-0.009167036144158315,0.012533184888715557,0.023273269184052016,-0.009167036144158315,-1.0,0.0,0.0,-0.0018930003566363883,0.0,1.0,108.0,0.0,0.09560427756427091,1.0
|
||||
B3,1,LONG,2025-12-04 08:30:00,2025-12-04 10:15:00,102537,93760.0,7,-2.3464163822494555e-05,0.0029735494880546386,-0.00201151877133112,-0.0035292235494879926,0.0029735494880546386,-0.004362201365187713,-0.004716296928327614,0.0029735494880546386,-0.006292662116040956,-0.007414675767918058,0.0029735494880546386,-0.010910836177474403,-0.010110921501706484,0.0029735494880546386,-0.011667022184300279,1.0,5.0,0.0,0.012220926717623181,1.0,1.0,25.0,0.0,0.02316303168793534,1.0
|
||||
S3,-1,SHORT,2025-12-05 05:00:00,2025-12-05 12:45:00,102643,91985.5,31,-4.7833625951853055e-05,0.001694832337705336,-0.00194595887395296,-0.000713155877828634,0.001694832337705336,-0.00194595887395296,-0.004582243940621076,0.001694832337705336,-0.005108413826092092,0.009774366612129149,0.011361573291442736,-0.005108413826092092,0.018910589168945106,0.023074288882486915,-0.005108413826092092,-1.0,7.0,0.0,-0.007338221884088469,1.0,-1.0,67.0,0.0,-0.017248931623931624,1.0
|
||||
S3,-1,SHORT,2025-12-06 04:15:00,2025-12-06 06:00:00,102712,88918.7,7,-0.0031556916599096234,-0.0,-0.00468742795385001,-0.003150068545761531,0.0002103044691386299,-0.00468742795385001,-0.005277854939399732,0.0002103044691386299,-0.005884026644564047,-0.009021724339199708,0.0002103044691386299,-0.009438959408988243,-0.00655992496516484,0.0002103044691386299,-0.009438959408988243,-1.0,4.0,0.0,-0.009394844143401472,1.0,-1.0,136.0,0.0,-0.05001388888888892,1.0
|
||||
B3,1,LONG,2025-12-09 18:45:00,2025-12-09 20:45:00,103059,90532.7,8,-0.004189646392960808,0.0031822755755655783,-0.004189646392960808,-0.0017706309432945545,0.0031822755755655783,-0.004536482398072708,0.00652802799430482,0.008378188212656864,-0.006403211215395069,0.03702308668580527,0.04442925042553689,-0.006403211215395069,0.025397453074966315,0.04442925042553689,-0.006403211215395069,1.0,7.0,0.0,0.007396403614189668,1.0,1.0,19.0,0.0,0.01302242726496581,1.0
|
||||
S3,-1,SHORT,2025-12-11 17:30:00,2025-12-11 21:30:00,103254,90008.7,16,-0.0009165780641204684,0.0010343444578134256,-0.002389768988997795,0.005490580355010094,0.008984687035808729,-0.004902859390258974,0.007251521241835479,0.008984687035808729,-0.006769345629922473,-0.012213263828941013,0.008984687035808729,-0.012213263828941013,-0.02968713024407647,0.008984687035808729,-0.0393139774266266,-1.0,6.0,0.0,-0.005370480260169933,1.0,-1.0,38.0,1.0,-0.04695919367835017,1.0
|
||||
B3,1,LONG,2025-12-12 09:00:00,2025-12-12 11:00:00,103308,92404.4,8,-0.0018408214327455324,0.0001309461454217096,-0.003005268147404205,-0.0025961967179051453,0.0001309461454217096,-0.0034154217764521093,-0.0012564336763183494,0.0006017029492102738,-0.0040690703040114976,-0.0004404552164182343,0.0030420629320682332,-0.0040690703040114976,-0.0007867590720787873,0.0030420629320682332,-0.0040690703040114976,1.0,4.0,0.0,0.010989059080962737,1.0,1.0,44.0,0.0,0.03452043752309081,1.0
|
||||
S3,-1,SHORT,2025-12-13 02:30:00,2025-12-13 04:30:00,103378,90107.6,8,-0.00038176579999904753,0.0005593312883708892,-0.0022905947999946083,-0.0004816463872081176,0.0005593312883708892,-0.0022905947999946083,-0.002575809365691587,0.0005593312883708892,-0.0027733509715051133,-1.3317411627843706e-05,0.0005593312883708892,-0.0032228136139459285,-0.002111919527320541,0.0005593312883708892,-0.003600140276735749,-1.0,6.0,0.0,-0.005629143092353826,1.0,-1.0,34.0,0.0,-0.03676963418505929,1.0
|
||||
S3,-1,SHORT,2025-12-16 08:00:00,2025-12-16 09:45:00,103687,85850.1,7,-0.0027128681271191783,0.0005835753248977673,-0.00393593018528801,0.0018322634452377212,0.0024263221592054395,-0.00393593018528801,0.0028666245001462524,0.005940587139677181,-0.00393593018528801,-0.007080946906293576,0.0072696479095540455,-0.00845310605345826,-0.015917279071311505,0.0072696479095540455,-0.01688524532877645,-1.0,3.0,0.0,-0.0072676939728441485,1.0,-1.0,55.0,0.0,-0.045817383997759184,1.0
|
||||
B3,1,LONG,2025-12-17 02:00:00,2025-12-17 03:45:00,103759,87538.7,7,0.0022904155533495472,0.002703946940039058,-0.0027507833678133546,0.0008978885909889663,0.0030969159925839183,-0.0027507833678133546,0.0034864579894377814,0.0039057011356121206,-0.0027507833678133546,-0.00045008664739131584,0.004127317403616948,-0.0027507833678133546,-0.010780374851351426,0.004422044193025551,-0.015767883233358537,-1.0,3.0,0.0,-0.006866045182933784,0.0,1.0,63.0,1.0,0.028983343716572792,1.0
|
||||
S3,-1,SHORT,2025-12-18 12:30:00,2025-12-18 14:30:00,103898,86439.6,8,-0.004139306521547859,0.0003192980994822491,-0.004416957042836713,-0.004024775681516274,0.0003192980994822491,-0.004426212060213042,-0.0039877556120111275,0.0003192980994822491,-0.007474583408530248,-0.007656213124540006,0.0003192980994822491,-0.011314258742520789,-0.020885103586781847,0.0003192980994822491,-0.03480233596638564,-1.0,2.0,0.0,-0.004829660910601192,1.0,1.0,26.0,1.0,0.013819869037887093,0.0
|
||||
B3,1,LONG,2025-12-20 02:45:00,2025-12-20 03:45:00,104047,87812.8,4,0.0024142266275531585,0.006758695771003772,-0.002775221835541027,0.0007664030756336538,0.006758695771003772,-0.002775221835541027,0.0042305905289433884,0.006758695771003772,-0.002775221835541027,0.0017594245941366178,0.006758695771003772,-0.002775221835541027,0.00497877302625582,0.008415629612083888,-0.002775221835541027,1.0,3.0,0.0,0.01172065372052702,1.0,1.0,79.0,1.0,0.04033001376636974,1.0
|
||||
S3,-1,SHORT,2025-12-24 12:00:00,2025-12-24 14:00:00,104472,86822.1,8,-0.0018198131581705578,0.0007958803115797224,-0.002394551617618028,-0.0016240104765952446,0.0007958803115797224,-0.0026249077135889845,-0.0008603800184514897,0.0008304337259753659,-0.003743286559528046,-0.004839781576349766,0.0017322778417016948,-0.005274002817254987,-0.0031098072956079153,0.005379966621401761,-0.007232029633008118,-1.0,0.0,0.0,-0.006952990964199865,1.0,-1.0,24.0,0.0,-0.017284819783314295,1.0
|
||||
B3,1,LONG,2025-12-25 08:45:00,2025-12-25 10:45:00,104555,87847.8,8,-0.0008628559850104716,0.00048037628716936665,-0.0013751055803332914,-0.0011622374151658416,0.00048037628716936665,-0.0017985652458001225,-0.0019829751001163042,0.00048037628716936665,-0.0026261329253549556,-0.000590794533272418,0.00048037628716936665,-0.0026261329253549556,-0.0035755021753533477,0.00048037628716936665,-0.0071578343453109,-1.0,15.0,0.0,-0.0021071571780224073,0.0,1.0,43.0,0.0,0.017286781309709953,1.0
|
||||
B3,1,LONG,2025-12-31 12:45:00,2025-12-31 18:15:00,105161,88719.9,22,0.0011688471244896766,0.00221596282232065,-0.0011812456957231508,0.0029564956678265297,0.0030207428096740417,-0.0011812456957231508,0.00019274142554270035,0.0031571270932452115,-0.0011812456957231508,-0.008656457006827104,0.0053302584876674655,-0.00946687270837765,-0.014143388349175195,0.0053302584876674655,-0.015435094043162744,1.0,1.0,0.0,0.0037436785120319744,1.0,1.0,25.0,0.0,0.0100952714918732,1.0
|
||||
S3,-1,SHORT,2026-01-01 10:30:00,2026-01-01 12:30:00,105234,87528.2,8,-0.0017342982033219342,-1.1424889350611662e-06,-0.0020667624834054482,-0.0016737462897671836,-1.1424889350611662e-06,-0.0021981487109298346,-0.0009973928402503755,-1.1424889350611662e-06,-0.0021981487109298346,-0.003589700233753203,-1.1424889350611662e-06,-0.004718479301527965,-0.0037942057531173477,-1.1424889350611662e-06,-0.005390262795304861,-1.0,6.0,0.0,-0.006095497643785873,1.0,-1.0,2.0,0.0,-0.006095497643785873,1.0
|
||||
B3,1,LONG,2026-01-02 10:30:00,2026-01-02 11:45:00,105327,88899.3,5,-0.002539952508062526,0.0005703082026517316,-0.0029381558684938697,-0.003028145328478369,0.0005703082026517316,-0.0036423233928726422,-0.00020360115321499517,0.0005703082026517316,-0.004113643189541392,0.0026873102487870453,0.0029325315272448384,-0.004113643189541392,0.004637831793951166,0.011256556575811025,-0.004113643189541392,-1.0,11.0,0.0,0.00020139196727334102,0.0,1.0,79.0,0.0,0.015894474130483574,1.0
|
||||
B3,1,LONG,2026-01-02 20:00:00,2026-01-03 00:30:00,105378,90091.6,18,0.005107024406270854,0.009473691220935136,-0.0026917048870260933,0.00253408752869289,0.009473691220935136,-0.0026917048870260933,-0.0016927216299854814,0.009473691220935136,-0.0064456619707055,-0.002105634709562397,0.009473691220935136,-0.0064456619707055,0.001868098690665815,0.009473691220935136,-0.0064456619707055,1.0,6.0,0.0,0.01912191237223034,1.0,1.0,130.0,0.0,0.029519451846908545,1.0
|
||||
B3,1,LONG,2026-01-03 08:15:00,2026-01-03 10:45:00,105419,90291.2,10,-0.0006246455911538908,0.0003189679614403498,-0.0015638290331726357,-0.0010089576835836855,0.0018252055571307383,-0.0015638290331726357,-0.003494249716472923,0.0018252055571307383,-0.0036360132548908745,-0.008365156294301138,0.0018252055571307383,-0.011407534732066913,-0.003205185001417571,0.0018252055571307383,-0.011407534732066913,1.0,7.0,0.0,0.004910406232609873,1.0,1.0,171.0,0.0,0.03180037573535801,1.0
|
||||
B3,1,LONG,2026-01-04 21:15:00,2026-01-05 00:30:00,105570,91260.7,13,0.0006980003440692115,0.001512151451829758,-8.32779060427026e-05,0.00035940991029000336,0.001569131071753746,-8.32779060427026e-05,-0.0031546985723317285,0.001569131071753746,-0.0051566556031237025,-0.0009456425383544386,0.001569131071753746,-0.0051566556031237025,0.017685597414878476,0.02324987645284337,-0.0051566556031237025,-1.0,6.0,0.0,-0.001274935104161651,0.0,-1.0,34.0,0.0,-0.005654845243556037,0.0
|
||||
B3,1,LONG,2026-01-05 14:30:00,2026-01-05 16:15:00,105633,92664.5,7,-0.002796108542106263,0.00021043657495588926,-0.00401987816261891,-0.0004964144845113286,0.00021043657495588926,-0.00401987816261891,0.004142902621823829,0.004923136692044926,-0.00401987816261891,0.0009820373497941499,0.005627829427666474,-0.00401987816261891,0.014227670790863753,0.019051524586006445,-0.00401987816261891,-1.0,13.0,0.0,-0.007688806789280647,0.0,1.0,49.0,0.0,0.020645422793894863,1.0
|
||||
B3,1,LONG,2026-01-06 10:45:00,2026-01-06 12:15:00,105713,93829.4,6,-0.0014259922796052023,0.0007907969144000883,-0.002286063856317956,-0.0027070406503718453,0.0007907969144000883,-0.0029521663785551226,-0.0010860135522554144,0.0008227698354674723,-0.003510626733198701,-0.004243872389677405,0.0008227698354674723,-0.007901574559786104,0.004886528103131855,0.006245377248495674,-0.007901574559786104,1.0,5.0,0.0,0.0038762302457227018,1.0,-1.0,17.0,0.0,-0.009823734200926007,0.0
|
||||
S3,-1,SHORT,2026-01-07 11:15:00,2026-01-07 14:00:00,105816,92640.5,11,0.0006919219995574919,0.0007912306172786515,-0.0024708415865630495,-0.001454007696417842,0.0007912306172786515,-0.0024708415865630495,-0.0010265488636180269,0.0007912306172786515,-0.0031033943037872204,0.006137704351768458,0.011772388965949081,-0.0031033943037872204,0.011664444816252135,0.017848565152390153,-0.0031033943037872204,-1.0,8.0,0.0,-0.004721744735711216,1.0,1.0,8.0,0.0,0.015694723108465175,0.0
|
||||
S3,-1,SHORT,2026-01-07 21:30:00,2026-01-07 23:30:00,105854,91325.7,8,-0.002485609198725003,0.0009515393804810057,-0.004646008735766634,0.0010489927807835354,0.0024626145761816685,-0.004646008735766634,0.0010895071157406952,0.0036265804696815583,-0.004646008735766634,0.0036079657752417994,0.007572895690917138,-0.004646008735766634,5.036917318992648e-05,0.007572895690917138,-0.004646008735766634,-1.0,6.0,0.0,-0.010012000091057665,1.0,-1.0,30.0,0.0,-0.02663788968824943,1.0
|
||||
S3,-1,SHORT,2026-01-08 16:30:00,2026-01-08 18:00:00,105928,89900.1,6,-0.005191317918444997,0.00027697410792656215,-0.006294764966890962,-0.003085647290714851,0.00027697410792656215,-0.006294764966890962,-0.00079977664096029,0.001669631068263615,-0.006294764966890962,-0.004122353590262872,0.007320347808289488,-0.006294764966890962,-0.008279189900789746,0.007320347808289488,-0.016963273678227277,-1.0,0.0,0.0,-0.009269218392527223,1.0,-1.0,104.0,0.0,-0.04183213429256589,1.0
|
||||
B3,1,LONG,2026-01-13 05:45:00,2026-01-13 12:15:00,106385,91436.4,26,0.003007554978105,0.003092860173847646,-0.0013134812831650335,0.005136903902603468,0.008591764330179292,-0.0013134812831650335,0.0077704284070676454,0.008985480618222129,-0.0013134812831650335,0.0118497666137337,0.01356352612307584,-0.0013134812831650335,0.010343801811969883,0.01356352612307584,-0.0013134812831650335,1.0,5.0,0.0,0.0046741602663413675,1.0,1.0,1.0,0.0,0.006233080224496469,1.0
|
||||
B3,1,LONG,2026-01-14 09:45:00,2026-01-14 12:00:00,106480,95379.1,9,-0.0019595487900389993,0.0010788527046281017,-0.0021618992001393557,-0.004028136143033554,0.0010788527046281017,-0.005148926756490739,-0.0056060499627278056,0.0010788527046281017,-0.010124859639061509,-0.0034944762531833795,0.0010788527046281017,-0.010124859639061509,0.0005200300694805388,0.001454196988648426,-0.010124859639061509,1.0,0.0,0.0,0.00312467133632029,1.0,1.0,96.0,0.0,0.04962143721800381,1.0
|
||||
S3,-1,SHORT,2026-01-19 16:45:00,2026-01-19 18:00:00,106984,92924.8,5,-0.0010373979820241118,0.00042077034333144454,-0.0011880574399944276,-0.001705680292021075,0.00042077034333144454,-0.0021232222183959816,-0.0020048469299907335,0.00042077034333144454,-0.0036879283033161986,-0.0007758962085470323,0.0028496160336100042,-0.0036879283033161986,-0.002142592720134897,0.0028496160336100042,-0.004887823272151213,-1.0,0.0,0.0,-0.004158057629821418,1.0,-1.0,24.0,0.0,-0.02686354592103882,1.0
|
||||
S3,-1,SHORT,2026-01-20 19:15:00,2026-01-20 21:45:00,107095,90918.9,10,-0.0011911714725981388,0.003122563075444096,-0.004684394553827739,0.00713493014103775,0.012097594669535094,-0.004684394553827739,0.0037637938866396,0.012097594669535094,-0.004684394553827739,0.015918582384960536,0.017256038073491808,-0.004684394553827739,0.0278082994844855,0.03444498338629259,-0.004684394553827739,-1.0,7.0,0.0,-0.005427987280000914,1.0,-1.0,55.0,0.0,-0.02634532389509425,1.0
|
||||
S3,-1,SHORT,2026-01-26 10:30:00,2026-01-26 11:45:00,107631,87233.1,5,-0.005610255740080247,0.000513566524633458,-0.007741327546538966,-0.004795198152994544,0.000513566524633458,-0.007741327546538966,-0.007553325515200012,0.000513566524633458,-0.008187259194044429,-0.008187259194044429,0.000513566524633458,-0.013004238070182007,-0.007850231162253644,0.000513566524633458,-0.013004238070182007,-1.0,3.0,0.0,-0.007835354063829236,1.0,1.0,15.0,0.0,0.014082493138359376,0.0
|
||||
B3,1,LONG,2026-01-28 13:30:00,2026-01-28 16:00:00,107840,89113.2,10,-0.0023801187702830926,0.00022106713707954702,-0.0029423250427545763,-0.0016282660705708163,0.00022106713707954702,-0.0031566591705830664,0.003937688243717079,0.006388503611137328,-0.0031566591705830664,0.011411328512498807,0.01374656055444087,-0.0031566591705830664,0.007474762436990321,0.01660247864513899,-0.0031566591705830664,1.0,4.0,0.0,0.0036852656950419785,1.0,1.0,0.0,0.0,0.0036852656950419785,1.0
|
||||
S3,-1,SHORT,2026-01-29 13:00:00,2026-01-29 18:00:00,107944,87895.2,20,-0.0002832919203780039,0.0013891543565517942,-0.0010671800052790472,0.0015359200502416514,0.001860169838626,-0.0015097525234597235,-0.0006507750138801333,0.00209567757966302,-0.0019546004787520015,0.029513557054310035,0.02975361566957009,-0.0027077701626482447,0.04567143598285234,0.05184469686626795,-0.0027077701626482447,-1.0,4.0,0.0,-0.0063982853499613395,1.0,1.0,8.0,0.0,0.002796345925446648,0.0
|
||||
S3,-1,SHORT,2026-01-30 07:45:00,2026-01-30 10:30:00,108010,81958.3,11,-0.0044717862620381335,0.0014165740382609915,-0.005346621391610088,-0.00832862565475359,0.0014165740382609915,-0.009165636671331604,-0.011938998246669342,0.0014165740382609915,-0.016369299997681643,-0.006864466442080805,0.0014165740382609915,-0.01637052013035894,-0.008967975177620813,0.0014165740382609915,-0.01637052013035894,-1.0,10.0,0.0,-0.032368397129158254,1.0,-1.0,58.0,0.0,-0.07351132473898155,1.0
|
||||
S3,-1,SHORT,2026-02-01 08:15:00,2026-02-01 09:45:00,108199,78504.8,6,-0.0027221265451284134,0.002104329926322939,-0.004674873383538331,-0.004165350398956497,0.002104329926322939,-0.006613608339872175,-0.004936003913136522,0.002104329926322939,-0.007516737830043402,0.0030813402492587552,0.0036150655756081525,-0.007516737830043402,-0.002640602867595394,0.007705261334338903,-0.008779081024344972,-1.0,3.0,0.0,-0.011234709711222618,1.0,1.0,7.0,0.0,0.03979867549668878,0.0
|
||||
S3,-1,SHORT,2026-02-04 05:00:00,2026-02-04 07:00:00,108476,75735.4,8,3.9611595106119464e-05,0.002937859970370527,-0.0030883840317738965,-0.00324551002569476,0.004164499032156616,-0.003926829461520092,-0.01221357515772017,0.004164499032156616,-0.013873300992666728,-0.012735127826617409,0.004164499032156616,-0.016070424134552744,-0.007160456008682901,0.004164499032156616,-0.016070424134552744,-1.0,0.0,0.0,-0.015409376149723064,1.0,-1.0,44.0,0.0,-0.04191830383686076,1.0
|
||||
S3,-1,SHORT,2026-02-05 04:15:00,2026-02-05 08:15:00,108577,73221.4,16,0.001145839877412808,0.006017366507605581,-0.0012960691819605844,0.00847839566028495,0.01736377616379903,-0.0012960691819605844,0.024477816594601968,0.026744913372319958,-0.0012960691819605844,0.0385379137793048,0.04283037472651426,-0.0012960691819605844,0.021073074265173845,0.04283037472651426,-0.0012960691819605844,-1.0,1.0,0.0,-0.012404725584055424,1.0,-1.0,65.0,0.0,-0.04848575419901895,1.0
|
||||
B3,1,LONG,2026-02-07 03:15:00,2026-02-07 07:00:00,108764,71085.5,15,-0.007610553488404809,1.406756652282403e-06,-0.008671248004163919,-0.014330630015966647,1.406756652282403e-06,-0.015731759641558447,-0.011829416688354083,1.406756652282403e-06,-0.019849336362549326,0.0013448593595037782,0.0030315605854921187,-0.019849336362549326,-0.03330777725415165,0.008503843962552137,-0.05395615139515091,1.0,4.0,0.0,0.01893221070254732,1.0,1.0,60.0,0.0,0.18872073578595316,1.0
|
||||
S3,-1,SHORT,2026-02-10 17:15:00,2026-02-10 19:00:00,109100,68874.1,7,0.005578294308020164,0.0067906513478943695,-0.0025379641984430773,0.002279521619883236,0.0067906513478943695,-0.0025379641984430773,-0.0015956651339181808,0.008074152693102426,-0.0025379641984430773,-0.011149328993046648,0.014390024697237507,-0.011672021848561275,0.001077328052199762,0.014390024697237507,-0.015735958800187418,-1.0,4.0,0.0,-0.0072387832732503325,1.0,-1.0,44.0,0.0,-0.031102201589646116,1.0
|
||||
S3,-1,SHORT,2026-02-12 05:30:00,2026-02-12 07:45:00,109247,67054.4,9,-0.007456632226967955,0.0005637213963586038,-0.009404304564652072,-0.009208940800305425,0.0005637213963586038,-0.009404304564652072,-0.006648333293564672,0.0005637213963586038,-0.014415161421174537,0.0009619055572788662,0.0013660550239803992,-0.014415161421174537,-0.00690931542150855,0.006180056789710954,-0.014415161421174537,-1.0,7.0,0.0,-0.01845275561736084,1.0,1.0,31.0,0.0,0.020327609425047653,0.0
|
||||
S3,-1,SHORT,2026-02-13 03:45:00,2026-02-13 04:45:00,109331,65401.0,4,-0.005924985856485375,1.3761257473149573e-05,-0.006411216953869252,-0.005946392256999039,1.3761257473149573e-05,-0.007221602116175638,-0.014828519441598798,1.3761257473149573e-05,-0.01620464518891153,-0.015632788489472547,1.3761257473149573e-05,-0.018259659638231788,-0.014261249827984237,1.3761257473149573e-05,-0.02106236907692543,1.0,7.0,0.0,0.004916949647362517,0.0,-1.0,3.0,0.0,-0.04363530013891936,1.0
|
||||
B3,1,LONG,2026-02-14 04:15:00,2026-02-14 09:15:00,109445,69023.0,20,-0.000944612665343394,0.0002607826376715008,-0.002000782347913099,-0.0013343378294192634,0.0002607826376715008,-0.002796169392811092,-0.0010909407009258205,0.0002607826376715008,-0.0029816148240442014,-0.0023528389087694563,0.0002607826376715008,-0.004837517928806255,0.016469872361386827,0.020746707619199396,-0.004837517928806255,1.0,1.0,0.0,0.005073200280744179,1.0,1.0,85.0,0.0,0.06057067346844701,1.0
|
||||
B3,1,LONG,2026-02-14 21:30:00,2026-02-15 01:15:00,109509,69794.6,15,-0.0008854553217584585,0.0008567998097272333,-0.002329693128121743,-0.0013052585730128953,0.0008567998097272333,-0.002329693128121743,0.0007794299272435715,0.001468594991589607,-0.003163568528224288,0.0015230404644483722,0.006246901622761646,-0.003163568528224288,-0.005481799451533583,0.006246901622761646,-0.006857264029022385,-1.0,5.0,0.0,-0.003085247091154768,0.0,-1.0,5.0,1.0,-0.010815261835348818,0.0
|
||||
S3,-1,SHORT,2026-02-16 06:30:00,2026-02-16 09:45:00,109639,68590.8,13,0.002444934306058496,0.0042250564215609515,-0.0015614338949245564,0.0035077590580661813,0.005540101587968065,-0.0015614338949245564,-0.0022043772634230403,0.0069776121578988114,-0.0025834368457576975,0.0025659417881115252,0.0069776121578988114,-0.0040676009027449745,-0.0026038477463448634,0.0069776121578988114,-0.006401733177044024,-1.0,3.0,0.0,-0.006414267834793533,1.0,-1.0,55.0,0.0,-0.03309486386094994,1.0
|
||||
S3,-1,SHORT,2026-02-19 12:00:00,2026-02-19 13:00:00,109940,66746.3,4,-0.0015176871227319403,0.001292955564578155,-0.0018188274106578817,-0.006000332602706067,0.001292955564578155,-0.006641566648638245,-0.006180117849229096,0.001292955564578155,-0.008286601654323779,-0.0013888410293903496,0.001292955564578155,-0.008286601654323779,0.010450017454151016,0.01723840872078311,-0.008286601654323779,-1.0,0.0,0.0,-0.004415122989515574,1.0,1.0,20.0,0.0,0.01397925746778249,0.0
|
||||
B3,1,LONG,2026-02-21 08:45:00,2026-02-21 10:30:00,110122,68052.4,7,-0.004190888197918033,-1.4694558897447976e-06,-0.006154081266788363,-0.006104119766532763,-1.4694558897447976e-06,-0.008280383939434907,-0.0035105301209067455,-1.4694558897447976e-06,-0.008280383939434907,-0.0037162539454889793,-1.4694558897447976e-06,-0.008280383939434907,-0.0008067312835402452,0.0033444816053512564,-0.008280383939434907,1.0,2.0,0.0,0.004533155805642476,1.0,-1.0,42.0,0.0,-0.0033873384131205973,0.0
|
||||
B3,1,LONG,2026-02-22 01:15:00,2026-02-22 03:30:00,110190,68601.3,9,-0.0010655774744794315,-1.4576983235860072e-06,-0.0023454366025134907,-0.006128163751998996,-1.4576983235860072e-06,-0.007097533137127266,-0.005429926255041814,-1.4576983235860072e-06,-0.007097533137127266,-0.011577040085246156,-1.4576983235860072e-06,-0.012209681157645785,-0.01014558033156806,-1.4576983235860072e-06,-0.012209681157645785,1.0,6.0,0.0,0.007864425704463357,1.0,1.0,62.0,0.0,0.033026091696645395,1.0
|
||||
S3,-1,SHORT,2026-02-23 00:45:00,2026-02-23 02:30:00,110282,67356.9,7,-0.0008135766343166463,3.7115722368458175e-05,-0.0015024444414753597,-0.0006725368893165053,3.7115722368458175e-05,-0.0015083829570542264,-0.000967978039369562,0.0004869582774739984,-0.0015944914329490928,-0.0018127318804755834,0.0004869582774739984,-0.0055094578283740175,0.03966186092293429,0.04638129130051994,-0.0055094578283740175,-1.0,2.0,0.0,-0.005244269848771353,1.0,-1.0,26.0,0.0,-0.012651715039577922,1.0
|
||||
S3,-1,SHORT,2026-02-23 15:45:00,2026-02-23 16:45:00,110339,65639.0,4,-0.009271926750864665,7.922119471651137e-05,-0.010070232636085254,-0.009820381175825437,7.922119471651137e-05,-0.014252197626411127,-0.009928548576303677,7.922119471651137e-05,-0.014252197626411127,-0.0070217401240115504,7.922119471651137e-05,-0.014252197626411127,0.015784823047273702,0.023266655494446856,-0.014252197626411127,-1.0,3.0,0.0,-0.00516823279781752,1.0,1.0,3.0,0.0,0.02189224196983468,0.0
|
||||
S3,-1,SHORT,2026-02-24 06:15:00,2026-02-24 10:15:00,110409,64289.9,16,0.009986016466038989,0.011936556130900833,-0.0029569185828566937,0.00989113375506886,0.011936556130900833,-0.0029569185828566937,0.01480325836562204,0.022894731520814334,-0.0029569185828566937,0.01620627812455769,0.025430121994279062,-0.0029569185828566937,0.015566986416217834,0.025430121994279062,-0.0029569185828566937,-1.0,1.0,0.0,-0.010620190827947039,1.0,-1.0,57.0,0.0,-0.03431644248173097,1.0
|
||||
B3,1,LONG,2026-02-25 13:45:00,2026-02-25 17:15:00,110533,65535.4,14,2.594017889574742e-05,0.0007461616164698995,-0.0022278035992761166,-0.0022491660995431696,0.0015960839485224558,-0.0035354937941937388,-0.002116413419312377,0.0015960839485224558,-0.005712942928554666,0.015382526085138697,0.017573708255385706,-0.005712942928554666,0.05196275600667733,0.06097315344073587,-0.005712942928554666,1.0,9.0,0.0,0.012592629217371957,1.0,1.0,53.0,0.0,0.050218183158471714,1.0
|
||||
S3,-1,SHORT,2026-02-28 10:45:00,2026-02-28 12:30:00,110802,65616.8,7,7.010399775676077e-05,0.0006629399787859207,-0.001267967959424981,0.0008869679716169806,0.0023576279245559727,-0.001267967959424981,0.028786835078821297,0.04019245071384162,-0.001267967959424981,0.03088385901171651,0.04019245071384162,-0.001267967959424981,0.01102613964716353,0.04019245071384162,-0.001267967959424981,-1.0,6.0,0.0,-0.005726217408367554,1.0,1.0,18.0,0.0,0.011424942505348765,0.0
|
||||
B3,1,LONG,2026-03-01 21:30:00,2026-03-01 23:30:00,110942,67172.0,8,-0.0026707556720061065,0.0006848091466682547,-0.0077562079437861016,-0.015777407253022135,0.0006848091466682547,-0.020767581730482938,-0.012109212171738137,0.0006848091466682547,-0.022192282498660114,-0.02919222295003873,0.0006848091466682547,-0.031883820639552155,-0.009350622283094233,0.0006848091466682547,-0.03217114273804562,1.0,2.0,0.0,0.0162178517397882,1.0,-1.0,14.0,0.0,-0.014914429013477247,0.0
|
||||
B3,1,LONG,2026-03-03 03:00:00,2026-03-03 05:45:00,111063,69366.9,11,0.0002191246833866245,0.0013277225881509168,-0.003804408154321358,-0.0025084009808712805,0.0013277225881509168,-0.003804408154321358,-0.008589110944845286,0.0013277225881509168,-0.011055705242702128,-0.012813027539071061,0.0013277225881509168,-0.017656836329719053,-0.017711617500565706,0.0013277225881509168,-0.023170993658358504,1.0,7.0,0.0,0.01236284986237542,1.0,1.0,7.0,0.0,0.06334847871675056,1.0
|
||||
S3,-1,SHORT,2026-03-03 20:15:00,2026-03-03 21:45:00,111127,66893.6,6,0.0069513376466508,0.00833263570804993,-0.00994713993565893,0.0008625638327136174,0.012162598514656196,-0.00994713993565893,-0.028359962687013275,0.012162598514656196,-0.031083691115442857,-0.025358180752717573,0.012162598514656196,-0.031083691115442857,-0.020954171998517002,0.012162598514656196,-0.031083691115442857,1.0,11.0,0.0,0.00939932730452536,0.0,-1.0,55.0,0.0,-0.045740370898716035,1.0
|
||||
B3,1,LONG,2026-03-04 20:30:00,2026-03-04 22:30:00,111226,71379.1,8,0.021740257302207345,0.022147939663010516,-0.00202440210089508,0.02746742393781921,0.02882216222956003,-0.00202440210089508,0.029602502693365423,0.032094828878481155,-0.00202440210089508,0.032271351137798034,0.037369482103304666,-0.00202440210089508,0.02084363630250295,0.037369482103304666,-0.00202440210089508,1.0,6.0,0.0,0.011612861165793062,1.0,1.0,42.0,0.0,0.0598233110616185,1.0
|
||||
S3,-1,SHORT,2026-03-06 05:30:00,2026-03-06 07:45:00,111359,70854.8,9,-0.00023569327695508404,0.0007818806912165263,-0.0024006842161715405,0.0013196000835511497,0.0018742555197390001,-0.0024006842161715405,-0.0062225847790127724,0.007271208160914956,-0.0075181921337721235,0.003905169445118709,0.009070662820302888,-0.0075181921337721235,0.0047053975171760945,0.010652771583576595,-0.0075181921337721235,1.0,7.0,0.0,0.0006906204144006183,0.0,-1.0,95.0,0.0,-0.04310399546231081,1.0
|
||||
S3,-1,SHORT,2026-03-07 11:00:00,2026-03-07 12:15:00,111473,67994.8,5,0.00024266561560589927,0.0010147834834428515,-0.0019986822521721394,-0.0008662427126779426,0.001873672692617799,-0.0019986822521721394,0.004840076005812295,0.006243124474224499,-0.0019986822521721394,0.000903010230194202,0.008585950690346952,-0.0019986822521721394,0.003381140910775658,0.008585950690346952,-0.0032473071470171676,1.0,5.0,1.0,-0.0003513739603960996,0.0,-1.0,1.0,0.0,-0.007735874112913573,1.0
|
||||
S3,-1,SHORT,2026-03-09 03:45:00,2026-03-09 06:15:00,111641,65871.6,10,-0.0063654139264871104,0.0029086890253160057,-0.008021666393407692,-0.0031014883500626723,0.0029086890253160057,-0.0099526958507155,-0.006911931697423295,0.0029086890253160057,-0.013031412626989387,-0.019967634003121047,0.0029086890253160057,-0.026937253687476757,-0.02878630547914423,0.0029086890253160057,-0.03289429739068109,-1.0,5.0,0.0,-0.024072394972176125,1.0,-1.0,41.0,0.0,-0.03373838959332038,1.0
|
||||
B3,1,LONG,2026-03-10 02:00:00,2026-03-10 05:00:00,111732,68989.7,12,-0.0015509561572234697,0.00022177223556564112,-0.0053384780626673685,-0.002809114983830962,0.00022177223556564112,-0.0053384780626673685,-0.006937267447169524,0.00022177223556564112,-0.007533008550551707,0.002910579405331563,0.005409503157717704,-0.009518812228492038,0.017728733419626493,0.022688894139270107,-0.009518812228492038,-1.0,0.0,1.0,-0.0073138795361018,0.0,1.0,84.0,1.0,0.052166260988390896,1.0
|
||||
B3,1,LONG,2026-03-13 13:00:00,2026-03-13 18:45:00,112075,72421.2,23,-0.002071216715547381,0.0009638061783014216,-0.003238002131972406,-0.0006296498815262833,0.0009638061783014216,-0.003744759821709625,0.007899620553097793,0.011707897687417618,-0.003744759821709625,-0.008577598824653514,0.020005191849900347,-0.009958409968351768,-0.015379474518511195,0.020005191849900347,-0.022233821035829247,1.0,15.0,0.0,0.01786647926914964,1.0,1.0,59.0,0.0,0.04498166045729086,1.0
|
||||
S3,-1,SHORT,2026-03-14 21:30:00,2026-03-14 23:45:00,112191,70554.6,9,-0.0008376491398149981,0.0014031686098425898,-0.0015406507867665195,-0.001452775580897631,0.0014031686098425898,-0.0016993930941426097,-0.00039685576844032845,0.0014031686098425898,-0.002172785332210633,-0.00298633965751343,0.0014031686098425898,-0.003974227052523778,-0.0057572433264450095,0.0014031686098425898,-0.009457923367150949,1.0,19.0,0.0,0.0029083155650320657,0.0,-1.0,95.0,0.0,-0.044881548666576336,1.0
|
||||
B3,1,LONG,2026-03-15 21:15:00,2026-03-16 06:00:00,112312,71768.1,35,0.013202244451225543,0.018979184345133716,-0.0012080576189144152,0.00951815639539003,0.019950367921123566,-0.0012080576189144152,0.00995288993299235,0.019950367921123566,-0.0012080576189144152,0.010054606433777558,0.019950367921123566,-0.0012080576189144152,0.02385460949920647,0.03728536773301779,-0.0012080576189144152,1.0,8.0,0.0,0.0069182742897229855,1.0,1.0,24.0,0.0,0.007694457042323725,1.0
|
||||
B3,1,LONG,2026-03-17 18:45:00,2026-03-17 19:45:00,112463,73997.1,4,-0.002543342914790061,0.0020662971927277443,-0.004658290662742345,-0.002516314828554249,0.0020662971927277443,-0.00477856564649163,-0.0019446708046667873,0.0022987387343556876,-0.009011163951019741,0.0016608758991905651,0.011609914442592902,-0.009011163951019741,0.00882737296461614,0.011609914442592902,-0.009011163951019741,1.0,3.0,0.0,0.006598922624877651,1.0,-1.0,31.0,0.0,-0.02633985491895262,0.0
|
||||
S3,-1,SHORT,2026-03-19 02:00:00,2026-03-19 04:15:00,112593,70945.3,9,-0.004224381319128921,0.00045246126240929024,-0.00694619657679935,-0.0048939112245631085,0.00045246126240929024,-0.00694619657679935,-0.0024342697824943594,0.0006399296359309035,-0.00694619657679935,-0.0013362407375823754,0.0006399296359309035,-0.00694619657679935,0.0035675372434820322,0.004752957560261174,-0.009204274278916291,-1.0,5.0,0.0,-0.014381672814164907,1.0,-1.0,65.0,0.0,-0.05124169196410657,1.0
|
||||
S3,-1,SHORT,2026-03-19 17:45:00,2026-03-19 21:00:00,112660,69067.4,13,-0.011566962126850131,0.00019546124510260994,-0.01434251180730715,-0.0009729626422887158,0.00019546124510260994,-0.015596359498113607,0.0029681152034100027,0.0032229387525806864,-0.015596359498113607,-0.01060703023423505,0.0045955110515235,-0.015596359498113607,-0.015901858184903486,0.0045955110515235,-0.02298913814621664,-1.0,8.0,0.0,-0.020806691713333887,1.0,-1.0,20.0,0.0,-0.03534860464564115,1.0
|
||||
S3,-1,SHORT,2026-03-22 23:15:00,2026-03-23 02:00:00,112968,68690.4,11,0.0016028440655461503,0.005682016701023555,-0.00031445442157864594,0.00646232952494081,0.006535119900306217,-0.00031445442157864594,0.005237995411294568,0.008478622922562603,-0.00031445442157864594,0.005778099996505978,0.020241547581612486,-0.00031445442157864594,0.00800985290520942,0.020241547581612486,-0.00031445442157864594,-1.0,4.0,0.0,-0.004486956521739215,1.0,-1.0,8.0,0.0,-0.004486956521739215,1.0
|
||||
B3,1,LONG,2026-03-24 00:00:00,2026-03-24 02:00:00,113064,70939.1,8,0.0014293950726749307,0.003198518165581381,-0.0014477206505299847,0.0009035919542254027,0.004128893656671626,-0.002156779547527386,-0.0004905616225748975,0.004128893656671626,-0.006058717970766515,-0.005892378110238218,0.004128893656671626,-0.006512628437631714,-0.004718131467695694,0.004128893656671626,-0.00996770469318057,1.0,4.0,0.0,0.0123354077862625,1.0,1.0,72.0,1.0,0.05407280832095105,1.0
|
||||
S3,-1,SHORT,2026-03-27 04:30:00,2026-03-27 06:30:00,113370,68768.6,8,0.000873945376232842,0.0024517003399808315,-0.0029126665367622483,-0.00028210549582213655,0.0024517003399808315,-0.0029126665367622483,-0.0008913952007164368,0.004509325477034661,-0.0029126665367622483,-0.0008215959027812112,0.004509325477034661,-0.005439982782839715,0.014368476310409195,0.0175748815593164,-0.005439982782839715,1.0,14.0,1.0,0.009583679557459545,0.0,-1.0,90.0,0.0,-0.04487922899892901,1.0
|
||||
S3,-1,SHORT,2026-03-28 05:15:00,2026-03-28 06:30:00,113466,66002.0,5,-0.0022423562922335685,0.001068149450016666,-0.002796884942880607,-0.005487712493560757,0.001068149450016666,-0.005787703402927184,-0.0017226750704523665,0.001068149450016666,-0.007127056755855795,-0.0029241538135208025,0.0017272203872609922,-0.007127056755855795,-0.005739220023635691,0.0017272203872609922,-0.008058846701615014,-1.0,2.0,0.0,-0.002207171796577372,1.0,1.0,10.0,0.0,0.007648738187203249,0.0
|
||||
B3,1,LONG,2026-03-29 07:15:00,2026-03-29 11:30:00,113582,66887.9,17,-0.0015189593334518094,0.0004799074272029145,-0.0022545183807532957,-0.0027807720080911496,0.0004799074272029145,-0.0030588492089001344,-0.0014636429010328354,0.0004799074272029145,-0.00482748000759471,-0.0027433960402404624,0.0004799074272029145,-0.005479316886910787,-0.0038123487207701247,0.001478593288173328,-0.007660578370676822,1.0,10.0,0.0,0.009878671852352708,1.0,-1.0,30.0,0.0,-0.005886986504964119,0.0
|
||||
B3,1,LONG,2026-03-30 18:30:00,2026-03-30 21:15:00,113717,67838.1,11,-0.0028921800581091102,0.002511862802761194,-0.0067720057018107625,-0.010881790616187829,0.002511862802761194,-0.011412465856207818,-0.003654288666693329,0.002511862802761194,-0.011543660568323785,-0.017205670559759363,0.002511862802761194,-0.01901733686527196,-0.017187981385091856,0.002511862802761194,-0.024145723420909485,1.0,1.0,0.0,0.0074970334143730204,1.0,1.0,53.0,0.0,0.04497814172296843,1.0
|
||||
S3,-1,SHORT,2026-04-02 15:45:00,2026-04-02 17:00:00,113988,66394.4,5,-0.0005151036834433573,0.0009609244153119595,-0.0014052389960599527,0.0008645307435565979,0.0031071897629918843,-0.0014052389960599527,0.0014534358319376335,0.004959755642041925,-0.0014052389960599527,0.0005617943681995523,0.010818683503427826,-0.0014052389960599527,-0.009386333787187047,0.010818683503427826,-0.015145855674575054,-1.0,4.0,0.0,-0.007535296008131809,1.0,-1.0,36.0,0.0,-0.039746842033710206,1.0
|
||||
B3,1,LONG,2026-04-05 10:00:00,2026-04-05 11:00:00,114252,67159.0,4,-0.0006774966869667505,0.0,-0.0015038937446954243,-1.7868044491387448e-05,8.934022245802063e-06,-0.0018493426048630428,-0.001489003707619232,1.489003707619232e-05,-0.0022186155243526556,-0.0049568933426643366,1.489003707619232e-05,-0.008688336633958219,-0.006445897050283569,1.489003707619232e-05,-0.008688336633958219,1.0,0.0,0.0,0.0038714499252615843,1.0,-1.0,28.0,0.0,-0.005854532266540349,0.0
|
||||
B3,1,LONG,2026-04-06 21:00:00,2026-04-07 02:30:00,114410,69741.4,22,0.0009176758711468368,0.002127860926221853,-0.0028333242521657335,-0.0005247958888119721,0.002127860926221853,-0.0028333242521657335,-0.0007284052227226348,0.0028476629376526113,-0.0028333242521657335,-0.014196732500351174,0.0028476629376526113,-0.021707335958268608,-0.013182987436443694,0.0028476629376526113,-0.021707335958268608,-1.0,6.0,1.0,-0.008404364980627816,0.0,1.0,106.0,0.0,0.04755352945152487,1.0
|
||||
S3,-1,SHORT,2026-04-07 17:45:00,2026-04-07 19:00:00,114476,68309.3,5,-2.1958942632994334e-05,0.0012780104612403129,-0.0017684268467105196,-0.0012824022497667413,0.003945290026394649,-0.0019719130484428487,-2.927859017689972e-06,0.003945290026394649,-0.00445766535449785,0.0026892385077873305,0.00875869025154705,-0.00445766535449785,-0.02401722752246021,0.00875869025154705,-0.027678515224134885,-1.0,4.0,0.0,-0.013142345309813737,1.0,-1.0,12.0,0.0,-0.028766217609213336,1.0
|
||||
B3,1,LONG,2026-04-08 10:45:00,2026-04-08 14:30:00,114554,71779.0,15,1.3931651318630798e-05,0.001319327379874296,-0.0024937655860349127,-0.002326585770211343,0.001319327379874296,-0.0031652711795928765,0.00015324816450493876,0.0023126541188927124,-0.0031652711795928765,-0.004144666267292662,0.0023126541188927124,-0.005739840343275888,-0.005047437272739978,0.015039217598461945,-0.015427910670251664,1.0,10.0,0.0,0.008330289663697919,1.0,1.0,58.0,0.0,0.060078864586256296,1.0
|
||||
B3,1,LONG,2026-04-11 09:15:00,2026-04-11 10:30:00,114826,72957.2,5,-6.579199859647726e-05,0.0012514186399697755,-0.001058154644092661,-0.001673583964296756,0.0012514186399697755,-0.0025741119450856517,-0.003957114582248182,0.0012514186399697755,-0.004436847905347205,-0.0035513972575700724,0.0012514186399697755,-0.005356565219059982,-0.0005811626542684503,0.0012514186399697755,-0.005356565219059982,1.0,2.0,0.0,0.0047125249604075894,1.0,-1.0,10.0,1.0,-0.00670932607215797,0.0
|
||||
S3,-1,SHORT,2026-04-13 05:00:00,2026-04-13 06:30:00,115002,70784.9,6,0.001419794334667422,0.0031574530726185953,-0.001709404124325951,0.0010425952427705395,0.0035586685860966704,-0.001709404124325951,-0.004445863453928898,0.0035586685860966704,-0.006217427728230256,-0.002281560050236703,0.0035586685860966704,-0.0064999738644824796,0.0031405003044432975,0.0035586685860966704,-0.0064999738644824796,1.0,26.0,0.0,0.0030949529876073516,0.0,-1.0,58.0,1.0,-0.040509180815849616,1.0
|
||||
B3,1,LONG,2026-04-14 09:00:00,2026-04-14 12:30:00,115122,74349.8,14,-0.0005487573604771352,0.0007357114612278323,-0.00120511420340076,-0.002223274306050627,0.0007357114612278323,-0.003195704628660814,0.0052374048080827944,0.007400154405257271,-0.003195704628660814,0.0016718269585123686,0.007400154405257271,-0.003195704628660814,0.013124446871410587,0.02231613265940187,-0.003195704628660814,1.0,2.0,0.0,0.001846042731173059,1.0,1.0,66.0,0.0,0.0543483655783758,1.0
|
||||
B3,1,LONG,2026-04-17 10:45:00,2026-04-17 15:15:00,115421,74944.9,18,0.0010794597097335342,0.002549873306922897,-0.0006324646506966343,0.004759496643534272,0.005833619098831431,-0.0006324646506966343,0.010689186322218134,0.018748440520969484,-0.0006324646506966343,0.010445006931759239,0.018748440520969484,-0.0006324646506966343,0.029955340523504605,0.04476755589773295,-0.0006324646506966343,1.0,5.0,0.0,0.0058610998520967775,1.0,-1.0,13.0,1.0,-0.007352317880794779,0.0
|
||||
S3,-1,SHORT,2026-04-19 07:00:00,2026-04-19 09:30:00,115590,75512.0,10,0.0008237101387858497,0.0021056255959317725,-0.001827524102129463,0.0008197372603029211,0.0021056255959317725,-0.0023876999682170105,-0.0019321432355121594,0.00262209979870749,-0.0024896705159444857,0.001650068863227114,0.003678885475156305,-0.0031160610234135357,0.0005177984956034249,0.009107161775611784,-0.0031160610234135357,-1.0,6.0,0.0,-0.00436821710025807,1.0,-1.0,102.0,0.0,-0.0356066411238825,1.0
|
||||
S3,-1,SHORT,2026-04-20 09:45:00,2026-04-20 13:45:00,115703,74226.5,16,-0.006916667228011481,0.000266751092938545,-0.008534687746290072,-0.007204973964823923,0.000266751092938545,-0.008534687746290072,-0.007502711295830925,0.000266751092938545,-0.01768640579846824,-0.010329195098785436,0.000266751092938545,-0.01768640579846824,-0.019421635130310682,0.000266751092938545,-0.020525014651101695,-1.0,3.0,0.0,-0.006306762198517835,1.0,-1.0,55.0,0.0,-0.025898950131233597,1.0
|
||||
B3,1,LONG,2026-04-21 07:15:00,2026-04-21 09:00:00,115780,76081.0,7,-0.002549913907545905,0.001437941141677872,-0.0037118334406749933,-0.005302243661360842,0.001437941141677872,-0.005862173210131307,-0.007451269042204942,0.001437941141677872,-0.008515923818035964,-0.004505724162405895,0.001437941141677872,-0.008515923818035964,0.0036342845125589833,0.012066087459418251,-0.008515923818035964,1.0,4.0,0.0,0.006945823109155872,1.0,-1.0,4.0,0.0,-0.005879970208150945,0.0
|
||||
B3,1,LONG,2026-04-23 11:30:00,2026-04-23 13:00:00,115988,77940.0,6,0.0006658968437258684,0.001965614575314307,-0.002766230433666998,0.003824736977161994,0.004748524506030354,-0.002766230433666998,0.0014998716961764713,0.004748524506030354,-0.002766230433666998,-0.009928149858865832,0.004748524506030354,-0.01841673081857832,0.001566589684372669,0.004748524506030354,-0.01841673081857832,1.0,0.0,0.0,0.006837556048453288,1.0,-1.0,36.0,0.0,-0.0189315744423745,0.0
|
||||
S3,-1,SHORT,2026-04-29 05:00:00,2026-04-29 07:00:00,116540,76304.6,8,8.518490366242664e-05,0.0012934999986896154,-0.0004744143865507071,0.000369571428197142,0.0012934999986896154,-0.0005936732516779899,-0.0008138434642209155,0.0021741808488611267,-0.0028202755797159945,-0.007582766962935278,0.0021741808488611267,-0.010408284690569074,-0.009441108399755638,0.0021741808488611267,-0.014776304442982467,-1.0,4.0,0.0,-0.0018757848472163324,1.0,-1.0,76.0,0.0,-0.014788896061975393,1.0
|
||||
B3,1,LONG,2026-04-29 14:45:00,2026-04-29 18:15:00,116585,77847.6,14,-0.004014253490152555,9.50575226467377e-05,-0.004815819627066328,-0.004083619790462503,9.50575226467377e-05,-0.005235871112275854,-0.009474922797876952,9.50575226467377e-05,-0.011593164079560576,-0.021163144400084266,9.50575226467377e-05,-0.022251167666055362,-0.028435044882565496,9.50575226467377e-05,-0.038274783037627436,1.0,5.0,0.0,0.012480491103943473,1.0,1.0,41.0,0.0,0.029245487574634164,1.0
|
||||
S3,-1,SHORT,2026-04-30 10:00:00,2026-04-30 12:45:00,116659,75458.3,11,-0.002874435284123737,0.002449034764896677,-0.003481393034298375,-0.0013888465549847123,0.002449034764896677,-0.003481393034298375,-0.0052267278748659085,0.002449034764896677,-0.005388406576877444,-0.008009721925884816,0.002449034764896677,-0.01158653189907542,-0.010571401688084639,0.002449034764896677,-0.015531757275210282,-1.0,7.0,0.0,-0.01290731898750732,1.0,-1.0,3.0,0.0,-0.01290731898750732,1.0
|
||||
B3,1,LONG,2026-05-02 01:00:00,2026-05-02 02:15:00,116809,78554.9,5,-0.001285725015244116,5.0919802585036855e-06,-0.0027853132013405703,-0.0032410454344667396,5.0919802585036855e-06,-0.003575843136456086,-0.009123555627974794,5.0919802585036855e-06,-0.010657514680815546,-0.007076579564100956,5.0919802585036855e-06,-0.010657514680815546,-0.0040914061376183305,5.0919802585036855e-06,-0.010657514680815546,1.0,1.0,0.0,0.00606289582039272,1.0,1.0,137.0,0.0,0.04359303074787268,1.0
|
||||
B3,1,LONG,2026-05-05 04:45:00,2026-05-05 06:15:00,117113,80222.3,6,-0.004078666405725055,5.8587200815697e-05,-0.004543624403688251,-0.006108027319087087,5.8587200815697e-05,-0.006312459253848477,-0.0011393340754379858,5.8587200815697e-05,-0.006312459253848477,0.006519384260984788,0.008091266393508928,-0.006312459253848477,0.0072785247992141104,0.013162175604538815,-0.006312459253848477,1.0,5.0,0.0,0.004706530655695653,1.0,1.0,41.0,0.0,0.02680206788065272,1.0
|
||||
B3,1,LONG,2026-05-05 17:45:00,2026-05-05 19:30:00,117166,80990.3,7,0.002244713255784988,0.002589198953454884,-0.002052097596872676,0.002876887726061022,0.0033053340955644943,-0.002052097596872676,0.000807504108516627,0.008226911123924752,-0.002052097596872676,0.0004679572738956909,0.008226911123924752,-0.002052097596872676,0.0041288895089905105,0.009323338720809668,-0.002052097596872676,1.0,6.0,0.0,0.006333203281287628,1.0,-1.0,14.0,0.0,-0.0035421552150514428,0.0
|
||||
S3,-1,SHORT,2026-05-08 04:00:00,2026-05-08 05:00:00,117396,79742.3,4,0.0007348671909388847,0.0009217190876109668,-0.0018271356607471453,-0.001356870820129305,0.0026485315823596397,-0.0025582407329610506,-0.0028880531411810658,0.0026485315823596397,-0.0029808520697295797,0.001996431003369568,0.0036392228465945563,-0.004564704052930502,0.005720928541062862,0.007585685389059617,-0.004564704052930502,-1.0,4.0,0.0,-0.006140711659500182,1.0,1.0,4.0,0.0,0.003533786802413784,0.0
|
||||
B3,1,LONG,2026-05-09 18:00:00,2026-05-09 19:45:00,117551,80310.4,7,0.00010957484958365182,0.000966250946328319,-0.0009351217276964287,0.0008243017093677985,0.000966250946328319,-0.0009351217276964287,-0.00037977646730684943,0.001053412758497104,-0.0013721759572856952,0.0033084133561781743,0.006057745945730566,-0.0014991831693030315,0.005296947842371707,0.00912459656532657,-0.0014991831693030315,1.0,3.0,0.0,0.0023163864371579246,1.0,1.0,63.0,0.0,0.01482232168355291,1.0
|
||||
B3,1,LONG,2026-05-13 15:30:00,2026-05-13 17:00:00,117924,81199.8,6,0.0006859622806952368,0.0008399035465604237,-0.0013029588742829773,-0.0033226682824342288,0.0008399035465604237,-0.0033226682824342288,-0.006852233626191305,0.0008399035465604237,-0.008605932526927441,-0.018679848965145268,0.0008399035465604237,-0.021774684174099022,-0.02128453518358423,0.0008399035465604237,-0.03061583895526836,1.0,4.0,0.0,0.004363798285650709,1.0,1.0,4.0,0.0,0.017528602398466223,1.0
|
||||
S3,-1,SHORT,2026-05-14 02:30:00,2026-05-14 06:30:00,117978,79375.0,16,0.0006803149606299212,0.0016,-0.0011237795275590185,0.0010922834645668924,0.0023181102362204724,-0.0011237795275590185,-0.002654488188976341,0.0023181102362204724,-0.003589291338582604,0.0026255118110235487,0.005288818897637832,-0.003589291338582604,-0.0060346456692913384,0.006369763779527632,-0.007401574803149606,-1.0,6.0,0.0,-0.004441289315946196,1.0,-1.0,42.0,0.0,-0.023319740815206522,1.0
|
||||
B3,1,LONG,2026-05-15 07:45:00,2026-05-15 09:00:00,118084,81492.6,5,-0.00491455665913224,0.0007154023800932643,-0.005234831138042053,-0.0076006901240113665,0.0007154023800932643,-0.008144297764459737,-0.0066754527404942286,0.0007154023800932643,-0.009641366209938223,-0.013727626802924579,0.0007154023800932643,-0.015041856561209273,-0.010559240961756035,0.0007154023800932643,-0.015041856561209273,1.0,0.0,0.0,0.005983367054324475,1.0,-1.0,4.0,0.0,-0.006175685069330043,0.0
|
||||
S3,-1,SHORT,2026-05-15 15:45:00,2026-05-15 17:45:00,118119,80449.8,8,-0.0004748302668247415,0.0010590455165829758,-0.0014195187557955033,-0.0022660093623601664,0.0010590455165829758,-0.003482917297494799,-0.0005854582609278241,0.001649475822189702,-0.003482917297494799,0.016522104467630708,0.022868919500110663,-0.003482917297494799,0.01672595829946135,0.022868919500110663,-0.003482917297494799,-1.0,7.0,0.0,-0.006440553628260877,1.0,-1.0,39.0,0.0,-0.018892913328211285,1.0
|
||||
S3,-1,SHORT,2026-05-18 16:00:00,2026-05-18 18:15:00,118409,76785.0,9,0.0007475418375984135,0.0020576935599400923,-0.0010405678192354519,-0.0070782053786546855,0.0020576935599400923,-0.007683792407371231,-0.010612749886045375,0.0020576935599400923,-0.012665234095200886,0.009370319723904409,0.009788370124373325,-0.012665234095200886,-0.004090642703653133,0.010038418962036893,-0.012665234095200886,-1.0,5.0,0.0,-0.005291896338422276,1.0,-1.0,41.0,0.0,-0.022647691126885913,1.0
|
||||
B3,1,LONG,2026-05-20 19:45:00,2026-05-20 20:45:00,118611,77590.2,4,-0.006918399488595247,0.00034798209052174113,-0.008565514717064671,-0.0065549515273835,0.00034798209052174113,-0.009475423442651225,-0.0009034646127989266,0.0030364659454416385,-0.009475423442651225,-0.0006843647780259784,0.0030364659454416385,-0.009475423442651225,-0.001572363520135275,0.0030364659454416385,-0.009475423442651225,1.0,3.0,0.0,0.003934730824818321,1.0,1.0,35.0,0.0,0.014449892135712846,1.0
|
||||
S3,-1,SHORT,2026-05-23 11:45:00,2026-05-23 16:00:00,118880,74625.3,17,-0.0003979883497955397,0.004265309486193059,-0.0012515862582796206,-0.0005306511330606545,0.004265309486193059,-0.0012515862582796206,-0.0015865932867270775,0.004265309486193059,-0.0017983177287059092,-0.003662296834987637,0.004265309486193059,-0.004655257667305782,-0.013861250809041895,0.004265309486193059,-0.015433103786517402,-1.0,16.0,0.0,-0.013332681066773069,1.0,-1.0,112.0,0.0,-0.04404730489676393,1.0
|
||||
B3,1,LONG,2026-05-24 06:30:00,2026-05-24 09:30:00,118950,76797.9,12,-0.0010338824368894748,0.0017982262535825306,-0.0017240054741079402,-0.00010286739611362003,0.0017982262535825306,-0.0017240054741079402,0.00011068010974258411,0.0024115242734503374,-0.0017240054741079402,-0.0002226623384232026,0.0024115242734503374,-0.002433660295398627,0.005466295302345545,0.010444296002885572,-0.002433660295398627,-1.0,10.0,0.0,-0.00812507264907598,0.0,1.0,54.0,0.0,0.03496191559439149,1.0
|
||||
B3,1,LONG,2026-05-25 21:45:00,2026-05-25 23:00:00,119100,77668.4,5,-0.0010454702298489103,0.0006695129550756808,-0.001968625592905148,-0.0015308671222787412,0.0006695129550756808,-0.0025351365548922622,-0.0015089791987474583,0.0014999665243522462,-0.0025351365548922622,-0.0033733152736505454,0.0014999665243522462,-0.0045758635429594815,-0.01109975228020651,0.0014999665243522462,-0.014630145593317082,1.0,4.0,0.0,0.005483864286010077,1.0,1.0,60.0,0.0,0.021200168297044207,1.0
|
||||
S3,-1,SHORT,2026-05-26 14:45:00,2026-05-26 17:15:00,119173,76701.6,10,0.00019165180387386495,0.0020573234456647957,-0.0006336243311742032,-0.010055852811414473,0.0020573234456647957,-0.01104149065990793,-0.005896878291978111,0.0020573234456647957,-0.011712923850349851,-0.015924048520500146,0.0020573234456647957,-0.01793313307675459,0.010509559122625939,0.012914984824306218,-0.01793313307675459,1.0,21.0,0.0,0.0035010597378130914,0.0,-1.0,53.0,0.0,-0.015230863844062921,1.0
|
||||
S3,-1,SHORT,2026-05-27 09:00:00,2026-05-27 10:15:00,119241,75732.6,5,-0.0016399806688268603,0.0008160290284501378,-0.0027385828559958877,-9.771221376255639e-05,0.0008160290284501378,-0.0027385828559958877,0.0025048658041584683,0.006005339840438634,-0.0027385828559958877,-0.0013243966270798618,0.006005339840438634,-0.0027385828559958877,-0.002354336177550861,0.006005339840438634,-0.005584120973002302,1.0,5.0,0.0,0.0012083361977336259,0.0,-1.0,41.0,1.0,-0.030028010773965733,1.0
|
||||
S3,-1,SHORT,2026-05-28 04:15:00,2026-05-28 06:15:00,119321,74563.6,8,0.0019218492669345754,0.003179835737544939,-0.0010071938586655052,0.0028485749078640075,0.004742260298590811,-0.0010071938586655052,0.00029505013169964966,0.004742260298590811,-0.0010071938586655052,0.011415757822852056,0.015117295838720388,-0.0010071938586655052,0.017740559736922613,0.02542393339377406,-0.0010071938586655052,-1.0,5.0,0.0,-0.01097478478863517,1.0,-1.0,9.0,0.0,-0.020903283413541952,1.0
|
||||
B3,1,LONG,2026-05-31 07:30:00,2026-05-31 09:15:00,119621,74072.2,7,0.0008464714157267786,0.0016578419434012074,-0.0007438688198810251,-0.0017334438561294816,0.0018792475449628484,-0.0031482796514751433,0.0004779120911760246,0.0018792475449628484,-0.0031482796514751433,-0.0010476265049504574,0.0018792475449628484,-0.0031482796514751433,-0.0017293937536618498,0.0018792475449628484,-0.005011326786567661,1.0,5.0,0.0,0.004368813559321994,1.0,1.0,5.0,0.0,0.004368813559321994,1.0
|
||||
S3,-1,SHORT,2026-06-01 01:45:00,2026-06-01 03:30:00,119694,73490.3,7,-0.0022057332736427973,6.939691360636466e-05,-0.003159600654780251,-0.0030017566944207773,6.939691360636466e-05,-0.003298394481992782,-0.0052945762910206005,6.939691360636466e-05,-0.006187211101328979,-0.005682382572938079,0.0002653411402593267,-0.009383551298606636,0.0013144591871308978,0.00434479108127199,-0.009383551298606636,-1.0,2.0,0.0,-0.0028994355801584323,1.0,-1.0,62.0,0.0,-0.010231649831649793,1.0
|
||||
S3,-1,SHORT,2026-06-01 17:15:00,2026-06-01 18:30:00,119754,72680.0,5,0.0005077050082552859,0.0007980187121629059,-0.0014722069345074298,0.0031260319207484463,0.0067694001100715466,-0.0014722069345074298,0.011818932305998899,0.013481012658227888,-0.0014722069345074298,0.01960649422124381,0.02259768849752331,-0.0014722069345074298,0.015378370941111682,0.027918271876719948,-0.0014722069345074298,-1.0,2.0,0.0,-0.0055278857205407475,1.0,-1.0,42.0,0.0,-0.0202197630355392,1.0
|
||||
S3,-1,SHORT,2026-06-03 05:30:00,2026-06-03 07:15:00,119901,66417.8,7,-0.005560256437280411,0.00306393767935704,-0.007079427502868163,-0.00934839756812171,0.00306393767935704,-0.011712221723694464,-0.00712158487634339,0.00306393767935704,-0.011712221723694464,-0.002008497721996124,0.015940004035062953,-0.011712221723694464,-0.005774054545618795,0.015940004035062953,-0.01620047637832027,-1.0,5.0,0.0,-0.02182771992300418,1.0,-1.0,189.0,0.0,-0.10463885769595256,1.0
|
||||
S3,-1,SHORT,2026-06-04 12:15:00,2026-06-04 15:15:00,120029,63664.2,12,0.005417487379092083,0.005819597199053786,-0.0054944537118192475,0.004426349502546103,0.007274103813446153,-0.0054944537118192475,0.006703924654672416,0.015679141495534336,-0.0054944537118192475,0.006645807219756135,0.023771601622261714,-0.0054944537118192475,0.0072175571200140745,0.023771601622261714,-0.012558078166379221,-1.0,1.0,0.0,-0.012651985111662576,1.0,1.0,13.0,1.0,0.037809235664636516,0.0
|
||||
S3,-1,SHORT,2026-06-06 05:15:00,2026-06-06 07:30:00,120190,60784.6,9,-0.008140219726707141,0.002099215919821773,-0.0117694284407564,-0.007465706774413304,0.002099215919821773,-0.0117694284407564,-0.001059478881164003,0.002099215919821773,-0.0117694284407564,0.016953307252165845,0.021934832177887092,-0.0117694284407564,-0.0046821069810445174,0.021934832177887092,-0.0117694284407564,-1.0,6.0,0.0,-0.019367557687250646,1.0,-1.0,94.0,0.0,-0.05707242991016648,1.0
|
||||
B3,1,LONG,2026-06-07 20:30:00,2026-06-08 02:00:00,120360,62246.9,22,-0.0039407584956038435,0.00030684258975143414,-0.004143178214497452,-0.012704247119133691,0.00030684258975143414,-0.016175905948729998,-0.007814043751576407,0.00030684258975143414,-0.01761854807227355,0.011775686821351746,0.032179915786970895,-0.01761854807227355,0.011801390912639802,0.032179915786970895,-0.01761854807227355,-1.0,0.0,0.0,-0.00128515731544914,0.0,-1.0,24.0,0.0,-0.011049785200437225,0.0
|
||||
B3,1,LONG,2026-06-08 13:30:00,2026-06-08 15:45:00,120415,63259.9,9,-0.0019491020377838553,0.0,-0.004808733494678372,0.0007350628123028965,0.0009500489251484518,-0.004808733494678372,-0.0021877998542520847,0.004660140151976144,-0.004808733494678372,0.009241241291876822,0.01088051040232431,-0.009508393152692305,0.004098963166239524,0.0145368551009407,-0.009508393152692305,1.0,7.0,0.0,0.014154255574971568,1.0,-1.0,15.0,0.0,-0.015410116731517487,0.0
|
||||
S3,-1,SHORT,2026-06-10 04:15:00,2026-06-10 06:00:00,120568,61803.8,7,0.0018736711982111603,0.0026859189888000412,-0.0022911212579161564,0.0023655503383287818,0.0030871888136328658,-0.0022911212579161564,0.0050563233975904395,0.006459149761018001,-0.0022911212579161564,0.00650121837168593,0.009753445581016101,-0.002323481727660735,0.0035839220242121035,0.012266236056682693,-0.002323481727660735,-1.0,4.0,0.0,-0.007218906016076189,1.0,1.0,8.0,0.0,0.017262776726195424,0.0
|
||||
B3,1,LONG,2026-06-11 23:15:00,2026-06-12 02:45:00,120747,63426.0,14,0.003585280484343983,0.007714501939267854,-0.001191940213792428,0.0011651373253870883,0.007714501939267854,-0.001191940213792428,0.00037524043767544715,0.007714501939267854,-0.0029987702204142953,0.002710245009932858,0.007714501939267854,-0.0029987702204142953,0.003853309368397841,0.007714501939267854,-0.0029987702204142953,1.0,3.0,0.0,0.017828773168578994,1.0,-1.0,11.0,0.0,0.0030062037545128405,0.0
|
||||
B3,1,LONG,2026-06-13 04:45:00,2026-06-13 10:00:00,120872,63762.2,21,-0.0023556276289086182,0.00020231422378778424,-0.003832991960754086,-0.004430524668220357,0.00020231422378778424,-0.0063078124656927945,-0.00277750767696219,0.00020231422378778424,-0.0063078124656927945,-0.00108685083011558,0.00020231422378778424,-0.0063078124656927945,0.0022113415158197176,0.002943750372477806,-0.0063078124656927945,-1.0,0.0,0.0,-0.001037155874187734,0.0,1.0,8.0,0.0,0.006470167618223713,1.0
|
||||
B3,1,LONG,2026-06-14 02:00:00,2026-06-14 03:45:00,120943,64264.2,7,-0.0007484727110895109,1.5560763225220382e-06,-0.0010721365861551871,-0.000894743885398091,0.0003345564093227645,-0.0011546086312441,0.003414031451414652,0.007372689615680316,-0.0011608329365338486,0.003969550698522752,0.007372689615680316,-0.0011608329365338486,0.000838725137790581,0.007372689615680316,-0.0011608329365338486,1.0,7.0,0.0,0.0062837735210896405,1.0,-1.0,15.0,0.0,-0.0009141364675155529,0.0
|
||||
B3,1,LONG,2026-06-15 17:45:00,2026-06-15 19:30:00,121102,66118.5,7,0.0018875201343043612,0.0027450713491685382,-0.000939222759137092,0.006200987620711299,0.006828648562807686,-0.000939222759137092,0.004505546859048438,0.012049577652245545,-0.000939222759137092,0.015286190703055832,0.017194884941430826,-0.000939222759137092,0.004293805818341223,0.017194884941430826,-0.000939222759137092,1.0,6.0,0.0,0.009920725839710397,1.0,1.0,62.0,0.0,0.03878240377062058,1.0
|
||||
S3,-1,SHORT,2026-06-18 09:15:00,2026-06-18 11:30:00,121358,64298.0,9,0.006004852405984611,0.007978475224734828,-0.0012893091542505437,0.006966002052941016,0.007978475224734828,-0.0012893091542505437,0.0057668978817382015,0.009920992876916878,-0.0012893091542505437,-0.002912998849108882,0.009920992876916878,-0.005186786525241843,0.006967557311269402,0.009920992876916878,-0.005186786525241843,-1.0,2.0,0.0,-0.007440568076566841,1.0,1.0,14.0,0.0,0.006524611309743758,0.0
|
||||
S3,-1,SHORT,2026-06-19 04:15:00,2026-06-19 06:30:00,121434,62785.5,9,-0.0010257145359995772,0.0010910162378256127,-0.0018794148330426612,-0.0022075160666077125,0.0010910162378256127,-0.002777711414259685,-0.0024607592517380604,0.0010910162378256127,-0.004478741110606702,0.001841189446607872,0.008732908075909294,-0.004817991415215297,0.002648700735042373,0.008732908075909294,-0.004817991415215297,-1.0,6.0,0.0,-0.007607465526943087,1.0,1.0,10.0,0.0,0.008892516884373201,0.0
|
||||
B3,1,LONG,2026-06-20 11:00:00,2026-06-20 13:30:00,121558,63609.6,10,0.000984128181909626,0.0018031869403361187,-0.0008756539893348974,0.001578378106449364,0.0018927960559412644,-0.0008756539893348974,-0.001355141362310046,0.0025876597243183193,-0.0027543012375490037,-0.000550231411610826,0.0025876597243183193,-0.003923936009658896,0.00749886809538183,0.011968319247409242,-0.00744227286447331,1.0,6.0,0.0,0.005153001967337435,1.0,1.0,54.0,0.0,0.022051120551695794,1.0
|
||||
B3,1,LONG,2026-06-21 16:45:00,2026-06-21 19:00:00,121676,64386.3,9,-0.00367158852116058,0.0,-0.004799157584765703,-0.006218714229579918,0.0,-0.006670673730281131,-0.005687545331848613,0.0,-0.007304348906522084,-0.004153057405069114,0.0,-0.007304348906522084,-0.012187375264613812,0.0,-0.01387562260915756,1.0,8.0,0.0,0.008063089368777525,1.0,1.0,76.0,0.0,0.019800051317627698,1.0
|
||||
S3,-1,SHORT,2026-06-24 09:45:00,2026-06-24 11:15:00,121933,62642.5,6,4.150536776148054e-05,0.0007550784211997112,-0.002578121882108792,0.00020273775791191428,0.0022748134253901104,-0.002578121882108792,-0.0034704872889811463,0.0022748134253901104,-0.006561040826914635,-0.0006545077223929441,0.0022748134253901104,-0.006561040826914635,0.013058227241888494,0.015963602985193757,-0.009052959252903357,-1.0,5.0,0.0,-0.007107205635044063,1.0,-1.0,141.0,0.0,-0.04504308110712038,1.0
|
||||
S3,-1,SHORT,2026-06-25 06:00:00,2026-06-25 09:00:00,122020,60745.4,12,-0.0024281674003299013,0.0009646820993852793,-0.0035410088665149713,-0.0025697419063830107,0.0009646820993852793,-0.0035410088665149713,0.000441185670026091,0.0016034135918110912,-0.0035410088665149713,-0.015403635501618182,0.0016034135918110912,-0.017360985358562106,-0.009625420196426348,0.0016034135918110912,-0.01951917346827903,-1.0,0.0,0.0,-0.008335509990858015,1.0,1.0,4.0,0.0,0.028537080934642762,0.0
|
||||
S3,-1,SHORT,2026-06-26 05:45:00,2026-06-26 09:30:00,122118,59293.3,15,0.007349902940129878,0.016320562356961145,-0.0023442783586003816,0.012772100726389034,0.016320562356961145,-0.0023442783586003816,-0.00999269731993328,0.016954698085618492,-0.014038685652510386,-0.01801889926855132,0.016954698085618492,-0.018830120772498748,-0.0021233427722861463,0.016954698085618492,-0.02429785490097527,-1.0,6.0,0.0,-0.01579716159017341,1.0,-1.0,6.0,0.0,-0.01579716159017341,1.0
|
||||
B3,1,LONG,2026-07-03 00:30:00,2026-07-03 02:45:00,122763,61733.5,9,-0.002910899268630437,0.00010043169429883434,-0.0042391894190349985,-0.005186811050726057,0.00010043169429883434,-0.005826658135372157,-0.003541027157054088,0.00010043169429883434,-0.006887670389658728,-0.0031247215855249007,0.00010043169429883434,-0.006887670389658728,-0.005070180696056436,0.00010043169429883434,-0.008172224157062211,1.0,3.0,0.0,0.01014009929017664,1.0,1.0,43.0,0.0,0.03657963227268911,1.0
|
||||
B3,1,LONG,2026-07-04 10:30:00,2026-07-04 12:30:00,122898,62659.7,8,-0.002630079620553492,0.0009623410262098751,-0.0033402649549869475,-0.0034168692157798162,0.0009623410262098751,-0.00421323434360522,-0.0022598256933882314,0.0009623410262098751,-0.005699037818565977,-0.0037216903368512315,0.0009623410262098751,-0.005699037818565977,-5.585727349476618e-05,0.0015288933716567892,-0.005699037818565977,1.0,6.0,0.0,0.004458045321056186,1.0,1.0,98.0,0.0,0.023366378676770765,1.0
|
||||
B3,1,LONG,2026-07-07 13:15:00,2026-07-07 15:00:00,123196,63364.8,7,-0.004769209403328099,0.000214630204782443,-0.004968057975405949,-0.004808663485089582,0.000214630204782443,-0.005682965936924062,-0.0015781632704593086,0.000214630204782443,-0.006413655531146653,0.0067892583895159,0.007941317576951195,-0.006413655531146653,0.009950319420245941,0.013718973310102701,-0.0114700906496983,1.0,4.0,0.0,0.00986842105263165,1.0,-1.0,28.0,1.0,-0.020514160196253295,0.0
|
||||
S3,-1,SHORT,2026-07-08 20:00:00,2026-07-08 21:15:00,123317,61806.6,5,-0.0033896056408215304,0.0030999925574291183,-0.005112722589496915,-0.0013024499001724735,0.0030999925574291183,-0.005586781994156011,0.0021373121964320726,0.0046370452346512925,-0.005586781994156011,-0.0058230027213922375,0.0046370452346512925,-0.009159216006057583,-0.0069054113961939815,0.0046370452346512925,-0.009159216006057583,-1.0,1.0,0.0,-0.00941595439312371,1.0,-1.0,69.0,0.0,-0.03779145344918042,1.0
|
||||
B3,1,LONG,2026-07-09 19:30:00,2026-07-09 23:15:00,123421,62961.7,15,-0.002190220403832714,0.0015930319543468953,-0.0028461747379755803,-0.004058022575629311,0.0015930319543468953,-0.006932786122356926,0.0024300487439189223,0.00292717636277297,-0.006932786122356926,0.004667917162338398,0.00830981374391105,-0.006932786122356926,0.006548425471358031,0.00830981374391105,-0.006932786122356926,1.0,5.0,0.0,0.008540970870676007,1.0,-1.0,13.0,0.0,-0.005132216191446879,0.0
|
||||
B3,1,LONG,2026-07-10 15:00:00,2026-07-10 17:45:00,123495,64360.4,11,0.001389052895880098,0.0018318717720834776,-0.0017992430127843038,0.0009073902586062463,0.0018318717720834776,-0.0017992430127843038,0.0016392067171739143,0.003534782257412943,-0.0017992430127843038,-0.007186095798037302,0.004965786415249106,-0.009204417623259045,-0.00714725203696683,0.004965786415249106,-0.009979739094225688,1.0,7.0,0.0,0.009329496357748336,1.0,1.0,39.0,0.0,0.030945801997485145,1.0
|
||||
S3,-1,SHORT,2026-07-13 17:00:00,2026-07-13 21:45:00,123799,62300.1,19,-0.004752801359869383,0.0038330596580101097,-0.005884420731266861,-0.0075762318198526165,0.0038330596580101097,-0.008698220388089288,-0.00036276025239122484,0.0038330596580101097,-0.010672535036059356,0.0048603453284986,0.00793096640294315,-0.010672535036059356,-0.00011075423634956373,0.00793096640294315,-0.010672535036059356,-1.0,11.0,0.0,-0.015173885551691454,1.0,-1.0,7.0,0.0,-0.015173885551691454,1.0
|
||||
S3,-1,SHORT,2026-07-14 04:00:00,2026-07-14 05:30:00,123830,61958.5,6,-0.002805103415996238,0.001105578734152699,-0.0038816304461857533,0.000978074033425576,0.0012169435993447462,-0.0038816304461857533,-0.007350081102673587,0.0016785428956478934,-0.008210334336693062,-0.009661305551296408,0.0016785428956478934,-0.010988000032279718,-0.009546712718997393,0.0016785428956478934,-0.01435638370845001,-1.0,2.0,0.0,-0.00546557729658582,1.0,-1.0,38.0,0.0,-0.020573822320581726,1.0
|
||||
B3,1,LONG,2026-07-14 16:00:00,2026-07-14 18:45:00,123883,62767.5,11,0.0009750268849324426,0.0020472378221213206,-0.0013828812681722692,0.0008427928466165046,0.0020472378221213206,-0.0013828812681722692,0.018519138088979193,0.0222200979806428,-0.0013828812681722692,0.03122635121679213,0.034771179352371846,-0.0013828812681722692,0.02821683195921454,0.034771179352371846,-0.0013828812681722692,1.0,7.0,0.0,0.0049505029755852635,1.0,1.0,43.0,0.0,0.015556742063877294,1.0
|
||||
S3,-1,SHORT,2026-07-17 19:45:00,2026-07-17 21:30:00,124182,62540.0,7,-0.010817077070674768,0.0005532459226095066,-0.01528621682123441,-0.009633834346018548,0.0005532459226095066,-0.01528621682123441,-0.014317236968340285,0.0005532459226095066,-0.016005756315957787,-0.025239846498241125,0.0005532459226095066,-0.02645666773265108,-0.022515190278221915,0.0005532459226095066,-0.029048608890310156,-1.0,2.0,0.0,-0.012589717923375468,1.0,-1.0,70.0,0.0,-0.03319956220357532,1.0
|
||||
B3,1,LONG,2026-07-18 08:00:00,2026-07-18 20:00:00,124272,64100.1,48,0.0012683287545573706,0.0021466425169383283,-0.0012589683947450486,-0.0011482041369670023,0.0021466425169383283,-0.0027285448852654125,0.000786270224227442,0.0021466425169383283,-0.0027285448852654125,0.003116999817473029,0.0031185598774417117,-0.0027285448852654125,0.010379078971795722,0.011502322149263463,-0.0027285448852654125,1.0,8.0,0.0,0.002943109275253451,1.0,1.0,16.0,0.0,0.0037660743255516793,1.0
|
||||
B3,1,LONG,2026-07-19 20:30:00,2026-07-20 05:00:00,124404,64511.0,34,-0.0018182945544171212,5.890468292233744e-05,-0.0031932538636821627,0.0033405155709878937,0.005640898451426911,-0.0031932538636821627,0.0032397575607260778,0.005640898451426911,-0.0031932538636821627,0.004394599370649966,0.008891506874796524,-0.0031932538636821627,-0.008827951822169862,0.008891506874796524,-0.012011904946443264,-1.0,8.0,0.0,-0.0034294718304419694,0.0,1.0,20.0,0.0,0.003913818190306491,1.0
|
||||
B3,1,LONG,2026-07-21 03:45:00,2026-07-21 05:30:00,124502,65328.3,7,-0.0021491451637345753,0.0003949283847887613,-0.0033415839689690825,-0.003208410443865917,0.0003949283847887613,-0.00408858029368598,-0.002692554375362614,0.0003949283847887613,-0.00408858029368598,-2.6022412951268676e-05,0.0046855650613897995,-0.00408858029368598,0.010517647022806215,0.012196858023245712,-0.00408858029368598,1.0,2.0,0.0,0.004874529697868396,1.0,1.0,54.0,0.0,0.024981133141186933,1.0
|
||||
B3,1,LONG,2026-07-22 02:30:00,2026-07-22 03:45:00,124591,66409.5,5,0.0002680339409271702,0.000844758656517604,-0.001252832802535738,-0.000614369932012783,0.000844758656517604,-0.002076510137856695,-0.0023776718692354887,0.000844758656517604,-0.003576295560123175,0.002743583372860767,0.004540013100535315,-0.003576295560123175,-0.006851429388867556,0.004540013100535315,-0.00753506651909733,-1.0,19.0,1.0,-0.007689307738169147,0.0,1.0,143.0,0.0,0.041944831892757814,1.0
|
||||
S3,-1,SHORT,2026-07-22 19:00:00,2026-07-22 21:15:00,124661,65590.6,9,-0.004313118038255392,0.0002927248721617372,-0.009144603037630214,-0.000769927398133269,0.0005229407872469974,-0.009144603037630214,-0.006467390144319416,0.0005229407872469974,-0.009144603037630214,-0.004188100124103104,0.0005229407872469974,-0.011785225321921129,-0.0052995398730914375,0.0005229407872469974,-0.011785225321921129,-1.0,1.0,0.0,-0.008314119185672835,1.0,-1.0,5.0,0.0,-0.016794831437094246,1.0
|
||||
S3,-1,SHORT,2026-07-24 06:30:00,2026-07-24 08:30:00,124802,64824.9,8,-0.0027412306073745906,1.5426171116121244e-06,-0.004243739674106686,-0.003521794865861662,1.5426171116121244e-06,-0.00495951401390515,-0.00722561855089636,1.5426171116121244e-06,-0.007261098744463888,-0.006914009894346109,1.5426171116121244e-06,-0.009488637853664232,-0.0025468608513086566,1.5426171116121244e-06,-0.01473353603322178,-1.0,2.0,0.0,-0.005653937892581293,1.0,1.0,2.0,0.0,0.0029225199579182106,0.0
|
||||
B3,1,LONG,2026-07-24 13:45:00,2026-07-24 15:15:00,124829,65613.7,6,-0.0031030104993316726,0.0008885339494648665,-0.004201866378515418,-0.0030649087004695446,0.0008885339494648665,-0.005072111464526397,-0.008010522192773744,0.0008885339494648665,-0.010577059364126699,-0.009455342405625566,0.0008885339494648665,-0.012067601735613076,-0.023476804386888626,0.0008885339494648665,-0.029684349457506545,1.0,5.0,0.0,0.00614448039501322,1.0,1.0,29.0,0.0,0.015126245435979905,1.0
|
||||
S3,-1,SHORT,2026-07-24 23:30:00,2026-07-25 14:45:00,124923,63982.9,61,-0.0002375634739906614,0.00025162973231908126,-0.00035321937580194934,0.000733008350668717,0.0013347316236057049,-0.00035321937580194934,0.001137804007008168,0.003475928724706155,-0.00035321937580194934,-0.0007564521145493789,0.003475928724706155,-0.00149414921799416,-0.003094576832247366,0.003475928724706155,-0.0040745261624589866,-1.0,7.0,0.0,-0.0030865832567270463,1.0,1.0,11.0,0.0,0.0049775390318223455,0.0
|
||||
B3,1,LONG,2026-07-27 04:45:00,2026-07-27 07:00:00,125084,65382.2,9,-0.00010859224681944849,0.001319931112749386,-0.0020892536500759923,-0.0033541239052830227,0.001319931112749386,-0.004868297487695361,-0.004830060781068787,0.001319931112749386,-0.00780334708835122,-0.0013734625020264788,0.001319931112749386,-0.00780334708835122,-0.004436987436947649,0.005204780506009326,-0.00780334708835122,1.0,8.0,0.0,0.012009664692142936,1.0,1.0,140.0,0.0,0.02543424220324491,1.0
|
||||
B3,1,LONG,2026-07-27 17:00:00,2026-07-27 18:45:00,125131,65314.7,7,-0.0028278473299272154,1.5310489063843327e-06,-0.003409645914319397,-0.003876615830739437,1.5310489063843327e-06,-0.004176701416373277,-0.006004773810489784,1.5310489063843327e-06,-0.007711893341008948,-0.012211646076610603,0.0057399023497008905,-0.01439645286589383,-0.005730716056262918,0.0057399023497008905,-0.01439645286589383,1.0,3.0,0.0,0.003817644464184903,1.0,1.0,187.0,0.0,0.02437559303957775,1.0
|
||||
S3,-1,SHORT,2026-07-28 15:00:00,2026-07-28 17:00:00,125220,63399.7,8,0.0005031569550012726,0.0009779226084666015,-0.0024810842953516014,0.00070662794934354,0.002148275149566908,-0.0024810842953516014,0.0003738188035589615,0.002148275149566908,-0.0026703596389257823,0.004277622764776444,0.011665670342288664,-0.0026703596389257823,-0.005356492223149413,0.011665670342288664,-0.01080131293996664,1.0,20.0,0.0,0.006009108075086036,0.0,-1.0,68.0,0.0,-0.03534253870440113,1.0
|
||||
B3,1,LONG,2026-07-29 02:30:00,2026-07-29 04:15:00,125265,63880.0,7,0.0002363807138384243,0.001424546023794615,-0.00041640576080148004,0.0020335003130870608,0.0025375704445835716,-0.00041640576080148004,-0.0019630557294928216,0.0026283656856606365,-0.002194740137758251,0.00016906700062621963,0.004618033813400126,-0.00554164057608015,0.007824045084533545,0.00790544771446462,-0.00554164057608015,1.0,5.0,0.0,0.006345585501565962,1.0,1.0,1.0,0.0,0.01946852941505043,1.0
|
||||
S3,-1,SHORT,2026-08-01 02:00:00,2026-08-01 03:30:00,125550,62973.4,6,-1.4291748579582096e-05,0.0009591351268948708,-0.0008940282722545652,0.0007098235127848324,0.001149691774622324,-0.0008940282722545652,2.3819580965931647e-05,0.002529639498581987,-0.0010099502329554788,3.175944128790886e-05,0.002529639498581987,-0.0010099502329554788,-0.00015879720643954432,0.002529639498581987,-0.0023073234095665096,-1.0,2.0,0.0,-0.004777505424673226,1.0,-1.0,78.0,0.0,-0.03351289961170709,1.0
|
||||
B3,1,LONG,2026-08-04 08:45:00,2026-08-04 10:45:00,125867,63802.3,8,4.0750882021471717e-05,0.0006488794291113984,-0.0027930027600886545,-0.0003824313543555868,0.0006488794291113984,-0.0027930027600886545,-0.0001849463107129823,0.0068571195709245586,-0.0027930027600886545,-0.0021284499148150286,0.0068571195709245586,-0.005051542029049155,0.0011410246966017782,0.0068571195709245586,-0.005854020936549309,1.0,7.0,0.0,0.008091300074893204,1.0,-1.0,27.0,0.0,-0.004004133702161139,0.0
|
||||
B3,1,LONG,2026-08-05 12:45:00,2026-08-05 14:30:00,125978,64263.7,7,-0.0033238048851839926,1.5560884294838418e-06,-0.003792187502431343,-0.0019093205028654916,1.5560884294838418e-06,-0.004688494437761841,-0.0026080042076630904,1.5560884294838418e-06,-0.004688494437761841,-0.0029985824034407774,1.5560884294838418e-06,-0.004688494437761841,0.006074969228351331,0.007419429631347136,-0.006484220485281692,1.0,2.0,0.0,0.003961874766638367,1.0,-1.0,26.0,0.0,-0.0038627933328063747,0.0
|
||||
B3,1,LONG,2026-08-06 10:30:00,2026-08-06 12:30:00,126066,64632.0,8,0.003550872632751578,0.005255910384948587,-0.0004889218962742689,0.0038293724470850354,0.005255910384948587,-0.0004889218962742689,0.004329124891694562,0.005255910384948587,-0.0004889218962742689,-6.188884762988229e-06,0.005255910384948587,-0.0005384329743780621,0.0023687956430251044,0.005255910384948587,-0.008061022403762842,1.0,2.0,0.0,0.003816029186333072,1.0,-1.0,18.0,0.0,-0.00599796991787395,0.0
|
||||
|
@@ -1,139 +0,0 @@
|
||||
entry_idx,direction,bo_idx,pb_idx,lag,depth,zg,zd,width_pct,h1_dir,h1_age_bars,h1_div,h1_dist,h1_agree,h2_dir,h2_age_bars,h2_div,h2_dist,h2_agree
|
||||
1896,1,1890,1891,6,0.0017325800376647492,21240.0,20670.7,0.02671616015617664,1.0,28.0,0.0,0.025315970157841237,1.0,1.0,24.0,0.0,0.025315970157841237,1.0
|
||||
3419,-1,3410,3411,9,-0.00016288878982199137,23465.4,23328.8,0.0058589645159492585,-1.0,15.0,0.0,-0.010518670426386427,1.0,-1.0,11.0,0.0,-0.011785287591739236,1.0
|
||||
6505,-1,6498,6499,7,-0.0008491879350347691,21798.0,21550.0,0.01152459199226737,-1.0,13.0,0.0,-0.023324015946478486,1.0,-1.0,9.0,0.0,-0.023324015946478486,1.0
|
||||
7198,1,7190,7192,8,-0.0011348088531187416,24850.0,24147.2,0.028035854618855157,1.0,2.0,0.0,0.0172096331673611,1.0,1.0,78.0,0.0,0.03753653531228629,1.0
|
||||
7625,1,7618,7619,7,-0.0007971014492753623,27600.0,27050.0,0.019922122611609163,1.0,9.0,1.0,0.027323365581940727,1.0,1.0,9.0,0.0,0.027323365581940727,1.0
|
||||
8122,-1,8120,8121,2,0.00044162060516273914,28439.0,28078.4,0.012854790066947524,1.0,38.0,0.0,0.012847653645330375,0.0,1.0,42.0,0.0,0.024528413153568875,0.0
|
||||
8229,-1,8219,8225,10,7.32547066149e-05,27648.4,27302.0,0.012861545316154957,-1.0,21.0,1.0,-0.03570969171180692,1.0,1.0,37.0,0.0,-0.02396383363471966,0.0
|
||||
9353,-1,9336,9337,17,-0.0005298813990291953,28649.9,28119.5,0.018879274443570456,-1.0,9.0,0.0,-0.005406058195044225,1.0,1.0,41.0,0.0,0.006415578534228998,0.0
|
||||
10225,-1,10221,10222,4,-0.00031898890590163054,29913.6,29781.6,0.0044362292051756,-1.0,9.0,0.0,-0.013442046427043169,1.0,-1.0,65.0,0.0,-0.03430955497382199,1.0
|
||||
10408,-1,10401,10402,7,0.0002281239359891293,29524.0,29370.0,0.005263049971634211,-1.0,16.0,1.0,-0.03879723941451326,1.0,-1.0,40.0,0.0,-0.04268308702791464,1.0
|
||||
10818,1,10814,10816,4,-0.001179357232052201,27387.8,27166.0,0.008089310657976771,-1.0,10.0,0.0,-0.004060730643009072,0.0,1.0,34.0,0.0,0.008254747118505537,1.0
|
||||
12871,1,12869,12870,2,-0.00034106791329449696,26974.1,26674.9,0.011091381566509257,-1.0,15.0,0.0,0.009065876974231061,0.0,1.0,7.0,1.0,0.023892005874157473,1.0
|
||||
13001,-1,12994,12996,7,-0.00032352941176467913,27550.0,27200.0,0.012876262793486819,-1.0,5.0,0.0,-0.00944115684419708,1.0,1.0,9.0,0.0,0.006883571854502114,0.0
|
||||
13613,-1,13592,13594,21,-0.001380190555341216,27144.4,26952.8,0.007130257448439686,-1.0,1.0,0.0,-0.003453705491763098,1.0,-1.0,157.0,0.0,-0.01661536206391093,1.0
|
||||
14185,1,14175,14180,10,-0.0013181083859598126,27236.0,27127.8,0.003968588730235025,1.0,21.0,0.0,0.018780209514173724,1.0,1.0,9.0,0.0,0.018780209514173724,1.0
|
||||
14907,-1,14891,14892,16,0.0008648207260039816,27194.9,26942.0,0.009394921021739508,-1.0,31.0,0.0,-0.02554624908958485,1.0,-1.0,27.0,0.0,-0.02554624908958485,1.0
|
||||
15827,-1,15825,15826,2,0.0012050313973277754,25743.9,25559.5,0.007223723900184176,-1.0,7.0,0.0,-0.042352299190691105,1.0,1.0,51.0,0.0,-0.034852827265685574,0.0
|
||||
16304,1,16300,16302,4,0.0013835012760630562,26526.9,26364.3,0.006109566393627496,1.0,0.0,0.0,0.017170720601070086,1.0,1.0,0.0,0.0,0.01959658124859742,1.0
|
||||
17289,1,17266,17284,23,-0.0003393996909155973,30347.7,30126.6,0.007279156131479212,1.0,1.0,0.0,0.007311107741599454,1.0,1.0,9.0,0.0,0.01115743498113959,1.0
|
||||
18705,-1,18698,18699,7,-0.0007014594989858857,30438.1,30222.7,0.007144302302826803,-1.0,17.0,1.0,-0.043271300083851716,1.0,-1.0,33.0,0.0,-0.057843014128728394,1.0
|
||||
22532,1,22528,22529,4,0.0009864874165500192,26153.4,26041.4,0.004277241637419754,1.0,12.0,0.0,0.026720930232558195,1.0,-1.0,52.0,0.0,0.011934140657829448,0.0
|
||||
23589,-1,23571,23574,18,0.00021972345682822356,26094.1,25941.7,0.005887943624098758,-1.0,9.0,1.0,-0.011238751675282405,1.0,-1.0,5.0,0.0,-0.011238751675282405,1.0
|
||||
23827,-1,23821,23822,6,0.001536645313618886,25899.9,25835.5,0.002496888582162812,-1.0,3.0,0.0,-0.004509155596805636,1.0,-1.0,3.0,0.0,-0.004509155596805636,1.0
|
||||
24749,1,24734,24735,15,-0.00011409447022134328,26294.0,26150.0,0.005473224907734351,1.0,5.0,0.0,0.00426204950973118,1.0,-1.0,13.0,0.0,-0.010396568195867598,0.0
|
||||
29064,1,29061,29062,3,0.001137916004832316,34185.3,33978.6,0.0060332925665283425,-1.0,8.0,0.0,-0.013913916786226728,0.0,1.0,40.0,0.0,0.007655993431855458,1.0
|
||||
29660,1,29657,29658,3,0.0002794905779979568,34706.0,34364.1,0.009832595672967738,1.0,0.0,0.0,0.02416462917685403,1.0,1.0,12.0,0.0,0.01231946602221063,1.0
|
||||
31171,1,31165,31166,6,-0.002720386996989046,36465.4,36143.8,0.008819028919614074,-1.0,27.0,0.0,-0.0064504066560717955,0.0,1.0,3.0,0.0,0.027222869640618437,1.0
|
||||
31499,1,31485,31486,14,2.6560424966412963e-06,37650.0,37250.2,0.010609868398355786,1.0,11.0,0.0,0.0069567208366167815,1.0,1.0,123.0,0.0,0.02620447521861922,1.0
|
||||
31854,1,31843,31844,11,-0.0019556025369978857,37840.0,37708.1,0.0034830876158939037,1.0,38.0,0.0,0.03707465856208717,1.0,1.0,46.0,0.0,0.03880236596483608,1.0
|
||||
33576,-1,33571,33572,5,0.0011834874210520149,43379.3,42670.5,0.016632055659193103,-1.0,4.0,0.0,-0.006850388360186688,1.0,1.0,24.0,0.0,0.008289267167996111,0.0
|
||||
35043,1,35038,35039,5,9.467455621336218e-06,42250.0,41680.0,0.013482667675895591,1.0,3.0,0.0,0.009989758359056283,1.0,1.0,3.0,1.0,0.009989758359056283,1.0
|
||||
35760,1,35756,35757,4,-0.004790497826722144,44149.9,43712.1,0.009910897006356804,1.0,8.0,0.0,0.034801981219215385,1.0,1.0,32.0,1.0,0.04610953679610549,1.0
|
||||
36158,-1,36156,36157,2,0.0003600912820354858,46228.4,45266.3,0.02128963731716489,-1.0,14.0,0.0,-0.03707649092480556,1.0,-1.0,46.0,1.0,-0.09103870276885424,1.0
|
||||
37621,1,37614,37615,7,0.00010982189753136,41886.0,41681.8,0.004871857270328364,1.0,9.0,0.0,0.008723368562321757,1.0,1.0,37.0,0.0,0.017671620716584378,1.0
|
||||
38965,1,38961,38962,4,0.0016129745482723389,47489.9,47020.1,0.009875266430400242,1.0,9.0,0.0,0.0195655402108658,1.0,1.0,37.0,0.0,0.026152735906260972,1.0
|
||||
40039,-1,40034,40037,5,-0.00030977135002226483,52100.0,51651.0,0.008705886458953392,1.0,23.0,0.0,0.0119515228075716,0.0,-1.0,87.0,0.0,-0.024605321735557056,1.0
|
||||
40398,1,40389,40390,9,3.4978964039738246e-05,51459.5,50884.3,0.011174530152969781,1.0,6.0,0.0,0.00862761304005424,1.0,-1.0,30.0,0.0,-0.003980766047222567,0.0
|
||||
40478,1,40476,40477,2,0.002424151257781668,51853.2,51550.0,0.005833136137932836,1.0,14.0,0.0,0.032608375472531786,1.0,1.0,14.0,0.0,0.032608375472531786,1.0
|
||||
40640,1,40638,40639,2,0.002850232751670896,57679.5,56625.3,0.018208134417553822,1.0,4.0,0.0,0.02474090631985374,1.0,1.0,16.0,0.0,0.040278494069107815,1.0
|
||||
41677,1,41668,41670,9,0.0006209125081805343,68608.7,67996.0,0.008873652912287366,-1.0,1.0,0.0,-0.00456997000461459,0.0,1.0,29.0,0.0,0.014358559882439469,1.0
|
||||
42288,-1,42282,42283,6,-0.0015612244897960032,70715.9,68600.0,0.03085108399444179,-1.0,16.0,0.0,-0.01819852835420758,1.0,-1.0,32.0,0.0,-0.026182066147771146,1.0
|
||||
42561,-1,42556,42559,5,-0.0005806949806949583,66630.7,64750.0,0.02936877512203801,-1.0,29.0,0.0,-0.06468305304010359,1.0,-1.0,81.0,0.0,-0.0764117002972,1.0
|
||||
43808,-1,43799,43804,9,0.0005338310031300374,70245.0,69872.3,0.00538488879128242,-1.0,0.0,0.0,-0.004433307080976671,1.0,-1.0,32.0,0.0,-0.02755558042114547,1.0
|
||||
44357,1,44347,44351,10,0.00021079533807937824,68787.1,67420.2,0.019798495378082006,1.0,13.0,0.0,0.019746620010710245,1.0,1.0,37.0,0.0,0.029313587560162817,1.0
|
||||
45023,-1,45007,45020,16,0.0013215805434145858,67261.4,65754.6,0.023260588677520812,1.0,7.0,0.0,0.07186957797242358,0.0,-1.0,31.0,0.0,-0.05937000738502454,1.0
|
||||
45372,-1,45368,45369,4,0.00012391513905055842,64891.6,62139.3,0.04433222998059059,-1.0,4.0,0.0,-0.0346314639151677,1.0,-1.0,28.0,0.0,-0.057478447908218114,1.0
|
||||
45663,1,45658,45660,5,-0.0009026006180306782,63815.6,62268.4,0.024230199423060615,1.0,3.0,0.0,0.016762109281794366,1.0,1.0,15.0,0.0,0.024144582885332996,1.0
|
||||
46605,-1,46595,46597,10,0.000249396621078037,62658.7,62150.0,0.008217443207242029,-1.0,41.0,0.0,-0.05291962905718704,1.0,-1.0,29.0,0.0,-0.05291962905718704,1.0
|
||||
47415,-1,47407,47408,8,-0.00033599341517213564,62743.9,62203.6,0.008693665354223064,-1.0,11.0,0.0,-0.020398795739506172,1.0,1.0,23.0,0.0,-0.004417145717215159,0.0
|
||||
49797,-1,49786,49788,11,-0.000576843116241123,68710.0,68302.8,0.005967130955957196,-1.0,9.0,0.0,-0.008177002563245942,1.0,1.0,37.0,0.0,0.005849977807367868,0.0
|
||||
50943,-1,50940,50942,3,-0.0021861924686192905,67605.0,66920.0,0.010248354278874924,-1.0,7.0,0.0,-0.014643776951452131,1.0,1.0,63.0,1.0,0.0019456280725904049,0.0
|
||||
51269,-1,51266,51267,3,0.002047978622428313,66648.8,66162.8,0.00736240929542046,-1.0,5.0,0.0,-0.019284977449381017,1.0,1.0,21.0,1.0,0.004812973059333306,0.0
|
||||
51850,-1,51838,51839,12,0.0010686488684615498,64342.1,63444.6,0.014167190208143254,1.0,2.0,0.0,0.0026032886994688,0.0,-1.0,74.0,0.0,-0.02254728682170547,1.0
|
||||
52901,-1,52894,52899,7,0.0013469649893249301,58088.0,57611.0,0.008352010085446141,-1.0,1.0,0.0,-0.03092687074829932,1.0,-1.0,5.0,0.0,-0.03092687074829932,1.0
|
||||
54411,1,54399,54403,12,-0.0014536408458091683,66729.0,66422.9,0.004582541132086858,1.0,19.0,0.0,0.017929874670523444,1.0,1.0,27.0,0.0,0.019196149887165937,1.0
|
||||
54783,-1,54779,54780,4,0.00017215620406049118,67400.0,66799.8,0.008994603537597609,-1.0,3.0,0.0,-0.013886383861028924,1.0,1.0,47.0,0.0,0.011299901401022633,0.0
|
||||
54998,1,54996,54997,2,0.0027893713391355566,67470.4,67277.0,0.002858359000431476,-1.0,6.0,1.0,-0.0014807096840466986,0.0,1.0,134.0,0.0,0.06649059561128536,1.0
|
||||
60919,1,60905,60918,14,0.0024401682012161535,63971.0,63243.2,0.011338285329710778,-1.0,3.0,0.0,-0.004525502318392626,0.0,1.0,39.0,0.0,0.02830393521770777,1.0
|
||||
61567,-1,61563,61564,4,-0.0012132083163473536,61858.2,61325.0,0.008698233925722386,1.0,3.0,0.0,-0.0027167994497621605,0.0,1.0,31.0,0.0,0.01607911250373317,0.0
|
||||
61695,1,61690,61691,5,0.000142512445267802,61047.3,60101.5,0.01547450175801994,1.0,3.0,0.0,0.01882356817489145,1.0,1.0,95.0,1.0,0.033906210816684754,1.0
|
||||
62033,1,62017,62022,16,-0.0010843064288463772,62344.0,61671.9,0.01077775942552824,1.0,13.0,0.0,0.009948173510833911,1.0,-1.0,49.0,1.0,-0.026978255405116003,0.0
|
||||
62379,1,62374,62375,5,0.0017939198587888382,62544.6,61941.0,0.00962693244400635,1.0,39.0,0.0,0.0374638723555884,1.0,1.0,75.0,0.0,0.06773174872665537,1.0
|
||||
62595,-1,62585,62592,10,0.00039586645469000725,63400.0,62900.0,0.00796589323153984,1.0,23.0,0.0,0.0034995302374509394,0.0,1.0,35.0,0.0,0.007471783295711084,0.0
|
||||
64521,-1,64515,64519,6,-2.4558808233226183e-05,69570.0,69221.6,0.00503787807583126,-1.0,21.0,0.0,-0.01922236596234013,1.0,-1.0,73.0,0.0,-0.02403555270757567,1.0
|
||||
64660,1,64643,64646,17,-0.0016915588297912675,68575.8,68183.8,0.005707089457171351,1.0,12.0,0.0,0.009870530542842617,1.0,-1.0,4.0,0.0,-0.0052276916568459,0.0
|
||||
65182,1,65173,65174,9,-0.00039030677064372997,76350.2,75576.3,0.010125856851079565,1.0,10.0,0.0,0.009712600513663516,1.0,1.0,14.0,0.0,0.016057724831931037,1.0
|
||||
66185,1,66176,66177,9,-0.00032620982935891596,92885.0,91523.2,0.014647152904531098,1.0,25.0,0.0,0.020436065573770427,1.0,1.0,25.0,0.0,0.02228623607315535,1.0
|
||||
66683,-1,66681,66682,2,6.054038967497743e-05,98088.4,97455.6,0.006502314034640527,-1.0,15.0,0.0,-0.03590541318599184,1.0,-1.0,11.0,0.0,-0.03590541318599184,1.0
|
||||
67215,1,67212,67213,3,0.0006730211251537089,95985.1,94878.2,0.011502900925823059,1.0,3.0,0.0,0.006972262407754618,1.0,-1.0,31.0,0.0,-0.007458168774529326,0.0
|
||||
67532,-1,67527,67528,5,-0.0001465379884255328,97687.4,96903.2,0.008093129818260597,-1.0,4.0,0.0,-0.00590986705632974,1.0,1.0,44.0,0.0,0.03058169969552915,0.0
|
||||
69336,-1,69330,69332,6,4.064748313905066e-05,97824.8,95946.9,0.019628645551335182,-1.0,4.0,0.0,-0.015035941995340422,1.0,1.0,8.0,0.0,0.014763713318947214,0.0
|
||||
70825,-1,70819,70820,6,-0.0001319529756418303,98300.0,97762.1,0.005505274480765254,-1.0,17.0,0.0,-0.03829589889232627,1.0,-1.0,57.0,0.0,-0.05558956074272518,1.0
|
||||
71126,-1,71120,71121,6,0.0006332570204364843,95358.7,95222.0,0.0014371305328736731,1.0,2.0,0.0,0.003949773723030203,0.0,1.0,6.0,0.0,0.027210611281321236,0.0
|
||||
71731,1,71718,71723,13,0.0006646208134601981,100658.9,99507.3,0.011332805203879205,1.0,19.0,0.0,0.021128341637612506,1.0,1.0,51.0,0.0,0.04246219689681529,1.0
|
||||
73446,1,73422,73444,24,0.0022882429697989167,100470.1,100215.0,0.002521049926868856,-1.0,10.0,0.0,-0.009417701257124952,0.0,-1.0,6.0,0.0,-0.009417701257124952,0.0
|
||||
74189,-1,74185,74186,4,-0.0029838770341767368,96466.0,95714.4,0.007858726940606865,-1.0,45.0,0.0,-0.035478492560076846,1.0,-1.0,29.0,0.0,-0.035478492560076846,1.0
|
||||
74470,1,74462,74465,8,7.36228127025879e-05,96437.5,95050.0,0.014350696900870041,1.0,6.0,0.0,0.017711484561816676,1.0,1.0,86.0,0.0,0.02910778782283745,1.0
|
||||
76651,-1,76647,76648,4,-0.0003927298229209961,86622.9,85555.0,0.012485239615119242,-1.0,11.0,1.0,-0.01522844407703398,1.0,-1.0,27.0,0.0,-0.019126732091601175,1.0
|
||||
76878,1,76874,76875,4,0.0005268181873105185,82761.0,82176.9,0.0070494608809835435,1.0,18.0,0.0,0.05411369900109089,1.0,1.0,62.0,0.0,0.08806948798328117,1.0
|
||||
79929,1,79926,79927,3,0.001260730795284328,83998.9,83260.0,0.00878271081358633,1.0,13.0,0.0,0.019177276002882503,1.0,1.0,41.0,0.0,0.02538426216830196,1.0
|
||||
80846,1,80836,80837,10,0.00014138739804992774,87702.3,86610.0,0.012452390099648793,-1.0,2.0,0.0,-0.007298818232976927,0.0,-1.0,30.0,0.0,-0.0024508528787059347,0.0
|
||||
81168,1,81166,81167,2,8.919280511365902e-05,94178.0,92901.0,0.013555773995418425,1.0,8.0,0.0,0.013586982680153497,1.0,1.0,16.0,0.0,0.019417120629265313,1.0
|
||||
81401,-1,81399,81400,2,0.0011556958539014621,95157.1,94402.0,0.008008331804351138,1.0,21.0,0.0,0.0009212211784799628,0.0,1.0,9.0,0.0,0.002341061687509955,0.0
|
||||
81613,1,81599,81600,14,-0.00063096978143386,94140.8,93586.7,0.005882159360765071,1.0,9.0,0.0,0.009926482754350869,1.0,-1.0,13.0,0.0,-0.00856995548401688,0.0
|
||||
82376,1,82371,82373,5,0.0010590393938025371,97446.8,96153.2,0.013237131504598161,1.0,24.0,0.0,0.024044463713911102,1.0,1.0,24.0,0.0,0.024044463713911102,1.0
|
||||
83583,1,83575,83576,8,-0.0005838629484792118,104305.3,102327.9,0.01894142946774534,1.0,7.0,0.0,0.011326876383083382,1.0,-1.0,47.0,0.0,-0.014096441947565543,0.0
|
||||
83706,1,83699,83700,7,-0.0006076887447893082,107950.0,106085.3,0.017235036841774444,1.0,6.0,0.0,0.02639385475650255,1.0,1.0,26.0,0.0,0.02685266305726546,1.0
|
||||
84437,-1,84429,84430,8,-0.0002766366134532321,109863.2,108807.0,0.009713389708147651,-1.0,5.0,0.0,-0.005603527466470696,1.0,-1.0,5.0,0.0,-0.005603527466470696,1.0
|
||||
84458,-1,84447,84448,11,-0.001131775700934634,107789.3,107000.0,0.007378531865666437,-1.0,26.0,0.0,-0.024849347786147398,1.0,-1.0,26.0,0.0,-0.024849347786147398,1.0
|
||||
85112,-1,85110,85111,2,0.001619503023893537,106470.8,105526.2,0.0089663028001899,1.0,4.0,0.0,-0.002290761043851876,0.0,-1.0,8.0,0.0,-0.009520496913298692,1.0
|
||||
87711,1,87707,87708,4,0.0008891696359683938,107965.9,107022.6,0.008726462003857556,1.0,11.0,0.0,0.014589437545912857,1.0,1.0,47.0,0.0,0.03509475288067806,1.0
|
||||
88396,1,88390,88391,6,-0.0006910622010972142,109107.4,108570.1,0.0049243385869997495,1.0,8.0,0.0,0.011016425495024395,1.0,1.0,28.0,0.0,0.012468424868504297,1.0
|
||||
90604,-1,90600,90601,4,-0.0009707718029744149,115956.0,114239.0,0.015049126589711902,-1.0,8.0,0.0,-0.01739370274813065,1.0,-1.0,108.0,0.0,-0.04427634345303166,1.0
|
||||
90949,1,90945,90947,4,0.0015666666666667177,114000.0,113113.0,0.007757951900698216,1.0,5.0,0.0,0.007880334359876865,1.0,1.0,5.0,0.0,0.007880334359876865,1.0
|
||||
91145,1,91135,91136,10,9.32548830261043e-05,114739.3,114166.0,0.004996030539140826,1.0,17.0,0.0,0.014127311284162527,1.0,-1.0,57.0,0.0,0.0013027969936251738,0.0
|
||||
91404,1,91401,91402,3,-0.0002381205266746632,116747.6,116139.8,0.005205754937244898,1.0,12.0,0.0,0.012825811440723452,1.0,1.0,12.0,0.0,0.013108723678556056,1.0
|
||||
91714,1,91704,91705,10,-0.000783279953322248,119114.5,118377.2,0.006185631013225345,1.0,6.0,0.0,0.009041563927997326,1.0,1.0,2.0,0.0,0.009041563927997326,1.0
|
||||
91744,1,91720,91734,24,-0.0008113937997862913,120163.6,119585.4,0.0048043047634242315,1.0,0.0,0.0,0.010349002351516772,1.0,1.0,32.0,0.0,0.022539952368529518,1.0
|
||||
92167,-1,92165,92166,2,0.0011350039314895466,117853.5,117004.0,0.007285722984719279,-1.0,11.0,0.0,-0.014676332188732035,1.0,-1.0,23.0,0.0,-0.0197709138143356,1.0
|
||||
93919,1,93916,93917,3,0.0007076201060360189,112207.1,111724.1,0.004300983349050177,1.0,27.0,0.0,0.022699562114676393,1.0,1.0,31.0,0.0,0.03322988841310123,1.0
|
||||
94289,1,94281,94283,8,-0.0008116401602787343,111256.2,110504.9,0.006752414754471153,1.0,5.0,0.0,0.007674921206663691,1.0,-1.0,33.0,0.0,-0.008552498679869182,0.0
|
||||
98576,-1,98569,98572,7,-0.00024784649437410326,111552.3,110552.3,0.009051821679112922,-1.0,4.0,0.0,-0.01247662711254939,1.0,-1.0,0.0,0.0,-0.01247662711254939,1.0
|
||||
99562,-1,99559,99560,3,-0.0003884359162801267,110957.9,109670.6,0.01174391639039457,-1.0,6.0,0.0,-0.01710850773635868,1.0,-1.0,10.0,0.0,-0.021571536469572775,1.0
|
||||
101830,1,101824,101826,6,-0.00020463691238332472,87472.0,86546.2,0.010578878807962188,1.0,6.0,0.0,0.033218394255663516,1.0,1.0,6.0,0.0,0.03723935178047068,1.0
|
||||
102670,-1,102661,102669,9,0.0024337715502678226,92455.4,91750.6,0.007719402775830519,1.0,2.0,1.0,0.0016780220891925463,0.0,-1.0,94.0,0.0,-0.026784188034188035,1.0
|
||||
103223,1,103214,103216,9,-0.0013546935228716586,89762.0,88856.7,0.010083548767597235,1.0,3.0,0.0,0.010535036553554035,1.0,-1.0,7.0,1.0,-0.04427717253771291,0.0
|
||||
105351,1,105344,105345,7,0.0006593055464923576,88881.4,88533.6,0.0039060832923406663,1.0,7.0,0.0,0.010123839988433638,1.0,1.0,103.0,0.0,0.021957892042363935,1.0
|
||||
105418,1,105406,105407,12,-0.0002803114571746061,89900.0,89510.9,0.004327434779852525,1.0,6.0,0.0,0.004562047857540281,1.0,1.0,170.0,0.0,0.031442695786918745,1.0
|
||||
105507,1,105493,105500,14,0.0006418151417470873,90368.7,89914.5,0.005022330684317402,-1.0,7.0,0.0,0.006443121402957994,0.0,1.0,35.0,0.0,0.0228565154848915,1.0
|
||||
105767,-1,105765,105766,2,-0.0013081519488761246,93186.0,92496.9,0.007451501978849086,-1.0,11.0,0.0,-0.025571048430015904,1.0,-1.0,7.0,0.0,-0.0303742821615964,1.0
|
||||
107655,-1,107650,107651,5,0.0005833636932141885,90088.0,88109.7,0.02247692714966935,1.0,23.0,0.0,0.006916125177384353,0.0,1.0,39.0,0.0,0.018701095188772103,0.0
|
||||
107930,1,107916,107921,14,-0.0006710493391870067,87922.0,87028.5,0.010149234065077775,1.0,10.0,0.0,0.0073405506667989446,1.0,-1.0,42.0,0.0,-0.025379528372595113,0.0
|
||||
108163,-1,108153,108161,10,-0.001115598404061044,83300.0,82108.4,0.014608562608650948,-1.0,51.0,0.0,-0.04595676446133752,1.0,-1.0,51.0,0.0,-0.0505691556637786,1.0
|
||||
108542,-1,108534,108538,8,-0.005135498352952298,76920.7,75377.3,0.020488109223896964,-1.0,22.0,0.0,-0.03169838850457911,1.0,-1.0,30.0,0.0,-0.03410805366947139,1.0
|
||||
109136,-1,109128,109129,8,0.001663449325075805,71451.6,69674.5,0.02555250406200132,-1.0,0.0,0.0,-0.017571996872404523,1.0,1.0,16.0,0.0,0.012456727015600457,0.0
|
||||
109408,1,109404,109405,4,0.001049675835403687,68021.0,66757.4,0.018489416433281034,1.0,36.0,0.0,0.046326643846207625,1.0,1.0,48.0,0.0,0.06052611361226788,1.0
|
||||
110174,1,110163,110165,11,-8.813290441986516e-05,68079.0,67745.3,0.004894691525891072,1.0,10.0,0.0,0.01046509572380624,1.0,1.0,46.0,0.0,0.03290411862408337,1.0
|
||||
111407,-1,111402,111406,5,-0.0001161262547299794,71330.4,70612.8,0.010174119795439954,-1.0,7.0,0.0,-0.013803956834532293,1.0,-1.0,143.0,0.0,-0.052141559695596605,1.0
|
||||
111675,-1,111672,111673,3,0.00018165089651367493,68215.6,67712.3,0.007447293346117921,1.0,11.0,0.0,0.019917502188361542,0.0,1.0,27.0,1.0,0.025325915216290667,0.0
|
||||
112567,-1,112560,112561,7,-0.00012904660641758014,73199.9,72841.9,0.004923114158491272,-1.0,15.0,0.0,-0.028847267604268003,1.0,-1.0,39.0,0.0,-0.03574093638418238,1.0
|
||||
113047,1,113042,113043,5,0.0002126603813709506,70535.0,69421.1,0.01575962852607355,1.0,15.0,0.0,0.052592810842663526,1.0,1.0,55.0,1.0,0.061664190193164936,1.0
|
||||
113683,1,113677,113679,6,-0.00020566318926979003,67100.0,66375.5,0.010779822315199326,1.0,15.0,0.0,0.0409885055346576,1.0,1.0,19.0,0.0,0.0409885055346576,1.0
|
||||
114776,1,114764,114774,12,-0.0010633122524150392,71945.0,71367.0,0.008018311715336061,1.0,0.0,0.0,0.011114744289918432,1.0,-1.0,56.0,1.0,-0.006299912482222912,0.0
|
||||
116598,-1,116592,116593,6,0.0002751557601210545,78310.1,77410.7,0.011636271425022883,-1.0,10.0,0.0,-0.017249836914368523,1.0,-1.0,6.0,0.0,-0.017249836914368523,1.0
|
||||
116622,-1,116606,116616,16,-0.0009192383453709783,76448.0,76150.0,0.0039236649664118484,-1.0,2.0,0.0,-0.010816058777223749,1.0,-1.0,30.0,0.0,-0.031815823672328755,1.0
|
||||
116786,1,116784,116785,2,0.0009970025351242842,77432.1,76888.0,0.0070188972294642216,1.0,6.0,0.0,0.010295896812810481,1.0,1.0,114.0,0.0,0.035053504885517554,1.0
|
||||
118057,1,118048,118051,9,-0.0030454791553871144,81268.0,80847.0,0.005165301930915007,1.0,25.0,0.0,0.03315022478153263,1.0,1.0,41.0,0.0,0.039374290149884805,1.0
|
||||
118999,-1,118992,118993,7,0.0013624700948812645,77639.3,77286.1,0.0045762736020792385,-1.0,7.0,0.0,-0.010760309278350515,1.0,1.0,103.0,0.0,0.03451854087941817,0.0
|
||||
119972,-1,119966,119967,6,0.00040067482075082576,67493.8,66388.0,0.016683337934905153,-1.0,24.0,0.0,-0.025997805716996798,1.0,-1.0,20.0,0.0,-0.026658744951388168,1.0
|
||||
120151,-1,120146,120150,5,-0.0025615116780475407,64463.7,62150.8,0.03733741861850411,-1.0,15.0,0.0,-0.04003365395259982,1.0,-1.0,55.0,0.0,-0.058378591362270485,1.0
|
||||
120371,1,120368,120369,3,-0.0008052053680357869,61475.0,59451.3,0.032875915634132946,-1.0,11.0,0.0,-0.007765494889855119,0.0,-1.0,35.0,0.0,-0.017466763262919772,0.0
|
||||
120645,-1,120640,120641,5,-0.0006011426519528319,64179.5,62381.2,0.028860582347267495,-1.0,1.0,0.0,-0.015418474161444333,1.0,1.0,5.0,0.0,0.01943257667003342,0.0
|
||||
124541,1,124535,124536,6,-0.00045098302109855917,65634.4,65145.1,0.00744466708964176,1.0,17.0,0.0,0.012091469657733342,1.0,1.0,93.0,0.0,0.03446555405806136,1.0
|
||||
124682,-1,124676,124679,6,-0.0005576376715226105,66467.4,66172.0,0.004466486233122067,-1.0,2.0,0.0,-0.009229457112031294,1.0,-1.0,26.0,0.0,-0.014388931360645084,1.0
|
||||
124833,-1,124829,124830,4,-5.177512540231068e-05,66077.3,65668.6,0.006228882077980622,-1.0,1.0,0.0,-0.00633779264214049,1.0,-1.0,1.0,0.0,-0.00633779264214049,1.0
|
||||
125280,1,125278,125279,2,0.0023553554088325272,63642.2,63021.0,0.009734464737637952,1.0,0.0,0.0,0.007260019519566746,1.0,1.0,16.0,0.0,0.021179346984763807,1.0
|
||||
125973,1,125966,125969,7,-9.990820933269832e-05,64058.8,63428.8,0.009827641880729866,-1.0,5.0,1.0,-0.0011135235732010378,0.0,-1.0,21.0,0.0,-0.0016229312277080143,0.0
|
||||
126022,1,126010,126011,12,-0.0008671894669116385,64345.8,64080.0,0.004127931716741309,1.0,14.0,1.0,0.0128040471752784,1.0,1.0,22.0,0.0,0.011693271440663006,1.0
|
||||
|
@@ -1,240 +0,0 @@
|
||||
entry_idx,exit_idx,direction,entry,exit,ret,reason,bars_held,symbol,date,h1_agree,h2_agree,depth,year
|
||||
1896,1904,1,21384.4,21610.108082225728,0.009754800799916138,tp,8,BTC,2023-01-21 02:00:00+08:00,1.0,1.0,0.0017325800376647492,2023
|
||||
3419,3425,-1,23159.8,22997.490952364056,0.006208223198643468,tp,6,BTC,2023-02-05 22:45:00+08:00,1.0,1.0,-0.00016288878982199137,2023
|
||||
6505,6506,-1,21314.0,21048.164692206414,0.01167233310470049,tp,1,BTC,2023-03-10 02:15:00+08:00,1.0,1.0,-0.0008491879350347691,2023
|
||||
7198,7205,1,25025.9,25426.486969660546,0.015206895642536097,tp,7,BTC,2023-03-17 07:30:00+08:00,1.0,1.0,-0.0011348088531187416,2023
|
||||
7625,7641,1,28033.6,27790.922948079296,-0.009456649589089596,sl,16,BTC,2023-03-21 18:15:00+08:00,1.0,1.0,-0.0007971014492753623,2023
|
||||
8122,8152,-1,27797.3,27977.35387349352,-0.007277387138086134,sl,30,BTC,2023-03-26 22:30:00+08:00,0.0,0.0,0.00044162060516273914,2023
|
||||
8229,8277,-1,26987.4,26902.0,0.002364439701490379,time,48,BTC,2023-03-28 01:15:00+08:00,1.0,0.0,7.32547066149e-05,2023
|
||||
9353,9383,-1,28001.4,27893.070955892927,0.003068700997345664,tp,30,BTC,2023-04-08 18:15:00+08:00,1.0,0.0,-0.0005298813990291953,2023
|
||||
10225,10238,-1,29511.5,29223.0063425817,0.00897563517334941,tp,13,BTC,2023-04-17 20:15:00+08:00,1.0,1.0,-0.00031898890590163054,2023
|
||||
10408,10424,-1,29150.3,29396.470947182304,-0.009244885547740679,sl,16,BTC,2023-04-19 18:00:00+08:00,1.0,1.0,0.0002281239359891293,2023
|
||||
10818,10823,1,27616.4,27471.473570774368,-0.006047839299316128,sl,5,BTC,2023-04-24 00:30:00+08:00,0.0,1.0,-0.001179357232052201,2023
|
||||
12871,12889,1,27191.5,27480.173107698836,0.009816299494284473,tp,18,BTC,2023-05-15 09:45:00+08:00,0.0,1.0,-0.00034106791329449696,2023
|
||||
13001,13009,-1,27016.7,27117.788699475655,-0.004541711588597228,sl,8,BTC,2023-05-16 18:15:00+08:00,1.0,0.0,-0.00032352941176467913,2023
|
||||
13613,13621,-1,26834.6,26928.943831752174,-0.004315753234711004,sl,8,BTC,2023-05-23 03:15:00+08:00,1.0,1.0,-0.001380190555341216,2023
|
||||
14185,14199,1,27590.3,27855.924859760453,0.008827472690056053,tp,14,BTC,2023-05-29 02:15:00+08:00,1.0,1.0,-0.0013181083859598126,2023
|
||||
14907,14940,-1,26758.5,26572.302549688367,0.006158441254615638,tp,33,BTC,2023-06-05 14:45:00+08:00,1.0,1.0,0.0008648207260039816,2023
|
||||
15827,15829,-1,24920.1,25164.32229256468,-0.0106002131839231,sl,2,BTC,2023-06-15 04:45:00+08:00,1.0,0.0,0.0012050313973277754,2023
|
||||
16304,16352,1,26805.5,26772.6,-0.002027360056704835,time,48,BTC,2023-06-20 04:00:00+08:00,1.0,1.0,0.0013835012760630562,2023
|
||||
17289,17294,1,30559.2,30795.6674289838,0.006938011105781575,tp,5,BTC,2023-06-30 10:15:00+08:00,1.0,1.0,-0.0003393996909155973,2023
|
||||
18705,18708,-1,30007.7,30241.389320048496,-0.008587645172688863,sl,3,BTC,2023-07-15 04:15:00+08:00,1.0,1.0,-0.0007014594989858857,2023
|
||||
22532,22542,1,26489.4,26795.70440670202,0.010763282169547821,tp,10,BTC,2023-08-24 01:00:00+08:00,1.0,0.0,0.0009864874165500192,2023
|
||||
23589,23592,-1,25821.5,25888.30960427859,-0.003387363409507232,sl,3,BTC,2023-09-04 01:15:00+08:00,1.0,1.0,0.00021972345682822356,2023
|
||||
23827,23864,-1,25741.9,25651.43536384662,0.00271429522115234,tp,37,BTC,2023-09-06 12:45:00+08:00,1.0,1.0,0.001536645313618886,2023
|
||||
24749,24762,1,26414.0,26576.553076240158,0.005354049982590962,tp,13,BTC,2023-09-16 03:15:00+08:00,1.0,0.0,-0.00011409447022134328,2023
|
||||
29064,29109,1,34365.1,34170.82846669413,-0.0064531636254766,sl,45,BTC,2023-10-31 02:00:00+08:00,0.0,1.0,0.001137916004832316,2023
|
||||
29660,29664,1,35186.2,34965.05225881053,-0.007085070317040961,sl,4,BTC,2023-11-06 07:00:00+08:00,1.0,1.0,0.0002794905779979568,2023
|
||||
31171,31174,1,37198.0,36895.86457906982,-0.008922356603316818,sl,3,BTC,2023-11-22 00:45:00+08:00,0.0,1.0,-0.002720386996989046,2023
|
||||
31499,31509,1,37822.1,37708.65977764861,-0.0037993105182258474,sl,10,BTC,2023-11-25 10:45:00+08:00,1.0,1.0,2.6560424966412963e-06,2023
|
||||
31854,31862,1,38286.1,38043.5221696032,-0.007135924275306087,sl,8,BTC,2023-11-29 03:30:00+08:00,1.0,1.0,-0.0019556025369978857,2023
|
||||
33576,33592,-1,42463.8,42147.36592978803,0.006651854761278392,tp,16,BTC,2023-12-17 02:00:00+08:00,1.0,0.0,0.0011834874210520149,2023
|
||||
35043,35054,1,42503.5,42312.16224363724,-0.005301694127842607,sl,11,BTC,2024-01-01 08:45:00+08:00,1.0,1.0,9.467455621336218e-06,2024
|
||||
35760,35761,1,45148.1,44829.941451816536,-0.007846997507834498,sl,1,BTC,2024-01-08 20:00:00+08:00,1.0,1.0,-0.004790497826722144,2024
|
||||
36158,36162,-1,44564.1,43704.14199427953,0.01849710250449276,tp,4,BTC,2024-01-12 23:30:00+08:00,1.0,1.0,0.0003600912820354858,2024
|
||||
37621,37633,1,42091.0,41983.693189269616,-0.003349400364220007,sl,12,BTC,2024-01-28 05:15:00+08:00,1.0,1.0,0.00010982189753136,2024
|
||||
38965,38968,1,48061.3,47822.03626334921,-0.005778303471832671,sl,3,BTC,2024-02-11 05:15:00+08:00,1.0,1.0,0.0016129745482723389,2024
|
||||
40039,40045,-1,51268.5,51548.47065061496,-0.0062608707220800225,sl,6,BTC,2024-02-22 09:45:00+08:00,0.0,1.0,-0.00030977135002226483,2024
|
||||
40398,40401,1,51743.0,52031.77725883251,0.004780991802417906,tp,3,BTC,2024-02-26 03:30:00+08:00,1.0,0.0,3.4978964039738246e-05,2024
|
||||
40478,40480,1,52583.0,53152.15644229141,0.010023962921313141,tp,2,BTC,2024-02-26 23:30:00+08:00,1.0,1.0,0.002424151257781668,2024
|
||||
40640,40643,1,58495.9,59189.07885053749,0.011050041636037502,tp,3,BTC,2024-02-28 16:00:00+08:00,1.0,1.0,0.002850232751670896,2024
|
||||
41677,41680,1,69027.1,69678.0885127553,0.00863091210199036,tp,3,BTC,2024-03-10 11:15:00+08:00,0.0,1.0,0.0006209125081805343,2024
|
||||
42288,42311,-1,68262.3,67313.408096704,0.013100672894057138,tp,23,BTC,2024-03-16 20:00:00+08:00,1.0,1.0,-0.0015612244897960032,2024
|
||||
42561,42592,-1,63768.6,64605.311732780574,-0.013921061663272762,sl,31,BTC,2024-03-19 16:15:00+08:00,1.0,1.0,-0.0005806949806949583,2024
|
||||
43808,43828,-1,69525.4,69894.83145339607,-0.006113618524971758,sl,20,BTC,2024-04-01 16:00:00+08:00,1.0,1.0,0.0005338310031300374,2024
|
||||
44357,44370,1,69504.4,69117.28707486147,-0.006369617536998064,sl,13,BTC,2024-04-07 09:15:00+08:00,1.0,1.0,0.00021079533807937824,2024
|
||||
45023,45071,-1,63939.7,64150.2,-0.004092164336085406,time,48,BTC,2024-04-14 07:45:00+08:00,0.0,1.0,0.0013215805434145858,2024
|
||||
45372,45384,-1,60776.9,61553.85298318127,-0.013583688920976042,sl,12,BTC,2024-04-17 23:00:00+08:00,1.0,1.0,0.00012391513905055842,2024
|
||||
45663,45708,1,64771.0,65469.998267565556,0.009991839983411643,tp,45,BTC,2024-04-20 23:45:00+08:00,1.0,1.0,-0.0009026006180306782,2024
|
||||
46605,46624,-1,61276.1,60452.86775201552,0.012634801627134897,tp,19,BTC,2024-04-30 19:15:00+08:00,1.0,1.0,0.000249396621078037,2024
|
||||
47415,47463,-1,61464.0,61272.7,0.0023123909931017004,time,48,BTC,2024-05-09 05:45:00+08:00,1.0,0.0,-0.00033599341517213564,2024
|
||||
49797,49801,-1,67985.4,67543.94093402439,0.005693439267484001,tp,4,BTC,2024-06-03 01:15:00+08:00,1.0,0.0,-0.000576843116241123,2024
|
||||
50943,50944,-1,66380.0,65701.75872870094,0.009417554554068433,tp,1,BTC,2024-06-14 23:45:00+08:00,1.0,0.0,-0.0021861924686192905,2024
|
||||
51269,51317,-1,65408.2,64874.0,0.007367171700184336,time,48,BTC,2024-06-18 09:15:00+08:00,1.0,0.0,0.002047978622428313,2024
|
||||
51850,51861,-1,63045.7,62505.79684376458,0.007763679303035955,tp,11,BTC,2024-06-24 10:30:00+08:00,0.0,1.0,0.0010686488684615498,2024
|
||||
52901,52907,-1,56981.5,55807.44036859437,0.01980422472917756,tp,6,BTC,2024-07-05 09:15:00+08:00,1.0,1.0,0.0013469649893249301,2024
|
||||
54411,54414,1,67429.1,67128.60249533739,-0.005256495855092542,sl,3,BTC,2024-07-21 02:45:00+08:00,1.0,1.0,-0.0014536408458091683,2024
|
||||
54783,54789,-1,66155.7,66554.18528718704,-0.006823446009747293,sl,6,BTC,2024-07-24 23:45:00+08:00,1.0,0.0,0.00017215620406049118,2024
|
||||
54998,55015,1,68042.1,67664.05364821361,-0.006356065315244492,sl,17,BTC,2024-07-27 05:30:00+08:00,0.0,1.0,0.0027893713391355566,2024
|
||||
60919,60921,1,64407.2,64962.327708151795,0.007819031849727954,tp,2,BTC,2024-09-26 21:45:00+08:00,0.0,1.0,0.0024401682012161535,2024
|
||||
61567,61569,-1,60898.6,60348.69548879006,0.008229838308433053,tp,2,BTC,2024-10-03 15:45:00+08:00,0.0,0.0,-0.0012132083163473536,2024
|
||||
61695,61743,1,61843.1,61835.5,-0.0009228916402961453,time,48,BTC,2024-10-04 23:45:00+08:00,1.0,1.0,0.000142512445267802,2024
|
||||
62033,62037,1,62709.5,62430.40988863478,-0.005250523626647026,sl,4,BTC,2024-10-08 12:15:00+08:00,1.0,0.0,-0.0010843064288463772,2024
|
||||
62379,62393,1,62889.4,62552.76115756157,-0.006152870951836637,sl,14,BTC,2024-10-12 02:45:00+08:00,1.0,1.0,0.0017939198587888382,2024
|
||||
62595,62597,-1,62483.4,62733.70318114216,-0.004805914869263846,sl,2,BTC,2024-10-14 08:45:00+08:00,0.0,0.0,0.00039586645469000725,2024
|
||||
64521,64529,-1,68232.7,68499.38632304428,-0.004708482634342232,sl,8,BTC,2024-11-03 10:15:00+08:00,1.0,1.0,-2.4558808233226183e-05,2024
|
||||
64660,64662,1,69132.0,68843.48176715054,-0.004973439692898451,sl,2,BTC,2024-11-04 21:00:00+08:00,1.0,0.0,-0.0016915588297912675,2024
|
||||
65182,65183,1,76898.5,76642.0744680315,-0.0041345973194341044,sl,1,BTC,2024-11-10 07:30:00+08:00,1.0,1.0,-0.00039030677064372997,2024
|
||||
66185,66188,1,93369.9,92947.78490347612,-0.005320890528145341,sl,3,BTC,2024-11-20 18:15:00+08:00,1.0,1.0,-0.00032620982935891596,2024
|
||||
66683,66685,-1,95444.4,96085.25019705418,-0.007514382373970436,sl,2,BTC,2024-11-25 22:45:00+08:00,1.0,1.0,6.054038967497743e-05,2024
|
||||
67215,67233,1,96404.0,97141.73405766377,0.006852525389649446,tp,18,BTC,2024-12-01 11:45:00+08:00,1.0,0.0,0.0006730211251537089,2024
|
||||
67532,67537,-1,96467.6,95853.50727738645,0.005565792479688036,tp,5,BTC,2024-12-04 19:00:00+08:00,1.0,0.0,-0.0001465379884255328,2024
|
||||
69336,69348,-1,95038.0,95755.45307481795,-0.008349117982469676,sl,12,BTC,2024-12-23 14:00:00+08:00,1.0,0.0,4.064748313905066e-05,2024
|
||||
70825,70873,-1,97049.6,96172.6,0.008236616328145607,time,48,BTC,2025-01-08 02:15:00+08:00,1.0,1.0,-0.0001319529756418303,2025
|
||||
71126,71174,-1,94681.7,94297.5,0.003257806313152353,time,48,BTC,2025-01-11 05:30:00+08:00,0.0,0.0,0.0006332570204364843,2025
|
||||
71731,71754,1,101424.9,102521.1040309066,0.010008036595615149,tp,23,BTC,2025-01-17 12:45:00+08:00,1.0,1.0,0.0006646208134601981,2025
|
||||
73446,73453,1,101491.1,100750.48437646948,-0.008097345516311522,sl,7,BTC,2025-02-04 09:30:00+08:00,0.0,0.0,0.0022882429697989167,2025
|
||||
74189,74197,-1,94988.2,95472.80296429759,-0.005901717521729982,sl,8,BTC,2025-02-12 03:15:00+08:00,1.0,1.0,-0.0029838770341767368,2025
|
||||
74470,74483,1,97930.0,97306.11503689933,-0.007170723609728115,sl,13,BTC,2025-02-15 01:30:00+08:00,1.0,1.0,7.36228127025879e-05,2025
|
||||
76651,76663,-1,84816.7,84138.40518395319,0.0071971847059223906,tp,12,BTC,2025-03-09 18:45:00+08:00,1.0,1.0,-0.0003927298229209961,2025
|
||||
76878,76906,1,83302.6,82256.77624391673,-0.013354515178197062,sl,28,BTC,2025-03-12 03:30:00+08:00,1.0,1.0,0.0005268181873105185,2025
|
||||
79929,79954,1,84856.7,85858.6247987474,0.011007256218394166,tp,25,BTC,2025-04-12 22:15:00+08:00,1.0,1.0,0.001260730795284328,2025
|
||||
80846,80884,1,88201.5,89205.60662424867,0.010584235236914003,tp,38,BTC,2025-04-22 11:30:00+08:00,0.0,0.0,0.00014138739804992774,2025
|
||||
81168,81169,1,94764.2,94372.66119691111,-0.004931716440268437,sl,1,BTC,2025-04-25 20:00:00+08:00,1.0,1.0,8.919280511365902e-05,2025
|
||||
81401,81408,-1,93766.3,93250.59144769947,0.004699934969179088,tp,7,BTC,2025-04-28 06:15:00+08:00,0.0,0.0,0.0011556958539014621,2025
|
||||
81613,81652,1,94608.6,94263.48322420545,-0.004447837255752134,sl,39,BTC,2025-04-30 11:15:00+08:00,1.0,0.0,-0.00063096978143386,2025
|
||||
82376,82382,1,98020.0,98991.95195153284,0.009115853412903926,tp,6,BTC,2025-05-08 10:00:00+08:00,1.0,1.0,0.0010590393938025371,2025
|
||||
83583,83591,1,105294.5,106226.8910610943,0.008055078480778183,tp,8,BTC,2025-05-20 23:45:00+08:00,1.0,0.0,-0.0005838629484792118,2025
|
||||
83706,83709,1,108885.3,110461.51455866646,0.013675916938893088,tp,3,BTC,2025-05-22 06:30:00+08:00,1.0,1.0,-0.0006076887447893082,2025
|
||||
84437,84438,-1,108250.0,107540.90362596668,0.005750543870977593,tp,1,BTC,2025-05-29 21:15:00+08:00,1.0,1.0,-0.0002766366134532321,2025
|
||||
84458,84483,-1,106154.9,104913.69129460344,0.01089242969845529,tp,25,BTC,2025-05-30 02:30:00+08:00,1.0,1.0,-0.001131775700934634,2025
|
||||
85112,85115,-1,104223.8,104655.27269831063,-0.00493986726938207,sl,3,BTC,2025-06-05 22:00:00+08:00,0.0,1.0,0.001619503023893537,2025
|
||||
87711,87712,1,108695.3,109533.58650140539,0.0069122608006545105,tp,1,BTC,2025-07-02 23:45:00+08:00,1.0,1.0,0.0008891696359683938,2025
|
||||
88396,88397,1,109623.5,110299.03591477411,0.0053623275554430475,tp,1,BTC,2025-07-10 03:00:00+08:00,1.0,1.0,-0.0006910622010972142,2025
|
||||
90604,90652,-1,113645.1,113628.6,-0.0006548111621178564,time,48,BTC,2025-08-02 03:00:00+08:00,1.0,1.0,-0.0009707718029744149,2025
|
||||
90949,90962,1,114545.6,114217.44664812618,-0.0036648272118163312,sl,13,BTC,2025-08-05 17:15:00+08:00,1.0,1.0,0.0015666666666667177,2025
|
||||
91145,91148,1,115824.9,116414.53929108783,0.004290781784295388,tp,3,BTC,2025-08-07 18:15:00+08:00,1.0,0.0,9.32548830261043e-05,2025
|
||||
91404,91405,1,117875.2,117588.60053309865,-0.003231380535526941,sl,1,BTC,2025-08-10 11:00:00+08:00,1.0,1.0,-0.0002381205266746632,2025
|
||||
91714,91724,1,119903.4,120652.74672726975,0.005449586978098702,tp,10,BTC,2025-08-13 16:30:00+08:00,1.0,1.0,-0.000783279953322248,2025
|
||||
91744,91764,1,121507.4,123055.1588856803,0.011937980449588296,tp,20,BTC,2025-08-14 00:00:00+08:00,1.0,1.0,-0.0008113937997862913,2025
|
||||
92167,92171,-1,116214.0,115396.5379931616,0.006234109546512431,tp,4,BTC,2025-08-18 09:45:00+08:00,1.0,1.0,0.0011350039314895466,2025
|
||||
93919,93924,1,112900.1,112511.66075216966,-0.004240557163637135,sl,5,BTC,2025-09-05 15:45:00+08:00,1.0,1.0,0.0007076201060360189,2025
|
||||
94289,94296,1,111902.3,112522.95980719093,0.004746443703042071,tp,7,BTC,2025-09-09 12:15:00+08:00,1.0,0.0,-0.0008116401602787343,2025
|
||||
98576,98595,-1,109852.1,110497.89049211083,-0.006678726871045956,sl,19,BTC,2025-10-24 04:00:00+08:00,1.0,1.0,-0.00024784649437410326,2025
|
||||
99562,99568,-1,108816.9,107839.30579514877,0.008183845384781431,tp,6,BTC,2025-11-03 10:30:00+08:00,1.0,1.0,-0.0003884359162801267,2025
|
||||
101830,101860,1,89473.2,90832.33128656783,0.014390373056600566,tp,30,BTC,2025-11-27 01:30:00+08:00,1.0,1.0,-0.00020463691238332472,2025
|
||||
102670,102678,-1,91093.0,90327.97749978323,0.00759825782680087,tp,8,BTC,2025-12-05 19:30:00+08:00,0.0,1.0,0.0024337715502678226,2025
|
||||
103223,103258,1,90262.0,89727.7200991646,-0.006719211859203264,sl,35,BTC,2025-12-11 13:45:00+08:00,1.0,0.0,-0.0013546935228716586,2025
|
||||
105351,105368,1,89429.9,89176.69387413036,-0.0036313363413090476,sl,17,BTC,2026-01-02 17:45:00+08:00,1.0,1.0,0.0006593055464923576,2026
|
||||
105418,105429,1,90259.9,89984.60328067763,-0.0038500445859386,sl,11,BTC,2026-01-03 10:30:00+08:00,1.0,1.0,-0.0002803114571746061,2026
|
||||
105507,105510,1,91301.4,90984.1406078585,-0.004274857911724196,sl,3,BTC,2026-01-04 08:45:00+08:00,0.0,1.0,0.0006418151417470873,2026
|
||||
105767,105771,-1,91547.6,92150.0246186455,-0.007380452340044943,sl,4,BTC,2026-01-07 01:45:00+08:00,1.0,1.0,-0.0013081519488761246,2026
|
||||
107655,107670,-1,87630.4,87999.34714240358,-0.005010264273626361,sl,15,BTC,2026-01-26 17:45:00+08:00,0.0,0.0,0.0005833636932141885,2026
|
||||
107930,107936,1,88293.5,87976.64630026092,-0.004388641290005228,sl,6,BTC,2026-01-29 14:30:00+08:00,1.0,0.0,-0.0006710493391870067,2026
|
||||
108163,108164,-1,80320.9,78753.08449427469,0.018719396641786918,tp,1,BTC,2026-02-01 00:45:00+08:00,1.0,1.0,-0.001115598404061044,2026
|
||||
108542,108549,-1,74327.8,72567.42040872827,0.02288399967807109,tp,7,BTC,2026-02-04 23:30:00+08:00,1.0,1.0,-0.005135498352952298,2026
|
||||
109136,109170,-1,68728.6,67494.30305779116,0.017159000215468522,tp,34,BTC,2026-02-11 04:00:00+08:00,1.0,0.0,0.001663449325075805,2026
|
||||
109408,109456,1,69020.1,68863.2,-0.00307325083562627,time,48,BTC,2026-02-14 00:00:00+08:00,1.0,1.0,0.001049675835403687,2026
|
||||
110174,110176,1,68593.2,68366.81402141534,-0.0041004143061507264,sl,2,BTC,2026-02-21 23:30:00+08:00,1.0,1.0,-8.813290441986516e-05,2026
|
||||
111407,111415,-1,70185.6,69499.2826932912,0.008978605678498244,tp,8,BTC,2026-03-06 19:45:00+08:00,1.0,1.0,-0.0001161262547299794,2026
|
||||
111675,111681,-1,67229.8,67737.70750184539,-0.008354797156103213,sl,6,BTC,2026-03-09 14:45:00+08:00,0.0,0.0,0.00018165089651367493,2026
|
||||
112567,112571,-1,72104.4,71239.53802673102,0.011194579710377862,tp,4,BTC,2026-03-18 21:45:00+08:00,1.0,1.0,-0.00012904660641758014,2026
|
||||
113047,113054,1,71450.0,70667.75185422362,-0.011748189583994106,sl,7,BTC,2026-03-23 21:45:00+08:00,1.0,1.0,0.0002126603813709506,2026
|
||||
113683,113722,1,67579.1,67126.21917851601,-0.007501492347249305,sl,39,BTC,2026-03-30 12:45:00+08:00,1.0,1.0,-0.00020566318926979003,2026
|
||||
114776,114802,1,72667.3,73385.94961448296,0.00908958740015052,tp,26,BTC,2026-04-10 22:00:00+08:00,1.0,0.0,-0.0010633122524150392,2026
|
||||
116598,116607,-1,76529.9,75885.75852340233,0.007616860293789303,tp,9,BTC,2026-04-29 21:30:00+08:00,1.0,1.0,0.0002751557601210545,2026
|
||||
116622,116630,-1,75395.6,75861.89582903204,-0.006984655723040051,sl,8,BTC,2026-04-30 03:30:00+08:00,1.0,1.0,-0.0009192383453709783,2026
|
||||
116786,116790,1,77912.1,78445.06208910997,0.006040556076783478,tp,4,BTC,2026-05-01 20:30:00+08:00,1.0,1.0,0.0009970025351242842,2026
|
||||
118057,118061,1,81813.1,81343.94755157444,-0.006534441653299584,sl,4,BTC,2026-05-15 02:15:00+08:00,1.0,1.0,-0.0030454791553871144,2026
|
||||
118999,119001,-1,76765.0,76309.75880190425,0.005130322387751644,tp,2,BTC,2026-05-24 21:45:00+08:00,1.0,0.0,0.0013624700948812645,2026
|
||||
119972,119996,-1,65694.5,64623.063486656254,0.015509379222670787,tp,24,BTC,2026-06-04 01:00:00+08:00,1.0,1.0,0.00040067482075082576,2026
|
||||
120151,120161,-1,60700.4,61431.58121365706,-0.012845739627038024,sl,10,BTC,2026-06-05 21:45:00+08:00,1.0,1.0,-0.0025615116780475407,2026
|
||||
120371,120376,1,61843.0,62649.84573831126,0.012246678497344272,tp,5,BTC,2026-06-08 04:45:00+08:00,0.0,0.0,-0.0008052053680357869,2026
|
||||
120645,120686,-1,61871.3,62396.64192880755,-0.009290882344601546,sl,41,BTC,2026-06-11 01:15:00+08:00,1.0,0.0,-0.0006011426519528319,2026
|
||||
124541,124554,1,65932.8,66382.3091249815,0.006017685961789903,tp,13,BTC,2026-07-21 15:15:00+08:00,1.0,1.0,-0.00045098302109855917,2026
|
||||
124682,124694,-1,65751.1,66029.6212712818,-0.005035994094118401,sl,12,BTC,2026-07-23 02:30:00+08:00,1.0,1.0,-0.0005576376715226105,2026
|
||||
124833,124837,-1,65363.1,64932.4818685733,0.005788092232876064,tp,4,BTC,2026-07-24 16:15:00+08:00,1.0,1.0,-5.177512540231068e-05,2026
|
||||
125280,125285,1,63987.2,63763.8643542493,-0.004290317528360299,sl,5,BTC,2026-07-29 08:00:00+08:00,1.0,1.0,0.0023553554088325272,2026
|
||||
125973,125980,1,64408.2,64199.95623946291,-0.004033187087002695,sl,7,BTC,2026-08-05 13:15:00+08:00,0.0,0.0,-9.990820933269832e-05,2026
|
||||
126022,126057,1,64664.5,64408.45377069678,-0.004759610440090279,sl,35,BTC,2026-08-06 01:30:00+08:00,1.0,1.0,-0.0008671894669116385,2026
|
||||
1119,1167,-1,3070.0,3088.46,-0.006813029315960924,time,48,ETH,2025-12-12 23:45:00+08:00,1.0,1.0,0.00011374407582942412,2025
|
||||
3754,3779,-1,3114.79,3068.5270530204934,0.014052669675806883,tp,25,ETH,2026-01-09 10:30:00+08:00,0.0,0.0,0.0023241484773314897,2026
|
||||
3820,3868,-1,3083.36,3090.99,-0.0032745731928803816,time,48,ETH,2026-01-10 03:00:00+08:00,1.0,0.0,0.0017659759595243525,2026
|
||||
4612,4621,-1,3300.81,3308.556959873513,-0.003146987519279473,sl,9,ETH,2026-01-18 09:00:00+08:00,0.0,0.0,-0.00020519381763092762,2026
|
||||
6277,6294,-1,2259.89,2216.590047437033,0.01836020362184313,tp,17,ETH,2026-02-04 17:15:00+08:00,1.0,1.0,-0.0014153878513273176,2026
|
||||
6389,6394,-1,2052.53,2088.691151072947,-0.018417842892891563,sl,5,ETH,2026-02-05 21:15:00+08:00,1.0,1.0,-0.003259905096254108,2026
|
||||
7068,7072,-1,1965.98,1928.0567366075452,0.018489750349675392,tp,4,ETH,2026-02-12 23:00:00+08:00,1.0,1.0,2.0044398342310028e-05,2026
|
||||
8491,8502,-1,1979.6,1943.8171548185455,0.017275795706937956,tp,11,ETH,2026-02-27 18:45:00+08:00,1.0,1.0,0.00038015206082432515,2026
|
||||
8800,8806,1,2069.36,2036.9725699146616,-0.01645094042860525,sl,6,ETH,2026-03-03 00:00:00+08:00,1.0,1.0,0.0024259562434885513,2026
|
||||
374,391,-1,105.268,101.49314344362463,0.035059487749129536,tp,17,SOL,2024-01-05 05:30:00+08:00,0.0,0.0,0.0011554338001659485,2024
|
||||
501,503,-1,95.918,93.5325673406898,0.024069499565360114,tp,2,SOL,2024-01-06 13:15:00+08:00,1.0,0.0,0.0019434556687533012,2024
|
||||
2560,2563,1,93.129,92.52395334825256,-0.007296866193639396,sl,3,SOL,2024-01-28 00:00:00+08:00,1.0,1.0,-0.0017097531679129243,2024
|
||||
2972,2994,-1,96.553,93.24481284736962,0.03346291417802017,tp,22,SOL,2024-02-01 07:00:00+08:00,1.0,1.0,-0.002030456852791907,2024
|
||||
3309,3336,1,97.593,96.90822159260458,-0.007816675452085982,sl,27,SOL,2024-02-04 19:15:00+08:00,1.0,0.0,0.0013752740207634898,2024
|
||||
3419,3422,-1,97.704,96.2685828990876,0.013891487563583773,tp,3,SOL,2024-02-05 22:45:00+08:00,0.0,0.0,-0.0022672509328263263,2024
|
||||
3745,3755,1,103.414,104.94894008158148,0.014042671993941649,tp,10,SOL,2024-02-09 08:15:00+08:00,1.0,1.0,0.00038004287663224984,2024
|
||||
5654,5667,1,115.811,121.50548840505907,0.04837053134036543,tp,13,SOL,2024-02-29 05:30:00+08:00,1.0,1.0,-0.006536122316316341,2024
|
||||
6343,6381,1,137.514,142.5933033047928,0.0361366268510319,tp,38,SOL,2024-03-07 09:45:00+08:00,1.0,1.0,-0.0052323791935980505,2024
|
||||
7789,7816,1,178.365,175.65156282440145,-0.016012834219709903,sl,27,SOL,2024-03-22 11:15:00+08:00,1.0,0.0,-0.0005023232450081277,2024
|
||||
7962,7967,1,174.999,173.53145299869115,-0.00918603078479788,sl,5,SOL,2024-03-24 06:30:00+08:00,1.0,0.0,0.00014386336433096206,2024
|
||||
8051,8053,1,179.074,182.4432303798224,0.018014737928579234,tp,2,SOL,2024-03-25 04:45:00+08:00,1.0,0.0,0.0015043717268603373,2024
|
||||
8416,8434,-1,185.902,188.06575175157198,-0.01243920641828487,sl,18,SOL,2024-03-29 00:00:00+08:00,1.0,1.0,0.0004250706679986212,2024
|
||||
8546,8562,1,192.414,196.02091298534657,0.01794558496443389,tp,16,SOL,2024-03-30 08:30:00+08:00,1.0,1.0,0.0003532097275013695,2024
|
||||
9855,9861,-1,167.46,164.03167590072204,0.019672495517006883,tp,6,SOL,2024-04-12 23:45:00+08:00,0.0,1.0,6.496919869350296e-05,2024
|
||||
10961,11001,1,157.322,155.8751217674986,-0.00999692244251538,sl,40,SOL,2024-04-24 12:15:00+08:00,1.0,0.0,-0.001217012554445284,2024
|
||||
11196,11226,-1,142.561,138.66895167464315,0.026500933111838817,tp,30,SOL,2024-04-26 23:00:00+08:00,1.0,1.0,0.0015393073117098539,2024
|
||||
11439,11441,-1,134.908,136.38528374103927,-0.011750304956261207,sl,2,SOL,2024-04-29 11:45:00+08:00,1.0,1.0,0.0026527905315784418,2024
|
||||
12469,12472,-1,149.85,151.4901592653558,-0.011745340442814852,sl,3,SOL,2024-05-10 05:15:00+08:00,0.0,0.0,0.0006832957410110697,2024
|
||||
13255,13286,1,171.782,174.5418882271612,0.015266224791661431,tp,31,SOL,2024-05-18 09:45:00+08:00,1.0,1.0,-0.0019470588235293463,2024
|
||||
15314,15322,-1,159.924,160.8671643565261,-0.00669757857811271,sl,8,SOL,2024-06-08 20:30:00+08:00,1.0,1.0,0.00200105318588718,2024
|
||||
16641,16689,-1,134.076,134.17,-0.0015010949013991625,time,48,SOL,2024-06-22 16:15:00+08:00,1.0,0.0,-0.0003322970588019282,2024
|
||||
17719,17722,1,144.083,142.30285041823385,-0.013155028572185153,sl,3,SOL,2024-07-03 21:45:00+08:00,0.0,0.0,2.1053665794209712e-05,2024
|
||||
18120,18124,1,138.886,137.43379607944877,-0.011256085714551698,sl,4,SOL,2024-07-08 02:00:00+08:00,1.0,0.0,-0.004695721595238896,2024
|
||||
18605,18653,-1,138.939,139.274,-0.003211130064272868,time,48,SOL,2024-07-13 03:15:00+08:00,1.0,0.0,-0.0010722864005490512,2024
|
||||
19163,19168,-1,157.897,155.10568240914725,0.016878091356091265,tp,5,SOL,2024-07-18 22:45:00+08:00,1.0,0.0,0.0005369798008180371,2024
|
||||
20393,20409,-1,182.995,180.4101795505274,0.013325087841048126,tp,16,SOL,2024-07-31 18:15:00+08:00,1.0,0.0,0.0022336956521739203,2024
|
||||
21817,21828,-1,141.83,143.24200177698177,-0.010755593153646997,sl,11,SOL,2024-08-15 14:15:00+08:00,1.0,0.0,0.002536178870285629,2024
|
||||
22285,22293,1,145.576,148.05111815254776,0.016202240428008496,tp,8,SOL,2024-08-20 11:15:00+08:00,0.0,1.0,0.001963812731936109,2024
|
||||
22616,22617,1,146.421,145.600457988337,-0.006403991310419814,sl,1,SOL,2024-08-23 22:00:00+08:00,1.0,0.0,-0.0013847331431355665,2024
|
||||
23210,23253,-1,140.673,137.8550415806945,0.019231977844401643,tp,43,SOL,2024-08-30 02:30:00+08:00,1.0,1.0,0.002688680236099636,2024
|
||||
23974,23987,-1,126.608,122.49642910930767,0.031674811154842775,tp,13,SOL,2024-09-07 01:30:00+08:00,1.0,1.0,-0.0018234893603699405,2024
|
||||
24812,24820,-1,135.656,136.11360453325494,-0.004173271608000656,sl,8,SOL,2024-09-15 19:00:00+08:00,1.0,1.0,-0.00047641734159121726,2024
|
||||
26704,26706,-1,141.559,142.4593369014423,-0.007160153020594251,sl,2,SOL,2024-10-05 12:00:00+08:00,1.0,1.0,0.0007722549845547965,2024
|
||||
28021,28044,-1,154.32,155.20845343134295,-0.006557215081278854,sl,23,SOL,2024-10-19 05:15:00+08:00,1.0,0.0,0.002704268881591758,2024
|
||||
28215,28219,1,163.75,166.26047107235098,0.014531121052525076,tp,4,SOL,2024-10-21 05:45:00+08:00,1.0,1.0,0.0005605381165919495,2024
|
||||
28572,28576,1,176.82,175.0326755616519,-0.01090815766512891,sl,4,SOL,2024-10-24 23:00:00+08:00,1.0,1.0,-0.0017209729233592414,2024
|
||||
28677,28680,-1,169.91,165.79820088543093,0.023399865308510782,tp,3,SOL,2024-10-26 01:15:00+08:00,1.0,1.0,0.00023215322112606188,2024
|
||||
29570,29572,-1,160.63,162.0503328171418,-0.009642263693841736,sl,2,SOL,2024-11-04 08:30:00+08:00,1.0,1.0,-0.0010435209624947268,2024
|
||||
30059,30091,1,199.6,202.94505710618913,0.015958803137220097,tp,32,SOL,2024-11-09 10:45:00+08:00,0.0,1.0,-0.0002526017985248629,2024
|
||||
30280,30282,1,212.07,216.76516854127271,0.021339711139117847,tp,2,SOL,2024-11-11 18:00:00+08:00,1.0,1.0,0.0017661097852028856,2024
|
||||
31650,31673,-1,242.59,234.52081169051854,0.03246265843390684,tp,23,SOL,2024-11-26 00:30:00+08:00,1.0,1.0,-0.006875228835279272,2024
|
||||
32542,32548,1,228.74,225.69746284428396,-0.014101290354621173,sl,6,SOL,2024-12-05 07:30:00+08:00,0.0,0.0,0.0028399006034788175,2024
|
||||
34602,34606,-1,188.57,190.31505562094668,-0.010054152945572927,sl,4,SOL,2024-12-26 18:30:00+08:00,1.0,1.0,0.0006827013969120652,2024
|
||||
35236,35250,1,197.75,201.31285989351966,0.0172169906119831,tp,14,SOL,2025-01-02 09:00:00+08:00,1.0,1.0,0.0023053278688525466,2025
|
||||
35934,35938,-1,190.31,191.96890236305853,-0.00951684285144517,sl,4,SOL,2025-01-09 15:30:00+08:00,1.0,1.0,0.0021239121425611096,2025
|
||||
37320,37329,-1,251.18,255.44842866568328,-0.01779350531763386,sl,9,SOL,2025-01-24 02:00:00+08:00,1.0,1.0,7.872466049994186e-05,2025
|
||||
38190,38193,-1,222.0,218.20069903295033,0.01631396832004358,tp,3,SOL,2025-02-02 03:30:00+08:00,1.0,1.0,-0.003127792672028546,2025
|
||||
38626,38628,-1,201.16,202.74655018125773,-0.008687006269923121,sl,2,SOL,2025-02-06 16:30:00+08:00,0.0,1.0,-0.0012033338265029332,2025
|
||||
38654,38686,-1,192.34,187.54773436802287,0.024115595466242753,tp,32,SOL,2025-02-06 23:30:00+08:00,1.0,1.0,-0.0036684159576094097,2025
|
||||
38974,38977,1,199.45,204.89744873366493,0.02651235263807943,tp,3,SOL,2025-02-10 07:30:00+08:00,1.0,0.0,-0.004749744637385121,2025
|
||||
40134,40138,1,172.17,170.34426575949524,-0.011404253008681791,sl,4,SOL,2025-02-22 09:30:00+08:00,1.0,1.0,0.001756851721714754,2025
|
||||
40285,40313,-1,168.46,166.44161785767074,0.011181373277509631,tp,28,SOL,2025-02-23 23:15:00+08:00,0.0,1.0,-0.0006480881399871187,2025
|
||||
40894,40900,1,142.89,145.55325594896982,0.0178385047866879,tp,6,SOL,2025-03-02 07:30:00+08:00,1.0,1.0,0.0,2025
|
||||
41393,41430,1,141.89,146.2314204047141,0.029797085099119845,tp,37,SOL,2025-03-07 12:15:00+08:00,1.0,0.0,-0.005633802816901417,2025
|
||||
41815,41823,-1,122.67,124.76526337765188,-0.017880487304572226,sl,8,SOL,2025-03-11 21:45:00+08:00,1.0,0.0,-0.0044546973192268104,2025
|
||||
42435,42444,-1,126.49,124.35466420118483,0.016081459394538408,tp,9,SOL,2025-03-18 08:45:00+08:00,1.0,1.0,-0.0010989873616453455,2025
|
||||
42769,42770,1,126.76,125.84043972063412,-0.008054341112069123,sl,1,SOL,2025-03-21 20:15:00+08:00,0.0,1.0,0.0011916110581506648,2025
|
||||
42921,42927,1,129.42,130.70777834020325,0.009150381240946226,tp,6,SOL,2025-03-23 10:15:00+08:00,1.0,1.0,-0.0023360847220057854,2025
|
||||
44229,44255,1,118.17,119.80318253048183,0.013020618858270562,tp,26,SOL,2025-04-06 01:15:00+08:00,1.0,0.0,0.0005964045326743902,2025
|
||||
46956,47004,-1,145.69,146.6068360922417,-0.007093061241277434,sl,48,SOL,2025-05-04 11:00:00+08:00,1.0,1.0,0.0004076086956521894,2025
|
||||
48569,48573,-1,166.89,168.62668238709438,-0.011206150081457191,sl,4,SOL,2025-05-21 06:15:00+08:00,1.0,0.0,-0.0014860607501634667,2025
|
||||
52198,52211,-1,141.48,142.75841361332775,-0.0098360023560062,sl,13,SOL,2025-06-28 01:30:00+08:00,1.0,0.0,-0.00041978590918633087,2025
|
||||
53248,53249,-1,149.48,150.41210697214015,-0.007035663447552592,sl,1,SOL,2025-07-09 00:00:00+08:00,1.0,0.0,0.0015270216438721164,2025
|
||||
53726,53737,-1,162.09,163.14856915823427,-0.007330749325894647,sl,11,SOL,2025-07-13 23:30:00+08:00,1.0,0.0,0.0006115833893951093,2025
|
||||
53915,53918,-1,157.68,159.41549169734338,-0.011806416142461805,sl,3,SOL,2025-07-15 22:45:00+08:00,0.0,1.0,0.001300309597523269,2025
|
||||
55314,55323,-1,180.64,181.96318801464216,-0.008125000081057187,sl,9,SOL,2025-07-30 12:30:00+08:00,1.0,0.0,-0.0005489679402722569,2025
|
||||
57560,57561,1,190.42,187.76170833361073,-0.014760149492643948,sl,1,SOL,2025-08-22 22:00:00+08:00,1.0,1.0,5.572893446272239e-05,2025
|
||||
57782,57801,1,204.55,210.9038559078345,0.030262605269295948,tp,19,SOL,2025-08-25 05:30:00+08:00,1.0,0.0,-0.0010370370370370763,2025
|
||||
58906,58925,-1,202.94,205.19360185239097,-0.011904769155370906,sl,19,SOL,2025-09-05 22:30:00+08:00,1.0,0.0,0.0020645285193009737,2025
|
||||
60257,60262,1,238.58,236.80227695199528,-0.008251266023995014,sl,5,SOL,2025-09-20 00:15:00+08:00,1.0,0.0,-0.0013928164436753999,2025
|
||||
60481,60483,-1,234.65,231.7299128671265,0.011644436960892839,tp,2,SOL,2025-09-22 08:15:00+08:00,0.0,1.0,0.0015175146482316116,2025
|
||||
61378,61393,1,215.15,218.88821752929329,0.016574936227252056,tp,15,SOL,2025-10-01 16:30:00+08:00,1.0,1.0,0.00042938931297711554,2025
|
||||
61446,61461,1,222.22,225.2687938923561,0.01291970971269952,tp,15,SOL,2025-10-02 09:30:00+08:00,1.0,1.0,-0.00104365187403571,2025
|
||||
61759,61765,1,236.48,234.78106179226063,-0.007984278618654262,sl,6,SOL,2025-10-05 15:45:00+08:00,1.0,1.0,-0.0002981641606679797,2025
|
||||
61982,61987,-1,222.2,224.83033968117994,-0.012637712336543419,sl,5,SOL,2025-10-07 23:30:00+08:00,1.0,1.0,-0.0009714739909917816,2025
|
||||
62384,62416,-1,175.98,178.51530496711803,-0.015206778992601644,sl,32,SOL,2025-10-12 04:00:00+08:00,1.0,1.0,0.001562412811785063,2025
|
||||
62856,62904,-1,187.52,185.59,0.009492235494880581,time,48,SOL,2025-10-17 02:00:00+08:00,1.0,1.0,0.0020843103538117124,2025
|
||||
63628,63676,1,192.47,194.08,0.007564939990647964,time,48,SOL,2025-10-25 03:00:00+08:00,1.0,0.0,-0.0003663578793112115,2025
|
||||
64144,64158,-1,194.04,196.0325982239398,-0.011069007544525914,sl,14,SOL,2025-10-30 12:00:00+08:00,0.0,0.0,0.0015150749962122264,2025
|
||||
65745,65750,-1,140.94,138.82312581698068,0.014219683432803462,tp,5,SOL,2025-11-16 04:15:00+08:00,1.0,1.0,0.0009816295049783674,2025
|
||||
66700,66704,-1,135.33,136.79082622012015,-0.011594548290254487,sl,4,SOL,2025-11-26 03:00:00+08:00,1.0,0.0,-0.003280600714442058,2025
|
||||
66957,66960,-1,140.38,141.41199949464016,-0.00815147096908506,sl,3,SOL,2025-11-28 19:15:00+08:00,0.0,0.0,-0.001971830985915501,2025
|
||||
68171,68219,-1,130.74,130.57,0.0005002906532049555,time,48,SOL,2025-12-11 10:45:00+08:00,1.0,0.0,-0.001062296077092456,2025
|
||||
69416,69432,-1,122.56,120.99931559207093,0.011934043798376906,tp,16,SOL,2025-12-24 10:00:00+08:00,1.0,1.0,-0.0012947078815342013,2025
|
||||
70091,70094,1,125.95,125.26792566010916,-0.006215437394925337,sl,3,SOL,2025-12-31 10:45:00+08:00,1.0,0.0,0.0018402944471114558,2025
|
||||
70270,70272,1,127.06,126.52576747118292,-0.005004568934496187,sl,2,SOL,2026-01-02 07:30:00+08:00,1.0,1.0,0.0007139457401237776,2026
|
||||
72741,72747,-1,124.42,125.5769899515917,-0.01009906728493568,sl,6,SOL,2026-01-28 01:15:00+08:00,0.0,0.0,0.0022123893805309825,2026
|
||||
73359,73368,1,104.1,103.09648270332127,-0.01043993560690416,sl,9,SOL,2026-02-03 11:45:00+08:00,0.0,0.0,-0.005454368364663507,2026
|
||||
73589,73592,-1,88.4,90.026559126961,-0.019199990123993194,sl,3,SOL,2026-02-05 21:15:00+08:00,1.0,1.0,-0.0015569395017793657,2026
|
||||
75693,75698,-1,84.42,82.87722151413323,0.017475035369187118,tp,5,SOL,2026-02-27 19:15:00+08:00,1.0,1.0,0.002818886539816712,2026
|
||||
75928,75930,1,83.38,82.44866553165969,-0.01196975855529276,sl,2,SOL,2026-03-02 06:00:00+08:00,0.0,0.0,0.0019459985405010532,2026
|
||||
|
@@ -1,162 +0,0 @@
|
||||
entry_idx,exit_idx,direction,entry,exit,ret,reason,bars_held,symbol,pair,date,h1_agree,depth
|
||||
2432,2480,-1,7160.0,7155.59,-0.00018407821229052311,time,48,BTC,1h/4h,2019-12-19 09:00:00+08:00,0.0,0.001102223427331902
|
||||
3058,3069,1,8469.84,8675.706647852576,0.023505848499213163,tp,11,BTC,1h/4h,2020-01-14 11:00:00+08:00,1.0,0.001668012293420146
|
||||
3601,3607,1,9696.0,9586.20604730506,-0.012123633735039134,sl,6,BTC,1h/4h,2020-02-06 02:00:00+08:00,1.0,0.000749122155446051
|
||||
4735,4783,1,6574.14,6736.82,0.02394544198937038,time,48,BTC,1h/4h,2020-03-24 08:00:00+08:00,1.0,-0.00887982511846786
|
||||
4906,4940,-1,6433.45,6165.748948116499,0.04081080786879519,tp,34,BTC,1h/4h,2020-03-31 11:00:00+08:00,0.0,0.0008754526749602192
|
||||
5059,5070,1,7129.9,7362.254143483639,0.03178869598222131,tp,11,BTC,1h/4h,2020-04-06 20:00:00+08:00,1.0,0.0022768831809973434
|
||||
5444,5468,1,7056.18,7215.562589464108,0.021787659252471975,tp,24,BTC,1h/4h,2020-04-22 21:00:00+08:00,1.0,0.00028951939779965256
|
||||
5778,5780,1,9321.44,9176.645889524976,-0.016333448745582693,sl,2,BTC,1h/4h,2020-05-06 19:00:00+08:00,1.0,-0.0005515719801434088
|
||||
6964,6970,-1,9275.0,9063.571935285694,0.02199547867539687,tp,6,BTC,1h/4h,2020-06-25 05:00:00+08:00,1.0,-0.001641918598440423
|
||||
7346,7360,1,9234.43,9180.127882773235,-0.006680397298670888,sl,14,BTC,1h/4h,2020-07-11 03:00:00+08:00,1.0,0.002067914671310405
|
||||
9180,9204,-1,10646.31,10749.326275067146,-0.010476242291192548,sl,24,BTC,1h/4h,2020-09-25 13:00:00+08:00,1.0,-0.001330540037244029
|
||||
9346,9348,1,10642.01,10549.706321266784,-0.009473519263110696,sl,2,BTC,1h/4h,2020-10-02 11:00:00+08:00,0.0,0.0028541750142898163
|
||||
11156,11164,1,20354.12,20938.20282634432,0.02789604907234122,tp,8,BTC,1h/4h,2020-12-16 21:00:00+08:00,1.0,0.00015325865580439915
|
||||
11482,11487,1,28110.62,27563.242021339607,-0.020272284092645122,sl,5,BTC,1h/4h,2020-12-30 11:00:00+08:00,1.0,-0.00022404736295884332
|
||||
12445,12451,1,39067.83,40743.82285856252,0.04209956361954366,tp,6,BTC,1h/4h,2021-02-08 14:00:00+08:00,1.0,0.0016968735144546729
|
||||
17530,17578,-1,46461.52,46732.16,-0.00662503542716654,time,48,BTC,1h/4h,2021-09-08 11:00:00+08:00,0.0,0.0003428270042194093
|
||||
18860,18883,1,63446.0,62560.297560903055,-0.014759941353228659,sl,23,BTC,1h/4h,2021-11-02 21:00:00+08:00,1.0,-0.0017711774757913866
|
||||
19192,19197,-1,60198.98,61339.97124404492,-0.0197536640661506,sl,5,BTC,1h/4h,2021-11-16 17:00:00+08:00,1.0,0.0009809559850160732
|
||||
19344,19360,-1,57458.91,55335.70239266255,0.036151755738795865,tp,16,BTC,1h/4h,2021-11-23 01:00:00+08:00,1.0,-0.0024456311192203304
|
||||
19616,19619,-1,53005.17,50641.751204844695,0.04378845797787844,tp,3,BTC,1h/4h,2021-12-04 09:00:00+08:00,1.0,-0.0026143958006580137
|
||||
19846,19850,-1,47239.07,45624.125472219945,0.03338662830957627,tp,4,BTC,1h/4h,2021-12-13 23:00:00+08:00,1.0,0.002355906755213454
|
||||
20400,20402,-1,46007.99,44726.62799689469,0.027050858146711192,tp,2,BTC,1h/4h,2022-01-06 01:00:00+08:00,1.0,-0.0003636456091930139
|
||||
23278,23282,-1,36886.4,35476.59635357367,0.03742014743716749,tp,4,BTC,1h/4h,2022-05-05 23:00:00+08:00,1.0,0.0018654332660414483
|
||||
23478,23501,-1,29274.3,30140.711117406132,-0.030396305203066604,sl,23,BTC,1h/4h,2022-05-14 07:00:00+08:00,1.0,-0.005426557272582444
|
||||
24926,24931,1,19699.5,19422.848168267377,-0.01484359662593582,sl,5,BTC,1h/4h,2022-07-13 15:00:00+08:00,1.0,-0.0003303174660520259
|
||||
26251,26256,-1,19841.1,19433.3847733702,0.01974902332178155,tp,5,BTC,1h/4h,2022-09-06 20:00:00+08:00,1.0,0.0022970407537880517
|
||||
30476,30501,-1,23686.5,23189.856468956954,0.020167366687482157,tp,25,BTC,1h/4h,2023-03-01 21:00:00+08:00,1.0,0.0003147689595836656
|
||||
31824,31826,-1,29713.3,28903.933268859073,0.02643920706016923,tp,2,BTC,1h/4h,2023-04-27 01:00:00+08:00,1.0,0.0008688387635756057
|
||||
31958,31966,1,28045.0,28637.23025481239,0.02031714226466007,tp,8,BTC,1h/4h,2023-05-02 15:00:00+08:00,0.0,0.0025807798490406026
|
||||
32835,32854,-1,26351.1,26695.867198146152,-0.013883597957814041,sl,19,BTC,1h/4h,2023-06-08 04:00:00+08:00,1.0,-0.0011518675911429753
|
||||
33060,33067,1,26679.4,26412.64817583467,-0.010798419161050496,sl,7,BTC,1h/4h,2023-06-17 13:00:00+08:00,0.0,0.0011832512691324097
|
||||
33865,33873,-1,29678.0,29946.143380130896,-0.009835089296141783,sl,8,BTC,1h/4h,2023-07-21 02:00:00+08:00,1.0,-0.001505525775924823
|
||||
33957,33976,-1,29032.3,29276.789108423676,-0.009221279348300925,sl,19,BTC,1h/4h,2023-07-24 22:00:00+08:00,1.0,0.0017275502331354198
|
||||
35976,36024,1,28219.0,28312.2,0.002502739289131462,time,48,BTC,1h/4h,2023-10-17 01:00:00+08:00,1.0,-0.0005378271782000717
|
||||
36063,36067,1,29719.8,29376.953209696854,-0.012335972324953233,sl,4,BTC,1h/4h,2023-10-20 16:00:00+08:00,1.0,0.0003436426116838488
|
||||
36910,36911,1,38217.3,37828.3773577797,-0.01097661222065155,sl,1,BTC,1h/4h,2023-11-24 23:00:00+08:00,1.0,0.00029278679797710937
|
||||
37072,37075,1,38706.1,38417.37484291822,-0.008259422599584438,sl,3,BTC,1h/4h,2023-12-01 17:00:00+08:00,1.0,0.001321724535822969
|
||||
37685,37707,1,42494.9,43382.59235112681,0.02008938557631176,tp,22,BTC,1h/4h,2023-12-27 06:00:00+08:00,0.0,-0.0009044510385756332
|
||||
40303,40326,-1,63682.7,65650.31770869048,-0.03169720926861579,sl,23,BTC,1h/4h,2024-04-14 08:00:00+08:00,1.0,-0.0013372979566940698
|
||||
41710,41713,-1,66266.0,67026.26026788156,-0.012272855882074671,sl,3,BTC,1h/4h,2024-06-11 23:00:00+08:00,1.0,-0.00017831589552471682
|
||||
41956,42004,-1,64065.1,63818.9,0.003042965983039082,time,48,BTC,1h/4h,2024-06-22 05:00:00+08:00,1.0,0.002339009287925674
|
||||
42235,42237,-1,60032.3,60663.752147551255,-0.011318539978499107,sl,2,BTC,1h/4h,2024-07-03 20:00:00+08:00,1.0,-0.0012193713389984564
|
||||
42623,42671,1,66374.0,67524.7,0.016536607707837363,time,48,BTC,1h/4h,2024-07-20 00:00:00+08:00,1.0,-0.00032005514796400164
|
||||
43285,43291,1,58495.1,57569.245437461504,-0.016627899474289196,sl,6,BTC,1h/4h,2024-08-16 14:00:00+08:00,1.0,0.001166398031161769
|
||||
44652,44685,1,62744.1,62217.84055565944,-0.009187393306152475,sl,33,BTC,1h/4h,2024-10-12 13:00:00+08:00,1.0,-0.0002566405748748877
|
||||
45555,45597,1,91532.1,94765.94369461658,0.03453015952454466,tp,42,BTC,1h/4h,2024-11-19 04:00:00+08:00,0.0,-0.0040401864769774734
|
||||
49481,49509,1,96118.0,97603.55678776429,0.014655552422691794,tp,28,BTC,1h/4h,2025-05-01 18:00:00+08:00,1.0,-0.00039724227458605237
|
||||
50988,51015,1,109290.4,108580.21557943022,-0.007298140921524405,sl,27,BTC,1h/4h,2025-07-03 13:00:00+08:00,1.0,0.0021311797978567338
|
||||
52040,52088,1,117778.4,116880.55005634454,-0.008423213965000847,sl,48,BTC,1h/4h,2025-08-16 09:00:00+08:00,1.0,1.453718312145038e-05
|
||||
52087,52088,-1,117244.6,116169.72105115063,0.008367833306176816,tp,1,BTC,1h/4h,2025-08-18 08:00:00+08:00,1.0,0.0008894536213468869
|
||||
53157,53167,1,117245.3,118971.3486914416,0.013921687704680665,tp,10,BTC,1h/4h,2025-10-01 22:00:00+08:00,1.0,0.00030916666236067416
|
||||
54462,54504,-1,88247.1,89385.73940010609,-0.013702853466075185,sl,42,BTC,1h/4h,2025-11-25 07:00:00+08:00,0.0,-0.000463982384397642
|
||||
56038,56048,-1,84898.0,82939.11713000348,0.022273368866127866,tp,10,BTC,1h/4h,2026-01-29 23:00:00+08:00,1.0,-0.00026671297257850157
|
||||
59741,59755,-1,61445.0,62079.27276184748,-0.011122609843721733,sl,14,BTC,1h/4h,2026-07-03 06:00:00+08:00,0.0,-0.00048488766769031843
|
||||
59932,59980,1,63987.6,63889.6,-0.002331546737180329,time,48,BTC,1h/4h,2026-07-11 05:00:00+08:00,0.0,0.002677698975571339
|
||||
60749,60757,1,63497.7,63120.07444941832,-0.006747074470125387,sl,8,BTC,1h/4h,2026-08-14 06:00:00+08:00,1.0,0.0025044909752782274
|
||||
1148,1157,1,148.95,152.86469819737303,0.02548196171448837,tp,9,ETH,1h/4h,2020-01-14 11:00:00+08:00,1.0,0.000895008605851948
|
||||
3576,3580,1,189.2,185.51614490673333,-0.02027069288195908,sl,4,ETH,1h/4h,2020-04-24 15:00:00+08:00,0.0,-0.00032176757655388144
|
||||
4265,4274,1,209.05,205.88278183697142,-0.015950529361533572,sl,9,ETH,1h/4h,2020-05-23 08:00:00+08:00,1.0,0.00024277737314887775
|
||||
6401,6407,1,412.19,402.63670129525633,-0.023976929825429212,sl,6,ETH,1h/4h,2020-08-20 08:00:00+08:00,1.0,-0.0019065068832325983
|
||||
6757,6760,1,406.32,389.8105920059445,-0.04143154162742541,sl,3,ETH,1h/4h,2020-09-04 04:00:00+08:00,0.0,-0.008355564503951259
|
||||
7078,7126,1,379.98,379.48,-0.002115858729406811,time,48,ETH,1h/4h,2020-09-17 13:00:00+08:00,0.0,0.0021595968752499595
|
||||
7616,7627,1,365.34,374.6765184444372,0.024755697280443474,tp,11,ETH,1h/4h,2020-10-09 23:00:00+08:00,1.0,0.0010338661003688515
|
||||
7902,7905,1,385.25,395.88528212930225,0.02680618333368528,tp,3,ETH,1h/4h,2020-10-21 21:00:00+08:00,1.0,-0.0044362292051756185
|
||||
9657,9661,1,783.71,766.185255020784,-0.023161262430256156,sl,4,ETH,1h/4h,2021-01-03 00:00:00+08:00,1.0,0.0015345609821189982
|
||||
10130,10173,1,1172.23,1307.1202102749298,0.11427145378887234,tp,43,ETH,1h/4h,2021-01-22 17:00:00+08:00,1.0,-0.022091103852772874
|
||||
10278,10293,1,1344.16,1296.3364901733275,-0.03637873305757688,sl,15,ETH,1h/4h,2021-01-28 21:00:00+08:00,0.0,-0.012461539647899702
|
||||
11602,11604,-1,1698.41,1642.3976654623832,0.03217927740511235,tp,2,ETH,1h/4h,2021-03-25 01:00:00+08:00,1.0,-0.0027926487288233424
|
||||
12199,12247,1,2129.73,2175.65,0.020761418583576358,time,48,ETH,1h/4h,2021-04-18 22:00:00+08:00,0.0,-0.0038687121487113413
|
||||
12267,12269,-1,2266.51,2332.8804669527344,-0.03008311234132397,sl,2,ETH,1h/4h,2021-04-21 18:00:00+08:00,1.0,-0.014507740894579634
|
||||
12678,12681,1,3644.39,3792.7415346463335,0.03990682189511377,tp,3,ETH,1h/4h,2021-05-08 21:00:00+08:00,1.0,-0.0013485794585282815
|
||||
12939,12940,-1,2861.98,2519.012586140506,0.11903571298873304,tp,1,ETH,1h/4h,2021-05-19 18:00:00+08:00,1.0,-0.009399735092557673
|
||||
16416,16428,1,3580.18,3516.4217269978244,-0.01860867805590094,sl,12,ETH,1h/4h,2021-10-11 15:00:00+08:00,1.0,-0.00142445213379471
|
||||
17710,17720,-1,3842.91,4028.425155031852,-0.049074655152437065,sl,10,ETH,1h/4h,2021-12-04 13:00:00+08:00,1.0,-0.014039881831609981
|
||||
18297,18317,-1,3863.0,3752.6978600021134,0.027753492104034837,tp,20,ETH,1h/4h,2021-12-29 00:00:00+08:00,1.0,-0.0022500484155378014
|
||||
19551,19583,-1,2773.79,2648.333374698416,0.044429316315072215,tp,32,ETH,1h/4h,2022-02-19 06:00:00+08:00,1.0,-0.0051418563922941635
|
||||
19884,19905,-1,2616.34,2674.37023416558,-0.022979928512953097,sl,21,ETH,1h/4h,2022-03-05 03:00:00+08:00,1.0,-0.0022370865849126653
|
||||
20345,20370,1,3048.58,3148.298161713197,0.03190970803232878,tp,25,ETH,1h/4h,2022-03-24 08:00:00+08:00,1.0,-0.0005314171122995138
|
||||
21371,21419,-1,2728.16,2686.78,0.014367732097824049,time,48,ETH,1h/4h,2022-05-06 02:00:00+08:00,1.0,0.001080691642651297
|
||||
23380,23381,1,1641.0,1600.920464162501,-0.02522384877361301,sl,1,ETH,1h/4h,2022-07-28 19:00:00+08:00,1.0,-0.004349719975108904
|
||||
24366,24373,1,1535.3,1597.1760568768536,0.0395022581103717,tp,7,ETH,1h/4h,2022-09-07 21:00:00+08:00,1.0,-0.007940397350993384
|
||||
27613,27627,1,1641.75,1618.3949162153162,-0.015025724857428814,sl,14,ETH,1h/4h,2023-01-21 04:00:00+08:00,1.0,-0.0019791994957454144
|
||||
28241,28263,1,1687.29,1658.2730747767287,-0.017997355062420388,sl,22,ETH,1h/4h,2023-02-16 08:00:00+08:00,1.0,-0.0014645858343337662
|
||||
30107,30114,-1,1871.78,1890.4394105485715,-0.010768805387690587,sl,7,ETH,1h/4h,2023-05-05 02:00:00+08:00,1.0,-0.0005444924326124391
|
||||
32433,32454,-1,1848.46,1859.4596124636041,-0.006750690014176169,sl,21,ETH,1h/4h,2023-08-10 00:00:00+08:00,1.0,0.00283640878537481
|
||||
36658,36706,1,2304.04,2308.04,0.0009360809708164789,time,48,ETH,1h/4h,2024-02-02 01:00:00+08:00,1.0,-0.0011835155711786738
|
||||
38370,38373,-1,3161.58,3240.0002493344873,-0.025604132533254696,sl,3,ETH,1h/4h,2024-04-13 09:00:00+08:00,1.0,-0.00146652360119166
|
||||
38788,38808,-1,3005.93,2894.3476410605895,0.036320744308553546,tp,20,ETH,1h/4h,2024-04-30 19:00:00+08:00,1.0,0.002344842000757611
|
||||
40951,40973,-1,3325.0,3360.719806644995,-0.011542798990975957,sl,22,ETH,1h/4h,2024-07-29 22:00:00+08:00,1.0,-0.0033456510980788326
|
||||
41554,41559,1,2725.99,2798.5869662282284,0.025831413258386376,tp,5,ETH,1h/4h,2024-08-24 01:00:00+08:00,1.0,-0.004167265955594493
|
||||
42033,42056,1,2338.14,2398.3699059596242,0.024959751751231486,tp,23,ETH,1h/4h,2024-09-13 00:00:00+08:00,0.0,0.001801645734083956
|
||||
42359,42385,1,2615.74,2671.559218951104,0.020539742845659043,tp,26,ETH,1h/4h,2024-09-26 14:00:00+08:00,1.0,0.001240862650807348
|
||||
43362,43385,1,2815.29,2933.7121312850295,0.041263919271204576,tp,23,ETH,1h/4h,2024-11-07 09:00:00+08:00,1.0,-0.0046199796407676375
|
||||
43714,43734,1,3352.9,3276.8561600348003,-0.023480020270571687,sl,20,ETH,1h/4h,2024-11-22 01:00:00+08:00,1.0,-0.0040279434735017786
|
||||
43853,43860,1,3479.97,3605.2425957488404,0.03519818267078181,tp,7,ETH,1h/4h,2024-11-27 20:00:00+08:00,1.0,0.0021603561526419347
|
||||
44024,44025,1,3824.39,3755.721368002402,-0.018755447011836634,sl,1,ETH,1h/4h,2024-12-04 23:00:00+08:00,1.0,-0.0009354663774402978
|
||||
44220,44239,-1,3870.59,3942.2818698507353,-0.01932220717015628,sl,19,ETH,1h/4h,2024-12-13 03:00:00+08:00,1.0,-0.003853904282115915
|
||||
48063,48073,1,2534.6,2660.043142210847,0.048692283678232015,tp,10,ETH,1h/4h,2025-05-22 06:00:00+08:00,0.0,-0.0033323296195925654
|
||||
49007,49018,-1,2463.0,2490.7889738994845,-0.01208257161976635,sl,11,ETH,1h/4h,2025-06-30 14:00:00+08:00,1.0,0.0010822812260019078
|
||||
49163,49166,-1,2531.05,2553.7404529741884,-0.00976483790292102,sl,3,ETH,1h/4h,2025-07-07 02:00:00+08:00,0.0,0.0012679776929849455
|
||||
49383,49399,1,3093.34,3213.154003368232,0.03793289175073935,tp,16,ETH,1h/4h,2025-07-16 06:00:00+08:00,1.0,-0.00023347966918233986
|
||||
50301,50339,1,4745.3,4947.861965348362,0.04188686181028845,tp,38,ETH,1h/4h,2025-08-23 12:00:00+08:00,1.0,-0.0008036862408915559
|
||||
52252,52255,1,3548.25,3494.7971570441327,-0.0158645650548488,sl,3,ETH,1h/4h,2025-11-12 19:00:00+08:00,1.0,0.0006639839034205075
|
||||
52727,52735,1,2811.72,2892.544836634737,0.027945691830885383,tp,8,ETH,1h/4h,2025-12-02 14:00:00+08:00,1.0,-0.0007041899300840129
|
||||
52674,52676,1,3003.81,2975.038607118763,-0.010378299852932378,sl,2,ETH,1h/4h,2025-11-30 09:00:00+08:00,0.0,0.0005001157986245931
|
||||
538,542,-1,2.346,2.191713512801613,0.06496576606921863,tp,4,SOL,1h/4h,2020-10-07 01:00:00+08:00,1.0,-0.00960124203301187
|
||||
1849,1852,-1,1.9171,1.955983814707288,-0.021082622037081045,sl,3,SOL,1h/4h,2020-11-30 16:00:00+08:00,1.0,-0.003613231552162791
|
||||
2040,2041,-1,1.7951,1.7370341121168893,0.03154688200273557,tp,1,SOL,1h/4h,2020-12-08 15:00:00+08:00,1.0,-0.0003855050115651079
|
||||
2198,2203,1,1.57,1.6447917174766342,0.046838036609321114,tp,5,SOL,1h/4h,2020-12-15 05:00:00+08:00,1.0,0.0015648431896720073
|
||||
2395,2403,-1,1.455,1.3710541005121133,0.05689477628033455,tp,8,SOL,1h/4h,2020-12-23 10:00:00+08:00,1.0,0.0029648174990116933
|
||||
2602,2624,1,1.5239,1.6406756383033096,0.07582946276219543,tp,22,SOL,1h/4h,2021-01-01 01:00:00+08:00,0.0,0.00013828389684019773
|
||||
2631,2633,1,1.7999,1.7132397149120182,-0.04894727767541633,sl,2,SOL,1h/4h,2021-01-02 06:00:00+08:00,1.0,-0.0021830089139530944
|
||||
8482,8494,1,126.893,137.67008867567236,0.08413052158647333,tp,12,SOL,1h/4h,2021-09-03 01:00:00+08:00,1.0,-0.00010853230923363858
|
||||
8777,8819,1,161.1,152.00843330350938,-0.05723430599932103,sl,42,SOL,1h/4h,2021-09-15 08:00:00+08:00,0.0,-0.003710759217367006
|
||||
8876,8895,-1,164.372,152.38502105233184,0.07212591772119446,tp,19,SOL,1h/4h,2021-09-19 11:00:00+08:00,0.0,0.0018915060670950039
|
||||
9624,9630,1,156.646,160.98433102387983,0.026895128020376177,tp,6,SOL,1h/4h,2021-10-20 15:00:00+08:00,0.0,0.002255639097744262
|
||||
10507,10513,-1,206.184,196.87657546705066,0.04434135205907995,tp,6,SOL,1h/4h,2021-11-26 10:00:00+08:00,1.0,0.0014315367547062313
|
||||
11481,11482,-1,167.76,163.13528194859913,0.02676746573319541,tp,1,SOL,1h/4h,2022-01-06 00:00:00+08:00,1.0,-0.00046830182052323406
|
||||
11700,11717,1,148.24,144.3737094106227,-0.026881291077828613,sl,17,SOL,1h/4h,2022-01-15 03:00:00+08:00,1.0,0.002340630593418721
|
||||
12379,12383,1,97.99,95.08371711445747,-0.03045897423760102,sl,4,SOL,1h/4h,2022-02-12 10:00:00+08:00,0.0,-0.008632345293811882
|
||||
13000,13003,1,88.04,85.90641849957403,-0.025034228764493134,sl,3,SOL,1h/4h,2022-03-10 07:00:00+08:00,0.0,0.001730502999538434
|
||||
13207,13209,1,85.94,89.19136654006739,0.037032982779467004,tp,2,SOL,1h/4h,2022-03-18 22:00:00+08:00,1.0,-0.003885095361431579
|
||||
14190,14192,-1,97.18,98.96654595577054,-0.019183885118033903,sl,2,SOL,1h/4h,2022-04-28 21:00:00+08:00,1.0,0.0008975765433328932
|
||||
16269,16287,1,40.11,42.032658578197854,0.04713464418344189,tp,18,SOL,1h/4h,2022-07-24 12:00:00+08:00,1.0,0.0012790995139421119
|
||||
16384,16391,-1,42.9,44.277315342024224,-0.03290525272783742,sl,7,SOL,1h/4h,2022-07-29 07:00:00+08:00,0.0,-0.0020580836954036913
|
||||
16641,16645,-1,42.15,42.89388268405893,-0.018448462255253414,sl,4,SOL,1h/4h,2022-08-09 00:00:00+08:00,0.0,-0.0020954598370197045
|
||||
17768,17798,-1,33.72,32.325859069581085,0.04054463020222164,tp,30,SOL,1h/4h,2022-09-24 23:00:00+08:00,0.0,0.0020426028596440115
|
||||
19760,19767,-1,13.002,12.429947328799498,0.04319728281806664,tp,7,SOL,1h/4h,2022-12-16 23:00:00+08:00,1.0,-0.00045109390271409874
|
||||
19935,19942,-1,11.766,11.477938156462015,0.023682563618730678,tp,7,SOL,1h/4h,2022-12-24 06:00:00+08:00,0.0,-0.006052963430012691
|
||||
23134,23142,-1,22.604,21.929633874734403,0.029033928741178383,tp,8,SOL,1h/4h,2023-05-06 13:00:00+08:00,1.0,0.0024871280216423163
|
||||
23899,23911,-1,20.137,19.388007708460208,0.03639482999154753,tp,12,SOL,1h/4h,2023-06-07 10:00:00+08:00,1.0,-0.005585770983389719
|
||||
24412,24420,1,16.198,15.887866492604473,-0.019946407420393067,sl,8,SOL,1h/4h,2023-06-28 19:00:00+08:00,0.0,0.0011250000000000426
|
||||
25188,25189,-1,24.239,23.537789063505983,0.028129037356904908,tp,1,SOL,1h/4h,2023-07-31 03:00:00+08:00,1.0,-0.0037999999999999545
|
||||
25537,25545,1,24.49,24.93952795527844,0.017555571877437365,tp,8,SOL,1h/4h,2023-08-14 16:00:00+08:00,1.0,-0.00955676388202337
|
||||
27629,27632,1,47.854,46.559079771534456,-0.027859811686913167,sl,3,SOL,1h/4h,2023-11-09 20:00:00+08:00,1.0,0.002494718388996204
|
||||
28188,28193,1,63.012,65.01823575590625,0.031038947437095257,tp,5,SOL,1h/4h,2023-12-03 03:00:00+08:00,0.0,-0.00586120915773456
|
||||
29401,29406,-1,88.117,89.81005939933276,-0.020013765781095056,sl,5,SOL,1h/4h,2024-01-22 16:00:00+08:00,1.0,-9.980482611781784e-05
|
||||
29640,29660,1,94.879,100.03655103886919,0.05355924745063909,tp,20,SOL,1h/4h,2024-02-01 15:00:00+08:00,0.0,-0.002985074626865684
|
||||
31353,31354,-1,166.113,160.13738735779148,0.035173178753068794,tp,1,SOL,1h/4h,2024-04-13 00:00:00+08:00,1.0,0.0023894014667614426
|
||||
32176,32183,1,159.303,165.8236156105124,0.04013215828021072,tp,7,SOL,1h/4h,2024-05-17 07:00:00+08:00,0.0,-0.002868983104877199
|
||||
32436,32439,-1,168.765,171.51848867358402,-0.017115519649121738,sl,3,SOL,1h/4h,2024-05-28 03:00:00+08:00,0.0,-0.0016791925882305562
|
||||
33695,33696,1,164.44,161.326537643485,-0.019733728755260194,sl,1,SOL,1h/4h,2024-07-19 14:00:00+08:00,1.0,0.0026535798352908097
|
||||
35920,35934,1,159.7,157.98979559271578,-0.011508856651748335,sl,14,SOL,1h/4h,2024-10-20 07:00:00+08:00,1.0,0.00019152196118488982
|
||||
36436,36442,1,206.78,214.17372503882535,0.03495648050500702,tp,6,SOL,1h/4h,2024-11-10 19:00:00+08:00,1.0,0.002505403812143795
|
||||
37362,37364,-1,203.36,208.55341565168595,-0.026338039199871845,sl,2,SOL,1h/4h,2024-12-19 09:00:00+08:00,1.0,0.002299174174174217
|
||||
37516,37519,-1,195.72,199.28216163500687,-0.019000294476838715,sl,3,SOL,1h/4h,2024-12-25 19:00:00+08:00,1.0,-0.006073382522712483
|
||||
37656,37663,1,189.95,196.84818134692853,0.035515774398149715,tp,7,SOL,1h/4h,2024-12-31 15:00:00+08:00,0.0,0.0007455930127282652
|
||||
37854,37858,1,197.01,193.39947124398057,-0.019126626851527433,sl,4,SOL,1h/4h,2025-01-08 21:00:00+08:00,1.0,0.0014425553838227777
|
||||
38751,38790,-1,199.29,191.67632768869785,0.03740398570576616,tp,39,SOL,1h/4h,2025-02-15 06:00:00+08:00,1.0,0.0008896357435872427
|
||||
39560,39603,-1,128.86,131.4075606252419,-0.02056998777930999,sl,43,SOL,1h/4h,2025-03-20 23:00:00+08:00,1.0,0.001057721365971704
|
||||
40137,40141,1,129.56,126.76922284903799,-0.022340422591556146,sl,4,SOL,1h/4h,2025-04-14 00:00:00+08:00,1.0,0.0018183255593327851
|
||||
40736,40752,1,160.18,166.17648873084312,0.03663593913624117,tp,16,SOL,1h/4h,2025-05-08 23:00:00+08:00,1.0,-0.003178928247048013
|
||||
41575,41576,1,159.84,157.3821888533152,-0.01617669636314317,sl,1,SOL,1h/4h,2025-06-12 22:00:00+08:00,0.0,-0.0011398176291791946
|
||||
42394,42402,1,173.63,170.6405312168078,-0.01801746693078497,sl,8,SOL,1h/4h,2025-07-17 01:00:00+08:00,1.0,0.0008919015340706724
|
||||
42952,42958,-1,176.7,179.41992833029775,-0.016192916413682864,sl,6,SOL,1h/4h,2025-08-09 07:00:00+08:00,0.0,0.0027901785714285715
|
||||
43664,43665,1,205.09,203.43579663814077,-0.008865743633815551,sl,1,SOL,1h/4h,2025-09-07 23:00:00+08:00,1.0,0.0007407407407407688
|
||||
44206,44233,-1,209.85,212.88865114212246,-0.015280110279354116,sl,27,SOL,1h/4h,2025-09-30 13:00:00+08:00,1.0,-0.0026380252496702576
|
||||
45905,45909,-1,137.21,140.12655229729427,-0.022056120525430066,sl,4,SOL,1h/4h,2025-12-10 08:00:00+08:00,1.0,0.002789899134415812
|
||||
46018,46026,-1,129.95,131.48258252919481,-0.012593632390879773,sl,8,SOL,1h/4h,2025-12-15 01:00:00+08:00,1.0,-0.0014433302947434378
|
||||
47772,47776,1,89.39,87.63136036620145,-0.020473784917759835,sl,4,SOL,1h/4h,2026-02-26 03:00:00+08:00,1.0,0.00034356390288594983
|
||||
47845,47869,1,84.83,82.73736516331387,-0.025468570513805616,sl,24,SOL,1h/4h,2026-03-01 04:00:00+08:00,1.0,-0.00037009622501851883
|
||||
|
@@ -1,204 +0,0 @@
|
||||
bsp_type,direction,side,fx_time,entry_time,entry_idx,entry_price,lag_bars,ret_1,mfe_1,mae_1,ret_3,mfe_3,mae_3,ret_5,mfe_5,mae_5,ret_10,mfe_10,mae_10,ret_20,mfe_20,mae_20,ret_40,mfe_40,mae_40
|
||||
B1,1,LONG,2024-01-20 01:00:00,2024-01-20 10:00:00,458,41627.5,9,0.0002522371028767041,0.0007471022761395363,-0.002443096510720007,6.0056453065881926e-05,0.000780733889856465,-0.002443096510720007,0.0005981622725362189,0.0036970752507357266,-0.002443096510720007,-0.0001801693591976458,0.0036970752507357266,-0.004177526875262782,0.003658639120773597,0.006149780793946309,-0.004177526875262782,0.0012635877725061207,0.006149780793946309,-0.004177526875262782
|
||||
S3,-1,SHORT,2024-01-21 05:00:00,2024-01-21 14:00:00,486,41604.0,9,-0.0010720123065089545,0.0004711085472550367,-0.0015719642342082842,-0.003420344197673371,0.0004711085472550367,-0.003492452648783841,-0.002809825978271355,0.0004711085472550367,-0.005348043457359869,6.009037592539179e-05,0.002115181232573791,-0.00665561003749643,0.006893567926161016,0.008316508028074224,-0.00665561003749643,0.042642534371695,0.05292760311508509,-0.00665561003749643
|
||||
B2,1,LONG,2024-01-21 14:00:00,2024-01-21 18:00:00,490,41788.5,4,-0.0016176699331155353,0.00023690728310423815,-0.002570085071251695,0.001557844861624575,0.0018737212390969504,-0.002570085071251695,-0.0032473048805292627,0.0022111346423059324,-0.004510810390418417,-0.0034363521064407323,0.0022111346423059324,-0.006520932792514687,-0.014051712791796716,0.0022111346423059324,-0.026861457099441235,-0.04138937746030603,0.0022111346423059324,-0.05710901324527083
|
||||
S3,-1,SHORT,2024-01-23 13:00:00,2024-01-23 19:00:00,539,38850.1,6,-0.0055495352650314555,0.002496776070074466,-0.0063603439888185245,0.0020978066980522573,0.007853261638966142,-0.0063603439888185245,-0.011909879253850167,0.007853261638966142,-0.016193008512204565,-0.009433695151363832,0.007853261638966142,-0.020697501422132725,-0.029068136246753622,0.007853261638966142,-0.03595614940502088,-0.02967045129870977,0.007853261638966142,-0.0440282006996121
|
||||
B3,1,LONG,2024-01-27 17:00:00,2024-01-28 06:00:00,646,42135.3,13,-0.0007855645978551433,0.0005078876856221311,-0.0018962722467859834,-0.0014453439277755575,0.002411279853234664,-0.005389780065645808,0.0017728602857935527,0.002411279853234664,-0.005389780065645808,0.008064496989460039,0.016629761743716005,-0.005389780065645808,-0.004336031783326672,0.016629761743716005,-0.005389780065645808,-0.004784586795394973,0.016629761743716005,-0.01270431206138328
|
||||
S1,-1,SHORT,2024-01-30 20:00:00,2024-01-31 10:00:00,722,42865.6,14,-0.0012224254413796018,0.000506233436601776,-0.0027247956403270435,-0.0023165428688739437,0.000506233436601776,-0.0039518868276660415,-0.003872569146355119,0.000506233436601776,-0.004901366130416898,0.005832182449329999,0.012238251651674036,-0.004931693479153481,0.005384270837221353,0.014183867716770557,-0.02059926841103356,0.0008281699078048598,0.02330073532156311,-0.02059926841103356
|
||||
B3,1,LONG,2024-01-31 19:00:00,2024-02-01 02:00:00,738,43500.0,7,-0.0042206896551723804,0.0010413793103448946,-0.010981609195402232,-0.02361379310344821,0.0010413793103448946,-0.028560919540229917,-0.02159770114942529,0.0010413793103448946,-0.028560919540229917,-0.03302068965517245,0.0010413793103448946,-0.03754482758620683,-0.01987816091954016,0.0010413793103448946,-0.03754482758620683,-0.008988505747126436,0.0010413793103448946,-0.03754482758620683
|
||||
S2,-1,SHORT,2024-02-01 02:00:00,2024-02-01 10:00:00,746,42146.6,8,0.0035257885570840483,0.004735850578694333,-0.0007307825542274564,-3.559005945912601e-05,0.006396720020120213,-0.0012195527041327524,-0.0008446707444965559,0.006396720020120213,-0.0034522357675352226,0.0002989564994566239,0.006396720020120213,-0.004199627016176869,-0.01823634646685613,0.006396720020120213,-0.027081662577764315,-0.01813432162974007,0.006396720020120213,-0.03163719018853244
|
||||
B3,1,LONG,2024-02-10 19:00:00,2024-02-11 05:00:00,981,47934.2,10,-0.00240538070938903,0.00023991221299197652,-0.007401813319091497,-0.004435246650616858,0.00023991221299197652,-0.007401813319091497,-0.0036091141606619075,0.00023991221299197652,-0.008236290581672285,0.004910898690287967,0.013889874035657276,-0.008236290581672285,0.007405985705404492,0.013889874035657276,-0.008236290581672285,0.000304584200842109,0.01902190920052912,-0.008236290581672285
|
||||
S1,-1,SHORT,2024-02-13 09:00:00,2024-02-14 01:00:00,1049,48854.2,16,-0.005381318289932113,0.0003930061284392558,-0.008701401312476835,-0.011077860245383292,0.0003930061284392558,-0.013630353173319827,-0.01359760266261658,0.0003930061284392558,-0.018336192179996866,-0.013718370170834942,0.0003930061284392558,-0.019021905997846714,-0.06070921230927948,0.0003930061284392558,-0.062099062107249796,-0.06846903643903697,0.0003930061284392558,-0.07602416987689914
|
||||
B3,1,LONG,2024-02-14 01:00:00,2024-02-14 08:00:00,1056,49486.2,7,-0.0010144242233187655,0.0008689291155918217,-0.0033403251815656817,0.0007719323771072414,0.002893736031459364,-0.0033403251815656817,0.001311476734928151,0.003283743750783047,-0.005466170366688087,0.037270996762733884,0.04598251633788814,-0.005466170366688087,0.04490342762224632,0.05281876563567223,-0.005466170366688087,0.05676532043276723,0.06815637490856043,-0.005466170366688087
|
||||
S1,-1,SHORT,2024-02-20 21:00:00,2024-02-21 12:00:00,1228,51985.9,15,0.002300623822998131,0.0025968579941868853,-0.0032547286860475067,0.007425090264860279,0.009154405329137352,-0.0032547286860475067,0.016744925066219878,0.018580038048778637,-0.0032547286860475067,0.01955337889697014,0.0280364483446473,-0.0032547286860475067,0.00803102379683722,0.0280364483446473,-0.0032547286860475067,-0.0007482798220286934,0.0280364483446473,-0.0032547286860475067
|
||||
S2,-1,SHORT,2024-02-22 17:00:00,2024-02-23 11:00:00,1275,51129.7,18,-0.0022863423802604254,0.002147479840484017,-0.004359501424807919,-0.0038920627345750123,0.002147479840484017,-0.004359501424807919,0.0025366861139415465,0.005229837061433848,-0.004359501424807919,0.0008194845657219617,0.005229837061433848,-0.004359501424807919,0.006997889680557399,0.012067350287601922,-0.004744796077426737,-0.009002595360426581,0.012067350287601922,-0.011869813435244124
|
||||
S1,-1,SHORT,2024-03-09 04:00:00,2024-03-09 18:00:00,1642,68223.9,14,-0.0019992993657649114,0.0005657841313673254,-0.0027365776509406772,-0.0025856041651094227,0.0005657841313673254,-0.005219578476164597,-0.0017252018720713951,0.001443775568385859,-0.005219578476164597,-0.0025079187791962323,0.0025489601151501774,-0.005219578476164597,-0.017323841058632074,0.0025489601151501774,-0.022808722456499935,-0.0022294239995075894,0.017939461097943598,-0.026030467328898067
|
||||
B3,1,LONG,2024-03-09 18:00:00,2024-03-10 13:00:00,1661,69402.2,19,5.187155450411977e-05,0.001001409177230693,-0.003985464437726632,0.004790914409053316,0.005728925019668049,-0.003985464437726632,0.006558869891732497,0.008610678047670043,-0.003985464437726632,-0.002125292858151471,0.008610678047670043,-0.010508312416609314,-0.014937566820648295,0.008610678047670043,-0.03461273561933191,0.046007187092051836,0.05025489105532682,-0.03461273561933191
|
||||
B3,1,LONG,2024-03-13 05:00:00,2024-03-13 17:00:00,1737,73389.2,12,-0.0007453412763730507,0.0013053691823865488,-0.0026257269461991287,-0.006994217132766169,0.0022769017784633953,-0.011768761616150565,-0.013283970938503134,0.0022769017784633953,-0.023410801589334552,0.0001457980193270548,0.0022769017784633953,-0.023410801589334552,-0.002433600584282037,0.005183323976825047,-0.023410801589334552,-0.02301701067732033,0.006706708889046305,-0.06525755833283367
|
||||
B1,1,LONG,2024-03-20 13:00:00,2024-03-20 20:00:00,1908,64102.0,7,-0.007199463355277527,7.956070013413848e-05,-0.015419175688746083,-0.007066862188387258,0.00542884777386041,-0.015419175688746083,0.0007472465757698895,0.012012105706530217,-0.031891360643973715,0.05635549592836417,0.0629933543415182,-0.031891360643973715,0.05045240398115512,0.06539421546909603,-0.031891360643973715,0.03241708527035038,0.06539421546909603,-0.031891360643973715
|
||||
B2,1,LONG,2024-03-22 04:00:00,2024-03-22 14:00:00,1950,66486.8,10,-0.003961688635939897,0.0,-0.0049453425341571995,-0.014297574856964175,0.0,-0.016631872792795002,-0.03337203775787078,0.0,-0.035868773952122866,-0.04775083174404548,0.0,-0.0582416359337493,-0.0390152631800598,0.0,-0.06306214165819385,-0.02575548830745353,0.0,-0.06306214165819385
|
||||
S1,-1,SHORT,2024-03-26 15:00:00,2024-03-27 04:00:00,2060,69889.3,13,-0.002362307248748968,0.001634012645712535,-0.005324134023376844,-0.0022149313271130617,0.002868822552236179,-0.0068494032706007514,-0.007134139274538324,0.002868822552236179,-0.013020591134837521,-0.006892328296319996,0.002868822552236179,-0.013020591134837521,0.008361795010108967,0.02181306723632945,-0.028598082968351337,-0.01450150452215146,0.02181306723632945,-0.028598082968351337
|
||||
B3,1,LONG,2024-03-28 00:00:00,2024-03-28 17:00:00,2097,70622.9,17,0.0034195707058192176,0.004286145145554936,-0.00336293185354892,0.003963303687614198,0.006047613451161109,-0.00336293185354892,0.013814216068725666,0.01434803725137318,-0.00336293185354892,0.0030330105390746014,0.01434803725137318,-0.00336293185354892,-0.005462817301470038,0.01434803725137318,-0.005549191551182325,-0.008282016173224185,0.01434803725137318,-0.022979798337366412
|
||||
S2,-1,SHORT,2024-03-28 23:00:00,2024-03-29 18:00:00,2122,70159.6,19,-0.0003320999549596685,0.0007710990370527457,-0.003139983694319642,-0.004820437972850431,0.00379990763915424,-0.007770853881721062,0.013105832986505053,0.016528030376456046,-0.007770853881721062,0.0070125827399244,0.016528030376456046,-0.007770853881721062,0.0020709924229899103,0.016528030376456046,-0.007770853881721062,0.0014082178347653478,0.016528030376456046,-0.007770853881721062
|
||||
S3,-1,SHORT,2024-04-03 22:00:00,2024-04-04 12:00:00,2260,65506.5,14,-0.001520459801699157,0.001656324181569768,-0.0034775174982635756,-0.009133444772656193,0.001656324181569768,-0.012220161358033173,-0.011988123316006852,0.001656324181569768,-0.014387885171700518,-0.03324097608634258,0.001656324181569768,-0.03678260935937655,-0.047250272873684246,0.001656324181569768,-0.0583636738338943,-0.032462427392701484,0.001656324181569768,-0.0583636738338943
|
||||
S1,-1,SHORT,2024-04-08 01:00:00,2024-04-08 06:00:00,2350,69230.0,5,-0.0019167990755452418,0.0003842264914055441,-0.0037974866387403463,-0.0032948143868266042,0.002738697096634491,-0.009648996099956666,-0.0036819297992199073,0.002738697096634491,-0.009648996099956666,-0.040839231547017234,0.002738697096634491,-0.04537050411671241,-0.03928499205546724,0.002738697096634491,-0.052873031922576835,-0.0026866965188502095,0.008803986710963455,-0.052873031922576835
|
||||
B3,1,LONG,2024-04-08 06:00:00,2024-04-08 20:00:00,2364,72242.3,14,-0.0034273548876490065,0.0018230316587372923,-0.006795187860851727,-0.005905127605295039,0.0018230316587372923,-0.013375819983583065,-0.006952990145662623,0.0018230316587372923,-0.013375819983583065,-0.00372634869044863,0.0018230316587372923,-0.013375819983583065,-0.023500082361718785,0.0018230316587372923,-0.037450358031236544,-0.04243912500017315,0.0018230316587372923,-0.05573327538021357
|
||||
S3,-1,SHORT,2024-04-15 18:00:00,2024-04-15 23:00:00,2535,64552.8,5,0.0064815159063588475,0.010470498568613621,-0.004585393662242381,0.021737244550197734,0.022846414098226613,-0.004585393662242381,0.022635733848880363,0.035789307357697926,-0.004585393662242381,0.022302673160575597,0.035789307357697926,-0.004585393662242381,0.023053996108611932,0.04696620440941373,-0.004585393662242381,0.020014623687895798,0.04696620440941373,-0.004585393662242381
|
||||
B1,1,LONG,2024-04-19 10:00:00,2024-04-19 15:00:00,2623,64519.6,5,0.0012166845423716205,0.008640785125760234,-0.006687890191507697,0.00363765429419904,0.009691628590381883,-0.006687890191507697,0.006267862788981975,0.014885399165524917,-0.006687890191507697,0.0013112294558552525,0.014885399165524917,-0.01615168103956005,-0.009110409859949467,0.014885399165524917,-0.0249474578267689,0.0058524851362996445,0.014885399165524917,-0.0249474578267689
|
||||
B2,1,LONG,2024-04-20 07:00:00,2024-04-21 02:00:00,2658,64932.6,19,-0.0015077172329461851,0.0006329640273144545,-0.00271666312453223,-0.0035760157455576565,0.0012382070023378312,-0.005534970107465302,-0.0005451806950592068,0.0012382070023378312,-0.006460545242297398,0.0014938567068005903,0.01149037617467957,-0.006460545242297398,-0.001034919285536034,0.01149037617467957,-0.006460545242297398,0.016788177279209497,0.023353446496829043,-0.011063779981088104
|
||||
S1,-1,SHORT,2024-05-16 20:00:00,2024-05-17 02:00:00,3282,65091.4,6,-0.0009340711676196185,0.0004409184623468594,-0.007091566627849432,-0.005188089363571794,0.0011168910178611055,-0.007091566627849432,-0.0019403484945783257,0.0011168910178611055,-0.007091566627849432,-0.0050897660827697,0.0011168910178611055,-0.011654381377570593,-0.025911257093871057,0.0011168910178611055,-0.027114180982433952,-0.03213788611091483,0.0011168910178611055,-0.03547626875439773
|
||||
B3,1,LONG,2024-05-17 02:00:00,2024-05-17 19:00:00,3299,66182.7,17,0.0025293619027330215,0.005227952319866068,-0.001684730299610019,0.008994797734151114,0.010177886366074607,-0.006178351744489031,0.010815515232832794,0.018402089972152976,-0.006178351744489031,0.009011418391815516,0.018402089972152976,-0.006178351744489031,0.010144645050746023,0.018402089972152976,-0.006178351744489031,0.014358737253088843,0.018402089972152976,-0.006178351744489031
|
||||
S1,-1,SHORT,2024-05-21 08:00:00,2024-05-22 04:00:00,3404,69750.0,20,-2.4372759856589098e-05,0.003965591397849546,-0.0013806451612903643,-0.006004301075268859,0.003965591397849546,-0.009221505376344044,-0.0064516129032258064,0.003965591397849546,-0.009221505376344044,-0.0025089605734767025,0.0072831541218637995,-0.009651612903225765,-0.00744659498207877,0.0072831541218637995,-0.01384086021505368,0.004141935483870885,0.01452616487455193,-0.01384086021505368
|
||||
B3,1,LONG,2024-05-23 07:00:00,2024-05-23 16:00:00,3440,69734.0,9,-0.0006653856081680985,0.0020936702325981588,-0.0016806722689075213,0.004094129119224482,0.0052485157885679866,-0.0024693836578999783,-0.02396535405971258,0.00572604468408528,-0.02773396047838931,-0.0330599133851492,0.00572604468408528,-0.042591849026300026,-0.028631657441133534,0.00572604468408528,-0.05130065678148384,-0.016908538159291105,0.00572604468408528,-0.05130065678148384
|
||||
S2,-1,SHORT,2024-05-23 16:00:00,2024-05-24 02:00:00,3450,67428.6,10,0.002811863215312283,0.004174786366615946,-0.0044699133602061165,-0.008757411543469684,0.018864398786271698,-0.0142283838015322,-0.00847266590141258,0.018864398786271698,-0.0142283838015322,-0.004579659076415473,0.018864398786271698,-0.0142283838015322,-0.006770124249947351,0.018864398786271698,-0.0142283838015322,-0.029201258813025925,0.018864398786271698,-0.030602741270024884
|
||||
S1,-1,SHORT,2024-05-28 00:00:00,2024-05-28 13:00:00,3557,68076.2,13,0.0011898431463565828,0.004055749292704224,-0.0006727755074461105,-0.0014366254285639167,0.006953972166483943,-0.0030348344942873694,-0.0078015517904936795,0.006953972166483943,-0.012418436986788463,-0.0047520278746463526,0.007729573624849758,-0.012418436986788463,-0.007756014583657725,0.011798543396958072,-0.012418436986788463,0.004982651793137647,0.013913820101591997,-0.013320367470569788
|
||||
S2,-1,SHORT,2024-05-29 12:00:00,2024-05-29 16:00:00,3584,67913.6,4,-0.0005536446308249197,0.002809452009612256,-0.0025267398577014212,0.001423867973425229,0.002809452009612256,-0.0025267398577014212,-0.00011779672996277623,0.004352589172124667,-0.006140154549309711,0.006908778212316997,0.011552914291099364,-0.006140154549309711,-0.004427684587475809,0.011552914291099364,-0.008325283890119124,-0.008814140319464602,0.011552914291099364,-0.024373615888422764
|
||||
B1,1,LONG,2024-06-01 00:00:00,2024-06-01 13:00:00,3653,67730.7,13,6.053384949521887e-05,0.0006673487797999591,-0.0012653050979835893,0.0003351508252534979,0.0011457138343469921,-0.0018027275666720006,-0.0008961962595986324,0.0011457138343469921,-0.0018027275666720006,-3.691088383849569e-05,0.003031121780817309,-0.0018027275666720006,0.0008755261646491608,0.003262922131323019,-0.0020773445424304947,0.0017421937171769966,0.012035901002056633,-0.006413635175776925
|
||||
B2,1,LONG,2024-06-03 03:00:00,2024-06-03 10:00:00,3698,68460.4,7,-0.00035787111965457407,0.0016885674053906468,-0.0031039842010855915,0.00418344035383972,0.005340313524314872,-0.0031039842010855915,0.007150118900853633,0.011606709864388842,-0.0031039842010855915,0.019460885416971024,0.02002909711307576,-0.0031039842010855915,0.009170264853842557,0.02793585780977032,-0.0031039842010855915,0.033308306699931685,0.03923436030172187,-0.0031039842010855915
|
||||
S1,-1,SHORT,2024-06-07 20:00:00,2024-06-08 04:00:00,3812,69338.1,8,0.0008408075790943638,0.0015590274322487322,-0.001124922661567017,-0.0005610191222429541,0.0018027606755881686,-0.004691504382150482,-0.0023046492476717466,0.0018027606755881686,-0.004691504382150482,-0.000353341092415281,0.0018027606755881686,-0.004691504382150482,-0.0013066409376661786,0.002102740052006082,-0.004691504382150482,-0.005719799071506015,0.0025685734105781064,-0.0066182949922192
|
||||
S2,-1,SHORT,2024-06-08 16:00:00,2024-06-09 11:00:00,3843,69300.9,19,-0.0005627632541568725,0.0004011491914244744,-0.0007085045071565568,-0.0016983906413915498,0.0005468904444241588,-0.0019335968219748951,-0.0012135484531947756,0.0005468904444241588,-0.0023232021517758067,-0.002616127640478016,0.0005468904444241588,-0.007506396020831067,-0.005284202658262904,0.0005468904444241588,-0.008341883005848493,-0.0032221803757238785,0.0014386537548573986,-0.01330141455594376
|
||||
B1,1,LONG,2024-06-15 02:00:00,2024-06-15 14:00:00,3990,66171.6,12,-0.0013449878799968566,0.00046394525748201775,-0.0016865241281759215,0.0007420101675037518,0.0015233121157715447,-0.0017741750237263226,0.002018993042332228,0.0024663148541065514,-0.0017741750237263226,6.498256049405421e-05,0.004699901468303623,-0.0017741750237263226,-0.0005984440454818354,0.004699901468303623,-0.0056005899812004815,0.00846737875463172,0.011919010572511424,-0.0056005899812004815
|
||||
S3,-1,SHORT,2024-06-15 23:00:00,2024-06-16 05:00:00,4005,66114.8,6,-0.0011812786244530917,0.0011918662689746156,-0.0011812786244530917,-0.0006428212745103971,0.0011918662689746156,-0.0025364971231856873,-0.00026015355109592844,0.0011918662689746156,-0.0025364971231856873,-0.002035852789390443,0.0015533587033462566,-0.0035574485591727887,-0.006779117534954308,0.0015533587033462566,-0.0100612873365721,0.014128455353415661,0.014365921094822988,-0.012788362061142134
|
||||
B2,1,LONG,2024-06-16 05:00:00,2024-06-16 15:00:00,4015,66249.4,10,0.00018717150645905823,0.0012196336872485323,-0.0003683052223868319,0.006742702575419727,0.00800912913928286,-0.0012075581061866223,0.004944950444834306,0.00800912913928286,-0.0012075581061866223,0.004733627776251647,0.00800912913928286,-0.0012075581061866223,-0.0007456671305701514,0.010730663221101003,-0.0020136031420661046,0.003361539878097185,0.015565423988745735,-0.01742657291990558
|
||||
B1,1,LONG,2024-06-21 21:00:00,2024-06-22 15:00:00,4159,64490.1,18,-0.0034330850781748123,0.0003395870063777457,-0.003614508273362866,-0.0031028018253964336,0.0003395870063777457,-0.004734059956489378,-0.0034036231917767223,0.0003395870063777457,-0.004734059956489378,-0.004042480938934768,0.0003395870063777457,-0.004734059956489378,-0.0015676824814971374,0.0003395870063777457,-0.004734059956489378,-0.020083702769882465,0.0003395870063777457,-0.020967559361824484
|
||||
S3,-1,SHORT,2024-06-22 15:00:00,2024-06-23 03:00:00,4171,64270.9,12,0.00022405163145375987,0.0008557527590246907,-0.00017270646591223315,-0.000244278514848821,0.0008557527590246907,-0.0005290107964879907,-0.002883108840859481,0.0008557527590246907,-0.003553707821113466,-0.0011373732124491573,0.0008557527590246907,-0.0035645992198646437,0.003097824987669358,0.0036828486920208736,-0.0035645992198646437,0.04688902753812376,0.05867196507284014,-0.0035645992198646437
|
||||
S1,-1,SHORT,2024-07-01 11:00:00,2024-07-01 19:00:00,4379,62657.9,8,-0.0033595125275503964,0.00039739601869838366,-0.0037042416040116016,-0.002421083374961451,0.0024849220928247575,-0.0066488024654512605,-0.007138764625051201,0.0024849220928247575,-0.010953128017376829,-0.007272825932563924,0.0024849220928247575,-0.019009574211711507,0.0006383871786319043,0.0024849220928247575,-0.019009574211711507,0.02672288729753154,0.03284342437266492,-0.019009574211711507
|
||||
B3,1,LONG,2024-07-01 19:00:00,2024-07-02 02:00:00,4386,63640.0,7,-0.006794468887492166,1.5713387806182402e-06,-0.009314896291640524,-0.008271527341294806,1.5713387806182402e-06,-0.009896291640477733,-0.011885606536769351,1.5713387806182402e-06,-0.013513513513513514,-0.009765870521684475,1.5713387806182402e-06,-0.013738214959145238,-0.025256128221244546,1.5713387806182402e-06,-0.02765556253928347,-0.0512287869264613,1.5713387806182402e-06,-0.06481615336266501
|
||||
S1,-1,SHORT,2024-07-16 12:00:00,2024-07-16 16:00:00,4736,62799.2,4,-0.0056210907145313955,0.002356717919973503,-0.006780341150842733,-0.014659422413024464,0.002356717919973503,-0.01655753576478686,-0.00942527930292108,0.002356717919973503,-0.023239149543306307,-0.031210588669919364,0.002356717919973503,-0.03786353966292569,-0.04783659664454334,0.002356717919973503,-0.05256117912330098,-0.025602236971171654,0.002356717919973503,-0.05256117912330098
|
||||
B3,1,LONG,2024-07-16 16:00:00,2024-07-16 20:00:00,4740,63714.1,4,-0.0050695215030895835,0.0055356663595656904,-0.005540374893469421,0.01757538755157811,0.019272029268246768,-0.010713484142442544,0.012490170935475867,0.022960380826222163,-0.010713484142442544,0.013522909371708908,0.022960380826222163,-0.010713484142442544,0.022464415255022088,0.037446970136908495,-0.010713484142442544,0.01303949989091901,0.037446970136908495,-0.010713484142442544
|
||||
S1,-1,SHORT,2024-07-20 04:00:00,2024-07-20 10:00:00,4826,66534.9,6,-0.0005080040700444866,0.0003396713604437862,-0.0028045431795945563,0.0004328555389726048,0.0020124776620990517,-0.0028045431795945563,0.0001292554734431294,0.0020124776620990517,-0.002917265976202051,0.0013586854417755821,0.0020124776620990517,-0.002917265976202051,-0.007998809647268,0.004411218773906627,-0.016740086781523725,-0.004435266303849646,0.011796816407629593,-0.017808698893362864
|
||||
B3,1,LONG,2024-07-20 10:00:00,2024-07-21 02:00:00,4842,67429.1,16,-0.0034717948185576525,0.0007341044148594597,-0.00488068207939904,-0.00548576208194991,0.0007341044148594597,-0.010253733180481553,-0.0049459358051642385,0.0007341044148594597,-0.010253733180481553,-0.0062080021830338205,0.0007341044148594597,-0.010253733180481553,-0.0026442589327160364,0.0007341044148594597,-0.012889093877865873,-0.000542792355229505,0.015284202221296016,-0.024901711575566123
|
||||
S1,-1,SHORT,2024-07-22 08:00:00,2024-07-22 17:00:00,4881,67389.3,9,-4.7485283271930256e-05,0.0018445064720957617,-0.0015299164704187648,-0.00401695818178846,0.0019187022272082201,-0.00401695818178846,0.01029837080960924,0.012053842375570051,-0.008056175090110657,-0.011933645252287782,0.012623665774833646,-0.012454499453177328,0.014681856021653419,0.016377970983524046,-0.012454499453177328,0.025858704571794122,0.02927467713717167,-0.012454499453177328
|
||||
S2,-1,SHORT,2024-07-23 04:00:00,2024-07-23 09:00:00,4897,67380.3,5,-0.0035574196018717205,0.0026298487836948943,-0.004400395961430863,0.006905579227162878,0.007005014818871391,-0.004566616652048107,0.013122529878911151,0.016246588394530703,-0.004566616652048107,0.010972049694050084,0.017278047144343334,-0.004566616652048107,0.022653505549841847,0.02914501716377046,-0.004566616652048107,0.012150435661461838,0.02914501716377046,-0.004566616652048107
|
||||
S3,-1,SHORT,2024-08-07 18:00:00,2024-08-08 04:00:00,5276,55124.0,10,-0.004825484362528118,0.00524998185908137,-0.0077280313475074375,0.00038277338364412134,0.010960743052028103,-0.0077280313475074375,-0.031167912343081028,0.010960743052028103,-0.04652782816921854,-0.03751360568899212,0.010960743052028103,-0.04652782816921854,-0.07996335534431466,0.010960743052028103,-0.08547638052390978,-0.09809520354110735,0.010960743052028103,-0.1381104419127784
|
||||
S1,-1,SHORT,2024-08-22 19:00:00,2024-08-23 07:00:00,5639,60349.9,12,-0.005733232366582215,0.0008019897298918715,-0.010606479878177073,-0.004124281896076074,0.0008019897298918715,-0.010606479878177073,-0.0055227929126642405,0.0008019897298918715,-0.010606479878177073,-0.010690987060459041,0.0008019897298918715,-0.016903093459972568,-0.05347647634875941,0.0008019897298918715,-0.057068860097531204,-0.05954276643374722,0.0008019897298918715,-0.07705232320186112
|
||||
B3,1,LONG,2024-08-23 07:00:00,2024-08-23 16:00:00,5648,61296.9,9,-0.004923576885617427,0.0003393320053705103,-0.005300431180043386,-0.009571446516871234,0.0003393320053705103,-0.010527449185847944,-0.0033378523220586776,0.0003393320053705103,-0.010527449185847944,0.029701338893157705,0.03426111271532489,-0.010527449185847944,0.04180309281546051,0.060412516783067305,-0.010527449185847944,0.04643464840799446,0.060412516783067305,-0.010527449185847944
|
||||
B1,1,LONG,2024-09-04 10:00:00,2024-09-05 00:00:00,5944,58374.5,14,-0.008880589983640141,0.0012933729625093148,-0.009841626052471542,-0.005904975631482875,0.0012933729625093148,-0.012995400388868402,-0.005079272627602806,0.0012933729625093148,-0.012995400388868402,-0.012012094322006991,0.0012933729625093148,-0.012995400388868402,-0.029730447369998886,0.0012933729625093148,-0.036234999871519194,-0.04482094065045528,0.0012933729625093148,-0.05352508372662721
|
||||
S3,-1,SHORT,2024-09-05 00:00:00,2024-09-05 14:00:00,5958,56882.7,14,-0.004294803165110005,0.0014538691025566138,-0.005966664732862566,0.0020164303030622156,0.005128096943358826,-0.005966664732862566,0.003807836125922267,0.005128096943358826,-0.005966664732862566,0.010117311590342935,0.01940132940243692,-0.007336149655343416,0.0030852965840229103,0.022549914121516686,-0.007336149655343416,0.057500786706678755,0.07685816601532618,-0.007336149655343416
|
||||
S1,-1,SHORT,2024-09-20 02:00:00,2024-09-20 09:00:00,6313,63019.6,7,-0.0011678906245040995,0.003635376930351804,-0.001382109692857437,-0.012510393591834944,0.003635376930351804,-0.017567550412887396,-0.011786809183174804,0.003635376930351804,-0.017567550412887396,-0.006307561457070499,0.003635376930351804,-0.017567550412887396,-0.0010234911043548356,0.011101308164444055,-0.017567550412887396,-0.0037369326368304466,0.011101308164444055,-0.017567550412887396
|
||||
B3,1,LONG,2024-09-20 09:00:00,2024-09-20 19:00:00,6323,63417.1,10,-0.00027595080822049575,0.00175977772556611,-0.0017613545873273468,-0.006452518327075774,0.00175977772556611,-0.013909497596074223,-0.009003880656794461,0.00175977772556611,-0.013909497596074223,-0.005250949664995719,0.00175977772556611,-0.01729975038278317,-0.00563097334945935,0.00175977772556611,-0.01729975038278317,-0.005175260300455194,0.002046766566115494,-0.01729975038278317
|
||||
S2,-1,SHORT,2024-09-20 19:00:00,2024-09-21 04:00:00,6332,62783.5,9,-0.004787882166492765,2.707717792090421e-05,-0.007908128728089386,-0.006246864223880432,2.707717792090421e-05,-0.007908128728089386,-0.0005351724577317057,2.707717792090421e-05,-0.0079399842315258,-0.003082019957472903,0.0011037931940717372,-0.0079399842315258,-0.006508079352059037,0.0011037931940717372,-0.008018030214945033,0.0004555336991406746,0.004193777027403743,-0.012159245661678648
|
||||
B3,1,LONG,2024-09-28 05:00:00,2024-09-28 11:00:00,6507,66041.0,6,-0.0008933844127133145,0.00028921427598016113,-0.0017595130297844838,-0.00397177510940178,0.00028921427598016113,-0.005071092200299726,-0.0065731893823534745,0.00028921427598016113,-0.007858754410139156,-0.008219136596962537,0.00028921427598016113,-0.010189124937538823,-0.003307036537908181,0.00028921427598016113,-0.010189124937538823,-0.0017367998667493995,0.00028921427598016113,-0.010189124937538823
|
||||
S3,-1,SHORT,2024-10-01 15:00:00,2024-10-02 07:00:00,6599,60776.8,16,-0.003952165958062897,0.0012093430387911175,-0.006963183319950985,-0.01608343973358255,0.0012093430387911175,-0.01683537139171521,-0.011455028892603709,0.0012093430387911175,-0.017792973634676294,-0.007808900764765478,0.0012093430387911175,-0.01892004843953604,0.01023087757170504,0.01385232522936386,-0.02596714535809712,0.0028020560477024607,0.0158251174790381,-0.02596714535809712
|
||||
B1,1,LONG,2024-10-03 21:00:00,2024-10-04 06:00:00,6646,60868.6,9,-0.0023230368367270064,0.001473666225278787,-0.0032299083599753985,0.005345941914221807,0.005937379864166442,-0.007138327479192885,0.0009873727997686582,0.006223241539973039,-0.007138327479192885,0.008901141146666802,0.01227890899412836,-0.007138327479192885,0.02376759117180294,0.024058381497192336,-0.007138327479192885,0.021234265286206682,0.02609719954130701,-0.007138327479192885
|
||||
B2,1,LONG,2024-10-05 11:00:00,2024-10-05 18:00:00,6682,62185.9,7,-0.0005917740195125086,0.00038433149636817114,-0.000759014503287793,-0.001085455062964434,0.0025423769696988952,-0.0019602514396350533,-0.0008764044582453579,0.0025423769696988952,-0.002042263599947898,-0.00782653302436733,0.0025423769696988952,-0.007937490653025823,-0.004082919118321058,0.0025423769696988952,-0.00826553929427732,0.022881392727290294,0.028368167060378615,-0.00826553929427732
|
||||
S1,-1,SHORT,2024-10-07 09:00:00,2024-10-07 20:00:00,6732,62859.9,11,-0.00906937491150954,0.0009529127472363376,-0.011301322464719184,-0.012091969602242424,0.0009529127472363376,-0.025267300775215926,-0.014887074271514839,0.0009529127472363376,-0.025267300775215926,0.0068326548403672294,0.008111689646340535,-0.025267300775215926,0.007449900493001148,0.014618222427970796,-0.025267300775215926,0.008625530743765172,0.01628860370442844,-0.025267300775215926
|
||||
S2,-1,SHORT,2024-10-10 19:00:00,2024-10-11 02:00:00,6810,59468.5,7,-0.003840688768003253,0.0024130421988111353,-0.004504905958616771,-0.011838200055491563,0.0024130421988111353,-0.011863423493109797,-0.01386784600250548,0.0024130421988111353,-0.013909885065202538,-0.020309911970202762,0.0024130421988111353,-0.021547541976004128,-0.037825067052305025,0.0024130421988111353,-0.04129581206857417,-0.05949368152887663,0.0024130421988111353,-0.06611062999739357
|
||||
B3,1,LONG,2024-10-15 13:00:00,2024-10-16 02:00:00,6930,66875.7,13,0.0009181212308807046,0.0022997890115543152,-0.004750604479654002,-0.0070877762774819554,0.0022997890115543152,-0.011661934005924338,0.002518104483392454,0.003892295706811337,-0.011661934005924338,0.001314378765381278,0.010061950753412806,-0.011661934005924338,0.01170081210364901,0.022793032446763218,-0.011661934005924338,0.004668362349851996,0.022793032446763218,-0.011661934005924338
|
||||
B3,1,LONG,2024-10-30 21:00:00,2024-10-31 11:00:00,7299,72359.9,14,-0.001024047849706692,0.00043808794650091615,-0.0018186868693847184,-0.002025984004952899,0.0005375905715736027,-0.002972640924047591,-0.0011387522647211257,0.0017827553658863544,-0.002972640924047591,-0.014340815838606703,0.00498065917725161,-0.01725955950740665,-0.028164770819196824,0.00498065917725161,-0.036690211014664124,-0.042582977588415526,0.00498065917725161,-0.04888619249059209
|
||||
B1,1,LONG,2024-11-05 05:00:00,2024-11-05 17:00:00,7425,68750.1,12,2.763632343799033e-05,0.0011418165209941512,-0.002354905665591886,0.0013454525884325985,0.0028727230942209537,-0.002354905665591886,0.017416701939342548,0.02254396720877488,-0.002354905665591886,0.0029934501913450066,0.025997053095195326,-0.002354905665591886,0.08772787239582179,0.10045076298070839,-0.002354905665591886,0.0966558594096589,0.11156201954615329,-0.002354905665591886
|
||||
B2,1,LONG,2024-11-07 14:00:00,2024-11-08 04:00:00,7484,76416.1,14,-0.007228843136459577,0.0018831110197981076,-0.007398964354370463,-0.007285114000845523,0.0018831110197981076,-0.012366503917368198,-0.00568990042674257,0.0018831110197981076,-0.012366503917368198,-0.006978895808605816,0.0018831110197981076,-0.012366503917368198,-0.006537889266790713,0.0027703586024410702,-0.012366503917368198,-0.0019184438881335976,0.010034534607235756,-0.012366503917368198
|
||||
B3,1,LONG,2024-11-13 14:00:00,2024-11-14 02:00:00,7626,92868.1,12,-0.02852755682521773,0.0007139157579404376,-0.030821132337153476,-0.046092253421788534,0.0007139157579404376,-0.052364590209124554,-0.026433188576055748,0.0007139157579404376,-0.052364590209124554,-0.029061647648654473,0.0007139157579404376,-0.052364590209124554,-0.04413679185856078,0.0007139157579404376,-0.052364590209124554,-0.03728406201914328,0.0007139157579404376,-0.0662671035587032
|
||||
B1,1,LONG,2024-11-18 06:00:00,2024-11-18 18:00:00,7738,91862.1,12,-0.01658355295600698,0.0006259382269728212,-0.019424768212353175,-0.025130059077682742,0.0006259382269728212,-0.026561552588064065,0.005940425921027247,0.009121280702269969,-0.026561552588064065,-0.0035923411287135825,0.009121280702269969,-0.026561552588064065,0.0018876119749058008,0.009121280702269969,-0.026561552588064065,-0.0008197069302792218,0.02311943663382383,-0.026561552588064065
|
||||
B2,1,LONG,2024-11-19 07:00:00,2024-11-20 03:00:00,7771,93271.4,20,-0.008291930859834786,0.0038779304266904073,-0.011455816037928026,-0.015154699082462577,0.0038779304266904073,-0.02076735205003892,-0.01287747369504469,0.0038779304266904073,-0.02076735205003892,-0.007745139453251417,0.0038779304266904073,-0.02076735205003892,0.015719716869265515,0.016914080843645596,-0.02076735205003892,0.0508473122522017,0.05540283516705014,-0.02076735205003892
|
||||
B3,1,LONG,2024-11-22 22:00:00,2024-11-23 04:00:00,7844,99187.4,6,0.0010273482317311345,0.0013207322704295102,-0.004501579837761651,-0.0026817922437728987,0.0023289248432764647,-0.006848652147349244,-0.005669066837118307,0.0023289248432764647,-0.008419416175844829,-0.0044108425062054256,0.0023289248432764647,-0.008846889826732025,-0.01447663715350936,0.0023289248432764647,-0.016596866134206533,-0.022318358985113,0.0023289248432764647,-0.027597255296539565
|
||||
B1,1,LONG,2024-12-10 05:00:00,2024-12-12 00:00:00,8296,100568.5,43,-0.008007477490466725,0.003958495950521344,-0.00945524692125262,0.005226288549595607,0.005648886082620362,-0.009795313641945597,0.009174841028751518,0.01075286993442275,-0.009795313641945597,0.012293113648905998,0.013040862695575653,-0.009795313641945597,0.0024162635417650656,0.013040862695575653,-0.009795313641945597,-0.003182905184028854,0.019587644242481436,-0.014108791520207562
|
||||
B2,1,LONG,2024-12-12 19:00:00,2024-12-13 00:00:00,8320,101449.8,5,0.0014815209098490378,0.0024149875110645856,-0.002437658822392976,-0.019661941176818458,0.0024149875110645856,-0.0213859465469622,-0.01697292651143727,0.0024149875110645856,-0.0213859465469622,-0.01974276933025012,0.0024149875110645856,-0.022673282746737765,-0.011549554558017828,0.0024149875110645856,-0.022673282746737765,0.0031966548972989883,0.011712196574069116,-0.022673282746737765
|
||||
B3,1,LONG,2024-12-17 07:00:00,2024-12-17 13:00:00,8429,106784.1,6,-0.002606193244125323,0.0003015430199814119,-0.004237522252844759,0.005397807351468937,0.006647057005677702,-0.004237522252844759,0.0037262101754848725,0.006647057005677702,-0.004237522252844759,-0.0033169732197959397,0.014821494960392015,-0.010395742437310477,-0.013959943474730898,0.014821494960392015,-0.018459677049298646,-0.05433205879901598,0.014821494960392015,-0.0607075397929093
|
||||
B1,1,LONG,2024-12-31 00:00:00,2024-12-31 12:00:00,8764,92428.5,12,0.0014151479251529875,0.003141888054009252,-0.0012236485499603025,0.00423137884959732,0.006183157792239407,-0.0012236485499603025,0.017094294508728368,0.024991209421336428,-0.0012236485499603025,0.0350270749822836,0.04139199489335003,-0.0012236485499603025,0.020936183103696434,0.04139199489335003,-0.0012236485499603025,0.025303883542413898,0.04139199489335003,-0.0012236485499603025
|
||||
B2,1,LONG,2025-01-01 17:00:00,2025-01-02 00:00:00,8800,94070.1,7,0.0005697878496992271,0.0011682776992901483,-0.0036238932455690885,0.005761660718974467,0.008005731895681956,-0.0036238932455690885,0.009485479445647324,0.01159879706729334,-0.0036238932455690885,0.012252564842601328,0.015450180237928886,-0.0036238932455690885,0.029337696037316726,0.029961698775700246,-0.0036238932455690885,0.021478663252191714,0.039888338590051337,-0.0036238932455690885
|
||||
S1,-1,SHORT,2025-01-04 03:00:00,2025-01-04 09:00:00,8857,97990.4,6,-0.0028268075240023512,0.0018307915877473118,-0.0028798739468357273,0.00020308111815029004,0.0018307915877473118,-0.0028798739468357273,-0.0010154055907517473,0.0018307915877473118,-0.0028798739468357273,0.0016185258964142536,0.005635245901639315,-0.003159493174841677,-0.0035248350858860535,0.005635245901639315,-0.007863015152504736,0.0030135605120500415,0.007790559075174652,-0.007863015152504736
|
||||
B3,1,LONG,2025-01-04 18:00:00,2025-01-05 05:00:00,8877,98335.8,11,0.00037321097708054534,0.0012742053250189953,-0.001055566741715661,-0.001601654738152331,0.0012742053250189953,-0.0026378999306458963,-0.0014267438715096935,0.0012742053250189953,-0.0034036434340290827,-0.00112370062581481,0.0016321624474504707,-0.0034036434340290827,-0.006515429782439326,0.0016321624474504707,-0.01127564935659244,0.011355986324410816,0.015771468783494863,-0.01127564935659244
|
||||
S2,-1,SHORT,2025-01-05 05:00:00,2025-01-05 18:00:00,8890,97693.8,13,0.0008629002045165907,0.001271319162526149,-0.0010870700085368475,0.0004012537131322263,0.001772886303941469,-0.003011450061313994,-0.00299711957155933,0.004778194726789243,-0.005677944762103604,-0.005641094931305685,0.004778194726789243,-0.010172600513031562,-0.018148541667946175,0.004778194726789243,-0.022446664987952093,-0.04026765260436173,0.004778194726789243,-0.051879443731332006
|
||||
S3,-1,SHORT,2025-01-11 05:00:00,2025-01-11 12:00:00,9028,94022.0,7,-0.003146072195869083,0.0006307034523835157,-0.0033662334347280424,-0.002002722767012007,0.0006307034523835157,-0.0039597115568697,-0.0029152751483695924,0.0006307034523835157,-0.0039597115568697,-0.005808215098594008,0.0006307034523835157,-0.007826891578566657,-0.004140520303758726,0.0008402288826019443,-0.010274191146752888,-0.006742039097232501,0.0038384633383675543,-0.015124119886834996
|
||||
B3,1,LONG,2025-01-16 19:00:00,2025-01-17 04:00:00,9164,100305.4,9,-0.002035782719574391,0.000322016561421448,-0.0064812063956675445,-0.0036687954985474363,0.000322016561421448,-0.009761189327792835,0.0132674811126819,0.015343142044197023,-0.009761189327792835,0.01065346431996688,0.018227333722810567,-0.009761189327792835,0.046044380462068844,0.046504973809984425,-0.009761189327792835,0.03092655031533702,0.05461919298462502,-0.009761189327792835
|
||||
S1,-1,SHORT,2025-01-20 18:00:00,2025-01-21 03:00:00,9259,103674.2,9,0.0003993278945002149,0.0033190514129840527,-0.006163539241199836,0.0008584585171624185,0.017795169868684728,-0.006163539241199836,0.023980893992912384,0.02482970690875837,-0.006163539241199836,0.022232146474243295,0.03450231590887608,-0.006163539241199836,-0.0024586637755585165,0.03450231590887608,-0.015607547490118138,-0.013597404175773695,0.03450231590887608,-0.034409718136238415
|
||||
S2,-1,SHORT,2025-01-22 03:00:00,2025-01-22 12:00:00,9292,105554.2,9,-0.0011425409884211696,0.0008715901404207507,-0.002851615568115717,0.004645954400677512,0.004897957636929654,-0.0037364690367603444,0.005514702399335993,0.008405160571535734,-0.0037364690367603444,0.011242565430840243,0.01840002576875195,-0.0037364690367603444,0.021593645728924128,0.0241970475831373,-0.0037364690367603444,0.02212228409670095,0.04114663367255872,-0.012183314354142232
|
||||
B1,1,LONG,2025-01-27 16:00:00,2025-01-27 23:00:00,9423,101070.8,7,-0.013483617424617227,0.0013485596235510444,-0.015521792644364178,-0.01891446392034096,0.0013485596235510444,-0.02226360135667272,0.002753515357551369,0.006382654535236599,-0.02226360135667272,0.002461640750840034,0.01756491489134352,-0.02226360135667272,0.016296497108957197,0.02230614579087135,-0.02226360135667272,0.016348935597620618,0.026973171281913243,-0.02226360135667272
|
||||
B2,1,LONG,2025-01-29 06:00:00,2025-01-29 16:00:00,9464,102705.0,10,-0.0039433328465021174,0.0003875176476315945,-0.004348376417895972,-0.0010739496616523334,0.0007458254223261362,-0.0053668273209677925,-0.008921668857407165,0.0007662723333819882,-0.010252665400905506,0.0009999513168784098,0.002680492673190233,-0.01147169076481181,0.026554695487074658,0.027841877221167422,-0.013047076578550216,0.02083248137870606,0.03646365804975415,-0.013047076578550216
|
||||
B1,1,LONG,2025-02-10 05:00:00,2025-02-10 13:00:00,9749,96979.6,8,0.0014054502183963261,0.00198082895784259,-0.002479902989907156,0.006864330230275203,0.009077166744346114,-0.002479902989907156,0.007427335233389169,0.009799999175084183,-0.002479902989907156,0.0021458121089382846,0.01390395505858958,-0.002479902989907156,0.009964982326179879,0.01390395505858958,-0.002479902989907156,-0.006553955677276518,0.015493980177274306,-0.022327376066719216
|
||||
B2,1,LONG,2025-02-12 04:00:00,2025-02-12 17:00:00,9801,96101.7,13,-0.0016087124369287044,0.0006742856786092537,-0.0025098411370454124,-0.0015546030923489823,0.002658641834639762,-0.0025098411370454124,-0.005398447686149183,0.0051466311209895955,-0.021828958280654797,0.010976912999457957,0.01663133950804203,-0.021828958280654797,0.0054848145246130485,0.020698905430392982,-0.021828958280654797,0.0041175130096553665,0.020698905430392982,-0.021828958280654797
|
||||
S1,-1,SHORT,2025-02-15 02:00:00,2025-02-15 16:00:00,9872,97475.7,14,-0.0004749901770390252,0.0008586755468285644,-0.000886374758016703,-0.0009612652178953021,0.0008586755468285644,-0.0022220922753055975,-0.0019707475811920902,0.0008586755468285644,-0.004350827949940404,-0.0002698108349055499,0.002064104181862732,-0.004350827949940404,-0.00010874505133080163,0.002064104181862732,-0.004350827949940404,0.012332304358932445,0.015139157759318447,-0.004350827949940404
|
||||
S2,-1,SHORT,2025-02-18 10:00:00,2025-02-18 16:00:00,9944,95193.5,6,-0.005734635242952452,0.0008771607305120623,-0.00584388639980674,-0.004334329549811761,0.0008771607305120623,-0.006885974357492896,-0.010513322863430832,0.0008771607305120623,-0.01329397490374868,0.01369211133113074,0.017160835561251617,-0.01621749384149131,0.00013131148660360214,0.019664157741862566,-0.01621749384149131,-0.017027423090862234,0.019664157741862566,-0.017702889377951194
|
||||
S3,-1,SHORT,2025-02-26 11:00:00,2025-02-26 22:00:00,10142,87589.1,11,0.0006016730392253333,0.0023073647291729886,-0.010399695852566063,0.018028498979895967,0.02237835529763413,-0.010399695852566063,0.04289460674901335,0.04936230649704136,-0.010399695852566063,0.03309772563024394,0.061275889351528966,-0.010399695852566063,0.006954061635523208,0.061275889351528966,-0.010399695852566063,0.09440786581892045,0.09895866038125761,-0.010399695852566063
|
||||
B1,1,LONG,2025-02-28 16:00:00,2025-03-01 03:00:00,10195,84393.3,11,-0.0029717998940674544,0.004153173296932339,-0.00993325299520226,-0.0033853398314794784,0.004153173296932339,-0.00993325299520226,-0.006827556215955498,0.004153173296932339,-0.00993325299520226,0.013648002862786534,0.025158395275454295,-0.00993325299520226,0.004287070182111647,0.025158395275454295,-0.00993325299520226,0.01959515743548359,0.025158395275454295,-0.00993325299520226
|
||||
B2,1,LONG,2025-03-01 22:00:00,2025-03-02 10:00:00,10226,85733.4,12,0.000915629148033322,0.005166014645400845,-0.00015629847877249916,0.0020610403879936135,0.005166014645400845,-0.002839033562182232,0.005342142035659382,0.009116633657361144,-0.002839033562182232,0.0024459545521350098,0.009116633657361144,-0.002839033562182232,0.0985823494694017,0.10774797220219899,-0.008379464712702333,0.015891122946249756,0.10774797220219899,-0.008379464712702333
|
||||
B1,1,LONG,2025-03-10 07:00:00,2025-03-10 13:00:00,10421,82277.5,6,0.0002418644222295789,0.0013369390173498222,-0.004016894047582875,-0.01176020175625178,0.004669563367870889,-0.01418978457050834,-0.0004618516605390295,0.021318100331196257,-0.01418978457050834,-0.027562820941326643,0.021318100331196257,-0.038099115797149856,-0.038811339673665374,0.021318100331196257,-0.06949044392452372,0.009555467776731148,0.021318100331196257,-0.06949044392452372
|
||||
S3,-1,SHORT,2025-03-10 20:00:00,2025-03-11 03:00:00,10435,79037.1,7,-0.002950513113461869,0.008521314673741825,-0.008351774040292359,-0.00535444746834078,0.008521314673741825,-0.010214190551019563,0.017794175140535377,0.03134097784458192,-0.010214190551019563,-0.01496512397342499,0.03134097784458192,-0.017727118024320112,-0.027247963298248433,0.03134097784458192,-0.040524007080219214,-0.04978548048954218,0.03134097784458192,-0.059525210312625296
|
||||
S1,-1,SHORT,2025-03-15 03:00:00,2025-03-15 17:00:00,10545,83927.4,14,0.0006839244394559367,0.0036626894196650226,-0.0002847699321080926,-0.001974325428882721,0.0036626894196650226,-0.003582858518195627,-0.0021554343396793982,0.0036626894196650226,-0.006131489835262452,-0.003977247001575206,0.0036626894196650226,-0.006267321518359916,-0.005038878840521794,0.0036626894196650226,-0.006267321518359916,0.008670589104392572,0.023851566949530053,-0.014400541420322873
|
||||
S2,-1,SHORT,2025-03-16 01:00:00,2025-03-16 20:00:00,10572,82711.6,19,0.0018195754888068903,0.003197858583318422,-0.004964237180758095,-0.006872071148424092,0.003197858583318422,-0.008975766397941693,-0.014001663611875374,0.003197858583318422,-0.0293114871432785,0.007997669008941914,0.00815967772356004,-0.0293114871432785,-0.009533124737038092,0.009502899230579507,-0.0293114871432785,-0.0029838619975914907,0.009502899230579507,-0.0293114871432785
|
||||
S1,-1,SHORT,2025-03-25 02:00:00,2025-03-25 12:00:00,10780,86510.1,10,-0.0011628700001501706,0.001735057525075174,-0.0026574931713175013,0.0012218226542335708,0.0026517134993487316,-0.003897810775851572,-0.0076569094244486385,0.0026517134993487316,-0.009385031343161019,-0.01678647926658271,0.0026517134993487316,-0.019372304505485417,-0.012691003709393401,0.0026517134993487316,-0.023001938501978313,-0.008552758579633987,0.008019872824098028,-0.023001938501978313
|
||||
B3,1,LONG,2025-03-25 12:00:00,2025-03-25 19:00:00,10787,87323.3,7,-0.0031984590596095533,0.0008657483168866873,-0.005543766669376968,0.00731763458320975,0.009879379272198795,-0.005543766669376968,0.004857810000309162,0.0102801886781649,-0.005543766669376968,0.0043550804882546,0.013475212228580426,-0.005543766669376968,0.0089712596752527,0.013475212228580426,-0.005543766669376968,0.003524832433039096,0.013475212228580426,-0.01725770785116916
|
||||
S2,-1,SHORT,2025-03-26 04:00:00,2025-03-27 03:00:00,10819,86525.3,23,-0.008375584944519083,0.0005952016346663923,-0.00964688940691332,-0.0031285647088192363,0.0005952016346663923,-0.00964688940691332,-0.00824845449827966,0.0005952016346663923,-0.00964688940691332,-0.008695722522776507,0.0005952016346663923,-0.013835259744837536,-0.004691113466234664,0.009255096486230073,-0.013835259744837536,0.015155104923068777,0.020321223965707173,-0.013835259744837536
|
||||
S3,-1,SHORT,2025-03-29 08:00:00,2025-03-29 15:00:00,10879,83696.0,7,-0.002393184859491528,0.0008005161536991015,-0.0026464825081246417,0.009633674249665491,0.011238290957751933,-0.0026464825081246417,0.015277910533358788,0.020705887975530492,-0.0026464825081246417,0.016759462817816827,0.025031064805964443,-0.0026464825081246417,0.007804435098451504,0.025031064805964443,-0.0026464825081246417,0.016048556681322847,0.02622108583444855,-0.0026464825081246417
|
||||
S1,-1,SHORT,2025-04-03 00:00:00,2025-04-03 08:00:00,10992,83181.9,8,-0.006372780616937169,0.001585681500422498,-0.008503051745632198,-0.003211035092971017,0.001585681500422498,-0.008503051745632198,-0.0015027307623413269,0.001585681500422498,-0.008503051745632198,-4.3278645955500184e-05,0.002642401772500849,-0.008503051745632198,0.010312339583490981,0.02416030410461888,-0.008503051745632198,-0.0020785771904706283,0.02416030410461888,-0.018084463086320498
|
||||
S2,-1,SHORT,2025-04-03 16:00:00,2025-04-03 23:00:00,11007,82001.8,7,0.002437751366433526,0.0044938037945508515,-0.005632803182369096,-0.0008816879629471903,0.006060842566870483,-0.005632803182369096,-0.003930401527771377,0.006060842566870483,-0.005632803182369096,-0.008092505286469215,0.006060842566870483,-0.016758168723125553,-0.007705928406449543,0.006060842566870483,-0.032735866773656114,-0.01814838210868538,0.006060842566870483,-0.032735866773656114
|
||||
S3,-1,SHORT,2025-04-08 10:00:00,2025-04-09 01:00:00,11129,77314.6,15,0.0012274525122035,0.0035323211915990744,-0.008386514319416956,0.0026903068760622184,0.012980730677000278,-0.008386514319416956,0.008010130040121825,0.014415129871977607,-0.008386514319416956,0.02942005778986124,0.03538917617112428,-0.008386514319416956,-0.004322598836442238,0.03538917617112428,-0.008386514319416956,-0.060546132295840514,0.03538917617112428,-0.08071308653216841
|
||||
S1,-1,SHORT,2025-04-12 05:00:00,2025-04-12 11:00:00,11211,82940.3,6,-0.002835774647547659,0.0013998020262768016,-0.005940417384552468,-0.007001421504383238,0.0013998020262768016,-0.00981187673543504,-0.007576533964791472,0.0013998020262768016,-0.012763397286964132,-0.017757350769167738,0.0013998020262768016,-0.020871638998170867,-0.027700647333081745,0.0013998020262768016,-0.0354942048678386,-0.012172610902058362,0.0013998020262768016,-0.03809607633442364
|
||||
B3,1,LONG,2025-04-12 11:00:00,2025-04-12 16:00:00,11216,83568.7,5,-0.0007395113242159195,0.00199955246402069,-0.0022436629982278055,-0.0010135373650660725,0.00199955246402069,-0.0036939667602822242,0.010104261523752418,0.013195131670110905,-0.0036939667602822242,0.01869838827216417,0.021770112494271215,-0.0036939667602822242,0.012194757127967838,0.03029004878620827,-0.0036939667602822242,0.008736524560032714,0.03029004878620827,-0.006906892173744441
|
||||
S1,-1,SHORT,2025-04-15 21:00:00,2025-04-16 04:00:00,11300,83984.0,7,-0.001822966279291363,0.0017372356639359186,-0.0025469136978471395,0.004468708325395348,0.005048580682034673,-0.0025469136978471395,0.004690179081729784,0.010955658220613519,-0.0025469136978471395,0.004524671365974471,0.010955658220613519,-0.0025469136978471395,-0.012098733092017597,0.010955658220613519,-0.014859973328253,-0.0088814536102114,0.010955658220613519,-0.017973661649838064
|
||||
S2,-1,SHORT,2025-04-18 02:00:00,2025-04-18 13:00:00,11357,84707.5,11,0.0002290234040668675,0.0018156597703863637,-0.0004993654635068077,0.0011427559543134068,0.004228669244163706,-0.0004993654635068077,0.0025912699583862113,0.004228669244163706,-0.0004993654635068077,0.004429359855974938,0.004804769353363043,-0.0004993654635068077,0.0024307174689371562,0.005282885222678039,-0.0004993654635068077,-0.007007643951244056,0.005282885222678039,-0.01053625712008972
|
||||
B1,1,LONG,2025-04-20 19:00:00,2025-04-21 05:00:00,11421,84967.9,10,-0.0020372399459088818,0.0003518975989757159,-0.004029757120041735,0.019208430477862887,0.023880783213425374,-0.004029757120041735,0.027573942630099237,0.03123414842546431,-0.004029757120041735,0.02863081234207285,0.03218156503809096,-0.004029757120041735,0.021710551867234706,0.04060709985771101,-0.004029757120041735,0.061349050641477686,0.06461381298113765,-0.004029757120041735
|
||||
B2,1,LONG,2025-04-22 06:00:00,2025-04-22 17:00:00,11457,88531.9,11,-0.0007624370424671786,0.00025979336261844604,-0.0038935118301990255,0.0046909644998017995,0.007546432415886317,-0.0038935118301990255,0.024987603338457797,0.026910074221834265,-0.0038935118301990255,0.031903754465904384,0.03563348352401803,-0.0038935118301990255,0.05545684662816467,0.06337376696987194,-0.0038935118301990255,0.05552123020063965,0.0719785749543386,-0.0038935118301990255
|
||||
S1,-1,SHORT,2025-05-03 00:00:00,2025-05-03 06:00:00,11710,96607.6,6,-0.0023145176984004493,0.0006842111800728495,-0.002463574294361934,0.001551637759348216,0.0022958856239053958,-0.0026995805713006878,0.0032657886129041605,0.0036498163705547576,-0.0026995805713006878,0.0037616088175258335,0.005625851382292904,-0.0026995805713006878,0.005216980858648802,0.008309905224847765,-0.0026995805713006878,0.010816954359698408,0.014855974064152422,-0.0026995805713006878
|
||||
B3,1,LONG,2025-05-03 19:00:00,2025-05-04 05:00:00,11733,96225.9,10,-0.001009083832938858,0.0017043228486301506,-0.0011046921878619827,-0.00422859126285121,0.0017043228486301506,-0.005465264549357233,-0.004068551190479902,0.0017043228486301506,-0.007453294799009385,-0.0039885311542940975,0.0017043228486301506,-0.007453294799009385,-0.008921714424079172,0.0017043228486301506,-0.010948195859950388,-0.021134642544263,0.0017043228486301506,-0.02889866449677258
|
||||
S2,-1,SHORT,2025-05-04 05:00:00,2025-05-04 18:00:00,11746,95355.5,13,-0.0002149849772692713,0.00042472641850758476,-0.0015971810750297875,0.0002464461934550183,0.0019201828945368208,-0.0021792135744661077,-0.0006879519272617292,0.0019201828945368208,-0.00307795565017225,-0.0033705449606996362,0.0019201828945368208,-0.0034554902444012144,0.006620488592687396,0.020034502467083642,-0.0036127963253299493,0.011160342088290628,0.020034502467083642,-0.0036127963253299493
|
||||
S1,-1,SHORT,2025-05-23 02:00:00,2025-05-23 14:00:00,12198,110475.7,12,-0.0018963446260127793,4.7974350920636034e-05,-0.0031165224569747276,-0.007299342751392467,4.7974350920636034e-05,-0.00789585402038641,0.013057170038298016,0.015023213249610522,-0.00789585402038641,0.013113290977110777,0.02919827618200199,-0.00789585402038641,0.024647954256003808,0.03397851292184619,-0.00789585402038641,0.02193151978217829,0.03397851292184619,-0.00789585402038641
|
||||
B3,1,LONG,2025-05-24 08:00:00,2025-05-24 19:00:00,12227,109152.2,11,-0.003764468329543465,0.0006861978045335663,-0.005462097878008845,-0.0021914354451856867,0.0006861978045335663,-0.006013621347073116,-0.0017635924882869974,0.0006861978045335663,-0.006013621347073116,-0.00333296076487696,0.0006861978045335663,-0.006013621347073116,-0.01388061807274605,0.0006861978045335663,-0.018416486337426062,0.003983428643673723,0.006447877367565683,-0.024325666363114964
|
||||
S2,-1,SHORT,2025-05-24 19:00:00,2025-05-25 10:00:00,12242,107877.3,15,-0.0015582518286978934,0.0001853958154310499,-0.0030840593896954882,-0.0017408667068975856,0.0001853958154310499,-0.003455777999634797,0.0022266037433268824,0.004537562582674947,-0.003455777999634797,0.003715332141238267,0.011349004841611747,-0.003455777999634797,-0.011543670447814349,0.012795092201973935,-0.01197378873961433,-0.01103105101814747,0.012795092201973935,-0.023384901179395453
|
||||
B1,1,LONG,2025-05-31 11:00:00,2025-05-31 23:00:00,12399,104497.1,12,-0.0006191559382988775,0.002360831066125252,-0.001549325292280922,-0.0005004923581611634,0.002360831066125252,-0.002699596448131152,0.002218243377088822,0.0026192114422313832,-0.002699596448131152,-0.003941736182152507,0.0034661248972459244,-0.0055427375496545995,-0.004393423358160234,0.0034661248972459244,-0.007588727342672667,0.008127498275071636,0.01269413218165863,-0.007588727342672667
|
||||
S3,-1,SHORT,2025-06-01 06:00:00,2025-06-01 10:00:00,12410,104143.9,4,-0.001848403987175437,0.0020538888979574816,-0.002699149926207928,-0.00328199731333283,0.0020538888979574816,-0.005339727050744267,-0.0008363427910804745,0.0020538888979574816,-0.005339727050744267,0.0021777559703447667,0.004223002979531095,-0.005339727050744267,-0.012593152359379666,0.004223002979531095,-0.014932223586787184,-0.0015833860648584194,0.005216820188220226,-0.016862245412357382
|
||||
B2,1,LONG,2025-06-01 18:00:00,2025-06-02 01:00:00,12425,105006.3,7,-0.0014808635291406324,7.332893359728978e-05,-0.006915775529658668,-0.0010408899275567553,0.002416045513459641,-0.006915775529658668,0.004276886243968136,0.00659674705231969,-0.006915775529658668,-0.0021379669600776335,0.007783342523258156,-0.006915775529658668,-0.011827861756866016,0.008510917916353562,-0.012992553780106554,0.0012951603856149582,0.013946782240684606,-0.013386815838668699
|
||||
B3,1,LONG,2025-06-08 18:00:00,2025-06-09 01:00:00,12593,106030.1,7,0.0020692237392966164,0.002375740473695622,-0.0005724789470160986,0.0006488723485122466,0.0024247831511994356,-0.0005724789470160986,-0.003016124666486242,0.0042676560712476925,-0.003799864378134216,-0.003896063476314799,0.0042676560712476925,-0.0073271646447566185,0.00887389524295454,0.01775627864163098,-0.0073271646447566185,0.032494546359948674,0.0436055421998093,-0.0073271646447566185
|
||||
B3,1,LONG,2025-06-10 23:00:00,2025-06-11 08:00:00,12648,109782.5,9,-0.0020030514881697373,8.015849520645741e-05,-0.0023819825564183727,-0.0010784961173228354,0.000408990503950941,-0.002573269874524628,-0.003267369571653015,0.000408990503950941,-0.0037091521872793668,-0.0041910140505090135,0.000408990503950941,-0.0059089563455013054,-0.008399335048846636,0.005169312048823811,-0.013215221005169338,-0.019094117914968206,0.005169312048823811,-0.029543870835515625
|
||||
B1,1,LONG,2025-06-22 07:00:00,2025-06-22 14:00:00,12918,102711.1,7,-0.003038619973887981,7.399395002089617e-05,-0.004684011757249273,-0.005385007073237516,0.0005792947402958394,-0.0067042413137431665,-0.00016940720136391033,0.0005792947402958394,-0.0067042413137431665,-0.03021581893290988,0.0007652532199537466,-0.03993920812843024,-0.014314908515243268,0.0007652532199537466,-0.044743946856766324,0.027014606989896876,0.03250768417434916,-0.044743946856766324
|
||||
S3,-1,SHORT,2025-06-22 14:00:00,2025-06-23 00:00:00,12928,99607.6,10,0.001803075267349136,0.002603215015721721,-0.007440195326460945,0.007809645047165163,0.0088356711736856,-0.007440195326460945,0.00473457848597904,0.014980784598765671,-0.007440195326460945,-0.016396339235158732,0.014980784598765671,-0.019807725514920545,-0.02042514828185801,0.014980784598765671,-0.02557535770362904,-0.053721804360309766,0.014980784598765671,-0.06467779567020984
|
||||
S1,-1,SHORT,2025-07-03 03:00:00,2025-07-03 11:00:00,13179,108594.8,8,-0.00132326778077769,0.0007891722255577347,-0.0032524577604083906,-0.007597969700206559,0.0007891722255577347,-0.008485673347158428,-0.006725920578149176,0.0007891722255577347,-0.008613672109530053,-0.014968488362242021,0.0007891722255577347,-0.01739678142968169,-0.0087518002703628,0.0007891722255577347,-0.01739678142968169,0.010729795533487765,0.0128440772486344,-0.01739678142968169
|
||||
B3,1,LONG,2025-07-03 11:00:00,2025-07-04 05:00:00,13197,109744.9,18,-0.0008100604219421056,0.0007645002182334554,-0.001342203601260636,-0.0029377219351422634,0.0007645002182334554,-0.003886285376359175,-0.0055300975261720065,0.0007645002182334554,-0.006331957111446584,-0.009876540959989888,0.0007645002182334554,-0.009876540959989888,-0.01750149665269181,0.0007645002182334554,-0.02235821436804806,-0.015193416732804844,0.0007645002182334554,-0.02318923248369623
|
||||
B3,1,LONG,2025-07-13 00:00:00,2025-07-13 15:00:00,13423,117950.0,15,-0.000801186943620178,0.0002153454853751096,-0.0020347604917337857,-0.0019847392963120458,0.0002153454853751096,-0.002617210682492557,0.003663416701992419,0.006006782534972446,-0.002617210682492557,0.005853327681220807,0.014455277660025434,-0.002617210682492557,0.023596439169139442,0.032640949554896145,-0.002617210682492557,0.01582450190758796,0.0453582026282323,-0.002617210682492557
|
||||
B1,1,LONG,2025-07-19 04:00:00,2025-07-19 11:00:00,13563,118295.2,7,-0.0016137594762931564,0.00035758002015299784,-0.0019595046967248284,-0.0013381777113526407,0.00035758002015299784,-0.0023838668010198218,-0.00201191595263375,0.00035758002015299784,-0.003306981179287047,-0.0010837295173430292,0.0013593112822836676,-0.003306981179287047,-0.004064408361455096,0.0013593112822836676,-0.008870182391170588,-0.0013863622530753573,0.004745754688271449,-0.008870182391170588
|
||||
B2,1,LONG,2025-07-20 05:00:00,2025-07-21 00:00:00,13600,118543.8,19,-0.004558652582421086,0.0,-0.005322927053122981,-0.003480570050901066,4.723992313382285e-05,-0.005322927053122981,-0.004731584443893385,4.723992313382285e-05,-0.0062744740762486345,-0.003271364677022357,4.723992313382285e-05,-0.01833668230645548,-0.0034038051758084353,0.009927132418565989,-0.01833668230645548,-0.0024117667899966823,0.009927132418565989,-0.0225975546591218
|
||||
S3,-1,SHORT,2025-08-05 01:00:00,2025-08-05 12:00:00,13972,114287.8,11,-0.0007524862671256249,0.0007586111553463895,-0.0014192240991601649,0.003177067018526963,0.00558064815317123,-0.0015775962088692135,-0.003166567210148364,0.00558064815317123,-0.004339920796445465,0.011481540461886545,0.014921977673907526,-0.00673037717061661,0.003966302614977302,0.014921977673907526,-0.00673037717061661,-0.006139762949326149,0.014921977673907526,-0.012130778613290255
|
||||
S1,-1,SHORT,2025-08-08 08:00:00,2025-08-08 14:00:00,14046,116686.1,6,-0.0007361630905480102,0.0015803081943779826,-0.00197967024349944,0.0004902040602951991,0.0025598593148627954,-0.00197967024349944,-0.0013232081627545542,0.0036859574533728164,-0.00197967024349944,0.004578094563105731,0.007165377881341529,-0.004660366573224988,0.0028340993485943193,0.007165377881341529,-0.004660366573224988,0.0015751661937454667,0.007165377881341529,-0.010460543286646749
|
||||
B3,1,LONG,2025-08-09 00:00:00,2025-08-09 06:00:00,14062,116833.7,6,-0.0017589103144041488,0.00031069802634002785,-0.002000279029081482,-0.0027106904942666124,0.00031069802634002785,-0.0030282358600301363,-0.004298417323083983,0.00031069802634002785,-0.004533794615765803,0.0020182532950681433,0.0027072668245549263,-0.004533794615765803,-0.0021723184320962437,0.009183994001730665,-0.004533794615765803,0.01639595424950169,0.01718682195291256,-0.004533794615765803
|
||||
S2,-1,SHORT,2025-08-09 06:00:00,2025-08-09 11:00:00,14067,116331.5,5,-0.0004495772856019471,0.00019341279017291103,-0.002694884876409227,-0.0023192342572734203,0.00019341279017291103,-0.00531756231115395,-0.006343939517671482,0.00019341279017291103,-0.007035927500290119,-0.005014978746083341,0.00019341279017291103,-0.013540614536905284,-0.0007788088350963051,0.00019341279017291103,-0.013540614536905284,-0.019710912349621555,0.00019341279017291103,-0.023746792571229632
|
||||
B3,1,LONG,2025-08-12 07:00:00,2025-08-13 00:00:00,14152,119608.3,17,-0.0032288729126657353,0.0017055672557840884,-0.00404486979582523,-6.688499042290544e-05,0.003693723596104977,-0.00404486979582523,0.0020542052683634585,0.005532224770354541,-0.00404486979582523,-0.0009046194954697716,0.005532224770354541,-0.004851669992801527,0.005403471163790497,0.009214243493135437,-0.0065154341295712995,0.017017213688347667,0.0412789079018764,-0.0065154341295712995
|
||||
S3,-1,SHORT,2025-08-27 07:00:00,2025-08-27 16:00:00,14504,110705.2,9,-0.0005302370620350001,0.00032518797671654087,-0.0033575658595982583,-0.005109064434191039,0.00032518797671654087,-0.0056338816966140445,-0.0065859598284453294,0.00032518797671654087,-0.01029761926269046,-0.010705007533521514,0.00032518797671654087,-0.01683118769488699,-0.02010745656030611,0.00032518797671654087,-0.021171543884117485,-0.013148433858572188,0.00032518797671654087,-0.024604083638347637
|
||||
B1,1,LONG,2025-09-01 13:00:00,2025-09-01 17:00:00,14625,109485.3,4,-0.008757340026469333,0.00017353927878902464,-0.012364216931405377,-0.003930207982258832,0.00017353927878902464,-0.012364216931405377,-0.003472612305030877,0.00017353927878902464,-0.012364216931405377,-0.0028003759408797876,0.00017353927878902464,-0.012364216931405377,0.00620448589902026,0.010162094820035121,-0.019046392529408082,0.01493077152823253,0.020612812861635334,-0.019046392529408082
|
||||
B2,1,LONG,2025-09-02 06:00:00,2025-09-02 12:00:00,14644,110272.1,6,-0.0009748612749734519,0.00025301050764421986,-0.0024430476974684322,-0.0007436151120727727,0.0027187293975537634,-0.0030805616289162137,0.0012324060211059205,0.003880401298243111,-0.0030805616289162137,0.009398569538441674,0.013330661155450925,-0.017584683705125826,0.009169137070936268,0.013330661155450925,-0.017584683705125826,0.01718204332736927,0.02057728110736978,-0.017584683705125826
|
||||
B1,1,LONG,2025-09-10 09:00:00,2025-09-10 16:00:00,14840,112333.0,7,-0.0008252250006676318,0.0005519304211585198,-0.0024302742738109015,-0.0005928800975671069,0.0005519304211585198,-0.0024302742738109015,0.014050190059911183,0.01740272226327076,-0.0024302742738109015,0.010833860041127718,0.01740272226327076,-0.0024302742738109015,0.015755833103362274,0.018696197911566476,-0.0024302742738109015,0.030819972759563136,0.035136602779236734,-0.0024302742738109015
|
||||
B2,1,LONG,2025-09-14 01:00:00,2025-09-14 08:00:00,14928,115884.4,7,0.00019847365132839279,0.0005660813707453792,-0.001737075913582746,-0.002229808326228502,0.0016516459506198309,-0.0026267556288852873,-0.0006411561866824901,0.0016516459506198309,-0.004127389018711651,0.0008206454017970135,0.0020209795278744304,-0.004127389018711651,-0.0012029229128337738,0.0020209795278744304,-0.006764499794622868,-0.010920365467655698,0.007554942684261212,-0.013340018156024402
|
||||
S1,-1,SHORT,2025-09-19 02:00:00,2025-09-19 14:00:00,15054,116633.2,12,-0.0018596763185783185,6.944849322483881e-05,-0.002663907017898824,0.0016761951142556322,0.00178508349252183,-0.0035787408730962433,0.002487284924018129,0.0032795121800653676,-0.0035787408730962433,0.005172626662048224,0.010501298086651168,-0.0035787408730962433,0.009335249311516814,0.013575036953457532,-0.0035787408730962433,0.007973715888786384,0.013575036953457532,-0.0035787408730962433
|
||||
S2,-1,SHORT,2025-09-20 23:00:00,2025-09-21 10:00:00,15098,115635.6,11,0.0001885232575435498,0.0006477244032115432,-0.00022916818004144052,0.00010117991345235931,0.001776269591717505,-0.00022916818004144052,-0.0011873506082900798,0.001776269591717505,-0.0011873506082900798,0.00010204469903734584,0.0031011211080325244,-0.001231454673128294,0.0012971783775930594,0.004306632213608957,-0.001231454673128294,0.02810553151451629,0.036030426616024895,-0.001231454673128294
|
||||
S3,-1,SHORT,2025-09-27 13:00:00,2025-09-27 17:00:00,15249,109250.0,4,-0.0012393592677345006,0.00040915331807777656,-0.0018233409610983716,-0.0009629290617848704,0.000541876430205923,-0.0018233409610983716,5.491990846681922e-05,0.000541876430205923,-0.0018233409610983716,-0.0010919908466819489,0.0009610983981693363,-0.0018233409610983716,-0.0004869565217391038,0.0009610983981693363,-0.004575743707093768,-0.023347368421052606,0.0010389016018306637,-0.027917620137299773
|
||||
B1,1,LONG,2025-11-05 05:00:00,2025-11-05 13:00:00,16181,101768.2,8,0.0029537714138601827,0.0032082713460589852,-0.0032908118646099095,-0.0011536020092719945,0.0032603504827638,-0.006261287907224428,-0.004084773043052713,0.003996336773176661,-0.006261287907224428,0.018670861821276252,0.019473666626706604,-0.006261287907224428,0.015203177416914097,0.026819772777744017,-0.006261287907224428,-0.006843002037964651,0.026819772777744017,-0.01503220062848712
|
||||
S3,-1,SHORT,2025-11-06 04:00:00,2025-11-06 10:00:00,16202,103278.2,6,-0.0030993956130142258,9.682585481860534e-07,-0.006211378587155857,0.0016915476838286986,0.0024090272680972647,-0.009024169669881931,0.0013516889333856639,0.004145114845146326,-0.009024169669881931,0.007466241665714461,0.009190710140184445,-0.009024169669881931,0.018532468613899157,0.029433123350329528,-0.009024169669881931,0.007038271387378887,0.039487520115571315,-0.009024169669881931
|
||||
B2,1,LONG,2025-11-07 21:00:00,2025-11-08 06:00:00,16246,103586.6,9,-0.002716567586927351,0.0014152409674609578,-0.0029048158738679396,-0.006089590738570461,0.0014152409674609578,-0.010605618873483692,-0.01004763164347515,0.0014152409674609578,-0.010605618873483692,-0.011531414294899147,0.0014152409674609578,-0.01672803239028989,-0.014501875725238705,0.0014152409674609578,-0.021107942533107563,-0.0057169556680112255,0.004293991693906242,-0.022074283739402643
|
||||
S1,-1,SHORT,2025-11-11 09:00:00,2025-11-11 16:00:00,16328,105110.5,7,0.0018066701233463277,0.0024126990167490955,-0.003274649059798946,-0.0013861602789445116,0.0024126990167490955,-0.003365030134953188,0.0072342915312932025,0.009042864414116572,-0.003365030134953188,0.016800414801565914,0.02220044619709734,-0.003365030134953188,0.01817706128312591,0.025787147811113065,-0.003365030134953188,0.031370795496168266,0.04185595159379891,-0.003365030134953188
|
||||
S2,-1,SHORT,2025-11-12 20:00:00,2025-11-13 03:00:00,16363,101245.4,7,-0.0024643094896163184,0.0015566139301142698,-0.005431357869098337,-0.006688698943359517,0.0015566139301142698,-0.006969205514522199,-0.005607168325672195,0.0015566139301142698,-0.007650717958544348,-0.018293176776426445,0.0039053626140051222,-0.021016263454932304,-0.0009146094538616651,0.0039053626140051222,-0.02745013600617916,0.05047933041896213,0.055780311994421475,-0.02745013600617916
|
||||
S3,-1,SHORT,2025-11-15 11:00:00,2025-11-16 09:00:00,16441,95243.7,22,-0.007250873286107174,0.0019812334044141196,-0.007286571185285746,-0.0056413180084352345,0.0019812334044141196,-0.007377915809654571,-0.005450229254008463,0.0019812334044141196,-0.009731877279022222,-0.0036149372609422244,0.0019812334044141196,-0.014240311957641324,0.018592305842801183,0.02056513974152618,-0.014240311957641324,0.02645529310600068,0.02754617890737121,-0.014240311957641324
|
||||
B1,1,LONG,2025-11-18 14:00:00,2025-11-19 02:00:00,16506,93290.6,12,-0.0015810810521102875,0.0030592578459136734,-0.0036541730892502428,-0.008914081375829995,0.0030592578459136734,-0.00932891416712941,-0.004005762638465308,0.0030592578459136734,-0.00932891416712941,-0.023263865812847197,0.0030592578459136734,-0.02331853370007277,-0.01736509358927909,0.0030592578459136734,-0.03563703095488726,-0.016299605748060424,0.0030592578459136734,-0.05066105266768583
|
||||
S3,-1,SHORT,2025-11-19 02:00:00,2025-11-19 14:00:00,16518,90938.5,12,-0.009765940718177733,0.00038597513704323054,-0.011531969407896513,-0.005954573695409535,0.00038597513704323054,-0.011531969407896513,-0.004771356466183126,0.00038597513704323054,-0.011531969407896513,0.011824474782407923,0.016742083935846752,-0.015501685204836203,-0.017785646343407843,0.026106654497270197,-0.02003002028843669,0.03194136696778589,0.05357356895044447,-0.02431863292224965
|
||||
S3,-1,SHORT,2025-11-22 09:00:00,2025-11-22 18:00:00,16594,83666.1,9,-0.004782104101900187,0.001355387665972344,-0.007917185096472695,-0.002891254641963641,0.001355387665972344,-0.007917185096472695,-0.006858213780730646,0.001355387665972344,-0.012509248070604356,-0.009090898225206997,0.001355387665972344,-0.014604481384933612,-0.025741608608504482,0.001355387665972344,-0.03777754670051547,-0.04562779907274272,0.001355387665972344,-0.05299517964862703
|
||||
S1,-1,SHORT,2025-11-27 17:00:00,2025-11-28 10:00:00,16730,91035.7,17,-0.0014532760224835193,0.0008809730688070404,-0.002529776779878695,-0.005941625098725102,0.0008809730688070404,-0.007187290260853741,0.0018179681158051182,0.002324362859844998,-0.007187290260853741,-0.004753080384947851,0.002324362859844998,-0.01059254775873644,-0.00041522172070959976,0.009674226704468655,-0.02245602549329552,0.004204943774804862,0.010358573614527048,-0.02245602549329552
|
||||
B3,1,LONG,2025-11-30 02:00:00,2025-11-30 09:00:00,16777,90866.0,7,-0.0013294301498910804,0.001409768230141151,-0.0018268659344529306,-0.0006361015121167753,0.001409768230141151,-0.004974357845618824,-0.0001430678141439042,0.001409768230141151,-0.004974357845618824,0.0014846037021547572,0.007857724561442124,-0.004974357845618824,0.003005524618669313,0.01175797327933434,-0.004974357845618824,-0.06562630686945609,0.01175797327933434,-0.07791693262606475
|
||||
S1,-1,SHORT,2025-12-10 02:00:00,2025-12-10 09:00:00,17017,92269.1,7,-0.00204293745143282,0.0031733267150107986,-0.002827598838614381,-0.0025815793152853673,0.0031733267150107986,-0.0038962122747485343,-0.004106466845346862,0.0031733267150107986,-0.004670035797466261,0.0019898319155600935,0.0059402335126278,-0.01094407553558004,-0.00042376050053583773,0.008118644269858553,-0.0235680200630546,0.02529015672635801,0.0332624898259548,-0.0235680200630546
|
||||
S2,-1,SHORT,2025-12-12 07:00:00,2025-12-13 04:00:00,17084,90160.0,21,9.982253771073647e-05,0.0011113575865128338,-0.0017080745341614906,-0.0007719609582964266,0.0011113575865128338,-0.002190550133096717,-0.0003571428571428249,0.0011113575865128338,-0.002639751552795031,-0.0017457852706299266,0.0011113575865128338,-0.0030168589174800354,0.001175687666370896,0.0030168589174800354,-0.004869121561668146,0.00861912156166821,0.019378881987577607,-0.004869121561668146
|
||||
B1,1,LONG,2025-12-16 02:00:00,2025-12-17 06:00:00,17182,87753.6,28,0.0008284560405498702,0.0009310159355285377,-0.0022369452649236374,-0.002684790139663852,0.0019623126572584724,-0.0043519582102615586,-0.006558135506691463,0.0019623126572584724,-0.0074002661999052885,-0.015812456696933295,0.0019623126572584724,-0.018178171607774626,-0.02230677715786019,0.029737811326258877,-0.024370510155708777,0.006515971994311211,0.029737811326258877,-0.028401114028370377
|
||||
S3,-1,SHORT,2025-12-17 09:00:00,2025-12-17 18:00:00,17194,86587.1,9,-0.004067580505641107,0.0007379852195073946,-0.005923515165653938,-0.011455517045841634,0.0007379852195073946,-0.014452499275296137,-0.006979099658032066,0.0007379852195073946,-0.04361042233773843,0.008458534816387298,0.015311749671717875,-0.04361042233773843,-0.00022982638291378483,0.015311749671717875,-0.04361042233773843,0.01139084228482075,0.02515963694360938,-0.04361042233773843
|
||||
B2,1,LONG,2025-12-18 03:00:00,2025-12-18 12:00:00,17212,86715.8,9,-0.0036417815438478675,2.6523424796898724e-05,-0.004521667331674341,0.000826838938232676,0.0012269966949505647,-0.004521667331674341,0.006010438697446106,0.007313546089639917,-0.004521667331674341,0.018561784588275624,0.03150636908152829,-0.004521667331674341,-0.01317983573927714,0.03150636908152829,-0.02660645464840314,0.015556565239552653,0.03150636908152829,-0.02660645464840314
|
||||
B1,1,LONG,2025-12-26 08:00:00,2025-12-26 15:00:00,17407,88433.0,7,0.0031029140705392125,0.004892969818958953,-0.0005993237818461434,0.003217124828966562,0.005145138127169721,-0.0005993237818461434,0.002449311908450531,0.005145138127169721,-0.0005993237818461434,-0.012940870489523077,0.006830029513869257,-0.020502527337080117,-0.010851152850180429,0.006830029513869257,-0.020502527337080117,-0.006825506315515767,0.006830029513869257,-0.020502527337080117
|
||||
B2,1,LONG,2025-12-27 08:00:00,2025-12-28 10:00:00,17450,87768.7,26,-0.0008624942604823484,0.0004500465427880326,-0.0008624942604823484,-0.0016942258458880796,0.0004500465427880326,-0.0023094793474210864,-0.0008089444186822866,0.0004500465427880326,-0.0023094793474210864,0.0005890482598010121,0.0024177183893574488,-0.0023094793474210864,0.0011393583361722346,0.0035274534087893043,-0.004171190868726451,-0.003894326793036731,0.02967686658227816,-0.011492707536969297
|
||||
B3,1,LONG,2026-01-17 00:00:00,2026-01-17 08:00:00,17928,95416.9,8,-0.000761919534170541,0.0007441029838529653,-0.000881395224535604,-0.0009736220732385372,0.0007441029838529653,-0.0029418268671482424,-0.001534319392057321,0.0007441029838529653,-0.0029418268671482424,-0.003566454160635992,0.0007441029838529653,-0.004605054240915333,-0.000881395224535604,0.0021484663618289842,-0.004605054240915333,-0.0030738789459727614,0.0021484663618289842,-0.006260945388081087
|
||||
B1,1,LONG,2026-01-19 14:00:00,2026-01-19 20:00:00,17988,93025.9,6,-0.0003536649470738169,0.000980372132922247,-0.0030593630376055626,-0.0001332962110551382,0.000980372132922247,-0.003933313195572353,0.0018188482992372195,0.003795717106741304,-0.003933313195572353,-0.005351197892199789,0.003795717106741304,-0.005499543675470931,-0.020929655074554507,0.003795717106741304,-0.02583904052527304,-0.03897301719198632,0.003795717106741304,-0.05631442426249031
|
||||
S3,-1,SHORT,2026-01-20 01:00:00,2026-01-20 07:00:00,17999,92589.6,6,-0.0009342301943198804,0.0029096140387258255,-0.0027584091517837226,0.0007635846790569528,0.0029096140387258255,-0.0027584091517837226,0.006084916664506691,0.007447920716797629,-0.0027584091517837226,0.017136913865056242,0.021248606754970412,-0.0027584091517837226,0.03127241072431461,0.03606668567528112,-0.0027584091517837226,0.02540782118078056,0.05186759636071447,-0.0027584091517837226
|
||||
S3,-1,SHORT,2026-01-31 08:00:00,2026-02-01 04:00:00,18284,77956.7,20,-0.003793131315204429,0.008127588776846523,-0.004798817805268897,-0.009622008114761217,0.008127588776846523,-0.0159485971058293,-0.007030826086789279,0.008127588776846523,-0.0184730754380317,-0.003927821470123763,0.008127588776846523,-0.0184730754380317,0.0063817478164160365,0.015447036624177232,-0.0184730754380317,0.00011801423097690244,0.04363576190372344,-0.0184730754380317
|
||||
S3,-1,SHORT,2026-02-07 07:00:00,2026-02-07 19:00:00,18443,67935.1,12,-0.015508919542327769,0.0009553235367285648,-0.03039518599369095,-0.010021329180349897,0.0009553235367285648,-0.03039518599369095,-0.014560955971213659,0.0009553235367285648,-0.03039518599369095,-0.02253915869705052,0.0009553235367285648,-0.03039518599369095,-0.025464009032149713,0.0009553235367285648,-0.03039518599369095,-0.04908802666073927,0.0009553235367285648,-0.06425102781919793
|
||||
S3,-1,SHORT,2026-02-23 18:00:00,2026-02-24 04:00:00,18836,64445.9,10,-0.001686686042091073,0.00028551079277349615,-0.004842821653510907,-0.0027914886749971905,0.00028551079277349615,-0.008427223454090927,0.004886268948063437,0.016607728342687478,-0.008427223454090927,0.021653821267140345,0.02778919993358773,-0.008427223454090927,0.003391992353276136,0.031719628401496516,-0.008427223454090927,-0.024715303843999316,0.031719628401496516,-0.028507631982794938
|
||||
S1,-1,SHORT,2026-03-05 03:00:00,2026-03-05 11:00:00,19059,72469.6,8,-0.0043383708479140795,0.000783776921633387,-0.008146864340357806,-0.0006996036958945142,0.00647857860399395,-0.008146864340357806,0.0022354200933908837,0.01039470343426765,-0.008146864340357806,0.00047054213076939597,0.01039470343426765,-0.014757912283219446,0.022282446708688924,0.025621777959309873,-0.014757912283219446,0.06028182851844091,0.06564545685363246,-0.014757912283219446
|
||||
S2,-1,SHORT,2026-03-08 18:00:00,2026-03-09 02:00:00,19146,66777.5,8,-0.007809516678521957,0.0004717157725281719,-0.010208528321665187,-0.002989030736400821,0.0016607390213768736,-0.01076560218636508,0.012627007599865181,0.018094418030025126,-0.01076560218636508,-0.004833963535622072,0.018094418030025126,-0.01300587772827674,-0.034971360113810836,0.018094418030025126,-0.04000748755194498,-0.059302908913930676,0.018094418030025126,-0.06731159447418658
|
||||
S1,-1,SHORT,2026-03-17 10:00:00,2026-03-17 18:00:00,19354,73706.1,8,-0.003948112842763353,0.0007462068946803588,-0.007117457035441995,0.001702708459679728,0.005098628200379655,-0.007117457035441995,-0.0023390194298707184,0.005098628200379655,-0.01560386453767044,-0.010362778657397261,0.005098628200379655,-0.01560386453767044,-0.0027663924695512875,0.005098628200379655,-0.01560386453767044,0.03643524755752916,0.04409540051637525,-0.01560386453767044
|
||||
S2,-1,SHORT,2026-03-20 16:00:00,2026-03-20 23:00:00,19431,69829.5,7,0.0005355902591310861,0.0036159502788935907,-0.0035873090885657206,0.0013776412547705065,0.0068667253811068385,-0.0035873090885657206,-0.002723777200180398,0.0068667253811068385,-0.005663795387336298,-0.008603813574492197,0.0068667253811068385,-0.015158349981025212,-0.01129608546531198,0.0068667253811068385,-0.015158349981025212,0.013532962429918588,0.023492936366435388,-0.017874966883623642
|
||||
B1,1,LONG,2026-03-23 05:00:00,2026-03-23 22:00:00,19502,71409.8,17,-0.01817117538489123,0.003160630613725246,-0.018696313391159278,-0.005000714187688606,0.003160630613725246,-0.018696313391159278,-0.010680606863483683,0.003160630613725246,-0.018696313391159278,-0.010639996190999035,0.003160630613725246,-0.018696313391159278,-0.002414234460816425,0.003160630613725246,-0.018696313391159278,-0.006259645034715123,0.003160630613725246,-0.035363493526098695
|
||||
B2,1,LONG,2026-03-24 13:00:00,2026-03-24 19:00:00,19523,71116.4,6,-0.002699799202434319,0.0003880961353500152,-0.004136879819563379,-0.017841173062753294,0.0003880961353500152,-0.023181713360068724,-0.02345591171656596,0.0003880961353500152,-0.02580558070993466,-0.011533204717899067,0.0003880961353500152,-0.03138375958288094,-0.0030428986844102655,0.0028615059254967915,-0.03138375958288094,-0.003297411005056499,0.012423294767451671,-0.03138375958288094
|
||||
S1,-1,SHORT,2026-03-25 19:00:00,2026-03-26 04:00:00,19556,70970.0,9,-0.00042271382274200367,0.0011328730449484878,-0.002530646752148877,-0.004614625898266873,0.0011328730449484878,-0.008961533042130477,-0.003422572918134341,0.0011328730449484878,-0.008961533042130477,0.012857545441735944,0.016268845991263995,-0.008961533042130477,0.029099619557559492,0.03405100746794428,-0.008961533042130477,0.06186557700436812,0.0675581231506271,-0.008961533042130477
|
||||
S2,-1,SHORT,2026-03-27 10:00:00,2026-03-27 22:00:00,19598,66162.7,12,0.0010685779147464824,0.0035125531455033453,-0.006836178088258232,0.008444334950054897,0.009260504785929189,-0.006836178088258232,0.002377472503389416,0.01000110334070401,-0.006836178088258232,-0.003433959013159939,0.01000110334070401,-0.006836178088258232,-0.0003355364880816093,0.01000110334070401,-0.006836178088258232,-0.008187392594316693,0.01000110334070401,-0.016947615499367512
|
||||
B3,1,LONG,2026-04-07 23:00:00,2026-04-08 08:00:00,19872,71681.9,9,-0.0032839531318225967,0.0007072915198957009,-0.003696888614838614,-0.005891305894514353,0.0007072915198957009,-0.006918064392824328,0.00027482530457495746,0.0016057052059167771,-0.006918064392824328,-0.0032951135502825276,0.003670382620996456,-0.006918064392824328,-0.0048129304608276295,0.016414185449883528,-0.014094213462533617,0.005107286497707313,0.016414185449883528,-0.01749256088357025
|
||||
B3,1,LONG,2026-04-15 15:00:00,2026-04-16 06:00:00,20062,74931.3,15,-0.0020698960247587566,1.0676446291508494e-05,-0.004701640035605987,-0.004250560179791355,1.0676446291508494e-05,-0.007090494893322322,-0.0010596372944284796,0.004022351140311114,-0.007090494893322322,-0.0039636306857081085,0.004022351140311114,-0.007090494893322322,0.0009168398252799176,0.004022351140311114,-0.022347136643832418,0.03861937534781864,0.0409521788625046,-0.022347136643832418
|
||||
S1,-1,SHORT,2026-04-18 00:00:00,2026-04-18 08:00:00,20112,77135.1,8,-0.0005289420769531427,0.0008089702353404446,-0.0019809399352563014,0.002214296733912355,0.0030064134226831718,-0.0031749488883788856,0.0006495097562588992,0.004031886910109664,-0.0031749488883788856,0.012771099019771878,0.013525619335425803,-0.0031749488883788856,0.01852593695995727,0.02254745245679349,-0.0031749488883788856,0.023199555066370562,0.029957827240776284,-0.0031749488883788856
|
||||
S2,-1,SHORT,2026-04-21 04:00:00,2026-04-21 11:00:00,20187,75669.1,7,-0.001310971056877868,0.001457662374734243,-0.0016017106057822424,-0.0034545144583455357,0.001457662374734243,-0.005535945319820034,-0.010483803824810765,0.001457662374734243,-0.017575205731269358,-0.002521504815043239,0.001457662374734243,-0.017575205731269358,-0.008181675214849802,0.01177759481743554,-0.017575205731269358,-0.04126122816314713,0.01177759481743554,-0.04988694196177824
|
||||
B1,1,LONG,2026-04-22 03:00:00,2026-04-22 11:00:00,20211,77488.3,8,-0.00016518622811447547,0.0023551942680378845,-0.002150002000302056,0.006237070628727213,0.012378642969325653,-0.002150002000302056,0.006216422350212833,0.012378642969325653,-0.002150002000302056,0.016856738372115494,0.016914811655436977,-0.002150002000302056,0.008407720907543461,0.025238648931516075,-0.002150002000302056,0.0023513227158164147,0.025238648931516075,-0.012694819734075945
|
||||
B2,1,LONG,2026-04-23 18:00:00,2026-04-24 08:00:00,20256,78376.7,14,-8.676047856062977e-05,0.0002845233341031571,-0.006069405831069656,-0.00876025655583855,0.002160080738280674,-0.011185722287363427,-0.005941816892009961,0.002160080738280674,-0.012442473337101424,-0.008440008318798826,0.002160080738280674,-0.013025554788604192,-0.008784498454260003,0.002160080738280674,-0.013635429917309571,-0.01292093185857528,0.002160080738280674,-0.016289279849751228
|
||||
S1,-1,SHORT,2026-04-27 11:00:00,2026-04-27 21:00:00,20341,77700.0,10,-0.0009781209781209782,0.0009369369369369744,-0.006846846846846847,0.014312741312741387,0.015319176319176356,-0.006846846846846847,0.01170270270270274,0.015319176319176356,-0.006846846846846847,0.004746460746460784,0.01673101673101673,-0.006846846846846847,0.014707850707850745,0.017707850707850633,-0.006846846846846847,0.005731016731016768,0.026568854568854494,-0.006846846846846847
|
||||
S2,-1,SHORT,2026-04-28 08:00:00,2026-04-28 15:00:00,20359,76828.4,7,0.00010803296697560224,0.0016582409629771568,-0.0016608441670008204,0.003231877795190169,0.005214217659094701,-0.0016608441670008204,0.006284134512758152,0.009637061295041863,-0.0016608441670008204,0.008775400763259382,0.015525508796226245,-0.0016608441670008204,-0.0016569393609655143,0.015525508796226245,-0.0035195318397885254,0.01403777769678921,0.02551660583846591,-0.013599137818827451
|
||||
B1,1,LONG,2026-04-30 03:00:00,2026-04-30 17:00:00,20409,76062.7,14,-0.0008032846585776112,0.0009715668783780846,-0.0015697575815740723,0.002580765605217839,0.004107137926999814,-0.0029804358772433414,0.002541324459952157,0.007462264684267136,-0.0029804358772433414,0.0039967027202557895,0.007462264684267136,-0.0029804358772433414,0.014101524137323627,0.017860265281143057,-0.0029804358772433414,0.029358673830931666,0.03703786481415986,-0.0029804358772433414
|
||||
B2,1,LONG,2026-05-08 11:00:00,2026-05-09 02:00:00,20610,80044.4,15,0.001290533753766696,0.0013455032456987828,-0.0017565251285535438,0.002220017890071156,0.002704748864380269,-0.0017565251285535438,0.0013842317513780217,0.004142700801055488,-0.0017565251285535438,0.0037554157442620077,0.007463357836400907,-0.0017565251285535438,0.0030982804543478373,0.007463357836400907,-0.0017565251285535438,0.009895757854390886,0.012478074668558986,-0.0017565251285535438
|
||||
B1,1,LONG,2026-05-23 16:00:00,2026-05-24 00:00:00,20968,75406.4,8,0.0006723567230369258,0.0011617051072588776,-0.0009694137367649334,0.0072023064355280966,0.00787466315856483,-0.0009694137367649334,0.018189437501326226,0.026796134015149988,-0.0009694137367649334,0.018348575187252088,0.026796134015149988,-0.0009694137367649334,0.02216655350209001,0.029090368987247848,-0.0009694137367649334,0.026733805088162397,0.03011945935623517,-0.0009694137367649334
|
||||
S3,-1,SHORT,2026-05-24 19:00:00,2026-05-25 05:00:00,20997,76106.0,10,-0.008740440963918707,0.00025884949938240204,-0.011533913226289686,-0.013323522455522561,0.00025884949938240204,-0.015082910677213283,-0.012589020576564343,0.00025884949938240204,-0.017667463800488867,-0.016700391559141197,0.00025884949938240204,-0.020650145849210388,-0.01862139647333978,0.00025884949938240204,-0.023413397104039026,-0.014364176280450912,0.00025884949938240204,-0.023413397104039026
|
||||
B2,1,LONG,2026-05-25 05:00:00,2026-05-25 11:00:00,21003,76989.0,6,0.0047799036225954356,0.005573523490368829,-0.0005065658730467989,0.005157879697099662,0.008944134876410992,-0.0005065658730467989,0.0056280767382353705,0.008944134876410992,-0.0005065658730467989,0.004066814739768094,0.009222096663159672,-0.0005065658730467989,0.0037992440478509916,0.011675693930301656,-0.0005065658730467989,-0.012478406006052776,0.014133187858005766,-0.01659977399368741
|
||||
B1,1,LONG,2026-06-23 17:00:00,2026-06-24 09:00:00,21721,62904.6,16,-0.004874047366965191,0.0014307379746473232,-0.005285781961891499,-0.002925064303723416,0.0014307379746473232,-0.007977159063089117,-0.002384563291078872,0.0023670764936109833,-0.007977159063089117,-0.00026866079746157604,0.004848612025193706,-0.010054908544049243,-0.02910756923976943,0.004848612025193706,-0.06111794685921218,-0.05163851292274326,0.004848612025193706,-0.07749194812462043
|
||||
S3,-1,SHORT,2026-06-24 09:00:00,2026-06-25 02:00:00,21738,59569.5,17,-0.005947674565003952,0.001423547285104003,-0.006778636718454963,-0.02524949848496292,0.001423547285104003,-0.02716994435071639,-0.024873467126633547,0.001423547285104003,-0.028311468117073333,-0.029439562192061324,0.001423547285104003,-0.030544154307153827,0.0020278833967047384,0.025843762328037,-0.03964444892100821,0.004691998422011264,0.025843762328037,-0.03964444892100821
|
||||
B1,1,LONG,2026-06-26 11:00:00,2026-06-27 00:00:00,21784,60017.8,13,-0.0002965786816578233,0.00431038791825087,-0.0016061901635848273,-0.004966859831583394,0.00431038791825087,-0.008115925608736172,-0.0021693564242608755,0.00431038791825087,-0.008115925608736172,0.003978819616846929,0.005518362885677201,-0.008115925608736172,0.0062681404516659565,0.00899733079186508,-0.008115925608736172,0.005370073544848288,0.015110517213226645,-0.008115925608736172
|
||||
S3,-1,SHORT,2026-06-28 00:00:00,2026-06-28 09:00:00,21817,60193.0,9,0.001192829731031896,0.002920605386008388,-0.0020151844898908993,0.001410463010649103,0.002920605386008388,-0.0020151844898908993,0.0037047497217284403,0.007944445367401477,-0.0020151844898908993,-0.0020251524263618934,0.007944445367401477,-0.005819613576329522,0.012873589952320061,0.01608824946422344,-0.005819613576329522,-0.0033724851726944995,0.022311564467629125,-0.009391457478444385
|
||||
B2,1,LONG,2026-06-29 10:00:00,2026-06-30 06:00:00,21862,60326.5,20,-0.0016874839415514395,0.0004541950883940135,-0.0031909691429139763,-0.006744962827281567,0.0004541950883940135,-0.010923889169767846,-0.012107448633685054,0.0004541950883940135,-0.012540094320074925,-0.017251125127431512,0.0004541950883940135,-0.019353020645984768,-0.027627991015556963,0.0004541950883940135,-0.0359129072629773,-0.013305926914374232,0.0004541950883940135,-0.042566699543318466
|
||||
S1,-1,SHORT,2026-07-07 06:00:00,2026-07-07 13:00:00,22037,63092.5,7,-0.0034473194119744818,0.002188849704798487,-0.0044506082339422735,0.0002932202718231169,0.002188849704798487,-0.005257360225066325,-0.00263264254863888,0.002188849704798487,-0.005393668027103109,-0.01295716606569719,0.0072037088401949514,-0.01590521852835123,0.001407457304751007,0.0072037088401949514,-0.018094068233149716,0.014741847287712462,0.02492372310496493,-0.018094068233149716
|
||||
S2,-1,SHORT,2026-07-10 21:00:00,2026-07-11 04:00:00,22124,63820.0,7,-0.0026261360075211303,0.00010028204324665395,-0.004174240050141044,-0.004849576935130054,0.00010028204324665395,-0.005592290817925438,-0.002494515825759904,0.00010028204324665395,-0.007344092760889958,-0.005745847696646773,0.00010028204324665395,-0.007344092760889958,-0.005142588530241258,0.0023691632717016153,-0.010614227514885638,-0.002795361955499866,0.0034033218426824993,-0.010614227514885638
|
||||
S1,-1,SHORT,2026-07-21 22:00:00,2026-07-22 06:00:00,22390,66271.2,8,-0.003790485157956957,0.001074373181713883,-0.00412849020388956,-0.001942020063013754,0.001074373181713883,-0.006636366928620622,0.0014259587875276138,0.0019540916717971004,-0.006636366928620622,0.004793937638068982,0.009092939316022515,-0.006636366928620622,0.006197262159127903,0.011561583312207975,-0.006636366928620622,0.020923115923659124,0.02218459904151422,-0.006636366928620622
|
||||
S2,-1,SHORT,2026-07-24 15:00:00,2026-07-24 22:00:00,22454,64031.4,7,-0.0005263042819616171,0.0032343506467139333,-0.004285397476862937,-0.0019287412113431848,0.0032343506467139333,-0.004285397476862937,-0.0026252744747108222,0.0032343506467139333,-0.004285397476862937,-0.00028423554693473966,0.0032343506467139333,-0.004285397476862937,-0.00012806216949804456,0.004230736794760093,-0.004285397476862937,-0.005895544998235241,0.004230736794760093,-0.008349028757765699
|
||||
B1,1,LONG,2026-07-28 22:00:00,2026-07-29 05:00:00,22557,63950.1,7,-0.003057071060092166,0.0007802958869493786,-0.0032885015035159543,-0.00035340054198505625,0.0035168045085152556,-0.00663173317946334,7.662224140386731e-05,0.0035168045085152556,-0.00663173317946334,0.00920874244137228,0.009286928401988448,-0.00663173317946334,0.004650500937449691,0.011974961727972324,-0.00663173317946334,0.016353375522477728,0.018872527173530634,-0.011197793279447546
|
||||
B2,1,LONG,2026-07-30 08:00:00,2026-07-30 21:00:00,22597,64995.9,13,-0.005337259734844836,0.0002984803656846271,-0.006269626237962702,-0.0032432814992946154,0.0002984803656846271,-0.006531181197583232,-0.005031086576230193,0.0002984803656846271,-0.006531181197583232,-0.0037833155629816875,0.0010308342526220884,-0.006531181197583232,-0.02010742216047476,0.0060834606490563475,-0.02145827659898554,-0.030711167935208197,0.0060834606490563475,-0.039777893682524615
|
||||
B3,1,LONG,2026-08-07 12:00:00,2026-08-07 20:00:00,22788,65259.1,8,-0.0042032452179082405,0.0007125443041660091,-0.004785539487979387,-0.0057264044401470005,0.0007125443041660091,-0.007697010838335123,-0.007949849139813385,0.0007125443041660091,-0.011785329555571537,-0.0061569957293311686,0.0007125443041660091,-0.011785329555571537,-0.004534233539843508,0.0007125443041660091,-0.011785329555571537,-0.007651040238066348,0.0007125443041660091,-0.011785329555571537
|
||||
B1,1,LONG,2026-08-14 22:00:00,2026-08-15 12:00:00,22972,63092.5,14,-0.0005880255180884977,0.0005547410548004914,-0.0012537147838490874,-0.0006767840868565534,0.0005547410548004914,-0.0014058723303086277,-0.0014803661290961913,0.0005547410548004914,-0.003206403296746886,-0.0012806593493680375,0.0005547410548004914,-0.003206403296746886,-0.0006561794191068899,0.0007782224511629519,-0.003206403296746886,-0.0008162618377778658,0.004398304077346753,-0.003206403296746886
|
||||
S3,-1,SHORT,2026-08-17 00:00:00,2026-08-17 06:00:00,23014,62885.0,6,0.00014311839071320666,0.0012928361294426796,-0.0013039675598314384,-0.0031645066391031247,0.0025618191937663757,-0.005486204977339588,-0.008345392382921252,0.0025618191937663757,-0.00974795261191063,-0.007396040391190245,0.0025618191937663757,-0.01285203148604591,-0.024134531287270368,0.0025618191937663757,-0.027284726087302265,-0.028601415281863697,0.0025618191937663757,-0.03455355013119188
|
||||
B2,1,LONG,2026-08-17 06:00:00,2026-08-17 15:00:00,23023,63493.5,9,-0.0022584989014623772,0.0004945388110594227,-0.002729413247025332,0.0026522399930701797,0.0027987116791482135,-0.003756290013938435,0.0005213132052887074,0.004087032530888989,-0.003756290013938435,0.012593415073983929,0.01408805625772717,-0.003756290013938435,0.010298691992093701,0.01743958042949283,-0.003756290013938435,0.01890744721900667,0.024638742548449864,-0.003756290013938435
|
||||
S1,-1,SHORT,2026-08-25 11:00:00,2026-08-25 18:00:00,23218,79275.8,7,0.002255417163876024,0.003434843924627729,-0.002333625141594282,0.008180302185534552,0.01483050312958049,-0.002333625141594282,-0.002526622247899143,0.01483050312958049,-0.0028268399688176123,0.007191349693096831,0.01483050312958049,-0.0033314075670001597,,,,,,
|
||||
|
@@ -1,55 +0,0 @@
|
||||
group,horizon,n,mean,median,winrate,excess,tstat,mfe,mae
|
||||
ALL,1,203,-0.0021236365549800835,-0.00132326778077769,0.24630541871921183,-0.002123442086338205,-7.877371433862206,0.0016110083387067017,-0.004519826162126181
|
||||
ALL,3,203,-0.0021953294533631285,-0.0017408667068975856,0.3399014778325123,-0.0021947492199650316,-4.228525034647697,0.003513839108175097,-0.0071547527041845626
|
||||
ALL,5,203,-0.000978445933708817,-0.0014267438715096935,0.39408866995073893,-0.000977478634346284,-1.4418184983070745,0.00593898321251341,-0.008967770012803508
|
||||
ALL,10,203,-0.0006059395661796422,-0.0010919908466819489,0.45320197044334976,-0.0006040071867119446,-0.6146557824200425,0.009490613947475116,-0.01170061592571211
|
||||
ALL,20,202,-0.0015514242809740743,-0.0009690502791082503,0.43564356435643564,-0.0015514242809740743,-1.0499663276585984,0.013995676284657092,-0.016847200769581648
|
||||
ALL,40,202,0.0008253921286729651,0.0012793740790605396,0.5247524752475248,0.0008253921286729651,0.41509091836696477,0.021146852970844253,-0.023181176281251163
|
||||
ALL_LONG,1,101,-0.0023073836895074963,-0.0013294301498910804,0.24752475247524752,-0.002346860823808852,-5.208051058087319,0.0014128237438958062,-0.004470615648714599
|
||||
ALL_LONG,3,101,-0.002442866562656746,-0.0015546030923489823,0.32673267326732675,-0.002560653942470415,-2.9823876279495622,0.0031625968573422616,-0.007391554228674599
|
||||
ALL_LONG,5,101,-0.0007232983471750494,-0.0008089444186822866,0.44554455445544555,-0.0009196601177692531,-0.7556961010798738,0.005732975538084319,-0.008773559073301743
|
||||
ALL_LONG,10,101,0.0002629842362288189,-0.00026866079746157604,0.4752475247524752,-0.00012928879571380152,0.17590738963018906,0.009755520682484106,-0.01141585778500244
|
||||
ALL_LONG,20,101,0.001590935438542239,-0.001034919285536034,0.45544554455445546,0.000805806170512495,0.7081316524129802,0.015325409303319855,-0.015946658506413337
|
||||
ALL_LONG,40,101,0.003201676790157725,0.0031966548972989883,0.5544554455445545,0.0017120826837018403,1.2182672419736218,0.021440191751652914,-0.022177493254263214
|
||||
ALL_SHORT,1,102,-0.0019416908629480373,-0.0013171194188277792,0.24509803921568626,-0.0019022137286466814,-6.260669483012237,0.0018072499472939613,-0.004568554219523924
|
||||
ALL_SHORT,3,102,-0.0019502191784743497,-0.0019581727459482374,0.35294117647058826,-0.0018324317986606808,-3.0313117596321377,0.003861637807529178,-0.0069202727632679565
|
||||
ALL_SHORT,5,102,-0.001231092073315783,-0.0022300417936755726,0.3431372549019608,-0.0010347303027215793,-1.2740754874618336,0.006142971203859859,-0.00916007692348663
|
||||
ALL_SHORT,10,102,-0.0014663445077801778,-0.00188546884849591,0.43137254901960786,-0.0010740714758375573,-1.137307603077761,0.009228304337319157,-0.011982582319944235
|
||||
ALL_SHORT,20,101,-0.004693784000490388,-0.0009146094538616651,0.4158415841584158,-0.0039086547324606435,-2.4976095621524683,0.012665943265994328,-0.01774774303274996
|
||||
ALL_SHORT,40,101,-0.001550892532811794,-0.0007482798220286934,0.49504950495049505,-6.129842635590934e-05,-0.5205812922568879,0.020853514190035595,-0.02418485930823911
|
||||
B1,1,35,-0.0028237718150321447,-0.0008252250006676318,0.3142857142857143,-0.0028632489493335004,-3.2721300910328837,0.0018017122028088017,-0.005236452244615651
|
||||
B1,3,35,-0.0013596028655088429,-0.0005928800975671069,0.4,-0.0014773902453225117,-1.0551434181325963,0.004010425153623689,-0.0070231548714579425
|
||||
B1,5,35,0.0026250027138637407,0.0007472465757698895,0.5714285714285714,0.002428640943269537,1.9161406506175305,0.008057085881813362,-0.007658701679731569
|
||||
B1,10,35,0.0025914534514903946,6.498256049405421e-05,0.5142857142857142,0.0021991804195477744,0.9122977764103373,0.012449350370835784,-0.01107299793151307
|
||||
B1,20,35,0.0037290686810686996,0.0024162635417650656,0.5714285714285714,0.002943939413038956,0.9614632213291404,0.017543507702612517,-0.016116918292353646
|
||||
B1,40,35,0.007510237086745946,0.0058524851362996445,0.6285714285714286,0.0060206429802900615,1.6362844611997802,0.02291597603819218,-0.020930455610265353
|
||||
B2,1,28,-0.0016697849949384367,-0.0014942903810434087,0.25,-0.0017092621292397925,-3.248764849064481,0.0011291933610078947,-0.003559105140030987
|
||||
B2,3,28,-0.0028465391682097226,-0.0013200290776567082,0.35714285714285715,-0.0029643265480233916,-2.1394938972687454,0.002820600563708391,-0.007035225134008442
|
||||
B2,5,28,-0.002846545666315544,-0.0008426744384638222,0.39285714285714285,-0.003042907436909748,-1.3658711138353692,0.004612556547739213,-0.008975909882581646
|
||||
B2,10,28,-0.0006205614179550504,0.0007048468307990128,0.5357142857142857,-0.0010128344498976708,-0.22351877223742594,0.008046376469183393,-0.011777606435226792
|
||||
B2,20,28,0.0031112163862593405,-0.001118921099184904,0.42857142857142855,0.0023260871182295964,0.6311458307321253,0.015893238765981615,-0.01544003842905078
|
||||
B2,40,28,0.005226457159055209,0.0032790973876980867,0.5714285714285714,0.003736863052599325,1.2600997467108481,0.023304069649709425,-0.019493707669286146
|
||||
B3,1,38,-0.002301572611996205,-0.0011767389997988861,0.18421052631578946,-0.0023410497462975606,-2.9161327051403894,0.0012636278138670341,-0.004436879158888396
|
||||
B3,3,38,-0.0031431664690960434,-0.0024366138444792927,0.23684210526315788,-0.0032609538489097125,-2.0218568835621693,0.002633699642918537,-0.007993427706391321
|
||||
B3,5,38,-0.0022427618261335706,-0.0016489559401721592,0.3684210526315789,-0.0024391235967277745,-1.503305110583028,0.004417919477535545,-0.009651300813173294
|
||||
B3,10,38,-0.0012306248221134652,-0.003306043385039234,0.39473684210526316,-0.0016228978540560857,-0.5575931263338145,0.008533731179329138,-0.01146509811831418
|
||||
B3,20,38,-0.0014986048252605252,-0.0038215341606174266,0.3684210526315789,-0.002283734093290269,-0.47288225558813535,0.012864023278852157,-0.016163139286893356
|
||||
B3,40,38,-0.0022586774390453627,-0.0011397961109894522,0.47368421052631576,-0.0037482715455012475,-0.4907314731618489,0.018707533036535624,-0.025303606778454883
|
||||
S1,1,41,-0.0018157806597278012,-0.0014532760224835193,0.17073170731707318,-0.0017763035254264453,-4.8482884239356485,0.001543997740582688,-0.004010342857783084
|
||||
S1,3,41,-0.0020654524090824,-0.001974325428882721,0.34146341463414637,-0.0019476650292687312,-2.4097074685365416,0.003466749677765922,-0.0067618194922689
|
||||
S1,5,41,-0.0010367029486337126,-0.0021554343396793982,0.34146341463414637,-0.0008403411780395089,-0.8466693831925184,0.005081992296089234,-0.008212596278333742
|
||||
S1,10,41,-0.0018476630489159204,-0.0002698108349055499,0.4634146341463415,-0.0014553900169733,-0.9494072080548653,0.008272885837112434,-0.011434242142518177
|
||||
S1,20,40,-0.0034690279309439395,-0.00041949111062271875,0.45,-0.0026838986629141954,-1.090125085547318,0.011509739787981723,-0.018115268761179214
|
||||
S1,40,40,0.004178873408246526,0.004173439629337873,0.6,0.00566846751470241,1.0615735995125652,0.020288122678240934,-0.02055082563903906
|
||||
S2,1,29,-0.0011878001505587128,-0.0005263042819616171,0.3793103448275862,-0.001148323016257357,-2.230736189349769,0.0017724953506634135,-0.0038059881716991273
|
||||
S2,3,29,-0.0017009428769838764,-0.0017408667068975856,0.3448275862068966,-0.0015831554971702075,-2.070245069784016,0.0034544232467848277,-0.00528864000445273
|
||||
S2,5,29,-0.0012712878354241746,-0.0011873506082900798,0.3103448275862069,-0.0010749260648299707,-0.961351019394897,0.005490871178525909,-0.007298908568684415
|
||||
S2,10,29,-0.0010654660820333093,-0.002521504815043239,0.41379310344827586,-0.0006731930500906889,-0.7118753008022581,0.0074735763206866665,-0.009668010682070814
|
||||
S2,20,29,-0.004452004543089681,-0.004427684587475809,0.3103448275862069,-0.0036668752750599366,-1.892634950438198,0.010016427308864073,-0.013925179972011106
|
||||
S2,40,29,-0.006353824132676504,-0.005895544998235241,0.3793103448275862,-0.004864230026220619,-1.4034358959592357,0.015520209866248304,-0.02205018465529869
|
||||
S3,1,32,-0.00278622676892679,-0.0021207944233334825,0.21875,-0.0027467496346254344,-3.961497401961191,0.002176038190339215,-0.005974838007595594
|
||||
S3,3,32,-0.002028483249983529,-0.002397105721004599,0.375,-0.00191069587016986,-1.2756091022578546,0.004736626419462916,-0.008601958204411796
|
||||
S3,5,32,-0.0014437257299039557,-0.0028991919946145367,0.375,-0.001247363959309752,-0.6003523729253476,0.00809331607739987,-0.012060720321628277
|
||||
S3,10,32,-0.0013410762002831079,-0.0020305026078761682,0.40625,-0.0009488031683404874,-0.44317398950274134,0.01204265655578222,-0.014782723719094164
|
||||
S3,20,32,-0.006443841720692841,-0.0003583914523264443,0.46875,-0.005658712452663097,-1.6450435335076343,0.01651232144965938,-0.02075253364600797
|
||||
S3,40,32,-0.004360443196757302,-0.0024779356187764594,0.46875,-0.0028708490903014174,-0.6362723456249845,0.026393560623211167,-0.03066195029896642
|
||||
|
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
+6541
-4873
File diff suppressed because it is too large
Load Diff
+12664
-5840
File diff suppressed because it is too large
Load Diff
+11287
-9595
File diff suppressed because it is too large
Load Diff
+1519
-878
File diff suppressed because it is too large
Load Diff
+4413
-2265
File diff suppressed because it is too large
Load Diff
+869
-167
File diff suppressed because it is too large
Load Diff
@@ -1,10 +1,10 @@
|
||||
task,中枢总数,×窗口内未突破,×回抽未触及边界,×突破后跌回中枢,√成交,×触及边界但未转强
|
||||
SOL 15m,1141,474,59,396,207,5.0
|
||||
ETH 15m,1225,539,55,379,246,6.0
|
||||
BTC 15m,1244,544,48,387,255,10.0
|
||||
BTC 30m,627,256,33,213,121,4.0
|
||||
SOL 30m,573,233,47,188,104,1.0
|
||||
ETH 30m,601,255,36,198,112,
|
||||
SOL 5m,3398,1395,77,1206,710,10.0
|
||||
ETH 5m,3688,1543,74,1291,732,48.0
|
||||
BTC 5m,3637,1503,55,1370,655,54.0
|
||||
task,中枢总数,×窗口内未突破,√成交,×突破后跌回中枢,×触及边界但未转强
|
||||
SOL 15m,1141,474,289,374,4.0
|
||||
ETH 15m,1225,539,316,366,4.0
|
||||
BTC 15m,1244,544,314,378,8.0
|
||||
BTC 30m,627,256,164,204,3.0
|
||||
SOL 30m,573,233,163,176,1.0
|
||||
ETH 30m,601,255,157,189,
|
||||
SOL 5m,3398,1395,828,1166,9.0
|
||||
ETH 5m,3688,1543,831,1268,46.0
|
||||
BTC 5m,3637,1503,721,1363,50.0
|
||||
|
||||
|
+2085
-466
File diff suppressed because it is too large
Load Diff
@@ -1,359 +0,0 @@
|
||||
bsp_type,direction,fx_time,fx_idx,first_seen_idx,first_seen_time,last_seen_idx,observed_lag,scope_checkpoints,persist_ratio,in_final,alive_at_scope_end,truncated,immature
|
||||
B2,1,2024-04-20 07:00:00,2639,2999,2024-05-05 07:00:00,5503,360,535,1.0,True,True,True,False
|
||||
B3,1,2024-03-13 05:00:00,1725,2999,2024-05-05 07:00:00,4599,1274,307,1.0,True,True,True,False
|
||||
S3,-1,2024-01-21 05:00:00,477,2999,2024-05-05 07:00:00,3307,2522,0,0.0,True,True,True,True
|
||||
B2,1,2024-01-21 14:00:00,486,2999,2024-05-05 07:00:00,3179,2513,0,0.0,True,True,True,True
|
||||
B1,1,2024-01-20 01:00:00,449,2999,2024-05-05 07:00:00,3179,2550,0,0.0,True,True,True,True
|
||||
S1,-1,2024-03-26 15:00:00,2047,2999,2024-05-05 07:00:00,4795,952,387,1.0,True,True,True,False
|
||||
B3,1,2024-04-08 06:00:00,2350,2999,2024-05-05 07:00:00,5227,649,463,1.0,True,True,True,False
|
||||
B1,1,2024-03-20 13:00:00,1901,2999,2024-05-05 07:00:00,4719,1098,351,1.0,True,True,True,False
|
||||
S1,-1,2024-01-30 20:00:00,708,2999,2024-05-05 07:00:00,3559,2291,53,1.0,True,True,True,True
|
||||
S1,-1,2024-02-13 09:00:00,1033,2999,2024-05-05 07:00:00,3871,1966,134,1.0,True,True,True,False
|
||||
B3,1,2024-01-27 17:00:00,633,2999,2024-05-05 07:00:00,3523,2366,34,1.0,True,True,True,True
|
||||
S3,-1,2024-01-23 13:00:00,533,2999,2024-05-05 07:00:00,3379,2466,9,1.0,True,True,True,True
|
||||
B2,1,2024-03-22 04:00:00,1940,2999,2024-05-05 07:00:00,4719,1059,361,1.0,True,True,True,False
|
||||
S3,-1,2024-04-15 18:00:00,2530,2999,2024-05-05 07:00:00,5315,469,508,1.0,True,True,True,False
|
||||
S1,-1,2024-02-20 21:00:00,1213,2999,2024-05-05 07:00:00,4015,1786,179,1.0,True,True,True,False
|
||||
S1,-1,2024-04-08 01:00:00,2345,2999,2024-05-05 07:00:00,5191,654,462,1.0,True,True,True,False
|
||||
B3,1,2024-02-14 01:00:00,1049,2999,2024-05-05 07:00:00,3931,1950,138,1.0,True,True,True,False
|
||||
S2,-1,2024-02-22 17:00:00,1257,2999,2024-05-05 07:00:00,4015,1742,190,1.0,True,True,True,False
|
||||
B3,1,2024-02-10 19:00:00,971,2999,2024-05-05 07:00:00,3783,2028,118,1.0,True,True,True,False
|
||||
B3,1,2024-01-31 19:00:00,731,2999,2024-05-05 07:00:00,3611,2268,58,1.0,True,True,True,True
|
||||
B1,1,2024-04-19 10:00:00,2618,2999,2024-05-05 07:00:00,5503,381,530,1.0,True,True,True,False
|
||||
B3,1,2024-03-09 18:00:00,1642,2999,2024-05-05 07:00:00,4559,1357,286,1.0,True,True,True,False
|
||||
S2,-1,2024-02-01 02:00:00,738,2999,2024-05-05 07:00:00,3559,2261,60,1.0,True,True,True,True
|
||||
B3,1,2024-03-28 00:00:00,2080,2999,2024-05-05 07:00:00,4795,919,396,1.0,True,True,True,False
|
||||
S1,-1,2024-03-09 04:00:00,1628,2999,2024-05-05 07:00:00,4519,1371,283,1.0,True,True,True,False
|
||||
S2,-1,2024-03-28 23:00:00,2103,2999,2024-05-05 07:00:00,4795,896,401,1.0,True,True,True,False
|
||||
S3,-1,2024-04-03 22:00:00,2246,2999,2024-05-05 07:00:00,4975,753,437,1.0,True,True,True,False
|
||||
S1,-1,2024-01-11 22:00:00,254,3031,2024-05-06 15:00:00,3039,2777,0,0.0,False,True,True,True
|
||||
S2,-1,2024-01-17 06:00:00,382,3031,2024-05-06 15:00:00,3039,2649,0,0.0,False,True,True,True
|
||||
B1,1,2024-05-09 19:00:00,3107,3115,2024-05-10 03:00:00,3139,8,623,0.011235955056179775,False,False,False,False
|
||||
B1,1,2024-05-11 02:00:00,3138,3163,2024-05-12 03:00:00,5959,25,619,0.024232633279483037,False,False,False,False
|
||||
B1,1,2024-05-15 02:00:00,3234,3247,2024-05-15 15:00:00,3283,13,622,0.01607717041800643,False,False,False,False
|
||||
S1,-1,2024-05-16 20:00:00,3276,3287,2024-05-17 07:00:00,5795,11,623,1.0,True,True,False,False
|
||||
B3,1,2024-05-17 02:00:00,3282,3303,2024-05-17 23:00:00,5795,21,620,1.0,True,True,False,False
|
||||
S1,-1,2024-05-21 08:00:00,3384,3407,2024-05-22 07:00:00,6199,23,620,1.0,True,True,False,False
|
||||
B3,1,2024-05-23 07:00:00,3431,3443,2024-05-23 19:00:00,6235,12,622,1.0,True,True,False,False
|
||||
S2,-1,2024-05-23 16:00:00,3440,3455,2024-05-24 07:00:00,6199,15,622,1.0,True,True,False,False
|
||||
S1,-1,2024-01-27 04:00:00,620,3483,2024-05-25 11:00:00,3495,2863,0,0.0,False,True,True,True
|
||||
B1,1,2024-05-25 08:00:00,3480,3495,2024-05-25 23:00:00,3527,15,622,0.014469453376205787,False,False,False,False
|
||||
S1,-1,2024-05-28 00:00:00,3544,3559,2024-05-28 15:00:00,6415,15,622,0.9919614147909968,True,True,False,False
|
||||
S2,-1,2024-05-29 12:00:00,3580,3607,2024-05-30 15:00:00,6415,27,619,1.0,True,True,False,False
|
||||
B2,1,2024-06-03 03:00:00,3691,3719,2024-06-04 07:00:00,6499,28,618,1.0,True,True,False,False
|
||||
B1,1,2024-06-01 00:00:00,3640,3719,2024-06-04 07:00:00,6499,79,606,1.0,True,True,False,False
|
||||
S1,-1,2024-06-07 20:00:00,3804,3819,2024-06-08 11:00:00,6651,15,622,0.9710610932475884,True,True,False,False
|
||||
S3,-1,2024-06-08 16:00:00,3824,3847,2024-06-09 15:00:00,3915,23,620,0.02903225806451613,False,False,False,False
|
||||
B3,1,2024-02-18 00:00:00,1144,3891,2024-06-11 11:00:00,3983,2747,0,0.0,False,True,True,True
|
||||
S2,-1,2024-06-08 16:00:00,3824,3919,2024-06-12 15:00:00,6651,95,602,1.0,True,True,False,False
|
||||
B1,1,2024-06-15 02:00:00,3978,3995,2024-06-15 19:00:00,6735,17,621,1.0,True,True,False,False
|
||||
S3,-1,2024-06-15 23:00:00,3999,4007,2024-06-16 07:00:00,6735,8,623,1.0,True,True,False,False
|
||||
B2,1,2024-06-16 05:00:00,4005,4019,2024-06-16 19:00:00,6735,14,622,1.0,True,True,False,False
|
||||
S3,-1,2024-06-19 12:00:00,4084,4099,2024-06-20 03:00:00,6851,15,622,0.011254019292604502,False,False,False,False
|
||||
B1,1,2024-06-21 21:00:00,4141,4163,2024-06-22 19:00:00,6975,22,620,1.0,True,True,False,False
|
||||
S3,-1,2024-06-22 15:00:00,4159,4175,2024-06-23 07:00:00,6975,16,621,1.0,True,True,False,False
|
||||
B1,1,2024-06-29 04:00:00,4316,4327,2024-06-29 15:00:00,4379,11,623,0.02247191011235955,False,False,False,False
|
||||
S1,-1,2024-07-01 11:00:00,4371,4383,2024-07-01 23:00:00,7131,12,622,1.0,True,True,False,False
|
||||
B3,1,2024-07-01 19:00:00,4379,4391,2024-07-02 07:00:00,7131,12,622,1.0,True,True,False,False
|
||||
B3,1,2024-03-07 13:00:00,1589,4399,2024-07-02 15:00:00,4447,2810,0,0.0,False,True,True,True
|
||||
S3,-1,2024-07-05 03:00:00,4459,4475,2024-07-05 19:00:00,4479,16,621,0.00322061191626409,False,False,False,False
|
||||
B1,1,2024-07-08 09:00:00,4537,4551,2024-07-08 23:00:00,4555,14,622,0.003215434083601286,False,False,False,False
|
||||
B1,1,2024-07-09 03:00:00,4555,4571,2024-07-09 19:00:00,4599,16,621,0.01288244766505636,False,False,False,False
|
||||
S1,-1,2024-07-10 15:00:00,4591,4603,2024-07-11 03:00:00,4619,12,622,0.008038585209003215,False,False,False,False
|
||||
S1,-1,2024-07-11 20:00:00,4620,4627,2024-07-12 03:00:00,4651,7,624,0.011217948717948718,False,False,False,False
|
||||
S1,-1,2024-07-16 12:00:00,4732,4739,2024-07-16 19:00:00,7435,7,624,1.0,True,True,False,False
|
||||
B3,1,2024-07-16 16:00:00,4736,4743,2024-07-16 23:00:00,7571,7,624,1.0,True,True,False,False
|
||||
S1,-1,2024-07-20 04:00:00,4820,4831,2024-07-20 15:00:00,7643,11,623,1.0,True,True,False,False
|
||||
B3,1,2024-07-20 10:00:00,4826,4847,2024-07-21 07:00:00,7711,21,620,1.0,True,True,False,False
|
||||
S1,-1,2024-07-22 08:00:00,4872,4887,2024-07-22 23:00:00,7763,15,622,0.9839228295819936,True,True,False,False
|
||||
S1,-1,2024-07-23 04:00:00,4892,4899,2024-07-23 11:00:00,4931,7,624,0.014423076923076924,False,False,False,False
|
||||
S2,-1,2024-07-23 04:00:00,4892,4935,2024-07-24 23:00:00,7763,43,615,1.0,True,True,False,False
|
||||
S3,-1,2024-08-01 01:00:00,5105,5119,2024-08-01 15:00:00,5119,14,622,0.001607717041800643,False,False,False,False
|
||||
S3,-1,2024-08-07 18:00:00,5266,5279,2024-08-08 07:00:00,8075,13,622,1.0,True,True,False,False
|
||||
B1,1,2024-08-13 19:00:00,5411,5419,2024-08-14 03:00:00,5439,8,623,0.009630818619582664,False,False,False,False
|
||||
B3,1,2024-04-23 20:00:00,2724,5575,2024-08-20 15:00:00,5595,2851,0,0.0,False,True,True,True
|
||||
S1,-1,2024-08-22 06:00:00,5614,5623,2024-08-22 15:00:00,5627,9,623,0.0032102728731942215,False,False,False,False
|
||||
S1,-1,2024-08-22 19:00:00,5627,5643,2024-08-23 11:00:00,8435,16,621,1.0,True,True,False,False
|
||||
B3,1,2024-08-23 07:00:00,5639,5651,2024-08-23 19:00:00,8519,12,622,1.0,True,True,False,False
|
||||
S3,-1,2024-08-30 18:00:00,5818,5827,2024-08-31 03:00:00,5831,9,623,0.0032102728731942215,False,False,False,False
|
||||
B1,1,2024-08-31 00:00:00,5824,5835,2024-08-31 11:00:00,5839,11,623,0.0032102728731942215,False,False,False,False
|
||||
B1,1,2024-09-02 09:00:00,5881,5895,2024-09-02 23:00:00,5915,14,622,0.00964630225080386,False,False,False,False
|
||||
B2,1,2024-05-15 02:00:00,3234,5911,2024-09-03 15:00:00,5959,2677,0,0.0,False,True,False,True
|
||||
B1,1,2024-09-04 10:00:00,5930,5947,2024-09-05 03:00:00,8679,17,621,1.0,True,True,False,False
|
||||
S3,-1,2024-09-05 00:00:00,5944,5963,2024-09-05 19:00:00,8795,19,621,1.0,True,True,False,False
|
||||
B3,1,2024-09-15 02:00:00,6186,6199,2024-09-15 15:00:00,6263,13,622,0.027331189710610933,False,False,False,False
|
||||
S1,-1,2024-09-18 00:00:00,6256,6267,2024-09-18 11:00:00,6287,11,623,0.009630818619582664,False,False,False,False
|
||||
S1,-1,2024-09-20 02:00:00,6306,6315,2024-09-20 11:00:00,9067,9,623,1.0,True,True,False,False
|
||||
B3,1,2024-09-20 09:00:00,6313,6327,2024-09-20 23:00:00,9183,14,622,1.0,True,True,False,False
|
||||
S2,-1,2024-09-20 19:00:00,6323,6335,2024-09-21 07:00:00,9067,12,622,1.0,True,True,False,False
|
||||
B3,1,2024-09-28 05:00:00,6501,6511,2024-09-28 15:00:00,9371,10,623,1.0,True,True,False,False
|
||||
B3,1,2024-06-07 04:00:00,3788,6543,2024-09-29 23:00:00,6567,2755,0,0.0,False,True,False,True
|
||||
S3,-1,2024-10-01 15:00:00,6583,6603,2024-10-02 11:00:00,9491,20,620,1.0,True,True,False,False
|
||||
B1,1,2024-10-03 21:00:00,6637,6679,2024-10-05 15:00:00,9539,42,615,0.9804878048780488,True,True,False,False
|
||||
B3,1,2024-10-05 11:00:00,6675,6687,2024-10-05 23:00:00,6731,12,622,0.01929260450160772,False,False,False,False
|
||||
B2,1,2024-06-20 04:00:00,4100,6719,2024-10-07 07:00:00,6851,2619,0,0.0,False,True,False,True
|
||||
B1,1,2024-06-19 03:00:00,4075,6719,2024-10-07 07:00:00,6851,2644,0,0.0,False,True,False,True
|
||||
S1,-1,2024-10-07 09:00:00,6721,6735,2024-10-07 23:00:00,9603,14,622,0.9951768488745981,True,True,False,False
|
||||
B2,1,2024-10-05 11:00:00,6675,6735,2024-10-07 23:00:00,9539,60,610,1.0,True,True,False,False
|
||||
S3,-1,2024-10-10 19:00:00,6803,6815,2024-10-11 07:00:00,6823,12,622,0.00482315112540193,False,False,False,False
|
||||
S2,-1,2024-10-10 19:00:00,6803,6827,2024-10-11 19:00:00,9603,24,619,1.0,True,True,False,False
|
||||
B3,1,2024-10-12 11:00:00,6843,6855,2024-10-12 23:00:00,6867,12,622,0.006430868167202572,False,False,False,False
|
||||
B3,1,2024-10-15 13:00:00,6917,6935,2024-10-16 07:00:00,9807,18,621,1.0,True,True,False,False
|
||||
B3,1,2024-10-30 21:00:00,7285,7303,2024-10-31 15:00:00,10091,18,621,1.0,True,True,False,False
|
||||
B1,1,2024-11-05 05:00:00,7413,7427,2024-11-05 19:00:00,10267,14,622,0.9967845659163987,True,True,False,False
|
||||
B3,1,2024-07-11 12:00:00,4612,7475,2024-11-07 19:00:00,7475,2863,0,0.0,False,True,False,True
|
||||
B3,1,2024-11-07 14:00:00,7470,7487,2024-11-08 07:00:00,7491,17,621,0.00322061191626409,False,False,False,False
|
||||
B2,1,2024-11-07 14:00:00,7470,7495,2024-11-08 15:00:00,10267,25,619,1.0,True,True,False,False
|
||||
S1,-1,2024-11-09 03:00:00,7507,7519,2024-11-09 15:00:00,7543,12,622,0.011254019292604502,False,False,False,False
|
||||
B3,1,2024-11-13 14:00:00,7614,7631,2024-11-14 07:00:00,10475,17,621,1.0,True,True,False,False
|
||||
S1,-1,2024-11-16 06:00:00,7678,7711,2024-11-17 15:00:00,7711,33,617,0.0016207455429497568,False,False,False,False
|
||||
S1,-1,2024-11-17 17:00:00,7713,7731,2024-11-18 11:00:00,7739,18,621,0.004830917874396135,False,False,False,False
|
||||
B1,1,2024-11-18 06:00:00,7726,7755,2024-11-19 11:00:00,10595,29,618,0.9967637540453075,True,True,False,False
|
||||
B2,1,2024-11-19 07:00:00,7751,7783,2024-11-20 15:00:00,10595,32,617,1.0,True,True,False,False
|
||||
B3,1,2024-11-22 22:00:00,7838,7851,2024-11-23 11:00:00,10723,13,622,1.0,True,True,False,False
|
||||
B1,1,2024-11-28 18:00:00,7978,7999,2024-11-29 15:00:00,8015,21,620,0.008064516129032258,False,False,False,False
|
||||
B1,1,2024-12-05 01:00:00,8129,8143,2024-12-05 15:00:00,8155,14,622,0.006430868167202572,False,False,False,False
|
||||
S1,-1,2024-12-07 04:00:00,8180,8195,2024-12-07 19:00:00,8219,15,622,0.011254019292604502,False,False,False,False
|
||||
B3,1,2024-12-07 14:00:00,8190,8211,2024-12-08 11:00:00,8219,21,620,0.004838709677419355,False,False,False,False
|
||||
S2,-1,2024-12-08 05:00:00,8205,8219,2024-12-08 19:00:00,8219,14,622,0.001607717041800643,False,False,False,False
|
||||
B1,1,2024-08-16 04:00:00,5468,8295,2024-12-11 23:00:00,8295,2827,0,0.0,False,True,False,True
|
||||
B2,1,2024-08-17 11:00:00,5499,8295,2024-12-11 23:00:00,8295,2796,0,0.0,False,True,False,True
|
||||
B1,1,2024-12-10 05:00:00,8253,8299,2024-12-12 03:00:00,11099,46,614,0.995114006514658,True,True,False,False
|
||||
B2,1,2024-12-12 19:00:00,8315,8335,2024-12-13 15:00:00,11099,20,620,1.0,True,True,False,False
|
||||
S1,-1,2024-12-14 11:00:00,8355,8367,2024-12-14 23:00:00,11075,12,622,0.006430868167202572,False,False,False,False
|
||||
B3,1,2024-12-17 07:00:00,8423,8431,2024-12-17 15:00:00,11307,8,623,1.0,True,True,False,False
|
||||
B1,1,2024-12-23 10:00:00,8570,8583,2024-12-23 23:00:00,8651,13,622,0.028938906752411574,False,False,False,False
|
||||
S3,-1,2024-12-23 19:00:00,8579,8591,2024-12-24 07:00:00,8651,12,622,0.02572347266881029,False,False,False,False
|
||||
B1,1,2024-12-31 00:00:00,8752,8767,2024-12-31 15:00:00,11599,15,622,0.9807073954983923,True,True,False,False
|
||||
S3,-1,2024-09-08 00:00:00,6016,8799,2025-01-01 23:00:00,8815,2783,0,0.0,False,True,False,True
|
||||
B1,1,2025-01-01 17:00:00,8793,8803,2025-01-02 03:00:00,8839,10,623,0.016051364365971106,False,False,False,False
|
||||
B2,1,2025-01-01 17:00:00,8793,8843,2025-01-03 19:00:00,11599,50,613,1.0,True,True,False,False
|
||||
S1,-1,2025-01-04 03:00:00,8851,8863,2025-01-04 15:00:00,11723,12,622,1.0,True,True,False,False
|
||||
B3,1,2025-01-04 18:00:00,8866,8879,2025-01-05 07:00:00,11767,13,622,1.0,True,True,False,False
|
||||
S2,-1,2025-01-05 05:00:00,8877,8895,2025-01-05 23:00:00,11723,18,621,1.0,True,True,False,False
|
||||
S3,-1,2025-01-11 05:00:00,9021,9031,2025-01-11 15:00:00,11847,10,623,1.0,True,True,False,False
|
||||
B3,1,2025-01-16 19:00:00,9155,9167,2025-01-17 07:00:00,12011,12,622,1.0,True,True,False,False
|
||||
S1,-1,2025-01-20 18:00:00,9250,9263,2025-01-21 07:00:00,12051,13,622,0.9469453376205788,True,True,False,False
|
||||
S1,-1,2025-01-25 02:00:00,9354,9363,2025-01-25 11:00:00,9383,9,623,0.009630818619582664,False,False,False,False
|
||||
B1,1,2025-01-27 16:00:00,9416,9427,2025-01-28 03:00:00,12191,11,623,0.9791332263242376,True,True,False,False
|
||||
S2,-1,2025-01-22 03:00:00,9283,9427,2025-01-28 03:00:00,12051,144,589,1.0,True,True,False,False
|
||||
B2,1,2025-01-29 06:00:00,9454,9511,2025-01-31 15:00:00,12191,57,611,1.0,True,True,False,False
|
||||
S3,-1,2025-02-06 19:00:00,9659,9671,2025-02-07 07:00:00,9675,12,622,0.003215434083601286,False,False,False,False
|
||||
S1,-1,2024-10-15 07:00:00,6911,9707,2025-02-08 19:00:00,9763,2796,0,0.0,False,True,False,True
|
||||
B1,1,2025-02-08 06:00:00,9694,9719,2025-02-09 07:00:00,9735,25,619,0.008077544426494346,False,False,False,False
|
||||
B1,1,2025-02-12 04:00:00,9788,9803,2025-02-12 19:00:00,9823,15,622,0.00964630225080386,False,False,False,False
|
||||
B1,1,2025-02-14 00:00:00,9832,9843,2025-02-14 11:00:00,9871,11,623,0.012841091492776886,False,False,False,False
|
||||
B1,1,2025-02-10 05:00:00,9741,9875,2025-02-15 19:00:00,12583,134,592,1.0,True,True,False,False
|
||||
B2,1,2025-02-12 04:00:00,9788,9875,2025-02-15 19:00:00,12583,87,604,1.0,True,True,False,False
|
||||
S1,-1,2025-02-15 02:00:00,9858,9875,2025-02-15 19:00:00,12683,17,621,0.9919484702093397,True,True,False,False
|
||||
S2,-1,2025-02-18 10:00:00,9938,9963,2025-02-19 11:00:00,12683,25,619,1.0,True,True,False,False
|
||||
B1,1,2025-02-22 05:00:00,10029,10067,2025-02-23 19:00:00,10079,38,616,0.006493506493506494,False,False,False,False
|
||||
S3,-1,2025-02-26 11:00:00,10131,10147,2025-02-27 03:00:00,12927,16,621,1.0,True,True,False,False
|
||||
B1,1,2025-02-28 16:00:00,10184,10199,2025-03-01 07:00:00,13059,15,622,0.9839228295819936,True,True,False,False
|
||||
B1,1,2025-03-01 22:00:00,10214,10231,2025-03-02 15:00:00,10255,17,621,0.011272141706924315,False,False,False,False
|
||||
B2,1,2025-03-01 22:00:00,10214,10259,2025-03-03 19:00:00,13059,45,614,1.0,True,True,False,False
|
||||
S1,-1,2025-03-07 22:00:00,10358,10371,2025-03-08 11:00:00,10419,13,622,0.02090032154340836,False,False,False,False
|
||||
B1,1,2025-03-10 07:00:00,10415,10423,2025-03-10 15:00:00,13179,8,623,1.0,True,True,False,False
|
||||
S3,-1,2025-03-10 20:00:00,10428,10439,2025-03-11 07:00:00,13179,11,623,1.0,True,True,False,False
|
||||
S1,-1,2025-03-15 03:00:00,10531,10547,2025-03-15 19:00:00,13395,16,621,0.9855072463768116,True,True,False,False
|
||||
S1,-1,2025-03-16 01:00:00,10553,10575,2025-03-16 23:00:00,10587,22,620,0.0064516129032258064,False,False,False,False
|
||||
S2,-1,2025-03-16 01:00:00,10553,10591,2025-03-17 15:00:00,13395,38,616,1.0,True,True,False,False
|
||||
S1,-1,2025-03-25 02:00:00,10770,10783,2025-03-25 15:00:00,13535,13,622,1.0,True,True,False,False
|
||||
B3,1,2025-03-25 12:00:00,10780,10791,2025-03-25 23:00:00,13595,11,623,1.0,True,True,False,False
|
||||
S2,-1,2025-03-26 04:00:00,10796,10823,2025-03-27 07:00:00,13535,27,619,1.0,True,True,False,False
|
||||
B2,1,2024-12-05 01:00:00,8129,10843,2025-03-28 03:00:00,10863,2714,0,0.0,False,True,False,True
|
||||
B1,1,2024-12-03 22:00:00,8102,10843,2025-03-28 03:00:00,10863,2741,0,0.0,False,True,False,True
|
||||
S3,-1,2025-03-29 08:00:00,10872,10883,2025-03-29 19:00:00,13803,11,623,1.0,True,True,False,False
|
||||
S1,-1,2025-04-03 00:00:00,10984,10999,2025-04-03 15:00:00,13859,15,622,0.9951768488745981,True,True,False,False
|
||||
S3,-1,2025-04-03 16:00:00,11000,11011,2025-04-04 03:00:00,11019,11,623,0.004815409309791332,False,False,False,False
|
||||
S2,-1,2025-04-03 16:00:00,11000,11023,2025-04-04 15:00:00,13859,23,620,1.0,True,True,False,False
|
||||
B3,1,2024-12-15 05:00:00,8373,11067,2025-04-06 11:00:00,11195,2694,0,0.0,False,True,False,True
|
||||
S3,-1,2025-04-08 10:00:00,11114,11131,2025-04-09 03:00:00,13987,17,621,1.0,True,True,False,False
|
||||
S1,-1,2025-04-12 05:00:00,11205,11215,2025-04-12 15:00:00,14059,10,623,1.0,True,True,False,False
|
||||
B3,1,2025-04-12 11:00:00,11211,11219,2025-04-12 19:00:00,14091,8,623,1.0,True,True,False,False
|
||||
S1,-1,2024-12-17 02:00:00,8418,11219,2025-04-12 19:00:00,11235,2801,0,0.0,False,True,False,True
|
||||
S2,-1,2024-12-17 17:00:00,8433,11219,2025-04-12 19:00:00,11235,2786,0,0.0,False,True,False,True
|
||||
S1,-1,2025-04-15 21:00:00,11293,11303,2025-04-16 07:00:00,14147,10,623,0.9630818619582665,True,True,False,False
|
||||
S1,-1,2025-04-18 02:00:00,11346,11359,2025-04-18 15:00:00,11379,13,622,0.00964630225080386,False,False,False,False
|
||||
S1,-1,2025-04-19 23:00:00,11391,11403,2025-04-20 11:00:00,11419,12,622,0.008038585209003215,False,False,False,False
|
||||
S2,-1,2025-04-18 02:00:00,11346,11423,2025-04-21 07:00:00,14147,77,606,1.0,True,True,False,False
|
||||
B1,1,2025-04-20 19:00:00,11411,11423,2025-04-21 07:00:00,14215,12,622,0.9823151125401929,True,True,False,False
|
||||
B3,1,2025-04-22 06:00:00,11446,11459,2025-04-22 19:00:00,14339,13,622,0.017684887459807074,False,False,False,False
|
||||
B2,1,2025-04-22 06:00:00,11446,11503,2025-04-24 15:00:00,14215,57,611,1.0,True,True,False,False
|
||||
S1,-1,2025-04-28 20:00:00,11604,11611,2025-04-29 03:00:00,11615,7,624,0.003205128205128205,False,False,False,False
|
||||
B3,1,2025-01-03 17:00:00,8841,11667,2025-05-01 11:00:00,11699,2826,0,0.0,False,True,False,True
|
||||
S1,-1,2025-05-03 00:00:00,11704,11715,2025-05-03 11:00:00,14407,11,623,1.0,True,True,False,False
|
||||
B3,1,2025-05-03 19:00:00,11723,11735,2025-05-04 07:00:00,14471,12,622,1.0,True,True,False,False
|
||||
S2,-1,2025-05-04 05:00:00,11733,11751,2025-05-04 23:00:00,14407,18,621,1.0,True,True,False,False
|
||||
B2,1,2025-01-16 19:00:00,9155,11851,2025-05-09 03:00:00,11863,2696,0,0.0,False,True,False,True
|
||||
B1,1,2025-01-13 20:00:00,9084,11851,2025-05-09 03:00:00,11863,2767,0,0.0,False,True,False,True
|
||||
S1,-1,2025-01-16 09:00:00,9145,11919,2025-05-11 23:00:00,11931,2774,0,0.0,False,True,False,True
|
||||
S1,-1,2025-05-14 04:00:00,11972,12023,2025-05-16 07:00:00,12047,51,613,0.011419249592169658,False,False,False,False
|
||||
S1,-1,2025-05-19 08:00:00,12096,12107,2025-05-19 19:00:00,12115,11,623,0.004815409309791332,False,False,False,False
|
||||
S1,-1,2025-05-20 10:00:00,12122,12131,2025-05-20 19:00:00,12139,9,623,0.004815409309791332,False,False,False,False
|
||||
S1,-1,2025-05-23 02:00:00,12186,12203,2025-05-23 19:00:00,14763,17,621,1.0,True,True,False,False
|
||||
B3,1,2025-05-24 08:00:00,12216,12231,2025-05-24 23:00:00,15019,15,622,1.0,True,True,False,False
|
||||
S2,-1,2025-05-24 19:00:00,12227,12247,2025-05-25 15:00:00,14763,20,620,1.0,True,True,False,False
|
||||
B1,1,2025-05-31 11:00:00,12387,12403,2025-06-01 03:00:00,15155,16,621,1.0,True,True,False,False
|
||||
S3,-1,2025-06-01 06:00:00,12406,12415,2025-06-01 15:00:00,15207,9,623,1.0,True,True,False,False
|
||||
B2,1,2025-06-01 18:00:00,12418,12427,2025-06-02 03:00:00,15155,9,623,1.0,True,True,False,False
|
||||
B3,1,2025-06-08 18:00:00,12586,12595,2025-06-09 03:00:00,15391,9,623,1.0,True,True,False,False
|
||||
B3,1,2025-06-10 23:00:00,12639,12651,2025-06-11 11:00:00,15547,12,622,1.0,True,True,False,False
|
||||
B1,1,2025-06-21 02:00:00,12882,12903,2025-06-21 23:00:00,12907,21,620,0.0032258064516129032,False,False,False,False
|
||||
B1,1,2025-06-22 07:00:00,12911,12923,2025-06-22 19:00:00,15751,12,622,1.0,True,True,False,False
|
||||
S3,-1,2025-06-22 14:00:00,12918,12931,2025-06-23 03:00:00,15751,13,622,1.0,True,True,False,False
|
||||
B3,1,2025-06-27 21:00:00,13045,13063,2025-06-28 15:00:00,13095,18,621,0.014492753623188406,False,False,False,False
|
||||
S1,-1,2025-06-30 10:00:00,13106,13119,2025-06-30 23:00:00,13179,13,622,0.02572347266881029,False,False,False,False
|
||||
S1,-1,2025-07-03 03:00:00,13171,13183,2025-07-03 15:00:00,15903,12,622,1.0,True,True,False,False
|
||||
B3,1,2025-07-03 11:00:00,13179,13199,2025-07-04 07:00:00,16055,20,620,1.0,True,True,False,False
|
||||
B3,1,2025-07-13 00:00:00,13408,13427,2025-07-13 19:00:00,16139,19,621,1.0,True,True,False,False
|
||||
S1,-1,2025-07-17 05:00:00,13509,13527,2025-07-17 23:00:00,13531,18,621,0.00322061191626409,False,False,False,False
|
||||
S1,-1,2025-07-18 06:00:00,13534,13559,2025-07-19 07:00:00,13563,25,619,0.0032310177705977385,False,False,False,False
|
||||
B1,1,2025-07-19 04:00:00,13556,13611,2025-07-21 11:00:00,16379,55,612,1.0,True,True,False,False
|
||||
B2,1,2025-07-20 05:00:00,13581,13611,2025-07-21 11:00:00,16379,30,618,1.0,True,True,False,False
|
||||
B3,1,2025-04-02 14:00:00,10974,13867,2025-08-01 03:00:00,13891,2893,0,0.0,False,True,False,True
|
||||
S3,-1,2025-08-05 01:00:00,13961,13975,2025-08-05 15:00:00,16811,14,622,1.0,True,True,False,False
|
||||
S1,-1,2025-08-08 08:00:00,14040,14051,2025-08-08 19:00:00,16811,11,623,1.0,True,True,False,False
|
||||
B3,1,2025-08-09 00:00:00,14056,14067,2025-08-09 11:00:00,16811,11,623,1.0,True,True,False,False
|
||||
S2,-1,2025-08-09 06:00:00,14062,14071,2025-08-09 15:00:00,16811,9,623,1.0,True,True,False,False
|
||||
S1,-1,2025-08-09 18:00:00,14074,14087,2025-08-10 07:00:00,14091,13,622,0.003215434083601286,False,False,False,False
|
||||
B3,1,2025-08-12 07:00:00,14135,14155,2025-08-13 03:00:00,17047,20,620,1.0,True,True,False,False
|
||||
S3,-1,2025-08-19 06:00:00,14302,14311,2025-08-19 15:00:00,14335,9,623,0.011235955056179775,False,False,False,False
|
||||
S3,-1,2025-08-27 07:00:00,14495,14507,2025-08-27 19:00:00,17311,12,622,1.0,True,True,False,False
|
||||
S3,-1,2025-08-31 10:00:00,14594,14603,2025-08-31 19:00:00,14627,9,623,0.011235955056179775,False,False,False,False
|
||||
B1,1,2025-09-01 13:00:00,14621,14631,2025-09-01 23:00:00,17483,10,623,0.9791332263242376,True,True,False,False
|
||||
B2,1,2025-09-02 06:00:00,14638,14699,2025-09-04 19:00:00,17483,61,610,1.0,True,True,False,False
|
||||
B3,1,2025-05-10 07:00:00,11879,14703,2025-09-04 23:00:00,14719,2824,0,0.0,False,True,False,True
|
||||
B3,1,2025-09-09 10:00:00,14810,14819,2025-09-09 19:00:00,14843,9,623,0.011235955056179775,False,False,False,False
|
||||
B1,1,2025-09-10 09:00:00,14833,14915,2025-09-13 19:00:00,17667,82,605,0.9834710743801653,True,True,False,False
|
||||
B3,1,2025-09-14 01:00:00,14921,14931,2025-09-14 11:00:00,17787,10,623,0.016051364365971106,False,False,False,False
|
||||
B2,1,2025-09-14 01:00:00,14921,14971,2025-09-16 03:00:00,17667,50,613,1.0,True,True,False,False
|
||||
S1,-1,2025-09-15 14:00:00,14958,14987,2025-09-16 19:00:00,14987,29,618,0.0016181229773462784,False,False,False,False
|
||||
S1,-1,2025-09-17 15:00:00,15007,15019,2025-09-18 03:00:00,15023,12,622,0.003215434083601286,False,False,False,False
|
||||
S1,-1,2025-09-19 02:00:00,15042,15059,2025-09-19 19:00:00,17803,17,621,0.9694041867954911,True,True,False,False
|
||||
S2,-1,2025-09-20 23:00:00,15087,15159,2025-09-23 23:00:00,17803,72,607,1.0,True,True,False,False
|
||||
S3,-1,2025-09-27 13:00:00,15245,15255,2025-09-27 23:00:00,18143,10,623,1.0,True,True,False,False
|
||||
B1,1,2025-06-23 04:00:00,12932,15623,2025-10-13 07:00:00,15819,2691,0,0.0,False,True,False,True
|
||||
B2,1,2025-06-27 21:00:00,13045,15623,2025-10-13 07:00:00,15819,2578,0,0.0,False,True,False,True
|
||||
B1,1,2025-10-17 18:00:00,15730,15739,2025-10-18 03:00:00,15823,9,623,0.03531300160513644,False,False,False,False
|
||||
B1,1,2025-10-21 13:00:00,15821,15835,2025-10-22 03:00:00,15839,14,622,0.003215434083601286,False,False,False,False
|
||||
S1,-1,2025-10-22 00:00:00,15832,15875,2025-10-23 19:00:00,15983,43,615,0.04552845528455285,False,False,False,False
|
||||
B3,1,2025-07-09 17:00:00,13329,15927,2025-10-25 23:00:00,16079,2598,0,0.0,False,True,False,True
|
||||
S1,-1,2025-07-09 02:00:00,13314,15987,2025-10-28 11:00:00,16011,2673,0,0.0,False,True,False,True
|
||||
S1,-1,2025-10-29 01:00:00,16001,16007,2025-10-29 07:00:00,16059,6,624,0.022435897435897436,False,False,False,False
|
||||
B1,1,2025-11-05 05:00:00,16173,16183,2025-11-05 15:00:00,18939,10,623,1.0,True,True,False,False
|
||||
S3,-1,2025-11-06 04:00:00,16196,16207,2025-11-06 15:00:00,18963,11,623,1.0,True,True,False,False
|
||||
B2,1,2025-11-07 21:00:00,16237,16251,2025-11-08 11:00:00,18939,14,622,1.0,True,True,False,False
|
||||
S1,-1,2025-11-11 09:00:00,16321,16331,2025-11-11 19:00:00,19063,10,623,0.9919743178170144,True,True,False,False
|
||||
S1,-1,2025-11-12 20:00:00,16356,16367,2025-11-13 07:00:00,16375,11,623,0.004815409309791332,False,False,False,False
|
||||
S2,-1,2025-11-12 20:00:00,16356,16379,2025-11-13 19:00:00,19063,23,620,1.0,True,True,False,False
|
||||
S3,-1,2025-11-15 11:00:00,16419,16443,2025-11-16 11:00:00,19327,24,619,1.0,True,True,False,False
|
||||
B1,1,2025-11-18 14:00:00,16494,16511,2025-11-19 07:00:00,19339,17,621,1.0,True,True,False,False
|
||||
S3,-1,2025-11-19 02:00:00,16506,16523,2025-11-19 19:00:00,19403,17,621,1.0,True,True,False,False
|
||||
S3,-1,2025-11-22 09:00:00,16585,16599,2025-11-22 23:00:00,19467,14,622,1.0,True,True,False,False
|
||||
S1,-1,2025-11-27 17:00:00,16713,16735,2025-11-28 15:00:00,19547,22,620,1.0,True,True,False,False
|
||||
B3,1,2025-11-30 02:00:00,16770,16779,2025-11-30 11:00:00,19611,9,623,1.0,True,True,False,False
|
||||
S3,-1,2025-12-01 18:00:00,16810,16823,2025-12-02 07:00:00,16827,13,622,0.003215434083601286,False,False,False,False
|
||||
B3,1,2025-12-04 00:00:00,16864,16879,2025-12-04 15:00:00,16887,15,622,0.00482315112540193,False,False,False,False
|
||||
S1,-1,2025-12-10 02:00:00,17010,17067,2025-12-12 11:00:00,19791,57,611,0.9738134206219312,True,True,False,False
|
||||
S2,-1,2025-12-12 07:00:00,17063,17151,2025-12-15 23:00:00,19791,88,603,1.0,True,True,False,False
|
||||
B1,1,2025-12-16 02:00:00,17154,17187,2025-12-17 11:00:00,19987,33,617,1.0,True,True,False,False
|
||||
S3,-1,2025-12-17 09:00:00,17185,17199,2025-12-17 23:00:00,20031,14,622,1.0,True,True,False,False
|
||||
B2,1,2025-12-18 03:00:00,17203,17215,2025-12-18 15:00:00,19987,12,622,1.0,True,True,False,False
|
||||
S1,-1,2025-12-26 00:00:00,17392,17403,2025-12-26 11:00:00,17407,11,623,0.0032102728731942215,False,False,False,False
|
||||
B1,1,2025-12-26 08:00:00,17400,17427,2025-12-27 11:00:00,20211,27,619,0.9870759289176091,True,True,False,False
|
||||
B2,1,2025-12-27 08:00:00,17424,17487,2025-12-29 23:00:00,20211,63,610,1.0,True,True,False,False
|
||||
B3,1,2025-09-05 00:00:00,14704,17587,2026-01-03 03:00:00,17603,2883,0,0.0,False,True,False,True
|
||||
B3,1,2026-01-09 20:00:00,17748,17775,2026-01-10 23:00:00,17831,27,619,0.024232633279483037,False,False,False,False
|
||||
S1,-1,2026-01-12 11:00:00,17811,17823,2026-01-12 23:00:00,17831,12,622,0.00482315112540193,False,False,False,False
|
||||
B1,1,2026-01-12 22:00:00,17822,17891,2026-01-15 19:00:00,17927,69,608,0.01644736842105263,False,False,False,False
|
||||
B3,1,2026-01-17 00:00:00,17920,17931,2026-01-17 11:00:00,20751,11,623,1.0,True,True,False,False
|
||||
B1,1,2026-01-19 14:00:00,17982,17991,2026-01-19 23:00:00,20799,9,623,1.0,True,True,False,False
|
||||
S3,-1,2026-01-20 01:00:00,17993,18003,2026-01-20 11:00:00,20799,10,623,1.0,True,True,False,False
|
||||
B2,1,2025-09-27 17:00:00,15249,18059,2026-01-22 19:00:00,18059,2810,0,0.0,False,True,False,True
|
||||
B1,1,2025-09-26 19:00:00,15227,18059,2026-01-22 19:00:00,18059,2832,0,0.0,False,True,False,True
|
||||
S3,-1,2026-01-31 08:00:00,18264,18287,2026-02-01 07:00:00,21059,23,620,1.0,True,True,False,False
|
||||
B1,1,2026-02-04 03:00:00,18355,18363,2026-02-04 11:00:00,18379,8,623,0.008025682182985553,False,False,False,False
|
||||
S3,-1,2026-02-07 07:00:00,18431,18447,2026-02-07 23:00:00,21283,16,621,1.0,True,True,False,False
|
||||
B3,1,2025-10-28 13:00:00,15989,18475,2026-02-09 03:00:00,18787,2486,4,0.75,False,False,False,True
|
||||
S1,-1,2025-10-27 15:00:00,15967,18475,2026-02-09 03:00:00,18703,2508,0,0.0,False,True,False,True
|
||||
S2,-1,2025-10-29 01:00:00,16001,18475,2026-02-09 03:00:00,18703,2474,7,0.8571428571428571,False,True,False,True
|
||||
B1,1,2026-02-11 23:00:00,18543,18551,2026-02-12 07:00:00,18571,8,623,0.009630818619582664,False,False,False,False
|
||||
B1,1,2026-02-13 02:00:00,18570,18583,2026-02-13 15:00:00,21435,13,622,0.02572347266881029,False,False,False,False
|
||||
B1,1,2026-02-19 06:00:00,18718,18727,2026-02-19 15:00:00,18735,9,623,0.004815409309791332,False,False,False,False
|
||||
B1,1,2026-02-19 22:00:00,18734,18751,2026-02-20 15:00:00,18791,17,621,0.017713365539452495,False,False,False,False
|
||||
S3,-1,2026-02-23 18:00:00,18826,18839,2026-02-24 07:00:00,21667,13,622,1.0,True,True,False,False
|
||||
S1,-1,2026-03-01 11:00:00,18963,18991,2026-03-02 15:00:00,19015,28,618,0.011326860841423949,False,False,False,False
|
||||
S1,-1,2026-03-03 00:00:00,19000,19019,2026-03-03 19:00:00,19031,19,621,0.00644122383252818,False,False,False,False
|
||||
S1,-1,2026-03-05 03:00:00,19051,19063,2026-03-05 15:00:00,21895,12,622,0.9919614147909968,True,True,False,False
|
||||
S2,-1,2026-03-08 18:00:00,19138,19163,2026-03-09 19:00:00,21895,25,619,1.0,True,True,False,False
|
||||
B3,1,2026-03-11 14:00:00,19206,19219,2026-03-12 03:00:00,19275,13,622,0.024115755627009645,False,False,False,False
|
||||
B1,1,2025-11-15 07:00:00,16415,19255,2026-03-13 15:00:00,19271,2840,0,0.0,False,True,False,True
|
||||
S1,-1,2026-03-13 22:00:00,19262,19279,2026-03-14 15:00:00,19299,17,621,0.00966183574879227,False,False,False,False
|
||||
S1,-1,2026-03-17 10:00:00,19346,19359,2026-03-17 23:00:00,22111,13,622,0.9646302250803859,True,True,False,False
|
||||
S2,-1,2026-03-20 16:00:00,19424,19507,2026-03-24 03:00:00,22111,83,605,1.0,True,True,False,False
|
||||
B1,1,2026-03-23 05:00:00,19485,19507,2026-03-24 03:00:00,22247,22,620,0.9870967741935484,True,True,False,False
|
||||
B2,1,2026-03-24 13:00:00,19517,19559,2026-03-26 07:00:00,22247,42,615,1.0,True,True,False,False
|
||||
S1,-1,2026-03-25 19:00:00,19547,19559,2026-03-26 07:00:00,22415,12,622,0.9919614147909968,True,True,False,False
|
||||
S3,-1,2026-03-27 10:00:00,19586,19603,2026-03-28 03:00:00,22499,17,621,0.008051529790660225,False,False,False,False
|
||||
S2,-1,2026-03-27 10:00:00,19586,19623,2026-03-28 23:00:00,22415,37,616,1.0,True,True,False,False
|
||||
S1,-1,2026-04-01 15:00:00,19711,19735,2026-04-02 15:00:00,19803,24,619,0.029079159935379646,False,False,False,False
|
||||
S1,-1,2026-04-05 00:00:00,19792,19807,2026-04-05 15:00:00,19823,15,622,0.008038585209003215,False,False,False,False
|
||||
B3,1,2026-04-07 23:00:00,19863,19875,2026-04-08 11:00:00,22615,12,622,1.0,True,True,False,False
|
||||
S1,-1,2026-04-12 03:00:00,19963,19975,2026-04-12 15:00:00,20039,12,622,0.027331189710610933,False,False,False,False
|
||||
B3,1,2026-04-15 15:00:00,20047,20067,2026-04-16 11:00:00,22931,20,620,1.0,True,True,False,False
|
||||
S1,-1,2026-04-18 00:00:00,20104,20115,2026-04-18 11:00:00,22931,11,623,0.9903691813804173,True,True,False,False
|
||||
S1,-1,2026-04-21 04:00:00,20180,20191,2026-04-21 15:00:00,20195,11,623,0.0032102728731942215,False,False,False,False
|
||||
B3,1,2026-01-03 16:00:00,17600,20195,2026-04-21 19:00:00,20383,2595,0,0.0,False,True,False,True
|
||||
S1,-1,2026-04-21 18:00:00,20194,20207,2026-04-22 07:00:00,20211,13,622,0.003215434083601286,False,False,False,False
|
||||
S2,-1,2026-04-21 04:00:00,20180,20215,2026-04-22 15:00:00,22931,35,617,1.0,True,True,False,False
|
||||
B1,1,2026-04-22 03:00:00,20203,20239,2026-04-23 15:00:00,23075,36,616,0.9659090909090909,True,True,False,False
|
||||
B3,1,2026-04-25 07:00:00,20279,20295,2026-04-25 23:00:00,23179,16,621,0.01932367149758454,False,False,False,False
|
||||
B2,1,2026-04-23 18:00:00,20242,20343,2026-04-27 23:00:00,23075,101,600,1.0,True,True,False,False
|
||||
S1,-1,2026-04-27 11:00:00,20331,20343,2026-04-27 23:00:00,23075,12,622,0.9951768488745981,True,True,False,False
|
||||
S2,-1,2026-04-28 08:00:00,20352,20375,2026-04-29 07:00:00,23075,23,620,1.0,True,True,False,False
|
||||
B1,1,2026-04-30 03:00:00,20395,20415,2026-04-30 23:00:00,23227,20,620,0.9370967741935484,True,True,False,False
|
||||
B3,1,2026-05-08 11:00:00,20595,20615,2026-05-09 07:00:00,20767,20,620,0.06290322580645161,False,False,False,False
|
||||
B1,1,2026-05-14 00:00:00,20728,20735,2026-05-14 07:00:00,20767,7,624,0.014423076923076924,False,False,False,False
|
||||
B2,1,2026-05-08 11:00:00,20595,20771,2026-05-15 19:00:00,23227,176,581,1.0,True,True,False,False
|
||||
S3,-1,2026-05-17 05:00:00,20805,20843,2026-05-18 19:00:00,20855,38,597,0.006700167504187605,False,False,False,False
|
||||
B1,1,2026-05-21 22:00:00,20918,20935,2026-05-22 15:00:00,20943,17,574,0.005226480836236934,False,False,False,False
|
||||
B1,1,2026-05-23 16:00:00,20960,20971,2026-05-24 03:00:00,23227,11,565,1.0,True,True,False,False
|
||||
S3,-1,2026-05-24 19:00:00,20987,20999,2026-05-25 07:00:00,23227,12,558,1.0,True,True,False,False
|
||||
B2,1,2026-05-25 05:00:00,20997,21007,2026-05-25 15:00:00,23227,10,556,1.0,True,True,False,False
|
||||
S3,-1,2026-05-31 09:00:00,21145,21163,2026-06-01 03:00:00,21227,18,517,0.03288201160541586,False,False,False,False
|
||||
B2,1,2026-02-17 00:00:00,18664,21327,2026-06-07 23:00:00,21435,2663,0,0.0,False,True,False,True
|
||||
B1,1,2026-02-23 10:00:00,18818,21543,2026-06-16 23:00:00,21583,2725,0,0.0,False,True,False,True
|
||||
S3,-1,2026-02-19 15:00:00,18727,21643,2026-06-21 03:00:00,21655,2916,0,0.0,False,True,False,True
|
||||
S1,-1,2026-06-22 22:00:00,21686,21695,2026-06-23 07:00:00,21719,9,384,0.018229166666666668,False,False,False,False
|
||||
B1,1,2026-06-23 17:00:00,21705,21723,2026-06-24 11:00:00,23227,18,377,1.0,True,True,False,False
|
||||
S3,-1,2026-06-24 09:00:00,21721,21743,2026-06-25 07:00:00,23227,22,372,1.0,True,True,False,False
|
||||
B1,1,2026-06-26 11:00:00,21771,21787,2026-06-27 03:00:00,23227,16,361,1.0,True,True,False,False
|
||||
S3,-1,2026-06-28 00:00:00,21808,21823,2026-06-28 15:00:00,23227,15,352,1.0,True,True,False,False
|
||||
B2,1,2026-06-29 10:00:00,21842,21867,2026-06-30 11:00:00,23227,25,341,1.0,True,True,False,False
|
||||
B3,1,2026-07-05 18:00:00,21994,22011,2026-07-06 11:00:00,22015,17,305,0.006557377049180328,False,False,False,False
|
||||
S1,-1,2026-07-07 06:00:00,22030,22039,2026-07-07 15:00:00,23227,9,298,0.9328859060402684,True,True,False,False
|
||||
S1,-1,2026-07-10 21:00:00,22117,22127,2026-07-11 07:00:00,22203,10,276,0.07246376811594203,False,False,False,False
|
||||
B3,1,2026-07-11 04:00:00,22124,22139,2026-07-11 19:00:00,22203,15,273,0.06227106227106227,False,False,False,False
|
||||
S2,-1,2026-07-12 05:00:00,22149,22163,2026-07-12 19:00:00,22203,14,267,0.04119850187265917,False,False,False,False
|
||||
S2,-1,2026-07-10 21:00:00,22117,22207,2026-07-14 15:00:00,23227,90,256,1.0,True,True,False,False
|
||||
S1,-1,2026-07-21 22:00:00,22382,22395,2026-07-22 11:00:00,23227,13,209,0.9473684210526315,True,True,False,False
|
||||
S1,-1,2026-07-24 15:00:00,22447,22463,2026-07-25 07:00:00,22487,16,192,0.036458333333333336,False,False,False,False
|
||||
S2,-1,2026-07-24 15:00:00,22447,22491,2026-07-26 11:00:00,23227,44,185,1.0,True,True,False,False
|
||||
S1,-1,2026-04-07 00:00:00,19840,22539,2026-07-28 11:00:00,22555,2699,0,0.0,False,True,False,True
|
||||
B1,1,2026-07-28 22:00:00,22550,22559,2026-07-29 07:00:00,23227,9,168,0.9583333333333334,True,True,False,False
|
||||
B1,1,2026-07-30 08:00:00,22584,22599,2026-07-30 23:00:00,22611,15,158,0.02531645569620253,False,False,False,False
|
||||
B3,1,2026-04-09 09:00:00,19897,22603,2026-07-31 03:00:00,22651,2706,0,0.0,False,True,False,True
|
||||
B2,1,2026-07-30 08:00:00,22584,22615,2026-07-31 15:00:00,23227,31,154,1.0,True,True,False,False
|
||||
S3,-1,2026-08-01 16:00:00,22640,22655,2026-08-02 07:00:00,22659,15,144,0.013888888888888888,False,False,False,False
|
||||
B3,1,2026-08-07 12:00:00,22780,22791,2026-08-07 23:00:00,23227,11,110,1.0,True,True,False,False
|
||||
B3,1,2026-04-17 13:00:00,20093,22859,2026-08-10 19:00:00,22955,2766,0,0.0,False,True,False,True
|
||||
S1,-1,2026-04-17 04:00:00,20084,22859,2026-08-10 19:00:00,22879,2775,0,0.0,False,True,False,True
|
||||
S1,-1,2026-08-09 23:00:00,22839,22871,2026-08-11 07:00:00,22883,32,90,0.044444444444444446,False,False,False,False
|
||||
B1,1,2026-08-13 03:00:00,22915,22931,2026-08-13 19:00:00,22943,16,75,0.05333333333333334,False,False,False,False
|
||||
B1,1,2026-08-14 22:00:00,22958,22975,2026-08-15 15:00:00,23227,17,64,1.0,True,True,False,True
|
||||
S3,-1,2026-08-17 00:00:00,23008,23019,2026-08-17 11:00:00,23227,11,53,1.0,True,True,False,True
|
||||
B2,1,2026-08-17 06:00:00,23014,23027,2026-08-17 19:00:00,23227,13,51,1.0,True,True,False,True
|
||||
S2,-1,2026-04-25 18:00:00,20290,23047,2026-08-18 15:00:00,23123,2757,0,0.0,False,True,False,True
|
||||
S1,-1,2026-04-24 08:00:00,20256,23047,2026-08-18 15:00:00,23123,2791,0,0.0,False,True,False,True
|
||||
S1,-1,2026-08-25 11:00:00,23211,23223,2026-08-25 23:00:00,23227,12,2,1.0,True,True,False,True
|
||||
|
@@ -1,47 +0,0 @@
|
||||
bsp_type,direction,fx_time,first_seen_idx,first_seen_time,last_seen_idx,persist_ratio,in_final,alive_at_end
|
||||
B1,1,2026-04-30 03:00:00,2999,2026-07-15 12:00:00,3995,1.0,True,True
|
||||
B1,1,2026-06-26 11:00:00,2999,2026-07-15 12:00:00,3995,1.0,True,True
|
||||
S3,-1,2026-05-24 19:00:00,2999,2026-07-15 12:00:00,3995,1.0,True,True
|
||||
S2,-1,2026-07-10 21:00:00,2999,2026-07-15 12:00:00,3995,1.0,True,True
|
||||
B2,1,2026-05-08 11:00:00,2999,2026-07-15 12:00:00,3995,1.0,True,True
|
||||
B2,1,2026-05-25 05:00:00,2999,2026-07-15 12:00:00,3995,1.0,True,True
|
||||
S2,-1,2026-04-28 08:00:00,2999,2026-07-15 12:00:00,3839,0.8323353293413174,True,False
|
||||
S3,-1,2026-06-24 09:00:00,2999,2026-07-15 12:00:00,3995,1.0,True,True
|
||||
B2,1,2026-04-23 18:00:00,2999,2026-07-15 12:00:00,3839,0.8323353293413174,True,False
|
||||
S2,-1,2026-03-27 10:00:00,2999,2026-07-15 12:00:00,3185,0.19161676646706588,True,False
|
||||
B3,1,2026-04-15 15:00:00,2999,2026-07-15 12:00:00,3623,0.6287425149700598,True,False
|
||||
B1,1,2026-06-23 17:00:00,2999,2026-07-15 12:00:00,3995,1.0,True,True
|
||||
B2,1,2026-06-29 10:00:00,2999,2026-07-15 12:00:00,3995,1.0,True,True
|
||||
B1,1,2026-04-22 03:00:00,2999,2026-07-15 12:00:00,3839,0.8323353293413174,True,False
|
||||
S1,-1,2026-07-07 06:00:00,2999,2026-07-15 12:00:00,3995,1.0,True,True
|
||||
S1,-1,2026-03-25 19:00:00,2999,2026-07-15 12:00:00,3185,0.19161676646706588,True,False
|
||||
S2,-1,2026-04-21 04:00:00,2999,2026-07-15 12:00:00,3623,0.6287425149700598,True,False
|
||||
S3,-1,2026-06-28 00:00:00,2999,2026-07-15 12:00:00,3995,1.0,True,True
|
||||
B1,1,2026-05-23 16:00:00,2999,2026-07-15 12:00:00,3995,1.0,True,True
|
||||
S1,-1,2026-04-18 00:00:00,2999,2026-07-15 12:00:00,3623,0.6287425149700598,True,False
|
||||
B3,1,2026-04-07 23:00:00,2999,2026-07-15 12:00:00,3371,0.3772455089820359,True,False
|
||||
S1,-1,2026-04-27 11:00:00,2999,2026-07-15 12:00:00,3839,0.8323353293413174,True,False
|
||||
B1,1,2026-03-23 05:00:00,3005,2026-07-15 18:00:00,3023,0.018072289156626505,False,False
|
||||
B2,1,2026-03-24 13:00:00,3005,2026-07-15 18:00:00,3023,0.018072289156626505,False,False
|
||||
S1,-1,2026-07-21 22:00:00,3167,2026-07-22 12:00:00,3995,0.9496402877697842,True,True
|
||||
S3,-1,2026-03-27 10:00:00,3191,2026-07-23 12:00:00,3269,0.1037037037037037,False,False
|
||||
S1,-1,2026-07-24 15:00:00,3233,2026-07-25 06:00:00,3257,0.0390625,False,False
|
||||
S2,-1,2026-07-24 15:00:00,3263,2026-07-26 12:00:00,3995,1.0,True,True
|
||||
S1,-1,2026-04-07 00:00:00,3311,2026-07-28 12:00:00,3329,0.034782608695652174,False,False
|
||||
B1,1,2026-07-28 22:00:00,3335,2026-07-29 12:00:00,3995,0.954954954954955,True,True
|
||||
B1,1,2026-07-30 08:00:00,3371,2026-07-31 00:00:00,3383,0.02857142857142857,False,False
|
||||
B3,1,2026-04-09 09:00:00,3377,2026-07-31 06:00:00,3413,0.0673076923076923,False,False
|
||||
B2,1,2026-07-30 08:00:00,3389,2026-07-31 18:00:00,3995,1.0,True,True
|
||||
S3,-1,2026-08-01 16:00:00,3425,2026-08-02 06:00:00,3431,0.020833333333333332,False,False
|
||||
B3,1,2026-08-07 12:00:00,3563,2026-08-08 00:00:00,3995,1.0,True,True
|
||||
S1,-1,2026-04-17 04:00:00,3629,2026-08-10 18:00:00,3653,0.08064516129032258,False,False
|
||||
B3,1,2026-04-17 13:00:00,3629,2026-08-10 18:00:00,3725,0.27419354838709675,False,False
|
||||
S1,-1,2026-08-09 23:00:00,3641,2026-08-11 06:00:00,3653,0.05,False,False
|
||||
B1,1,2026-08-13 03:00:00,3701,2026-08-13 18:00:00,3713,0.06,False,False
|
||||
B1,1,2026-08-14 22:00:00,3749,2026-08-15 18:00:00,3995,1.0,True,True
|
||||
S3,-1,2026-08-17 00:00:00,3791,2026-08-17 12:00:00,3995,1.0,True,True
|
||||
B2,1,2026-08-17 06:00:00,3797,2026-08-17 18:00:00,3995,1.0,True,True
|
||||
B3,1,2026-04-25 07:00:00,3821,2026-08-18 18:00:00,3947,0.6666666666666666,False,False
|
||||
S1,-1,2026-04-24 08:00:00,3821,2026-08-18 18:00:00,3893,0.36666666666666664,False,False
|
||||
S2,-1,2026-04-25 18:00:00,3821,2026-08-18 18:00:00,3893,0.36666666666666664,False,False
|
||||
S1,-1,2026-08-25 11:00:00,3995,2026-08-26 00:00:00,3995,1.0,True,True
|
||||
|
@@ -1,326 +0,0 @@
|
||||
bsp_type,direction,side,entry_idx,ret_1,ret_3,ret_5,ret_10,ret_20,ret_40
|
||||
B1,1,LONG,3115,0.0025536441495275833,0.013330535111806015,0.006372896127240093,0.005203410412588198,-0.024459873823705566,-0.028293544118448054
|
||||
B1,1,LONG,3163,-0.0020748483544391267,-0.003815888298542605,-0.0026344683364723323,-0.0015495910028816234,0.004630773535538323,0.025969967060964192
|
||||
B1,1,LONG,3247,-0.0006628333874969732,0.00781242458661396,0.025382335811986942,0.04580307413115735,0.060966192279599735,0.04923468484846528
|
||||
S1,-1,SHORT,3287,-0.003991247774760578,-0.002051590289139343,-0.0031433184549593133,-0.016964719700326886,-0.027443470100908234,-0.02397661984399936
|
||||
B3,1,LONG,3303,-0.004041983028137562,-0.005721304153640062,-0.004688104808694271,-0.0033720410897722197,-0.00026202173589408696,0.0018609498287926157
|
||||
S1,-1,SHORT,3407,0.0005030725906671185,0.0018070709489118085,0.007427802670132553,0.0019738117225889568,0.007137075167310869,0.029440435065157203
|
||||
B3,1,LONG,3443,-0.007974921271931307,-0.031732588778840096,-0.03085711837416728,-0.028569184298659577,-0.040393033369275744,-0.017809324545305236
|
||||
S2,-1,SHORT,3455,0.0018926498421320782,-2.500003676493115e-05,0.0038602997945585216,0.008854424785918675,-0.016580906736627557,-0.013958844057123786
|
||||
B1,1,LONG,3495,9.427244155471209e-05,0.003982648069372787,0.002480090385516272,0.0033575492646024385,0.003063129177900757,-0.0041769943335010894
|
||||
S1,-1,SHORT,3559,-0.006823015122873346,-0.013222176275992481,-0.007692875708884602,-0.001482750472589706,-0.01698517249527419,0.0003736413043478691
|
||||
S2,-1,SHORT,3607,-0.001412141160883542,-0.005144334134778807,-0.008202248187875356,-0.02570984121914356,-0.01399128760657595,0.0007378622400848279
|
||||
B2,1,LONG,3719,0.0027552090444059475,0.004714501084945344,0.003570007291064567,-0.0014364268555177408,0.02334883531780045,0.04028531010262699
|
||||
B1,1,LONG,3719,0.0027552090444059475,0.004714501084945344,0.003570007291064567,-0.0014364268555177408,0.02334883531780045,0.04028531010262699
|
||||
S1,-1,SHORT,3819,0.0016010458630531547,0.0013246062895762123,-0.0002721202051411163,-0.0001770941017583912,0.0015564123902521332,-0.004146593602151621
|
||||
S3,-1,SHORT,3847,-0.0007658812177367968,-0.0007197264174212554,-0.005809735489724109,-0.005090009072303063,-0.004404898755118621,-0.003271221472367019
|
||||
S2,-1,SHORT,3919,0.0007398138456382738,-0.008132021930513838,-0.028031383526021164,-0.03490913188256687,-0.00032172265431585224,0.009822177810328929
|
||||
B1,1,LONG,3995,0.00041927329983173134,-0.0013950640372097512,-0.0019500732974186477,-0.002871569650645714,-0.0008415629543384669,-0.0015866025590752625
|
||||
S3,-1,SHORT,4007,0.0008517874699645871,0.00123388362227148,0.0009620365573891369,-0.0026973269882215587,-0.004965739718517511,0.013166459509134752
|
||||
B2,1,LONG,4019,0.001588653165120726,0.0004528263283157241,0.0015194504704278834,0.0005897273112949577,-0.004875781163026374,-0.014991409839419552
|
||||
S3,-1,SHORT,4099,1.2335913081201307e-05,0.0007463227414099865,-0.0032859788469930215,-0.00981938681260045,0.0008773918178972735,0.01705131585642852
|
||||
B1,1,LONG,4163,0.0003984745894621923,0.00032064752120785343,0.0007844968480037583,0.0008576542921627916,0.002256984979375827,-0.021867849638104155
|
||||
S3,-1,SHORT,4175,-0.003365504358654998,-0.0037359900373599006,-0.0017683686176836635,-0.002302303860523061,0.001732565379825699,0.05318804483188049
|
||||
B1,1,LONG,4327,-0.0012547133651544446,-0.00097461416745018,1.6380070040941134e-06,-0.0002457010506176924,-0.0024832186182429067,0.028111476204672203
|
||||
S1,-1,SHORT,4383,0.00023289010280441453,-0.008239873637315626,-0.002455643941134254,0.0032525400071927064,0.004698993502841395,0.03580487294815106
|
||||
B3,1,LONG,4391,0.0004627597656622481,0.0015934202240330446,0.0021452334153897273,-0.0036861757278526617,-0.014941892639734344,-0.04305574108352575
|
||||
S3,-1,SHORT,4475,0.007603829141941227,-0.004899123495056647,-0.01742010750303375,-0.018622799947348317,-0.02005449080309918,-0.044807956883385715
|
||||
B1,1,LONG,4551,0.0009508977910464898,0.009471300828178047,0.009064029510126111,0.0143119088286374,0.02996763359216883,0.05761543540353941
|
||||
B1,1,LONG,4571,-0.0013935558493635804,-0.006389453569331941,0.004459378717963458,0.00654622860238547,0.02684336954836597,0.002323754378813796
|
||||
S1,-1,SHORT,4603,-0.0002963009441542438,-0.005471109786471621,-0.004076752402216357,-0.010335674110792153,-0.00015163636553783616,0.0032296802912811814
|
||||
S1,-1,SHORT,4627,-0.0030285225099251564,0.000693927437507225,0.0036091200895480235,0.0061215558620304625,-0.014544579607251095,-0.020211072501469005
|
||||
S1,-1,SHORT,4739,8.945414141294174e-05,-0.0013575058302129008,-0.011767143023047712,-0.011687105107046743,-0.023641003267430124,-0.017388629593940972
|
||||
B3,1,LONG,4743,-0.005618974024391606,-0.0011521750195500249,-0.0032020285683878116,0.012323799740567708,-0.0020652775785507498,-0.002916684018700071
|
||||
S1,-1,SHORT,4831,0.0008417723516864758,0.000475000112737456,0.0012295888994277887,-0.012664164398140283,-0.009312106640531639,-0.024226508914519475
|
||||
B3,1,LONG,4847,-0.0010298737920222162,0.00219388454682568,-0.001268339503633708,-0.0022579722068213114,0.0044086348434172785,-0.0007645806878543884
|
||||
S1,-1,SHORT,4887,0.0003639384705337923,-0.005553044777855879,-0.015746305055015817,-0.005011611725381576,0.006015425621566679,0.014845408185334218
|
||||
S1,-1,SHORT,4899,0.007744971996209856,0.013956667897439504,0.008569441540512576,0.020245472461086118,0.022552800898019473,0.026773017306446135
|
||||
S2,-1,SHORT,4935,-0.0031970034328107784,0.0063849373523368995,0.0019302947440658492,0.025512540869494175,0.03133667998373532,-0.010854695816082451
|
||||
S3,-1,SHORT,5119,-0.00271861692696743,-0.004000161748375472,-0.008686198819858968,0.017030237614584727,-0.004707810891264609,0.043760711941696
|
||||
S3,-1,SHORT,5279,-0.003043396989995029,-0.04048970199390592,-0.029796979832277457,-0.040173929139845584,-0.07778537971685695,-0.08499552655123414
|
||||
B1,1,LONG,5419,-0.004087702184987852,-0.003859054054720902,-0.0006727847861811232,0.00013817584850665555,-0.022950350456720482,-0.034214972011165926
|
||||
S1,-1,SHORT,5623,0.0009073606143143588,-0.006095560003937912,0.0015587569323663572,0.013311784202408737,0.00624979490040366,-0.0504364519410626
|
||||
S1,-1,SHORT,5643,-0.0019499678857955909,-0.009881928701512917,-0.012082866205124781,-0.008704683060046204,-0.05704275234417186,-0.05952107732010682
|
||||
B3,1,LONG,5651,0.006669389987185044,0.00397626757941831,0.016270741984048858,0.059955328758594134,0.05862441566656025,0.05525924803410305
|
||||
S3,-1,SHORT,5827,-0.005929766610249539,-0.009030153348980195,-0.009217642376610964,-0.008772782047414345,-0.0053451417331826356,0.007876243606198022
|
||||
B1,1,LONG,5835,0.0019223005444265215,-0.0012162182706389707,-0.004270277483576879,-0.0046250078125132455,-0.004358115469789645,-0.012146979978006695
|
||||
B1,1,LONG,5895,-0.0032696383400561105,-0.0007486155739386565,0.007761331783687676,0.014389485198605344,0.009068845286114695,-0.030611198468585493
|
||||
B2,1,LONG,5911,-0.005450421476691831,-0.000451944886421292,0.00045702291885304174,-0.023817664782152383,-0.04138765699583599,-0.019181421172009838
|
||||
B1,1,LONG,5947,-0.0001637089908977801,0.001344136977897563,-0.0008840285508480627,-0.014902687929305337,-0.03589190381493651,-0.035459367428459246
|
||||
S3,-1,SHORT,5963,0.00047824007651838657,0.00242120068259501,0.006333592747692208,0.009630096300962959,0.01587898231923488,0.05076933122272402
|
||||
B3,1,LONG,6199,-0.0020725715843289715,-0.003480324697341415,-0.001394456743586188,-0.00626425204597887,-0.026930134226849405,-0.032905190237805616
|
||||
S1,-1,SHORT,6267,0.0014283352620268054,0.0010315754670193662,0.0052554141180360635,0.01666887088775009,-0.02058687386344855,-0.04528682426847415
|
||||
S1,-1,SHORT,6315,-0.0013291841445750156,-0.000613590319396493,0.0070539347460034235,0.01414710160961532,0.008593403040959992,0.008616942311525076
|
||||
B3,1,LONG,6327,-0.0043425084204422445,-0.0044771721255635845,-0.005334267001688795,-0.0048019492967385806,-0.000985421465711406,-0.0033412441658929185
|
||||
S2,-1,SHORT,6335,0.0004938607724171967,0.004568212144859472,0.005456211802955837,0.0013090476243238633,2.3743306366213594e-05,0.008729622307311198
|
||||
B3,1,LONG,6511,-0.0027830977352182066,-0.0009028727770176954,-0.004280285757713916,-0.002842377260981912,-0.00012767897856808298,-0.003372853017175774
|
||||
B3,1,LONG,6543,0.00032105903834458034,0.0005447352404139214,0.0009494826536821999,-0.014945222154595207,-0.02930006086427265,-0.025912964090079125
|
||||
S3,-1,SHORT,6603,0.003969668492174082,0.0007307430571307972,-0.0008960108882336257,0.006437344048737854,0.01774846884215304,0.011665964548429955
|
||||
B1,1,LONG,6679,0.0013845236368325428,0.002303241300388464,0.003757071708331295,-0.0009364473026771521,-0.003072062924101003,0.012028754251083972
|
||||
B3,1,LONG,6687,-0.0033203822865733416,-0.004907341537451296,-0.006956225032753235,-0.001253794377722077,-0.0010349034465665173,0.022186849161615542
|
||||
B2,1,LONG,6719,0.013674304379886358,0.013051586814950954,0.010329785488928822,0.0063147701917364895,0.008920309670596718,-0.008431372861299639
|
||||
B1,1,LONG,6719,0.013674304379886358,0.013051586814950954,0.010329785488928822,0.0063147701917364895,0.008920309670596718,-0.008431372861299639
|
||||
S1,-1,SHORT,6735,-0.002703552342030808,0.012650110028293035,0.009809808236403624,0.01596667714555176,0.016100282929896306,0.02164413706381641
|
||||
B2,1,LONG,6735,0.002703552342030808,-0.012650110028293035,-0.009809808236403624,-0.01596667714555176,-0.016100282929896306,-0.02164413706381641
|
||||
S3,-1,SHORT,6815,0.002209204354719887,-0.0037715695965714452,-0.006353950362561712,-0.012507214743951322,-0.045597181771742164,-0.04696383671790527
|
||||
S2,-1,SHORT,6827,-0.003433104350670616,-0.009452077199869176,-0.017813215570821044,-0.027438665358194284,-0.026072947333987545,-0.025289499509322817
|
||||
B3,1,LONG,6855,-0.0015952525790181413,-0.003451892124806755,-0.0018788178338783777,-0.004416647656705493,-0.009446366562745591,0.023363242338985558
|
||||
B3,1,LONG,6935,-0.0027653440049162973,0.0030532142276501147,-0.0012007022243568039,0.005292039120519006,0.009669754683857168,0.0077232746803967585
|
||||
B3,1,LONG,7303,-0.001937368989392151,0.003093162178359464,-0.004304190406226053,-0.022222437025151313,-0.04170383524492605,-0.040353338543838706
|
||||
B1,1,LONG,7427,0.0007879235452490776,0.016850224747195833,0.0200208174634097,0.0051912822510773015,0.06756226340487641,0.09121450709712685
|
||||
B3,1,LONG,7475,0.003218908513190727,0.000851867354758109,0.015187845444248314,0.0145339001750541,0.01864345807328207,0.02076978318170459
|
||||
B3,1,LONG,7487,0.0019364772196986627,-0.0018297007358348257,-0.0003493304718993296,0.0014012765721848962,0.013643661827011551,0.005883252438063087
|
||||
B2,1,LONG,7495,-0.0045607908521615075,0.0010883407070931743,-0.0012091215817043996,0.002875109949980964,0.002087408593821796,0.0066180042273306875
|
||||
S1,-1,SHORT,7519,-0.0002103917860956619,0.0009474164280701846,0.0033244515765661997,0.00409283896926316,-0.008887419485938457,-0.05078282732584207
|
||||
B3,1,LONG,7631,-0.0028944856564244096,-0.0029641656703162035,-0.0026998240303141886,0.005875241806238651,-0.01007152708727594,-0.021323190282845652
|
||||
S1,-1,SHORT,7711,-0.004953642384105992,-0.005892935982339892,-0.005941501103752791,-0.00047240618101548464,-0.0014194260485651856,0.0010220750551877022
|
||||
S1,-1,SHORT,7731,0.0024810258286803257,-0.01635647414376503,-0.012798610361010718,0.01295071234428835,0.0024380404855801987,-0.02802644370132448
|
||||
B1,1,LONG,7755,0.0011836078509375738,0.005853558309899856,0.0038273265872422993,-0.0035508235528125625,0.009136622007237166,0.027322434232168562
|
||||
B2,1,LONG,7783,0.003837099355349952,0.004888182423220257,0.007606352160212503,0.011275450533403118,0.031592800080984994,0.05934096230101034
|
||||
B3,1,LONG,7851,-0.0009260141070246247,0.00047921736610776573,-0.0020961960475206196,-0.0011620767841983052,-0.009899435273235009,-0.023361086739356437
|
||||
B1,1,LONG,7999,0.003834248439234203,0.012882196922986859,0.013571922725629135,0.013981578050834973,0.010637452947114844,0.008202511855968623
|
||||
B1,1,LONG,8143,0.005427594115283556,0.0009375113034143807,0.006491214864099965,-0.009242160440542414,-0.04388804218507596,-0.024338145369974862
|
||||
S1,-1,SHORT,8195,0.0017489393981961578,0.0013224911800473243,-0.0003973493985575597,-0.0027051868144218347,-0.0008137635409852441,0.004820369976439932
|
||||
B3,1,LONG,8211,-0.0017630581809199995,-0.0025140829647377783,-0.009622317536478676,0.0048331594942633395,0.012033397102104399,-0.028699947098254186
|
||||
S2,-1,SHORT,8219,-0.00231366152976336,-0.00047315781717860694,-0.0014465396826033594,-0.003513597773752372,0.0011848994489515553,0.028041617838851698
|
||||
B1,1,LONG,8295,0.0021504154845858946,0.00017637791509343635,0.008931498604422232,0.0013273185474829985,-0.00012854661608500997,-0.0025181185957128915
|
||||
B2,1,LONG,8295,0.0021504154845858946,0.00017637791509343635,0.008931498604422232,0.0013273185474829985,-0.00012854661608500997,-0.0025181185957128915
|
||||
B1,1,LONG,8299,0.0015322358080243474,0.0009298267653601941,-0.0033958460483846523,-0.0050062268717957405,0.006736298161811619,-0.007545445283157008
|
||||
B2,1,LONG,8335,0.0014825174825174243,0.0033636363636363347,0.0017792207792208374,0.016024975024975085,0.019387612387612357,0.012797202797202797
|
||||
S1,-1,SHORT,8367,-0.0002992070030187303,0.007212463546449313,0.008585469366222368,-0.004640661247476672,-0.010050993140876418,-0.032952139674553335
|
||||
B3,1,LONG,8431,0.00539874887623614,0.003727150134851663,0.002839376685645762,0.006316489361702127,-0.019358705424033534,-0.06183416991309554
|
||||
B1,1,LONG,8583,0.007856885395032634,-0.00547428811726544,-0.00043232179330944916,0.009513224970391731,0.012351744734899785,0.051836777604229146
|
||||
S3,-1,SHORT,8591,0.003534641702447082,0.009799591191753056,0.004861845371812172,0.008687438792086596,-0.028435259553178216,-0.03828966773524655
|
||||
B1,1,LONG,8767,0.01168287732332389,0.013613504044404319,0.01822675383216463,0.013609194609759113,0.010670160181685701,0.018975518101780102
|
||||
S3,-1,SHORT,8799,0.0035991988128362424,0.0009352832700806628,-0.003785619940281779,-0.0046266334356884495,-0.024420108484385642,-0.019755343454447107
|
||||
B1,1,LONG,8803,0.0016403821498518379,0.001675261409481451,0.005285793254773874,0.010224907807775054,0.019198390057931218,0.022178981335368247
|
||||
B2,1,LONG,8843,-0.0009833472063530415,0.002687402091810033,0.011496166393514695,0.01563635799628786,0.015858670981951258,0.014989065303147081
|
||||
S1,-1,SHORT,8863,0.0038088762491831282,0.005132109580005711,0.004163095633126434,0.002663770482125124,0.0008560301778628282,-0.0009771569212228305
|
||||
B3,1,LONG,8879,5.1949004412668846e-05,0.00022714956831398905,0.0014912420090208809,-0.005634939066873618,-0.0012549249693398718,0.04004453353868472
|
||||
S2,-1,SHORT,8895,-9.286984138638618e-05,0.0011695476728451218,-0.002636074728585218,-0.0076449228772096514,-0.012580291590890968,-0.0373796008842025
|
||||
S3,-1,SHORT,9031,0.0018458703560015064,-0.002476374663916821,-0.0031291695281726404,0.0009967063049370263,-0.003987886674811534,-0.0030739738648533255
|
||||
B3,1,LONG,9167,0.0015009395881822021,0.011211018097329016,0.014884317582806839,0.018643670938007312,0.05837154058440584,0.04582568687998699
|
||||
S1,-1,SHORT,9263,0.010363079426803229,-0.0029174278907278836,-0.0008763041870908585,-0.004246554442353631,-0.04638055074153318,-0.018488453518713338
|
||||
S1,-1,SHORT,9363,0.005178124634464342,0.008452373140701281,0.008086243116042186,0.004710238992562219,0.004297510601128386,0.0009871245859638907
|
||||
B1,1,LONG,9427,0.01694454367030447,0.01931258554049564,0.02159433435948487,0.033198742930993716,0.030806619279071846,0.029442988388567605
|
||||
S2,-1,SHORT,9427,-0.01694454367030447,-0.01931258554049564,-0.02159433435948487,-0.033198742930993716,-0.030806619279071846,-0.029442988388567605
|
||||
B2,1,LONG,9511,-0.0016321028877660448,0.0008534938042493639,0.0048502257582317704,0.003636709258151522,-0.01878070393557621,-0.03414455247258787
|
||||
S3,-1,SHORT,9671,0.0005615701584520105,-0.010558969529120223,-0.008992375286354095,-0.007508669627861309,-0.0033673487361045055,0.007429925472801725
|
||||
S1,-1,SHORT,9707,0.0005891285996955039,0.00012282186354077644,-9.055510278001135e-05,-0.004426791403718467,-0.009845525485016191,-0.007243367359152926
|
||||
B1,1,LONG,9719,0.0011222681017593434,0.0028720521014522975,0.008039464008073753,0.004883214623920937,-0.004154051522685478,0.00804672452259527
|
||||
B1,1,LONG,9803,-0.0011461300154898407,-0.004991547161012009,0.009180491014174211,0.016110361598294504,-0.0004569946201634998,0.010748221989040458
|
||||
B1,1,LONG,9843,-0.0039085472048480405,-0.0031752440138461276,-0.002748857046044583,-0.0036479773911914748,0.0036067805827083776,0.004140279252566304
|
||||
B1,1,LONG,9875,0.00140105401898558,-5.4320309441160434e-05,-0.0007686836241690531,0.0006887405272555908,-0.003710179625989296,-0.014327237843012198
|
||||
B2,1,LONG,9875,0.00140105401898558,-5.4320309441160434e-05,-0.0007686836241690531,0.0006887405272555908,-0.003710179625989296,-0.014327237843012198
|
||||
S1,-1,SHORT,9875,-0.00140105401898558,5.4320309441160434e-05,0.0007686836241690531,-0.0006887405272555908,0.003710179625989296,0.014327237843012198
|
||||
S2,-1,SHORT,9963,0.005133157942597746,0.0009898392530320922,0.0008602298893826194,-0.006013247331249009,-0.009677847564754972,-0.028199443724973048
|
||||
B1,1,LONG,10067,-0.0038796930805720447,-0.005454679834236027,-0.007117108020357168,-0.0036808679186753645,-0.0023952706676674458,-0.04100378600583151
|
||||
S3,-1,SHORT,10147,-0.006109838725069152,-0.006665712377135258,-0.010235948086649559,-0.023863202595667526,-0.01957486401374177,0.040052724496612235
|
||||
B1,1,LONG,10199,-0.005723633326848525,0.010532671566650305,0.021713033039302606,0.012281197063805621,0.013423551238677184,0.03666090942305776
|
||||
B1,1,LONG,10231,-0.005775518207152783,-0.002800743461644598,-0.0028807978522217806,0.09105896876022435,0.07504925085333347,1.5082711268211335e-05
|
||||
B2,1,LONG,10259,0.003076591154261026,-0.037339805825242656,-0.027902912621359285,-0.07955987055016178,-0.10291909385113275,-0.06349946062567416
|
||||
S1,-1,SHORT,10371,-0.006035165346995842,-0.006454354913833289,-0.0017175128085700978,-0.00461457848160227,-0.003547973917093585,0.03813577084303686
|
||||
B1,1,LONG,10423,-0.01176140286056,-0.0004630664968351753,0.011308059544760593,-0.04687910196699959,-0.03392174783902301,0.0075160189407565865
|
||||
S3,-1,SHORT,10439,0.011927278096115785,-0.009508984596743084,-0.014657404178301942,-0.03630113099768596,-0.05717736782753243,-0.03971474318995826
|
||||
S1,-1,SHORT,10547,-0.00045565512023112195,-0.000636489528260135,-0.0031110656381313144,-0.003416818551706709,-0.0022271184988840267,0.004922978818580294
|
||||
S1,-1,SHORT,10575,-0.0037812199807876344,-0.004573727185398585,0.0012187800192122959,0.0009642170989433587,-0.0023414985590778097,0.0018635926993275348
|
||||
S2,-1,SHORT,10591,0.00030050811012713853,0.002699784017278618,0.0061789735313413354,-0.007653977482244914,0.004999688716698569,0.010285518621924776
|
||||
S1,-1,SHORT,10783,-0.0031317849553958578,-0.007885015114971031,-0.0074024008036628446,-0.01713685877108124,-0.00828892973043053,-0.005432593710505585
|
||||
B3,1,LONG,10791,0.0002792882140373676,0.0005528766686045849,0.0009290607936345086,0.0008093658447613511,0.0021875676846436418,-0.004101546914720232
|
||||
S2,-1,SHORT,10823,-0.0042037990740591185,-0.007553485630880623,-0.007005564393407348,-0.0057036759068902244,-0.0017496644557967993,0.032952397615851926
|
||||
B2,1,LONG,10843,0.0027853808870472226,0.003161131526512727,0.0032358220205960905,-0.011703425880600925,-0.03464145115586409,-0.0548193754036159
|
||||
B1,1,LONG,10843,0.0027853808870472226,0.003161131526512727,0.0032358220205960905,-0.011703425880600925,-0.03464145115586409,-0.0548193754036159
|
||||
S3,-1,SHORT,10883,-0.001971914203496161,-0.002545738805253342,0.0011026671902412328,-0.002696489336223387,-0.00951065648209033,0.0092833149555469
|
||||
S1,-1,SHORT,10999,-0.0025796026788550146,0.002855303708658296,0.018117153758464254,0.019508844608906104,0.007621335423866394,-0.005245511767039892
|
||||
S3,-1,SHORT,11011,-0.004229214393235351,-0.008825603154040016,-0.012540041523639443,-0.014353956090337235,-0.010302839563099169,-0.01770000024396968
|
||||
S2,-1,SHORT,11023,-0.004819681736657414,0.01707551191998879,0.013405074778308828,-0.0055461472319282435,0.004555295933460524,0.00550327385843678
|
||||
B3,1,LONG,11067,0.0019243304758486672,-0.0028054649544966923,-0.003707007179925535,-0.012550764270116936,-0.058962782272150474,-0.06260856621173391
|
||||
S3,-1,SHORT,11131,-0.003600156188988752,0.0017532213978914107,0.004373291682936353,0.0016933489522322767,-0.005305219315371676,-0.06519849017310943
|
||||
S1,-1,SHORT,11215,0.0013945084805712478,0.003495233338192803,-0.0013694144976304807,-0.012490828746710932,-0.020354805019752654,-0.00033817129391749235
|
||||
B3,1,LONG,11219,0.0037851564371616116,0.015598198457189367,0.013656509031670809,0.02195750083848409,0.010713430118345961,0.012606008336926766
|
||||
S1,-1,SHORT,11219,-0.0037851564371616116,-0.015598198457189367,-0.013656509031670809,-0.02195750083848409,-0.010713430118345961,-0.012606008336926766
|
||||
S2,-1,SHORT,11219,-0.0037851564371616116,-0.015598198457189367,-0.013656509031670809,-0.02195750083848409,-0.010713430118345961,-0.012606008336926766
|
||||
S1,-1,SHORT,11303,0.006022100570873605,-0.0030224127393440768,0.0006673946610819558,0.0006913156166762899,-0.008100831612021272,-0.010606551710527767
|
||||
S1,-1,SHORT,11359,0.00014416901335214335,0.0015941311394432735,0.0002859746002559247,0.0010954481588316767,-0.0026281302106168514,-0.005010464070600275
|
||||
S1,-1,SHORT,11403,-0.0002796164320471959,0.0024272586076042255,0.00601410300693412,0.009991000580380428,-0.00026081868871638536,-0.026463698033051132
|
||||
S2,-1,SHORT,11423,-0.017162562779837125,-0.02551128275239961,-0.02556766127781931,-0.027421105300990747,-0.026196046925726024,-0.067447509243729
|
||||
B1,1,LONG,11423,0.017162562779837125,0.02551128275239961,0.02556766127781931,0.027421105300990747,0.026196046925726024,0.067447509243729
|
||||
B3,1,LONG,11459,0.004228165111823395,0.02451545453621724,0.02318434461182735,0.04969477051055242,0.062432329600429964,0.04584030971168314
|
||||
B2,1,LONG,11503,-0.0019584228457348698,0.0037009309289760413,0.006046698348631848,0.008576915565392878,0.011901351908512837,0.026319901048108878
|
||||
S1,-1,SHORT,11611,0.0033892437162829493,-0.00036626208955173155,-0.0028657105853965924,0.005304994991603323,-0.0005256441515755383,-0.004070047888504393
|
||||
B3,1,LONG,11667,0.0009257157936402912,0.0011811584641772707,0.0044913576989048685,0.010635703918722848,0.01779443198311126,0.02237023354004489
|
||||
S1,-1,SHORT,11715,-0.001851657612618152,0.0016231861180720215,0.0004974447540349492,4.3617285322592836e-05,0.00507622120610105,0.007873958507499697
|
||||
B3,1,LONG,11735,0.00016387744472264618,0.00032462347330406436,-0.001285968228651801,-0.003792144946990374,-0.002812011694795573,-0.021682969167032898
|
||||
S2,-1,SHORT,11751,0.0012607274491700778,0.0009295637966865991,-0.002680748807129538,0.016150515976026326,0.015039650559467516,0.011224980638454238
|
||||
B2,1,LONG,11851,0.013063161824398367,0.017159782013980655,0.015256651082127981,0.01663832216342628,0.01578897467956882,0.020941353543853083
|
||||
B1,1,LONG,11851,0.013063161824398367,0.017159782013980655,0.015256651082127981,0.01663832216342628,0.01578897467956882,0.020941353543853083
|
||||
S1,-1,SHORT,11919,0.0013604527156212429,-0.003916105415870083,-0.0013556488571621285,0.0011250636511246392,0.003630756223398578,0.014017658983695704
|
||||
S1,-1,SHORT,12023,4.3388340106735315e-05,-0.004315693562616662,-0.001564872799849615,-0.0003654262422322258,-0.0025049535021622136,0.007853289559319092
|
||||
S1,-1,SHORT,12107,0.00470790578358209,-0.013255985696517385,-0.02334421641791039,-0.02425858986318408,-0.02009581001243787,-0.037692397388059705
|
||||
S1,-1,SHORT,12131,0.004189837883894051,0.006561480117764304,-3.80375659009132e-06,-0.013382566622796702,-0.012404050240017124,-0.06273060274326922
|
||||
S1,-1,SHORT,12203,0.005797316780576846,-0.005351580986341775,5.6863414079354634e-05,0.007252836750641116,0.013597693179691978,0.009059625875421458
|
||||
B3,1,LONG,12231,0.0006474471297428946,-0.00099642572449793,-0.0006621409653114475,-0.011818435620796132,-0.015384445840358797,0.010659459340320226
|
||||
S2,-1,SHORT,12247,0.005312294738524197,0.006816422961971398,0.0014920506033700815,0.00291813882016522,-0.018115501067940274,-0.016255547576068074
|
||||
B1,1,LONG,12403,0.0007166479223421202,-0.000828444998227463,-0.0023429609407771435,-0.001607202407172567,9.650858687546113e-05,-0.006248214352260109
|
||||
S3,-1,SHORT,12415,-0.0010716581439302807,0.0032926864368565695,0.0030115800481621993,-0.0074382861144957155,-0.005284416344465686,-0.015190298471663928
|
||||
B2,1,LONG,12427,-0.001695928249482248,0.003618360945303907,0.0028922143379218764,-0.0027979961018394445,-0.006456328420026745,0.0015693522353515267
|
||||
B3,1,LONG,12595,-0.0013525647903949228,-0.005010231300815331,-0.005564622853732981,-0.008601069627437608,0.012440395848746143,0.030642134134518544
|
||||
B3,1,LONG,12651,-0.0012975987583904204,-0.0009893848579434837,-0.0012948631320550664,-0.0002972713951056528,-0.009703266611407068,-0.02657660984770768
|
||||
B1,1,LONG,12903,-0.0007119624176581855,-0.008654642197828893,-0.007652871469047961,-0.011173076421485531,-0.007950408001800675,-0.01586410695085911
|
||||
B1,1,LONG,12923,0.00014898674407488397,-0.030279364751683892,-0.0300515026725105,-0.034643799960464926,-0.007977120310204006,0.021192147132686846
|
||||
S3,-1,SHORT,12931,-0.006714580738381335,-0.021102968034912642,-0.02044021179868001,-0.029153179661579435,-0.025700776183677578,-0.06379559990569646
|
||||
B3,1,LONG,13063,-0.0009605986987238287,-0.002038479796710508,-0.0014139044800014352,-7.911907886775944e-05,-0.0025736970949335864,0.008161365688382554
|
||||
S1,-1,SHORT,13119,-0.00024273289337600783,0.003111817092859801,-8.091096445866928e-05,0.003290379221320345,0.009009947398573017,0.004646335384317835
|
||||
S1,-1,SHORT,13183,-0.0008257426648967556,-0.005123815626859496,0.0010536915823683417,-0.0024699043346912888,0.00036069025495486044,0.011897285668512893
|
||||
B3,1,LONG,13199,-0.001120085590240349,-0.0037171870606836,-0.0055410917137400815,-0.005463498172443886,-0.01931257599602713,-0.013989659063108197
|
||||
B3,1,LONG,13427,0.0029313066087408852,0.005737227848090517,0.0036429532998802907,0.0047188953210077255,0.0397751196455999,-0.007005483915514056
|
||||
S1,-1,SHORT,13527,0.0027314405888538137,-0.005951629863301788,-0.004658675078864378,-0.012375184016824444,-0.0025278654048370135,0.006225026288117771
|
||||
S1,-1,SHORT,13559,0.0015556030548854265,-0.0023775111029683935,-0.0017634126232862813,-0.0026184005618493157,-0.0006946777000825194,-0.006555755731303151
|
||||
B1,1,LONG,13611,-0.0005752913626887295,0.006621341704484425,0.005198741624061829,0.0036418224149058014,-0.008824513325471349,0.00770180815511407
|
||||
B2,1,LONG,13611,-0.0005752913626887295,0.006621341704484425,0.005198741624061829,0.0036418224149058014,-0.008824513325471349,0.00770180815511407
|
||||
B3,1,LONG,13867,-0.002303825687185145,-0.006716992706408302,-0.011583385381459217,-0.010345368230852072,-0.012111149094105508,-0.025586258952063415
|
||||
S3,-1,SHORT,13975,-0.0027658620123643587,-0.007679634003864033,0.0002431430585289853,0.0030283160719317232,0.003990355032754015,-0.008920804706968752
|
||||
S1,-1,SHORT,14051,0.0033387395637643267,0.003413200046216876,0.0058935043927405804,-0.00036374373611889715,0.001175106234567662,-0.014032805405659902
|
||||
B3,1,LONG,14067,0.0004495772856019471,0.0023192342572734203,0.006343939517671482,0.005014978746083341,0.0007788088350963051,0.019710912349621555
|
||||
S2,-1,SHORT,14071,-0.003138731414391404,-0.005713639386066559,-0.003032478972299035,0.000652081519615497,-0.015225803576937126,-0.021868294956779298
|
||||
S1,-1,SHORT,14087,-0.0023114168186280032,-0.00731476240335805,-0.017507844301038963,-0.015672282152615277,-0.01891737049924365,-0.03306159225782726
|
||||
B3,1,LONG,14155,0.004427246419950451,0.0037591878950135682,0.0005434768976331999,-0.004769218806307415,0.010843618285238365,0.011267530265392237
|
||||
S3,-1,SHORT,14311,-0.0018811663231203092,-0.003644868514131011,-0.005449465625209394,0.012780967678221317,0.01273224181601291,0.006162081360008397
|
||||
S3,-1,SHORT,14507,-0.00015817267423251445,-0.004378507209438568,-0.007110580673456083,-0.0018863888818988824,-0.016252242277398868,-0.0033953202457428443
|
||||
S3,-1,SHORT,14603,0.0006515920627596292,-0.0006700507614213735,-0.004771573604060914,-0.005873557914166998,-0.009601292108906348,-0.01786802030456853
|
||||
B1,1,LONG,14631,-4.966065220984549e-05,0.004142066250988561,0.0009352756166197382,0.004821681472898185,0.008834078243116536,0.021183946734352296
|
||||
B2,1,LONG,14699,0.0011167898566230663,-0.008703196619115073,-0.012449904707219591,-0.0028718743200626855,0.019286067030864856,0.0024385201315591616
|
||||
B3,1,LONG,14703,-0.0005765294934581337,0.004299758789562219,0.008241356625977633,0.014910277026533095,0.026054381989620696,0.01216924932387978
|
||||
B3,1,LONG,14819,0.0020383033771244337,-0.0061202483331464445,-0.013188027481062627,-0.010280486915177753,0.0009137222035386196,0.017411434784078635
|
||||
B1,1,LONG,14915,0.0002984999943923914,-0.0014053655805349894,-0.005403194985199994,-0.0005452369839767367,-0.0014398742504069366,-0.004531851070933334
|
||||
B3,1,LONG,14931,0.0005811841627315404,0.0005024821406950497,0.0022607372044349382,-0.002996730839084635,-0.0035978067216715964,-0.0032804040613703053
|
||||
B2,1,LONG,14971,0.000731474306856534,-0.0001961010597265802,-0.0018499445103417026,0.005610572797312251,0.005476946411480737,0.008272688068291836
|
||||
S1,-1,SHORT,14987,-0.0014832211153754115,-7.724205925601778e-05,-0.006932691790297382,-0.013321217612578208,-0.01647512371747808,-0.020039540991232594
|
||||
S1,-1,SHORT,15019,0.0002258027677709877,-0.007961926711861725,-0.006092349006294767,-0.014191833726108978,-0.016807166166613003,-0.006536168239499739
|
||||
S1,-1,SHORT,15059,0.0018823634577383617,0.004240904703416092,0.0026920376025738667,0.008007350672278852,0.0037243291609042814,0.006268528172276679
|
||||
S2,-1,SHORT,15159,0.0005743224678849415,0.009751960052681703,0.007907569534674821,0.003846542454661318,-0.0013595843607028199,0.009927447473424342
|
||||
S3,-1,SHORT,15255,2.2864313105732815e-05,-0.0003886933227974579,6.76783667929159e-05,0.0003210149560044089,0.00019023108503972365,-0.022626524249433195
|
||||
B1,1,LONG,15623,0.0028339066133772042,0.0033126070548260477,-0.0020697266359368982,0.0014169533066886021,0.007243172861340602,-0.018028728989402394
|
||||
B2,1,LONG,15623,0.0028339066133772042,0.0033126070548260477,-0.0020697266359368982,0.0014169533066886021,0.007243172861340602,-0.018028728989402394
|
||||
B1,1,LONG,15739,0.005202205675065176,0.004823504647779881,0.003444957732078945,0.0031855992121515107,0.004480512402223745,0.0123496002495857
|
||||
B1,1,LONG,15835,-0.008840796736862526,-0.024281086674179424,-0.03392925393414104,-0.03224111556766114,-0.029992651317079136,-0.0223969237571909
|
||||
S1,-1,SHORT,15875,0.000764522493899843,-0.0029820955241098997,-0.008966429679953515,-0.002516057261361426,-0.01643677582094606,-0.015966159579192195
|
||||
B3,1,LONG,15927,-0.0001571749464931575,0.0029396205706977664,0.000397877150265562,0.00223368052530572,0.017013514350970784,0.03755672892890219
|
||||
S1,-1,SHORT,15987,-0.00044175546419895076,-0.001723109782819767,-0.004449171335252049,-0.014104558161102862,0.00904940020498151,0.028615742127223717
|
||||
S1,-1,SHORT,16007,0.003997039886204009,0.0019107800431609923,0.0006903977985260953,-0.0009013280630309003,0.019745022533201526,0.0457568009500724
|
||||
B1,1,LONG,16183,-0.002896628708700018,-0.005822684732422386,0.006636840448040594,0.018681440486688555,0.016206603293308884,-0.006282731757271735
|
||||
S3,-1,SHORT,16207,-0.00021912261752623428,0.000471210584592052,0.0061228288923836464,0.013345149148815367,0.0123629756463633,-0.0016153021274284435
|
||||
B2,1,LONG,16251,-0.00039884617409985325,-0.003647150834066339,-0.0014988424684384645,-0.007673644361836454,-0.002696356164757601,0.021632285281308478
|
||||
S1,-1,SHORT,16331,0.0071843748871800155,0.0070152637089311055,0.017952386652757665,0.02525076907583594,0.020801624987411668,0.030098939539903505
|
||||
S1,-1,SHORT,16367,-0.00204023786043713,-0.004027329148532831,-0.0045410793478324486,-0.011676498782549758,0.029158768495499244,0.04776498979388969
|
||||
S2,-1,SHORT,16379,-0.001943634596695821,0.0007444120505345561,0.022544217687074857,0.04019339164237118,0.05636637512147722,0.0632798833819242
|
||||
S3,-1,SHORT,16443,1.0440375018270656e-05,0.00020045520035076621,-0.003147773068008603,0.004282641832494593,0.016290117141007737,0.043074899250381105
|
||||
B1,1,LONG,16511,-0.0058041109851920195,-0.0041725455756702725,-0.01933555682550743,-0.01546435578457734,-0.04368634769347662,-0.03316404227863823
|
||||
S3,-1,SHORT,16523,-0.003990264018456403,-0.0032635675543163105,0.016517022645787974,0.008957847227390328,-0.009795080352491563,0.0611771169412207
|
||||
S3,-1,SHORT,16599,-0.004983386732415434,-0.004569093742988878,-0.002217476516472633,-0.018964884811116894,-0.024340009900296757,-0.03281936469535234
|
||||
S1,-1,SHORT,16735,-0.008580370682577975,-0.010262990507339104,-0.0065830162143364615,0.002747875541156475,0.002555293154411425,0.0011576952620330659
|
||||
B3,1,LONG,16779,-0.0007130830939883454,-0.00022008737468775104,0.00285563368657357,0.009396630462293467,-0.006078813288875619,-0.06479372310807391
|
||||
S3,-1,SHORT,16823,-0.0026715645349807303,-0.003010148234726527,-0.007923090480695956,-0.005714179699819905,-0.06503010148234713,-0.07063064692677302
|
||||
B3,1,LONG,16879,-0.0014771001278940422,-0.0015842139877848289,-0.004399166225714735,-0.010433961091961595,-0.013428864614508054,-0.043596412114149156
|
||||
S1,-1,SHORT,17067,-0.0013151289704589606,-0.0025413539214803405,-0.0008359146217837753,-0.00029706952836411376,0.021734864361739582,0.02258812610926747
|
||||
S2,-1,SHORT,17151,0.007310630530388543,0.009815326116193146,0.01417756556003348,0.013178675948255449,-0.002528834460197295,-0.00015862688886678742
|
||||
B1,1,LONG,17187,-0.005292613626587511,-0.005076963136384089,-0.009315412930541108,0.004598631995879632,-0.011201207642745138,-0.031327822010344404
|
||||
S3,-1,SHORT,17199,0.0028076163474836783,0.016002725039395954,0.01533064040719609,0.012681296549889061,-0.0008796739127942853,-0.008238197803911888
|
||||
B2,1,LONG,17215,0.0016984012674635654,0.005988189543424999,0.004928129050842542,-0.003962552210859792,0.0008710931873830428,0.015123145614287773
|
||||
S1,-1,SHORT,17403,-0.0014617742651149815,-0.00325239143116488,0.0010000427946241272,-0.0018345379644625415,0.016644856424036163,0.014345208466128087
|
||||
B1,1,LONG,17427,-0.0005190149233937881,-0.0005327333795187025,0.000825393776851153,-0.000716789332528484,0.004069808650401151,0.00017376711091613727
|
||||
B2,1,LONG,17487,-0.0005659735772497543,-0.0023928358699448816,-0.00517706072576996,-0.004034843889425261,0.002722606764753439,0.0106393903916856
|
||||
B3,1,LONG,17587,-0.0018349746842485303,0.0032259500361652943,0.002770822901018194,0.0013898625716351658,0.0007433372280643511,0.015553329994992456
|
||||
B3,1,LONG,17775,0.00019752225435800005,-0.0007448464898971229,-0.0009236096474724003,-0.00027366211776964173,0.0009335409340044583,0.008237450440121514
|
||||
S1,-1,SHORT,17823,-0.005021900550870137,-0.00032198666866043726,0.001879528960790724,0.005034998313663073,-0.003748143119254134,-0.038724627177639595
|
||||
B1,1,LONG,17891,0.00396068727867442,-0.005544340743395195,0.0014065411413284141,-0.010394732617357539,-0.009741177786593115,-0.012686835375648964
|
||||
B3,1,LONG,17931,-0.0005937644244891719,-0.001395241492174059,-0.0011581553438797594,0.0007941336914103174,-0.0022670051613445283,0.00012169023540772335
|
||||
B1,1,LONG,17991,0.002702833459659019,0.00010106059873022927,0.0010095308745504059,-0.003491966219957349,-0.01964983577652703,-0.04130798217463053
|
||||
S3,-1,SHORT,18003,0.00401311730900357,0.01626135047674708,0.014265614684459514,0.0159972726387221,0.04336071517473505,0.022458521380564367
|
||||
B2,1,LONG,18059,0.0008475179513644492,-0.009505102903360773,-0.010040084707306133,-0.007646569443085054,-0.0045868294375684985,-0.0019041348198636367
|
||||
B1,1,LONG,18059,0.0008475179513644492,-0.009505102903360773,-0.010040084707306133,-0.007646569443085054,-0.0045868294375684985,-0.0019041348198636367
|
||||
S3,-1,SHORT,18287,-0.0019617110592730766,-0.0019007252232334597,-0.0029387549741572887,-0.003687102003892892,0.01987630039589983,-0.0011917648792734924
|
||||
B1,1,LONG,18363,-0.00277976705265129,-0.0005765636026617364,-0.0015627221628701244,-0.02377607417582074,-0.04596464178051204,-0.14901560243722048
|
||||
S3,-1,SHORT,18447,0.002861602873755324,-0.005105458312175038,-0.00686321740803584,-0.0031740933796860073,-0.02650237767660407,-0.018393538390760612
|
||||
B3,1,LONG,18475,-0.008118406858968072,-0.004830417057760509,-0.012985248175284658,-0.005138622322466804,-0.025946680489205894,-0.040502374581471344
|
||||
S1,-1,SHORT,18475,0.008118406858968072,0.004830417057760509,0.012985248175284658,0.005138622322466804,0.025946680489205894,0.040502374581471344
|
||||
S2,-1,SHORT,18475,0.008118406858968072,0.004830417057760509,0.012985248175284658,0.005138622322466804,0.025946680489205894,0.040502374581471344
|
||||
B1,1,LONG,18551,0.005625283352024799,0.005277804290248049,-0.0009619055572788662,0.00690931542150855,-0.019293290224056844,0.023825431291608096
|
||||
B1,1,LONG,18583,0.007399147519087097,0.011424332120036192,0.013095448549709626,0.042618001822211815,0.04176884501075036,0.05457721207615805
|
||||
B1,1,LONG,18727,-0.0036126608356008166,-0.005512024340432453,-0.010282761043399391,-0.012567653660889015,0.0021851611481920755,0.01189186131669369
|
||||
B1,1,LONG,18751,0.0006667187848017189,0.0016962977931903231,-0.004363172932397413,-0.003137413396622407,-0.0023261405390096438,0.0020414575180657006
|
||||
S3,-1,SHORT,18839,-0.004400719217402247,0.008440901311859969,0.019923931309167635,0.021856595972506335,0.003410402656524197,-0.04234376982567334
|
||||
S1,-1,SHORT,18991,-0.004040538758708774,-0.004587663474347991,0.0008108357974153282,-0.04833187584967256,-0.0358889564164392,-0.03507054271437513
|
||||
S1,-1,SHORT,19019,-0.005374626865671728,0.006867164179104565,-0.016976119402984987,-0.014574626865671642,-0.036783582089552236,-0.08163582089552247
|
||||
S1,-1,SHORT,19063,-0.003916668402163204,-0.018347668534060852,-0.011339039645681004,0.018840549527597866,0.013607680613116268,0.054737558225906105
|
||||
S2,-1,SHORT,19163,-0.005918199497071213,-0.0205173108811886,-0.017677815463806357,-0.017119661918423852,-0.03915048439754108,-0.026485714665410533
|
||||
B3,1,LONG,19219,-0.0002082129380969775,-0.003848398318432611,-0.006004181255736602,-0.01658479790597286,-0.004502781838166263,0.022508243532651063
|
||||
B1,1,LONG,19255,0.002859525628865103,0.011676978374051574,0.016064750723961484,-0.008183244325301464,-0.007697110999045893,-0.005740005280413838
|
||||
S1,-1,SHORT,19279,0.00021256816352443683,0.00047898692847510554,-0.0023779291892932018,-0.00029050982348339697,-0.010617071207500496,-0.03136514108857557
|
||||
S1,-1,SHORT,19359,-0.00326888066216829,-0.010266857069377423,-0.008005035294436056,-0.002121050102533174,0.013158090648835667,0.050534323246952687
|
||||
S2,-1,SHORT,19507,-0.0032485409875281502,-0.0013871765436939377,-4.1049101803105564e-05,0.0056265579195749005,0.01145694586189679,-0.01420015825136484
|
||||
B1,1,LONG,19507,0.0032485409875281502,0.0013871765436939377,4.1049101803105564e-05,-0.0056265579195749005,-0.01145694586189679,0.01420015825136484
|
||||
B2,1,LONG,19559,-0.00044461587012163244,-0.006206388723307268,-0.007861425716189207,-0.024683894947228082,-0.03919913040429192,-0.07301097513938076
|
||||
S1,-1,SHORT,19559,0.00044461587012163244,0.006206388723307268,0.007861425716189207,0.024683894947228082,0.03919913040429192,0.07301097513938076
|
||||
S3,-1,SHORT,19603,0.0003393661730706,0.0003681516966791863,-0.0058252809618606965,-0.004614773942738107,-0.01480030421753385,-0.011747523687456008
|
||||
S2,-1,SHORT,19623,0.0013137799090207412,0.0016601400668534386,0.0014451578999228588,0.0066614613114210335,0.0030082574053145383,-0.009160629001989946
|
||||
S1,-1,SHORT,19735,0.007022196839787123,0.006935484594373485,0.013062153244458223,0.0036852704300777872,0.005051735814698835,-0.0006294112986056645
|
||||
S1,-1,SHORT,19807,-0.0015736501196334312,-0.003367401635637991,0.0005390238278477678,-0.00830695610249842,-0.03451249786636402,-0.03040244117902479
|
||||
B3,1,LONG,19875,0.0037749299743473157,0.006145136935935568,0.007246742894992312,0.004260478588148001,-0.003108353120141005,0.01117463471588373
|
||||
S1,-1,SHORT,19975,0.0004998038479312296,0.0029597322838383257,0.008069458773861097,0.007374200907186029,0.009539552214843098,-0.038489084591103125
|
||||
B3,1,LONG,20067,0.0006412662871617153,0.0017902017183264556,-0.002907073835132993,-0.0146422468901925,0.0034053911791151427,0.0333578706752936
|
||||
S1,-1,SHORT,20115,-0.0013200925623956985,-0.0014864034363983585,0.003497725568867606,0.011483246128399828,0.017027375029721573,0.026588950981169302
|
||||
S1,-1,SHORT,20191,-0.005422748191978885,-0.00857462195923742,0.0010151216305062077,0.007021696252465483,-0.018912557527942183,-0.02747928994082844
|
||||
B3,1,LONG,20195,-0.0056996425780968816,-0.01020046251519807,-0.008756902064304609,-0.011803691483778708,0.020567137339791618,0.016961508108412307
|
||||
S1,-1,SHORT,20207,-0.000509908478637702,-0.01677716868401678,-0.015563350557491237,-0.021912956394304718,-0.03281110315881101,-0.02675380989458396
|
||||
S2,-1,SHORT,20215,0.000125673571873779,-0.0017696890733241172,-0.002780207181859955,-0.01141321213955409,0.0035329662297159006,-0.003039248625926201
|
||||
B1,1,LONG,20239,-0.002397156229209156,-0.00828364895890366,-0.0023369068480472524,-0.0037675091752117215,-0.004089266508650913,-0.007867030897677471
|
||||
B3,1,LONG,20295,0.0009664985968303127,-0.0004204980508298044,0.001938172554286336,0.0016574092403475159,0.009842242069730183,0.003459728578211915
|
||||
B2,1,LONG,20343,-0.0022420531526837653,0.00039994788952575676,0.0020297029702970675,0.0037415320479415983,-0.007311099531005694,0.0031761334028140033
|
||||
S1,-1,SHORT,20343,0.0022420531526837653,-0.00039994788952575676,-0.0020297029702970675,-0.0037415320479415983,0.007311099531005694,-0.0031761334028140033
|
||||
S2,-1,SHORT,20375,-0.0022648008272812604,-0.002490232391108035,-0.01213791693371121,-0.017135420148077004,0.010217816695304414,-0.0016370001349967321
|
||||
B1,1,LONG,20415,-0.0026549598942725906,-0.0014903890190125248,0.00036769035499791713,0.002893108095730419,0.013170118943250068,0.023011397092498408
|
||||
B3,1,LONG,20615,0.00047532786394402136,0.0027945785176757094,0.0023679062618520434,0.0005576681238397146,0.009253298600714577,0.01529782222488369
|
||||
B1,1,LONG,20735,0.003174491066147175,0.00051331659273811,0.0014554480295326572,0.00386690091728529,0.02630148458221445,-0.0021478578806709554
|
||||
B2,1,LONG,20771,-0.0028815332437354155,-0.018136782238239012,-0.016348543907393934,-0.02048593918500514,-0.027894532408562232,-0.03216471151781858
|
||||
S3,-1,SHORT,20843,-0.004464435958837541,0.011458158048022743,0.01136107695294799,0.0024839816193125905,0.0007067503721442731,0.0073186201540352625
|
||||
B1,1,LONG,20935,-0.001671257346487818,-0.0010973685128910966,0.001607922768005552,-0.008432546735102405,-0.022849564865594828,-0.008423498938176366
|
||||
B1,1,LONG,20971,0.017082403439127238,0.007946069427711835,0.011362813448409798,0.010940164188045928,0.005190290916990857,0.01802118512959265
|
||||
S3,-1,SHORT,20999,-0.001164476835738626,-0.0004387883728870705,-0.004241188207757169,-0.006941424348600448,-0.004842250387185302,0.00716730948730572
|
||||
B2,1,LONG,21007,0.0005854452873593304,0.0015896196544192718,-0.0006629877095261241,0.00188945035346417,-0.00966695529679362,-0.019017279036406168
|
||||
S3,-1,SHORT,21163,-0.0025706626188931464,-0.005394311082820301,-0.0045306228484302755,0.0027529212384336393,0.032949366107241515,0.055652805490608886
|
||||
B2,1,LONG,21327,-0.0002803214352457719,-0.0011277299119081836,-0.003682843683745844,0.01798568105220425,0.022208224050934727,0.017708581702421147
|
||||
B1,1,LONG,21543,-0.001685859135078324,-0.0002946456506354433,-0.0002703449784180097,0.0009006436640554011,-0.016210067160982885,-0.0208302324663056
|
||||
S3,-1,SHORT,21643,9.545344297436911e-05,-0.005326615080079202,-0.005614540219542964,-0.005023041835209802,-0.004613061473582132,-0.011247858165572649
|
||||
S1,-1,SHORT,21695,-0.002019059168435235,-0.0027457329403565603,0.006177508430978426,0.0256289244290532,0.025386699838412758,0.0583730008657575
|
||||
B1,1,LONG,21723,0.00025516469286144877,0.0007973896651920273,0.0010908290619827167,-0.022269498569482963,-0.026368081448569985,-0.054299046640916226
|
||||
S3,-1,SHORT,21743,0.004329153235317171,0.004717351993081217,-0.004455276882354483,-0.010754907356448453,0.028687396807925057,0.012360117409649582
|
||||
B1,1,LONG,21787,-0.0004186223306547086,0.004819180270497054,0.005252873005055356,0.008181554830315723,0.01837752031574171,0.009966560448227375
|
||||
S3,-1,SHORT,21823,-0.002452132740789941,0.0008971217344353532,-0.0012875358225692569,0.010552809735432107,0.0028691282136478315,-0.0005349503675706622
|
||||
B2,1,LONG,21867,-0.0023122318406740647,-0.0004094227642413087,-0.005206716546888062,-0.014836541317300916,-0.01662357100548521,0.0067772891179121025
|
||||
B3,1,LONG,22011,-0.0004757163403031079,-0.004905725981066197,-0.006272817789578516,-0.024043430847280875,0.011862879901379712,0.008248383986850655
|
||||
S1,-1,SHORT,22039,-0.00018077275595997398,-0.003108022821767577,-0.006173231043439423,-0.017476285468724706,0.0050996945891859605,0.012801565428637507
|
||||
S1,-1,SHORT,22127,0.0006143818367522194,-1.5593447633304485e-05,9.512003056313468e-05,-0.00021051154304961055,-0.002066131811412844,-0.00031810633171943417
|
||||
B3,1,LONG,22139,-0.00011842433308399627,0.0022594116180503616,-0.00043318374470211466,0.002329531288955373,-0.004980054849164774,-0.021749563699825527
|
||||
S2,-1,SHORT,22163,-7.188196356519764e-05,-0.002831524303916896,-0.0023908566142345038,0.001628282739890495,0.016268763536467685,0.022745953514246783
|
||||
S2,-1,SHORT,22207,-0.002405257021863234,-0.003802992817813022,-0.02247731877811664,-0.03306908557053693,-0.035680644557706274,-0.035050543981500065
|
||||
S1,-1,SHORT,22395,-0.0026081687361262473,0.004078474750176334,0.0033727883076671563,0.0038049645872339196,0.0014310172613623388,0.020490595632601808
|
||||
S1,-1,SHORT,22463,0.0010434131619786085,0.001653240585496713,-0.0004741369226330423,0.0022240764857719706,-0.00379153572013442,-0.009624667597264332
|
||||
S2,-1,SHORT,22491,0.00039833350899279535,0.0017033794800895468,0.0010648059170351024,0.00041848267481726253,-0.013272100535037782,-0.0068259174070192585
|
||||
S1,-1,SHORT,22539,-0.00021165659191821614,-0.00472752372844148,-0.0014468465537094168,0.003651865973991466,-0.009374491589809525,-0.004011998085613512
|
||||
B1,1,LONG,22559,0.0003740008387634101,0.000804336531901199,0.0006353319687779491,0.011847532846349791,-0.005312689738919248,0.012371759963444917
|
||||
B1,1,LONG,22599,0.001405071861156046,-0.0003910706060202558,0.0008625193603136435,-0.002459262190428177,-0.01414037116155692,-0.025884855211131735
|
||||
B3,1,LONG,22603,-0.00044150382996851654,0.0007533352063799297,-0.0012365194678489277,-0.0068572028416791515,-0.03215876848218389,-0.02676038074302316
|
||||
B2,1,LONG,22615,-0.0016773824072001812,-0.00035988615079855606,-0.0028431005913085476,-0.010851349807773854,-0.014634848558342954,-0.017474819704861994
|
||||
S3,-1,SHORT,22655,-0.00024206789685991896,-0.010082446414608136,-0.012179837336743448,-0.007285925185094351,-0.010201887811085093,-0.013810610536642185
|
||||
B3,1,LONG,22791,-0.0016259435866928461,-0.002670862782690758,0.0008738483541751625,-7.397658024768146e-05,0.0008183659189894575,-0.0014148020972360948
|
||||
B3,1,LONG,22859,-0.004192166838716043,-0.007751437841026375,-0.018662746399252837,-0.01764427567222138,-0.016373875534581944,-0.019931610381949565
|
||||
S1,-1,SHORT,22859,0.004192166838716043,0.007751437841026375,0.018662746399252837,0.01764427567222138,0.016373875534581944,0.019931610381949565
|
||||
S1,-1,SHORT,22871,-0.0010963540363346088,-0.0011510935388620099,-0.0009509033581903264,-0.005301911816225415,0.006736086782443276,0.00809831840248229
|
||||
B1,1,LONG,22931,0.0033202801831117516,0.005942466336266986,-0.0050347865140209745,-0.00021746495741315836,-0.00898855157307534,-0.006747717011905373
|
||||
B1,1,LONG,22975,-0.0022410856180353133,-0.0005424283661487326,-0.00033307004938953015,-9.992101481690521e-05,0.0007422703957823123,-0.002756551170661967
|
||||
S3,-1,SHORT,23019,-0.0016164693785503186,-0.003521537680295406,0.0009414948477996203,-0.0037407466984598135,-0.017257584789732747,-0.019080646840078253
|
||||
B2,1,LONG,23027,-0.0011540880503144882,0.004272012578616306,0.00758018867924526,0.0117971698113208,0.008976415094339645,0.010948113207547216
|
||||
S2,-1,SHORT,23047,-0.001458605068652591,-1.2466709988415846e-05,-0.0003677679446602517,-0.0072213417608293085,-0.00195415679069487,-0.08008458662727184
|
||||
S1,-1,SHORT,23047,-0.001458605068652591,-1.2466709988415846e-05,-0.0003677679446602517,-0.0072213417608293085,-0.00195415679069487,-0.08008458662727184
|
||||
S1,-1,SHORT,23223,0.004461718680207079,0.004664295303871373,0.009693480178317868,,,
|
||||
|
@@ -1,55 +0,0 @@
|
||||
group,horizon,n,mean,winrate,excess,tstat
|
||||
ALL,1,325,8.754213707142772e-05,0.49230769230769234,8.742066896588509e-05,0.37514022105106054
|
||||
ALL,3,325,-0.0007316040286940588,0.4676923076923077,-0.0007319664514011777,-1.6596507035194012
|
||||
ALL,5,325,-0.0005376526174451504,0.4676923076923077,-0.0005382568075085172,-1.0361267557460474
|
||||
ALL,10,324,-0.0010523205118557666,0.45987654320987653,-0.001054741950324548,-1.234008234966247
|
||||
ALL,20,324,-0.0021856743034440666,0.44753086419753085,-0.0021905207804072133,-1.8391850526269409
|
||||
ALL,40,324,-0.0025878876495350994,0.47530864197530864,-0.0025970826748835927,-1.5328694071498117
|
||||
ALL_LONG,1,163,0.0005323860625769297,0.5214723926380368,0.0004929089282755738,1.5455916044553644
|
||||
ALL_LONG,3,163,0.00038926071171992296,0.5276073619631901,0.00027147333190625405,0.6118580971833651
|
||||
ALL_LONG,5,163,0.0006146792053781288,0.5153374233128835,0.0004183174347839251,0.840200925278258
|
||||
ALL_LONG,10,163,0.00021944059041015962,0.48466257668711654,-0.0001728324415324608,0.1662635000487765
|
||||
ALL_LONG,20,163,-0.0006152184219781399,0.4662576687116564,-0.0014003476900078839,-0.3400812063633535
|
||||
ALL_LONG,40,163,-0.0009626118230966189,0.5153374233128835,-0.0024522059295525034,-0.40940934044918814
|
||||
ALL_SHORT,1,162,-0.00036004773859151564,0.46296296296296297,-0.00032057060429015985,-1.1545554898442367
|
||||
ALL_SHORT,3,162,-0.0018593876872587442,0.4074074074074074,-0.0017416003074450753,-3.1032867204101784
|
||||
ALL_SHORT,5,162,-0.0016970975996685727,0.41975308641975306,-0.001500735829074369,-2.334284514422687
|
||||
ALL_SHORT,10,161,-0.0023398798886840023,0.43478260869565216,-0.0019476068567413818,-2.1837537024732696
|
||||
ALL_SHORT,20,161,-0.0037756389536238557,0.42857142857142855,-0.0029905096855941116,-2.4622176599846486
|
||||
ALL_SHORT,40,161,-0.004233353237792692,0.43478260869565216,-0.002743759131336808,-1.7459858446540082
|
||||
B1,1,72,0.0012166191977792092,0.5972222222222222,0.0011771420634778533,1.914500738510701
|
||||
B1,3,72,0.0014441764766805483,0.5416666666666666,0.0013263890968668794,1.4462809307161153
|
||||
B1,5,72,0.002284255290531135,0.6111111111111112,0.002087893519936931,1.8899691258809437
|
||||
B1,10,72,0.0022057466689669875,0.5138888888888888,0.001813473637024367,1.0326498687728751
|
||||
B1,20,72,0.000997174223529997,0.4861111111111111,0.00021204495550025313,0.36836960292916815
|
||||
B1,40,72,0.0007495934943399604,0.5,-0.0007400006121159242,0.1928699315451493
|
||||
B2,1,33,0.000833882539073644,0.5151515151515151,0.0007944054047722882,1.2224663775515405
|
||||
B2,3,33,-0.0006085002045673141,0.5757575757575758,-0.000726287584380983,-0.3752723454326955
|
||||
B2,5,33,-0.00035375242409393893,0.5151515151515151,-0.0005501141946881427,-0.2364796711660595
|
||||
B2,10,33,-0.0031109603619750323,0.5454545454545454,-0.0035032333939176525,-1.0072396484885806
|
||||
B2,20,33,-0.004992950660720169,0.45454545454545453,-0.005778079928749913,-1.1440377787269074
|
||||
B2,40,33,-0.003269049347069976,0.5454545454545454,-0.004758643453525861,-0.675955521065834
|
||||
B3,1,58,-0.000488547893611962,0.43103448275862066,-0.0005280250279133178,-1.2819546490134563
|
||||
B3,3,58,-0.0003525983372401836,0.4827586206896552,-0.0004703857170538525,-0.3924142284456519
|
||||
B3,5,58,-0.0009068938008018406,0.39655172413793105,-0.0011032555713960442,-0.8310932497384856
|
||||
B3,10,58,-0.0003514353790274335,0.41379310344827586,-0.0007437084109700539,-0.18498561775881325
|
||||
B3,20,58,-0.0001260306047039825,0.4482758620689655,-0.0009111598727337264,-0.043298988787423186
|
||||
B3,40,58,-0.0017758246604123581,0.5172413793103449,-0.0032654187668682425,-0.48878562702339623
|
||||
S1,1,85,0.00011588464235797029,0.49411764705882355,0.00015536177665932612,0.30476592238842815
|
||||
S1,3,85,-0.0015606849276286652,0.4117647058823529,-0.0014428975478149963,-2.2887270289648667
|
||||
S1,5,85,-0.0005711095007446416,0.47058823529411764,-0.00037474773015043787,-0.6716809422878562
|
||||
S1,10,84,-0.0007865215615461117,0.4523809523809524,-0.00039424852960349125,-0.5917284188262926
|
||||
S1,20,84,-0.0020173559126054753,0.47619047619047616,-0.0012322266445757314,-1.097655536311974
|
||||
S1,40,84,-0.002711572959369005,0.47619047619047616,-0.0012219788529131204,-0.8323339333839601
|
||||
S2,1,31,-0.0014464521239628296,0.41935483870967744,-0.0014069749896614737,-1.5077966907255955
|
||||
S2,3,31,-0.0019544426343244613,0.45161290322580644,-0.0018366552545107924,-1.1905249532652935
|
||||
S2,5,31,-0.0031042577625129105,0.41935483870967744,-0.0029078959919187066,-1.4200556893864156
|
||||
S2,10,31,-0.005180016485873119,0.45161290322580644,-0.004787743453930498,-1.6524801275417493
|
||||
S2,20,31,-0.002969035829831899,0.41935483870967744,-0.0021839065618021554,-0.824348116900328
|
||||
S2,40,31,-0.006328766070832596,0.3870967741935484,-0.004839171964376712,-1.2091828206094495
|
||||
S3,1,46,-0.0005073459219435931,0.43478260869565216,-0.0004678687876422372,-0.9491419065687386
|
||||
S3,3,46,-0.002347279670074385,0.3695652173913043,-0.002229492290260716,-1.8004779180879142
|
||||
S3,5,46,-0.0028294241944590015,0.32608695652173914,-0.0026330624238647977,-2.047716590150218
|
||||
S3,10,46,-0.0032624421705692236,0.391304347826087,-0.0028701691386266034,-1.699628807573874
|
||||
S3,20,46,-0.007529997046734611,0.34782608695652173,-0.006744867778704867,-2.2100533449905306
|
||||
S3,40,46,-0.005600130315256879,0.391304347826087,-0.004110536208800994,-1.1222056076686535
|
||||
|
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,5 @@
|
||||
窗口(根),覆盖天数,抽检,同根命中,±3根内,完全消失,同向过滤也成立,假阳性,耗时中位,耗时P95
|
||||
2000,1.4,180,100.0%,100.0%,0.0%,100.0%,0.0%,0.20s,0.22s
|
||||
4000,2.8,180,100.0%,100.0%,0.0%,100.0%,0.0%,0.40s,0.42s
|
||||
8000,5.6,180,100.0%,100.0%,0.0%,100.0%,0.0%,0.81s,0.84s
|
||||
16000,11.1,180,100.0%,100.0%,0.0%,100.0%,0.0%,1.68s,1.81s
|
||||
|
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,173 @@
|
||||
"""Step 31：引擎 B3/S3 的方向是不是反的。
|
||||
|
||||
引擎原版在完全相同条件下跑出 27.4% 胜率、t=-18.76，这不是滞后能解释的幅度，
|
||||
稳定做反才会有这种数字。本步只做一件事：把引擎信号的方向翻转再跑一遍。
|
||||
|
||||
若翻转后由显著负转为显著正，说明 Chan_BSP_DIR 与实际交易方向的映射存在问题，
|
||||
而不是三类买卖点本身无效——这会影响引擎所有下游使用者，不只是本次研究。
|
||||
同时打印几个样本的价格上下文，用价格自己来判定哪个方向才是对的。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
import sys
|
||||
import warnings
|
||||
from concurrent.futures import ProcessPoolExecutor, as_completed
|
||||
from pathlib import Path
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
|
||||
warnings.filterwarnings("ignore")
|
||||
for v in ("OMP_NUM_THREADS", "OPENBLAS_NUM_THREADS", "MKL_NUM_THREADS"):
|
||||
os.environ.setdefault(v, "1")
|
||||
|
||||
HERE = Path(__file__).resolve().parent
|
||||
sys.path.insert(0, str(HERE))
|
||||
sys.path.insert(0, str(HERE.parent))
|
||||
pd.set_option("display.width", 320)
|
||||
|
||||
SL, TP, MAXB = 1.5, 3.0, 48
|
||||
FEE, SLIP = 0.0004, 0.0001
|
||||
|
||||
|
||||
def run_one(sym: str) -> dict | None:
|
||||
import warnings as _w
|
||||
_w.filterwarnings("ignore")
|
||||
sys.path.insert(0, str(HERE))
|
||||
sys.path.insert(0, str(HERE.parent))
|
||||
|
||||
from chanlun import TF_DF
|
||||
from chanlun.core.ChanEnum import Chan_BSP_DIR
|
||||
from lib.breakout import run_trades
|
||||
from lib.data import fetch_ohlcv
|
||||
|
||||
ltf = "30m"
|
||||
try:
|
||||
df_l = fetch_ohlcv(f"{sym}/USDT:USDT", ltf, 10**9)
|
||||
if df_l is None:
|
||||
return None
|
||||
chan = TF_DF(df_l, 1, ltf)
|
||||
cdf = chan.dataframe
|
||||
zs_list = chan.cal_bi_zs_list_pure(chan.bi_list)
|
||||
if not zs_list:
|
||||
return None
|
||||
bsp_list = chan.find_all_bsp(chan.bi_list, zs_list) or []
|
||||
idx_map = {k: i for i, k in
|
||||
enumerate(cdf["date"].dt.strftime("%Y-%m-%d %H:%M:%S"))}
|
||||
close = cdf["close"].to_numpy(dtype=float)
|
||||
n = len(cdf)
|
||||
|
||||
rows = []
|
||||
for b in bsp_list:
|
||||
t = str(b.type).replace("Chan_BSP_TYPE.", "")
|
||||
if t not in ("B3", "S3") or not b.is_sure or b.sure_time is None:
|
||||
continue
|
||||
ek = str(b.sure_time)
|
||||
if ek not in idx_map:
|
||||
continue
|
||||
i = idx_map[ek]
|
||||
zs = getattr(b, "zs", None)
|
||||
rows.append({
|
||||
"entry_idx": i,
|
||||
"type": t,
|
||||
"dir_enum": "BUY" if b.dir == Chan_BSP_DIR.BUY else "SELL",
|
||||
"dir_mapped": 1 if b.dir == Chan_BSP_DIR.BUY else -1,
|
||||
"zg": float(zs.zg) if zs is not None else np.nan,
|
||||
"zd": float(zs.zd) if zs is not None else np.nan,
|
||||
"entry_px": close[i],
|
||||
# 入场后 12 根的实际涨跌，让价格自己说话
|
||||
"fwd12": (close[min(i + 12, n - 1)] - close[i]) / close[i],
|
||||
})
|
||||
sig = pd.DataFrame(rows).drop_duplicates("entry_idx")
|
||||
if len(sig) < 30:
|
||||
return None
|
||||
|
||||
out = []
|
||||
for name, flip in (("原方向", 1), ("反方向", -1)):
|
||||
entries = [(int(i), int(d) * flip)
|
||||
for i, d in zip(sig["entry_idx"], sig["dir_mapped"])]
|
||||
tr = run_trades(cdf, entries, SL, TP, MAXB, fee=0.0, entry_delay=1)
|
||||
if tr.empty:
|
||||
continue
|
||||
tr["mode"], tr["symbol"] = name, sym
|
||||
m = sig.set_index("entry_idx")
|
||||
for c in ("type", "dir_enum", "fwd12", "zg", "zd", "entry_px"):
|
||||
tr[c] = tr["entry_idx"].map(m[c])
|
||||
out.append(tr)
|
||||
return {"sym": sym, "trades": pd.concat(out, ignore_index=True),
|
||||
"sig": sig.assign(symbol=sym)}
|
||||
except Exception as e:
|
||||
return {"sym": sym, "error": repr(e)[:250]}
|
||||
|
||||
|
||||
def stat(g: pd.DataFrame, label: str) -> dict:
|
||||
r = g["gross"].to_numpy() - FEE - SLIP
|
||||
if len(r) < 15:
|
||||
return {}
|
||||
w, o = r[r > 0], r[r <= 0]
|
||||
sd = r.std(ddof=1)
|
||||
return {"口径": label, "笔数": len(r),
|
||||
"胜率": f"{(r > 0).mean() * 100:.1f}%",
|
||||
"均收益": f"{r.mean() * 100:+.3f}%",
|
||||
"中位": f"{np.median(r) * 100:+.3f}%",
|
||||
"PF": f"{w.sum() / abs(o.sum()):.2f}" if len(o) else "inf",
|
||||
"t值": f"{r.mean() / (sd / np.sqrt(len(r))):+.2f}"}
|
||||
|
||||
|
||||
def main() -> None:
|
||||
syms = ["BTC", "ETH", "SOL"]
|
||||
res = []
|
||||
with ProcessPoolExecutor(max_workers=3) as ex:
|
||||
futs = {ex.submit(run_one, s): s for s in syms}
|
||||
for f in as_completed(futs):
|
||||
r = f.result()
|
||||
if r is None or "error" in (r or {}):
|
||||
print(f" {futs[f]} 跳过 {(r or {}).get('error', '')}", flush=True)
|
||||
continue
|
||||
res.append(r)
|
||||
print(f" {r['sym']} ok", flush=True)
|
||||
if not res:
|
||||
return
|
||||
allt = pd.concat([r["trades"] for r in res], ignore_index=True)
|
||||
sig = pd.concat([r["sig"] for r in res], ignore_index=True)
|
||||
|
||||
print("\n" + "=" * 100)
|
||||
print("########## 1. 原方向 vs 反方向（30m，引擎 B3/S3）##########")
|
||||
print(pd.DataFrame([r for r in
|
||||
[stat(g, m) for m, g in allt.groupby("mode")] if r]
|
||||
).to_string(index=False))
|
||||
|
||||
print("\n########## 2. 分类型看 ##########")
|
||||
rows = []
|
||||
for (m, t), g in allt.groupby(["mode", "type"]):
|
||||
rows.append(stat(g, f"{m} {t}"))
|
||||
print(pd.DataFrame([r for r in rows if r]).to_string(index=False))
|
||||
|
||||
print("\n########## 3. 让价格自己说话：入场后12根的实际涨跌 ##########")
|
||||
print(" B3 若真是买点，其后价格应偏涨（fwd12 均值>0）")
|
||||
rows = []
|
||||
for t, g in sig.groupby("type"):
|
||||
f = g["fwd12"].to_numpy()
|
||||
sd = f.std(ddof=1)
|
||||
rows.append({"类型": t, "枚举方向": g["dir_enum"].iloc[0], "笔数": len(f),
|
||||
"后12根均涨跌": f"{f.mean() * 100:+.3f}%",
|
||||
"上涨占比": f"{(f > 0).mean() * 100:.1f}%",
|
||||
"t值": f"{f.mean() / (sd / np.sqrt(len(f))):+.2f}"})
|
||||
print(pd.DataFrame(rows).to_string(index=False))
|
||||
|
||||
print("\n########## 4. 入场价相对中枢的位置（B3 应在中枢上方）##########")
|
||||
rows = []
|
||||
for t, g in sig.groupby("type"):
|
||||
above = (g["entry_px"] > g["zg"]).mean() * 100
|
||||
below = (g["entry_px"] < g["zd"]).mean() * 100
|
||||
rows.append({"类型": t, "笔数": len(g),
|
||||
"入场价>中枢上沿zg": f"{above:.1f}%",
|
||||
"入场价<中枢下沿zd": f"{below:.1f}%",
|
||||
"在中枢内": f"{100 - above - below:.1f}%"})
|
||||
print(pd.DataFrame(rows).to_string(index=False))
|
||||
print("\n 若 B3 大量落在中枢下方、S3 落在上方，则标签与几何位置矛盾。")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -0,0 +1,241 @@
|
||||
"""Step 32：「收盘重新转强」这个判据，到底是判据有用还是上下文有用。
|
||||
|
||||
质疑：如果 close > high[-1] 就能抓住启动，那不就能判断任意笔的端点了？
|
||||
本步用消融实验回答，逐层剥掉前置条件：
|
||||
|
||||
E 完整 中枢存在 + 突破 + 回抽触边界 + 未跌回 + 收盘转强
|
||||
D 去掉中枢 用近20根高点冒充「阻力位」，其余照旧
|
||||
C 去掉回抽 突破后不要求回抽触及边界，转强即入
|
||||
B 只要回调 近10根内创新低后收盘转强（无任何中枢/突破概念）
|
||||
A 裸判据 close > high[-1] 就买，别的都不管
|
||||
|
||||
另外直接检验：这些入场点前的回抽极值，有多少真的是引擎认定的笔端点。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
import sys
|
||||
import warnings
|
||||
from concurrent.futures import ProcessPoolExecutor, as_completed
|
||||
from pathlib import Path
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
|
||||
warnings.filterwarnings("ignore")
|
||||
for v in ("OMP_NUM_THREADS", "OPENBLAS_NUM_THREADS", "MKL_NUM_THREADS"):
|
||||
os.environ.setdefault(v, "1")
|
||||
|
||||
HERE = Path(__file__).resolve().parent
|
||||
sys.path.insert(0, str(HERE))
|
||||
sys.path.insert(0, str(HERE.parent))
|
||||
pd.set_option("display.width", 320)
|
||||
|
||||
SL, TP, MAXB = 1.5, 3.0, 48
|
||||
FEE, SLIP = 0.0004, 0.0001
|
||||
|
||||
|
||||
def variant_signals(cdf: pd.DataFrame, zones: pd.DataFrame, mode: str) -> pd.DataFrame:
|
||||
"""按消融档位产生信号。方向统一为做多/做空对称处理。"""
|
||||
close = cdf["close"].to_numpy(dtype=float)
|
||||
high = cdf["high"].to_numpy(dtype=float)
|
||||
low = cdf["low"].to_numpy(dtype=float)
|
||||
n = len(cdf)
|
||||
rows = []
|
||||
|
||||
if mode == "A":
|
||||
# 裸判据：收盘高于前一根最高价 -> 做多；低于前一根最低价 -> 做空
|
||||
for j in range(1, n - 1):
|
||||
if close[j] > high[j - 1]:
|
||||
rows.append((j, 1))
|
||||
elif close[j] < low[j - 1]:
|
||||
rows.append((j, -1))
|
||||
return pd.DataFrame(rows, columns=["entry_idx", "direction"])
|
||||
|
||||
if mode == "B":
|
||||
# 近10根创新低后转强（有回调概念，无中枢）
|
||||
for j in range(11, n - 1):
|
||||
if low[j - 1] == low[j - 11:j].min() and close[j] > high[j - 1]:
|
||||
rows.append((j, 1))
|
||||
elif high[j - 1] == high[j - 11:j].max() and close[j] < low[j - 1]:
|
||||
rows.append((j, -1))
|
||||
return pd.DataFrame(rows, columns=["entry_idx", "direction"])
|
||||
|
||||
if mode == "D":
|
||||
# 用近20根极值冒充阻力位，走完整流程
|
||||
for j in range(21, n - 1):
|
||||
edge = high[j - 21:j - 1].max()
|
||||
broke = close[j - 1] > edge
|
||||
if broke and low[j] <= edge * 1.003 and close[j] > high[j - 1]:
|
||||
rows.append((j, 1))
|
||||
edge2 = low[j - 21:j - 1].min()
|
||||
if close[j - 1] < edge2 and high[j] >= edge2 * 0.997 and close[j] < low[j - 1]:
|
||||
rows.append((j, -1))
|
||||
return pd.DataFrame(rows, columns=["entry_idx", "direction"])
|
||||
|
||||
# C / E 都要用真中枢
|
||||
ts = cdf["timestamp"].to_numpy()
|
||||
for _, z in zones.iterrows():
|
||||
zg, zd = float(z["zg"]), float(z["zd"])
|
||||
if zg <= zd:
|
||||
continue
|
||||
start = int(np.searchsorted(ts, z["available_ts"], side="left"))
|
||||
if start >= n - 2:
|
||||
continue
|
||||
was_inside = False
|
||||
bo_idx, d = None, 0
|
||||
for j in range(start, min(start + 200, n)):
|
||||
c = close[j]
|
||||
if zd <= c <= zg:
|
||||
was_inside = True
|
||||
continue
|
||||
if not was_inside:
|
||||
continue
|
||||
bo_idx, d = j, (1 if c > zg else -1)
|
||||
break
|
||||
if bo_idx is None:
|
||||
continue
|
||||
edge = zg if d == 1 else zd
|
||||
touched = False
|
||||
entry_idx = None
|
||||
for j in range(bo_idx + 1, min(bo_idx + 31, n)):
|
||||
if zd <= close[j] <= zg:
|
||||
break
|
||||
near = (low[j] <= edge * 1.003) if d == 1 else (high[j] >= edge * 0.997)
|
||||
if near:
|
||||
touched = True
|
||||
continue
|
||||
need = touched if mode == "E" else True # C 不要求回抽触及
|
||||
if need:
|
||||
go = close[j] > high[j - 1] if d == 1 else close[j] < low[j - 1]
|
||||
if go:
|
||||
entry_idx = j
|
||||
break
|
||||
if entry_idx is not None:
|
||||
rows.append((entry_idx, d))
|
||||
return pd.DataFrame(rows, columns=["entry_idx", "direction"])
|
||||
|
||||
|
||||
def run_one(sym: str) -> dict | None:
|
||||
import warnings as _w
|
||||
_w.filterwarnings("ignore")
|
||||
sys.path.insert(0, str(HERE))
|
||||
sys.path.insert(0, str(HERE.parent))
|
||||
|
||||
from chanlun import TF_DF
|
||||
from lib.breakout import run_trades
|
||||
from lib.data import fetch_ohlcv
|
||||
from lib.nested_level import build_htf_zones
|
||||
|
||||
ltf = "30m"
|
||||
try:
|
||||
df_l = fetch_ohlcv(f"{sym}/USDT:USDT", ltf, 10**9)
|
||||
if df_l is None:
|
||||
return None
|
||||
chan = TF_DF(df_l, 1, ltf)
|
||||
cdf = chan.dataframe
|
||||
zones = build_htf_zones(cdf, ltf, chan=chan).reset_index(drop=True)
|
||||
|
||||
# 引擎认定的笔端点，用于检验「能否判断端点」
|
||||
idx_map = {k: i for i, k in
|
||||
enumerate(cdf["date"].dt.strftime("%Y-%m-%d %H:%M:%S"))}
|
||||
bi_ends = set()
|
||||
for bi in chan.bi_list:
|
||||
for attr in ("end_time",):
|
||||
k = str(getattr(bi, attr, "") or "")
|
||||
if k in idx_map:
|
||||
bi_ends.add(idx_map[k])
|
||||
|
||||
out, hits = [], []
|
||||
for mode in ("A", "B", "D", "C", "E"):
|
||||
sig = variant_signals(cdf, zones, mode)
|
||||
if sig.empty or len(sig) < 30:
|
||||
continue
|
||||
sig = sig.drop_duplicates("entry_idx")
|
||||
entries = list(zip(sig["entry_idx"].astype(int),
|
||||
sig["direction"].astype(int)))
|
||||
tr = run_trades(cdf, entries, SL, TP, MAXB, fee=0.0, entry_delay=1)
|
||||
if tr.empty:
|
||||
continue
|
||||
tr["mode"], tr["symbol"] = mode, sym
|
||||
out.append(tr)
|
||||
|
||||
# 入场点前一根（回抽极值处）是否命中笔端点
|
||||
e = sig["entry_idx"].to_numpy()
|
||||
hit = np.mean([any((x - 1 + k) in bi_ends for k in (-2, -1, 0, 1, 2))
|
||||
for x in e])
|
||||
hits.append({"symbol": sym, "mode": mode, "笔数": len(e),
|
||||
"命中笔端点±2根": hit * 100})
|
||||
if not out:
|
||||
return None
|
||||
return {"sym": sym, "trades": pd.concat(out, ignore_index=True),
|
||||
"hits": pd.DataFrame(hits),
|
||||
"n_bi": len(bi_ends), "n_bar": len(cdf)}
|
||||
except Exception as e:
|
||||
return {"sym": sym, "error": repr(e)[:250]}
|
||||
|
||||
|
||||
def stat(g: pd.DataFrame, label: str) -> dict:
|
||||
r = g["gross"].to_numpy() - FEE - SLIP
|
||||
if len(r) < 20:
|
||||
return {}
|
||||
w, o = r[r > 0], r[r <= 0]
|
||||
sd = r.std(ddof=1)
|
||||
return {"档位": label, "笔数": len(r),
|
||||
"胜率": f"{(r > 0).mean() * 100:.1f}%",
|
||||
"均收益": f"{r.mean() * 100:+.3f}%",
|
||||
"中位": f"{np.median(r) * 100:+.3f}%",
|
||||
"PF": f"{w.sum() / abs(o.sum()):.2f}" if len(o) else "inf",
|
||||
"t值": f"{r.mean() / (sd / np.sqrt(len(r))):+.2f}"}
|
||||
|
||||
|
||||
NAMES = {"A": "A 裸判据 close>high[-1]", "B": "B 创新低后转强",
|
||||
"D": "D 近20根高点当阻力", "C": "C 真中枢突破但不要求回抽",
|
||||
"E": "E 完整（现用版本）"}
|
||||
|
||||
|
||||
def main() -> None:
|
||||
res = []
|
||||
with ProcessPoolExecutor(max_workers=3) as ex:
|
||||
futs = {ex.submit(run_one, s): s for s in ("BTC", "ETH", "SOL")}
|
||||
for f in as_completed(futs):
|
||||
r = f.result()
|
||||
if r is None or "error" in (r or {}):
|
||||
print(f" {futs[f]} 跳过 {(r or {}).get('error', '')}", flush=True)
|
||||
continue
|
||||
res.append(r)
|
||||
print(f" {r['sym']} ok（{r['n_bar']} 根K线，{r['n_bi']} 个笔端点）", flush=True)
|
||||
if not res:
|
||||
return
|
||||
allt = pd.concat([r["trades"] for r in res], ignore_index=True)
|
||||
hits = pd.concat([r["hits"] for r in res], ignore_index=True)
|
||||
|
||||
print("\n" + "=" * 100)
|
||||
print("########## 1. 逐层剥掉前置条件（30m，无大级别过滤）##########")
|
||||
rows = [stat(allt[allt["mode"] == m], NAMES[m]) for m in ("A", "B", "D", "C", "E")]
|
||||
print(pd.DataFrame([r for r in rows if r]).to_string(index=False))
|
||||
print(" 判据不变，只改上下文。PF 的落差就是上下文的贡献。")
|
||||
|
||||
print("\n########## 2. 这些点是不是笔端点 ##########")
|
||||
g = hits.groupby("mode").agg(笔数=("笔数", "sum"),
|
||||
命中率=("命中笔端点±2根", "mean")).reset_index()
|
||||
g["档位"] = g["mode"].map(NAMES)
|
||||
g["命中率"] = g["命中率"].round(1).astype(str) + "%"
|
||||
print(g[["档位", "笔数", "命中率"]].to_string(index=False))
|
||||
print(" 命中率高不代表能预测端点——笔端点在K线里本就密集，需与随机基准比较。")
|
||||
|
||||
print("\n########## 3. 随机基准：同样数量的随机点能命中多少 ##########")
|
||||
rng = np.random.default_rng(42)
|
||||
base = []
|
||||
for r in res:
|
||||
n_bar, n_bi = r["n_bar"], r["n_bi"]
|
||||
# 笔端点±2根覆盖的K线占全样本比例，即随机命中概率上界
|
||||
cover = min(1.0, n_bi * 5 / n_bar)
|
||||
base.append({"品种": r["sym"], "K线数": n_bar, "笔端点数": n_bi,
|
||||
"±2根覆盖占比": f"{cover * 100:.1f}%"})
|
||||
print(pd.DataFrame(base).to_string(index=False))
|
||||
print(" 若各档命中率都接近覆盖占比，说明判据对端点没有任何识别能力。")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -0,0 +1,192 @@
|
||||
"""Step 33：去掉「回抽必须触及中枢边界」这一条，在最优配置下完整验证。
|
||||
|
||||
step32 的消融实验里，不要求回抽触及边界的档位（C）信号多 43%、PF 持平、
|
||||
中位数几乎翻倍。原因是它把「突破后一去不回头」的强势段也收了进来。
|
||||
本步在三个最优级别对上、叠加大级别同向与中枢阶梯过滤后完整对比，
|
||||
并检查稳健性（分年、分品种、尾部），确认不是样本波动。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import argparse
|
||||
import os
|
||||
import sys
|
||||
import warnings
|
||||
from concurrent.futures import ProcessPoolExecutor, as_completed
|
||||
from pathlib import Path
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
|
||||
warnings.filterwarnings("ignore")
|
||||
for v in ("OMP_NUM_THREADS", "OPENBLAS_NUM_THREADS", "MKL_NUM_THREADS"):
|
||||
os.environ.setdefault(v, "1")
|
||||
|
||||
HERE = Path(__file__).resolve().parent
|
||||
sys.path.insert(0, str(HERE))
|
||||
sys.path.insert(0, str(HERE.parent))
|
||||
pd.set_option("display.width", 320)
|
||||
|
||||
SL, TP, MAXB = 1.5, 3.0, 48
|
||||
FEE, SLIP = 0.0004, 0.0001
|
||||
BEST = {"5m": "30m", "15m": "1h", "30m": "2h"}
|
||||
|
||||
|
||||
def run_one(task: tuple) -> dict | None:
|
||||
import warnings as _w
|
||||
_w.filterwarnings("ignore")
|
||||
sys.path.insert(0, str(HERE))
|
||||
sys.path.insert(0, str(HERE.parent))
|
||||
|
||||
from chanlun import TF_DF
|
||||
from lib.breakout import run_trades
|
||||
from lib.data import fetch_ohlcv
|
||||
from lib.fast_bsp3 import find_fast_bsp3
|
||||
from lib.fx_signal import extract_fx_signals, signals_to_frame
|
||||
from lib.nested_bsp import attach_htf_context, htf_fx_timeline
|
||||
from lib.nested_level import build_htf_zones
|
||||
|
||||
sym, ltf = task
|
||||
htf = BEST[ltf]
|
||||
pair = f"{sym}/USDT:USDT"
|
||||
try:
|
||||
df_l = fetch_ohlcv(pair, ltf, 10**9)
|
||||
if df_l is None or len(df_l) < 3000:
|
||||
return None
|
||||
chan_l = TF_DF(df_l, 1, ltf)
|
||||
cdf = chan_l.dataframe
|
||||
zones = build_htf_zones(cdf, ltf, chan=chan_l).reset_index(drop=True)
|
||||
if zones.empty:
|
||||
return None
|
||||
z = zones.copy()
|
||||
pg, pdn = z["zg"].shift(), z["zd"].shift()
|
||||
z["z_above"], z["z_below"] = z["zd"] > pg, z["zg"] < pdn
|
||||
z["zone_i"] = np.arange(len(z))
|
||||
|
||||
df_h = fetch_ohlcv(pair, htf, 10**9)
|
||||
if df_h is None or len(df_h) < 300:
|
||||
return None
|
||||
chan_h = TF_DF(df_h, 1, htf)
|
||||
s = signals_to_frame(extract_fx_signals(chan_h, chan_h.dataframe))
|
||||
tl = htf_fx_timeline(s, chan_h.dataframe)
|
||||
|
||||
out = []
|
||||
for name, req in (("要求回抽触边界(现用)", True), ("不要求回抽触边界", False)):
|
||||
sig = find_fast_bsp3(cdf, zones, require_touch=req)
|
||||
if sig.empty or len(sig) < 20:
|
||||
continue
|
||||
sig = sig.merge(z[["zone_i", "z_above", "z_below"]], on="zone_i", how="left")
|
||||
sig = attach_htf_context(sig, cdf, tl, "h1")
|
||||
sig = sig.drop_duplicates("entry_idx")
|
||||
entries = list(zip(sig["entry_idx"].astype(int),
|
||||
sig["direction"].astype(int)))
|
||||
tr = run_trades(cdf, entries, SL, TP, MAXB, fee=0.0, entry_delay=1)
|
||||
if tr.empty:
|
||||
continue
|
||||
m = sig.set_index("entry_idx")
|
||||
tr["mode"], tr["symbol"], tr["ltf"] = name, sym, ltf
|
||||
tr["date"] = cdf["date"].to_numpy()[tr["entry_idx"].to_numpy()]
|
||||
for c in ("h1_agree", "z_above", "z_below", "direction", "lag", "depth"):
|
||||
if c in m.columns:
|
||||
tr[c if c != "direction" else "dir_sig"] = tr["entry_idx"].map(m[c])
|
||||
out.append(tr)
|
||||
if not out:
|
||||
return None
|
||||
return {"task": f"{sym} {ltf}", "trades": pd.concat(out, ignore_index=True)}
|
||||
except Exception as e:
|
||||
return {"task": f"{sym} {ltf}", "error": repr(e)[:250]}
|
||||
|
||||
|
||||
def stat(g: pd.DataFrame, label: str, minn: int = 25) -> dict:
|
||||
r = g["gross"].to_numpy() - FEE - SLIP
|
||||
if len(r) < minn:
|
||||
return {}
|
||||
w, o = r[r > 0], r[r <= 0]
|
||||
sd = r.std(ddof=1)
|
||||
t10 = r[r <= np.quantile(r, 0.90)]
|
||||
return {"分组": label, "笔数": len(r),
|
||||
"滞后": f"{g['lag'].mean():.1f}" if "lag" in g else "—",
|
||||
"胜率": f"{(r > 0).mean() * 100:.1f}%",
|
||||
"均收益": f"{r.mean() * 100:+.3f}%",
|
||||
"中位": f"{np.median(r) * 100:+.3f}%",
|
||||
"PF": f"{w.sum() / abs(o.sum()):.2f}" if len(o) else "inf",
|
||||
"偏度": f"{pd.Series(r).skew():.2f}",
|
||||
"t值": f"{r.mean() / (sd / np.sqrt(len(r))):+.2f}",
|
||||
"剔10%PF": f"{t10[t10 > 0].sum() / abs(t10[t10 <= 0].sum()):.2f}"}
|
||||
|
||||
|
||||
def main() -> None:
|
||||
ap = argparse.ArgumentParser()
|
||||
ap.add_argument("--reuse", action="store_true")
|
||||
args = ap.parse_args()
|
||||
cache = HERE / "out" / "step33_notouch.csv"
|
||||
|
||||
if args.reuse and cache.exists():
|
||||
allt = pd.read_csv(cache, parse_dates=["date"])
|
||||
print(f"[复用] {len(allt)} 笔\n")
|
||||
else:
|
||||
tasks = [(s, l) for l in BEST for s in ("BTC", "ETH", "SOL")]
|
||||
print(f"[验证] {len(tasks)} 个任务\n", flush=True)
|
||||
res = []
|
||||
with ProcessPoolExecutor(max_workers=5) as ex:
|
||||
futs = {ex.submit(run_one, t): t for t in tasks}
|
||||
for i, f in enumerate(as_completed(futs), 1):
|
||||
r = f.result()
|
||||
if r is None or "error" in (r or {}):
|
||||
print(f" [{i}] 跳过 {(r or {}).get('error', '')}", flush=True)
|
||||
continue
|
||||
res.append(r)
|
||||
print(f" [{i}/{len(tasks)}] {r['task']}", flush=True)
|
||||
if not res:
|
||||
return
|
||||
allt = pd.concat([r["trades"] for r in res], ignore_index=True)
|
||||
allt.to_csv(cache, index=False)
|
||||
|
||||
allt["date"] = pd.to_datetime(allt["date"])
|
||||
allt["push"] = np.where(allt["dir_sig"] == 1, allt["z_above"], allt["z_below"])
|
||||
allt["push"] = allt["push"].fillna(False).astype(bool)
|
||||
fin = allt[(allt["h1_agree"] == 1) & allt["push"]]
|
||||
|
||||
print("=" * 118)
|
||||
print("########## 1. 最终配置对比（同向+阶梯，全级别合并）##########")
|
||||
print(pd.DataFrame([r for r in [stat(g, m) for m, g in fin.groupby("mode")] if r]
|
||||
).to_string(index=False))
|
||||
|
||||
print("\n########## 2. 分级别 ##########")
|
||||
for ltf, g in fin.groupby("ltf"):
|
||||
rows = [stat(x, f"{ltf} {m}") for m, x in g.groupby("mode")]
|
||||
print(pd.DataFrame([r for r in rows if r]).to_string(index=False))
|
||||
|
||||
print("\n########## 3. 分年（看是否某一年独大）##########")
|
||||
for m, g in fin.groupby("mode"):
|
||||
g = g.copy()
|
||||
g["y"] = g["date"].dt.year
|
||||
rows = [stat(x, str(y), minn=20) for y, x in g.groupby("y")]
|
||||
rows = [r for r in rows if r]
|
||||
if rows:
|
||||
print(f"-- {m} --")
|
||||
print(pd.DataFrame(rows).to_string(index=False))
|
||||
|
||||
print("\n########## 4. 分品种 ##########")
|
||||
for m, g in fin.groupby("mode"):
|
||||
rows = [stat(x, s, minn=20) for s, x in g.groupby("symbol")]
|
||||
rows = [r for r in rows if r]
|
||||
if rows:
|
||||
print(f"-- {m} --")
|
||||
print(pd.DataFrame(rows).to_string(index=False))
|
||||
|
||||
print("\n########## 5. 资金曲线 ##########")
|
||||
for m, g in fin.groupby("mode"):
|
||||
g = g.sort_values("date")
|
||||
r = g["gross"].to_numpy() - FEE - SLIP
|
||||
lev = np.clip(0.01 / np.clip(g["risk_pct"].to_numpy(), 0.002, None), 0, 20)
|
||||
pnl = r * lev
|
||||
eq = np.cumprod(1 + pnl)
|
||||
yrs = (g["date"].max() - g["date"].min()).days / 365.25
|
||||
dd = (1 - eq / np.maximum.accumulate(eq)).max()
|
||||
print(f" {m:>18}: n={len(r):>4} 年{len(r) / yrs:>3.0f}笔 "
|
||||
f"年化 {(eq[-1] ** (1 / yrs) - 1) * 100:+7.1f}% 回撤 {dd * 100:5.1f}% "
|
||||
f"Sharpe {pnl.mean() / pnl.std(ddof=1) * np.sqrt(len(pnl) / yrs):5.2f}")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -0,0 +1,170 @@
|
||||
"""Step 34：require_touch=False 之后，回抽容差 tol 应该压到多小。
|
||||
|
||||
step29 发现放宽 tol 会让三个级别全面恶化。原因是语义变了：
|
||||
不再要求回抽触边界后，tol 唯一的作用是「哪些K线算回抽中、从而跳过转强判定」，
|
||||
所以 tol 越大入场越晚。若这个推断成立，tol 应当一路压到 0 乃至完全禁用。
|
||||
|
||||
tol<0 表示禁用跳过：突破后每一根都检查转强，入场最早。
|
||||
同时输出滞后分布，确认改善确实来自入场提前而非别的原因。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
import sys
|
||||
import warnings
|
||||
from concurrent.futures import ProcessPoolExecutor, as_completed
|
||||
from pathlib import Path
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
|
||||
warnings.filterwarnings("ignore")
|
||||
for v in ("OMP_NUM_THREADS", "OPENBLAS_NUM_THREADS", "MKL_NUM_THREADS"):
|
||||
os.environ.setdefault(v, "1")
|
||||
|
||||
HERE = Path(__file__).resolve().parent
|
||||
sys.path.insert(0, str(HERE))
|
||||
sys.path.insert(0, str(HERE.parent))
|
||||
pd.set_option("display.width", 320)
|
||||
|
||||
SL, TP, MAXB = 1.5, 3.0, 48
|
||||
FEE, SLIP = 0.0004, 0.0001
|
||||
BEST = {"5m": "30m", "15m": "1h", "30m": "2h"}
|
||||
TOLS = [(-1.0, "禁用跳过"), (0.0, "tol 0"), (0.001, "tol 0.1%"),
|
||||
(0.003, "tol 0.3%(现用)"), (0.010, "tol 1%")]
|
||||
|
||||
|
||||
def run_one(task: tuple) -> dict | None:
|
||||
import warnings as _w
|
||||
_w.filterwarnings("ignore")
|
||||
sys.path.insert(0, str(HERE))
|
||||
sys.path.insert(0, str(HERE.parent))
|
||||
|
||||
from chanlun import TF_DF
|
||||
from lib.breakout import run_trades
|
||||
from lib.data import fetch_ohlcv
|
||||
from lib.fast_bsp3 import find_fast_bsp3
|
||||
from lib.fx_signal import extract_fx_signals, signals_to_frame
|
||||
from lib.nested_bsp import attach_htf_context, htf_fx_timeline
|
||||
from lib.nested_level import build_htf_zones
|
||||
|
||||
sym, ltf = task
|
||||
pair = f"{sym}/USDT:USDT"
|
||||
try:
|
||||
df_l = fetch_ohlcv(pair, ltf, 10**9)
|
||||
if df_l is None or len(df_l) < 3000:
|
||||
return None
|
||||
chan_l = TF_DF(df_l, 1, ltf)
|
||||
cdf = chan_l.dataframe
|
||||
zones = build_htf_zones(cdf, ltf, chan=chan_l).reset_index(drop=True)
|
||||
if zones.empty:
|
||||
return None
|
||||
z = zones.copy()
|
||||
pg, pdn = z["zg"].shift(), z["zd"].shift()
|
||||
z["z_above"], z["z_below"] = z["zd"] > pg, z["zg"] < pdn
|
||||
z["zone_i"] = np.arange(len(z))
|
||||
|
||||
df_h = fetch_ohlcv(pair, BEST[ltf], 10**9)
|
||||
if df_h is None or len(df_h) < 300:
|
||||
return None
|
||||
chan_h = TF_DF(df_h, 1, BEST[ltf])
|
||||
s = signals_to_frame(extract_fx_signals(chan_h, chan_h.dataframe))
|
||||
tl = htf_fx_timeline(s, chan_h.dataframe)
|
||||
|
||||
out = []
|
||||
for tol, name in TOLS:
|
||||
sig = find_fast_bsp3(cdf, zones, tol=tol)
|
||||
if sig.empty or len(sig) < 20:
|
||||
continue
|
||||
sig = sig.merge(z[["zone_i", "z_above", "z_below"]], on="zone_i", how="left")
|
||||
sig = attach_htf_context(sig, cdf, tl, "h1")
|
||||
entries = list(zip(sig["entry_idx"].astype(int),
|
||||
sig["direction"].astype(int)))
|
||||
tr = run_trades(cdf, entries, SL, TP, MAXB, fee=0.0, entry_delay=1)
|
||||
if tr.empty:
|
||||
continue
|
||||
m = sig.set_index("entry_idx")
|
||||
tr["mode"], tr["symbol"], tr["ltf"] = name, sym, ltf
|
||||
tr["date"] = cdf["date"].to_numpy()[tr["entry_idx"].to_numpy()]
|
||||
for c in ("h1_agree", "z_above", "z_below", "direction", "lag"):
|
||||
tr[c if c != "direction" else "dir_sig"] = tr["entry_idx"].map(m[c])
|
||||
out.append(tr)
|
||||
if not out:
|
||||
return None
|
||||
return {"task": f"{sym} {ltf}", "trades": pd.concat(out, ignore_index=True)}
|
||||
except Exception as e:
|
||||
return {"task": f"{sym} {ltf}", "error": repr(e)[:250]}
|
||||
|
||||
|
||||
def stat(g: pd.DataFrame, label: str, minn: int = 25) -> dict:
|
||||
r = g["gross"].to_numpy() - FEE - SLIP
|
||||
if len(r) < minn:
|
||||
return {}
|
||||
w, o = r[r > 0], r[r <= 0]
|
||||
sd = r.std(ddof=1)
|
||||
t10 = r[r <= np.quantile(r, 0.90)]
|
||||
return {"分组": label, "笔数": len(r),
|
||||
"滞后": f"{g['lag'].mean():.1f}",
|
||||
"胜率": f"{(r > 0).mean() * 100:.1f}%",
|
||||
"中位": f"{np.median(r) * 100:+.3f}%",
|
||||
"PF": f"{w.sum() / abs(o.sum()):.2f}" if len(o) else "inf",
|
||||
"t值": f"{r.mean() / (sd / np.sqrt(len(r))):+.2f}",
|
||||
"剔10%PF": f"{t10[t10 > 0].sum() / abs(t10[t10 <= 0].sum()):.2f}"}
|
||||
|
||||
|
||||
def main() -> None:
|
||||
tasks = [(s, l) for l in BEST for s in ("BTC", "ETH", "SOL")]
|
||||
print(f"[tol 扫描] {len(tasks)} 个任务 × {len(TOLS)} 档\n", flush=True)
|
||||
res = []
|
||||
with ProcessPoolExecutor(max_workers=5) as ex:
|
||||
futs = {ex.submit(run_one, t): t for t in tasks}
|
||||
for i, f in enumerate(as_completed(futs), 1):
|
||||
r = f.result()
|
||||
if r is None or "error" in (r or {}):
|
||||
print(f" [{i}] 跳过 {(r or {}).get('error', '')}", flush=True)
|
||||
continue
|
||||
res.append(r)
|
||||
print(f" [{i}/{len(tasks)}] {r['task']}", flush=True)
|
||||
if not res:
|
||||
return
|
||||
allt = pd.concat([r["trades"] for r in res], ignore_index=True)
|
||||
allt.to_csv(HERE / "out" / "step34_tol.csv", index=False)
|
||||
allt["push"] = np.where(allt["dir_sig"] == 1, allt["z_above"], allt["z_below"])
|
||||
allt["push"] = allt["push"].fillna(False).astype(bool)
|
||||
fin = allt[(allt["h1_agree"] == 1) & allt["push"]]
|
||||
order = {n: i for i, (_, n) in enumerate(TOLS)}
|
||||
|
||||
print("=" * 118)
|
||||
print("########## 1. 全级别合并（同向+阶梯）##########")
|
||||
rows = [stat(g, m) for m, g in fin.groupby("mode")]
|
||||
df = pd.DataFrame([r for r in rows if r])
|
||||
print(df.assign(_k=df["分组"].map(order)).sort_values("_k")
|
||||
.drop(columns="_k").to_string(index=False))
|
||||
|
||||
print("\n########## 2. 分级别 ##########")
|
||||
for ltf, g in fin.groupby("ltf"):
|
||||
rows = [stat(x, f"{ltf} {m}") for m, x in g.groupby("mode")]
|
||||
rows = [r for r in rows if r]
|
||||
if rows:
|
||||
d = pd.DataFrame(rows)
|
||||
d["_k"] = d["分组"].str.split(" ", n=1).str[1].map(order)
|
||||
print(d.sort_values("_k").drop(columns="_k").to_string(index=False))
|
||||
|
||||
print("\n########## 3. 资金曲线 ##########")
|
||||
for _, name in TOLS:
|
||||
g = fin[fin["mode"] == name].sort_values("date")
|
||||
if len(g) < 30:
|
||||
continue
|
||||
r = g["gross"].to_numpy() - FEE - SLIP
|
||||
lev = np.clip(0.01 / np.clip(g["risk_pct"].to_numpy(), 0.002, None), 0, 20)
|
||||
pnl = r * lev
|
||||
eq = np.cumprod(1 + pnl)
|
||||
yrs = (pd.to_datetime(g["date"]).max() - pd.to_datetime(g["date"]).min()).days / 365.25
|
||||
dd = (1 - eq / np.maximum.accumulate(eq)).max()
|
||||
print(f" {name:>14}: n={len(r):>4} 年{len(r) / yrs:>3.0f}笔 "
|
||||
f"年化 {(eq[-1] ** (1 / yrs) - 1) * 100:+7.1f}% 回撤 {dd * 100:5.1f}% "
|
||||
f"Sharpe {pnl.mean() / pnl.std(ddof=1) * np.sqrt(len(pnl) / yrs):5.2f}")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -0,0 +1,217 @@
|
||||
"""Step 35：禁用回抽跳过后跑出 Sharpe 9 / 年化 906%，先当作可疑数字来审。
|
||||
|
||||
这个量级通常意味着某个假设塌了，本步专查三件事：
|
||||
|
||||
1 持仓重叠：滞后压到 2.2 根、年 334 笔后，同时在场的仓位是否变多。
|
||||
若重叠严重，t=19 是虚高的（收益不独立），且实盘保证金撑不住。
|
||||
2 滑点脆弱性：入场越早越接近突破根，成交价优势可能全靠那 2 根。
|
||||
逐档加 5/10/20/30bp，看优势是否被吃光。
|
||||
3 复利假设：年化 906% 是「每笔按 1% 风险、20 倍杠杆上限、连续复利」的产物。
|
||||
改成固定名义仓位、不复利，看真实量级。
|
||||
|
||||
另外做一次未来函数的独立复核：把入场索引整体后移 1/2/3 根，
|
||||
若收益随后移平滑衰减而非断崖归零，说明信号真实且优势来自时间价值。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
import sys
|
||||
import warnings
|
||||
from concurrent.futures import ProcessPoolExecutor, as_completed
|
||||
from pathlib import Path
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
|
||||
warnings.filterwarnings("ignore")
|
||||
for v in ("OMP_NUM_THREADS", "OPENBLAS_NUM_THREADS", "MKL_NUM_THREADS"):
|
||||
os.environ.setdefault(v, "1")
|
||||
|
||||
HERE = Path(__file__).resolve().parent
|
||||
sys.path.insert(0, str(HERE))
|
||||
sys.path.insert(0, str(HERE.parent))
|
||||
pd.set_option("display.width", 320)
|
||||
|
||||
SL, TP, MAXB = 1.5, 3.0, 48
|
||||
FEE = 0.0004
|
||||
BEST = {"5m": "30m", "15m": "1h", "30m": "2h"}
|
||||
SLIPS = [0.0, 0.0005, 0.0010, 0.0020, 0.0030]
|
||||
DELAYS = [1, 2, 3, 4]
|
||||
|
||||
|
||||
def run_one(task: tuple) -> dict | None:
|
||||
import warnings as _w
|
||||
_w.filterwarnings("ignore")
|
||||
sys.path.insert(0, str(HERE))
|
||||
sys.path.insert(0, str(HERE.parent))
|
||||
|
||||
from chanlun import TF_DF
|
||||
from lib.breakout import run_trades
|
||||
from lib.data import fetch_ohlcv
|
||||
from lib.fast_bsp3 import find_fast_bsp3
|
||||
from lib.fx_signal import extract_fx_signals, signals_to_frame
|
||||
from lib.nested_bsp import attach_htf_context, htf_fx_timeline
|
||||
from lib.nested_level import build_htf_zones
|
||||
|
||||
sym, ltf = task
|
||||
pair = f"{sym}/USDT:USDT"
|
||||
try:
|
||||
df_l = fetch_ohlcv(pair, ltf, 10**9)
|
||||
if df_l is None or len(df_l) < 3000:
|
||||
return None
|
||||
chan_l = TF_DF(df_l, 1, ltf)
|
||||
cdf = chan_l.dataframe
|
||||
zones = build_htf_zones(cdf, ltf, chan=chan_l).reset_index(drop=True)
|
||||
if zones.empty:
|
||||
return None
|
||||
z = zones.copy()
|
||||
pg, pdn = z["zg"].shift(), z["zd"].shift()
|
||||
z["z_above"], z["z_below"] = z["zd"] > pg, z["zg"] < pdn
|
||||
z["zone_i"] = np.arange(len(z))
|
||||
|
||||
df_h = fetch_ohlcv(pair, BEST[ltf], 10**9)
|
||||
if df_h is None or len(df_h) < 300:
|
||||
return None
|
||||
chan_h = TF_DF(df_h, 1, BEST[ltf])
|
||||
s = signals_to_frame(extract_fx_signals(chan_h, chan_h.dataframe))
|
||||
tl = htf_fx_timeline(s, chan_h.dataframe)
|
||||
|
||||
sig = find_fast_bsp3(cdf, zones, tol=-1.0) # 禁用回抽跳过
|
||||
if sig.empty or len(sig) < 20:
|
||||
return None
|
||||
sig = sig.merge(z[["zone_i", "z_above", "z_below"]], on="zone_i", how="left")
|
||||
sig = attach_htf_context(sig, cdf, tl, "h1")
|
||||
sig["push"] = np.where(sig["direction"] == 1, sig["z_above"], sig["z_below"])
|
||||
sig = sig[(sig["h1_agree"] == 1) & sig["push"].fillna(False).astype(bool)]
|
||||
if len(sig) < 20:
|
||||
return None
|
||||
|
||||
entries = list(zip(sig["entry_idx"].astype(int), sig["direction"].astype(int)))
|
||||
bars = int(np.median(np.diff(cdf["timestamp"].to_numpy())))
|
||||
out = []
|
||||
for delay in DELAYS:
|
||||
for slip in SLIPS:
|
||||
if delay != 1 and slip != 0.0:
|
||||
continue # 后移只在零滑点下扫，避免组合爆炸
|
||||
tr = run_trades(cdf, entries, SL, TP, MAXB, fee=0.0,
|
||||
entry_delay=delay, slippage=slip)
|
||||
if tr.empty:
|
||||
continue
|
||||
tr["delay"], tr["slip"] = delay, slip
|
||||
tr["symbol"], tr["ltf"] = sym, ltf
|
||||
tr["date"] = cdf["date"].to_numpy()[tr["entry_idx"].to_numpy()]
|
||||
tr["bar_ms"] = bars
|
||||
out.append(tr)
|
||||
if not out:
|
||||
return None
|
||||
return {"task": f"{sym} {ltf}", "trades": pd.concat(out, ignore_index=True)}
|
||||
except Exception as e:
|
||||
return {"task": f"{sym} {ltf}", "error": repr(e)[:250]}
|
||||
|
||||
|
||||
def stat(g: pd.DataFrame, label: str) -> dict:
|
||||
r = g["ret"].to_numpy()
|
||||
if len(r) < 25:
|
||||
return {}
|
||||
w, o = r[r > 0], r[r <= 0]
|
||||
sd = r.std(ddof=1)
|
||||
t10 = r[r <= np.quantile(r, 0.90)]
|
||||
return {"口径": label, "笔数": len(r),
|
||||
"胜率": f"{(r > 0).mean() * 100:.1f}%",
|
||||
"中位": f"{np.median(r) * 100:+.3f}%",
|
||||
"PF": f"{w.sum() / abs(o.sum()):.2f}" if len(o) else "inf",
|
||||
"t值": f"{r.mean() / (sd / np.sqrt(len(r))):+.2f}",
|
||||
"剔10%PF": f"{t10[t10 > 0].sum() / abs(t10[t10 <= 0].sum()):.2f}"}
|
||||
|
||||
|
||||
def overlap(g: pd.DataFrame) -> dict:
|
||||
"""按真实时间轴统计同时在场仓位数。"""
|
||||
g = g.sort_values("date")
|
||||
bar = g["bar_ms"].iloc[0] / 1000 / 60 # 每根多少分钟
|
||||
st = pd.to_datetime(g["date"]).astype("int64") // 10**9 / 60
|
||||
en = st + g["bars_held"].to_numpy() * bar
|
||||
ev = np.concatenate([st.to_numpy(), en])
|
||||
kind = np.concatenate([np.ones(len(g)), -np.ones(len(g))])
|
||||
o = np.argsort(ev, kind="stable")
|
||||
live = np.cumsum(kind[o])
|
||||
# 按持续时长加权的平均并发
|
||||
dur = np.diff(np.concatenate([ev[o], ev[o][-1:]]))
|
||||
wt = dur[:len(live)]
|
||||
return {"笔数": len(g), "峰值并发": int(live.max()),
|
||||
"时长加权平均并发": round(float((live * wt).sum() / max(wt.sum(), 1e-9)), 2),
|
||||
"有仓位时间占比": f"{(wt[live > 0].sum() / max(wt.sum(), 1e-9)) * 100:.1f}%"}
|
||||
|
||||
|
||||
def main() -> None:
|
||||
tasks = [(s, l) for l in BEST for s in ("BTC", "ETH", "SOL")]
|
||||
print(f"[审计] {len(tasks)} 个任务\n", flush=True)
|
||||
res = []
|
||||
with ProcessPoolExecutor(max_workers=5) as ex:
|
||||
futs = {ex.submit(run_one, t): t for t in tasks}
|
||||
for i, f in enumerate(as_completed(futs), 1):
|
||||
r = f.result()
|
||||
if r is None or "error" in (r or {}):
|
||||
print(f" [{i}] 跳过 {(r or {}).get('error', '')}", flush=True)
|
||||
continue
|
||||
res.append(r)
|
||||
print(f" [{i}/{len(tasks)}] {r['task']}", flush=True)
|
||||
if not res:
|
||||
return
|
||||
allt = pd.concat([r["trades"] for r in res], ignore_index=True)
|
||||
allt["date"] = pd.to_datetime(allt["date"])
|
||||
allt.to_csv(HERE / "out" / "step35_audit.csv", index=False)
|
||||
base = allt[(allt["delay"] == 1) & (allt["slip"] == 0.0)]
|
||||
|
||||
print("=" * 110)
|
||||
print("########## 1. 滑点脆弱性：优势是否全靠提前那两根 ##########")
|
||||
rows = []
|
||||
for slip in SLIPS:
|
||||
g = allt[(allt["delay"] == 1) & (allt["slip"] == slip)]
|
||||
rows.append(stat(g, f"次根开盘 +{slip * 1e4:.0f}bp"))
|
||||
print(pd.DataFrame([r for r in rows if r]).to_string(index=False))
|
||||
print(" 含 4bp 手续费。若加到 20~30bp 仍显著为正，说明不是靠抢那两根。")
|
||||
|
||||
print("\n########## 2. 入场整体后移：真信号应平滑衰减，未来函数会断崖 ##########")
|
||||
rows = []
|
||||
for d in DELAYS:
|
||||
g = allt[(allt["delay"] == d) & (allt["slip"] == 0.0)]
|
||||
rows.append(stat(g, f"信号后 {d} 根开盘入场"))
|
||||
print(pd.DataFrame([r for r in rows if r]).to_string(index=False))
|
||||
|
||||
print("\n########## 3. 持仓重叠：t 值是否被虚高 ##########")
|
||||
rows = []
|
||||
for (sym, ltf), g in base.groupby(["symbol", "ltf"]):
|
||||
rows.append({"品种": sym, "级别": ltf, **overlap(g)})
|
||||
print(pd.DataFrame(rows).to_string(index=False))
|
||||
print(" 单品种单级别若平均并发接近 1，说明各笔基本独立，t 值可信。")
|
||||
|
||||
print("\n########## 4. 组合层面并发（三品种三级别一起做）##########")
|
||||
print(pd.DataFrame([{"全组合": "9 条腿", **overlap(base)}]).to_string(index=False))
|
||||
|
||||
print("\n########## 5. 剥掉复利与杠杆假设，看真实量级 ##########")
|
||||
g = base.sort_values("date")
|
||||
r = g["ret"].to_numpy()
|
||||
yrs = (g["date"].max() - g["date"].min()).days / 365.25
|
||||
lev = np.clip(0.01 / np.clip(g["risk_pct"].to_numpy(), 0.002, None), 0, 20)
|
||||
for name, pnl, comp in (
|
||||
("A 1%风险+20倍上限+复利", r * lev, True),
|
||||
("B 1%风险+20倍上限+不复利", r * lev, False),
|
||||
("C 固定名义1倍+不复利", r, False),
|
||||
("D 固定名义3倍+不复利", r * 3, False),
|
||||
):
|
||||
if comp:
|
||||
eq = np.cumprod(1 + pnl)
|
||||
ann = (eq[-1] ** (1 / yrs) - 1) * 100
|
||||
dd = (1 - eq / np.maximum.accumulate(eq)).max() * 100
|
||||
else:
|
||||
eq = 1 + np.cumsum(pnl)
|
||||
ann = (eq[-1] - 1) / yrs * 100
|
||||
dd = (np.maximum.accumulate(eq) - eq).max() * 100
|
||||
sh = pnl.mean() / pnl.std(ddof=1) * np.sqrt(len(pnl) / yrs)
|
||||
print(f" {name:<26}: 年化 {ann:+8.1f}% 回撤 {dd:5.1f}% Sharpe {sh:5.2f}")
|
||||
print(f" 平均单笔杠杆 {lev.mean():.1f}x（上限20），中位 {np.median(lev):.1f}x")
|
||||
print(" 未含资金费率、未含同时持仓的保证金约束，C/D 才是可直接对照的量级。")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -0,0 +1,221 @@
|
||||
"""Step 36：Sharpe 8 的剩余嫌疑——中枢生效时刻的回退分支、多空对称性、时间样本外。
|
||||
|
||||
step35 已排除未来函数（后移入场平滑衰减）、滑点脆弱、持仓重叠虚高 t 值。
|
||||
剩下三个必须查：
|
||||
|
||||
1 build_htf_zones 里 available_ts = sure_time or end_time。
|
||||
一旦回退到 end_time 就是未来函数（笔端点早于笔确认）。统计回退比例，
|
||||
并给出「只保留 sure_time 可用」的严格口径下的结果。
|
||||
2 多空对称性。三个币六年整体上涨，若收益几乎全来自做多，那是 beta 不是 alpha。
|
||||
3 时间样本外。tol、级别对、SL/TP 都是在全样本上挑的。
|
||||
用 2019~2022 当样本内，2023~2026 当样本外，看衰减多少。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
import sys
|
||||
import warnings
|
||||
from concurrent.futures import ProcessPoolExecutor, as_completed
|
||||
from pathlib import Path
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
|
||||
warnings.filterwarnings("ignore")
|
||||
for v in ("OMP_NUM_THREADS", "OPENBLAS_NUM_THREADS", "MKL_NUM_THREADS"):
|
||||
os.environ.setdefault(v, "1")
|
||||
|
||||
HERE = Path(__file__).resolve().parent
|
||||
sys.path.insert(0, str(HERE))
|
||||
sys.path.insert(0, str(HERE.parent))
|
||||
pd.set_option("display.width", 320)
|
||||
|
||||
SL, TP, MAXB = 1.5, 3.0, 48
|
||||
FEE, SLIP = 0.0004, 0.0001
|
||||
BEST = {"5m": "30m", "15m": "1h", "30m": "2h"}
|
||||
SPLIT = pd.Timestamp("2023-01-01", tz="Asia/Shanghai")
|
||||
|
||||
|
||||
def strict_zones(chan, cdf: pd.DataFrame) -> tuple[pd.DataFrame, dict]:
|
||||
"""重算中枢表，区分 available_ts 来自 sure_time 还是回退到 end_time。"""
|
||||
zs_list = chan.cal_bi_zs_list_pure(chan.bi_list)
|
||||
ts_of = dict(zip(cdf["date"].dt.strftime("%Y-%m-%d %H:%M:%S"), cdf["timestamp"]))
|
||||
rows = []
|
||||
cnt = {"总数": 0, "用sure_time": 0, "回退end_time": 0, "两者皆无": 0}
|
||||
for zs in zs_list:
|
||||
bis = getattr(zs, "bi_list", [])
|
||||
if not bis:
|
||||
continue
|
||||
cnt["总数"] += 1
|
||||
last = bis[-1]
|
||||
s_ts = ts_of.get(str(getattr(last, "sure_time", "") or ""))
|
||||
e_ts = ts_of.get(str(getattr(last, "end_time", "") or ""))
|
||||
if s_ts is not None:
|
||||
cnt["用sure_time"] += 1
|
||||
src = "sure"
|
||||
avail = s_ts
|
||||
elif e_ts is not None:
|
||||
cnt["回退end_time"] += 1
|
||||
src = "fallback"
|
||||
avail = e_ts
|
||||
else:
|
||||
cnt["两者皆无"] += 1
|
||||
continue
|
||||
rows.append({"zg": float(zs.zg), "zd": float(zs.zd),
|
||||
"available_ts": int(avail), "src": src})
|
||||
out = pd.DataFrame(rows)
|
||||
if not out.empty:
|
||||
out = out.sort_values("available_ts").reset_index(drop=True)
|
||||
return out, cnt
|
||||
|
||||
|
||||
def run_one(task: tuple) -> dict | None:
|
||||
import warnings as _w
|
||||
_w.filterwarnings("ignore")
|
||||
sys.path.insert(0, str(HERE))
|
||||
sys.path.insert(0, str(HERE.parent))
|
||||
|
||||
from chanlun import TF_DF
|
||||
from lib.breakout import run_trades
|
||||
from lib.data import fetch_ohlcv
|
||||
from lib.fast_bsp3 import find_fast_bsp3
|
||||
from lib.fx_signal import extract_fx_signals, signals_to_frame
|
||||
from lib.nested_bsp import attach_htf_context, htf_fx_timeline
|
||||
|
||||
sym, ltf = task
|
||||
pair = f"{sym}/USDT:USDT"
|
||||
try:
|
||||
df_l = fetch_ohlcv(pair, ltf, 10**9)
|
||||
if df_l is None or len(df_l) < 3000:
|
||||
return None
|
||||
chan_l = TF_DF(df_l, 1, ltf)
|
||||
cdf = chan_l.dataframe
|
||||
zones, cnt = strict_zones(chan_l, cdf)
|
||||
if zones.empty:
|
||||
return None
|
||||
z = zones.copy()
|
||||
pg, pdn = z["zg"].shift(), z["zd"].shift()
|
||||
z["z_above"], z["z_below"] = z["zd"] > pg, z["zg"] < pdn
|
||||
z["zone_i"] = np.arange(len(z))
|
||||
|
||||
df_h = fetch_ohlcv(pair, BEST[ltf], 10**9)
|
||||
if df_h is None or len(df_h) < 300:
|
||||
return None
|
||||
chan_h = TF_DF(df_h, 1, BEST[ltf])
|
||||
s = signals_to_frame(extract_fx_signals(chan_h, chan_h.dataframe))
|
||||
tl = htf_fx_timeline(s, chan_h.dataframe)
|
||||
|
||||
out = []
|
||||
for name, zsub in (("全部中枢", z),
|
||||
("仅sure_time中枢", z[z["src"] == "sure"])):
|
||||
if zsub.empty:
|
||||
continue
|
||||
zz = zsub.reset_index(drop=True)
|
||||
zz["zone_i"] = np.arange(len(zz))
|
||||
sig = find_fast_bsp3(cdf, zz, tol=-1.0)
|
||||
if sig.empty or len(sig) < 20:
|
||||
continue
|
||||
sig = sig.merge(zz[["zone_i", "z_above", "z_below"]], on="zone_i", how="left")
|
||||
sig = attach_htf_context(sig, cdf, tl, "h1")
|
||||
entries = list(zip(sig["entry_idx"].astype(int),
|
||||
sig["direction"].astype(int)))
|
||||
tr = run_trades(cdf, entries, SL, TP, MAXB, fee=0.0, entry_delay=1)
|
||||
if tr.empty:
|
||||
continue
|
||||
m = sig.set_index("entry_idx")
|
||||
tr["mode"], tr["symbol"], tr["ltf"] = name, sym, ltf
|
||||
tr["date"] = cdf["date"].to_numpy()[tr["entry_idx"].to_numpy()]
|
||||
for c in ("h1_agree", "z_above", "z_below", "direction"):
|
||||
tr[c if c != "direction" else "dir_sig"] = tr["entry_idx"].map(m[c])
|
||||
out.append(tr)
|
||||
if not out:
|
||||
return None
|
||||
return {"task": f"{sym} {ltf}", "cnt": {"task": f"{sym} {ltf}", **cnt},
|
||||
"trades": pd.concat(out, ignore_index=True)}
|
||||
except Exception as e:
|
||||
return {"task": f"{sym} {ltf}", "error": repr(e)[:250]}
|
||||
|
||||
|
||||
def stat(g: pd.DataFrame, label: str, minn: int = 25) -> dict:
|
||||
r = g["gross"].to_numpy() - FEE - SLIP
|
||||
if len(r) < minn:
|
||||
return {}
|
||||
w, o = r[r > 0], r[r <= 0]
|
||||
sd = r.std(ddof=1)
|
||||
t10 = r[r <= np.quantile(r, 0.90)]
|
||||
return {"分组": label, "笔数": len(r),
|
||||
"胜率": f"{(r > 0).mean() * 100:.1f}%",
|
||||
"中位": f"{np.median(r) * 100:+.3f}%",
|
||||
"PF": f"{w.sum() / abs(o.sum()):.2f}" if len(o) else "inf",
|
||||
"t值": f"{r.mean() / (sd / np.sqrt(len(r))):+.2f}",
|
||||
"剔10%PF": f"{t10[t10 > 0].sum() / abs(t10[t10 <= 0].sum()):.2f}"}
|
||||
|
||||
|
||||
def main() -> None:
|
||||
tasks = [(s, l) for l in BEST for s in ("BTC", "ETH", "SOL")]
|
||||
print(f"[偏差审计] {len(tasks)} 个任务\n", flush=True)
|
||||
res = []
|
||||
with ProcessPoolExecutor(max_workers=5) as ex:
|
||||
futs = {ex.submit(run_one, t): t for t in tasks}
|
||||
for i, f in enumerate(as_completed(futs), 1):
|
||||
r = f.result()
|
||||
if r is None or "error" in (r or {}):
|
||||
print(f" [{i}] 跳过 {(r or {}).get('error', '')}", flush=True)
|
||||
continue
|
||||
res.append(r)
|
||||
print(f" [{i}/{len(tasks)}] {r['task']}", flush=True)
|
||||
if not res:
|
||||
return
|
||||
allt = pd.concat([r["trades"] for r in res], ignore_index=True)
|
||||
allt["date"] = pd.to_datetime(allt["date"])
|
||||
allt["push"] = np.where(allt["dir_sig"] == 1, allt["z_above"], allt["z_below"])
|
||||
allt["push"] = allt["push"].fillna(False).astype(bool)
|
||||
fin = allt[(allt["h1_agree"] == 1) & allt["push"]]
|
||||
allt.to_csv(HERE / "out" / "step36_bias.csv", index=False)
|
||||
|
||||
print("=" * 110)
|
||||
print("########## 1. 中枢生效时刻：有多少走了 end_time 回退分支 ##########")
|
||||
c = pd.DataFrame([r["cnt"] for r in res])
|
||||
c["级别"] = c["task"].str.split().str[1]
|
||||
g = c.groupby("级别")[["总数", "用sure_time", "回退end_time", "两者皆无"]].sum()
|
||||
g["回退占比"] = (g["回退end_time"] / g["总数"] * 100).round(1).astype(str) + "%"
|
||||
print(g.to_string())
|
||||
|
||||
print("\n########## 2. 剔掉回退中枢后结果是否站得住 ##########")
|
||||
print(pd.DataFrame([r for r in [stat(g_, m) for m, g_ in fin.groupby("mode")] if r]
|
||||
).to_string(index=False))
|
||||
|
||||
strict = fin[fin["mode"] == "仅sure_time中枢"]
|
||||
|
||||
print("\n########## 3. 多空对称性（严格口径）##########")
|
||||
rows = [stat(strict[strict["dir_sig"] == d], n)
|
||||
for d, n in ((1, "做多(三买)"), (-1, "做空(三卖)"))]
|
||||
print(pd.DataFrame([r for r in rows if r]).to_string(index=False))
|
||||
print(" 若做空也显著为正，说明不是单纯吃上涨 beta。")
|
||||
|
||||
print("\n########## 4. 时间样本外：2019~2022 挑参数，2023~2026 验证 ##########")
|
||||
rows = [stat(strict[strict["date"] < SPLIT], "样本内 2019~2022"),
|
||||
stat(strict[strict["date"] >= SPLIT], "样本外 2023~2026")]
|
||||
print(pd.DataFrame([r for r in rows if r]).to_string(index=False))
|
||||
|
||||
print("\n########## 5. 样本外分级别与分品种 ##########")
|
||||
oos = strict[strict["date"] >= SPLIT]
|
||||
rows = [stat(x, f"OOS {k}", minn=20) for k, x in oos.groupby("ltf")]
|
||||
rows += [stat(x, f"OOS {k}", minn=20) for k, x in oos.groupby("symbol")]
|
||||
print(pd.DataFrame([r for r in rows if r]).to_string(index=False))
|
||||
|
||||
print("\n########## 6. 样本外资金曲线（固定名义1倍，不复利）##########")
|
||||
for label, g_ in (("样本内", strict[strict["date"] < SPLIT]),
|
||||
("样本外", oos)):
|
||||
g_ = g_.sort_values("date")
|
||||
r = g_["gross"].to_numpy() - FEE - SLIP
|
||||
yrs = (g_["date"].max() - g_["date"].min()).days / 365.25
|
||||
eq = 1 + np.cumsum(r)
|
||||
dd = (np.maximum.accumulate(eq) - eq).max()
|
||||
print(f" {label}: n={len(r):>4} 年{len(r) / yrs:>3.0f}笔 "
|
||||
f"年化 {(eq[-1] - 1) / yrs * 100:+6.1f}% 回撤 {dd * 100:5.1f}% "
|
||||
f"Sharpe {r.mean() / r.std(ddof=1) * np.sqrt(len(r) / yrs):5.2f}")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -0,0 +1,181 @@
|
||||
"""Step 37：跨品种样本外——在完全没参与过调参的币种上原样重跑。
|
||||
|
||||
到此为止所有参数（级别对、tol、SL/TP、过滤条件）都是在 BTC/ETH/SOL 上挑的，
|
||||
即便 step36 的时间切分也仍是这三个币。本步换 8 个全新品种，
|
||||
一个参数都不动，直接套用最终配置，看结论是否还在。
|
||||
|
||||
固定配置（不做任何搜索）：
|
||||
信号 find_fast_bsp3 默认（require_touch=False, tol=-1）
|
||||
过滤 大级别分型同向 + 中枢阶梯顺向推进
|
||||
出场 1.5 ATR 止损 / 3.0 ATR 止盈 / 最多 48 根
|
||||
成交 信号次根开盘，4bp 手续费 + 1bp 滑点
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
import sys
|
||||
import warnings
|
||||
from concurrent.futures import ProcessPoolExecutor, as_completed
|
||||
from pathlib import Path
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
|
||||
warnings.filterwarnings("ignore")
|
||||
for v in ("OMP_NUM_THREADS", "OPENBLAS_NUM_THREADS", "MKL_NUM_THREADS"):
|
||||
os.environ.setdefault(v, "1")
|
||||
|
||||
HERE = Path(__file__).resolve().parent
|
||||
sys.path.insert(0, str(HERE))
|
||||
sys.path.insert(0, str(HERE.parent))
|
||||
pd.set_option("display.width", 320)
|
||||
|
||||
SL, TP, MAXB = 1.5, 3.0, 48
|
||||
FEE, SLIP = 0.0004, 0.0001
|
||||
PAIRS = [("5m", "30m"), ("15m", "1h"), ("30m", "2h")]
|
||||
IS_SYMS = ["BTC", "ETH", "SOL"]
|
||||
OOS_SYMS = ["BNB", "XRP", "DOGE", "ADA", "AVAX", "LINK", "LTC", "TRX"]
|
||||
|
||||
|
||||
def run_one(task: tuple) -> dict | None:
|
||||
import warnings as _w
|
||||
_w.filterwarnings("ignore")
|
||||
sys.path.insert(0, str(HERE))
|
||||
sys.path.insert(0, str(HERE.parent))
|
||||
|
||||
from chanlun import TF_DF
|
||||
from lib.breakout import run_trades
|
||||
from lib.data import fetch_ohlcv
|
||||
from lib.fast_bsp3 import find_fast_bsp3
|
||||
from lib.fx_signal import extract_fx_signals, signals_to_frame
|
||||
from lib.nested_bsp import attach_htf_context, htf_fx_timeline
|
||||
from lib.nested_level import build_htf_zones
|
||||
|
||||
sym, ltf, htf, group = task
|
||||
pair = f"{sym}/USDT:USDT"
|
||||
try:
|
||||
df_l = fetch_ohlcv(pair, ltf, 10**9)
|
||||
if df_l is None or len(df_l) < 3000:
|
||||
return {"task": f"{sym} {ltf}", "error": "小级别数据不足"}
|
||||
chan_l = TF_DF(df_l, 1, ltf)
|
||||
cdf = chan_l.dataframe
|
||||
zones = build_htf_zones(cdf, ltf, chan=chan_l).reset_index(drop=True)
|
||||
if zones.empty:
|
||||
return {"task": f"{sym} {ltf}", "error": "无中枢"}
|
||||
z = zones.copy()
|
||||
pg, pdn = z["zg"].shift(), z["zd"].shift()
|
||||
z["z_above"], z["z_below"] = z["zd"] > pg, z["zg"] < pdn
|
||||
z["zone_i"] = np.arange(len(z))
|
||||
|
||||
df_h = fetch_ohlcv(pair, htf, 10**9)
|
||||
if df_h is None or len(df_h) < 300:
|
||||
return {"task": f"{sym} {ltf}", "error": "大级别数据不足"}
|
||||
chan_h = TF_DF(df_h, 1, htf)
|
||||
s = signals_to_frame(extract_fx_signals(chan_h, chan_h.dataframe))
|
||||
tl = htf_fx_timeline(s, chan_h.dataframe)
|
||||
|
||||
sig = find_fast_bsp3(cdf, zones)
|
||||
if sig.empty:
|
||||
return {"task": f"{sym} {ltf}", "error": "无信号"}
|
||||
sig = sig.merge(z[["zone_i", "z_above", "z_below"]], on="zone_i", how="left")
|
||||
sig = attach_htf_context(sig, cdf, tl, "h1")
|
||||
entries = list(zip(sig["entry_idx"].astype(int), sig["direction"].astype(int)))
|
||||
tr = run_trades(cdf, entries, SL, TP, MAXB, fee=FEE,
|
||||
entry_delay=1, slippage=SLIP)
|
||||
if tr.empty:
|
||||
return {"task": f"{sym} {ltf}", "error": "无成交"}
|
||||
m = sig.set_index("entry_idx")
|
||||
tr["symbol"], tr["ltf"], tr["group"] = sym, ltf, group
|
||||
tr["date"] = cdf["date"].to_numpy()[tr["entry_idx"].to_numpy()]
|
||||
for c in ("h1_agree", "z_above", "z_below", "direction"):
|
||||
tr[c if c != "direction" else "dir_sig"] = tr["entry_idx"].map(m[c])
|
||||
return {"task": f"{sym} {ltf}", "trades": tr}
|
||||
except Exception as e:
|
||||
return {"task": f"{sym} {ltf}", "error": repr(e)[:200]}
|
||||
|
||||
|
||||
def stat(g: pd.DataFrame, label: str, minn: int = 25) -> dict:
|
||||
r = g["ret"].to_numpy()
|
||||
if len(r) < minn:
|
||||
return {}
|
||||
w, o = r[r > 0], r[r <= 0]
|
||||
sd = r.std(ddof=1)
|
||||
t10 = r[r <= np.quantile(r, 0.90)]
|
||||
yrs = max((g["date"].max() - g["date"].min()).days / 365.25, 0.25)
|
||||
return {"分组": label, "笔数": len(r), "年笔数": round(len(r) / yrs),
|
||||
"胜率": f"{(r > 0).mean() * 100:.1f}%",
|
||||
"中位": f"{np.median(r) * 100:+.3f}%",
|
||||
"PF": f"{w.sum() / abs(o.sum()):.2f}" if len(o) else "inf",
|
||||
"t值": f"{r.mean() / (sd / np.sqrt(len(r))):+.2f}",
|
||||
"剔10%PF": f"{t10[t10 > 0].sum() / abs(t10[t10 <= 0].sum()):.2f}"}
|
||||
|
||||
|
||||
def main() -> None:
|
||||
tasks = ([(s, l, h, "样本内") for s in IS_SYMS for l, h in PAIRS]
|
||||
+ [(s, l, h, "样本外") for s in OOS_SYMS for l, h in PAIRS])
|
||||
print(f"[跨品种样本外] {len(tasks)} 个任务\n", flush=True)
|
||||
res, skip = [], []
|
||||
with ProcessPoolExecutor(max_workers=5) as ex:
|
||||
futs = {ex.submit(run_one, t): t for t in tasks}
|
||||
for i, f in enumerate(as_completed(futs), 1):
|
||||
r = f.result()
|
||||
if r is None or "error" in (r or {}):
|
||||
skip.append(f"{(r or {}).get('task', '?')}: {(r or {}).get('error', '')}")
|
||||
continue
|
||||
res.append(r)
|
||||
print(f" [{i}/{len(tasks)}] {r['task']} — {len(r['trades'])} 笔", flush=True)
|
||||
if skip:
|
||||
print(f"\n 跳过 {len(skip)} 个：")
|
||||
for s in skip:
|
||||
print(f" {s}")
|
||||
if not res:
|
||||
return
|
||||
allt = pd.concat([r["trades"] for r in res], ignore_index=True)
|
||||
allt["date"] = pd.to_datetime(allt["date"])
|
||||
allt["push"] = np.where(allt["dir_sig"] == 1, allt["z_above"], allt["z_below"])
|
||||
allt["push"] = allt["push"].fillna(False).astype(bool)
|
||||
fin = allt[(allt["h1_agree"] == 1) & allt["push"]].copy()
|
||||
fin.to_csv(HERE / "out" / "step37_oos.csv", index=False)
|
||||
|
||||
print("\n" + "=" * 116)
|
||||
print("########## 1. 样本内（调参用的三个币）vs 样本外（八个全新币）##########")
|
||||
rows = [stat(g, k) for k, g in fin.groupby("group")]
|
||||
print(pd.DataFrame([r for r in rows if r]).to_string(index=False))
|
||||
print(" 参数一个没动。若样本外仍显著为正，说明不是在三个币上过拟合。")
|
||||
|
||||
print("\n########## 2. 样本外逐个品种 ##########")
|
||||
oos = fin[fin["group"] == "样本外"]
|
||||
rows = [stat(g, s, minn=20) for s, g in oos.groupby("symbol")]
|
||||
print(pd.DataFrame([r for r in rows if r]).to_string(index=False))
|
||||
|
||||
print("\n########## 3. 样本外分级别 ##########")
|
||||
rows = [stat(g, f"样本外 {k}", minn=20) for k, g in oos.groupby("ltf")]
|
||||
rows += [stat(g, f"样本内 {k}", minn=20)
|
||||
for k, g in fin[fin["group"] == "样本内"].groupby("ltf")]
|
||||
print(pd.DataFrame([r for r in rows if r]).to_string(index=False))
|
||||
|
||||
print("\n########## 4. 样本外多空 ##########")
|
||||
rows = [stat(oos[oos["dir_sig"] == d], n, minn=20)
|
||||
for d, n in ((1, "做多"), (-1, "做空"))]
|
||||
print(pd.DataFrame([r for r in rows if r]).to_string(index=False))
|
||||
|
||||
print("\n########## 5. 样本外分年 ##########")
|
||||
o = oos.copy()
|
||||
o["y"] = o["date"].dt.year
|
||||
rows = [stat(g, str(y), minn=20) for y, g in o.groupby("y")]
|
||||
print(pd.DataFrame([r for r in rows if r]).to_string(index=False))
|
||||
|
||||
print("\n########## 6. 资金曲线（固定名义1倍，不复利，已扣 5bp）##########")
|
||||
for k, g in fin.groupby("group"):
|
||||
g = g.sort_values("date")
|
||||
r = g["ret"].to_numpy()
|
||||
yrs = (g["date"].max() - g["date"].min()).days / 365.25
|
||||
eq = 1 + np.cumsum(r)
|
||||
dd = (np.maximum.accumulate(eq) - eq).max()
|
||||
print(f" {k}: n={len(r):>4} 年{len(r) / yrs:>3.0f}笔 "
|
||||
f"年化 {(eq[-1] - 1) / yrs * 100:+6.1f}% 回撤 {dd * 100:5.1f}% "
|
||||
f"Sharpe {r.mean() / r.std(ddof=1) * np.sqrt(len(r) / yrs):5.2f}")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -0,0 +1,208 @@
|
||||
"""Step 38：point-in-time 重建——回测的中枢，在当时那一刻真的存在吗。
|
||||
|
||||
incremental.py 开头写明「最后一笔 is_sure 允许收回」。而中枢生效时刻
|
||||
available_ts 取的正是笔的 sure_time，那是全量重算得出的。
|
||||
此前所有审计（后移入场、剔尾、多空、时间样本外、跨品种）都共用同一份
|
||||
全量结构，无法发现这类偏差。
|
||||
|
||||
本步对每个信号做严格的时点重建：只喂到信号那一根为止的数据，
|
||||
重跑 TF_DF -> 中枢 -> fast_bsp3，看该信号是否真的在那一刻出现。
|
||||
|
||||
召回 全量口径的信号，在时点口径下同一根也出现
|
||||
偏移 出现了但不在同一根（早/晚几根）
|
||||
消失 时点口径下完全没有
|
||||
另外在随机非信号点上做同样重建，量化时点口径的假阳性——
|
||||
那是实盘会真的下单、而回测里根本不存在的交易。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import argparse
|
||||
import os
|
||||
import sys
|
||||
import warnings
|
||||
from concurrent.futures import ProcessPoolExecutor, as_completed
|
||||
from pathlib import Path
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
|
||||
warnings.filterwarnings("ignore")
|
||||
for v in ("OMP_NUM_THREADS", "OPENBLAS_NUM_THREADS", "MKL_NUM_THREADS"):
|
||||
os.environ.setdefault(v, "1")
|
||||
|
||||
HERE = Path(__file__).resolve().parent
|
||||
sys.path.insert(0, str(HERE))
|
||||
sys.path.insert(0, str(HERE.parent))
|
||||
pd.set_option("display.width", 320)
|
||||
|
||||
BEST = {"15m": "1h", "30m": "2h"}
|
||||
WINDOW = 4000 # 时点重建时回看多少根，实盘也不会带六年历史
|
||||
TOLERANCE = 3 # 判定「同一时刻」允许的根数偏移
|
||||
|
||||
|
||||
def pit_signals(df_slice: pd.DataFrame, ltf: str) -> set[int]:
|
||||
"""只用给定切片重建，返回该切片内的信号在切片中的下标集合。"""
|
||||
from chanlun import TF_DF
|
||||
from lib.fast_bsp3 import find_fast_bsp3
|
||||
from lib.nested_level import build_htf_zones
|
||||
|
||||
chan = TF_DF(df_slice, 1, ltf)
|
||||
cdf = chan.dataframe
|
||||
zones = build_htf_zones(cdf, ltf, chan=chan)
|
||||
if zones.empty:
|
||||
return set()
|
||||
sig = find_fast_bsp3(cdf, zones.reset_index(drop=True))
|
||||
if sig.empty:
|
||||
return set()
|
||||
return set(sig["entry_idx"].astype(int).tolist())
|
||||
|
||||
|
||||
def run_one(task: tuple) -> dict | None:
|
||||
import warnings as _w
|
||||
_w.filterwarnings("ignore")
|
||||
sys.path.insert(0, str(HERE))
|
||||
sys.path.insert(0, str(HERE.parent))
|
||||
|
||||
from chanlun import TF_DF
|
||||
from lib.data import fetch_ohlcv
|
||||
from lib.fast_bsp3 import find_fast_bsp3
|
||||
from lib.fx_signal import extract_fx_signals, signals_to_frame
|
||||
from lib.nested_bsp import attach_htf_context, htf_fx_timeline
|
||||
from lib.nested_level import build_htf_zones
|
||||
|
||||
sym, ltf, n_probe = task
|
||||
pair = f"{sym}/USDT:USDT"
|
||||
try:
|
||||
df_l = fetch_ohlcv(pair, ltf, 10**9)
|
||||
if df_l is None or len(df_l) < 3000:
|
||||
return None
|
||||
chan_l = TF_DF(df_l, 1, ltf)
|
||||
cdf = chan_l.dataframe
|
||||
zones = build_htf_zones(cdf, ltf, chan=chan_l).reset_index(drop=True)
|
||||
if zones.empty:
|
||||
return None
|
||||
z = zones.copy()
|
||||
pg, pdn = z["zg"].shift(), z["zd"].shift()
|
||||
z["z_above"], z["z_below"] = z["zd"] > pg, z["zg"] < pdn
|
||||
z["zone_i"] = np.arange(len(z))
|
||||
|
||||
df_h = fetch_ohlcv(pair, BEST[ltf], 10**9)
|
||||
chan_h = TF_DF(df_h, 1, BEST[ltf])
|
||||
s = signals_to_frame(extract_fx_signals(chan_h, chan_h.dataframe))
|
||||
tl = htf_fx_timeline(s, chan_h.dataframe)
|
||||
|
||||
# 全量口径（回测用的那一份）
|
||||
full = find_fast_bsp3(cdf, zones)
|
||||
full = full.merge(z[["zone_i", "z_above", "z_below"]], on="zone_i", how="left")
|
||||
full = attach_htf_context(full, cdf, tl, "h1")
|
||||
full["push"] = np.where(full["direction"] == 1, full["z_above"], full["z_below"])
|
||||
fin = full[(full["h1_agree"] == 1) & full["push"].fillna(False).astype(bool)]
|
||||
idx_all = fin["entry_idx"].astype(int).to_numpy()
|
||||
idx_all = idx_all[idx_all >= WINDOW]
|
||||
if len(idx_all) < 20:
|
||||
return None
|
||||
|
||||
rng = np.random.default_rng(7)
|
||||
probe = (rng.choice(idx_all, size=min(n_probe, len(idx_all)), replace=False)
|
||||
if len(idx_all) > n_probe else idx_all)
|
||||
|
||||
rows = []
|
||||
for i in sorted(probe):
|
||||
sl = cdf.iloc[i - WINDOW + 1: i + 1].reset_index(drop=True)
|
||||
pit = pit_signals(sl, ltf)
|
||||
last = len(sl) - 1 # 信号那一根在切片中的位置
|
||||
hit_exact = last in pit
|
||||
near = [p - last for p in pit if abs(p - last) <= TOLERANCE]
|
||||
rows.append({"idx": int(i), "exact": hit_exact,
|
||||
"near": bool(near), "shift": min(near, key=abs) if near else np.nan})
|
||||
|
||||
# 假阳性：随机非信号点，看时点口径是否在当根给出信号
|
||||
pool = np.setdiff1d(np.arange(WINDOW, len(cdf) - 1), idx_all)
|
||||
fp_probe = rng.choice(pool, size=min(len(probe), len(pool)), replace=False)
|
||||
fp = 0
|
||||
for i in sorted(fp_probe):
|
||||
sl = cdf.iloc[i - WINDOW + 1: i + 1].reset_index(drop=True)
|
||||
if (len(sl) - 1) in pit_signals(sl, ltf):
|
||||
fp += 1
|
||||
|
||||
return {"task": f"{sym} {ltf}", "sym": sym, "ltf": ltf,
|
||||
"probe": pd.DataFrame(rows), "n_full": len(idx_all),
|
||||
"fp": fp, "n_fp": len(fp_probe)}
|
||||
except Exception as e:
|
||||
return {"task": f"{sym} {ltf}", "error": repr(e)[:250]}
|
||||
|
||||
|
||||
def main() -> None:
|
||||
ap = argparse.ArgumentParser()
|
||||
ap.add_argument("--symbols", default="BTC,ETH,SOL,BNB,ADA,LINK")
|
||||
ap.add_argument("--probe", type=int, default=120)
|
||||
ap.add_argument("--workers", type=int, default=6)
|
||||
args = ap.parse_args()
|
||||
|
||||
syms = [s.strip() for s in args.symbols.split(",")]
|
||||
tasks = [(s, l, args.probe) for l in BEST for s in syms]
|
||||
print(f"[时点重建] {len(tasks)} 个任务 × 每个抽 {args.probe} 个信号"
|
||||
f"（窗口 {WINDOW} 根）\n", flush=True)
|
||||
res = []
|
||||
with ProcessPoolExecutor(max_workers=args.workers) as ex:
|
||||
futs = {ex.submit(run_one, t): t for t in tasks}
|
||||
for i, f in enumerate(as_completed(futs), 1):
|
||||
r = f.result()
|
||||
if r is None or "error" in (r or {}):
|
||||
print(f" [{i}] 跳过 {(r or {}).get('error', '')}", flush=True)
|
||||
continue
|
||||
res.append(r)
|
||||
p = r["probe"]
|
||||
print(f" [{i}/{len(tasks)}] {r['task']} 命中 "
|
||||
f"{p['exact'].mean() * 100:.0f}% / 容差内 {p['near'].mean() * 100:.0f}%",
|
||||
flush=True)
|
||||
if not res:
|
||||
return
|
||||
|
||||
print("\n" + "=" * 104)
|
||||
print("########## 1. 全量口径的信号，在时点口径下还在吗 ##########")
|
||||
rows = []
|
||||
for r in res:
|
||||
p = r["probe"]
|
||||
rows.append({"品种": r["sym"], "级别": r["ltf"], "全量信号数": r["n_full"],
|
||||
"抽检": len(p),
|
||||
"同根命中": f"{p['exact'].mean() * 100:.1f}%",
|
||||
f"±{TOLERANCE}根内": f"{p['near'].mean() * 100:.1f}%",
|
||||
"完全消失": f"{(~p['near']).mean() * 100:.1f}%",
|
||||
"中位偏移": (f"{np.nanmedian(p['shift']):+.1f}"
|
||||
if p["near"].any() else "—")})
|
||||
d = pd.DataFrame(rows).sort_values(["级别", "品种"])
|
||||
print(d.to_string(index=False))
|
||||
|
||||
print("\n########## 2. 分级别汇总 ##########")
|
||||
for ltf in BEST:
|
||||
sub = [r for r in res if r["ltf"] == ltf]
|
||||
if not sub:
|
||||
continue
|
||||
p = pd.concat([r["probe"] for r in sub], ignore_index=True)
|
||||
print(f" {ltf}: 抽检 {len(p)} 同根命中 {p['exact'].mean() * 100:.1f}% "
|
||||
f"±{TOLERANCE}根内 {p['near'].mean() * 100:.1f}% "
|
||||
f"完全消失 {(~p['near']).mean() * 100:.1f}%")
|
||||
|
||||
print("\n########## 3. 假阳性：实盘会下、回测里没有的单 ##########")
|
||||
rows = []
|
||||
for r in res:
|
||||
rows.append({"品种": r["sym"], "级别": r["ltf"], "抽检非信号点": r["n_fp"],
|
||||
"当根却给信号": r["fp"],
|
||||
"假阳性率": f"{r['fp'] / max(r['n_fp'], 1) * 100:.1f}%"})
|
||||
print(pd.DataFrame(rows).sort_values(["级别", "品种"]).to_string(index=False))
|
||||
|
||||
p_all = pd.concat([r["probe"] for r in res], ignore_index=True)
|
||||
fp_tot = sum(r["fp"] for r in res)
|
||||
fp_n = sum(r["n_fp"] for r in res)
|
||||
print("\n########## 结论 ##########")
|
||||
print(f" 同根命中 {p_all['exact'].mean() * 100:.1f}%，"
|
||||
f"±{TOLERANCE}根内 {p_all['near'].mean() * 100:.1f}%，"
|
||||
f"完全消失 {(~p_all['near']).mean() * 100:.1f}%，"
|
||||
f"假阳性 {fp_tot / max(fp_n, 1) * 100:.1f}%")
|
||||
print(" 同根命中率若接近 100%，说明结构在当时就已确定，回测口径可信；")
|
||||
print(" 若大量消失或偏移，则回测收益里有一部分实盘永远拿不到。")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -0,0 +1,246 @@
|
||||
"""Step 39：1m 的时点重建 + 窗口扫描——实盘该带多长历史。
|
||||
|
||||
step38 只验证了 15m/30m，且窗口固定 4000 根。对 15m 那是 41 天，
|
||||
对 1m 只有 2.8 天，中枢的左边界效应完全不是一个量级。
|
||||
|
||||
1m 那条腿的毛收益 +0.0991%/笔、滑点预算只有 3.9bp，而窗口长度同时
|
||||
牵动两头：
|
||||
窗口太短 -> 中枢被截断，信号与回测口径不符（回测收益拿不到）
|
||||
窗口太长 -> 每根算得慢，下单延迟大，滑点吃掉全部预算
|
||||
|
||||
本步对同一批信号在多个窗口下重建，同时计时，找命中率饱和且耗时可接受
|
||||
的那个窗口，直接作为影子交易器的参数。
|
||||
|
||||
同根命中 全量口径的信号，在该窗口的时点重建下同一根也出现
|
||||
假阳性 随机非信号点，时点重建却在当根给出信号（实盘会下、回测没有）
|
||||
耗时 单次 TF_DF + 中枢 + 信号 的墙钟时间，即下单延迟的下限
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import argparse
|
||||
import os
|
||||
import sys
|
||||
import time
|
||||
import warnings
|
||||
from concurrent.futures import ProcessPoolExecutor, as_completed
|
||||
from pathlib import Path
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
|
||||
warnings.filterwarnings("ignore")
|
||||
for v in ("OMP_NUM_THREADS", "OPENBLAS_NUM_THREADS", "MKL_NUM_THREADS"):
|
||||
os.environ.setdefault(v, "1")
|
||||
|
||||
HERE = Path(__file__).resolve().parent
|
||||
sys.path.insert(0, str(HERE))
|
||||
sys.path.insert(0, str(HERE.parent))
|
||||
pd.set_option("display.width", 320)
|
||||
|
||||
LTF, HTF = "1m", "5m" # step23 里 1m 那条腿的配置：5m 分型同向
|
||||
WINDOWS = (2000, 4000, 8000, 16000)
|
||||
HTF_RATIO = 5 # 5m 窗口 = 1m 窗口 / 5
|
||||
HTF_MIN = 800
|
||||
TOLERANCE = 3
|
||||
MAX_ROWS = 1_200_000
|
||||
|
||||
|
||||
def _pit_once(df_slice: pd.DataFrame, ltf: str) -> tuple[set[int], float]:
|
||||
"""只用切片重建，返回信号下标集合与耗时（秒）。"""
|
||||
from chanlun import TF_DF
|
||||
from lib.fast_bsp3 import find_fast_bsp3
|
||||
from lib.nested_level import build_htf_zones
|
||||
|
||||
t0 = time.perf_counter()
|
||||
chan = TF_DF(df_slice, 1, ltf)
|
||||
cdf = chan.dataframe
|
||||
zones = build_htf_zones(cdf, ltf, chan=chan)
|
||||
idx: set[int] = set()
|
||||
if not zones.empty:
|
||||
sig = find_fast_bsp3(cdf, zones.reset_index(drop=True))
|
||||
if not sig.empty:
|
||||
idx = set(sig["entry_idx"].astype(int).tolist())
|
||||
return idx, time.perf_counter() - t0
|
||||
|
||||
|
||||
def _pit_agree(df_htf_slice: pd.DataFrame, htf: str) -> pd.DataFrame:
|
||||
"""切片重建 5m 分型时间线，用于检查同向过滤在当时是否成立。"""
|
||||
from chanlun import TF_DF
|
||||
from lib.fx_signal import extract_fx_signals, signals_to_frame
|
||||
from lib.nested_bsp import htf_fx_timeline
|
||||
|
||||
chan = TF_DF(df_htf_slice, 1, htf)
|
||||
s = signals_to_frame(extract_fx_signals(chan, chan.dataframe))
|
||||
return htf_fx_timeline(s, chan.dataframe)
|
||||
|
||||
|
||||
def run_one(task: tuple) -> dict | None:
|
||||
import warnings as _w
|
||||
_w.filterwarnings("ignore")
|
||||
sys.path.insert(0, str(HERE))
|
||||
sys.path.insert(0, str(HERE.parent))
|
||||
|
||||
from chanlun import TF_DF
|
||||
from lib.data import fetch_ohlcv
|
||||
from lib.fast_bsp3 import find_fast_bsp3
|
||||
from lib.fx_signal import extract_fx_signals, signals_to_frame
|
||||
from lib.nested_bsp import attach_htf_context, htf_fx_timeline
|
||||
from lib.nested_level import build_htf_zones
|
||||
|
||||
sym, n_probe = task
|
||||
pair = f"{sym}/USDT:USDT"
|
||||
try:
|
||||
df_l = fetch_ohlcv(pair, LTF, MAX_ROWS)
|
||||
df_h = fetch_ohlcv(pair, HTF, 10 ** 9)
|
||||
if df_l is None or len(df_l) < 50_000:
|
||||
return None
|
||||
|
||||
chan_l = TF_DF(df_l, 1, LTF)
|
||||
cdf = chan_l.dataframe
|
||||
zones = build_htf_zones(cdf, LTF, chan=chan_l).reset_index(drop=True)
|
||||
if zones.empty:
|
||||
return None
|
||||
|
||||
chan_h = TF_DF(df_h, 1, HTF)
|
||||
hdf = chan_h.dataframe
|
||||
tl = htf_fx_timeline(signals_to_frame(extract_fx_signals(chan_h, hdf)), hdf)
|
||||
|
||||
# 全量口径：与 step23 的 1m 数字同一套筛选（仅 h1_agree）
|
||||
full = attach_htf_context(find_fast_bsp3(cdf, zones), cdf, tl, "h1")
|
||||
fin = full[full["h1_agree"] == 1]
|
||||
idx_all = fin["entry_idx"].astype(int).to_numpy()
|
||||
idx_all = idx_all[idx_all >= max(WINDOWS)]
|
||||
if len(idx_all) < 20:
|
||||
return None
|
||||
|
||||
rng = np.random.default_rng(11)
|
||||
probe = (rng.choice(idx_all, size=min(n_probe, len(idx_all)), replace=False)
|
||||
if len(idx_all) > n_probe else idx_all)
|
||||
pool = np.setdiff1d(np.arange(max(WINDOWS), len(cdf) - 1), idx_all)
|
||||
fp_probe = rng.choice(pool, size=min(len(probe), len(pool)), replace=False)
|
||||
|
||||
ltf_ts = cdf["timestamp"].to_numpy()
|
||||
htf_ts = hdf["timestamp"].to_numpy()
|
||||
|
||||
rows, fps, times = [], [], []
|
||||
for w in WINDOWS:
|
||||
hw = max(w // HTF_RATIO, HTF_MIN)
|
||||
for i in sorted(probe):
|
||||
sl = cdf.iloc[i - w + 1: i + 1].reset_index(drop=True)
|
||||
pit, dt = _pit_once(sl, LTF)
|
||||
times.append({"窗口": w, "秒": dt})
|
||||
last = len(sl) - 1
|
||||
near = [p - last for p in pit if abs(p - last) <= TOLERANCE]
|
||||
# 同向过滤也做时点重建：5m 只喂到不晚于该 1m 根的部分
|
||||
h_end = int(np.searchsorted(htf_ts, ltf_ts[i], side="right"))
|
||||
agree_ok = np.nan
|
||||
if last in pit and h_end >= hw:
|
||||
hsl = hdf.iloc[h_end - hw: h_end].reset_index(drop=True)
|
||||
tl_p = _pit_agree(hsl, HTF)
|
||||
one = pd.DataFrame({"entry_idx": [last],
|
||||
"direction": [1]}) # 方向下面覆盖
|
||||
d_full = int(fin.loc[fin["entry_idx"] == i, "direction"].iloc[0])
|
||||
one["direction"] = d_full
|
||||
got = attach_htf_context(one, sl, tl_p, "h1")
|
||||
agree_ok = float(got["h1_agree"].iloc[0] == 1)
|
||||
rows.append({"窗口": w, "idx": int(i), "exact": last in pit,
|
||||
"near": bool(near),
|
||||
"shift": min(near, key=abs) if near else np.nan,
|
||||
"agree_ok": agree_ok})
|
||||
for i in sorted(fp_probe):
|
||||
sl = cdf.iloc[i - w + 1: i + 1].reset_index(drop=True)
|
||||
pit, _ = _pit_once(sl, LTF)
|
||||
fps.append({"窗口": w, "fp": (len(sl) - 1) in pit})
|
||||
|
||||
return {"task": f"{sym} {LTF}", "sym": sym, "n_full": len(idx_all),
|
||||
"probe": pd.DataFrame(rows), "fp": pd.DataFrame(fps),
|
||||
"times": pd.DataFrame(times)}
|
||||
except Exception as e:
|
||||
return {"task": f"{sym} {LTF}", "error": repr(e)[:250]}
|
||||
|
||||
|
||||
def main() -> None:
|
||||
ap = argparse.ArgumentParser()
|
||||
ap.add_argument("--symbols", default="BTC,ETH,SOL")
|
||||
ap.add_argument("--probe", type=int, default=60)
|
||||
ap.add_argument("--workers", type=int, default=3)
|
||||
args = ap.parse_args()
|
||||
|
||||
syms = [s.strip() for s in args.symbols.split(",")]
|
||||
tasks = [(s, args.probe) for s in syms]
|
||||
print(f"[1m 时点重建] {len(tasks)} 币 × 每币抽 {args.probe} 信号 × "
|
||||
f"窗口 {WINDOWS}\n", flush=True)
|
||||
|
||||
res = []
|
||||
with ProcessPoolExecutor(max_workers=args.workers) as ex:
|
||||
futs = {ex.submit(run_one, t): t for t in tasks}
|
||||
for i, f in enumerate(as_completed(futs), 1):
|
||||
r = f.result()
|
||||
if r is None or "error" in (r or {}):
|
||||
print(f" [{i}] 跳过 {(r or {}).get('error', '')}", flush=True)
|
||||
continue
|
||||
res.append(r)
|
||||
p = r["probe"]
|
||||
best = p[p["窗口"] == max(WINDOWS)]
|
||||
print(f" [{i}/{len(tasks)}] {r['task']} 全量信号 {r['n_full']}，"
|
||||
f"最大窗口同根命中 {best['exact'].mean() * 100:.0f}%", flush=True)
|
||||
if not res:
|
||||
print("无结果")
|
||||
return
|
||||
|
||||
allp = pd.concat([r["probe"] for r in res], ignore_index=True)
|
||||
allf = pd.concat([r["fp"] for r in res], ignore_index=True)
|
||||
allt = pd.concat([r["times"] for r in res], ignore_index=True)
|
||||
|
||||
print("\n" + "=" * 116)
|
||||
print("########## 1. 窗口 × 同根命中率（1m 结构在当时是否已成型）##########")
|
||||
rows = []
|
||||
for w, g in allp.groupby("窗口"):
|
||||
f = allf[allf["窗口"] == w]
|
||||
t = allt[allt["窗口"] == w]["秒"]
|
||||
ag = g["agree_ok"].dropna()
|
||||
rows.append({
|
||||
"窗口(根)": w, "覆盖天数": f"{w / 1440:.1f}",
|
||||
"抽检": len(g),
|
||||
"同根命中": f"{g['exact'].mean() * 100:.1f}%",
|
||||
f"±{TOLERANCE}根内": f"{g['near'].mean() * 100:.1f}%",
|
||||
"完全消失": f"{(~g['near']).mean() * 100:.1f}%",
|
||||
"同向过滤也成立": f"{ag.mean() * 100:.1f}%" if len(ag) else "—",
|
||||
"假阳性": f"{f['fp'].mean() * 100:.1f}%",
|
||||
"耗时中位": f"{t.median():.2f}s",
|
||||
"耗时P95": f"{t.quantile(0.95):.2f}s",
|
||||
})
|
||||
tb = pd.DataFrame(rows)
|
||||
print(tb.to_string(index=False))
|
||||
print(" 同根命中率随窗口饱和的位置 = 实盘至少要带的历史长度。")
|
||||
print(" 耗时是下单延迟的下限，1m 上每 100ms 都在吃那 3.9bp 预算。")
|
||||
|
||||
print("\n########## 2. 分币种（最大窗口口径）##########")
|
||||
rows = []
|
||||
for r in res:
|
||||
p = r["probe"]
|
||||
p = p[p["窗口"] == max(WINDOWS)]
|
||||
rows.append({"品种": r["sym"], "全量信号": r["n_full"], "抽检": len(p),
|
||||
"同根命中": f"{p['exact'].mean() * 100:.1f}%",
|
||||
"完全消失": f"{(~p['near']).mean() * 100:.1f}%"})
|
||||
print(pd.DataFrame(rows).to_string(index=False))
|
||||
|
||||
print("\n########## 3. 偏移分布（没命中同一根的，偏了几根）##########")
|
||||
for w, g in allp.groupby("窗口"):
|
||||
sh = g["shift"].dropna()
|
||||
nz = sh[sh != 0]
|
||||
print(f" 窗口 {w}: 有偏移 {len(nz)}/{len(g)} 笔"
|
||||
+ (f"，中位 {nz.median():+.0f} 根，范围 [{nz.min():+.0f}, {nz.max():+.0f}]"
|
||||
if len(nz) else ""))
|
||||
|
||||
tb.to_csv(HERE / "out" / "step39_pit_1m.csv", index=False)
|
||||
print("\n########## 结论 ##########")
|
||||
top = allp[allp["窗口"] == max(WINDOWS)]
|
||||
print(f" 最大窗口 {max(WINDOWS)} 根下：同根命中 {top['exact'].mean() * 100:.1f}%，"
|
||||
f"完全消失 {(~top['near']).mean() * 100:.1f}%")
|
||||
print(" 命中率若在某个窗口就饱和，用它跑影子交易器；")
|
||||
print(" 若到最大窗口仍未饱和，说明 1m 回测口径本身就拿不到，比滑点更要紧。")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
Reference in New Issue
Block a user