jackyu66gitandCursor
7f393b93ed
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>
47 KiB
47 KiB
| 1 | bsp_type | direction | side | entry_idx | ret_1 | ret_3 | ret_5 | ret_10 | ret_20 | ret_40 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2 | B1 | 1 | LONG | 3115 | 0.0025536441495275833 | 0.013330535111806015 | 0.006372896127240093 | 0.005203410412588198 | -0.024459873823705566 | -0.028293544118448054 |
| 3 | B1 | 1 | LONG | 3163 | -0.0020748483544391267 | -0.003815888298542605 | -0.0026344683364723323 | -0.0015495910028816234 | 0.004630773535538323 | 0.025969967060964192 |
| 4 | B1 | 1 | LONG | 3247 | -0.0006628333874969732 | 0.00781242458661396 | 0.025382335811986942 | 0.04580307413115735 | 0.060966192279599735 | 0.04923468484846528 |
| 5 | S1 | -1 | SHORT | 3287 | -0.003991247774760578 | -0.002051590289139343 | -0.0031433184549593133 | -0.016964719700326886 | -0.027443470100908234 | -0.02397661984399936 |
| 6 | B3 | 1 | LONG | 3303 | -0.004041983028137562 | -0.005721304153640062 | -0.004688104808694271 | -0.0033720410897722197 | -0.00026202173589408696 | 0.0018609498287926157 |
| 7 | S1 | -1 | SHORT | 3407 | 0.0005030725906671185 | 0.0018070709489118085 | 0.007427802670132553 | 0.0019738117225889568 | 0.007137075167310869 | 0.029440435065157203 |
| 8 | B3 | 1 | LONG | 3443 | -0.007974921271931307 | -0.031732588778840096 | -0.03085711837416728 | -0.028569184298659577 | -0.040393033369275744 | -0.017809324545305236 |
| 9 | S2 | -1 | SHORT | 3455 | 0.0018926498421320782 | -2.500003676493115e-05 | 0.0038602997945585216 | 0.008854424785918675 | -0.016580906736627557 | -0.013958844057123786 |
| 10 | B1 | 1 | LONG | 3495 | 9.427244155471209e-05 | 0.003982648069372787 | 0.002480090385516272 | 0.0033575492646024385 | 0.003063129177900757 | -0.0041769943335010894 |
| 11 | S1 | -1 | SHORT | 3559 | -0.006823015122873346 | -0.013222176275992481 | -0.007692875708884602 | -0.001482750472589706 | -0.01698517249527419 | 0.0003736413043478691 |
| 12 | S2 | -1 | SHORT | 3607 | -0.001412141160883542 | -0.005144334134778807 | -0.008202248187875356 | -0.02570984121914356 | -0.01399128760657595 | 0.0007378622400848279 |
| 13 | B2 | 1 | LONG | 3719 | 0.0027552090444059475 | 0.004714501084945344 | 0.003570007291064567 | -0.0014364268555177408 | 0.02334883531780045 | 0.04028531010262699 |
| 14 | B1 | 1 | LONG | 3719 | 0.0027552090444059475 | 0.004714501084945344 | 0.003570007291064567 | -0.0014364268555177408 | 0.02334883531780045 | 0.04028531010262699 |
| 15 | S1 | -1 | SHORT | 3819 | 0.0016010458630531547 | 0.0013246062895762123 | -0.0002721202051411163 | -0.0001770941017583912 | 0.0015564123902521332 | -0.004146593602151621 |
| 16 | S3 | -1 | SHORT | 3847 | -0.0007658812177367968 | -0.0007197264174212554 | -0.005809735489724109 | -0.005090009072303063 | -0.004404898755118621 | -0.003271221472367019 |
| 17 | S2 | -1 | SHORT | 3919 | 0.0007398138456382738 | -0.008132021930513838 | -0.028031383526021164 | -0.03490913188256687 | -0.00032172265431585224 | 0.009822177810328929 |
| 18 | B1 | 1 | LONG | 3995 | 0.00041927329983173134 | -0.0013950640372097512 | -0.0019500732974186477 | -0.002871569650645714 | -0.0008415629543384669 | -0.0015866025590752625 |
| 19 | S3 | -1 | SHORT | 4007 | 0.0008517874699645871 | 0.00123388362227148 | 0.0009620365573891369 | -0.0026973269882215587 | -0.004965739718517511 | 0.013166459509134752 |
| 20 | B2 | 1 | LONG | 4019 | 0.001588653165120726 | 0.0004528263283157241 | 0.0015194504704278834 | 0.0005897273112949577 | -0.004875781163026374 | -0.014991409839419552 |
| 21 | S3 | -1 | SHORT | 4099 | 1.2335913081201307e-05 | 0.0007463227414099865 | -0.0032859788469930215 | -0.00981938681260045 | 0.0008773918178972735 | 0.01705131585642852 |
| 22 | B1 | 1 | LONG | 4163 | 0.0003984745894621923 | 0.00032064752120785343 | 0.0007844968480037583 | 0.0008576542921627916 | 0.002256984979375827 | -0.021867849638104155 |
| 23 | S3 | -1 | SHORT | 4175 | -0.003365504358654998 | -0.0037359900373599006 | -0.0017683686176836635 | -0.002302303860523061 | 0.001732565379825699 | 0.05318804483188049 |
| 24 | B1 | 1 | LONG | 4327 | -0.0012547133651544446 | -0.00097461416745018 | 1.6380070040941134e-06 | -0.0002457010506176924 | -0.0024832186182429067 | 0.028111476204672203 |
| 25 | S1 | -1 | SHORT | 4383 | 0.00023289010280441453 | -0.008239873637315626 | -0.002455643941134254 | 0.0032525400071927064 | 0.004698993502841395 | 0.03580487294815106 |
| 26 | B3 | 1 | LONG | 4391 | 0.0004627597656622481 | 0.0015934202240330446 | 0.0021452334153897273 | -0.0036861757278526617 | -0.014941892639734344 | -0.04305574108352575 |
| 27 | S3 | -1 | SHORT | 4475 | 0.007603829141941227 | -0.004899123495056647 | -0.01742010750303375 | -0.018622799947348317 | -0.02005449080309918 | -0.044807956883385715 |
| 28 | B1 | 1 | LONG | 4551 | 0.0009508977910464898 | 0.009471300828178047 | 0.009064029510126111 | 0.0143119088286374 | 0.02996763359216883 | 0.05761543540353941 |
| 29 | B1 | 1 | LONG | 4571 | -0.0013935558493635804 | -0.006389453569331941 | 0.004459378717963458 | 0.00654622860238547 | 0.02684336954836597 | 0.002323754378813796 |
| 30 | S1 | -1 | SHORT | 4603 | -0.0002963009441542438 | -0.005471109786471621 | -0.004076752402216357 | -0.010335674110792153 | -0.00015163636553783616 | 0.0032296802912811814 |
| 31 | S1 | -1 | SHORT | 4627 | -0.0030285225099251564 | 0.000693927437507225 | 0.0036091200895480235 | 0.0061215558620304625 | -0.014544579607251095 | -0.020211072501469005 |
| 32 | S1 | -1 | SHORT | 4739 | 8.945414141294174e-05 | -0.0013575058302129008 | -0.011767143023047712 | -0.011687105107046743 | -0.023641003267430124 | -0.017388629593940972 |
| 33 | B3 | 1 | LONG | 4743 | -0.005618974024391606 | -0.0011521750195500249 | -0.0032020285683878116 | 0.012323799740567708 | -0.0020652775785507498 | -0.002916684018700071 |
| 34 | S1 | -1 | SHORT | 4831 | 0.0008417723516864758 | 0.000475000112737456 | 0.0012295888994277887 | -0.012664164398140283 | -0.009312106640531639 | -0.024226508914519475 |
| 35 | B3 | 1 | LONG | 4847 | -0.0010298737920222162 | 0.00219388454682568 | -0.001268339503633708 | -0.0022579722068213114 | 0.0044086348434172785 | -0.0007645806878543884 |
| 36 | S1 | -1 | SHORT | 4887 | 0.0003639384705337923 | -0.005553044777855879 | -0.015746305055015817 | -0.005011611725381576 | 0.006015425621566679 | 0.014845408185334218 |
| 37 | S1 | -1 | SHORT | 4899 | 0.007744971996209856 | 0.013956667897439504 | 0.008569441540512576 | 0.020245472461086118 | 0.022552800898019473 | 0.026773017306446135 |
| 38 | S2 | -1 | SHORT | 4935 | -0.0031970034328107784 | 0.0063849373523368995 | 0.0019302947440658492 | 0.025512540869494175 | 0.03133667998373532 | -0.010854695816082451 |
| 39 | S3 | -1 | SHORT | 5119 | -0.00271861692696743 | -0.004000161748375472 | -0.008686198819858968 | 0.017030237614584727 | -0.004707810891264609 | 0.043760711941696 |
| 40 | S3 | -1 | SHORT | 5279 | -0.003043396989995029 | -0.04048970199390592 | -0.029796979832277457 | -0.040173929139845584 | -0.07778537971685695 | -0.08499552655123414 |
| 41 | B1 | 1 | LONG | 5419 | -0.004087702184987852 | -0.003859054054720902 | -0.0006727847861811232 | 0.00013817584850665555 | -0.022950350456720482 | -0.034214972011165926 |
| 42 | S1 | -1 | SHORT | 5623 | 0.0009073606143143588 | -0.006095560003937912 | 0.0015587569323663572 | 0.013311784202408737 | 0.00624979490040366 | -0.0504364519410626 |
| 43 | S1 | -1 | SHORT | 5643 | -0.0019499678857955909 | -0.009881928701512917 | -0.012082866205124781 | -0.008704683060046204 | -0.05704275234417186 | -0.05952107732010682 |
| 44 | B3 | 1 | LONG | 5651 | 0.006669389987185044 | 0.00397626757941831 | 0.016270741984048858 | 0.059955328758594134 | 0.05862441566656025 | 0.05525924803410305 |
| 45 | S3 | -1 | SHORT | 5827 | -0.005929766610249539 | -0.009030153348980195 | -0.009217642376610964 | -0.008772782047414345 | -0.0053451417331826356 | 0.007876243606198022 |
| 46 | B1 | 1 | LONG | 5835 | 0.0019223005444265215 | -0.0012162182706389707 | -0.004270277483576879 | -0.0046250078125132455 | -0.004358115469789645 | -0.012146979978006695 |
| 47 | B1 | 1 | LONG | 5895 | -0.0032696383400561105 | -0.0007486155739386565 | 0.007761331783687676 | 0.014389485198605344 | 0.009068845286114695 | -0.030611198468585493 |
| 48 | B2 | 1 | LONG | 5911 | -0.005450421476691831 | -0.000451944886421292 | 0.00045702291885304174 | -0.023817664782152383 | -0.04138765699583599 | -0.019181421172009838 |
| 49 | B1 | 1 | LONG | 5947 | -0.0001637089908977801 | 0.001344136977897563 | -0.0008840285508480627 | -0.014902687929305337 | -0.03589190381493651 | -0.035459367428459246 |
| 50 | S3 | -1 | SHORT | 5963 | 0.00047824007651838657 | 0.00242120068259501 | 0.006333592747692208 | 0.009630096300962959 | 0.01587898231923488 | 0.05076933122272402 |
| 51 | B3 | 1 | LONG | 6199 | -0.0020725715843289715 | -0.003480324697341415 | -0.001394456743586188 | -0.00626425204597887 | -0.026930134226849405 | -0.032905190237805616 |
| 52 | S1 | -1 | SHORT | 6267 | 0.0014283352620268054 | 0.0010315754670193662 | 0.0052554141180360635 | 0.01666887088775009 | -0.02058687386344855 | -0.04528682426847415 |
| 53 | S1 | -1 | SHORT | 6315 | -0.0013291841445750156 | -0.000613590319396493 | 0.0070539347460034235 | 0.01414710160961532 | 0.008593403040959992 | 0.008616942311525076 |
| 54 | B3 | 1 | LONG | 6327 | -0.0043425084204422445 | -0.0044771721255635845 | -0.005334267001688795 | -0.0048019492967385806 | -0.000985421465711406 | -0.0033412441658929185 |
| 55 | S2 | -1 | SHORT | 6335 | 0.0004938607724171967 | 0.004568212144859472 | 0.005456211802955837 | 0.0013090476243238633 | 2.3743306366213594e-05 | 0.008729622307311198 |
| 56 | B3 | 1 | LONG | 6511 | -0.0027830977352182066 | -0.0009028727770176954 | -0.004280285757713916 | -0.002842377260981912 | -0.00012767897856808298 | -0.003372853017175774 |
| 57 | B3 | 1 | LONG | 6543 | 0.00032105903834458034 | 0.0005447352404139214 | 0.0009494826536821999 | -0.014945222154595207 | -0.02930006086427265 | -0.025912964090079125 |
| 58 | S3 | -1 | SHORT | 6603 | 0.003969668492174082 | 0.0007307430571307972 | -0.0008960108882336257 | 0.006437344048737854 | 0.01774846884215304 | 0.011665964548429955 |
| 59 | B1 | 1 | LONG | 6679 | 0.0013845236368325428 | 0.002303241300388464 | 0.003757071708331295 | -0.0009364473026771521 | -0.003072062924101003 | 0.012028754251083972 |
| 60 | B3 | 1 | LONG | 6687 | -0.0033203822865733416 | -0.004907341537451296 | -0.006956225032753235 | -0.001253794377722077 | -0.0010349034465665173 | 0.022186849161615542 |
| 61 | B2 | 1 | LONG | 6719 | 0.013674304379886358 | 0.013051586814950954 | 0.010329785488928822 | 0.0063147701917364895 | 0.008920309670596718 | -0.008431372861299639 |
| 62 | B1 | 1 | LONG | 6719 | 0.013674304379886358 | 0.013051586814950954 | 0.010329785488928822 | 0.0063147701917364895 | 0.008920309670596718 | -0.008431372861299639 |
| 63 | S1 | -1 | SHORT | 6735 | -0.002703552342030808 | 0.012650110028293035 | 0.009809808236403624 | 0.01596667714555176 | 0.016100282929896306 | 0.02164413706381641 |
| 64 | B2 | 1 | LONG | 6735 | 0.002703552342030808 | -0.012650110028293035 | -0.009809808236403624 | -0.01596667714555176 | -0.016100282929896306 | -0.02164413706381641 |
| 65 | S3 | -1 | SHORT | 6815 | 0.002209204354719887 | -0.0037715695965714452 | -0.006353950362561712 | -0.012507214743951322 | -0.045597181771742164 | -0.04696383671790527 |
| 66 | S2 | -1 | SHORT | 6827 | -0.003433104350670616 | -0.009452077199869176 | -0.017813215570821044 | -0.027438665358194284 | -0.026072947333987545 | -0.025289499509322817 |
| 67 | B3 | 1 | LONG | 6855 | -0.0015952525790181413 | -0.003451892124806755 | -0.0018788178338783777 | -0.004416647656705493 | -0.009446366562745591 | 0.023363242338985558 |
| 68 | B3 | 1 | LONG | 6935 | -0.0027653440049162973 | 0.0030532142276501147 | -0.0012007022243568039 | 0.005292039120519006 | 0.009669754683857168 | 0.0077232746803967585 |
| 69 | B3 | 1 | LONG | 7303 | -0.001937368989392151 | 0.003093162178359464 | -0.004304190406226053 | -0.022222437025151313 | -0.04170383524492605 | -0.040353338543838706 |
| 70 | B1 | 1 | LONG | 7427 | 0.0007879235452490776 | 0.016850224747195833 | 0.0200208174634097 | 0.0051912822510773015 | 0.06756226340487641 | 0.09121450709712685 |
| 71 | B3 | 1 | LONG | 7475 | 0.003218908513190727 | 0.000851867354758109 | 0.015187845444248314 | 0.0145339001750541 | 0.01864345807328207 | 0.02076978318170459 |
| 72 | B3 | 1 | LONG | 7487 | 0.0019364772196986627 | -0.0018297007358348257 | -0.0003493304718993296 | 0.0014012765721848962 | 0.013643661827011551 | 0.005883252438063087 |
| 73 | B2 | 1 | LONG | 7495 | -0.0045607908521615075 | 0.0010883407070931743 | -0.0012091215817043996 | 0.002875109949980964 | 0.002087408593821796 | 0.0066180042273306875 |
| 74 | S1 | -1 | SHORT | 7519 | -0.0002103917860956619 | 0.0009474164280701846 | 0.0033244515765661997 | 0.00409283896926316 | -0.008887419485938457 | -0.05078282732584207 |
| 75 | B3 | 1 | LONG | 7631 | -0.0028944856564244096 | -0.0029641656703162035 | -0.0026998240303141886 | 0.005875241806238651 | -0.01007152708727594 | -0.021323190282845652 |
| 76 | S1 | -1 | SHORT | 7711 | -0.004953642384105992 | -0.005892935982339892 | -0.005941501103752791 | -0.00047240618101548464 | -0.0014194260485651856 | 0.0010220750551877022 |
| 77 | S1 | -1 | SHORT | 7731 | 0.0024810258286803257 | -0.01635647414376503 | -0.012798610361010718 | 0.01295071234428835 | 0.0024380404855801987 | -0.02802644370132448 |
| 78 | B1 | 1 | LONG | 7755 | 0.0011836078509375738 | 0.005853558309899856 | 0.0038273265872422993 | -0.0035508235528125625 | 0.009136622007237166 | 0.027322434232168562 |
| 79 | B2 | 1 | LONG | 7783 | 0.003837099355349952 | 0.004888182423220257 | 0.007606352160212503 | 0.011275450533403118 | 0.031592800080984994 | 0.05934096230101034 |
| 80 | B3 | 1 | LONG | 7851 | -0.0009260141070246247 | 0.00047921736610776573 | -0.0020961960475206196 | -0.0011620767841983052 | -0.009899435273235009 | -0.023361086739356437 |
| 81 | B1 | 1 | LONG | 7999 | 0.003834248439234203 | 0.012882196922986859 | 0.013571922725629135 | 0.013981578050834973 | 0.010637452947114844 | 0.008202511855968623 |
| 82 | B1 | 1 | LONG | 8143 | 0.005427594115283556 | 0.0009375113034143807 | 0.006491214864099965 | -0.009242160440542414 | -0.04388804218507596 | -0.024338145369974862 |
| 83 | S1 | -1 | SHORT | 8195 | 0.0017489393981961578 | 0.0013224911800473243 | -0.0003973493985575597 | -0.0027051868144218347 | -0.0008137635409852441 | 0.004820369976439932 |
| 84 | B3 | 1 | LONG | 8211 | -0.0017630581809199995 | -0.0025140829647377783 | -0.009622317536478676 | 0.0048331594942633395 | 0.012033397102104399 | -0.028699947098254186 |
| 85 | S2 | -1 | SHORT | 8219 | -0.00231366152976336 | -0.00047315781717860694 | -0.0014465396826033594 | -0.003513597773752372 | 0.0011848994489515553 | 0.028041617838851698 |
| 86 | B1 | 1 | LONG | 8295 | 0.0021504154845858946 | 0.00017637791509343635 | 0.008931498604422232 | 0.0013273185474829985 | -0.00012854661608500997 | -0.0025181185957128915 |
| 87 | B2 | 1 | LONG | 8295 | 0.0021504154845858946 | 0.00017637791509343635 | 0.008931498604422232 | 0.0013273185474829985 | -0.00012854661608500997 | -0.0025181185957128915 |
| 88 | B1 | 1 | LONG | 8299 | 0.0015322358080243474 | 0.0009298267653601941 | -0.0033958460483846523 | -0.0050062268717957405 | 0.006736298161811619 | -0.007545445283157008 |
| 89 | B2 | 1 | LONG | 8335 | 0.0014825174825174243 | 0.0033636363636363347 | 0.0017792207792208374 | 0.016024975024975085 | 0.019387612387612357 | 0.012797202797202797 |
| 90 | S1 | -1 | SHORT | 8367 | -0.0002992070030187303 | 0.007212463546449313 | 0.008585469366222368 | -0.004640661247476672 | -0.010050993140876418 | -0.032952139674553335 |
| 91 | B3 | 1 | LONG | 8431 | 0.00539874887623614 | 0.003727150134851663 | 0.002839376685645762 | 0.006316489361702127 | -0.019358705424033534 | -0.06183416991309554 |
| 92 | B1 | 1 | LONG | 8583 | 0.007856885395032634 | -0.00547428811726544 | -0.00043232179330944916 | 0.009513224970391731 | 0.012351744734899785 | 0.051836777604229146 |
| 93 | S3 | -1 | SHORT | 8591 | 0.003534641702447082 | 0.009799591191753056 | 0.004861845371812172 | 0.008687438792086596 | -0.028435259553178216 | -0.03828966773524655 |
| 94 | B1 | 1 | LONG | 8767 | 0.01168287732332389 | 0.013613504044404319 | 0.01822675383216463 | 0.013609194609759113 | 0.010670160181685701 | 0.018975518101780102 |
| 95 | S3 | -1 | SHORT | 8799 | 0.0035991988128362424 | 0.0009352832700806628 | -0.003785619940281779 | -0.0046266334356884495 | -0.024420108484385642 | -0.019755343454447107 |
| 96 | B1 | 1 | LONG | 8803 | 0.0016403821498518379 | 0.001675261409481451 | 0.005285793254773874 | 0.010224907807775054 | 0.019198390057931218 | 0.022178981335368247 |
| 97 | B2 | 1 | LONG | 8843 | -0.0009833472063530415 | 0.002687402091810033 | 0.011496166393514695 | 0.01563635799628786 | 0.015858670981951258 | 0.014989065303147081 |
| 98 | S1 | -1 | SHORT | 8863 | 0.0038088762491831282 | 0.005132109580005711 | 0.004163095633126434 | 0.002663770482125124 | 0.0008560301778628282 | -0.0009771569212228305 |
| 99 | B3 | 1 | LONG | 8879 | 5.1949004412668846e-05 | 0.00022714956831398905 | 0.0014912420090208809 | -0.005634939066873618 | -0.0012549249693398718 | 0.04004453353868472 |
| 100 | S2 | -1 | SHORT | 8895 | -9.286984138638618e-05 | 0.0011695476728451218 | -0.002636074728585218 | -0.0076449228772096514 | -0.012580291590890968 | -0.0373796008842025 |
| 101 | S3 | -1 | SHORT | 9031 | 0.0018458703560015064 | -0.002476374663916821 | -0.0031291695281726404 | 0.0009967063049370263 | -0.003987886674811534 | -0.0030739738648533255 |
| 102 | B3 | 1 | LONG | 9167 | 0.0015009395881822021 | 0.011211018097329016 | 0.014884317582806839 | 0.018643670938007312 | 0.05837154058440584 | 0.04582568687998699 |
| 103 | S1 | -1 | SHORT | 9263 | 0.010363079426803229 | -0.0029174278907278836 | -0.0008763041870908585 | -0.004246554442353631 | -0.04638055074153318 | -0.018488453518713338 |
| 104 | S1 | -1 | SHORT | 9363 | 0.005178124634464342 | 0.008452373140701281 | 0.008086243116042186 | 0.004710238992562219 | 0.004297510601128386 | 0.0009871245859638907 |
| 105 | B1 | 1 | LONG | 9427 | 0.01694454367030447 | 0.01931258554049564 | 0.02159433435948487 | 0.033198742930993716 | 0.030806619279071846 | 0.029442988388567605 |
| 106 | S2 | -1 | SHORT | 9427 | -0.01694454367030447 | -0.01931258554049564 | -0.02159433435948487 | -0.033198742930993716 | -0.030806619279071846 | -0.029442988388567605 |
| 107 | B2 | 1 | LONG | 9511 | -0.0016321028877660448 | 0.0008534938042493639 | 0.0048502257582317704 | 0.003636709258151522 | -0.01878070393557621 | -0.03414455247258787 |
| 108 | S3 | -1 | SHORT | 9671 | 0.0005615701584520105 | -0.010558969529120223 | -0.008992375286354095 | -0.007508669627861309 | -0.0033673487361045055 | 0.007429925472801725 |
| 109 | S1 | -1 | SHORT | 9707 | 0.0005891285996955039 | 0.00012282186354077644 | -9.055510278001135e-05 | -0.004426791403718467 | -0.009845525485016191 | -0.007243367359152926 |
| 110 | B1 | 1 | LONG | 9719 | 0.0011222681017593434 | 0.0028720521014522975 | 0.008039464008073753 | 0.004883214623920937 | -0.004154051522685478 | 0.00804672452259527 |
| 111 | B1 | 1 | LONG | 9803 | -0.0011461300154898407 | -0.004991547161012009 | 0.009180491014174211 | 0.016110361598294504 | -0.0004569946201634998 | 0.010748221989040458 |
| 112 | B1 | 1 | LONG | 9843 | -0.0039085472048480405 | -0.0031752440138461276 | -0.002748857046044583 | -0.0036479773911914748 | 0.0036067805827083776 | 0.004140279252566304 |
| 113 | B1 | 1 | LONG | 9875 | 0.00140105401898558 | -5.4320309441160434e-05 | -0.0007686836241690531 | 0.0006887405272555908 | -0.003710179625989296 | -0.014327237843012198 |
| 114 | B2 | 1 | LONG | 9875 | 0.00140105401898558 | -5.4320309441160434e-05 | -0.0007686836241690531 | 0.0006887405272555908 | -0.003710179625989296 | -0.014327237843012198 |
| 115 | S1 | -1 | SHORT | 9875 | -0.00140105401898558 | 5.4320309441160434e-05 | 0.0007686836241690531 | -0.0006887405272555908 | 0.003710179625989296 | 0.014327237843012198 |
| 116 | S2 | -1 | SHORT | 9963 | 0.005133157942597746 | 0.0009898392530320922 | 0.0008602298893826194 | -0.006013247331249009 | -0.009677847564754972 | -0.028199443724973048 |
| 117 | B1 | 1 | LONG | 10067 | -0.0038796930805720447 | -0.005454679834236027 | -0.007117108020357168 | -0.0036808679186753645 | -0.0023952706676674458 | -0.04100378600583151 |
| 118 | S3 | -1 | SHORT | 10147 | -0.006109838725069152 | -0.006665712377135258 | -0.010235948086649559 | -0.023863202595667526 | -0.01957486401374177 | 0.040052724496612235 |
| 119 | B1 | 1 | LONG | 10199 | -0.005723633326848525 | 0.010532671566650305 | 0.021713033039302606 | 0.012281197063805621 | 0.013423551238677184 | 0.03666090942305776 |
| 120 | B1 | 1 | LONG | 10231 | -0.005775518207152783 | -0.002800743461644598 | -0.0028807978522217806 | 0.09105896876022435 | 0.07504925085333347 | 1.5082711268211335e-05 |
| 121 | B2 | 1 | LONG | 10259 | 0.003076591154261026 | -0.037339805825242656 | -0.027902912621359285 | -0.07955987055016178 | -0.10291909385113275 | -0.06349946062567416 |
| 122 | S1 | -1 | SHORT | 10371 | -0.006035165346995842 | -0.006454354913833289 | -0.0017175128085700978 | -0.00461457848160227 | -0.003547973917093585 | 0.03813577084303686 |
| 123 | B1 | 1 | LONG | 10423 | -0.01176140286056 | -0.0004630664968351753 | 0.011308059544760593 | -0.04687910196699959 | -0.03392174783902301 | 0.0075160189407565865 |
| 124 | S3 | -1 | SHORT | 10439 | 0.011927278096115785 | -0.009508984596743084 | -0.014657404178301942 | -0.03630113099768596 | -0.05717736782753243 | -0.03971474318995826 |
| 125 | S1 | -1 | SHORT | 10547 | -0.00045565512023112195 | -0.000636489528260135 | -0.0031110656381313144 | -0.003416818551706709 | -0.0022271184988840267 | 0.004922978818580294 |
| 126 | S1 | -1 | SHORT | 10575 | -0.0037812199807876344 | -0.004573727185398585 | 0.0012187800192122959 | 0.0009642170989433587 | -0.0023414985590778097 | 0.0018635926993275348 |
| 127 | S2 | -1 | SHORT | 10591 | 0.00030050811012713853 | 0.002699784017278618 | 0.0061789735313413354 | -0.007653977482244914 | 0.004999688716698569 | 0.010285518621924776 |
| 128 | S1 | -1 | SHORT | 10783 | -0.0031317849553958578 | -0.007885015114971031 | -0.0074024008036628446 | -0.01713685877108124 | -0.00828892973043053 | -0.005432593710505585 |
| 129 | B3 | 1 | LONG | 10791 | 0.0002792882140373676 | 0.0005528766686045849 | 0.0009290607936345086 | 0.0008093658447613511 | 0.0021875676846436418 | -0.004101546914720232 |
| 130 | S2 | -1 | SHORT | 10823 | -0.0042037990740591185 | -0.007553485630880623 | -0.007005564393407348 | -0.0057036759068902244 | -0.0017496644557967993 | 0.032952397615851926 |
| 131 | B2 | 1 | LONG | 10843 | 0.0027853808870472226 | 0.003161131526512727 | 0.0032358220205960905 | -0.011703425880600925 | -0.03464145115586409 | -0.0548193754036159 |
| 132 | B1 | 1 | LONG | 10843 | 0.0027853808870472226 | 0.003161131526512727 | 0.0032358220205960905 | -0.011703425880600925 | -0.03464145115586409 | -0.0548193754036159 |
| 133 | S3 | -1 | SHORT | 10883 | -0.001971914203496161 | -0.002545738805253342 | 0.0011026671902412328 | -0.002696489336223387 | -0.00951065648209033 | 0.0092833149555469 |
| 134 | S1 | -1 | SHORT | 10999 | -0.0025796026788550146 | 0.002855303708658296 | 0.018117153758464254 | 0.019508844608906104 | 0.007621335423866394 | -0.005245511767039892 |
| 135 | S3 | -1 | SHORT | 11011 | -0.004229214393235351 | -0.008825603154040016 | -0.012540041523639443 | -0.014353956090337235 | -0.010302839563099169 | -0.01770000024396968 |
| 136 | S2 | -1 | SHORT | 11023 | -0.004819681736657414 | 0.01707551191998879 | 0.013405074778308828 | -0.0055461472319282435 | 0.004555295933460524 | 0.00550327385843678 |
| 137 | B3 | 1 | LONG | 11067 | 0.0019243304758486672 | -0.0028054649544966923 | -0.003707007179925535 | -0.012550764270116936 | -0.058962782272150474 | -0.06260856621173391 |
| 138 | S3 | -1 | SHORT | 11131 | -0.003600156188988752 | 0.0017532213978914107 | 0.004373291682936353 | 0.0016933489522322767 | -0.005305219315371676 | -0.06519849017310943 |
| 139 | S1 | -1 | SHORT | 11215 | 0.0013945084805712478 | 0.003495233338192803 | -0.0013694144976304807 | -0.012490828746710932 | -0.020354805019752654 | -0.00033817129391749235 |
| 140 | B3 | 1 | LONG | 11219 | 0.0037851564371616116 | 0.015598198457189367 | 0.013656509031670809 | 0.02195750083848409 | 0.010713430118345961 | 0.012606008336926766 |
| 141 | S1 | -1 | SHORT | 11219 | -0.0037851564371616116 | -0.015598198457189367 | -0.013656509031670809 | -0.02195750083848409 | -0.010713430118345961 | -0.012606008336926766 |
| 142 | S2 | -1 | SHORT | 11219 | -0.0037851564371616116 | -0.015598198457189367 | -0.013656509031670809 | -0.02195750083848409 | -0.010713430118345961 | -0.012606008336926766 |
| 143 | S1 | -1 | SHORT | 11303 | 0.006022100570873605 | -0.0030224127393440768 | 0.0006673946610819558 | 0.0006913156166762899 | -0.008100831612021272 | -0.010606551710527767 |
| 144 | S1 | -1 | SHORT | 11359 | 0.00014416901335214335 | 0.0015941311394432735 | 0.0002859746002559247 | 0.0010954481588316767 | -0.0026281302106168514 | -0.005010464070600275 |
| 145 | S1 | -1 | SHORT | 11403 | -0.0002796164320471959 | 0.0024272586076042255 | 0.00601410300693412 | 0.009991000580380428 | -0.00026081868871638536 | -0.026463698033051132 |
| 146 | S2 | -1 | SHORT | 11423 | -0.017162562779837125 | -0.02551128275239961 | -0.02556766127781931 | -0.027421105300990747 | -0.026196046925726024 | -0.067447509243729 |
| 147 | B1 | 1 | LONG | 11423 | 0.017162562779837125 | 0.02551128275239961 | 0.02556766127781931 | 0.027421105300990747 | 0.026196046925726024 | 0.067447509243729 |
| 148 | B3 | 1 | LONG | 11459 | 0.004228165111823395 | 0.02451545453621724 | 0.02318434461182735 | 0.04969477051055242 | 0.062432329600429964 | 0.04584030971168314 |
| 149 | B2 | 1 | LONG | 11503 | -0.0019584228457348698 | 0.0037009309289760413 | 0.006046698348631848 | 0.008576915565392878 | 0.011901351908512837 | 0.026319901048108878 |
| 150 | S1 | -1 | SHORT | 11611 | 0.0033892437162829493 | -0.00036626208955173155 | -0.0028657105853965924 | 0.005304994991603323 | -0.0005256441515755383 | -0.004070047888504393 |
| 151 | B3 | 1 | LONG | 11667 | 0.0009257157936402912 | 0.0011811584641772707 | 0.0044913576989048685 | 0.010635703918722848 | 0.01779443198311126 | 0.02237023354004489 |
| 152 | S1 | -1 | SHORT | 11715 | -0.001851657612618152 | 0.0016231861180720215 | 0.0004974447540349492 | 4.3617285322592836e-05 | 0.00507622120610105 | 0.007873958507499697 |
| 153 | B3 | 1 | LONG | 11735 | 0.00016387744472264618 | 0.00032462347330406436 | -0.001285968228651801 | -0.003792144946990374 | -0.002812011694795573 | -0.021682969167032898 |
| 154 | S2 | -1 | SHORT | 11751 | 0.0012607274491700778 | 0.0009295637966865991 | -0.002680748807129538 | 0.016150515976026326 | 0.015039650559467516 | 0.011224980638454238 |
| 155 | B2 | 1 | LONG | 11851 | 0.013063161824398367 | 0.017159782013980655 | 0.015256651082127981 | 0.01663832216342628 | 0.01578897467956882 | 0.020941353543853083 |
| 156 | B1 | 1 | LONG | 11851 | 0.013063161824398367 | 0.017159782013980655 | 0.015256651082127981 | 0.01663832216342628 | 0.01578897467956882 | 0.020941353543853083 |
| 157 | S1 | -1 | SHORT | 11919 | 0.0013604527156212429 | -0.003916105415870083 | -0.0013556488571621285 | 0.0011250636511246392 | 0.003630756223398578 | 0.014017658983695704 |
| 158 | S1 | -1 | SHORT | 12023 | 4.3388340106735315e-05 | -0.004315693562616662 | -0.001564872799849615 | -0.0003654262422322258 | -0.0025049535021622136 | 0.007853289559319092 |
| 159 | S1 | -1 | SHORT | 12107 | 0.00470790578358209 | -0.013255985696517385 | -0.02334421641791039 | -0.02425858986318408 | -0.02009581001243787 | -0.037692397388059705 |
| 160 | S1 | -1 | SHORT | 12131 | 0.004189837883894051 | 0.006561480117764304 | -3.80375659009132e-06 | -0.013382566622796702 | -0.012404050240017124 | -0.06273060274326922 |
| 161 | S1 | -1 | SHORT | 12203 | 0.005797316780576846 | -0.005351580986341775 | 5.6863414079354634e-05 | 0.007252836750641116 | 0.013597693179691978 | 0.009059625875421458 |
| 162 | B3 | 1 | LONG | 12231 | 0.0006474471297428946 | -0.00099642572449793 | -0.0006621409653114475 | -0.011818435620796132 | -0.015384445840358797 | 0.010659459340320226 |
| 163 | S2 | -1 | SHORT | 12247 | 0.005312294738524197 | 0.006816422961971398 | 0.0014920506033700815 | 0.00291813882016522 | -0.018115501067940274 | -0.016255547576068074 |
| 164 | B1 | 1 | LONG | 12403 | 0.0007166479223421202 | -0.000828444998227463 | -0.0023429609407771435 | -0.001607202407172567 | 9.650858687546113e-05 | -0.006248214352260109 |
| 165 | S3 | -1 | SHORT | 12415 | -0.0010716581439302807 | 0.0032926864368565695 | 0.0030115800481621993 | -0.0074382861144957155 | -0.005284416344465686 | -0.015190298471663928 |
| 166 | B2 | 1 | LONG | 12427 | -0.001695928249482248 | 0.003618360945303907 | 0.0028922143379218764 | -0.0027979961018394445 | -0.006456328420026745 | 0.0015693522353515267 |
| 167 | B3 | 1 | LONG | 12595 | -0.0013525647903949228 | -0.005010231300815331 | -0.005564622853732981 | -0.008601069627437608 | 0.012440395848746143 | 0.030642134134518544 |
| 168 | B3 | 1 | LONG | 12651 | -0.0012975987583904204 | -0.0009893848579434837 | -0.0012948631320550664 | -0.0002972713951056528 | -0.009703266611407068 | -0.02657660984770768 |
| 169 | B1 | 1 | LONG | 12903 | -0.0007119624176581855 | -0.008654642197828893 | -0.007652871469047961 | -0.011173076421485531 | -0.007950408001800675 | -0.01586410695085911 |
| 170 | B1 | 1 | LONG | 12923 | 0.00014898674407488397 | -0.030279364751683892 | -0.0300515026725105 | -0.034643799960464926 | -0.007977120310204006 | 0.021192147132686846 |
| 171 | S3 | -1 | SHORT | 12931 | -0.006714580738381335 | -0.021102968034912642 | -0.02044021179868001 | -0.029153179661579435 | -0.025700776183677578 | -0.06379559990569646 |
| 172 | B3 | 1 | LONG | 13063 | -0.0009605986987238287 | -0.002038479796710508 | -0.0014139044800014352 | -7.911907886775944e-05 | -0.0025736970949335864 | 0.008161365688382554 |
| 173 | S1 | -1 | SHORT | 13119 | -0.00024273289337600783 | 0.003111817092859801 | -8.091096445866928e-05 | 0.003290379221320345 | 0.009009947398573017 | 0.004646335384317835 |
| 174 | S1 | -1 | SHORT | 13183 | -0.0008257426648967556 | -0.005123815626859496 | 0.0010536915823683417 | -0.0024699043346912888 | 0.00036069025495486044 | 0.011897285668512893 |
| 175 | B3 | 1 | LONG | 13199 | -0.001120085590240349 | -0.0037171870606836 | -0.0055410917137400815 | -0.005463498172443886 | -0.01931257599602713 | -0.013989659063108197 |
| 176 | B3 | 1 | LONG | 13427 | 0.0029313066087408852 | 0.005737227848090517 | 0.0036429532998802907 | 0.0047188953210077255 | 0.0397751196455999 | -0.007005483915514056 |
| 177 | S1 | -1 | SHORT | 13527 | 0.0027314405888538137 | -0.005951629863301788 | -0.004658675078864378 | -0.012375184016824444 | -0.0025278654048370135 | 0.006225026288117771 |
| 178 | S1 | -1 | SHORT | 13559 | 0.0015556030548854265 | -0.0023775111029683935 | -0.0017634126232862813 | -0.0026184005618493157 | -0.0006946777000825194 | -0.006555755731303151 |
| 179 | B1 | 1 | LONG | 13611 | -0.0005752913626887295 | 0.006621341704484425 | 0.005198741624061829 | 0.0036418224149058014 | -0.008824513325471349 | 0.00770180815511407 |
| 180 | B2 | 1 | LONG | 13611 | -0.0005752913626887295 | 0.006621341704484425 | 0.005198741624061829 | 0.0036418224149058014 | -0.008824513325471349 | 0.00770180815511407 |
| 181 | B3 | 1 | LONG | 13867 | -0.002303825687185145 | -0.006716992706408302 | -0.011583385381459217 | -0.010345368230852072 | -0.012111149094105508 | -0.025586258952063415 |
| 182 | S3 | -1 | SHORT | 13975 | -0.0027658620123643587 | -0.007679634003864033 | 0.0002431430585289853 | 0.0030283160719317232 | 0.003990355032754015 | -0.008920804706968752 |
| 183 | S1 | -1 | SHORT | 14051 | 0.0033387395637643267 | 0.003413200046216876 | 0.0058935043927405804 | -0.00036374373611889715 | 0.001175106234567662 | -0.014032805405659902 |
| 184 | B3 | 1 | LONG | 14067 | 0.0004495772856019471 | 0.0023192342572734203 | 0.006343939517671482 | 0.005014978746083341 | 0.0007788088350963051 | 0.019710912349621555 |
| 185 | S2 | -1 | SHORT | 14071 | -0.003138731414391404 | -0.005713639386066559 | -0.003032478972299035 | 0.000652081519615497 | -0.015225803576937126 | -0.021868294956779298 |
| 186 | S1 | -1 | SHORT | 14087 | -0.0023114168186280032 | -0.00731476240335805 | -0.017507844301038963 | -0.015672282152615277 | -0.01891737049924365 | -0.03306159225782726 |
| 187 | B3 | 1 | LONG | 14155 | 0.004427246419950451 | 0.0037591878950135682 | 0.0005434768976331999 | -0.004769218806307415 | 0.010843618285238365 | 0.011267530265392237 |
| 188 | S3 | -1 | SHORT | 14311 | -0.0018811663231203092 | -0.003644868514131011 | -0.005449465625209394 | 0.012780967678221317 | 0.01273224181601291 | 0.006162081360008397 |
| 189 | S3 | -1 | SHORT | 14507 | -0.00015817267423251445 | -0.004378507209438568 | -0.007110580673456083 | -0.0018863888818988824 | -0.016252242277398868 | -0.0033953202457428443 |
| 190 | S3 | -1 | SHORT | 14603 | 0.0006515920627596292 | -0.0006700507614213735 | -0.004771573604060914 | -0.005873557914166998 | -0.009601292108906348 | -0.01786802030456853 |
| 191 | B1 | 1 | LONG | 14631 | -4.966065220984549e-05 | 0.004142066250988561 | 0.0009352756166197382 | 0.004821681472898185 | 0.008834078243116536 | 0.021183946734352296 |
| 192 | B2 | 1 | LONG | 14699 | 0.0011167898566230663 | -0.008703196619115073 | -0.012449904707219591 | -0.0028718743200626855 | 0.019286067030864856 | 0.0024385201315591616 |
| 193 | B3 | 1 | LONG | 14703 | -0.0005765294934581337 | 0.004299758789562219 | 0.008241356625977633 | 0.014910277026533095 | 0.026054381989620696 | 0.01216924932387978 |
| 194 | B3 | 1 | LONG | 14819 | 0.0020383033771244337 | -0.0061202483331464445 | -0.013188027481062627 | -0.010280486915177753 | 0.0009137222035386196 | 0.017411434784078635 |
| 195 | B1 | 1 | LONG | 14915 | 0.0002984999943923914 | -0.0014053655805349894 | -0.005403194985199994 | -0.0005452369839767367 | -0.0014398742504069366 | -0.004531851070933334 |
| 196 | B3 | 1 | LONG | 14931 | 0.0005811841627315404 | 0.0005024821406950497 | 0.0022607372044349382 | -0.002996730839084635 | -0.0035978067216715964 | -0.0032804040613703053 |
| 197 | B2 | 1 | LONG | 14971 | 0.000731474306856534 | -0.0001961010597265802 | -0.0018499445103417026 | 0.005610572797312251 | 0.005476946411480737 | 0.008272688068291836 |
| 198 | S1 | -1 | SHORT | 14987 | -0.0014832211153754115 | -7.724205925601778e-05 | -0.006932691790297382 | -0.013321217612578208 | -0.01647512371747808 | -0.020039540991232594 |
| 199 | S1 | -1 | SHORT | 15019 | 0.0002258027677709877 | -0.007961926711861725 | -0.006092349006294767 | -0.014191833726108978 | -0.016807166166613003 | -0.006536168239499739 |
| 200 | S1 | -1 | SHORT | 15059 | 0.0018823634577383617 | 0.004240904703416092 | 0.0026920376025738667 | 0.008007350672278852 | 0.0037243291609042814 | 0.006268528172276679 |
| 201 | S2 | -1 | SHORT | 15159 | 0.0005743224678849415 | 0.009751960052681703 | 0.007907569534674821 | 0.003846542454661318 | -0.0013595843607028199 | 0.009927447473424342 |
| 202 | S3 | -1 | SHORT | 15255 | 2.2864313105732815e-05 | -0.0003886933227974579 | 6.76783667929159e-05 | 0.0003210149560044089 | 0.00019023108503972365 | -0.022626524249433195 |
| 203 | B1 | 1 | LONG | 15623 | 0.0028339066133772042 | 0.0033126070548260477 | -0.0020697266359368982 | 0.0014169533066886021 | 0.007243172861340602 | -0.018028728989402394 |
| 204 | B2 | 1 | LONG | 15623 | 0.0028339066133772042 | 0.0033126070548260477 | -0.0020697266359368982 | 0.0014169533066886021 | 0.007243172861340602 | -0.018028728989402394 |
| 205 | B1 | 1 | LONG | 15739 | 0.005202205675065176 | 0.004823504647779881 | 0.003444957732078945 | 0.0031855992121515107 | 0.004480512402223745 | 0.0123496002495857 |
| 206 | B1 | 1 | LONG | 15835 | -0.008840796736862526 | -0.024281086674179424 | -0.03392925393414104 | -0.03224111556766114 | -0.029992651317079136 | -0.0223969237571909 |
| 207 | S1 | -1 | SHORT | 15875 | 0.000764522493899843 | -0.0029820955241098997 | -0.008966429679953515 | -0.002516057261361426 | -0.01643677582094606 | -0.015966159579192195 |
| 208 | B3 | 1 | LONG | 15927 | -0.0001571749464931575 | 0.0029396205706977664 | 0.000397877150265562 | 0.00223368052530572 | 0.017013514350970784 | 0.03755672892890219 |
| 209 | S1 | -1 | SHORT | 15987 | -0.00044175546419895076 | -0.001723109782819767 | -0.004449171335252049 | -0.014104558161102862 | 0.00904940020498151 | 0.028615742127223717 |
| 210 | S1 | -1 | SHORT | 16007 | 0.003997039886204009 | 0.0019107800431609923 | 0.0006903977985260953 | -0.0009013280630309003 | 0.019745022533201526 | 0.0457568009500724 |
| 211 | B1 | 1 | LONG | 16183 | -0.002896628708700018 | -0.005822684732422386 | 0.006636840448040594 | 0.018681440486688555 | 0.016206603293308884 | -0.006282731757271735 |
| 212 | S3 | -1 | SHORT | 16207 | -0.00021912261752623428 | 0.000471210584592052 | 0.0061228288923836464 | 0.013345149148815367 | 0.0123629756463633 | -0.0016153021274284435 |
| 213 | B2 | 1 | LONG | 16251 | -0.00039884617409985325 | -0.003647150834066339 | -0.0014988424684384645 | -0.007673644361836454 | -0.002696356164757601 | 0.021632285281308478 |
| 214 | S1 | -1 | SHORT | 16331 | 0.0071843748871800155 | 0.0070152637089311055 | 0.017952386652757665 | 0.02525076907583594 | 0.020801624987411668 | 0.030098939539903505 |
| 215 | S1 | -1 | SHORT | 16367 | -0.00204023786043713 | -0.004027329148532831 | -0.0045410793478324486 | -0.011676498782549758 | 0.029158768495499244 | 0.04776498979388969 |
| 216 | S2 | -1 | SHORT | 16379 | -0.001943634596695821 | 0.0007444120505345561 | 0.022544217687074857 | 0.04019339164237118 | 0.05636637512147722 | 0.0632798833819242 |
| 217 | S3 | -1 | SHORT | 16443 | 1.0440375018270656e-05 | 0.00020045520035076621 | -0.003147773068008603 | 0.004282641832494593 | 0.016290117141007737 | 0.043074899250381105 |
| 218 | B1 | 1 | LONG | 16511 | -0.0058041109851920195 | -0.0041725455756702725 | -0.01933555682550743 | -0.01546435578457734 | -0.04368634769347662 | -0.03316404227863823 |
| 219 | S3 | -1 | SHORT | 16523 | -0.003990264018456403 | -0.0032635675543163105 | 0.016517022645787974 | 0.008957847227390328 | -0.009795080352491563 | 0.0611771169412207 |
| 220 | S3 | -1 | SHORT | 16599 | -0.004983386732415434 | -0.004569093742988878 | -0.002217476516472633 | -0.018964884811116894 | -0.024340009900296757 | -0.03281936469535234 |
| 221 | S1 | -1 | SHORT | 16735 | -0.008580370682577975 | -0.010262990507339104 | -0.0065830162143364615 | 0.002747875541156475 | 0.002555293154411425 | 0.0011576952620330659 |
| 222 | B3 | 1 | LONG | 16779 | -0.0007130830939883454 | -0.00022008737468775104 | 0.00285563368657357 | 0.009396630462293467 | -0.006078813288875619 | -0.06479372310807391 |
| 223 | S3 | -1 | SHORT | 16823 | -0.0026715645349807303 | -0.003010148234726527 | -0.007923090480695956 | -0.005714179699819905 | -0.06503010148234713 | -0.07063064692677302 |
| 224 | B3 | 1 | LONG | 16879 | -0.0014771001278940422 | -0.0015842139877848289 | -0.004399166225714735 | -0.010433961091961595 | -0.013428864614508054 | -0.043596412114149156 |
| 225 | S1 | -1 | SHORT | 17067 | -0.0013151289704589606 | -0.0025413539214803405 | -0.0008359146217837753 | -0.00029706952836411376 | 0.021734864361739582 | 0.02258812610926747 |
| 226 | S2 | -1 | SHORT | 17151 | 0.007310630530388543 | 0.009815326116193146 | 0.01417756556003348 | 0.013178675948255449 | -0.002528834460197295 | -0.00015862688886678742 |
| 227 | B1 | 1 | LONG | 17187 | -0.005292613626587511 | -0.005076963136384089 | -0.009315412930541108 | 0.004598631995879632 | -0.011201207642745138 | -0.031327822010344404 |
| 228 | S3 | -1 | SHORT | 17199 | 0.0028076163474836783 | 0.016002725039395954 | 0.01533064040719609 | 0.012681296549889061 | -0.0008796739127942853 | -0.008238197803911888 |
| 229 | B2 | 1 | LONG | 17215 | 0.0016984012674635654 | 0.005988189543424999 | 0.004928129050842542 | -0.003962552210859792 | 0.0008710931873830428 | 0.015123145614287773 |
| 230 | S1 | -1 | SHORT | 17403 | -0.0014617742651149815 | -0.00325239143116488 | 0.0010000427946241272 | -0.0018345379644625415 | 0.016644856424036163 | 0.014345208466128087 |
| 231 | B1 | 1 | LONG | 17427 | -0.0005190149233937881 | -0.0005327333795187025 | 0.000825393776851153 | -0.000716789332528484 | 0.004069808650401151 | 0.00017376711091613727 |
| 232 | B2 | 1 | LONG | 17487 | -0.0005659735772497543 | -0.0023928358699448816 | -0.00517706072576996 | -0.004034843889425261 | 0.002722606764753439 | 0.0106393903916856 |
| 233 | B3 | 1 | LONG | 17587 | -0.0018349746842485303 | 0.0032259500361652943 | 0.002770822901018194 | 0.0013898625716351658 | 0.0007433372280643511 | 0.015553329994992456 |
| 234 | B3 | 1 | LONG | 17775 | 0.00019752225435800005 | -0.0007448464898971229 | -0.0009236096474724003 | -0.00027366211776964173 | 0.0009335409340044583 | 0.008237450440121514 |
| 235 | S1 | -1 | SHORT | 17823 | -0.005021900550870137 | -0.00032198666866043726 | 0.001879528960790724 | 0.005034998313663073 | -0.003748143119254134 | -0.038724627177639595 |
| 236 | B1 | 1 | LONG | 17891 | 0.00396068727867442 | -0.005544340743395195 | 0.0014065411413284141 | -0.010394732617357539 | -0.009741177786593115 | -0.012686835375648964 |
| 237 | B3 | 1 | LONG | 17931 | -0.0005937644244891719 | -0.001395241492174059 | -0.0011581553438797594 | 0.0007941336914103174 | -0.0022670051613445283 | 0.00012169023540772335 |
| 238 | B1 | 1 | LONG | 17991 | 0.002702833459659019 | 0.00010106059873022927 | 0.0010095308745504059 | -0.003491966219957349 | -0.01964983577652703 | -0.04130798217463053 |
| 239 | S3 | -1 | SHORT | 18003 | 0.00401311730900357 | 0.01626135047674708 | 0.014265614684459514 | 0.0159972726387221 | 0.04336071517473505 | 0.022458521380564367 |
| 240 | B2 | 1 | LONG | 18059 | 0.0008475179513644492 | -0.009505102903360773 | -0.010040084707306133 | -0.007646569443085054 | -0.0045868294375684985 | -0.0019041348198636367 |
| 241 | B1 | 1 | LONG | 18059 | 0.0008475179513644492 | -0.009505102903360773 | -0.010040084707306133 | -0.007646569443085054 | -0.0045868294375684985 | -0.0019041348198636367 |
| 242 | S3 | -1 | SHORT | 18287 | -0.0019617110592730766 | -0.0019007252232334597 | -0.0029387549741572887 | -0.003687102003892892 | 0.01987630039589983 | -0.0011917648792734924 |
| 243 | B1 | 1 | LONG | 18363 | -0.00277976705265129 | -0.0005765636026617364 | -0.0015627221628701244 | -0.02377607417582074 | -0.04596464178051204 | -0.14901560243722048 |
| 244 | S3 | -1 | SHORT | 18447 | 0.002861602873755324 | -0.005105458312175038 | -0.00686321740803584 | -0.0031740933796860073 | -0.02650237767660407 | -0.018393538390760612 |
| 245 | B3 | 1 | LONG | 18475 | -0.008118406858968072 | -0.004830417057760509 | -0.012985248175284658 | -0.005138622322466804 | -0.025946680489205894 | -0.040502374581471344 |
| 246 | S1 | -1 | SHORT | 18475 | 0.008118406858968072 | 0.004830417057760509 | 0.012985248175284658 | 0.005138622322466804 | 0.025946680489205894 | 0.040502374581471344 |
| 247 | S2 | -1 | SHORT | 18475 | 0.008118406858968072 | 0.004830417057760509 | 0.012985248175284658 | 0.005138622322466804 | 0.025946680489205894 | 0.040502374581471344 |
| 248 | B1 | 1 | LONG | 18551 | 0.005625283352024799 | 0.005277804290248049 | -0.0009619055572788662 | 0.00690931542150855 | -0.019293290224056844 | 0.023825431291608096 |
| 249 | B1 | 1 | LONG | 18583 | 0.007399147519087097 | 0.011424332120036192 | 0.013095448549709626 | 0.042618001822211815 | 0.04176884501075036 | 0.05457721207615805 |
| 250 | B1 | 1 | LONG | 18727 | -0.0036126608356008166 | -0.005512024340432453 | -0.010282761043399391 | -0.012567653660889015 | 0.0021851611481920755 | 0.01189186131669369 |
| 251 | B1 | 1 | LONG | 18751 | 0.0006667187848017189 | 0.0016962977931903231 | -0.004363172932397413 | -0.003137413396622407 | -0.0023261405390096438 | 0.0020414575180657006 |
| 252 | S3 | -1 | SHORT | 18839 | -0.004400719217402247 | 0.008440901311859969 | 0.019923931309167635 | 0.021856595972506335 | 0.003410402656524197 | -0.04234376982567334 |
| 253 | S1 | -1 | SHORT | 18991 | -0.004040538758708774 | -0.004587663474347991 | 0.0008108357974153282 | -0.04833187584967256 | -0.0358889564164392 | -0.03507054271437513 |
| 254 | S1 | -1 | SHORT | 19019 | -0.005374626865671728 | 0.006867164179104565 | -0.016976119402984987 | -0.014574626865671642 | -0.036783582089552236 | -0.08163582089552247 |
| 255 | S1 | -1 | SHORT | 19063 | -0.003916668402163204 | -0.018347668534060852 | -0.011339039645681004 | 0.018840549527597866 | 0.013607680613116268 | 0.054737558225906105 |
| 256 | S2 | -1 | SHORT | 19163 | -0.005918199497071213 | -0.0205173108811886 | -0.017677815463806357 | -0.017119661918423852 | -0.03915048439754108 | -0.026485714665410533 |
| 257 | B3 | 1 | LONG | 19219 | -0.0002082129380969775 | -0.003848398318432611 | -0.006004181255736602 | -0.01658479790597286 | -0.004502781838166263 | 0.022508243532651063 |
| 258 | B1 | 1 | LONG | 19255 | 0.002859525628865103 | 0.011676978374051574 | 0.016064750723961484 | -0.008183244325301464 | -0.007697110999045893 | -0.005740005280413838 |
| 259 | S1 | -1 | SHORT | 19279 | 0.00021256816352443683 | 0.00047898692847510554 | -0.0023779291892932018 | -0.00029050982348339697 | -0.010617071207500496 | -0.03136514108857557 |
| 260 | S1 | -1 | SHORT | 19359 | -0.00326888066216829 | -0.010266857069377423 | -0.008005035294436056 | -0.002121050102533174 | 0.013158090648835667 | 0.050534323246952687 |
| 261 | S2 | -1 | SHORT | 19507 | -0.0032485409875281502 | -0.0013871765436939377 | -4.1049101803105564e-05 | 0.0056265579195749005 | 0.01145694586189679 | -0.01420015825136484 |
| 262 | B1 | 1 | LONG | 19507 | 0.0032485409875281502 | 0.0013871765436939377 | 4.1049101803105564e-05 | -0.0056265579195749005 | -0.01145694586189679 | 0.01420015825136484 |
| 263 | B2 | 1 | LONG | 19559 | -0.00044461587012163244 | -0.006206388723307268 | -0.007861425716189207 | -0.024683894947228082 | -0.03919913040429192 | -0.07301097513938076 |
| 264 | S1 | -1 | SHORT | 19559 | 0.00044461587012163244 | 0.006206388723307268 | 0.007861425716189207 | 0.024683894947228082 | 0.03919913040429192 | 0.07301097513938076 |
| 265 | S3 | -1 | SHORT | 19603 | 0.0003393661730706 | 0.0003681516966791863 | -0.0058252809618606965 | -0.004614773942738107 | -0.01480030421753385 | -0.011747523687456008 |
| 266 | S2 | -1 | SHORT | 19623 | 0.0013137799090207412 | 0.0016601400668534386 | 0.0014451578999228588 | 0.0066614613114210335 | 0.0030082574053145383 | -0.009160629001989946 |
| 267 | S1 | -1 | SHORT | 19735 | 0.007022196839787123 | 0.006935484594373485 | 0.013062153244458223 | 0.0036852704300777872 | 0.005051735814698835 | -0.0006294112986056645 |
| 268 | S1 | -1 | SHORT | 19807 | -0.0015736501196334312 | -0.003367401635637991 | 0.0005390238278477678 | -0.00830695610249842 | -0.03451249786636402 | -0.03040244117902479 |
| 269 | B3 | 1 | LONG | 19875 | 0.0037749299743473157 | 0.006145136935935568 | 0.007246742894992312 | 0.004260478588148001 | -0.003108353120141005 | 0.01117463471588373 |
| 270 | S1 | -1 | SHORT | 19975 | 0.0004998038479312296 | 0.0029597322838383257 | 0.008069458773861097 | 0.007374200907186029 | 0.009539552214843098 | -0.038489084591103125 |
| 271 | B3 | 1 | LONG | 20067 | 0.0006412662871617153 | 0.0017902017183264556 | -0.002907073835132993 | -0.0146422468901925 | 0.0034053911791151427 | 0.0333578706752936 |
| 272 | S1 | -1 | SHORT | 20115 | -0.0013200925623956985 | -0.0014864034363983585 | 0.003497725568867606 | 0.011483246128399828 | 0.017027375029721573 | 0.026588950981169302 |
| 273 | S1 | -1 | SHORT | 20191 | -0.005422748191978885 | -0.00857462195923742 | 0.0010151216305062077 | 0.007021696252465483 | -0.018912557527942183 | -0.02747928994082844 |
| 274 | B3 | 1 | LONG | 20195 | -0.0056996425780968816 | -0.01020046251519807 | -0.008756902064304609 | -0.011803691483778708 | 0.020567137339791618 | 0.016961508108412307 |
| 275 | S1 | -1 | SHORT | 20207 | -0.000509908478637702 | -0.01677716868401678 | -0.015563350557491237 | -0.021912956394304718 | -0.03281110315881101 | -0.02675380989458396 |
| 276 | S2 | -1 | SHORT | 20215 | 0.000125673571873779 | -0.0017696890733241172 | -0.002780207181859955 | -0.01141321213955409 | 0.0035329662297159006 | -0.003039248625926201 |
| 277 | B1 | 1 | LONG | 20239 | -0.002397156229209156 | -0.00828364895890366 | -0.0023369068480472524 | -0.0037675091752117215 | -0.004089266508650913 | -0.007867030897677471 |
| 278 | B3 | 1 | LONG | 20295 | 0.0009664985968303127 | -0.0004204980508298044 | 0.001938172554286336 | 0.0016574092403475159 | 0.009842242069730183 | 0.003459728578211915 |
| 279 | B2 | 1 | LONG | 20343 | -0.0022420531526837653 | 0.00039994788952575676 | 0.0020297029702970675 | 0.0037415320479415983 | -0.007311099531005694 | 0.0031761334028140033 |
| 280 | S1 | -1 | SHORT | 20343 | 0.0022420531526837653 | -0.00039994788952575676 | -0.0020297029702970675 | -0.0037415320479415983 | 0.007311099531005694 | -0.0031761334028140033 |
| 281 | S2 | -1 | SHORT | 20375 | -0.0022648008272812604 | -0.002490232391108035 | -0.01213791693371121 | -0.017135420148077004 | 0.010217816695304414 | -0.0016370001349967321 |
| 282 | B1 | 1 | LONG | 20415 | -0.0026549598942725906 | -0.0014903890190125248 | 0.00036769035499791713 | 0.002893108095730419 | 0.013170118943250068 | 0.023011397092498408 |
| 283 | B3 | 1 | LONG | 20615 | 0.00047532786394402136 | 0.0027945785176757094 | 0.0023679062618520434 | 0.0005576681238397146 | 0.009253298600714577 | 0.01529782222488369 |
| 284 | B1 | 1 | LONG | 20735 | 0.003174491066147175 | 0.00051331659273811 | 0.0014554480295326572 | 0.00386690091728529 | 0.02630148458221445 | -0.0021478578806709554 |
| 285 | B2 | 1 | LONG | 20771 | -0.0028815332437354155 | -0.018136782238239012 | -0.016348543907393934 | -0.02048593918500514 | -0.027894532408562232 | -0.03216471151781858 |
| 286 | S3 | -1 | SHORT | 20843 | -0.004464435958837541 | 0.011458158048022743 | 0.01136107695294799 | 0.0024839816193125905 | 0.0007067503721442731 | 0.0073186201540352625 |
| 287 | B1 | 1 | LONG | 20935 | -0.001671257346487818 | -0.0010973685128910966 | 0.001607922768005552 | -0.008432546735102405 | -0.022849564865594828 | -0.008423498938176366 |
| 288 | B1 | 1 | LONG | 20971 | 0.017082403439127238 | 0.007946069427711835 | 0.011362813448409798 | 0.010940164188045928 | 0.005190290916990857 | 0.01802118512959265 |
| 289 | S3 | -1 | SHORT | 20999 | -0.001164476835738626 | -0.0004387883728870705 | -0.004241188207757169 | -0.006941424348600448 | -0.004842250387185302 | 0.00716730948730572 |
| 290 | B2 | 1 | LONG | 21007 | 0.0005854452873593304 | 0.0015896196544192718 | -0.0006629877095261241 | 0.00188945035346417 | -0.00966695529679362 | -0.019017279036406168 |
| 291 | S3 | -1 | SHORT | 21163 | -0.0025706626188931464 | -0.005394311082820301 | -0.0045306228484302755 | 0.0027529212384336393 | 0.032949366107241515 | 0.055652805490608886 |
| 292 | B2 | 1 | LONG | 21327 | -0.0002803214352457719 | -0.0011277299119081836 | -0.003682843683745844 | 0.01798568105220425 | 0.022208224050934727 | 0.017708581702421147 |
| 293 | B1 | 1 | LONG | 21543 | -0.001685859135078324 | -0.0002946456506354433 | -0.0002703449784180097 | 0.0009006436640554011 | -0.016210067160982885 | -0.0208302324663056 |
| 294 | S3 | -1 | SHORT | 21643 | 9.545344297436911e-05 | -0.005326615080079202 | -0.005614540219542964 | -0.005023041835209802 | -0.004613061473582132 | -0.011247858165572649 |
| 295 | S1 | -1 | SHORT | 21695 | -0.002019059168435235 | -0.0027457329403565603 | 0.006177508430978426 | 0.0256289244290532 | 0.025386699838412758 | 0.0583730008657575 |
| 296 | B1 | 1 | LONG | 21723 | 0.00025516469286144877 | 0.0007973896651920273 | 0.0010908290619827167 | -0.022269498569482963 | -0.026368081448569985 | -0.054299046640916226 |
| 297 | S3 | -1 | SHORT | 21743 | 0.004329153235317171 | 0.004717351993081217 | -0.004455276882354483 | -0.010754907356448453 | 0.028687396807925057 | 0.012360117409649582 |
| 298 | B1 | 1 | LONG | 21787 | -0.0004186223306547086 | 0.004819180270497054 | 0.005252873005055356 | 0.008181554830315723 | 0.01837752031574171 | 0.009966560448227375 |
| 299 | S3 | -1 | SHORT | 21823 | -0.002452132740789941 | 0.0008971217344353532 | -0.0012875358225692569 | 0.010552809735432107 | 0.0028691282136478315 | -0.0005349503675706622 |
| 300 | B2 | 1 | LONG | 21867 | -0.0023122318406740647 | -0.0004094227642413087 | -0.005206716546888062 | -0.014836541317300916 | -0.01662357100548521 | 0.0067772891179121025 |
| 301 | B3 | 1 | LONG | 22011 | -0.0004757163403031079 | -0.004905725981066197 | -0.006272817789578516 | -0.024043430847280875 | 0.011862879901379712 | 0.008248383986850655 |
| 302 | S1 | -1 | SHORT | 22039 | -0.00018077275595997398 | -0.003108022821767577 | -0.006173231043439423 | -0.017476285468724706 | 0.0050996945891859605 | 0.012801565428637507 |
| 303 | S1 | -1 | SHORT | 22127 | 0.0006143818367522194 | -1.5593447633304485e-05 | 9.512003056313468e-05 | -0.00021051154304961055 | -0.002066131811412844 | -0.00031810633171943417 |
| 304 | B3 | 1 | LONG | 22139 | -0.00011842433308399627 | 0.0022594116180503616 | -0.00043318374470211466 | 0.002329531288955373 | -0.004980054849164774 | -0.021749563699825527 |
| 305 | S2 | -1 | SHORT | 22163 | -7.188196356519764e-05 | -0.002831524303916896 | -0.0023908566142345038 | 0.001628282739890495 | 0.016268763536467685 | 0.022745953514246783 |
| 306 | S2 | -1 | SHORT | 22207 | -0.002405257021863234 | -0.003802992817813022 | -0.02247731877811664 | -0.03306908557053693 | -0.035680644557706274 | -0.035050543981500065 |
| 307 | S1 | -1 | SHORT | 22395 | -0.0026081687361262473 | 0.004078474750176334 | 0.0033727883076671563 | 0.0038049645872339196 | 0.0014310172613623388 | 0.020490595632601808 |
| 308 | S1 | -1 | SHORT | 22463 | 0.0010434131619786085 | 0.001653240585496713 | -0.0004741369226330423 | 0.0022240764857719706 | -0.00379153572013442 | -0.009624667597264332 |
| 309 | S2 | -1 | SHORT | 22491 | 0.00039833350899279535 | 0.0017033794800895468 | 0.0010648059170351024 | 0.00041848267481726253 | -0.013272100535037782 | -0.0068259174070192585 |
| 310 | S1 | -1 | SHORT | 22539 | -0.00021165659191821614 | -0.00472752372844148 | -0.0014468465537094168 | 0.003651865973991466 | -0.009374491589809525 | -0.004011998085613512 |
| 311 | B1 | 1 | LONG | 22559 | 0.0003740008387634101 | 0.000804336531901199 | 0.0006353319687779491 | 0.011847532846349791 | -0.005312689738919248 | 0.012371759963444917 |
| 312 | B1 | 1 | LONG | 22599 | 0.001405071861156046 | -0.0003910706060202558 | 0.0008625193603136435 | -0.002459262190428177 | -0.01414037116155692 | -0.025884855211131735 |
| 313 | B3 | 1 | LONG | 22603 | -0.00044150382996851654 | 0.0007533352063799297 | -0.0012365194678489277 | -0.0068572028416791515 | -0.03215876848218389 | -0.02676038074302316 |
| 314 | B2 | 1 | LONG | 22615 | -0.0016773824072001812 | -0.00035988615079855606 | -0.0028431005913085476 | -0.010851349807773854 | -0.014634848558342954 | -0.017474819704861994 |
| 315 | S3 | -1 | SHORT | 22655 | -0.00024206789685991896 | -0.010082446414608136 | -0.012179837336743448 | -0.007285925185094351 | -0.010201887811085093 | -0.013810610536642185 |
| 316 | B3 | 1 | LONG | 22791 | -0.0016259435866928461 | -0.002670862782690758 | 0.0008738483541751625 | -7.397658024768146e-05 | 0.0008183659189894575 | -0.0014148020972360948 |
| 317 | B3 | 1 | LONG | 22859 | -0.004192166838716043 | -0.007751437841026375 | -0.018662746399252837 | -0.01764427567222138 | -0.016373875534581944 | -0.019931610381949565 |
| 318 | S1 | -1 | SHORT | 22859 | 0.004192166838716043 | 0.007751437841026375 | 0.018662746399252837 | 0.01764427567222138 | 0.016373875534581944 | 0.019931610381949565 |
| 319 | S1 | -1 | SHORT | 22871 | -0.0010963540363346088 | -0.0011510935388620099 | -0.0009509033581903264 | -0.005301911816225415 | 0.006736086782443276 | 0.00809831840248229 |
| 320 | B1 | 1 | LONG | 22931 | 0.0033202801831117516 | 0.005942466336266986 | -0.0050347865140209745 | -0.00021746495741315836 | -0.00898855157307534 | -0.006747717011905373 |
| 321 | B1 | 1 | LONG | 22975 | -0.0022410856180353133 | -0.0005424283661487326 | -0.00033307004938953015 | -9.992101481690521e-05 | 0.0007422703957823123 | -0.002756551170661967 |
| 322 | S3 | -1 | SHORT | 23019 | -0.0016164693785503186 | -0.003521537680295406 | 0.0009414948477996203 | -0.0037407466984598135 | -0.017257584789732747 | -0.019080646840078253 |
| 323 | B2 | 1 | LONG | 23027 | -0.0011540880503144882 | 0.004272012578616306 | 0.00758018867924526 | 0.0117971698113208 | 0.008976415094339645 | 0.010948113207547216 |
| 324 | S2 | -1 | SHORT | 23047 | -0.001458605068652591 | -1.2466709988415846e-05 | -0.0003677679446602517 | -0.0072213417608293085 | -0.00195415679069487 | -0.08008458662727184 |
| 325 | S1 | -1 | SHORT | 23047 | -0.001458605068652591 | -1.2466709988415846e-05 | -0.0003677679446602517 | -0.0072213417608293085 | -0.00195415679069487 | -0.08008458662727184 |
| 326 | S1 | -1 | SHORT | 23223 | 0.004461718680207079 | 0.004664295303871373 | 0.009693480178317868 |