Baseline Trade Blotter
| entry_timestamp | exit_timestamp | direction | qty | entry_price | exit_price | exit_reason | trade_return | pnl |
|---|---|---|---|---|---|---|---|---|
| 2021-06-11 00:00:00 | 2021-06-16 00:00:00 | LONG | 137.0000 | 340.3600 | 341.0100 | breakout_failure | -0.0001 | -4.2977 |
| 2021-06-18 00:00:00 | 2021-06-23 00:00:00 | LONG | 127.0000 | 343.6300 | 347.7400 | breakout_failure | 0.0099 | 434.1660 |
| 2021-06-25 00:00:00 | 2021-06-30 00:00:00 | LONG | 135.0000 | 350.4700 | 354.4300 | breakout_failure | 0.0093 | 439.4385 |
| 2021-07-06 00:00:00 | 2021-07-09 00:00:00 | LONG | 139.0000 | 359.2700 | 361.0100 | breakout_failure | 0.0028 | 141.7411 |
| 2021-07-26 00:00:00 | 2021-07-29 00:00:00 | LONG | 118.0000 | 367.4900 | 366.4800 | breakout_failure | -0.0047 | -205.7885 |
| 2021-08-24 00:00:00 | 2021-08-31 00:00:00 | LONG | 128.0000 | 373.8300 | 379.9500 | breakout_failure | 0.0144 | 686.8762 |
| 2021-10-20 00:00:00 | 2021-10-27 00:00:00 | LONG | 93.0000 | 375.9400 | 380.0000 | breakout_failure | 0.0088 | 307.2776 |
| 2021-10-29 00:00:00 | 2021-11-05 00:00:00 | LONG | 117.0000 | 381.0600 | 398.6000 | breakout_failure | 0.0440 | 1960.9598 |
| 2021-11-22 00:00:00 | 2021-11-23 00:00:00 | LONG | 117.0000 | 405.5700 | 396.7557 | stop_loss | -0.0237 | -1125.1435 |
| 2021-12-28 00:00:00 | 2021-12-31 00:00:00 | LONG | 65.0000 | 404.3600 | 397.8500 | breakout_failure | -0.0181 | -475.2936 |
| 2022-03-23 00:00:00 | 2022-03-30 00:00:00 | LONG | 50.0000 | 353.9900 | 367.0900 | breakout_failure | 0.0350 | 618.9460 |
| 2022-07-20 00:00:00 | 2022-07-25 00:00:00 | LONG | 72.0000 | 298.7300 | 300.2700 | breakout_failure | 0.0032 | 67.7520 |
| 2022-08-01 00:00:00 | 2022-08-05 00:00:00 | LONG | 67.0000 | 313.6600 | 321.7500 | breakout_failure | 0.0238 | 499.4575 |
| 2022-08-16 00:00:00 | 2022-08-19 00:00:00 | LONG | 72.0000 | 332.0600 | 322.8600 | breakout_failure | -0.0297 | -709.5542 |
| 2022-11-14 00:00:00 | 2022-11-17 00:00:00 | LONG | 63.0000 | 285.8600 | 284.8100 | breakout_failure | -0.0057 | -102.1022 |
| 2023-01-24 00:00:00 | 2023-01-30 00:00:00 | LONG | 86.0000 | 287.3100 | 290.2700 | breakout_failure | 0.0083 | 204.8881 |
| 2023-02-02 00:00:00 | 2023-02-07 00:00:00 | LONG | 84.0000 | 307.5400 | 309.8800 | breakout_failure | 0.0056 | 144.6967 |
| 2023-04-03 00:00:00 | 2023-04-06 00:00:00 | LONG | 86.0000 | 318.7700 | 318.0500 | breakout_failure | -0.0043 | -116.6865 |
| 2023-05-11 00:00:00 | 2023-05-16 00:00:00 | LONG | 112.0000 | 325.7000 | 327.1600 | breakout_failure | 0.0025 | 90.3997 |
| 2023-05-18 00:00:00 | 2023-05-23 00:00:00 | LONG | 133.0000 | 331.5200 | 333.3600 | breakout_failure | 0.0035 | 156.2910 |
| 2023-05-26 00:00:00 | 2023-06-01 00:00:00 | LONG | 127.0000 | 340.7600 | 352.0100 | breakout_failure | 0.0310 | 1340.7682 |
| 2023-06-13 00:00:00 | 2023-06-16 00:00:00 | LONG | 93.0000 | 363.3100 | 367.9300 | breakout_failure | 0.0107 | 361.6547 |
| 2023-07-14 00:00:00 | 2023-07-19 00:00:00 | LONG | 104.0000 | 379.5900 | 385.6500 | breakout_failure | 0.0139 | 550.6550 |
| 2023-11-13 00:00:00 | 2023-11-16 00:00:00 | LONG | 92.0000 | 376.7900 | 385.9500 | breakout_failure | 0.0223 | 772.5479 |
| 2023-11-21 00:00:00 | 2023-11-27 00:00:00 | LONG | 106.0000 | 389.0100 | 389.1700 | breakout_failure | -0.0016 | -65.5271 |
| 2023-12-12 00:00:00 | 2023-12-15 00:00:00 | LONG | 120.0000 | 395.5600 | 405.3400 | breakout_failure | 0.0227 | 1077.4920 |
| 2023-12-20 00:00:00 | 2023-12-27 00:00:00 | LONG | 113.0000 | 408.3500 | 411.5000 | breakout_failure | 0.0057 | 263.3069 |
| 2024-01-22 00:00:00 | 2024-01-25 00:00:00 | LONG | 94.0000 | 423.4100 | 426.3500 | breakout_failure | 0.0049 | 196.4826 |
| 2024-02-08 00:00:00 | 2024-02-13 00:00:00 | LONG | 99.0000 | 432.1100 | 428.5500 | breakout_failure | -0.0102 | -437.6453 |
| 2024-03-04 00:00:00 | 2024-03-05 00:00:00 | LONG | 92.0000 | 445.6100 | 434.0914 | stop_loss | -0.0278 | -1140.6411 |
| 2024-05-15 00:00:00 | 2024-05-22 00:00:00 | LONG | 93.0000 | 448.4300 | 455.7100 | breakout_failure | 0.0142 | 592.9550 |
| 2024-06-06 00:00:00 | 2024-06-18 00:00:00 | LONG | 98.0000 | 464.2200 | 485.2100 | breakout_failure | 0.0432 | 1963.9759 |
| 2024-07-05 00:00:00 | 2024-07-11 00:00:00 | LONG | 101.0000 | 491.9000 | 491.9300 | breakout_failure | -0.0019 | -96.3368 |
| 2024-09-27 00:00:00 | 2024-10-02 00:00:00 | LONG | 73.0000 | 490.5000 | 481.9500 | breakout_failure | -0.0194 | -695.1389 |
| 2024-10-15 00:00:00 | 2024-10-18 00:00:00 | LONG | 88.0000 | 497.8300 | 494.4700 | breakout_failure | -0.0087 | -383.0024 |
| 2024-11-07 00:00:00 | 2024-11-12 00:00:00 | LONG | 75.0000 | 508.4000 | 512.9100 | breakout_failure | 0.0069 | 261.6517 |
| 2024-12-05 00:00:00 | 2024-12-10 00:00:00 | LONG | 81.0000 | 523.3100 | 520.6000 | breakout_failure | -0.0072 | -304.0667 |
| 2024-12-12 00:00:00 | 2024-12-17 00:00:00 | LONG | 91.0000 | 527.6800 | 535.8000 | breakout_failure | 0.0134 | 642.1433 |
| 2025-02-14 00:00:00 | 2025-02-20 00:00:00 | LONG | 62.0000 | 536.0800 | 537.2300 | breakout_failure | 0.0001 | 4.7548 |
| 2025-05-13 00:00:00 | 2025-05-16 00:00:00 | LONG | 51.0000 | 509.1900 | 521.5100 | breakout_failure | 0.0222 | 575.7543 |
| 2025-06-25 00:00:00 | 2025-07-01 00:00:00 | LONG | 79.0000 | 542.0600 | 546.9900 | breakout_failure | 0.0071 | 303.4351 |
| 2025-07-07 00:00:00 | 2025-07-10 00:00:00 | LONG | 82.0000 | 553.5200 | 555.4500 | breakout_failure | 0.0015 | 67.3245 |
| 2025-08-13 00:00:00 | 2025-08-18 00:00:00 | LONG | 79.0000 | 582.7600 | 577.1100 | breakout_failure | -0.0117 | -537.9797 |
| 2025-09-15 00:00:00 | 2025-09-23 00:00:00 | LONG | 93.0000 | 588.4400 | 598.2000 | breakout_failure | 0.0146 | 797.3225 |
| 2025-10-03 00:00:00 | 2025-10-09 00:00:00 | LONG | 95.0000 | 606.5100 | 610.7000 | breakout_failure | 0.0049 | 282.4151 |
| 2025-10-27 00:00:00 | 2025-10-30 00:00:00 | LONG | 54.0000 | 624.5100 | 626.0500 | breakout_failure | 0.0005 | 15.6298 |
| 2026-04-14 00:00:00 | 2026-04-20 00:00:00 | LONG | 46.0000 | 620.2300 | 646.7900 | breakout_failure | 0.0408 | 1163.4771 |
| 2026-04-23 00:00:00 | 2026-04-24 00:00:00 | LONG | 53.0000 | 653.4900 | 663.8800 | timeout | 0.0139 | 480.8494 |