{
"cells": [
{
"attachments": {},
"cell_type": "markdown",
"metadata": {},
"source": [
"### Description\n",
"In this project we backtest historical signals from a Telegram Channel using VectorBT Pro.
\n",
"**Author(s)**: `Oleg Polakow` (VBT Pro Simulations), `Dilip Rajkumar` (Signal Extraction)"
]
},
{
"cell_type": "code",
"execution_count": 56,
"metadata": {},
"outputs": [],
"source": [
"import numpy as np\n",
"import pandas as pd\n",
"from numba import njit\n",
"import vectorbtpro as vbt\n",
"\n",
"vbt.settings.set_theme(\"dark\")\n",
"vbt.settings['plotting']['layout']['width'] = 1280"
]
},
{
"attachments": {},
"cell_type": "markdown",
"metadata": {},
"source": [
"### Read Market Data and Telegram Signals (Extracted) Data"
]
},
{
"cell_type": "code",
"execution_count": 57,
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
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| \n", " | open | \n", "high | \n", "low | \n", "close | \n", "volume | \n", "
|---|---|---|---|---|---|
| timestamp | \n", "\n", " | \n", " | \n", " | \n", " | \n", " |
| 2021-09-02 00:00:00+00:00 | \n", "1813.2250 | \n", "1813.732 | \n", "1813.222 | \n", "1813.5345 | \n", "0.0417 | \n", "
| 2021-09-02 00:01:00+00:00 | \n", "1813.5245 | \n", "1813.742 | \n", "1813.621 | \n", "1813.4850 | \n", "0.0374 | \n", "
| 2021-09-02 00:02:00+00:00 | \n", "1813.5250 | \n", "1813.802 | \n", "1813.531 | \n", "1813.4700 | \n", "0.0313 | \n", "
| 2021-09-02 00:03:00+00:00 | \n", "1813.5000 | \n", "1813.742 | \n", "1813.542 | \n", "1813.3750 | \n", "0.0301 | \n", "
| 2021-09-02 00:04:00+00:00 | \n", "1813.3700 | \n", "1813.772 | \n", "1813.472 | \n", "1813.5550 | \n", "0.0449 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 2023-03-13 23:55:00+00:00 | \n", "1911.9150 | \n", "1912.305 | \n", "1912.025 | \n", "1912.1550 | \n", "0.0079 | \n", "
| 2023-03-13 23:56:00+00:00 | \n", "1912.1650 | \n", "1912.315 | \n", "1911.995 | \n", "1911.8750 | \n", "0.0048 | \n", "
| 2023-03-13 23:57:00+00:00 | \n", "1911.8900 | \n", "1912.385 | \n", "1912.035 | \n", "1912.1035 | \n", "0.0145 | \n", "
| 2023-03-13 23:58:00+00:00 | \n", "1912.1135 | \n", "1912.715 | \n", "1912.282 | \n", "1912.5100 | \n", "0.0194 | \n", "
| 2023-03-13 23:59:00+00:00 | \n", "1912.5185 | \n", "1912.695 | \n", "1912.342 | \n", "1912.1735 | \n", "0.0272 | \n", "
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| 2021-09-14 05:57:17+00:00 | \n", "840 | \n", "Gbpchf sell now @1.27590 - 1.27890\\n\\nSL: 1.28... | \n", "GBPCHF | \n", "SELL | \n", "1.2789 | \n", "1.28 | \n", "1.27 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "
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| 2021-09-14 06:28:04+00:00 | \n", "843 | \n", "Eurjpy buy now @ 129.980\\n\\nSL: 129.580\\nTP1: ... | \n", "EURJPY | \n", "BUY | \n", "129.9800 | \n", "129.58 | \n", "130.13 | \n", "130.28 | \n", "130.48 | \n", "NaN | \n", "
| 2021-09-14 08:39:48+00:00 | \n", "844 | \n", "Gbpjpy Sell now @ 152.650\\n\\nTP1: 152.500 (15... | \n", "GBPJPY | \n", "SELL | \n", "152.6500 | \n", "153.05 | \n", "152.50 | \n", "152.35 | \n", "152.15 | \n", "NaN | \n", "
| 2021-09-14 12:43:51+00:00 | \n", "846 | \n", "XAUUSD sell now@ 1792.4\\n\\nTP1: 1790.9 (15 pip... | \n", "XAUUSD | \n", "SELL | \n", "1792.4000 | \n", "1796.40 | \n", "1790.90 | \n", "1789.40 | \n", "1787.40 | \n", "NaN | \n", "
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| 2023-03-13 10:17:39+00:00 | \n", "4408 | \n", "XAUUSD SELL 1885.00\\nSL 1895\\nTP 1882\\nTP 18... | \n", "XAUUSD | \n", "SELL | \n", "1885.0000 | \n", "1895.00 | \n", "1882.00 | \n", "1877.00 | \n", "1865.00 | \n", "1800.0 | \n", "
| 2023-03-13 13:08:21+00:00 | \n", "4411 | \n", "XAUUSD SELL STOP 1896.00\\nSL 1906\\nTP 1893\\n... | \n", "XAUUSD | \n", "SELL STOP | \n", "1896.0000 | \n", "1906.00 | \n", "1893.00 | \n", "1888.00 | \n", "1870.00 | \n", "1840.0 | \n", "
| 2023-03-13 14:36:09+00:00 | \n", "4413 | \n", "XAUUSD SELL 1907.00\\nSL 1918\\nTP 1903\\nTP 1... | \n", "XAUUSD | \n", "SELL | \n", "1907.0000 | \n", "1918.00 | \n", "1903.00 | \n", "1900.00 | \n", "1890.00 | \n", "1860.0 | \n", "
| 2023-03-15 06:27:23+00:00 | \n", "4425 | \n", "XAUUSD SELL STOP 1899.00\\nSL 1910\\nTP 1896\\... | \n", "XAUUSD | \n", "SELL STOP | \n", "1899.0000 | \n", "1910.00 | \n", "1896.00 | \n", "1890.00 | \n", "1880.00 | \n", "1850.0 | \n", "
| 2023-03-16 13:03:03+00:00 | \n", "4432 | \n", "XAUUSD SELL 1929.00\\nSL 1940\\nTP 1926\\nTP 1... | \n", "XAUUSD | \n", "SELL | \n", "1929.0000 | \n", "1940.00 | \n", "1926.00 | \n", "1920.00 | \n", "1915.00 | \n", "1870.0 | \n", "
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|---|---|---|---|---|---|---|---|---|---|---|
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| \n", " | id | \n", "message | \n", "Symbol | \n", "OrderType | \n", "EntryPrice | \n", "SL | \n", "TP1 | \n", "TP2 | \n", "TP3 | \n", "TP4 | \n", "
|---|---|---|---|---|---|---|---|---|---|---|
| date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
| 2022-07-15 13:01:54+00:00 | \n", "2837 | \n", "XAUUSD BUY STOP 1710.00\\nSL 1697\\nTP 1713\\nTP ... | \n", "XAUUSD | \n", "BUY STOP | \n", "1710.0 | \n", "1697.0 | \n", "1713.0 | \n", "1719.0 | \n", "1770.0 | \n", "NaN | \n", "
| 2022-08-11 07:59:19+00:00 | \n", "3002 | \n", "XAUUSD BUY STOP 1788.00 \\nSL 1777\\nTP 1791\\nT... | \n", "XAUUSD | \n", "BUY STOP | \n", "1788.0 | \n", "1777.0 | \n", "1791.0 | \n", "1797.0 | \n", "1850.0 | \n", "NaN | \n", "
| 2022-08-31 12:24:05+00:00 | \n", "3110 | \n", "XAUUSD BUY STOP 1712.00 \\nSL 1700\\nTP 1715\\nTP... | \n", "XAUUSD | \n", "BUY STOP | \n", "1712.0 | \n", "1700.0 | \n", "1715.0 | \n", "1721.0 | \n", "1780.0 | \n", "NaN | \n", "
| \n", " | id | \n", "OrderType | \n", "EntryPrice | \n", "SL | \n", "TP1 | \n", "TP2 | \n", "TP3 | \n", "TP4 | \n", "
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| date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
| 2021-09-14 12:43:51+00:00 | \n", "846 | \n", "1 | \n", "1792.4 | \n", "1796.4 | \n", "1790.9 | \n", "1789.4 | \n", "1787.4 | \n", "NaN | \n", "
| 2021-09-15 04:24:47+00:00 | \n", "854 | \n", "0 | \n", "1800.0 | \n", "1797.5 | \n", "1805.0 | \n", "1810.0 | \n", "NaN | \n", "NaN | \n", "
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| 2021-09-16 10:39:52+00:00 | \n", "884 | \n", "0 | \n", "1780.0 | \n", "NaN | \n", "1781.3 | \n", "1783.3 | \n", "NaN | \n", "NaN | \n", "
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| 2023-03-13 13:08:21+00:00 | \n", "4411 | \n", "3 | \n", "1896.0 | \n", "1906.0 | \n", "1893.0 | \n", "1888.0 | \n", "1870.0 | \n", "1840.0 | \n", "
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| 2023-03-15 06:27:23+00:00 | \n", "4425 | \n", "3 | \n", "1899.0 | \n", "1910.0 | \n", "1896.0 | \n", "1890.0 | \n", "1880.0 | \n", "1850.0 | \n", "
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|---|---|---|---|---|---|---|---|---|
| date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
| 2021-09-14 12:43:51+00:00 | \n", "846 | \n", "1 | \n", "1792.4 | \n", "1796.4 | \n", "1790.9 | \n", "1789.4 | \n", "1787.4 | \n", "NaN | \n", "
| 2021-09-15 04:24:47+00:00 | \n", "854 | \n", "0 | \n", "1800.0 | \n", "1797.5 | \n", "1805.0 | \n", "1810.0 | \n", "NaN | \n", "NaN | \n", "
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| 2021-09-16 10:39:52+00:00 | \n", "884 | \n", "0 | \n", "1780.0 | \n", "NaN | \n", "1781.3 | \n", "1783.3 | \n", "NaN | \n", "NaN | \n", "
| 2021-09-16 12:48:36+00:00 | \n", "887 | \n", "0 | \n", "1762.3 | \n", "1758.3 | \n", "1763.8 | \n", "1765.3 | \n", "1767.3 | \n", "NaN | \n", "
| \n", " | Order Id | \n", "Column | \n", "Index | \n", "Size | \n", "Price | \n", "Fees | \n", "Side | \n", "
|---|---|---|---|---|---|---|---|
| 0 | \n", "0 | \n", "0 | \n", "2021-09-14 12:43:00+00:00 | \n", "0.055830 | \n", "1791.160 | \n", "0.0 | \n", "Sell | \n", "
| 1 | \n", "1 | \n", "0 | \n", "2021-09-14 12:44:00+00:00 | \n", "0.018610 | \n", "1790.900 | \n", "0.0 | \n", "Buy | \n", "
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| 3 | \n", "3 | \n", "0 | \n", "2021-09-14 12:55:00+00:00 | \n", "0.018629 | \n", "1796.400 | \n", "0.0 | \n", "Buy | \n", "
| 4 | \n", "0 | \n", "5 | \n", "2021-09-17 11:00:00+00:00 | \n", "0.056762 | \n", "1761.727 | \n", "0.0 | \n", "Buy | \n", "
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| 150 | \n", "3 | \n", "226 | \n", "2023-03-13 00:00:00+00:00 | \n", "0.027003 | \n", "1877.865 | \n", "0.0 | \n", "Buy | \n", "
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| 152 | \n", "1 | \n", "227 | \n", "2023-03-13 10:47:00+00:00 | \n", "0.013174 | \n", "1882.000 | \n", "0.0 | \n", "Buy | \n", "
| 153 | \n", "2 | \n", "227 | \n", "2023-03-13 12:29:00+00:00 | \n", "0.039892 | \n", "1895.000 | \n", "0.0 | \n", "Buy | \n", "
| 154 | \n", "0 | \n", "229 | \n", "2023-03-13 14:36:00+00:00 | \n", "0.052468 | \n", "1905.935 | \n", "0.0 | \n", "Sell | \n", "
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|---|---|---|---|---|---|---|---|---|---|
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| 1 | \n", "1 | \n", "0 | \n", "2021-09-14 12:44:00+00:00 | \n", "0.018610 | \n", "1790.900 | \n", "0.0 | \n", "Buy | \n", "SELL | \n", "TP1 | \n", "
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| 150 | \n", "3 | \n", "226 | \n", "2023-03-13 00:00:00+00:00 | \n", "0.027003 | \n", "1877.865 | \n", "0.0 | \n", "Buy | \n", "SELLSTOP | \n", "SL1 | \n", "
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| 152 | \n", "1 | \n", "227 | \n", "2023-03-13 10:47:00+00:00 | \n", "0.013174 | \n", "1882.000 | \n", "0.0 | \n", "Buy | \n", "SELL | \n", "TP1 | \n", "
| 153 | \n", "2 | \n", "227 | \n", "2023-03-13 12:29:00+00:00 | \n", "0.039892 | \n", "1895.000 | \n", "0.0 | \n", "Buy | \n", "SELL | \n", "SL1 | \n", "
| 154 | \n", "0 | \n", "229 | \n", "2023-03-13 14:36:00+00:00 | \n", "0.052468 | \n", "1905.935 | \n", "0.0 | \n", "Sell | \n", "SELL | \n", "None | \n", "
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|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", "1 | \n", "0 | \n", "2021-09-14 12:44:00+00:00 | \n", "0.018610 | \n", "1790.900 | \n", "0.0 | \n", "Buy | \n", "SELL | \n", "TP1 | \n", "
| 1 | \n", "2 | \n", "0 | \n", "2021-09-14 12:50:00+00:00 | \n", "0.018591 | \n", "1789.400 | \n", "0.0 | \n", "Buy | \n", "SELL | \n", "TP2 | \n", "
| 2 | \n", "3 | \n", "0 | \n", "2021-09-14 12:55:00+00:00 | \n", "0.018629 | \n", "1796.400 | \n", "0.0 | \n", "Buy | \n", "SELL | \n", "SL1 | \n", "
| 3 | \n", "0 | \n", "5 | \n", "2021-09-17 11:00:00+00:00 | \n", "0.056762 | \n", "1761.727 | \n", "0.0 | \n", "Buy | \n", "BUY | \n", "None | \n", "
| 4 | \n", "1 | \n", "21 | \n", "2021-10-14 00:00:00+00:00 | \n", "0.056840 | \n", "1791.780 | \n", "0.0 | \n", "Buy | \n", "SELL | \n", "SL1 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 89 | \n", "1 | \n", "226 | \n", "2023-03-10 16:05:00+00:00 | \n", "0.013292 | \n", "1862.000 | \n", "0.0 | \n", "Buy | \n", "SELLSTOP | \n", "TP1 | \n", "
| 90 | \n", "2 | \n", "226 | \n", "2023-03-10 16:19:00+00:00 | \n", "0.013324 | \n", "1857.000 | \n", "0.0 | \n", "Buy | \n", "SELLSTOP | \n", "TP2 | \n", "
| 91 | \n", "3 | \n", "226 | \n", "2023-03-13 00:00:00+00:00 | \n", "0.027003 | \n", "1877.865 | \n", "0.0 | \n", "Buy | \n", "SELLSTOP | \n", "SL1 | \n", "
| 92 | \n", "1 | \n", "227 | \n", "2023-03-13 10:47:00+00:00 | \n", "0.013174 | \n", "1882.000 | \n", "0.0 | \n", "Buy | \n", "SELL | \n", "TP1 | \n", "
| 93 | \n", "2 | \n", "227 | \n", "2023-03-13 12:29:00+00:00 | \n", "0.039892 | \n", "1895.000 | \n", "0.0 | \n", "Buy | \n", "SELL | \n", "SL1 | \n", "
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|---|---|---|---|---|---|---|---|---|
| date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
| 2021-09-14 12:43:51+00:00 | \n", "846 | \n", "1 | \n", "1792.4 | \n", "1796.4 | \n", "1790.9 | \n", "1789.4 | \n", "1787.4 | \n", "NaN | \n", "
| 2021-09-15 04:24:47+00:00 | \n", "854 | \n", "0 | \n", "1800.0 | \n", "1797.5 | \n", "1805.0 | \n", "1810.0 | \n", "NaN | \n", "NaN | \n", "
| 2021-09-15 08:08:45+00:00 | \n", "866 | \n", "1 | \n", "1802.5 | \n", "1806.5 | \n", "1801.0 | \n", "1799.5 | \n", "1797.5 | \n", "NaN | \n", "
| 2021-09-16 10:39:52+00:00 | \n", "884 | \n", "0 | \n", "1780.0 | \n", "NaN | \n", "1781.3 | \n", "1783.3 | \n", "NaN | \n", "NaN | \n", "
| 2021-09-16 12:48:36+00:00 | \n", "887 | \n", "0 | \n", "1762.3 | \n", "1758.3 | \n", "1763.8 | \n", "1765.3 | \n", "1767.3 | \n", "NaN | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 2023-03-13 10:17:39+00:00 | \n", "4408 | \n", "1 | \n", "1885.0 | \n", "1895.0 | \n", "1882.0 | \n", "1877.0 | \n", "1865.0 | \n", "1800.0 | \n", "
| 2023-03-13 13:08:21+00:00 | \n", "4411 | \n", "3 | \n", "1896.0 | \n", "1906.0 | \n", "1893.0 | \n", "1888.0 | \n", "1870.0 | \n", "1840.0 | \n", "
| 2023-03-13 14:36:09+00:00 | \n", "4413 | \n", "1 | \n", "1907.0 | \n", "1918.0 | \n", "1903.0 | \n", "1900.0 | \n", "1890.0 | \n", "1860.0 | \n", "
| 2023-03-15 06:27:23+00:00 | \n", "4425 | \n", "3 | \n", "1899.0 | \n", "1910.0 | \n", "1896.0 | \n", "1890.0 | \n", "1880.0 | \n", "1850.0 | \n", "
| 2023-03-16 13:03:03+00:00 | \n", "4432 | \n", "1 | \n", "1929.0 | \n", "1940.0 | \n", "1926.0 | \n", "1920.0 | \n", "1915.0 | \n", "1870.0 | \n", "
232 rows × 8 columns
\n", "| \n", " | id | \n", "OrderType | \n", "EntryPrice | \n", "SL | \n", "TP1 | \n", "TP2 | \n", "TP3 | \n", "TP4 | \n", "
|---|---|---|---|---|---|---|---|---|
| date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
| 2021-09-15 04:24:47+00:00 | \n", "854 | \n", "0 | \n", "1800.0 | \n", "1797.5 | \n", "1805.0 | \n", "1810.0 | \n", "NaN | \n", "NaN | \n", "
| 2021-09-15 08:08:45+00:00 | \n", "866 | \n", "1 | \n", "1802.5 | \n", "1806.5 | \n", "1801.0 | \n", "1799.5 | \n", "1797.5 | \n", "NaN | \n", "
| 2021-09-16 10:39:52+00:00 | \n", "884 | \n", "0 | \n", "1780.0 | \n", "NaN | \n", "1781.3 | \n", "1783.3 | \n", "NaN | \n", "NaN | \n", "
| 2021-09-16 12:48:36+00:00 | \n", "887 | \n", "0 | \n", "1762.3 | \n", "1758.3 | \n", "1763.8 | \n", "1765.3 | \n", "1767.3 | \n", "NaN | \n", "
| 2021-09-21 13:42:40+00:00 | \n", "942 | \n", "1 | \n", "1775.0 | \n", "1776.0 | \n", "1769.0 | \n", "1766.0 | \n", "NaN | \n", "NaN | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 2023-03-08 15:15:01+00:00 | \n", "4381 | \n", "1 | \n", "1820.0 | \n", "1830.0 | \n", "1817.0 | \n", "1812.0 | \n", "1805.0 | \n", "1770.0 | \n", "
| 2023-03-08 15:38:05+00:00 | \n", "4382 | \n", "1 | \n", "1823.0 | \n", "1830.0 | \n", "1820.0 | \n", "1815.0 | \n", "1805.0 | \n", "1770.0 | \n", "
| 2023-03-13 13:08:21+00:00 | \n", "4411 | \n", "3 | \n", "1896.0 | \n", "1906.0 | \n", "1893.0 | \n", "1888.0 | \n", "1870.0 | \n", "1840.0 | \n", "
| 2023-03-15 06:27:23+00:00 | \n", "4425 | \n", "3 | \n", "1899.0 | \n", "1910.0 | \n", "1896.0 | \n", "1890.0 | \n", "1880.0 | \n", "1850.0 | \n", "
| 2023-03-16 13:03:03+00:00 | \n", "4432 | \n", "1 | \n", "1929.0 | \n", "1940.0 | \n", "1926.0 | \n", "1920.0 | \n", "1915.0 | \n", "1870.0 | \n", "
187 rows × 8 columns
\n", "| \n", " | Exit Trade Id | \n", "Column | \n", "Size | \n", "Entry Order Id | \n", "Entry Index | \n", "Avg Entry Price | \n", "Entry Fees | \n", "Exit Order Id | \n", "Exit Index | \n", "Avg Exit Price | \n", "Exit Fees | \n", "PnL | \n", "Return | \n", "Direction | \n", "Status | \n", "Position Id | \n", "
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", "0 | \n", "0 | \n", "0.018610 | \n", "0 | \n", "2021-09-14 12:43:00+00:00 | \n", "1791.1600 | \n", "0.0 | \n", "1 | \n", "2021-09-14 12:44:00+00:00 | \n", "1790.9000 | \n", "0.0 | \n", "0.004839 | \n", "0.000145 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 1 | \n", "1 | \n", "0 | \n", "0.018591 | \n", "0 | \n", "2021-09-14 12:43:00+00:00 | \n", "1791.1600 | \n", "0.0 | \n", "2 | \n", "2021-09-14 12:50:00+00:00 | \n", "1789.4000 | \n", "0.0 | \n", "0.032719 | \n", "0.000983 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 2 | \n", "2 | \n", "0 | \n", "0.018629 | \n", "0 | \n", "2021-09-14 12:43:00+00:00 | \n", "1791.1600 | \n", "0.0 | \n", "3 | \n", "2021-09-14 12:55:00+00:00 | \n", "1796.4000 | \n", "0.0 | \n", "-0.097619 | \n", "-0.002925 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 3 | \n", "0 | \n", "5 | \n", "0.056762 | \n", "0 | \n", "2021-09-17 11:00:00+00:00 | \n", "1761.7270 | \n", "0.0 | \n", "1 | \n", "2021-09-17 12:54:00+00:00 | \n", "1755.0000 | \n", "0.0 | \n", "-0.381841 | \n", "-0.003818 | \n", "Long | \n", "Closed | \n", "0 | \n", "
| 4 | \n", "0 | \n", "21 | \n", "0.056840 | \n", "0 | \n", "2021-10-05 15:46:00+00:00 | \n", "1759.3285 | \n", "0.0 | \n", "1 | \n", "2021-10-14 00:00:00+00:00 | \n", "1791.7800 | \n", "0.0 | \n", "-1.844539 | \n", "-0.018445 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 106 | \n", "1 | \n", "226 | \n", "0.013324 | \n", "0 | \n", "2023-03-10 15:51:00+00:00 | \n", "1865.0000 | \n", "0.0 | \n", "2 | \n", "2023-03-10 16:19:00+00:00 | \n", "1857.0000 | \n", "0.0 | \n", "0.106591 | \n", "0.004290 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 107 | \n", "2 | \n", "226 | \n", "0.027003 | \n", "0 | \n", "2023-03-10 15:51:00+00:00 | \n", "1865.0000 | \n", "0.0 | \n", "3 | \n", "2023-03-13 00:00:00+00:00 | \n", "1877.8650 | \n", "0.0 | \n", "-0.347394 | \n", "-0.006898 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 108 | \n", "0 | \n", "227 | \n", "0.013174 | \n", "0 | \n", "2023-03-13 10:17:00+00:00 | \n", "1884.4550 | \n", "0.0 | \n", "1 | \n", "2023-03-13 10:47:00+00:00 | \n", "1882.0000 | \n", "0.0 | \n", "0.032342 | \n", "0.001303 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 109 | \n", "1 | \n", "227 | \n", "0.039892 | \n", "0 | \n", "2023-03-13 10:17:00+00:00 | \n", "1884.4550 | \n", "0.0 | \n", "2 | \n", "2023-03-13 12:29:00+00:00 | \n", "1895.0000 | \n", "0.0 | \n", "-0.420660 | \n", "-0.005596 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 110 | \n", "0 | \n", "229 | \n", "0.052468 | \n", "0 | \n", "2023-03-13 14:36:00+00:00 | \n", "1905.9350 | \n", "0.0 | \n", "-1 | \n", "2023-03-13 23:59:00+00:00 | \n", "1912.1735 | \n", "0.0 | \n", "-0.327320 | \n", "-0.003273 | \n", "Short | \n", "Open | \n", "0 | \n", "
111 rows × 16 columns
\n", "| \n", " | Entry Trade Id | \n", "Column | \n", "Size | \n", "Entry Order Id | \n", "Entry Index | \n", "Avg Entry Price | \n", "Entry Fees | \n", "Exit Order Id | \n", "Exit Index | \n", "Avg Exit Price | \n", "Exit Fees | \n", "PnL | \n", "Return | \n", "Direction | \n", "Status | \n", "Position Id | \n", "
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", "0 | \n", "0 | \n", "0.055830 | \n", "0 | \n", "2021-09-14 12:43:00+00:00 | \n", "1791.1600 | \n", "0.0 | \n", "3 | \n", "2021-09-14 12:55:00+00:00 | \n", "1792.235783 | \n", "0.0 | \n", "-0.060061 | \n", "-0.000601 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 1 | \n", "0 | \n", "5 | \n", "0.056762 | \n", "0 | \n", "2021-09-17 11:00:00+00:00 | \n", "1761.7270 | \n", "0.0 | \n", "1 | \n", "2021-09-17 12:54:00+00:00 | \n", "1755.000000 | \n", "0.0 | \n", "-0.381841 | \n", "-0.003818 | \n", "Long | \n", "Closed | \n", "0 | \n", "
| 2 | \n", "0 | \n", "21 | \n", "0.056840 | \n", "0 | \n", "2021-10-05 15:46:00+00:00 | \n", "1759.3285 | \n", "0.0 | \n", "1 | \n", "2021-10-14 00:00:00+00:00 | \n", "1791.780000 | \n", "0.0 | \n", "-1.844539 | \n", "-0.018445 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 3 | \n", "0 | \n", "27 | \n", "0.055685 | \n", "0 | \n", "2021-10-14 08:03:00+00:00 | \n", "1795.8235 | \n", "0.0 | \n", "1 | \n", "2021-10-14 10:02:00+00:00 | \n", "1798.800000 | \n", "0.0 | \n", "-0.165746 | \n", "-0.001657 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 4 | \n", "0 | \n", "32 | \n", "0.054156 | \n", "0 | \n", "2022-01-20 15:04:00+00:00 | \n", "1846.5100 | \n", "0.0 | \n", "4 | \n", "2022-01-26 19:03:00+00:00 | \n", "1836.717318 | \n", "0.0 | \n", "0.530335 | \n", "0.005303 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 5 | \n", "0 | \n", "35 | \n", "0.053757 | \n", "0 | \n", "2022-02-14 14:37:00+00:00 | \n", "1860.2400 | \n", "0.0 | \n", "1 | \n", "2022-02-14 15:16:00+00:00 | \n", "1868.000000 | \n", "0.0 | \n", "-0.417150 | \n", "-0.004172 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 6 | \n", "0 | \n", "46 | \n", "0.050660 | \n", "0 | \n", "2022-03-10 01:06:00+00:00 | \n", "1973.9450 | \n", "0.0 | \n", "3 | \n", "2022-03-10 11:09:00+00:00 | \n", "1991.658877 | \n", "0.0 | \n", "0.897385 | \n", "0.008974 | \n", "Long | \n", "Closed | \n", "0 | \n", "
| 7 | \n", "0 | \n", "47 | \n", "0.050472 | \n", "0 | \n", "2022-03-10 07:05:00+00:00 | \n", "1981.2930 | \n", "0.0 | \n", "3 | \n", "2022-03-10 11:09:00+00:00 | \n", "1994.663824 | \n", "0.0 | \n", "0.674853 | \n", "0.006749 | \n", "Long | \n", "Closed | \n", "0 | \n", "
| 8 | \n", "0 | \n", "48 | \n", "0.050042 | \n", "0 | \n", "2022-03-10 14:57:00+00:00 | \n", "1998.3380 | \n", "0.0 | \n", "2 | \n", "2022-03-14 00:00:00+00:00 | \n", "1984.930000 | \n", "0.0 | \n", "-0.670958 | \n", "-0.006710 | \n", "Long | \n", "Closed | \n", "0 | \n", "
| 9 | \n", "0 | \n", "50 | \n", "0.050699 | \n", "0 | \n", "2022-03-14 01:18:00+00:00 | \n", "1972.4250 | \n", "0.0 | \n", "2 | \n", "2022-03-14 08:57:00+00:00 | \n", "1970.666667 | \n", "0.0 | \n", "-0.089146 | \n", "-0.000891 | \n", "Long | \n", "Closed | \n", "0 | \n", "
| 10 | \n", "0 | \n", "51 | \n", "0.051462 | \n", "0 | \n", "2022-03-24 01:45:00+00:00 | \n", "1943.1675 | \n", "0.0 | \n", "2 | \n", "2022-03-24 11:40:00+00:00 | \n", "1947.700070 | \n", "0.0 | \n", "-0.233257 | \n", "-0.002333 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 11 | \n", "0 | \n", "52 | \n", "0.051373 | \n", "0 | \n", "2022-03-24 11:32:00+00:00 | \n", "1946.5545 | \n", "0.0 | \n", "2 | \n", "2022-03-24 11:40:00+00:00 | \n", "1947.275000 | \n", "0.0 | \n", "0.037014 | \n", "0.000370 | \n", "Long | \n", "Closed | \n", "0 | \n", "
| 12 | \n", "0 | \n", "53 | \n", "0.051217 | \n", "0 | \n", "2022-03-24 11:46:00+00:00 | \n", "1952.4725 | \n", "0.0 | \n", "3 | \n", "2022-03-30 00:00:00+00:00 | \n", "1946.514917 | \n", "0.0 | \n", "-0.305130 | \n", "-0.003051 | \n", "Long | \n", "Closed | \n", "0 | \n", "
| 13 | \n", "0 | \n", "56 | \n", "0.052012 | \n", "0 | \n", "2022-03-30 01:25:00+00:00 | \n", "1922.6325 | \n", "0.0 | \n", "2 | \n", "2022-04-21 00:00:00+00:00 | \n", "1942.427500 | \n", "0.0 | \n", "1.029578 | \n", "0.010296 | \n", "Long | \n", "Closed | \n", "0 | \n", "
| 14 | \n", "0 | \n", "63 | \n", "0.051380 | \n", "0 | \n", "2022-04-21 12:41:00+00:00 | \n", "1946.2980 | \n", "0.0 | \n", "3 | \n", "2022-05-09 00:00:00+00:00 | \n", "1911.743445 | \n", "0.0 | \n", "1.775399 | \n", "0.017754 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 15 | \n", "0 | \n", "70 | \n", "0.054021 | \n", "0 | \n", "2022-05-11 09:06:00+00:00 | \n", "1851.1345 | \n", "0.0 | \n", "3 | \n", "2022-05-24 13:12:00+00:00 | \n", "1851.202702 | \n", "0.0 | \n", "-0.003684 | \n", "-0.000037 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 16 | \n", "0 | \n", "77 | \n", "0.053794 | \n", "0 | \n", "2022-05-24 08:25:00+00:00 | \n", "1858.9405 | \n", "0.0 | \n", "3 | \n", "2022-07-19 00:00:00+00:00 | \n", "1805.459265 | \n", "0.0 | \n", "2.876974 | \n", "0.028770 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 17 | \n", "0 | \n", "111 | \n", "0.056982 | \n", "0 | \n", "2022-08-19 07:01:00+00:00 | \n", "1754.9380 | \n", "0.0 | \n", "3 | \n", "2022-09-13 13:02:00+00:00 | \n", "1733.215120 | \n", "0.0 | \n", "1.237815 | \n", "0.012378 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 18 | \n", "0 | \n", "116 | \n", "0.058411 | \n", "0 | \n", "2022-08-31 12:25:00+00:00 | \n", "1712.0000 | \n", "0.0 | \n", "3 | \n", "2022-09-13 13:02:00+00:00 | \n", "1712.006528 | \n", "0.0 | \n", "0.000381 | \n", "0.000004 | \n", "Long | \n", "Closed | \n", "0 | \n", "
| 19 | \n", "0 | \n", "123 | \n", "0.058781 | \n", "0 | \n", "2022-09-13 13:25:00+00:00 | \n", "1701.2235 | \n", "0.0 | \n", "3 | \n", "2022-09-16 00:00:00+00:00 | \n", "1691.510743 | \n", "0.0 | \n", "-0.570928 | \n", "-0.005709 | \n", "Long | \n", "Closed | \n", "0 | \n", "
| 20 | \n", "0 | \n", "125 | \n", "0.060044 | \n", "0 | \n", "2022-09-19 12:37:00+00:00 | \n", "1665.4585 | \n", "0.0 | \n", "3 | \n", "2022-09-21 18:35:00+00:00 | \n", "1666.711569 | \n", "0.0 | \n", "-0.075239 | \n", "-0.000752 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 21 | \n", "0 | \n", "126 | \n", "0.059773 | \n", "0 | \n", "2022-09-21 13:44:00+00:00 | \n", "1673.0000 | \n", "0.0 | \n", "3 | \n", "2022-09-21 18:44:00+00:00 | \n", "1673.018246 | \n", "0.0 | \n", "-0.001091 | \n", "-0.000011 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 22 | \n", "0 | \n", "129 | \n", "0.060758 | \n", "0 | \n", "2022-09-28 13:33:00+00:00 | \n", "1645.8850 | \n", "0.0 | \n", "2 | \n", "2022-09-30 06:54:00+00:00 | \n", "1653.966033 | \n", "0.0 | \n", "-0.490984 | \n", "-0.004910 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 23 | \n", "0 | \n", "130 | \n", "0.060234 | \n", "0 | \n", "2022-09-28 17:11:00+00:00 | \n", "1660.1975 | \n", "0.0 | \n", "3 | \n", "2022-09-30 14:37:00+00:00 | \n", "1662.044470 | \n", "0.0 | \n", "-0.111250 | \n", "-0.001113 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 24 | \n", "0 | \n", "136 | \n", "0.060110 | \n", "0 | \n", "2022-10-11 10:36:00+00:00 | \n", "1663.6215 | \n", "0.0 | \n", "3 | \n", "2022-10-13 12:45:00+00:00 | \n", "1662.669895 | \n", "0.0 | \n", "-0.057201 | \n", "-0.000572 | \n", "Long | \n", "Closed | \n", "0 | \n", "
| 25 | \n", "0 | \n", "139 | \n", "0.060350 | \n", "0 | \n", "2022-10-13 12:39:00+00:00 | \n", "1657.0000 | \n", "0.0 | \n", "3 | \n", "2022-10-13 15:39:00+00:00 | \n", "1657.026043 | \n", "0.0 | \n", "-0.001572 | \n", "-0.000016 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 26 | \n", "0 | \n", "140 | \n", "0.060096 | \n", "0 | \n", "2022-10-17 12:33:00+00:00 | \n", "1664.0150 | \n", "0.0 | \n", "3 | \n", "2022-11-06 23:00:00+00:00 | \n", "1664.041533 | \n", "0.0 | \n", "-0.001594 | \n", "-0.000016 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 27 | \n", "0 | \n", "155 | \n", "0.056384 | \n", "0 | \n", "2022-11-16 03:34:00+00:00 | \n", "1773.5600 | \n", "0.0 | \n", "2 | \n", "2022-11-16 10:21:00+00:00 | \n", "1780.358997 | \n", "0.0 | \n", "-0.383353 | \n", "-0.003834 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 28 | \n", "0 | \n", "156 | \n", "0.056114 | \n", "0 | \n", "2022-11-16 10:39:00+00:00 | \n", "1782.0800 | \n", "0.0 | \n", "3 | \n", "2022-12-05 00:00:00+00:00 | \n", "1784.053532 | \n", "0.0 | \n", "-0.110743 | \n", "-0.001107 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 29 | \n", "0 | \n", "159 | \n", "0.057057 | \n", "0 | \n", "2022-11-25 08:20:00+00:00 | \n", "1752.6295 | \n", "0.0 | \n", "2 | \n", "2022-12-05 00:00:00+00:00 | \n", "1782.766007 | \n", "0.0 | \n", "-1.719502 | \n", "-0.017195 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 30 | \n", "0 | \n", "178 | \n", "0.053879 | \n", "0 | \n", "2023-01-04 07:47:00+00:00 | \n", "1856.0150 | \n", "0.0 | \n", "3 | \n", "2023-01-06 19:41:00+00:00 | \n", "1857.699209 | \n", "0.0 | \n", "-0.090743 | \n", "-0.000907 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 31 | \n", "0 | \n", "179 | \n", "0.054367 | \n", "0 | \n", "2023-01-06 02:24:00+00:00 | \n", "1839.3350 | \n", "0.0 | \n", "3 | \n", "2023-01-06 15:05:00+00:00 | \n", "1843.785817 | \n", "0.0 | \n", "-0.241980 | \n", "-0.002420 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 32 | \n", "0 | \n", "180 | \n", "0.054268 | \n", "0 | \n", "2023-01-06 13:40:00+00:00 | \n", "1842.7065 | \n", "0.0 | \n", "1 | \n", "2023-01-06 13:47:00+00:00 | \n", "1850.000000 | \n", "0.0 | \n", "-0.395804 | \n", "-0.003958 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 33 | \n", "0 | \n", "181 | \n", "0.054105 | \n", "0 | \n", "2023-01-06 14:04:00+00:00 | \n", "1848.2500 | \n", "0.0 | \n", "3 | \n", "2023-01-06 15:08:00+00:00 | \n", "1850.355558 | \n", "0.0 | \n", "-0.113922 | \n", "-0.001139 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 34 | \n", "0 | \n", "182 | \n", "0.053310 | \n", "0 | \n", "2023-01-09 05:13:00+00:00 | \n", "1875.8300 | \n", "0.0 | \n", "3 | \n", "2023-01-15 23:00:00+00:00 | \n", "1888.282490 | \n", "0.0 | \n", "-0.663839 | \n", "-0.006638 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 35 | \n", "0 | \n", "187 | \n", "0.052329 | \n", "0 | \n", "2023-01-17 05:30:00+00:00 | \n", "1911.0000 | \n", "0.0 | \n", "3 | \n", "2023-01-25 00:00:00+00:00 | \n", "1916.413678 | \n", "0.0 | \n", "-0.283290 | \n", "-0.002833 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 36 | \n", "0 | \n", "194 | \n", "0.051787 | \n", "0 | \n", "2023-01-25 15:34:00+00:00 | \n", "1931.0000 | \n", "0.0 | \n", "1 | \n", "2023-01-25 17:33:00+00:00 | \n", "1940.000000 | \n", "0.0 | \n", "-0.466080 | \n", "-0.004661 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 37 | \n", "0 | \n", "195 | \n", "0.051603 | \n", "0 | \n", "2023-01-25 17:58:00+00:00 | \n", "1937.8700 | \n", "0.0 | \n", "3 | \n", "2023-02-03 13:41:00+00:00 | \n", "1916.134703 | \n", "0.0 | \n", "1.121608 | \n", "0.011216 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 38 | \n", "0 | \n", "202 | \n", "0.051975 | \n", "0 | \n", "2023-01-31 15:07:00+00:00 | \n", "1924.0000 | \n", "0.0 | \n", "4 | \n", "2023-02-03 15:10:00+00:00 | \n", "1903.895890 | \n", "0.0 | \n", "1.044912 | \n", "0.010449 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 39 | \n", "0 | \n", "221 | \n", "0.053868 | \n", "0 | \n", "2023-03-06 07:32:00+00:00 | \n", "1856.3735 | \n", "0.0 | \n", "4 | \n", "2023-03-10 20:57:00+00:00 | \n", "1854.667343 | \n", "0.0 | \n", "0.091908 | \n", "0.000919 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 40 | \n", "0 | \n", "224 | \n", "0.055002 | \n", "0 | \n", "2023-03-09 08:48:00+00:00 | \n", "1818.1015 | \n", "0.0 | \n", "1 | \n", "2023-03-09 14:20:00+00:00 | \n", "1828.000000 | \n", "0.0 | \n", "-0.544442 | \n", "-0.005444 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 41 | \n", "0 | \n", "225 | \n", "0.054756 | \n", "0 | \n", "2023-03-09 14:26:00+00:00 | \n", "1826.2950 | \n", "0.0 | \n", "1 | \n", "2023-03-09 15:07:00+00:00 | \n", "1835.000000 | \n", "0.0 | \n", "-0.476648 | \n", "-0.004766 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 42 | \n", "0 | \n", "226 | \n", "0.053619 | \n", "0 | \n", "2023-03-10 15:51:00+00:00 | \n", "1865.0000 | \n", "0.0 | \n", "3 | \n", "2023-03-13 00:00:00+00:00 | \n", "1868.747273 | \n", "0.0 | \n", "-0.200926 | \n", "-0.002009 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 43 | \n", "0 | \n", "227 | \n", "0.053066 | \n", "0 | \n", "2023-03-13 10:17:00+00:00 | \n", "1884.4550 | \n", "0.0 | \n", "2 | \n", "2023-03-13 12:29:00+00:00 | \n", "1891.772688 | \n", "0.0 | \n", "-0.388319 | \n", "-0.003883 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 44 | \n", "0 | \n", "229 | \n", "0.052468 | \n", "0 | \n", "2023-03-13 14:36:00+00:00 | \n", "1905.9350 | \n", "0.0 | \n", "-1 | \n", "2023-03-13 23:59:00+00:00 | \n", "1912.173500 | \n", "0.0 | \n", "-0.327320 | \n", "-0.003273 | \n", "Short | \n", "Open | \n", "0 | \n", "
| \n", " | Exit Trade Id | \n", "Column | \n", "Size | \n", "Entry Order Id | \n", "Entry Index | \n", "Avg Entry Price | \n", "Entry Fees | \n", "Exit Order Id | \n", "Exit Index | \n", "Avg Exit Price | \n", "Exit Fees | \n", "PnL | \n", "Return | \n", "Direction | \n", "Status | \n", "Position Id | \n", "
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", "0 | \n", "0 | \n", "0.018610 | \n", "0 | \n", "2021-09-14 12:43:00+00:00 | \n", "1791.1600 | \n", "0.0 | \n", "1 | \n", "2021-09-14 12:44:00+00:00 | \n", "1790.9000 | \n", "0.0 | \n", "0.004839 | \n", "0.000145 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 1 | \n", "1 | \n", "0 | \n", "0.018591 | \n", "0 | \n", "2021-09-14 12:43:00+00:00 | \n", "1791.1600 | \n", "0.0 | \n", "2 | \n", "2021-09-14 12:50:00+00:00 | \n", "1789.4000 | \n", "0.0 | \n", "0.032719 | \n", "0.000983 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 2 | \n", "2 | \n", "0 | \n", "0.018629 | \n", "0 | \n", "2021-09-14 12:43:00+00:00 | \n", "1791.1600 | \n", "0.0 | \n", "3 | \n", "2021-09-14 12:55:00+00:00 | \n", "1796.4000 | \n", "0.0 | \n", "-0.097619 | \n", "-0.002925 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 3 | \n", "0 | \n", "5 | \n", "0.056762 | \n", "0 | \n", "2021-09-17 11:00:00+00:00 | \n", "1761.7270 | \n", "0.0 | \n", "1 | \n", "2021-09-17 12:54:00+00:00 | \n", "1755.0000 | \n", "0.0 | \n", "-0.381841 | \n", "-0.003818 | \n", "Long | \n", "Closed | \n", "0 | \n", "
| 4 | \n", "0 | \n", "21 | \n", "0.056840 | \n", "0 | \n", "2021-10-05 15:46:00+00:00 | \n", "1759.3285 | \n", "0.0 | \n", "1 | \n", "2021-10-14 00:00:00+00:00 | \n", "1791.7800 | \n", "0.0 | \n", "-1.844539 | \n", "-0.018445 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 106 | \n", "1 | \n", "226 | \n", "0.013324 | \n", "0 | \n", "2023-03-10 15:51:00+00:00 | \n", "1865.0000 | \n", "0.0 | \n", "2 | \n", "2023-03-10 16:19:00+00:00 | \n", "1857.0000 | \n", "0.0 | \n", "0.106591 | \n", "0.004290 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 107 | \n", "2 | \n", "226 | \n", "0.027003 | \n", "0 | \n", "2023-03-10 15:51:00+00:00 | \n", "1865.0000 | \n", "0.0 | \n", "3 | \n", "2023-03-13 00:00:00+00:00 | \n", "1877.8650 | \n", "0.0 | \n", "-0.347394 | \n", "-0.006898 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 108 | \n", "0 | \n", "227 | \n", "0.013174 | \n", "0 | \n", "2023-03-13 10:17:00+00:00 | \n", "1884.4550 | \n", "0.0 | \n", "1 | \n", "2023-03-13 10:47:00+00:00 | \n", "1882.0000 | \n", "0.0 | \n", "0.032342 | \n", "0.001303 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 109 | \n", "1 | \n", "227 | \n", "0.039892 | \n", "0 | \n", "2023-03-13 10:17:00+00:00 | \n", "1884.4550 | \n", "0.0 | \n", "2 | \n", "2023-03-13 12:29:00+00:00 | \n", "1895.0000 | \n", "0.0 | \n", "-0.420660 | \n", "-0.005596 | \n", "Short | \n", "Closed | \n", "0 | \n", "
| 110 | \n", "0 | \n", "229 | \n", "0.052468 | \n", "0 | \n", "2023-03-13 14:36:00+00:00 | \n", "1905.9350 | \n", "0.0 | \n", "-1 | \n", "2023-03-13 23:59:00+00:00 | \n", "1912.1735 | \n", "0.0 | \n", "-0.327320 | \n", "-0.003273 | \n", "Short | \n", "Open | \n", "0 | \n", "
111 rows × 16 columns
\n", "| \n", " | Column | \n", "Order Type | \n", "Stop Type | \n", "Price | \n", "High | \n", "Low | \n", "Price Status | \n", "
|---|---|---|---|---|---|---|---|
| 0 | \n", "0 | \n", "SELL | \n", "None | \n", "1791.160 | \n", "1791.866 | \n", "1790.982 | \n", "OK | \n", "
| 1 | \n", "0 | \n", "SELL | \n", "TP1 | \n", "1790.900 | \n", "1791.436 | \n", "1790.262 | \n", "OK | \n", "
| 2 | \n", "0 | \n", "SELL | \n", "TP2 | \n", "1789.400 | \n", "1790.396 | \n", "1789.156 | \n", "OK | \n", "
| 3 | \n", "0 | \n", "SELL | \n", "SL1 | \n", "1796.400 | \n", "1797.156 | \n", "1794.742 | \n", "OK | \n", "
| 4 | \n", "5 | \n", "BUY | \n", "None | \n", "1761.727 | \n", "1761.993 | \n", "1761.736 | \n", "BelowLow | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 150 | \n", "226 | \n", "SELLSTOP | \n", "SL1 | \n", "1877.865 | \n", "1878.035 | \n", "1875.445 | \n", "OK | \n", "
| 151 | \n", "227 | \n", "SELL | \n", "None | \n", "1884.455 | \n", "1884.715 | \n", "1883.635 | \n", "OK | \n", "
| 152 | \n", "227 | \n", "SELL | \n", "TP1 | \n", "1882.000 | \n", "1882.585 | \n", "1881.685 | \n", "OK | \n", "
| 153 | \n", "227 | \n", "SELL | \n", "SL1 | \n", "1895.000 | \n", "1898.335 | \n", "1894.185 | \n", "OK | \n", "
| 154 | \n", "229 | \n", "SELL | \n", "None | \n", "1905.935 | \n", "1906.795 | \n", "1905.795 | \n", "OK | \n", "
155 rows × 7 columns
\n", "| \n", " | Id | \n", "Column | \n", "Index | \n", "Value | \n", "
|---|---|---|---|---|
| 0 | \n", "0 | \n", "0 | \n", "2021-09-14 12:43:00+00:00 | \n", "1791.866 | \n", "
| 1 | \n", "1 | \n", "0 | \n", "2021-09-14 12:44:00+00:00 | \n", "1791.436 | \n", "
| 2 | \n", "2 | \n", "0 | \n", "2021-09-14 12:50:00+00:00 | \n", "1790.396 | \n", "
| 3 | \n", "3 | \n", "0 | \n", "2021-09-14 12:55:00+00:00 | \n", "1797.156 | \n", "
| 4 | \n", "0 | \n", "5 | \n", "2021-09-17 11:00:00+00:00 | \n", "1761.993 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 150 | \n", "3 | \n", "226 | \n", "2023-03-13 00:00:00+00:00 | \n", "1878.035 | \n", "
| 151 | \n", "0 | \n", "227 | \n", "2023-03-13 10:17:00+00:00 | \n", "1884.715 | \n", "
| 152 | \n", "1 | \n", "227 | \n", "2023-03-13 10:47:00+00:00 | \n", "1882.585 | \n", "
| 153 | \n", "2 | \n", "227 | \n", "2023-03-13 12:29:00+00:00 | \n", "1898.335 | \n", "
| 154 | \n", "0 | \n", "229 | \n", "2023-03-13 14:36:00+00:00 | \n", "1906.795 | \n", "
155 rows × 4 columns
\n", "| \n", " | id | \n", "col | \n", "idx | \n", "size | \n", "price | \n", "fees | \n", "side | \n", "order_type | \n", "stop_type | \n", "
|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", "0 | \n", "0 | \n", "4663 | \n", "0.055830 | \n", "1791.160 | \n", "0.0 | \n", "1 | \n", "1 | \n", "-1 | \n", "
| 1 | \n", "1 | \n", "0 | \n", "4664 | \n", "0.018610 | \n", "1790.900 | \n", "0.0 | \n", "0 | \n", "1 | \n", "1 | \n", "
| 2 | \n", "2 | \n", "0 | \n", "4670 | \n", "0.018591 | \n", "1789.400 | \n", "0.0 | \n", "0 | \n", "1 | \n", "2 | \n", "
| 3 | \n", "3 | \n", "0 | \n", "4675 | \n", "0.018629 | \n", "1796.400 | \n", "0.0 | \n", "0 | \n", "1 | \n", "0 | \n", "
| 4 | \n", "4 | \n", "0 | \n", "5940 | \n", "0.056762 | \n", "1761.727 | \n", "0.0 | \n", "0 | \n", "0 | \n", "-1 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 150 | \n", "150 | \n", "0 | \n", "118526 | \n", "0.027003 | \n", "1877.865 | \n", "0.0 | \n", "0 | \n", "3 | \n", "0 | \n", "
| 151 | \n", "151 | \n", "0 | \n", "119143 | \n", "0.053066 | \n", "1884.455 | \n", "0.0 | \n", "1 | \n", "1 | \n", "-1 | \n", "
| 152 | \n", "152 | \n", "0 | \n", "119173 | \n", "0.013174 | \n", "1882.000 | \n", "0.0 | \n", "0 | \n", "1 | \n", "1 | \n", "
| 153 | \n", "153 | \n", "0 | \n", "119275 | \n", "0.039892 | \n", "1895.000 | \n", "0.0 | \n", "0 | \n", "1 | \n", "0 | \n", "
| 154 | \n", "154 | \n", "0 | \n", "119402 | \n", "0.052468 | \n", "1905.935 | \n", "0.0 | \n", "1 | \n", "1 | \n", "-1 | \n", "
155 rows × 9 columns
\n", "