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refactor: 精简仓库为 chanlun 核心与 web 分析，移除威科夫与遗留模块

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删除根目录旧 Chan 模块、策略、配置、文档及 wyckoff 相关代码；更新缠论 pipeline 与笔中枢计算；补充 research 研究与 web 测试。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
jackyu66git
2026-08-27 01:05:12 +08:00
co-authored by Cursor
parent 5c10e35b76
commit 7f393b93ed
360 changed files with 140008 additions and 41167 deletions
Download Patch File Download Diff File Expand all files Collapse all files
research/out/step19_level_pairs.csv
+162
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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 entry_idx exit_idx direction entry exit ret reason bars_held symbol pair date h1_agree depth
2 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
3 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
4 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
5 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
6 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
7 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
8 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
9 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
10 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
11 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
12 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
13 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
14 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
15 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
16 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
17 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
18 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
19 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
20 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
21 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
22 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
23 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
24 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
25 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
26 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
27 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
28 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
29 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
30 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
31 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
32 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
33 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
34 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
35 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
36 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
37 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
38 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
39 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
40 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
41 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
42 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
43 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
44 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
45 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
46 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
47 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
48 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
49 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
50 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
51 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
52 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
53 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
54 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
55 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
56 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
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